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Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1936967.00000000 AUD 250074.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1547551.00000000 OU Notional Amount -37066478.66000000 -0.51408261693 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 1547551.00000000 AUD 215387.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 631560.00000000 OU Notional Amount -15126936.21000000 -0.20979858983 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ANZ Group Holdings Ltd. ANZ Group Holdings Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 631560.00000000 AUD -211393.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 679042.00000000 OU Notional Amount -17182793.91000000 -0.23831170315 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 679042.00000000 AUD 125044.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 474057.00000000 OU Notional Amount -11995758.33000000 -0.16637163974 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 474057.00000000 AUD 58164.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 511327.00000000 OU Notional Amount -12938855.71000000 -0.17945165130 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 511327.00000000 AUD 82986.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 299991.00000000 OU Notional Amount -7591111.49000000 -0.10528268671 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 299991.00000000 AUD 49563.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1357685.00000000 OU Notional Amount 6091802.07000000 0.084488455963 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 1357685.00000000 AUD -146652.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 802639.00000000 OU Notional Amount 11162483.67000000 0.154814782088 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 802639.00000000 AUD 531742.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 209256.00000000 OU Notional Amount 170028.14000000 0.002358155247 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beach Energy Ltd. Beach Energy Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 209256.00000000 AUD 5022.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 778912.00000000 OU Notional Amount 632894.44000000 0.008777743171 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Beach Energy Ltd. Beach Energy Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 778912.00000000 AUD 45385.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 162007.00000000 OU Notional Amount -1340116.98000000 -0.01858635805 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bendigo & Adelaide Bank Ltd. Bendigo & Adelaide Bank Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 162007.00000000 AUD 11013.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1039401.00000000 OU Notional Amount -8597893.47000000 -0.11924595308 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 1039401.00000000 AUD -98295.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95769.00000000 OU Notional Amount 551475.87000000 0.007648532276 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 95769.00000000 AUD 4039.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 176741.00000000 OU Notional Amount 1017744.75000000 0.014115311282 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 176741.00000000 AUD 7454.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 352758.00000000 OU Notional Amount 2031320.42000000 0.028172800737 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Data#3 Ltd. Data#3 Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 352758.00000000 AUD 14877.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 884755.00000000 OU Notional Amount 5117448.28000000 0.070974942830 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 884755.00000000 AUD 191469.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 266343.00000000 OU Notional Amount 1540535.55000000 0.021366004423 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 266343.00000000 AUD 59154.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33915.00000000 OU Notional Amount 338110.95000000 0.004689330313 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 33915.00000000 AUD 9470.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13572.00000000 OU Notional Amount -135304.20000000 -0.00187656178 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 13572.00000000 AUD 1010.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35006.00000000 OU Notional Amount -1291612.65000000 -0.01791364152 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASX Ltd. ASX Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 35006.00000000 AUD 16768.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 142490.00000000 OU Notional Amount -5257438.35000000 -0.07291649390 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ASX Ltd. ASX Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 142490.00000000 AUD 118681.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 795903.00000000 OU Notional Amount -3529152.46000000 -0.04894654139 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 795903.00000000 AUD -6342.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 118633.00000000 OU Notional Amount -401499.50000000 -0.00556847915 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 118633.00000000 AUD 17119.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 323092.00000000 OU Notional Amount -1093467.04000000 -0.01516551929 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 323092.00000000 AUD 9485.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 253720.00000000 OU Notional Amount -858685.63000000 -0.01190928763 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 253720.00000000 AUD 7448.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 212658.00000000 OU Notional Amount -6062495.96000000 -0.08408200349 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BHP Group Ltd. BHP Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 212658.00000000 AUD -34338.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 248365.00000000 OU Notional Amount -7080438.12000000 -0.09820005269 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 248365.00000000 AUD -67109.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7318024.00000000 OU Notional Amount 11016751.58000000 0.152793593756 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 7318024.00000000 AUD -381802.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 513912.00000000 OU Notional Amount -2428796.59000000 -0.03368547949 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 513912.00000000 AUD -10712.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2839.00000000 OU Notional Amount -122807.01000000 -0.00170323568 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 2839.00000000 AUD -1223.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3233.00000000 OU Notional Amount -139850.32000000 -0.00193961285 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 3233.00000000 AUD -1393.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8519.00000000 OU Notional Amount -368507.54000000 -0.00511090687 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 8519.00000000 AUD -3672.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11024.00000000 OU Notional Amount -476866.66000000 -0.00661376179 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 11024.00000000 AUD -5952.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10166.00000000 OU Notional Amount -439752.04000000 -0.00609901149 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 10166.00000000 AUD -5489.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1040.00000000 OU Notional Amount -44987.42000000 -0.00062393978 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Macquarie Technology Group Ltd. Macquarie Technology Group Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 1040.00000000 AUD 640.23000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 137333.00000000 OU Notional Amount 3280825.04000000 0.045502437329 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Computershare Ltd. Computershare Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 137333.00000000 AUD -7689.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41742.00000000 OU Notional Amount 4864458.24000000 0.067466171926 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CSL Ltd. CSL Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 41742.00000000 AUD -878179.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163884.00000000 OU Notional Amount 22835095.23000000 0.316704632815 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 163884.00000000 AUD -1091719.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119778.00000000 OU Notional Amount 16689500.11000000 0.231470109976 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 119778.00000000 AUD -830123.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 282229.00000000 OU Notional Amount -942565.21000000 -0.01307263077 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 282229.00000000 AUD 196655.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38949.00000000 OU Notional Amount -130078.67000000 -0.00180408783 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pantoro Gold Ltd. Pantoro Gold Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 38949.00000000 AUD 11983.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 225530.00000000 OU Notional Amount -753206.55000000 -0.01044637657 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 225530.00000000 AUD 196141.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123007.00000000 OU Notional Amount -23093307.24000000 -0.32028582829 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 123007.00000000 AUD -72284.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100068.00000000 OU Notional Amount -18786744.40000000 -0.26055722242 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 100068.00000000 AUD -9782.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 993631.00000000 OU Notional Amount -7962779.45000000 -0.11043742609 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 993631.00000000 AUD 20011.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 768575.00000000 OU Notional Amount -6159221.30000000 -0.08542350713 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 768575.00000000 AUD 25963.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35827.00000000 OU Notional Amount 4019968.28000000 0.055753766963 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 35827.00000000 AUD -41415.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1469.00000000 OU Notional Amount -127547.76000000 -0.00176898611 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rio Tinto Ltd. Rio Tinto Ltd. 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International PLC 4PQUHN3JPFGFNF3BB653 000000000 1255675.00000000 OU Notional Amount -7541499.34000000 -0.10459460559 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 1255675.00000000 AUD -190802.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1371.00000000 OU Notional Amount 56725.30000000 0.000786734853 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 1371.00000000 AUD -1882.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 511661.00000000 OU Notional Amount 21170038.61000000 0.293611620058 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 511661.00000000 AUD -169082.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 316430.00000000 OU Notional Amount 13092331.29000000 0.181580235691 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 316430.00000000 AUD -768722.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 206968.00000000 OU Notional Amount 8563327.19000000 0.118766546233 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 206968.00000000 AUD -68219.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 814315.00000000 OU Notional Amount 33692386.16000000 0.467286634016 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 -268410.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 161814.00000000 OU Notional Amount 831859.57000000 0.011537231485 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Insurance Australia Group Ltd. Insurance Australia Group Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 161814.00000000 AUD -1321.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 752255.00000000 OU Notional Amount -17971513.02000000 -0.24925061072 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ansell Ltd. Ansell Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 752255.00000000 AUD -1326467.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 358103.00000000 OU Notional Amount -8555147.82000000 -0.11865310486 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 358103.00000000 AUD -741562.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83973.00000000 OU Notional Amount 787770.07000000 0.010925745141 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 83973.00000000 AUD -27369.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39376.00000000 OU Notional Amount 369395.33000000 0.005123219814 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 39376.00000000 AUD -13930.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13396.00000000 OU Notional Amount 2300158.67000000 0.031901373725 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 -249998.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27539.00000000 OU Notional Amount 4728580.89000000 0.065581661009 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 27539.00000000 AUD -692727.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32118.00000000 OU Notional Amount 5514817.57000000 0.076486139250 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 32118.00000000 AUD -413173.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 53820.00000000 OU Notional Amount 9241157.03000000 0.128167507711 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 53820.00000000 AUD -1296201.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 251058.00000000 OU Notional Amount -1453699.04000000 -0.02016165100 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 251058.00000000 AUD -34520.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 934.00000000 OU Notional Amount -5408.13000000 -0.00007500646 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IRESS Ltd. IRESS Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 934.00000000 AUD -128.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64232.00000000 OU Notional Amount 1546965.65000000 0.021455184803 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 64232.00000000 AUD -71002.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 313305.00000000 OU Notional Amount 7545648.18000000 0.104652146712 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 313305.00000000 AUD -372664.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112157.00000000 OU Notional Amount 2701192.97000000 0.037463400923 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 112157.00000000 AUD -183820.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 309119.00000000 OU Notional Amount 7444832.42000000 0.103253912199 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 309119.00000000 AUD -379278.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2225277.00000000 OU Notional Amount -4156947.50000000 -0.05765355994 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 2225277.00000000 AUD -143863.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1871115.00000000 OU Notional Amount -3495352.19000000 -0.04847775850 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 1871115.00000000 AUD -119448.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 174028.00000000 OU Notional Amount -325094.48000000 -0.00450880221 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 174028.00000000 AUD -12793.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 102505.00000000 OU Notional Amount -191485.33000000 -0.00265574942 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 102505.00000000 AUD 10414.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 397880.00000000 OU Notional Amount 3200771.79000000 0.044392162339 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 397880.00000000 AUD 78703.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 808290.00000000 OU Notional Amount -3748840.06000000 -0.05199343391 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 808290.00000000 AUD 127807.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 220690.00000000 OU Notional Amount -1023557.77000000 -0.01419593325 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 220690.00000000 AUD 34895.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1747027.00000000 OU Notional Amount 6125790.39000000 0.084959846964 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 1747027.00000000 AUD -16181.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1721802.00000000 OU Notional Amount 25035586.29000000 0.347223695956 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 1721802.00000000 AUD 551307.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 352119.00000000 OU Notional Amount 5119929.94000000 0.071009361483 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Orica Ltd. Orica Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 352119.00000000 AUD 137069.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 859913.00000000 OU Notional Amount 4343439.19000000 0.060240051550 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Downer EDI Ltd. Downer EDI Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 859913.00000000 AUD 122196.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 731240.00000000 OU Notional Amount 3693509.08000000 0.051226037167 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 731240.00000000 AUD 103911.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2593241.00000000 OU Notional Amount 10886435.05000000 0.150986206996 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 2593241.00000000 AUD 785162.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 272293.00000000 OU Notional Amount -319119.31000000 -0.00442593135 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 272293.00000000 AUD 108116.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2606247.00000000 OU Notional Amount -3054444.11000000 -0.04236271364 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 2606247.00000000 AUD 7088.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3779083.00000000 OU Notional Amount 13704384.83000000 0.190068932133 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 3779083.00000000 AUD 344891.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount 21.76000000 0.000000301793 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 -0.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3.00000000 OU Notional Amount 10.88000000 0.000000150896 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 -0.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 610761.00000000 OU Notional Amount 4686942.12000000 0.065004164343 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 610761.00000000 AUD 428260.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84550.00000000 OU Notional Amount -1264964.70000000 -0.01754405562 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 84550.00000000 AUD -82452.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 295063.00000000 OU Notional Amount -4414479.96000000 -0.06122533060 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 295063.00000000 AUD -416862.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2047073.00000000 OU Notional Amount 19117600.03000000 0.265145927215 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 2047073.00000000 AUD 752522.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1390235.00000000 OU Notional Amount 12983394.67000000 0.180069371300 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Worley Ltd. Worley Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 1390235.00000000 AUD 174490.16000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 531516.00000000 OU Notional Amount 4963824.10000000 0.068844297477 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Worley Ltd. Worley Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 531516.00000000 AUD -11609.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 793192.00000000 OU Notional Amount 7407614.38000000 0.102737727547 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 793192.00000000 AUD 205819.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247577.00000000 OU Notional Amount -535605.24000000 -0.00742841924 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ramelius Resources Ltd. Ramelius Resources Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 247577.00000000 AUD 19315.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 214252.00000000 OU Notional Amount 3256467.62000000 0.045164619261 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Monadelphous Group Ltd. Monadelphous Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 214252.00000000 AUD -13149.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210585.00000000 OU Notional Amount -6003789.78000000 -0.08326779540 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 210585.00000000 AUD -35439.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1269579.00000000 OU Notional Amount -36195766.23000000 -0.50200652714 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 1269579.00000000 AUD -197093.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 451343.00000000 OU Notional Amount -12867813.44000000 -0.17846635144 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 451343.00000000 AUD -64018.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 198327.00000000 OU Notional Amount -5654313.54000000 -0.07842083755 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 198327.00000000 AUD -30788.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297593.00000000 OU Notional Amount -1866862.26000000 -0.02589189668 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 297593.00000000 AUD 57055.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1473536.00000000 OU Notional Amount -9243795.20000000 -0.12820409703 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 1473536.00000000 AUD -1239355.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41100.00000000 OU Notional Amount 2811500.27000000 0.038993275556 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 -234916.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115188.00000000 OU Notional Amount 7879588.65000000 0.109283635780 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 115188.00000000 AUD -658383.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84938.00000000 OU Notional Amount 5810297.09000000 0.080584205491 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 84938.00000000 AUD -520230.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 67821.00000000 OU Notional Amount 4639385.89000000 0.064344597207 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 67821.00000000 AUD -371573.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 63024.00000000 OU Notional Amount 4311240.71000000 0.059793484208 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 63024.00000000 AUD -386011.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112592.00000000 OU Notional Amount 7702005.81000000 0.106820702844 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 112592.00000000 AUD -657886.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12998102.00000000 OU Notional Amount 15164884.65000000 0.210324904555 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 12998102.00000000 AUD -146035.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277260.00000000 OU Notional Amount 1847144.88000000 0.025618432289 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 -134856.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 405793.00000000 OU Notional Amount 2703449.69000000 0.037494699837 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Qantas Airways Ltd. Qantas Airways Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 405793.00000000 AUD -197373.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 203708.00000000 OU Notional Amount 1357131.17000000 0.018822331352 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 -99081.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2002503.00000000 OU Notional Amount 13340954.90000000 0.185028447678 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 2002503.00000000 AUD -513042.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1308845.00000000 OU Notional Amount 8719708.34000000 0.120935428569 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 1308845.00000000 AUD -335326.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26019.00000000 OU Notional Amount 616155.14000000 0.008545582376 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Codan Ltd. Codan Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 26019.00000000 AUD 40375.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94209.00000000 OU Notional Amount 2230960.43000000 0.030941649101 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 94209.00000000 AUD 133802.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 385633.00000000 OU Notional Amount 5003423.86000000 0.069393514694 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 385633.00000000 AUD -12646.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 753035.00000000 OU Notional Amount 9770308.26000000 0.135506414963 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 753035.00000000 AUD -45315.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 224857.00000000 OU Notional Amount 2917423.76000000 0.040462350227 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 224857.00000000 AUD -8516.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23245.00000000 OU Notional Amount -374821.73000000 -0.00519847967 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 23245.00000000 AUD -598.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 873439.00000000 OU Notional Amount -14084057.64000000 -0.19533469243 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 873439.00000000 AUD -14068.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 273375.00000000 OU Notional Amount 2895453.89000000 0.040157645581 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 273375.00000000 AUD 78914.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 293836.00000000 OU Notional Amount 3112166.76000000 0.043163280952 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 293836.00000000 AUD 53849.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252488.00000000 OU Notional Amount 2674229.03000000 0.037089432493 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 252488.00000000 AUD 170251.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5542012.00000000 OU Notional Amount 22889257.89000000 0.317455825887 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 5542012.00000000 AUD 138589.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5039380.00000000 OU Notional Amount 20813319.86000000 0.288664214339 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Santos Ltd. Santos Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 5039380.00000000 AUD -974602.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 679144.00000000 OU Notional Amount 9399759.18000000 0.130367193553 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 679144.00000000 AUD -94307.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 OU Notional Amount 24.57000000 0.000000340766 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Washington H Soul Pattinson & Co. Ltd. Washington H Soul Pattinson & Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 1.00000000 AUD -0.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 357916.00000000 OU Notional Amount -1479760.56000000 -0.02052310358 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stockland Stockland Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 357916.00000000 AUD 62628.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 295553.00000000 OU Notional Amount 16221708.62000000 0.224982213578 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 295553.00000000 AUD -833970.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85405.00000000 OU Notional Amount 4687534.98000000 0.065012386841 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 85405.00000000 AUD -440761.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 543177.00000000 OU Notional Amount -2455794.25000000 -0.03405991559 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Iluka Resources Ltd. Iluka Resources Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 543177.00000000 AUD 39556.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 534034.00000000 OU Notional Amount -9921815.16000000 -0.13760769532 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 534034.00000000 AUD -650584.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16420885.00000000 OU Notional Amount -17282783.47000000 -0.23969847893 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 16420885.00000000 AUD -1989766.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 585306.00000000 OU Notional Amount -9722994.20000000 -0.13485020653 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 585306.00000000 AUD -1411578.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4609.00000000 OU Notional Amount -76563.85000000 -0.00106187978 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 4609.00000000 AUD -11115.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 449089.00000000 OU Notional Amount -2822693.61000000 -0.03914851829 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 449089.00000000 AUD 293000.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1104195.00000000 OU Notional Amount -23815470.39000000 -0.33030165756 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 1104195.00000000 AUD 380149.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1106782.00000000 OU Notional Amount -23871267.26000000 -0.33107551583 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 1106782.00000000 AUD 378592.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6471422.00000000 OU Notional Amount 9600694.51000000 0.133154006976 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 6471422.00000000 AUD 147299.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 442015.00000000 OU Notional Amount 7822380.91000000 0.108490209867 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 442015.00000000 AUD -92311.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 538641.00000000 OU Notional Amount 9532380.30000000 0.132206543145 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 538641.00000000 AUD -321615.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38080.00000000 OU Notional Amount 673905.33000000 0.009346531640 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 38080.00000000 AUD 253.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120329.00000000 OU Notional Amount 1255257.91000000 0.017409430154 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sims Ltd. Sims Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 120329.00000000 AUD 147110.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 541089.00000000 OU Notional Amount -8792461.26000000 -0.12194445378 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 541089.00000000 AUD -75709.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79297.00000000 OU Notional Amount -1288541.81000000 -0.01787105140 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 79297.00000000 AUD -19566.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 190011.00000000 OU Notional Amount 544559.47000000 0.007552607302 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 190011.00000000 AUD -224.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 553636.00000000 OU Notional Amount -718516.80000000 -0.00996525729 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 553636.00000000 AUD -72868.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2041803.00000000 OU Notional Amount -2649881.42000000 -0.03675175048 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 2041803.00000000 AUD -573870.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 223283.00000000 OU Notional Amount -289779.90000000 -0.00401901703 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boss Energy Ltd. Boss Energy Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 223283.00000000 AUD -141181.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 828844.00000000 OU Notional Amount -1783493.13000000 -0.02473563307 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 -271938.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 922.00000000 OU Notional Amount -1983.94000000 -0.00002751567 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pilbara Minerals Ltd. Pilbara Minerals Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 922.00000000 AUD -302.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 407839.00000000 OU Notional Amount -877581.37000000 -0.01217135653 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 -155357.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87253.00000000 OU Notional Amount -187749.60000000 -0.00260393782 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 -28627.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1022780.00000000 OU Notional Amount -3891265.30000000 -0.05396875886 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 1022780.00000000 AUD 433155.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 199599.00000000 OU Notional Amount -759393.67000000 -0.01053218701 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 199599.00000000 AUD 71703.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 159795.00000000 OU Notional Amount -607955.51000000 -0.00843186002 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 159795.00000000 AUD 60832.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1244109.00000000 OU Notional Amount -4733332.86000000 -0.06564756705 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1244109.00000000 AUD 38257.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182136.00000000 OU Notional Amount -692954.00000000 -0.00961072156 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 182136.00000000 AUD 6820.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 281861.00000000 OU Notional Amount -1072367.40000000 -0.01487288405 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 281861.00000000 AUD 108821.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12759.00000000 OU Notional Amount -48542.85000000 -0.00067325077 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 12759.00000000 AUD 5277.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 383534.00000000 OU Notional Amount -1459192.15000000 -0.02023783607 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 383534.00000000 AUD 16865.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 47383.00000000 OU Notional Amount -180273.20000000 -0.00250024609 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 47383.00000000 AUD 12314.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5003.00000000 OU Notional Amount -19034.40000000 -0.00026399200 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 5003.00000000 AUD 375.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 242631.00000000 OU Notional Amount -923113.07000000 -0.01280284504 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 242631.00000000 AUD 10669.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 96293.00000000 OU Notional Amount -366356.02000000 -0.00508106699 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 96293.00000000 AUD 25025.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 389486.00000000 OU Notional Amount 1234056.54000000 0.017115383992 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 389486.00000000 AUD -28746.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 172019.00000000 OU Notional Amount 545029.02000000 0.007559119588 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 172019.00000000 AUD -12696.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1462080.00000000 OU Notional Amount 4632488.42000000 0.064248934777 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NRW Holdings Ltd. NRW Holdings Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1462080.00000000 AUD -107910.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 391918.00000000 OU Notional Amount 1241762.14000000 0.017222254544 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 391918.00000000 AUD -28926.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1668048.00000000 OU Notional Amount 5285082.24000000 0.073299892702 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 1668048.00000000 AUD 64580.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24353.00000000 OU Notional Amount 3473579.53000000 0.048175789000 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Macquarie Group Ltd. Macquarie Group Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 24353.00000000 AUD 20038.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 197962.00000000 OU Notional Amount 28236223.49000000 0.391613991639 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 197962.00000000 AUD 162887.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38136.00000000 OU Notional Amount 5439511.72000000 0.075441706926 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Macquarie Group Ltd. Macquarie Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 38136.00000000 AUD -225081.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3186121.00000000 OU Notional Amount 22546789.86000000 0.312706066335 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 3186121.00000000 AUD -507044.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426022.00000000 OU Notional Amount 3014772.04000000 0.041812493547 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evolution Mining Ltd. Evolution Mining Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 426022.00000000 AUD 128790.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 147907.00000000 OU Notional Amount 990046.72000000 0.013731161607 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 147907.00000000 AUD -15271.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51921.00000000 OU Notional Amount 347544.17000000 0.004820161581 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 51921.00000000 AUD -5934.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 806239.00000000 OU Notional Amount -1603667.33000000 -0.02224159206 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 806239.00000000 AUD -12989.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 605974.00000000 OU Notional Amount -851652.71000000 -0.01181174661 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 605974.00000000 AUD 63632.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 546551.00000000 OU Notional Amount -768137.98000000 -0.01065346364 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 546551.00000000 AUD 57392.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230185.00000000 OU Notional Amount -323508.40000000 -0.00448680454 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 230185.00000000 AUD -2319.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 570776.00000000 OU Notional Amount 1981027.06000000 0.027475271782 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 570776.00000000 AUD 59835.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 250564.00000000 OU Notional Amount 869647.75000000 0.012061323527 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 250564.00000000 AUD 26267.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66258.00000000 OU Notional Amount -681194.18000000 -0.00944762220 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 66258.00000000 AUD 6845.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1608375.00000000 OU Notional Amount -16535598.53000000 -0.22933561730 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 1608375.00000000 AUD 468480.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 498190.00000000 OU Notional Amount -5121858.91000000 -0.07103611476 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 498190.00000000 AUD 145110.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 105285.00000000 OU Notional Amount -2217379.32000000 -0.03075328989 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 105285.00000000 AUD 131685.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15273.00000000 OU Notional Amount -321660.58000000 -0.00446117674 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 15273.00000000 AUD 5585.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 708355.00000000 OU Notional Amount 2774553.83000000 0.038480857780 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Treasury Wine Estates Ltd. Treasury Wine Estates Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 708355.00000000 AUD -50112.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 421257.00000000 OU Notional Amount 1650020.43000000 0.022884472745 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Treasury Wine Estates Ltd. Treasury Wine Estates Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 421257.00000000 AUD -41287.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62908.00000000 OU Notional Amount -892834.81000000 -0.01238290963 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ALS Ltd. ALS Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 62908.00000000 AUD 3348.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1900716.00000000 OU Notional Amount 4264242.08000000 0.059141650541 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aurizon Holdings Ltd. Aurizon Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1900716.00000000 AUD 45450.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 104275.00000000 OU Notional Amount 9864956.41000000 0.136819109624 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xero Ltd. Xero Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 104275.00000000 AUD -819204.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50230.00000000 OU Notional Amount 4752018.80000000 0.065906726204 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 50230.00000000 AUD -384523.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23743.00000000 OU Notional Amount 2246211.08000000 0.031153163503 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 23743.00000000 AUD -231460.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1591215.00000000 OU Notional Amount -5829119.55000000 -0.08084525806 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Steadfast Group Ltd. Steadfast Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 1591215.00000000 AUD 479881.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 868890.00000000 OU Notional Amount -3183016.55000000 -0.04414591126 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 868890.00000000 AUD 177884.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 591532.00000000 OU Notional Amount -1603954.99000000 -0.02224558168 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Reliance Worldwide Corp. Ltd. Reliance Worldwide Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 591532.00000000 AUD -65432.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 412094.00000000 OU Notional Amount -1117404.01000000 -0.01549750605 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 412094.00000000 AUD -55631.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 359630.00000000 OU Notional Amount -301074.83000000 -0.00417566874 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 359630.00000000 AUD 6815.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 54408.00000000 OU Notional Amount -45549.26000000 -0.00063173205 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 54408.00000000 AUD 1031.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 880937.00000000 OU Notional Amount -737502.32000000 -0.01022857137 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 880937.00000000 AUD -2831.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 515669.00000000 OU Notional Amount -1195558.74000000 -0.01658145008 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 515669.00000000 AUD -27563.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56829.00000000 OU Notional Amount 4234673.37000000 0.058731556020 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HUB24 Ltd. HUB24 Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 56829.00000000 AUD 34034.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1989717.00000000 OU Notional Amount -5535670.67000000 -0.07677535518 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 1989717.00000000 AUD 107425.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 322369.00000000 OU Notional Amount 1181698.71000000 0.016389222478 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 IDP Education Ltd. IDP Education Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 322369.00000000 AUD -201399.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1347680.00000000 OU Notional Amount 4940151.55000000 0.068515978012 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 1347680.00000000 AUD -211503.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1529508.00000000 OU Notional Amount -3109587.25000000 -0.04312750519 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 1529508.00000000 AUD -122228.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1373317.00000000 OU Notional Amount -2792041.00000000 -0.03872339093 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 1373317.00000000 AUD -109746.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 153668.00000000 OU Notional Amount -312416.84000000 -0.00433297341 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 153668.00000000 AUD -12280.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57237.00000000 OU Notional Amount -116366.47000000 -0.00161391050 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 57237.00000000 AUD -4574.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1943153.00000000 OU Notional Amount -3950553.91000000 -0.05479104478 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 1943153.00000000 AUD -155283.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4648053.00000000 OU Notional Amount -9449788.02000000 -0.13106105382 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 4648053.00000000 AUD -213451.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1731533.00000000 OU Notional Amount -3520316.96000000 -0.04882400003 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 1731533.00000000 AUD -79904.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2281084.00000000 OU Notional Amount -4637589.17000000 -0.06431967812 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 2281084.00000000 AUD -184408.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 320356.00000000 OU Notional Amount -651304.17000000 -0.00903307150 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 320356.00000000 AUD -27584.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4390258.00000000 OU Notional Amount -8925674.35000000 -0.12379201352 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 4390258.00000000 AUD -204222.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1214348.00000000 OU Notional Amount -2468846.89000000 -0.03424094534 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 -124988.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36726.00000000 OU Notional Amount -74666.30000000 -0.00103556227 N/A DE AU N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2025-12-08 0.00000000 AUD 0.00000000 AUD 36726.00000000 AUD -2759.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 940053.00000000 OU Notional Amount -1911187.67000000 -0.02650665491 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 940053.00000000 AUD -44298.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 992400.00000000 OU Notional Amount -2017612.46000000 -0.02798268222 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 992400.00000000 AUD -102144.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 469718.00000000 OU Notional Amount 9454460.88000000 0.131125862682 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 469718.00000000 AUD -193843.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 113752.00000000 OU Notional Amount 2289594.68000000 0.031754859575 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 113752.00000000 AUD -46943.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1049477.00000000 OU Notional Amount 21123821.60000000 0.292970626839 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 1049477.00000000 AUD -63121.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 412369.00000000 OU Notional Amount 741514.44000000 0.010284216294 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 -18547.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 595336.00000000 OU Notional Amount 1070522.38000000 0.014847295089 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SRG Global Ltd. SRG Global Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 595336.00000000 AUD -26777.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 591236.00000000 OU Notional Amount 453358.39000000 0.006287720764 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 591236.00000000 AUD 3508.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 378780.00000000 OU Notional Amount 569978.83000000 0.007905153635 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 National Storage REIT National Storage REIT Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 378780.00000000 AUD -14775.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4393877.00000000 OU Notional Amount 3333787.13000000 0.046236979450 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 4393877.00000000 AUD -59648.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 568753.00000000 OU Notional Amount 1200859.02000000 0.016654960759 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 568753.00000000 AUD -24790.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 275942.00000000 OU Notional Amount 582621.00000000 0.008080490491 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 275942.00000000 AUD -12027.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1118276.00000000 OU Notional Amount 2361116.02000000 0.032746803751 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 1118276.00000000 AUD -77441.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3660416.00000000 OU Notional Amount -2881091.71000000 -0.03995845355 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ora Banda Mining Ltd. Ora Banda Mining Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 3660416.00000000 AUD 169294.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8091333.00000000 OU Notional Amount -6368640.18000000 -0.08832798065 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ora Banda Mining Ltd. Ora Banda Mining Ltd. 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Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 386353.00000000 AUD 153014.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 250565.00000000 OU Notional Amount -399997.45000000 -0.00554764691 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 250565.00000000 AUD 99235.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 89280.00000000 OU Notional Amount 321141.59000000 0.004453978769 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lottery Corp. Ltd. Lottery Corp. Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 89280.00000000 AUD -3337.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108975.00000000 OU Notional Amount -260717.57000000 -0.00361594560 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endeavour Group Ltd. 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Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 249849.00000000 AUD -31660.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 880721.00000000 OU Notional Amount -2123591.63000000 -0.02945252912 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IPH Ltd. IPH Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 880721.00000000 AUD -23358.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 520103.00000000 OU Notional Amount -247263.75000000 -0.00342935180 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vault Minerals Ltd. Vault Minerals Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 520103.00000000 AUD 6762.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 672333.00000000 OU Notional Amount 1142688.21000000 0.015848177830 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 672333.00000000 AUD -148593.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 288300.00000000 OU Notional Amount -6731638.28000000 -0.09336247597 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 288300.00000000 AUD 27607.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81755.00000000 OU Notional Amount -1908931.97000000 -0.02647537015 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 11273.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 197253.00000000 OU Notional Amount -4605743.48000000 -0.06387800370 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 197253.00000000 AUD 17433.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1434431.00000000 OU Notional Amount -8934327.95000000 -0.12391203208 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 a2 Milk Co. Ltd. a2 Milk Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1434431.00000000 AUD -462721.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1439231.00000000 OU Notional Amount 2976454.14000000 0.041281054710 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 1439231.00000000 AUD -31352.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2190286.00000000 OU Notional Amount 4529700.81000000 0.062823352271 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 2190286.00000000 AUD -50404.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6112538.00000000 OU Notional Amount 12641257.04000000 0.175324194134 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 South32 Ltd. South32 Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 6112538.00000000 AUD -133158.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1370981.00000000 OU Notional Amount 2835307.23000000 0.039323459182 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 South32 Ltd. South32 Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 1370981.00000000 AUD -29866.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2935430.00000000 OU Notional Amount 6070723.02000000 0.084196106283 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 2935430.00000000 AUD 58012.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4807729.00000000 OU Notional Amount 9942799.22000000 0.137898727568 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 4807729.00000000 AUD 82915.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5018119.00000000 OU Notional Amount -8290271.26000000 -0.11497947737 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vicinity Ltd. Vicinity Ltd. 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Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 6333085.00000000 AUD 10251.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 454370.00000000 OU Notional Amount 6553175.32000000 0.090887336470 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 454370.00000000 AUD -274051.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 477525.00000000 OU Notional Amount 6887129.53000000 0.095519016101 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 477525.00000000 AUD -369988.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2334939.00000000 OU Notional Amount -7417612.13000000 -0.10287638839 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Atlas Arteria Ltd. Atlas Arteria Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 2334939.00000000 AUD 31117.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2455531.00000000 OU Notional Amount -7800707.65000000 -0.10818961896 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 2455531.00000000 AUD 39999.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 160674.00000000 OU Notional Amount -1725849.68000000 -0.02393616421 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 160674.00000000 AUD -156474.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 596543.00000000 OU Notional Amount -26905267.24000000 -0.37315468563 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WiseTech Global Ltd. WiseTech Global Ltd. 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International PLC 4PQUHN3JPFGFNF3BB653 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 87977.00000000 CAD -61480.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1284785.00000000 OU Notional Amount -25795547.82000000 -0.35776375873 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 1284785.00000000 CAD 154601.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 641128.00000000 OU Notional Amount 4626013.59000000 0.064159134028 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Martinrea International, Inc. Martinrea International, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 641128.00000000 CAD 852.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271731.00000000 OU Notional Amount -6565871.87000000 -0.09106342753 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 271731.00000000 CAD 270873.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 619782.00000000 OU Notional Amount 17043949.76000000 0.236386045080 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 619782.00000000 CAD -555434.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31092.00000000 OU Notional Amount 855027.23000000 0.011858548527 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 31092.00000000 CAD -25281.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 624954.00000000 OU Notional Amount 17186179.30000000 0.238358655826 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 624954.00000000 CAD -508153.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485571.00000000 OU Notional Amount -4022911.85000000 -0.05579459194 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Novagold Resources, Inc. Novagold Resources, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 485571.00000000 CAD 156566.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118783.00000000 OU Notional Amount 10490642.19000000 0.145496874408 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Descartes Systems Group, Inc. Descartes Systems Group, Inc. 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Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 378037.00000000 CAD 620371.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1030913.00000000 OU Notional Amount 32980689.68000000 0.457415969142 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 1030913.00000000 CAD 1691763.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6087.00000000 OU Notional Amount -698081.32000000 -0.00968183341 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 6087.00000000 CAD 61569.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 157871.00000000 OU Notional Amount -4421356.02000000 -0.06132069609 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Utilities Ltd. Canadian Utilities Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 157871.00000000 CAD 147777.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 408837.00000000 OU Notional Amount -11449942.86000000 -0.15880161272 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 408837.00000000 CAD 380793.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27315.00000000 OU Notional Amount -216369.93000000 -0.00300087906 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cascades, Inc. Cascades, Inc. 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International PLC 4PQUHN3JPFGFNF3BB653 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 14241.00000000 CAD -5154.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 117288.00000000 OU Notional Amount 4902923.56000000 0.067999655361 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cogeco, Inc. Cogeco, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 117288.00000000 CAD -270276.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 502001.00000000 OU Notional Amount 6718162.47000000 0.093175577190 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 502001.00000000 CAD -101555.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 554878.00000000 OU Notional Amount 7425803.04000000 0.102989989814 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 554878.00000000 CAD -246838.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 490264.00000000 OU Notional Amount 6561088.93000000 0.090997091954 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 490264.00000000 CAD -218095.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 353294.00000000 OU Notional Amount -20602414.36000000 -0.28573912257 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. 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International PLC 4PQUHN3JPFGFNF3BB653 Open Text Corp. Open Text Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 97688.00000000 CAD 78199.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 531070.00000000 OU Notional Amount -20374943.28000000 -0.28258427937 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 531070.00000000 CAD 425124.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 209690.00000000 OU Notional Amount 7123973.12000000 0.098803848568 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 209690.00000000 CAD -159293.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20084.00000000 OU Notional Amount -1009534.06000000 -0.01400143553 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 20084.00000000 CAD 27538.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1995.00000000 OU Notional Amount 41420.56000000 0.000574470266 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Quantum Minerals Ltd. First Quantum Minerals Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1995.00000000 CAD -743.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14671.00000000 OU Notional Amount 304601.99000000 0.004224587654 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 14671.00000000 CAD -14941.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216256.00000000 OU Notional Amount 4489946.68000000 0.062271994065 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 216256.00000000 CAD -80551.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103978.00000000 OU Notional Amount 1459717.53000000 0.020245122680 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 103978.00000000 CAD 59921.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13963.00000000 OU Notional Amount 196022.58000000 0.002718677482 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 13963.00000000 CAD 8046.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1320981.00000000 OU Notional Amount 19317186.77000000 0.267914036766 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 TELUS Corp. TELUS Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 1320981.00000000 CAD -532352.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 98316.00000000 OU Notional Amount 1437710.71000000 0.019939905567 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TELUS Corp. TELUS Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 98316.00000000 CAD -20211.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 724930.00000000 OU Notional Amount -7639275.18000000 -0.10595067883 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 724930.00000000 CAD 1980501.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2231397.00000000 OU Notional Amount -25837144.69000000 -0.35834067428 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 2231397.00000000 CAD 1029280.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2363380.00000000 OU Notional Amount -27365363.94000000 -0.37953586140 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 2363380.00000000 CAD 1090160.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11233.00000000 OU Notional Amount -523787.53000000 -0.00726451699 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enbridge, Inc. Enbridge, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 11233.00000000 CAD 12142.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11059.00000000 OU Notional Amount -515674.02000000 -0.00715198905 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Enbridge, Inc. Enbridge, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 11059.00000000 CAD 10960.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 656713.00000000 OU Notional Amount -30622102.74000000 -0.42470424172 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enbridge, Inc. Enbridge, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 656713.00000000 CAD 709866.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 404335.00000000 OU Notional Amount -18853879.72000000 -0.26148833598 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enbridge, Inc. Enbridge, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 404335.00000000 CAD 437061.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56351.00000000 OU Notional Amount 2167577.95000000 0.030062584449 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 IGM Financial, Inc. IGM Financial, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 56351.00000000 CAD -9195.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40644.00000000 OU Notional Amount 1563397.95000000 0.021683087752 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IGM Financial, Inc. IGM Financial, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 40644.00000000 CAD 8426.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 159510.00000000 OU Notional Amount 5162139.60000000 0.071594775939 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 159510.00000000 CAD 32317.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5727.00000000 OU Notional Amount -138178.09000000 -0.00191642035 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 5727.00000000 CAD 2350.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114759.00000000 OU Notional Amount 6214356.74000000 0.086188191890 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 114759.00000000 CAD 168104.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 183825.00000000 OU Notional Amount 7305554.53000000 0.101322238494 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 183825.00000000 CAD -211555.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 593179.00000000 OU Notional Amount 23574059.72000000 0.326953483328 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Loblaw Cos. Ltd. Loblaw Cos. Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 593179.00000000 CAD -1367746.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 234254.00000000 OU Notional Amount 9309698.73000000 0.129118126647 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 234254.00000000 CAD -540140.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5679.00000000 OU Notional Amount 268290.29000000 0.003720973218 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 5679.00000000 CAD 13621.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 154200.00000000 OU Notional Amount 7284796.98000000 0.101034347763 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 154200.00000000 CAD 369865.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 175509.00000000 OU Notional Amount 8291487.89000000 0.114996351065 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 175509.00000000 CAD 180335.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24949.00000000 OU Notional Amount -479572.95000000 -0.00665129588 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maple Leaf Foods, Inc. Maple Leaf Foods, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 24949.00000000 CAD 29521.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 252658.00000000 OU Notional Amount -4856625.20000000 -0.06735753388 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Maple Leaf Foods, Inc. Maple Leaf Foods, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 252658.00000000 CAD 298960.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 247412.00000000 OU Notional Amount -2107998.57000000 -0.02923626577 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pason Systems, Inc. Pason Systems, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 247412.00000000 CAD 18260.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 112559.00000000 OU Notional Amount 7502863.29000000 0.104058754272 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Metro, Inc. Metro, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 112559.00000000 CAD -66175.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160708.00000000 OU Notional Amount 10712338.90000000 0.148571631681 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Metro, Inc. Metro, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 160708.00000000 CAD -264860.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 377719.00000000 OU Notional Amount -17957508.05000000 -0.24905637291 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Emera, Inc. Emera, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 377719.00000000 CAD 730623.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107489.00000000 OU Notional Amount -5110239.58000000 -0.07087496388 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Emera, Inc. Emera, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 107489.00000000 CAD 207916.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9737.00000000 OU Notional Amount -383218.00000000 -0.00531492926 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Methanex Corp. Methanex Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 9737.00000000 CAD -43258.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92677.00000000 OU Notional Amount 3264228.58000000 0.045272257612 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 92677.00000000 CAD -138173.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 775552.00000000 OU Notional Amount 27316151.87000000 0.378853329087 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 775552.00000000 CAD -3547000.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77129.00000000 OU Notional Amount 2716603.76000000 0.037677136339 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 77129.00000000 CAD -49485.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5352.00000000 OU Notional Amount -250705.07000000 -0.00347708018 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 5352.00000000 CAD -19.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 229.00000000 OU Notional Amount -34940.64000000 -0.00048459892 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 229.00000000 CAD -12188.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1687.00000000 OU Notional Amount -257401.16000000 -0.00356994963 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 1687.00000000 CAD -12188.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2057.00000000 OU Notional Amount -313855.48000000 -0.00435292621 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 2057.00000000 CAD -24501.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 242.00000000 OU Notional Amount -36924.17000000 -0.00051210890 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 242.00000000 CAD -13218.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 229.00000000 OU Notional Amount -34940.64000000 -0.00048459892 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 229.00000000 CAD -12508.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11436.00000000 OU Notional Amount -1744896.08000000 -0.02420032265 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 11436.00000000 CAD -271712.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15070.00000000 OU Notional Amount 480718.55000000 0.006667184451 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 15070.00000000 CAD 5986.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 90685.00000000 OU Notional Amount -2892764.54000000 -0.04012034643 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-04-16 0.00000000 CAD 0.00000000 CAD 90685.00000000 CAD -207690.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54366.00000000 OU Notional Amount -1734223.26000000 -0.02405229911 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 -124511.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 510620.00000000 OU Notional Amount -16288288.33000000 -0.22590562127 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 510620.00000000 CAD -202836.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5615.00000000 OU Notional Amount -981445.85000000 -0.01361187437 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 5615.00000000 CAD 73819.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 383024.00000000 OU Notional Amount 3673076.04000000 0.050942647132 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 383024.00000000 CAD 35486.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119455.00000000 OU Notional Amount 1145534.74000000 0.015887656940 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 119455.00000000 CAD -5663.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 72922.00000000 OU Notional Amount -4139118.33000000 -0.05740628351 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 72922.00000000 CAD 154228.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87325.00000000 OU Notional Amount -4956645.57000000 -0.06874473696 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stella-Jones, Inc. Stella-Jones, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 87325.00000000 CAD -79207.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31729.00000000 OU Notional Amount 405619.03000000 0.005625613760 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 31729.00000000 CAD -65803.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 99473.00000000 OU Notional Amount 11015754.42000000 0.152779763939 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 99473.00000000 CAD -143577.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129955.00000000 OU Notional Amount 14391366.15000000 0.199596817369 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 129955.00000000 CAD -187574.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10779.00000000 OU Notional Amount 1193678.86000000 0.016555377643 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 -15558.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6539.00000000 OU Notional Amount 724136.38000000 0.010043196405 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 -9438.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 204774.00000000 OU Notional Amount 22676908.26000000 0.314510705189 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 204774.00000000 CAD -295566.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23027.00000000 OU Notional Amount 2550036.46000000 0.035366980194 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 -33236.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54192.00000000 OU Notional Amount 6001284.40000000 0.083233047779 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 54192.00000000 CAD -126743.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 100.00000000 OU Notional Amount -12014.54000000 -0.00016663212 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 -666.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84744.00000000 OU Notional Amount -10181605.96000000 -0.14121078736 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 84744.00000000 CAD -484805.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107501.00000000 OU Notional Amount -8826648.01000000 -0.12241859685 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 107501.00000000 CAD -32569.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 269282.00000000 OU Notional Amount -3202469.62000000 -0.04441570989 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NuVista Energy Ltd. NuVista Energy Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 269282.00000000 CAD -123646.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 478028.00000000 OU Notional Amount -5685007.34000000 -0.07884653617 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 478028.00000000 CAD -202885.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 416315.00000000 OU Notional Amount 7358346.48000000 0.102054420907 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 416315.00000000 CAD 864470.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15346.00000000 OU Notional Amount -936592.35000000 -0.01298979195 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 117137.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11495.00000000 OU Notional Amount -701559.30000000 -0.00973007023 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 87742.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11964.00000000 OU Notional Amount -730183.17000000 -0.01012706057 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 100991.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 254987.00000000 OU Notional Amount -15562288.12000000 -0.21583657502 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 254987.00000000 CAD 1531038.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 126294.00000000 OU Notional Amount -7707936.54000000 -0.10690295735 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 126294.00000000 CAD 758316.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 320741.00000000 OU Notional Amount 19502187.07000000 0.270479843980 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 320741.00000000 CAD -1065689.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205567.00000000 OU Notional Amount 1688447.36000000 0.023417423741 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 205567.00000000 CAD 37914.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9659.00000000 OU Notional Amount -445365.61000000 -0.00617686725 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boardwalk Real Estate Investment Trust Boardwalk Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 9659.00000000 CAD 880.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32790.00000000 OU Notional Amount 384114.43000000 0.005327362040 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 32790.00000000 CAD -25104.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1101523.00000000 OU Notional Amount 12903656.12000000 0.178963460948 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centerra Gold, Inc. Centerra Gold, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 1101523.00000000 CAD -843325.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1148764.00000000 OU Notional Amount 13457055.02000000 0.186638664124 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 1148764.00000000 CAD 746446.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26343.00000000 OU Notional Amount 4913991.72000000 0.068153161949 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 26343.00000000 CAD -13314.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19097.00000000 OU Notional Amount 306085.74000000 0.004245166088 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hudbay Minerals, Inc. Hudbay Minerals, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 19097.00000000 CAD -68.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 637373.00000000 OU Notional Amount 10215782.00000000 0.141684781895 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 637373.00000000 CAD 595831.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 735936.00000000 OU Notional Amount -12068395.42000000 -0.16737905849 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 735936.00000000 CAD -297839.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1003488.00000000 OU Notional Amount 4679199.69000000 0.064896782989 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 1003488.00000000 CAD 65874.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257.00000000 OU Notional Amount 1117.75000000 0.000015502304 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 257.00000000 CAD 10.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 173024.00000000 OU Notional Amount 1841822.62000000 0.025544616770 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Crombie Real Estate Investment Trust Crombie Real Estate Investment Trust Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 173024.00000000 CAD -19418.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70058.00000000 OU Notional Amount 745760.18000000 0.010343101335 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 70058.00000000 CAD -10212.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 148974.00000000 OU Notional Amount -1299028.21000000 -0.01801648944 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 148974.00000000 CAD 52321.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 206600.00000000 OU Notional Amount -14244212.33000000 -0.19755591077 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 206600.00000000 CAD 94899.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46196.00000000 OU Notional Amount -8629203.98000000 -0.11968020498 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Franco-Nevada Corp. Franco-Nevada Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 46196.00000000 CAD 129754.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 445602.00000000 OU Notional Amount 1950729.94000000 0.027055074793 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 445602.00000000 CAD -568103.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 261677.00000000 OU Notional Amount 1145554.01000000 0.015887924199 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 261677.00000000 CAD -210867.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25808.00000000 OU Notional Amount -146838.14000000 -0.00203652836 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Superior Plus Corp. Superior Plus Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 25808.00000000 CAD -110.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14294.00000000 OU Notional Amount 569191.76000000 0.007894237599 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 14294.00000000 CAD 10009.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 879668.00000000 OU Notional Amount 35028667.64000000 0.485819796729 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 879668.00000000 CAD 644476.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 710078.00000000 OU Notional Amount 28275538.34000000 0.392159257380 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 710078.00000000 CAD 520228.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92611.00000000 OU Notional Amount -408068.15000000 -0.00565958111 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 92611.00000000 CAD 2027.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 115069.00000000 OU Notional Amount -507023.93000000 -0.00703201917 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 115069.00000000 CAD 2518.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67991.00000000 OU Notional Amount -299586.03000000 -0.00415502027 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 67991.00000000 CAD 7641.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27149.00000000 OU Notional Amount -119625.55000000 -0.00165911135 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 27149.00000000 CAD 3703.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 656427.00000000 OU Notional Amount -28872397.87000000 -0.40043722497 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tourmaline Oil Corp. Tourmaline Oil Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 656427.00000000 CAD -70046.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7751.00000000 OU Notional Amount -340921.31000000 -0.00472830777 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tourmaline Oil Corp. Tourmaline Oil Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 7751.00000000 CAD -5902.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202003.00000000 OU Notional Amount -2043722.20000000 -0.02834480357 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 202003.00000000 CAD -26333.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11862.00000000 OU Notional Amount -649870.65000000 -0.00901318972 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 11862.00000000 CAD 10428.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7514.00000000 OU Notional Amount -411661.45000000 -0.00570941732 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 7514.00000000 CAD 6606.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 889.00000000 OU Notional Amount -48704.69000000 -0.00067549536 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 889.00000000 CAD 564.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51639.00000000 OU Notional Amount -2829090.41000000 -0.03923723682 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 51639.00000000 CAD 15758.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 491968.00000000 OU Notional Amount -3662005.58000000 -0.05078910864 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2026-04-16 0.00000000 CAD 0.00000000 CAD 491968.00000000 CAD 54066.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195464.00000000 OU Notional Amount -1454952.88000000 -0.02017904076 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 195464.00000000 CAD -26688.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2073994.00000000 OU Notional Amount -15437950.42000000 -0.21411210988 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 2073994.00000000 CAD -283180.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1169716.00000000 OU Notional Amount -8706880.35000000 -0.12075751453 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 1169716.00000000 CAD -159711.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 80838.00000000 OU Notional Amount -2372892.56000000 -0.03291013500 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 80838.00000000 CAD 59757.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106925.00000000 OU Notional Amount -3138641.94000000 -0.04353047066 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 106925.00000000 CAD 157826.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14371.00000000 OU Notional Amount 244989.92000000 0.003397815593 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 14371.00000000 CAD -51.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67795.00000000 OU Notional Amount -1155736.66000000 -0.01602914946 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 67795.00000000 CAD 10008.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15109.00000000 OU Notional Amount 151892.55000000 0.002106629019 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mullen Group Ltd. Mullen Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 15109.00000000 CAD -956.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 185364.00000000 OU Notional Amount 1863486.08000000 0.025845071753 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 185364.00000000 CAD -41088.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8395.00000000 OU Notional Amount 1091221.31000000 0.015134372807 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 8395.00000000 CAD -8384.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 80047.00000000 OU Notional Amount 10404882.94000000 0.144307461729 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 80047.00000000 CAD -79949.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 113295.00000000 OU Notional Amount 1425729.39000000 0.019773734175 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 113295.00000000 CAD 190869.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 407629.00000000 OU Notional Amount 5129693.67000000 0.071144776662 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 407629.00000000 CAD 430270.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114164.00000000 OU Notional Amount 1436665.07000000 0.019925403370 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enerflex Ltd. Enerflex Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 114164.00000000 CAD 116798.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1916602.00000000 OU Notional Amount -10699792.28000000 -0.14839762002 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 1916602.00000000 CAD 619074.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 639701.00000000 OU Notional Amount -3571251.53000000 -0.04953042205 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 639701.00000000 CAD 206627.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 33247.00000000 OU Notional Amount 855264.88000000 0.011861844544 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 33247.00000000 CAD 28024.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74229.00000000 OU Notional Amount 1909509.34000000 0.026483377813 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 74229.00000000 CAD 5289.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 382925.00000000 OU Notional Amount -6470587.50000000 -0.08974190900 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 382925.00000000 CAD -47665.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 221636.00000000 OU Notional Amount -3745159.32000000 -0.05194238497 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 221636.00000000 CAD -9930.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1799048.00000000 OU Notional Amount 13455501.42000000 0.186617116926 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 1799048.00000000 CAD -120769.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1489948.00000000 OU Notional Amount 11143670.12000000 0.154553853094 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 1489948.00000000 CAD 181982.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51909.00000000 OU Notional Amount -2627741.61000000 -0.03644468890 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 51909.00000000 CAD -18281.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7485.00000000 OU Notional Amount -378906.28000000 -0.00525512913 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 7485.00000000 CAD -3251.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 263489.00000000 OU Notional Amount -4860048.08000000 -0.06740500651 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARC Resources Ltd. ARC Resources Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 263489.00000000 CAD -45760.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 101472.00000000 OU Notional Amount -1871648.53000000 -0.02595827845 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARC Resources Ltd. ARC Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 101472.00000000 CAD -11866.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 731.00000000 OU Notional Amount -15698.35000000 -0.00021772364 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bird Construction, Inc. Bird Construction, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 731.00000000 CAD -85.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8708.00000000 OU Notional Amount -187005.78000000 -0.00259362162 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 8708.00000000 CAD -723.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168900.00000000 OU Notional Amount -2460252.40000000 -0.03412174659 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 -43858.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1111411.00000000 OU Notional Amount -16189174.52000000 -0.22453099145 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 1111411.00000000 CAD -1052811.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 367547.00000000 OU Notional Amount -5353809.28000000 -0.07425308215 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 367547.00000000 CAD -95441.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 948734.00000000 OU Notional Amount -13819568.37000000 -0.19166643634 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 948734.00000000 CAD -246360.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 194820.00000000 OU Notional Amount 8003656.48000000 0.111004358035 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Altus Group Ltd. Altus Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 194820.00000000 CAD 31251.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114783.00000000 OU Notional Amount 2097528.28000000 0.029091051166 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northland Power, Inc. Northland Power, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 114783.00000000 CAD 59804.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48965.00000000 OU Notional Amount -1320698.69000000 -0.01831704179 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 -16266.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 56202.00000000 OU Notional Amount -1515897.23000000 -0.02102429049 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 56202.00000000 CAD -18670.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10725.00000000 OU Notional Amount -289277.92000000 -0.00401205497 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 -10250.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 544222.00000000 OU Notional Amount -14678919.30000000 -0.20358495115 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 544222.00000000 CAD -204205.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 150778.00000000 OU Notional Amount 1726494.37000000 0.023945105549 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 150778.00000000 CAD 135685.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8375.00000000 OU Notional Amount 95898.54000000 0.001330036577 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 8375.00000000 CAD 6786.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170455.00000000 OU Notional Amount 837356.92000000 0.011613475363 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Athabasca Oil Corp. Athabasca Oil Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 170455.00000000 CAD 26914.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 428923.00000000 OU Notional Amount -1905237.10000000 -0.02642412523 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 428923.00000000 CAD -10020.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17011.00000000 OU Notional Amount -312675.90000000 -0.00433656637 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 17011.00000000 CAD -6643.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74378.00000000 OU Notional Amount -1367127.62000000 -0.01896097417 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 74378.00000000 CAD -29049.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 400659.00000000 OU Notional Amount -7364435.51000000 -0.10213887091 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 400659.00000000 CAD -59674.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 245555.00000000 OU Notional Amount 9056761.01000000 0.125610081380 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 245555.00000000 CAD 141890.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17842.00000000 OU Notional Amount 658063.28000000 0.009126814990 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 17842.00000000 CAD -185.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46880.00000000 OU Notional Amount 1729066.63000000 0.023980780752 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 46880.00000000 CAD 75286.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 296121.00000000 OU Notional Amount 2894598.35000000 0.040145779921 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 296121.00000000 CAD 301828.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 305929.00000000 OU Notional Amount -2990472.06000000 -0.04147547212 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 305929.00000000 CAD -400689.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1781712.00000000 OU Notional Amount -17416328.49000000 -0.24155064228 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 -710994.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32180.00000000 OU Notional Amount -314561.19000000 -0.00436271384 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 32180.00000000 CAD -42147.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16852.00000000 OU Notional Amount -1057102.39000000 -0.01466117048 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 76042.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79718.00000000 OU Notional Amount -5000598.65000000 -0.06935433127 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 79718.00000000 CAD 190632.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 239136.00000000 OU Notional Amount -1137240.83000000 -0.01577262699 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kelt Exploration Ltd. Kelt Exploration Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 239136.00000000 CAD -75478.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202180.00000000 OU Notional Amount -2139211.58000000 -0.02966916542 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 202180.00000000 CAD 44994.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 565392.00000000 OU Notional Amount -2761352.68000000 -0.03829776831 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 565392.00000000 CAD -206548.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3444.00000000 OU Notional Amount -142273.26000000 -0.00197321710 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3444.00000000 CAD -4589.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32760.00000000 OU Notional Amount -334945.92000000 -0.00464543386 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 32760.00000000 CAD 9061.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125292.00000000 OU Notional Amount -1281014.78000000 -0.01776665748 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 125292.00000000 CAD -21510.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36364.00000000 OU Notional Amount -355978.55000000 -0.00493713973 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 36364.00000000 CAD 4372.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88553.00000000 OU Notional Amount -866872.97000000 -0.01202283953 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 88553.00000000 CAD 10647.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130891.00000000 OU Notional Amount -601937.15000000 -0.00834839014 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kraken Robotics, Inc. Kraken Robotics, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 130891.00000000 CAD 30962.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117185.00000000 OU Notional Amount -1172225.98000000 -0.01625784323 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 150083.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78267.00000000 OU Notional Amount -782921.12000000 -0.01085849405 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ivanhoe Mines Ltd. Ivanhoe Mines Ltd. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 78267.00000000 CAD 20089.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147704.00000000 OU Notional Amount -1477513.90000000 -0.02049194419 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 189170.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 785271.00000000 OU Notional Amount -7855229.50000000 -0.10894579371 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 785271.00000000 CAD 201567.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1257708.00000000 OU Notional Amount -12581115.28000000 -0.17449007569 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 1257708.00000000 CAD 322834.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2697.00000000 OU Notional Amount 188389.07000000 0.002612806762 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 2697.00000000 CAD 18637.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 293184.00000000 OU Notional Amount 20479295.91000000 0.284031567469 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 293184.00000000 CAD 3293480.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80665.00000000 OU Notional Amount 7248951.27000000 0.100537196238 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 80665.00000000 CAD -295892.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 66263.00000000 OU Notional Amount 5954717.14000000 0.082587196871 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 66263.00000000 CAD -216503.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106306.00000000 OU Notional Amount 1480272.49000000 0.020530203648 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canada Goose Holdings, Inc. Canada Goose Holdings, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 106306.00000000 CAD 87839.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 165242.00000000 OU Notional Amount 15958096.97000000 0.221326129381 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 165242.00000000 CAD -1861311.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1477.00000000 OU Notional Amount 142639.94000000 0.001978302668 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 1477.00000000 CAD -15701.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22942.00000000 OU Notional Amount 2215602.94000000 0.030728652913 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 22942.00000000 CAD -8405.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3298.00000000 OU Notional Amount -81876.84000000 -0.00113556673 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jamieson Wellness, Inc. Jamieson Wellness, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 3298.00000000 CAD -78.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17940.00000000 OU Notional Amount -445382.20000000 -0.00617709734 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jamieson Wellness, Inc. Jamieson Wellness, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 17940.00000000 CAD -425.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 125288.00000000 OU Notional Amount 882567.78000000 0.012240514080 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bausch Health Cos., Inc. Bausch Health Cos., Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 125288.00000000 CAD 126192.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5287.00000000 OU Notional Amount 145693.59000000 0.002020654368 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trisura Group Ltd. Trisura Group Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 5287.00000000 CAD 349.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 185784.00000000 OU Notional Amount 2160448.50000000 0.029963704640 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 CT Real Estate Investment Trust CT Real Estate Investment Trust Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 185784.00000000 CAD 8520.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225266.00000000 OU Notional Amount -4625618.20000000 -0.06415365028 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Energy Fuels, Inc. Energy Fuels, Inc. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 225266.00000000 CAD 995407.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 345256.00000000 OU Notional Amount -7089496.13000000 -0.09832568010 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 345256.00000000 CAD 745505.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5060.00000000 OU Notional Amount -103902.18000000 -0.00144104070 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Energy Fuels, Inc. Energy Fuels, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 5060.00000000 CAD 10925.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9044.00000000 OU Notional Amount -140829.89000000 -0.00195319871 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 North American Construction Group Ltd. North American Construction Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 9044.00000000 CAD -810.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119596.00000000 OU Notional Amount -1862305.54000000 -0.02582869860 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 North American Construction Group Ltd. North American Construction Group Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 119596.00000000 CAD -22991.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24333.00000000 OU Notional Amount 675747.99000000 0.009372087871 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Triple Flag Precious Metals Corp. Triple Flag Precious Metals Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 24333.00000000 CAD -110551.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 213466.00000000 OU Notional Amount 18577348.37000000 0.257653065815 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 213466.00000000 CAD 110132.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66514.00000000 OU Notional Amount 5788527.21000000 0.080282274547 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 66514.00000000 CAD 35171.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64394.00000000 OU Notional Amount 5604029.55000000 0.077723438551 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 -36804.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 169368.00000000 OU Notional Amount -19992560.75000000 -0.27728093741 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 169368.00000000 CAD -748552.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12121.00000000 OU Notional Amount -1430788.75000000 -0.01984390348 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 12121.00000000 CAD -7814.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3663.00000000 OU Notional Amount -142074.93000000 -0.00197046642 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Andlauer Healthcare Group, Inc. Andlauer Healthcare Group, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 3663.00000000 CAD -7566.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11456.00000000 OU Notional Amount -444338.10000000 -0.00616261650 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Andlauer Healthcare Group, Inc. Andlauer Healthcare Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 11456.00000000 CAD -23663.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10579.00000000 OU Notional Amount -410322.34000000 -0.00569084493 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Andlauer Healthcare Group, Inc. Andlauer Healthcare Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 10579.00000000 CAD -5663.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9724.00000000 OU Notional Amount -377159.89000000 -0.00523090809 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Andlauer Healthcare Group, Inc. Andlauer Healthcare Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 9724.00000000 CAD -15135.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9918.00000000 OU Notional Amount -384684.47000000 -0.00533526804 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 9918.00000000 CAD -5309.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20116.00000000 OU Notional Amount 114022.46000000 0.001581400951 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Obsidian Energy Ltd. Obsidian Energy Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 20116.00000000 CAD -5987.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26037.00000000 OU Notional Amount 1517424.96000000 0.021045478897 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 26037.00000000 CAD -150405.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50272.00000000 OU Notional Amount 2929830.15000000 0.040634417002 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cargojet, Inc. Cargojet, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 50272.00000000 CAD 18428.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 295775.00000000 OU Notional Amount 12931391.39000000 0.179348127113 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 295775.00000000 CAD -418649.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2979551.00000000 OU Notional Amount -32736715.92000000 -0.45403224688 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 2979551.00000000 CAD 70680.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2309181.00000000 OU Notional Amount -25371273.19000000 -0.35187940662 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 2309181.00000000 CAD 54235.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8270.00000000 OU Notional Amount -201598.02000000 -0.00279600440 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 8270.00000000 CAD -1743.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 172895.00000000 OU Notional Amount -4214666.18000000 -0.05845407218 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 172895.00000000 CAD -36457.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81116.00000000 OU Notional Amount -12956698.50000000 -0.17969911662 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 81116.00000000 CAD -479455.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 327343.00000000 OU Notional Amount -16636133.50000000 -0.23072995748 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alimentation Couche-Tard, Inc. Alimentation Couche-Tard, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 327343.00000000 CAD 661996.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 428991.00000000 OU Notional Amount -21802059.45000000 -0.30237724709 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 428991.00000000 CAD 864393.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 177442.00000000 OU Notional Amount 9310154.20000000 0.129124443654 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Badger Infrastructure Solutions Ltd. Badger Infrastructure Solutions Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 177442.00000000 CAD 833643.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 719051.00000000 OU Notional Amount 20486455.36000000 0.284130863354 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 719051.00000000 CAD 173962.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 290555.00000000 OU Notional Amount 8278191.72000000 0.114811943749 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 290555.00000000 CAD -39702.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20939.00000000 OU Notional Amount 1256145.92000000 0.017421746147 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Precision Drilling Corp. Precision Drilling Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 20939.00000000 CAD 98474.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3691.00000000 OU Notional Amount 265610.94000000 0.003683812761 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Canadian Pacific Kansas City Ltd. Canadian Pacific Kansas City Ltd. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 3691.00000000 CAD -4284.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25980.00000000 OU Notional Amount 2133155.18000000 0.029585167971 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 25980.00000000 CAD -166353.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1848.00000000 OU Notional Amount 151734.83000000 0.002104441568 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1848.00000000 CAD 47.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44543.00000000 OU Notional Amount 186105.29000000 0.002581132547 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Algoma Steel Group, Inc. Algoma Steel Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 44543.00000000 CAD -10503.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133802.00000000 OU Notional Amount -2164605.45000000 -0.03002135823 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 133802.00000000 CAD 500670.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100090.00000000 OU Notional Amount -1619223.63000000 -0.02245734559 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 100090.00000000 CAD 374524.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 824910.00000000 OU Notional Amount -3487730.42000000 -0.04837205060 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TELUS International CDA, Inc. TELUS International CDA, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 824910.00000000 CAD 200356.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 219313.00000000 OU Notional Amount -927258.27000000 -0.01286033567 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 219313.00000000 CAD 30810.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 174221.00000000 OU Notional Amount -1353968.77000000 -0.01877847137 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 dentalcorp Holdings Ltd. dentalcorp Holdings Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 174221.00000000 CAD 1188.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 164208.00000000 OU Notional Amount -1276152.15000000 -0.01769921666 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 dentalcorp Holdings Ltd. dentalcorp Holdings Ltd. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 164208.00000000 CAD 5020.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74524.00000000 OU Notional Amount -579167.66000000 -0.00803259540 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 dentalcorp Holdings Ltd. dentalcorp Holdings Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 74524.00000000 CAD 1614.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 395710.00000000 OU Notional Amount -3411025.56000000 -0.04730821512 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 395710.00000000 CAD 63954.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94567.00000000 OU Notional Amount -1678883.68000000 -0.02328478309 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 94567.00000000 CAD -6812.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25653.00000000 OU Notional Amount -2545272.17000000 -0.03530090327 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 25653.00000000 CAD 152890.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 286988.00000000 OU Notional Amount -28474742.49000000 -0.39492206071 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 286988.00000000 CAD 233291.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50977.00000000 OU Notional Amount -5057901.19000000 -0.07014907199 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 50977.00000000 CAD 331090.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 274858.00000000 OU Notional Amount -27271212.63000000 -0.37823005752 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 274858.00000000 CAD 223430.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14354.00000000 OU Notional Amount -667782.61000000 -0.00926161437 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 14354.00000000 CAD 8630.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 754875.00000000 OU Notional Amount 9068941.39000000 0.125779013575 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 754875.00000000 CAD 362875.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 417920.00000000 OU Notional Amount -10840205.06000000 -0.15034503375 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 South Bow Corp. South Bow Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 417920.00000000 CAD 182616.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 147179.00000000 OU Notional Amount -20564449.49000000 -0.28521257998 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 147179.00000000 CAD -319803.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72575.00000000 OU Notional Amount -10140474.67000000 -0.14064032904 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 72575.00000000 CAD -177862.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 781795.00000000 OU Notional Amount 31320852.06000000 0.434395339770 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 781795.00000000 CAD -894661.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 434552.00000000 OU Notional Amount 17409345.04000000 0.241453787379 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 434552.00000000 CAD -505264.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1598.00000000 OU Notional Amount -13797.57000000 -0.00019136133 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 1598.00000000 CAD 696.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25420.00000000 OU Notional Amount -219483.23000000 -0.00304405806 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 25420.00000000 CAD 11072.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29215.00000000 OU Notional Amount -252250.29000000 -0.00349851115 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 29215.00000000 CAD 12726.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11298.00000000 OU Notional Amount -97550.02000000 -0.00135294129 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 11298.00000000 CAD 1806.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27016.00000000 OU Notional Amount -233263.53000000 -0.00323517987 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 27016.00000000 CAD 4320.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1288.00000000 OU Notional Amount 155968.71000000 0.002163162121 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinaxis, Inc. Kinaxis, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 1288.00000000 CAD -4.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79519.00000000 OU Notional Amount -1899316.60000000 -0.02634201260 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 79519.00000000 CAD 163919.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 101383.00000000 OU Notional Amount 3327990.67000000 0.046156587154 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 101383.00000000 CAD -55998.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 746240.00000000 OU Notional Amount 24496017.68000000 0.339740307918 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 746240.00000000 CAD 908548.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7540.00000000 OU Notional Amount 180953.55000000 0.002509682006 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Perpetua Resources Corp. Perpetua Resources Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7540.00000000 CAD -26.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5359.00000000 OU Notional Amount -147410.23000000 -0.00204446280 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 5359.00000000 CAD -4914.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19256.00000000 OU Notional Amount -1041640.38000000 -0.01444672469 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Asset Management Ltd. Brookfield Asset Management Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 19256.00000000 CAD 1829.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90702.00000000 OU Notional Amount -4176993.46000000 -0.05793158148 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Brookfield Corp. Brookfield Corp. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 90702.00000000 CAD -13571.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35373.00000000 OU Notional Amount 756614.74000000 0.010493645461 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 DPM Metals, Inc. DPM Metals, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 35373.00000000 CAD -113036.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17024.00000000 OU Notional Amount 546205.13000000 0.007575431299 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 OR Royalties, Inc. OR Royalties, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 17024.00000000 CAD -34117.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 188553.00000000 OU Notional Amount 28882197.80000000 0.400573142218 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Thomson Reuters Corp. Thomson Reuters Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 188553.00000000 CAD -1881606.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 190556.00000000 OU Notional Amount 29189013.61000000 0.404828433798 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Thomson Reuters Corp. Thomson Reuters Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 190556.00000000 CAD -1901594.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 651256.00000000 OU Notional Amount 5381666.99000000 0.074639446467 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 651256.00000000 CAD -381231.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1251.00000000 OU Notional Amount -79802.48000000 -0.00110679701 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EQB, Inc. EQB, Inc. Y equity-performance leg 2025-12-23 0.00000000 CAD 0.00000000 CAD 1251.00000000 CAD -1253.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71374.00000000 OU Notional Amount -4553015.42000000 -0.06314670739 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EQB, Inc. EQB, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 71374.00000000 CAD -71504.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74792.00000000 OU Notional Amount -3448574.84000000 -0.04782899381 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 74792.00000000 CAD -66921.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27111.00000000 OU Notional Amount -1250057.66000000 -0.01733730681 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 27111.00000000 CAD -24257.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15402.00000000 OU Notional Amount -710168.86000000 -0.00984947799 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 15402.00000000 CAD -16409.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 81885.00000000 OU Notional Amount -3775625.08000000 -0.05236492086 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 81885.00000000 CAD -75828.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 323550.00000000 OU Notional Amount -3201935.05000000 -0.04440829583 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 323550.00000000 CAD 375277.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 78822.00000000 OU Notional Amount -780043.04000000 -0.01081857737 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 78822.00000000 CAD 91423.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 977173.00000000 OU Notional Amount -9670358.45000000 -0.13412019048 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 977173.00000000 CAD -250586.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 519622.00000000 OU Notional Amount 11622075.61000000 0.161188957240 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OceanaGold Corp. OceanaGold Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 519622.00000000 CAD -140146.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6374.00000000 OU Notional Amount 142563.46000000 0.001977241951 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OceanaGold Corp. OceanaGold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 6374.00000000 CAD -1719.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1560898.00000000 OU Notional Amount 70724799.76000000 0.980896795625 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 1560898.00000000 CAD 2260760.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 774450.00000000 OU Notional Amount 35090583.22000000 0.486678516643 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Infrastructure Corp. Brookfield Infrastructure Corp. 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International PLC 4PQUHN3JPFGFNF3BB653 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 220756.00000000 CAD 150775.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61018.00000000 OU Notional Amount -2135227.58000000 -0.02961391051 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 139450.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23880.00000000 OU Notional Amount -835642.51000000 -0.01158969785 N/A DE CA N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2025-12-08 0.00000000 CAD 0.00000000 CAD 23880.00000000 CAD 154342.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22369.00000000 OU Notional Amount -364430.25000000 -0.00505435809 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NGEx Minerals Ltd. NGEx Minerals Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 22369.00000000 CAD 35378.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74367.00000000 OU Notional Amount -12930117.73000000 -0.17933046246 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 74367.00000000 CAD -436426.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160272.00000000 OU Notional Amount -27866336.26000000 -0.38648394956 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shopify, Inc. Shopify, Inc. 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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 -36926.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79970.00000000 OU Notional Amount -25903896.21000000 -0.35926646484 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 79970.00000000 CHF 3045831.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88544.00000000 OU Notional Amount -2468816.76000000 -0.03424052746 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 88544.00000000 CHF -303.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1549.00000000 OU Notional Amount -43189.79000000 -0.00059900808 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 1549.00000000 CHF 2792.37000000 N N N Morgan Stanley & Co. 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International PLC 4PQUHN3JPFGFNF3BB653 Adecco Group AG Adecco Group AG Y equity-performance leg 2027-01-04 0.00000000 CHF 0.00000000 CHF 107430.00000000 CHF -368.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77007.00000000 OU Notional Amount -2147137.83000000 -0.02977909622 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 77007.00000000 CHF 138819.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44932.00000000 OU Notional Amount -8205188.55000000 -0.11379944776 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 44932.00000000 CHF 354631.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32525.00000000 OU Notional Amount -2466342.16000000 -0.03420620673 N/A DE CH N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vontobel Holding AG Vontobel Holding AG Y equity-performance leg 2027-03-17 0.00000000 CHF 0.00000000 CHF 32525.00000000 CHF -9160.76000000 N N N Morgan Stanley & Co. 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International PLC 4PQUHN3JPFGFNF3BB653 Aviva PLC Aviva PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 40596.00000000 GBP -3330.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57162.00000000 OU Notional Amount 745680.44000000 0.010341995405 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gamma Communications PLC Gamma Communications PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 57162.00000000 GBP -33102.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 348525.00000000 OU Notional Amount -3819937.64000000 -0.05297950087 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fevertree Drinks PLC Fevertree Drinks PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 348525.00000000 GBP 218413.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 OU Notional Amount 4.01000000 0.000000055615 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hammerson PLC Hammerson PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 1.00000000 GBP 0.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount 4.01000000 0.000000055615 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 0.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1110500.00000000 OU Notional Amount 4456123.26000000 0.061802890096 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 1110500.00000000 GBP -47160.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2.00000000 OU Notional Amount 8.03000000 0.000000111369 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3.00000000 OU Notional Amount 12.04000000 0.000000166985 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 0.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 164901.00000000 OU Notional Amount 661701.20000000 0.009177270051 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 164901.00000000 GBP 31478.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100289.00000000 OU Notional Amount 3794195.52000000 0.052622478114 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 100289.00000000 GBP -60828.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166353.00000000 OU Notional Amount 6268650.65000000 0.086941205296 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 166353.00000000 GBP 262714.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79419.00000000 OU Notional Amount 2992732.12000000 0.041506817363 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 79419.00000000 GBP 31977.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2264306.00000000 OU Notional Amount 10193575.67000000 0.141376797737 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 2264306.00000000 GBP -165464.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 546561.00000000 OU Notional Amount -349643.40000000 -0.00484927623 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 546561.00000000 GBP -2098.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 604625.00000000 OU Notional Amount -6202897.81000000 -0.08602926563 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 604625.00000000 GBP 72614.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 125379.00000000 OU Notional Amount -2266635.61000000 -0.03143643551 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hiscox Ltd. Hiscox Ltd. Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 125379.00000000 GBP 47215.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24327.00000000 OU Notional Amount -2269044.98000000 -0.03146985155 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 24327.00000000 GBP -99222.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14126.00000000 OU Notional Amount -1317570.17000000 -0.01827365170 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2027-03-22 0.00000000 GBP 0.00000000 GBP 14126.00000000 GBP -57615.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36531.00000000 OU Notional Amount -3407345.02000000 -0.04725716895 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 36531.00000000 GBP -191.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 12807.00000000 OU Notional Amount -1194543.47000000 -0.01656736909 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 12807.00000000 GBP -67.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39961.00000000 OU Notional Amount -3727270.38000000 -0.05169427958 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 39961.00000000 GBP -209.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 570122.00000000 OU Notional Amount -1458045.81000000 -0.02022193725 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Domino's Pizza Group PLC Domino's Pizza Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 570122.00000000 GBP 77162.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5906013.00000000 OU Notional Amount 7271440.37000000 0.100849102192 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 5906013.00000000 GBP 183018.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 807408.00000000 OU Notional Amount 1921973.20000000 0.026656241651 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 807408.00000000 GBP 30363.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96043.00000000 OU Notional Amount -285834.19000000 -0.00396429317 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 International Workplace Group PLC International Workplace Group PLC Y equity-performance leg 2027-01-04 0.00000000 GBP 0.00000000 GBP 96043.00000000 GBP 3255.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13021.00000000 OU Notional Amount -106415.26000000 -0.00147589513 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 13021.00000000 GBP 1876.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 720396.00000000 OU Notional Amount -5887499.19000000 -0.08165493729 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 720396.00000000 GBP -198313.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1737170.00000000 OU Notional Amount -14197173.47000000 -0.19690351914 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 1737170.00000000 GBP -520795.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16080.00000000 OU Notional Amount -24418.20000000 -0.00033866103 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 16080.00000000 GBP 88.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 278116.00000000 OU Notional Amount -422331.62000000 -0.00585740410 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 278116.00000000 GBP 1535.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 350192.00000000 OU Notional Amount -531782.26000000 -0.00737539754 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 350192.00000000 GBP 1933.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101362.00000000 OU Notional Amount -153922.74000000 -0.00213478614 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 101362.00000000 GBP 7190.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 846258.00000000 OU Notional Amount -1285080.72000000 -0.01782304884 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 846258.00000000 GBP 55340.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 740741.00000000 OU Notional Amount -1124848.42000000 -0.01560075411 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 740741.00000000 GBP 52546.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1699607.00000000 OU Notional Amount -3053227.94000000 -0.04234584633 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 1699607.00000000 GBP -212533.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 201317.00000000 OU Notional Amount -361652.25000000 -0.00501582944 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 201317.00000000 GBP -25174.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1937658.00000000 OU Notional Amount -3480870.31000000 -0.04827690632 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ibstock PLC Ibstock PLC Y equity-performance leg 2027-03-17 0.00000000 GBP 0.00000000 GBP 1937658.00000000 GBP -204343.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 273592.00000000 OU Notional Amount -491489.35000000 -0.00681656689 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 273592.00000000 GBP -34212.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265177.00000000 OU Notional Amount 5587676.30000000 0.077496631963 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 265177.00000000 GBP -199626.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158.00000000 OU Notional Amount 4424.99000000 0.000061371096 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Johnson Matthey PLC Johnson Matthey PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 158.00000000 GBP -116.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 185100.00000000 OU Notional Amount 1948322.98000000 0.027021692170 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 185100.00000000 HKD -41423.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1297500.00000000 OU Notional Amount -11066850.72000000 -0.15348842903 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 1297500.00000000 HKD -47634.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63000.00000000 OU Notional Amount -537349.98000000 -0.00745261740 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 63000.00000000 HKD -2098.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 304000.00000000 OU Notional Amount -2592926.87000000 -0.03596183611 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 304000.00000000 HKD -6658.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 352500.00000000 OU Notional Amount -3006601.06000000 -0.04169916854 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 352500.00000000 HKD -22387.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113500.00000000 OU Notional Amount -968082.90000000 -0.01342654087 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 HKD 0.00000000 HKD 113500.00000000 HKD -7208.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1000.00000000 OU Notional Amount -8529.36000000 -0.00011829544 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD 0.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1273500.00000000 OU Notional Amount -10862145.97000000 -0.15064933674 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 1273500.00000000 HKD -80881.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28900.00000000 OU Notional Amount 1575133.39000000 0.021845848983 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hong Kong Exchanges & Clearing Ltd. Hong Kong Exchanges & Clearing Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 28900.00000000 HKD 4529.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1734000.00000000 OU Notional Amount -6361504.87000000 -0.08822901957 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 1734000.00000000 HKD -346024.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 864000.00000000 OU Notional Amount -3169746.37000000 -0.04396186440 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 -175719.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2447000.00000000 OU Notional Amount -8977279.37000000 -0.12450773416 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 2447000.00000000 HKD -497642.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 301000.00000000 OU Notional Amount -1104275.07000000 -0.01531541808 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 -61217.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84000.00000000 OU Notional Amount -308169.79000000 -0.00427407020 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 84000.00000000 HKD -17083.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1865500.00000000 OU Notional Amount -6843937.33000000 -0.09491997459 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 1865500.00000000 HKD -291501.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3000.00000000 OU Notional Amount -11006.06000000 -0.00015264531 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 3000.00000000 HKD -889.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 513000.00000000 OU Notional Amount -1882036.91000000 -0.02610235703 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2027-01-11 0.00000000 HKD 0.00000000 HKD 513000.00000000 HKD -80161.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 71900.00000000 OU Notional Amount -1401686.60000000 -0.01944027977 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 2241.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 431900.00000000 OU Notional Amount -8419867.09000000 -0.11677686859 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 13466.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 190500.00000000 OU Notional Amount -3713787.17000000 -0.05150727816 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 5939.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 173700.00000000 OU Notional Amount -3386272.08000000 -0.04696490401 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 173700.00000000 HKD 5415.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 545500.00000000 OU Notional Amount -3465420.39000000 -0.04806262820 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 64029.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 312500.00000000 OU Notional Amount -1985231.66000000 -0.02753358624 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 312500.00000000 HKD 36680.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1139000.00000000 OU Notional Amount -2993144.63000000 -0.04151253854 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 1139000.00000000 HKD 186127.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28000.00000000 OU Notional Amount -73580.38000000 -0.00102050142 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 4575.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 313000.00000000 OU Notional Amount -822523.50000000 -0.01140774761 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 51148.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14000.00000000 OU Notional Amount -36790.19000000 -0.00051025071 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 2287.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131000.00000000 OU Notional Amount -344251.05000000 -0.00477448862 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 21407.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101000.00000000 OU Notional Amount -265414.93000000 -0.00368109425 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 16504.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54000.00000000 OU Notional Amount -141905.01000000 -0.00196810977 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 54000.00000000 HKD 3023.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5027000.00000000 OU Notional Amount -4678387.02000000 -0.06488551190 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 -67943.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5332000.00000000 OU Notional Amount -4962235.85000000 -0.06882226971 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 5332000.00000000 HKD -72065.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 451000.00000000 OU Notional Amount -419724.00000000 -0.00582123849 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 -6095.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4698000.00000000 OU Notional Amount -4372202.55000000 -0.06063897650 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 -63496.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397000.00000000 OU Notional Amount -369468.80000000 -0.00512423878 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 397000.00000000 HKD -2727.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46000.00000000 OU Notional Amount 229187.10000000 0.003178643032 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2029-09-03 0.00000000 HKD 0.00000000 HKD 46000.00000000 HKD 10612.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 433000.00000000 OU Notional Amount 2157348.14000000 0.029920705109 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 60425.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1456500.00000000 OU Notional Amount -7156830.00000000 -0.09925954739 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2025-12-15 0.00000000 HKD 0.00000000 HKD 1456500.00000000 HKD -304825.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 386500.00000000 OU Notional Amount -1899151.94000000 -0.02633972890 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 -59244.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 350500.00000000 OU Notional Amount 4265158.81000000 0.059154364858 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 350500.00000000 HKD 116664.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 425000.00000000 OU Notional Amount 3510210.83000000 0.048683836034 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 425000.00000000 HKD 6270.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18500.00000000 OU Notional Amount -152797.41000000 -0.00211917870 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 18500.00000000 HKD 453.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26500.00000000 OU Notional Amount -218871.97000000 -0.00303558037 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 26500.00000000 HKD 3282.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50000.00000000 OU Notional Amount 583200.30000000 0.008088524922 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 50000.00000000 HKD -9465.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 933500.00000000 OU Notional Amount 10888349.62000000 0.151012760561 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 933500.00000000 HKD -476411.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 314000.00000000 OU Notional Amount 3662497.89000000 0.050795936594 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 -211800.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 950500.00000000 OU Notional Amount 11086637.72000000 0.153762859007 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 950500.00000000 HKD -641136.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 266300.00000000 OU Notional Amount 1386787.92000000 0.019233646918 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 -10788.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1550803.00000000 OU Notional Amount 8075985.22000000 0.112007500207 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 -62828.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1444400.00000000 OU Notional Amount 7521879.34000000 0.104322491781 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 6628.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 103200.00000000 OU Notional Amount 537425.88000000 0.007453670075 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 473.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 455300.00000000 OU Notional Amount 2371027.18000000 0.032884263668 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 455300.00000000 HKD 2089.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12554000.00000000 OU Notional Amount 6156869.79000000 0.085390893556 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Guotai Junan International Holdings Ltd. Guotai Junan International Holdings Ltd. Y equity-performance leg 2027-07-19 0.00000000 HKD 0.00000000 HKD 12554000.00000000 HKD -673854.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 206000.00000000 OU Notional Amount 1215660.38000000 0.016860243865 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 206000.00000000 HKD 4176.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 478600.00000000 OU Notional Amount 2824344.95000000 0.039171421065 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 478600.00000000 HKD 9702.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171800.00000000 OU Notional Amount 1013837.16000000 0.014061116113 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 171800.00000000 HKD 3482.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43700.00000000 OU Notional Amount 257885.24000000 0.003576663439 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 43700.00000000 HKD -4683.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2832000.00000000 OU Notional Amount 27557426.63000000 0.382199618362 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 2832000.00000000 HKD 1701700.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2468800.00000000 OU Notional Amount 24023225.59000000 0.333183057170 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 2468800.00000000 HKD 1531057.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92000.00000000 OU Notional Amount -134335.79000000 -0.00186313070 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 3885.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1989000.00000000 OU Notional Amount 1284842.22000000 0.017819741035 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 1989000.00000000 HKD -4921.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20000.00000000 OU Notional Amount -73662.74000000 -0.00102164369 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 20000.00000000 HKD -2950.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1395000.00000000 OU Notional Amount 699258.44000000 0.009698159138 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 1395000.00000000 HKD -50799.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 398000.00000000 OU Notional Amount 199501.69000000 0.002766929975 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 398000.00000000 HKD -14493.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7501000.00000000 OU Notional Amount 3759955.22000000 0.052147592351 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 7501000.00000000 HKD -177577.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 611000.00000000 OU Notional Amount 1402322.51000000 0.019449099342 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mobvista, Inc. Mobvista, Inc. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 611000.00000000 HKD 131960.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15000.00000000 OU Notional Amount 34426.90000000 0.000477473757 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mobvista, Inc. Mobvista, Inc. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 15000.00000000 HKD -2565.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1485000.00000000 OU Notional Amount 1154281.23000000 0.016008963809 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 1485000.00000000 HKD -1368.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7459500.00000000 OU Notional Amount 7175416.84000000 0.099517332103 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 -68958.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6571500.00000000 OU Notional Amount 6321234.91000000 0.087670507214 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 6571500.00000000 HKD -60749.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9655500.00000000 OU Notional Amount 9287785.69000000 0.128814210187 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 206716.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11916000.00000000 OU Notional Amount 11462198.15000000 0.158971583861 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 255111.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3015000.00000000 OU Notional Amount 2900178.53000000 0.040223172585 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 64548.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 991500.00000000 OU Notional Amount 6575103.75000000 0.091191466376 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 991500.00000000 HKD 107468.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 509000.00000000 OU Notional Amount 3375418.87000000 0.046814378615 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 509000.00000000 HKD 55170.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 232000.00000000 OU Notional Amount 1147760.58000000 0.015918527572 N/A DE HK N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 HKD 0.00000000 HKD 232000.00000000 HKD 20008.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 532000.00000000 OU Notional Amount -2631933.75000000 -0.03650283055 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2025-12-15 0.00000000 HKD 0.00000000 HKD 532000.00000000 HKD -111870.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5500.00000000 OU Notional Amount -27209.84000000 -0.00037737886 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 -418.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount -21.11000000 -0.00000029277 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AustAsia Group Ltd. AustAsia Group Ltd. Y equity-performance leg 2025-11-15 0.00000000 HKD 0.00000000 HKD 400.00000000 HKD -21.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79327.00000000 OU Notional Amount -572195.86000000 -0.00793590208 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aura Investments Ltd. Aura Investments Ltd. Y equity-performance leg 2026-04-06 0.00000000 ILS 0.00000000 ILS 79327.00000000 ILS -10291.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25840.00000000 OU Notional Amount 524103.88000000 0.007268904517 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2027-07-19 0.00000000 ILS 0.00000000 ILS 25840.00000000 ILS 13790.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74181.00000000 OU Notional Amount 1504587.85000000 0.020867438378 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank Hapoalim BM Bank Hapoalim BM Y equity-performance leg 2026-10-07 0.00000000 ILS 0.00000000 ILS 74181.00000000 ILS 48587.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 168591.00000000 OU Notional Amount 3419473.60000000 0.047425382727 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 168591.00000000 ILS 110425.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84626.00000000 OU Notional Amount 1717566.59000000 0.023821284331 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 84626.00000000 ILS 81916.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7467185.00000000 OU Notional Amount 15295032.43000000 0.212129950886 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 7467185.00000000 ILS 315958.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7645.00000000 OU Notional Amount -215280.64000000 -0.00298577147 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 7645.00000000 ILS -1077.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40151.00000000 OU Notional Amount -1130638.70000000 -0.01568106069 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 40151.00000000 ILS -28871.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15585.00000000 OU Notional Amount -438868.38000000 -0.00608675583 N/A DE IL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 ILS 0.00000000 ILS 15585.00000000 ILS 906.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5212.00000000 OU Notional Amount -146768.17000000 -0.00203555793 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2027-05-23 0.00000000 ILS 0.00000000 ILS 5212.00000000 ILS -3747.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5426.00000000 OU Notional Amount 2570179.63000000 0.035646349962 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 -264275.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6646.00000000 OU Notional Amount 3148067.42000000 0.043661194590 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 6646.00000000 ILS -296751.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74424.00000000 OU Notional Amount 2593916.26000000 0.035975558166 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 67350.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2191154.00000000 OU Notional Amount 21897917.45000000 0.303706721411 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Israel Discount Bank Ltd. Israel Discount Bank Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 2191154.00000000 ILS 251786.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 279435.00000000 OU Notional Amount -1830435.73000000 -0.02538668965 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 -41875.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 894.00000000 OU Notional Amount 310540.17000000 0.004306945494 N/A DE IL N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nova Ltd. Nova Ltd. Y equity-performance leg 2025-12-08 0.00000000 ILS 0.00000000 ILS 894.00000000 ILS 518.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27690.00000000 OU Notional Amount 3777134.97000000 0.052385861837 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 27690.00000000 ILS 71374.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108801.00000000 OU Notional Amount -3781885.56000000 -0.05245174874 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 10922.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6399.00000000 OU Notional Amount -222427.05000000 -0.00308488650 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 6399.00000000 ILS 642.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92625.00000000 OU Notional Amount -3219613.33000000 -0.04465347953 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 -149403.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6030.00000000 OU Notional Amount -209600.74000000 -0.00290699577 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 -9726.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6278.00000000 OU Notional Amount -2222745.03000000 -0.03082770802 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 -94906.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 131.00000000 OU Notional Amount -46380.95000000 -0.00064326693 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Israel Corp. Ltd. Israel Corp. Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 131.00000000 ILS -1980.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373.00000000 OU Notional Amount -132061.79000000 -0.00183159212 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 -3716.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98642.00000000 OU Notional Amount -6413461.54000000 -0.08894961731 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 65138.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8046.00000000 OU Notional Amount -523131.24000000 -0.00725541477 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 -14578.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32392.00000000 OU Notional Amount -2106048.60000000 -0.02920922123 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 -15954.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 812.00000000 OU Notional Amount -181651.35000000 -0.00251935993 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 -5915.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 876.00000000 OU Notional Amount -195968.69000000 -0.00271793007 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 876.00000000 ILS -6381.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2869.00000000 OU Notional Amount -641819.84000000 -0.00890153138 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 -20861.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16129.00000000 OU Notional Amount -3608195.27000000 -0.05004280238 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 -153919.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7470.00000000 OU Notional Amount -1671102.90000000 -0.02317686985 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 -54317.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10805.00000000 OU Notional Amount 1015688.90000000 0.014086798276 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 49502.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32789.00000000 OU Notional Amount -3459307.25000000 -0.04797784381 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 -44180.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 73312.00000000 OU Notional Amount -1322561.08000000 -0.01834287166 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 -41389.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11118.00000000 OU Notional Amount -200570.63000000 -0.00278175532 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 -6276.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5687.00000000 OU Notional Amount -102594.46000000 -0.00142290366 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2027-06-17 0.00000000 ILS 0.00000000 ILS 5687.00000000 ILS -3210.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11462.00000000 OU Notional Amount -206776.45000000 -0.00286782511 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 -6471.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44178.00000000 OU Notional Amount -796978.71000000 -0.01105346166 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 -45812.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139736.00000000 OU Notional Amount 3252914.96000000 0.045115346689 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 139736.00000000 ILS 58888.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14900.00000000 OU Notional Amount -350883.23000000 -0.00486647169 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 14900.00000000 JPY 1253.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87900.00000000 OU Notional Amount 1513358.81000000 0.020989084626 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aichi Steel Corp. Aichi Steel Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 87900.00000000 JPY -12187.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34800.00000000 OU Notional Amount 625362.75000000 0.008673284613 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aisin Corp. Aisin Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 34800.00000000 JPY 15507.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 285100.00000000 OU Notional Amount -8086091.78000000 -0.11214767016 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 285100.00000000 JPY -68738.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47700.00000000 OU Notional Amount -1352881.72000000 -0.01876339485 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 47700.00000000 JPY -11500.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 332500.00000000 OU Notional Amount -9430464.81000000 -0.13079305625 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 332500.00000000 JPY -80167.08000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10600.00000000 OU Notional Amount -300640.38000000 -0.00416964327 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY -9583.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42100.00000000 OU Notional Amount -563298.99000000 -0.00781250956 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 42100.00000000 JPY 12563.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142100.00000000 OU Notional Amount -1901301.34000000 -0.02636953937 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 142100.00000000 JPY 63986.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 494000.00000000 OU Notional Amount 6222375.60000000 0.086299407109 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 494000.00000000 JPY -98805.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 379200.00000000 OU Notional Amount 4521820.51000000 0.062714058770 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 379200.00000000 JPY -116021.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 626100.00000000 OU Notional Amount 7466012.19000000 0.103547658786 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 -191564.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 483000.00000000 OU Notional Amount 5759597.33000000 0.079881040091 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 483000.00000000 JPY -147780.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 436100.00000000 OU Notional Amount 5200332.08000000 0.072124475301 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 436100.00000000 JPY -133430.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129500.00000000 OU Notional Amount 1544239.86000000 0.021417380261 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 -39622.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 769500.00000000 OU Notional Amount 9176004.44000000 0.127263893038 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 769500.00000000 JPY -235439.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 707000.00000000 OU Notional Amount 8430714.93000000 0.116927319522 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 707000.00000000 JPY -216316.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 416000.00000000 OU Notional Amount 4960646.98000000 0.068800233347 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 -127281.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 446000.00000000 OU Notional Amount 5318385.94000000 0.073761788568 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 446000.00000000 JPY -168524.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 683200.00000000 OU Notional Amount 8146908.69000000 0.112991152401 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 683200.00000000 JPY -286554.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 55600.00000000 OU Notional Amount 1475164.12000000 0.020459354614 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 55600.00000000 JPY -22382.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18300.00000000 OU Notional Amount -407656.22000000 -0.00565386796 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 3532.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8600.00000000 OU Notional Amount -191576.15000000 -0.00265700903 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fuji Media Holdings, Inc. Fuji Media Holdings, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -10263.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 137000.00000000 OU Notional Amount -3051852.57000000 -0.04232677104 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fuji Media Holdings, Inc. Fuji Media Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 137000.00000000 JPY 26444.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1304600.00000000 OU Notional Amount -12760574.65000000 -0.17697903461 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 1304600.00000000 JPY -319179.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480400.00000000 OU Notional Amount -4698896.26000000 -0.06516995877 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 480400.00000000 JPY -39820.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 600000.00000000 OU Notional Amount -5868729.72000000 -0.08139461965 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 AEON Financial Service Co. Ltd. AEON Financial Service Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 600000.00000000 JPY -57525.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27400.00000000 OU Notional Amount -1706089.18000000 -0.02366210177 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 27400.00000000 JPY 156987.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27100.00000000 OU Notional Amount -1687409.37000000 -0.02340302764 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 155268.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1300.00000000 OU Notional Amount -80945.84000000 -0.00112265450 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 7448.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2700.00000000 OU Notional Amount -168118.28000000 -0.00233166700 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 15469.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 693600.00000000 OU Notional Amount -43187717.22000000 -0.59897933363 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 693600.00000000 JPY 2220595.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15200.00000000 OU Notional Amount -946443.63000000 -0.01312642138 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15200.00000000 JPY 50854.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 473600.00000000 OU Notional Amount -29489191.00000000 -0.40899165576 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 473600.00000000 JPY 1584528.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15700.00000000 OU Notional Amount -977576.64000000 -0.01355821150 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 15700.00000000 JPY 65457.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 16300.00000000 OU Notional Amount -1014936.26000000 -0.01407635975 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 16300.00000000 JPY 67958.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15800.00000000 OU Notional Amount -983803.25000000 -0.01364456963 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 15800.00000000 JPY 65874.23000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 38900.00000000 OU Notional Amount -2422148.50000000 -0.03359327577 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 38900.00000000 JPY 162184.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10600.00000000 OU Notional Amount -660019.90000000 -0.00915395175 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY 35464.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35700.00000000 OU Notional Amount 420695.79000000 0.005834716446 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 35700.00000000 JPY -21839.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16900.00000000 OU Notional Amount -347662.51000000 -0.00482180286 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tomy Co. Ltd. Tomy Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY -5079.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186500.00000000 OU Notional Amount -2118270.96000000 -0.02937873566 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 186500.00000000 JPY 90499.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5500.00000000 OU Notional Amount -192999.53000000 -0.00267675018 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 5500.00000000 JPY 14623.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4500.00000000 OU Notional Amount -157908.71000000 -0.00219006838 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 4500.00000000 JPY 11964.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26300.00000000 OU Notional Amount -922888.66000000 -0.01279973265 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 26300.00000000 JPY 47884.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1645100.00000000 OU Notional Amount 17737172.65000000 0.246000495934 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 1645100.00000000 JPY -1109190.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 488100.00000000 OU Notional Amount 5262606.51000000 0.072988172180 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 488100.00000000 JPY -444492.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 294900.00000000 OU Notional Amount 2259558.64000000 0.031338283558 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 -30273.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1803100.00000000 OU Notional Amount 13815565.20000000 0.191610915554 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 1803100.00000000 JPY -565070.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1943300.00000000 OU Notional Amount 14889794.16000000 0.206509617964 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 1943300.00000000 JPY -638960.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 724700.00000000 OU Notional Amount 5552737.01000000 0.077012051763 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 724700.00000000 JPY -138381.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 89600.00000000 OU Notional Amount 686525.78000000 0.009521567257 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 89600.00000000 JPY -9198.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49000.00000000 OU Notional Amount -1110231.40000000 -0.01539802765 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ADEKA Corp. ADEKA Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 49000.00000000 JPY -4398.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38000.00000000 OU Notional Amount -860995.78000000 -0.01194132757 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ADEKA Corp. ADEKA Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 38000.00000000 JPY -3411.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 431300.00000000 OU Notional Amount -10982694.67000000 -0.15232125146 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 -475353.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125800.00000000 OU Notional Amount -3203392.05000000 -0.04442850326 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 125800.00000000 JPY -138649.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42100.00000000 OU Notional Amount -1072041.38000000 -0.01486836241 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 42100.00000000 JPY 35962.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82600.00000000 OU Notional Amount -2103340.09000000 -0.02917165635 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 70558.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 179700.00000000 OU Notional Amount 1795388.39000000 0.024900610883 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Autobacs Seven Co. Ltd. Autobacs Seven Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 179700.00000000 JPY -55333.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 259500.00000000 OU Notional Amount 2592672.71000000 0.035958311115 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 259500.00000000 JPY -37037.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139500.00000000 OU Notional Amount -4505533.05000000 -0.06248816463 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 139500.00000000 JPY -338477.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9100.00000000 OU Notional Amount -160001.36000000 -0.00221909177 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 9100.00000000 JPY 3156.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65900.00000000 OU Notional Amount -1158691.19000000 -0.01607012645 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 65900.00000000 JPY 30661.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53600.00000000 OU Notional Amount 157504.42000000 0.002184461198 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 -609.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2466500.00000000 OU Notional Amount 7247847.89000000 0.100521893234 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 2466500.00000000 JPY -22505.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 167200.00000000 OU Notional Amount 491319.75000000 0.006814214674 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 -1901.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1357300.00000000 OU Notional Amount 3988446.76000000 0.055316588518 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 1357300.00000000 JPY -146258.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3639400.00000000 OU Notional Amount 10694432.44000000 0.148323283304 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 3639400.00000000 JPY -454589.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1464000.00000000 OU Notional Amount -20386771.73000000 -0.28274833058 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 1464000.00000000 JPY -114253.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 179800.00000000 OU Notional Amount -3310475.96000000 -0.04591367203 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 179800.00000000 JPY 481418.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36900.00000000 OU Notional Amount -679402.46000000 -0.00942277246 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 36900.00000000 JPY 114511.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4700.00000000 OU Notional Amount 153680.72000000 0.002131429517 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Saizeriya Co. Ltd. Saizeriya Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY -10835.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10300.00000000 OU Notional Amount -539856.47000000 -0.00748738042 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Megachips Corp. Megachips Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY -10573.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5700.00000000 OU Notional Amount -298755.52000000 -0.00414350175 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Megachips Corp. Megachips Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY -5851.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3100.00000000 OU Notional Amount 158200.56000000 0.002194116107 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 2398.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129000.00000000 OU Notional Amount 6583184.45000000 0.091303539266 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 129000.00000000 JPY -69.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 678300.00000000 OU Notional Amount 3799533.23000000 0.052696507912 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 678300.00000000 JPY -395630.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 289400.00000000 OU Notional Amount 12633792.30000000 0.175220664119 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 289400.00000000 JPY 238387.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 99200.00000000 OU Notional Amount 4330588.10000000 0.060061817140 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 99200.00000000 JPY -63224.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 134100.00000000 OU Notional Amount -3025304.20000000 -0.04195856624 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 134100.00000000 JPY -179469.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47200.00000000 OU Notional Amount -1064834.89000000 -0.01476841412 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 -75710.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149600.00000000 OU Notional Amount -3374985.14000000 -0.04680836312 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 149600.00000000 JPY -239965.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 149500.00000000 OU Notional Amount -3372729.14000000 -0.04677707419 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 149500.00000000 JPY 88077.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 54500.00000000 OU Notional Amount 927629.18000000 0.012865479906 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brother Industries Ltd. Brother Industries Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 54500.00000000 JPY 11369.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19000.00000000 OU Notional Amount 323393.66000000 0.004485213191 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Brother Industries Ltd. Brother Industries Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 19000.00000000 JPY 4248.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 424700.00000000 OU Notional Amount -14121308.76000000 -0.19585133587 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 424700.00000000 JPY 758549.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 94500.00000000 OU Notional Amount 2023527.95000000 0.028064725368 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CKD Corp. CKD Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 94500.00000000 JPY 36816.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159900.00000000 OU Notional Amount 3423937.77000000 0.047487297219 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 159900.00000000 JPY 73163.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 738300.00000000 OU Notional Amount 11815002.32000000 0.163864697465 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 738300.00000000 JPY -468033.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 212300.00000000 OU Notional Amount 3397433.28000000 0.047119700996 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 212300.00000000 JPY -137120.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1260200.00000000 OU Notional Amount 20166959.13000000 0.279699704421 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 1260200.00000000 JPY -695087.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 498800.00000000 OU Notional Amount 6229863.28000000 0.086403255283 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 498800.00000000 JPY -190628.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 442500.00000000 OU Notional Amount 4884259.58000000 0.067740800783 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 442500.00000000 JPY -95812.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1144400.00000000 OU Notional Amount 32864673.52000000 0.455806917155 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 1144400.00000000 JPY -1515892.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 160300.00000000 OU Notional Amount 4603466.59000000 0.063846425047 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 160300.00000000 JPY -128508.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 235200.00000000 OU Notional Amount 6754431.33000000 0.093678597470 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 235200.00000000 JPY -221245.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180400.00000000 OU Notional Amount 7511993.52000000 0.104185383310 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 180400.00000000 JPY 214568.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2700.00000000 OU Notional Amount 112430.06000000 0.001559315628 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 2700.00000000 JPY 5777.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30400.00000000 OU Notional Amount -793838.30000000 -0.01100990667 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 30400.00000000 JPY 44844.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70600.00000000 OU Notional Amount -1843585.01000000 -0.02556905972 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 70600.00000000 JPY 88918.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16600.00000000 OU Notional Amount -178696.57000000 -0.00247837948 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 16600.00000000 JPY 6160.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1460200.00000000 OU Notional Amount -15718839.22000000 -0.21800781443 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 1460200.00000000 JPY 530540.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38800.00000000 OU Notional Amount -420896.65000000 -0.00583750221 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 38800.00000000 JPY 21971.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44700.00000000 OU Notional Amount -484898.97000000 -0.00672516355 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 44700.00000000 JPY 25312.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2200.00000000 OU Notional Amount -23865.27000000 -0.00033099233 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 11.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27200.00000000 OU Notional Amount -295061.57000000 -0.00409226960 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 27200.00000000 JPY 19111.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25700.00000000 OU Notional Amount -278789.79000000 -0.00386659294 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 25700.00000000 JPY 18057.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 279000.00000000 OU Notional Amount -3026550.62000000 -0.04197585309 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 279000.00000000 JPY 114060.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 85600.00000000 OU Notional Amount -928576.11000000 -0.01287861307 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Colowide Co. Ltd. Colowide Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 85600.00000000 JPY 50158.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6300.00000000 OU Notional Amount -360551.14000000 -0.00500055792 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 6300.00000000 JPY -3359.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7500.00000000 OU Notional Amount -429227.55000000 -0.00595304518 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 OBIC Business Consultants Co. Ltd. OBIC Business Consultants Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY 781.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48100.00000000 OU Notional Amount -2752779.35000000 -0.03817886303 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 48100.00000000 JPY 5015.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22800.00000000 OU Notional Amount -558183.05000000 -0.00774155553 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 22800.00000000 JPY 88163.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 461300.00000000 OU Notional Amount -11293413.98000000 -0.15663068149 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 461300.00000000 JPY 1401299.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14900.00000000 OU Notional Amount -364777.52000000 -0.00505917445 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 14900.00000000 JPY 46091.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1311900.00000000 OU Notional Amount -32117558.65000000 -0.44544502734 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 1311900.00000000 JPY 4058201.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1619300.00000000 OU Notional Amount -15800696.26000000 -0.21914310655 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 1619300.00000000 JPY 66299.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1360300.00000000 OU Notional Amount -13273443.54000000 -0.18409211874 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 1360300.00000000 JPY 57917.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30200.00000000 OU Notional Amount -294683.52000000 -0.00408702635 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 30200.00000000 JPY 5625.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 68600.00000000 OU Notional Amount -669380.45000000 -0.00928377514 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 12778.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16200.00000000 OU Notional Amount -169029.04000000 -0.00234429852 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 16200.00000000 JPY -774.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20400.00000000 OU Notional Amount -212851.39000000 -0.00295207971 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 20400.00000000 JPY -975.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6900.00000000 OU Notional Amount -71993.85000000 -0.00099849751 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 6900.00000000 JPY -329.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -52169.46000000 -0.00072354897 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 2737.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15300.00000000 OU Notional Amount -159638.54000000 -0.00221405974 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 15300.00000000 JPY 8376.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19800.00000000 OU Notional Amount -206591.05000000 -0.00286525376 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 19800.00000000 JPY 6572.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6500.00000000 OU Notional Amount -67820.29000000 -0.00094061355 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 6500.00000000 JPY 3558.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 137100.00000000 OU Notional Amount 1156661.93000000 0.016041982227 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 137100.00000000 JPY 16427.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 349100.00000000 OU Notional Amount -923931.66000000 -0.01281419824 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 349100.00000000 JPY -14600.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 466900.00000000 OU Notional Amount -1235702.35000000 -0.01713821007 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 466900.00000000 JPY -19527.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 732900.00000000 OU Notional Amount -1939700.70000000 -0.02690210799 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 100084.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1637700.00000000 OU Notional Amount -4334353.71000000 -0.06011404315 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 1637700.00000000 JPY 216132.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 150100.00000000 OU Notional Amount -397256.21000000 -0.00550962809 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Chiyoda Corp. Chiyoda Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 150100.00000000 JPY 834.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount -141748.84000000 -0.00196594381 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kose Corp. Kose Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY -107.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 105400.00000000 OU Notional Amount -586371.65000000 -0.00813250902 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 105400.00000000 JPY 17172.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2297300.00000000 OU Notional Amount -12780565.35000000 -0.17725628974 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 2297300.00000000 JPY 374286.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 84400.00000000 OU Notional Amount -2256221.58000000 -0.03129200118 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 84400.00000000 JPY -166587.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38600.00000000 OU Notional Amount -1031873.85000000 -0.01431127067 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 38600.00000000 JPY -75944.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20800.00000000 OU Notional Amount -556035.65000000 -0.00771177280 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 20800.00000000 JPY -41112.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118200.00000000 OU Notional Amount -3159779.51000000 -0.04382363197 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 118200.00000000 JPY -200599.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 56500.00000000 OU Notional Amount -1510385.30000000 -0.02094784440 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 56500.00000000 JPY -145417.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80000.00000000 OU Notional Amount -2138598.65000000 -0.02966066457 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 80000.00000000 JPY -135769.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5500.00000000 OU Notional Amount -147028.66000000 -0.00203917072 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -14845.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7500.00000000 OU Notional Amount 343257.96000000 0.004760715253 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY 8827.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1031200.00000000 OU Notional Amount 7156192.74000000 0.099250709105 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 1031200.00000000 JPY -131920.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1703600.00000000 OU Notional Amount 11822430.13000000 0.163967715290 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 1703600.00000000 JPY -6056.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 136900.00000000 OU Notional Amount 3243161.26000000 0.044980070617 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BML, Inc. BML, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 136900.00000000 JPY 16090.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 151400.00000000 OU Notional Amount -883735.98000000 -0.01225671608 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 151400.00000000 JPY 53130.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61300.00000000 OU Notional Amount -357813.84000000 -0.00496259374 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ichibanya Co. Ltd. Ichibanya Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 61300.00000000 JPY 21511.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 487000.00000000 OU Notional Amount -2842664.60000000 -0.03942550005 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 487000.00000000 JPY 137300.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 263900.00000000 OU Notional Amount -1540409.01000000 -0.02136424941 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 263900.00000000 JPY 74401.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14700.00000000 OU Notional Amount 290170.40000000 0.004024432964 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yoshinoya Holdings Co. Ltd. Yoshinoya Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14700.00000000 JPY 805.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 417500.00000000 OU Notional Amount 4161748.27000000 0.057720142808 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 417500.00000000 JPY -193692.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 790500.00000000 OU Notional Amount 7879909.00000000 0.109288078780 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 790500.00000000 JPY -499177.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2961600.00000000 OU Notional Amount 29521996.83000000 0.409446646569 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 2961600.00000000 JPY -2389297.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1865300.00000000 OU Notional Amount 12203171.74000000 0.169248298996 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1865300.00000000 JPY -251892.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3250200.00000000 OU Notional Amount 21263469.03000000 0.294907425771 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 3250200.00000000 JPY 480568.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31200.00000000 OU Notional Amount -224022.37000000 -0.00310701232 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Round One Corp. Round One Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 31200.00000000 JPY 11848.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3800.00000000 OU Notional Amount -159216.93000000 -0.00220821235 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 3800.00000000 JPY 4831.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11000.00000000 OU Notional Amount -460891.12000000 -0.00639219374 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ain Holdings, Inc. Ain Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY 13986.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36000.00000000 OU Notional Amount -1508370.95000000 -0.02091990697 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 36000.00000000 JPY 80996.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113100.00000000 OU Notional Amount -3605264.14000000 -0.05000214994 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 -18455.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80800.00000000 OU Notional Amount -2575644.06000000 -0.03572213726 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 91019.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 389300.00000000 OU Notional Amount 7278374.38000000 0.100945271403 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 389300.00000000 JPY -549934.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94400.00000000 OU Notional Amount 1764907.63000000 0.024477866953 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 94400.00000000 JPY -119147.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 665200.00000000 OU Notional Amount -5723444.42000000 -0.07937962794 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 665200.00000000 JPY 290206.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31000.00000000 OU Notional Amount 293318.65000000 0.004068096691 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daido Steel Co. Ltd. Daido Steel Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 31000.00000000 JPY -728.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15700.00000000 OU Notional Amount 1824026.23000000 0.025297794977 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY 9157.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2900.00000000 OU Notional Amount -336922.04000000 -0.00467284107 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 1258.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 843400.00000000 OU Notional Amount 19843544.88000000 0.275214205663 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 843400.00000000 JPY -238048.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 164100.00000000 OU Notional Amount 3860950.58000000 0.053548317773 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 164100.00000000 JPY -45727.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34000.00000000 OU Notional Amount -370666.80000000 -0.00514085409 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 34000.00000000 JPY 19099.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 283500.00000000 OU Notional Amount -3090706.97000000 -0.04286565071 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 283500.00000000 JPY 159253.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500300.00000000 OU Notional Amount -5454252.91000000 -0.07564615552 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 500300.00000000 JPY 191136.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 309700.00000000 OU Notional Amount -3376338.45000000 -0.04682713245 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 309700.00000000 JPY 118318.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480000.00000000 OU Notional Amount -5232943.03000000 -0.07257676327 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 480000.00000000 JPY 183380.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 24600.00000000 OU Notional Amount -268188.33000000 -0.00371955911 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 24600.00000000 JPY 34347.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1017200.00000000 OU Notional Amount -11089478.43000000 -0.15380225739 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1017200.00000000 JPY 393963.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40300.00000000 OU Notional Amount 672622.08000000 0.009328733982 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 40300.00000000 JPY -1842.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142600.00000000 OU Notional Amount -13518148.23000000 -0.18748597842 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 142600.00000000 JPY -1239670.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35300.00000000 OU Notional Amount -3346357.87000000 -0.04641132562 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 35300.00000000 JPY -274722.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159800.00000000 OU Notional Amount -15148668.22000000 -0.21009999555 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 159800.00000000 JPY -1243644.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20700.00000000 OU Notional Amount -1962311.84000000 -0.02721570654 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 20700.00000000 JPY 25609.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3400.00000000 OU Notional Amount -322312.09000000 -0.00447021267 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 3400.00000000 JPY 17320.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5900.00000000 OU Notional Amount -559306.27000000 -0.00775713370 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -45916.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109900.00000000 OU Notional Amount 3728692.40000000 0.051714001869 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 109900.00000000 JPY -127587.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 386500.00000000 OU Notional Amount 13113190.30000000 0.181869533591 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 386500.00000000 JPY -269034.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 855500.00000000 OU Notional Amount 15980752.52000000 0.221640343864 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 855500.00000000 JPY -215191.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 998700.00000000 OU Notional Amount 7685946.80000000 0.106597977131 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 998700.00000000 JPY 142546.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 417800.00000000 OU Notional Amount 3215368.55000000 0.044594607805 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 417800.00000000 JPY -37728.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 685800.00000000 OU Notional Amount 7011905.38000000 0.097249558030 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daiichikosho Co. Ltd. Daiichikosho Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 685800.00000000 JPY -271623.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 362400.00000000 OU Notional Amount 3019077.07000000 0.041872200893 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 362400.00000000 JPY -52434.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 810100.00000000 OU Notional Amount 6748770.23000000 0.093600082509 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 810100.00000000 JPY -354624.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64700.00000000 OU Notional Amount -1360871.54000000 -0.01887420731 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Daiseki Co. Ltd. Daiseki Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 64700.00000000 JPY 1481.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7200.00000000 OU Notional Amount -151441.65000000 -0.00210037539 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiseki Co. Ltd. Daiseki Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY -2690.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 484200.00000000 OU Notional Amount 9572663.06000000 0.132765233030 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 484200.00000000 JPY -258.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 437100.00000000 OU Notional Amount 8641493.24000000 0.119850647259 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 437100.00000000 JPY -207779.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65700.00000000 OU Notional Amount 1298892.94000000 0.018014613360 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 65700.00000000 JPY -25656.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1497500.00000000 OU Notional Amount 29605664.88000000 0.410607055964 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 -470838.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8124700.00000000 OU Notional Amount 48330653.42000000 0.670307773667 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 8124700.00000000 JPY -2972704.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1958200.00000000 OU Notional Amount 11648563.70000000 0.161556326009 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 1958200.00000000 JPY -465871.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7200.00000000 OU Notional Amount -2390997.16000000 -0.03316123142 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 7200.00000000 JPY 205794.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22400.00000000 OU Notional Amount -7438657.84000000 -0.10316827567 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 22400.00000000 JPY 357901.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 168400.00000000 OU Notional Amount 2229646.39000000 0.030923424410 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 168400.00000000 JPY -87190.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29300.00000000 OU Notional Amount -583029.80000000 -0.00808616022 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 29300.00000000 JPY 13585.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1500.00000000 OU Notional Amount -29847.94000000 -0.00041396721 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY 695.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43300.00000000 OU Notional Amount -861610.60000000 -0.01194985464 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 43300.00000000 JPY 58605.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 211900.00000000 OU Notional Amount -4216519.29000000 -0.05847977335 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 211900.00000000 JPY 229180.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16900.00000000 OU Notional Amount -336286.81000000 -0.00466403094 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY 16651.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98000.00000000 OU Notional Amount -1950065.55000000 -0.02704586023 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 98000.00000000 JPY 132639.98000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 46300.00000000 OU Notional Amount -921306.48000000 -0.01277778907 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 46300.00000000 JPY 42866.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91500.00000000 OU Notional Amount 3317719.35000000 0.046014132104 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 91500.00000000 JPY -99466.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28300.00000000 OU Notional Amount 1026136.15000000 0.014231693335 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 28300.00000000 JPY -13060.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167800.00000000 OU Notional Amount 2918824.09000000 0.040481771692 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 167800.00000000 JPY -84937.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18600.00000000 OU Notional Amount 114122.44000000 0.001582787594 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GMO Internet, Inc. GMO Internet, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY -15233.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38000.00000000 OU Notional Amount -773275.91000000 -0.01072472265 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 38000.00000000 JPY 6801.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13100.00000000 OU Notional Amount -266576.70000000 -0.00369720708 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TV Asahi Holdings Corp. TV Asahi Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 13100.00000000 JPY 2344.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55600.00000000 OU Notional Amount -952527.38000000 -0.01321079816 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ABC-Mart, Inc. ABC-Mart, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 55600.00000000 JPY 43643.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 53800.00000000 OU Notional Amount 2664298.70000000 0.036951706703 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 53800.00000000 JPY 257998.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39700.00000000 OU Notional Amount -969672.18000000 -0.01344858292 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 39700.00000000 JPY -21397.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14000.00000000 OU Notional Amount -341949.89000000 -0.00474257336 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 14000.00000000 JPY -7545.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757500.00000000 OU Notional Amount -18501931.34000000 -0.25660709151 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 757500.00000000 JPY -95855.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 614100.00000000 OU Notional Amount -14999387.50000000 -0.20802959054 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 614100.00000000 JPY -77709.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 399400.00000000 OU Notional Amount -9755341.75000000 -0.13529884135 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 399400.00000000 JPY -347386.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47300.00000000 OU Notional Amount -798152.05000000 -0.01106973495 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 & ST HD Co. Ltd. & ST HD Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 47300.00000000 JPY 27859.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -39461.04000000 -0.00054729328 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 600.00000000 JPY -1207.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124000.00000000 OU Notional Amount -8155282.39000000 -0.11310728896 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 124000.00000000 JPY -249502.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27900.00000000 OU Notional Amount -744018.21000000 -0.01031894159 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ebara Corp. Ebara Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 27900.00000000 JPY -2394.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35900.00000000 OU Notional Amount -957356.76000000 -0.01327777782 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ebara Corp. Ebara Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 35900.00000000 JPY -11435.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12000.00000000 OU Notional Amount 356406.98000000 0.004943081716 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eisai Co. Ltd. Eisai Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY 573.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19500.00000000 OU Notional Amount -871396.98000000 -0.01208558395 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 19500.00000000 JPY -22817.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1215000.00000000 OU Notional Amount -17633747.58000000 -0.24456607236 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 1215000.00000000 JPY 664280.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 304300.00000000 OU Notional Amount -9724329.95000000 -0.13486873232 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 304300.00000000 JPY 310421.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9400.00000000 OU Notional Amount -300390.08000000 -0.00416617180 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 9400.00000000 JPY 4622.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 48200.00000000 OU Notional Amount -1540298.07000000 -0.02136271076 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Ezaki Glico Co. Ltd. Ezaki Glico Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 48200.00000000 JPY 23704.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81900.00000000 OU Notional Amount 2081426.36000000 0.028867730326 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lintec Corp. Lintec Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 81900.00000000 JPY 48274.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94200.00000000 OU Notional Amount 2394021.53000000 0.033203177038 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 94200.00000000 JPY 102328.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1900.00000000 OU Notional Amount -697527.51000000 -0.00967415251 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -38695.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21600.00000000 OU Notional Amount -7929786.38000000 -0.10997983842 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 21600.00000000 JPY -66759.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46000.00000000 OU Notional Amount -16887508.04000000 -0.23421632268 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 46000.00000000 JPY -98877.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71300.00000000 OU Notional Amount -26175637.46000000 -0.36303530013 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 71300.00000000 JPY -153260.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 26800.00000000 OU Notional Amount -9838809.03000000 -0.13645646623 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 26800.00000000 JPY -1855446.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 280900.00000000 OU Notional Amount -4243069.52000000 -0.05884800395 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 280900.00000000 JPY -29153.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73900.00000000 OU Notional Amount -2449969.01000000 -0.03397912414 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 73900.00000000 JPY -69862.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2800.00000000 OU Notional Amount -92826.97000000 -0.00128743634 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 2800.00000000 JPY 1053.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 243500.00000000 OU Notional Amount -17391101.65000000 -0.24120076605 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 243500.00000000 JPY -133593.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49200.00000000 OU Notional Amount -3513931.01000000 -0.04873543197 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 49200.00000000 JPY -29126.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41200.00000000 OU Notional Amount -2942560.11000000 -0.04081097143 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 41200.00000000 JPY -20483.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 49200.00000000 OU Notional Amount -3513931.01000000 -0.04873543197 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 49200.00000000 JPY -227594.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 50500.00000000 OU Notional Amount -3606778.78000000 -0.05002315679 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 50500.00000000 JPY -233608.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 132800.00000000 OU Notional Amount -9484756.88000000 -0.13154604413 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 132800.00000000 JPY -78618.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 360800.00000000 OU Notional Amount -7675341.68000000 -0.10645089254 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Subaru Corp. Subaru Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 360800.00000000 JPY 170458.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14200.00000000 OU Notional Amount -302078.30000000 -0.00418958607 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Subaru Corp. Subaru Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14200.00000000 JPY 363.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8600.00000000 OU Notional Amount -138300.68000000 -0.00191812057 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fuji Kyuko Co. Ltd. Fuji Kyuko Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY 2085.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26500.00000000 OU Notional Amount -614182.14000000 -0.00851821843 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 26500.00000000 JPY 226.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 170800.00000000 OU Notional Amount -3958577.70000000 -0.05490232838 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 170800.00000000 JPY 56742.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -315202.91000000 -0.00437161399 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY 4518.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232800.00000000 OU Notional Amount -5395532.14000000 -0.07483174508 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 232800.00000000 JPY 105743.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 99800.00000000 OU Notional Amount -1936797.12000000 -0.02686183764 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fuji Corp. Fuji Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 99800.00000000 JPY -125010.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25500.00000000 OU Notional Amount -494873.01000000 -0.00686349556 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fuji Corp. Fuji Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25500.00000000 JPY -7724.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33100.00000000 OU Notional Amount 807651.68000000 0.011201487280 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 33100.00000000 JPY -11545.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8600.00000000 OU Notional Amount -1171096.60000000 -0.01624217963 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 8600.00000000 JPY 10044.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49200.00000000 OU Notional Amount -6699761.92000000 -0.09292037617 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 49200.00000000 JPY -618058.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 193000.00000000 OU Notional Amount -7081677.37000000 -0.09821724011 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fujitec Co. Ltd. Fujitec Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 193000.00000000 JPY 62574.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14400.00000000 OU Notional Amount -1042490.84000000 -0.01445851989 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 14400.00000000 JPY -4807.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5300.00000000 OU Notional Amount -383694.55000000 -0.00532153863 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 5300.00000000 JPY -1769.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4200.00000000 OU Notional Amount -304059.83000000 -0.00421706832 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 4200.00000000 JPY -1402.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18500.00000000 OU Notional Amount -1339311.15000000 -0.01857518182 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 18500.00000000 JPY 14243.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7600.00000000 OU Notional Amount -550203.50000000 -0.00763088551 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 7600.00000000 JPY 4224.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14000.00000000 OU Notional Amount -1013532.76000000 -0.01405689432 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 14000.00000000 JPY 10778.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4600.00000000 OU Notional Amount -333017.91000000 -0.00461869389 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 4600.00000000 JPY 2557.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13300.00000000 OU Notional Amount -443839.90000000 -0.00615570686 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 13300.00000000 JPY -20377.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23200.00000000 OU Notional Amount -774216.96000000 -0.01073777427 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FANUC Corp. FANUC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY -14272.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1066600.00000000 OU Notional Amount 27796062.35000000 0.385509306249 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 1066600.00000000 JPY 1267049.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182300.00000000 OU Notional Amount 4750817.71000000 0.065890068040 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 182300.00000000 JPY 157970.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4200.00000000 OU Notional Amount -297299.74000000 -0.00412331124 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 4200.00000000 JPY 2426.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 515900.00000000 OU Notional Amount 10167954.70000000 0.141021455234 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 515900.00000000 JPY 492962.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23500.00000000 OU Notional Amount -1363365.32000000 -0.01890879406 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 23500.00000000 JPY -167080.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20900.00000000 OU Notional Amount -1212524.90000000 -0.01681675724 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 20900.00000000 JPY 73226.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18700.00000000 OU Notional Amount -1084890.70000000 -0.01504657227 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 18700.00000000 JPY 65518.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10400.00000000 OU Notional Amount -603361.67000000 -0.00836814710 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 10400.00000000 JPY -106874.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 332900.00000000 OU Notional Amount 13023032.25000000 0.180619113050 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 332900.00000000 JPY -491413.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 510200.00000000 OU Notional Amount 19958999.87000000 0.276815474668 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 510200.00000000 JPY -829748.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8500.00000000 OU Notional Amount 332519.60000000 0.004611782730 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 8500.00000000 JPY -554.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 174100.00000000 OU Notional Amount 6810783.76000000 0.094460160913 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 174100.00000000 JPY -311147.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1685800.00000000 OU Notional Amount -8397602.44000000 -0.11646807558 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 1685800.00000000 JPY -12351.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 150300.00000000 OU Notional Amount 3591325.89000000 0.049808837487 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 150300.00000000 JPY -47432.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32100.00000000 OU Notional Amount 767009.72000000 0.010637815576 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Glory Ltd. Glory Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 32100.00000000 JPY -10130.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 87100.00000000 OU Notional Amount 2081200.83000000 0.028864602404 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Glory Ltd. Glory Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 87100.00000000 JPY -27487.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11000.00000000 OU Notional Amount -260811.70000000 -0.00361725111 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY 23169.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -118550.77000000 -0.00164420501 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 10244.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7400.00000000 OU Notional Amount -175455.15000000 -0.00243342356 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 7400.00000000 JPY 15162.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2900.00000000 OU Notional Amount -68759.45000000 -0.00095363895 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 2900.00000000 JPY 5969.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5300.00000000 OU Notional Amount -125663.82000000 -0.00174285736 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 10859.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98500.00000000 OU Notional Amount -639740.54000000 -0.00887269314 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 98500.00000000 JPY 22526.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30000.00000000 OU Notional Amount -194844.84000000 -0.00270234316 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 30000.00000000 JPY 6860.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38300.00000000 OU Notional Amount -248751.91000000 -0.00344999140 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 38300.00000000 JPY 8759.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260500.00000000 OU Notional Amount -1691902.65000000 -0.02346534586 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 260500.00000000 JPY 92355.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92000.00000000 OU Notional Amount -597524.16000000 -0.00828718548 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 92000.00000000 JPY 32616.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19100.00000000 OU Notional Amount -124051.21000000 -0.00172049174 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ES-Con Japan Ltd. ES-Con Japan Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 19100.00000000 JPY 3027.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 227300.00000000 OU Notional Amount 2658037.31000000 0.036864866197 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 227300.00000000 JPY -39328.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53300.00000000 OU Notional Amount 623288.12000000 0.008644511143 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 53300.00000000 JPY -9222.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1533.00000000 OU Notional Amount -1414525.99000000 -0.01961835191 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 -11860.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5267.00000000 OU Notional Amount -4859953.28000000 -0.06740369170 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 5267.00000000 JPY -40749.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1246.00000000 OU Notional Amount -1149706.05000000 -0.01594550969 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 -9639.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 623.00000000 OU Notional Amount -574853.03000000 -0.00797275491 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 -4819.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51604.00000000 OU Notional Amount -47615915.90000000 -0.66039493198 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 51604.00000000 JPY 220496.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8628.00000000 OU Notional Amount -7961206.93000000 -0.11041561649 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 8628.00000000 JPY 37511.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7123.00000000 OU Notional Amount -6572517.03000000 -0.09115559062 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 7123.00000000 JPY -55108.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 425.00000000 OU Notional Amount -392154.95000000 -0.00543887766 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 -3288.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 783.00000000 OU Notional Amount -722487.83000000 -0.01002033232 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 -7709.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 569.00000000 OU Notional Amount -525026.28000000 -0.00728169747 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 -5602.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111500.00000000 OU Notional Amount -1159000.77000000 -0.01607442008 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 111500.00000000 JPY 7829.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14700.00000000 OU Notional Amount -152801.00000000 -0.00211922849 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gunma Bank Ltd. Gunma Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 14700.00000000 JPY 258.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13700.00000000 OU Notional Amount 138002.07000000 0.001913979095 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hachijuni Bank Ltd. Hachijuni Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 13700.00000000 JPY 6000.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 304700.00000000 OU Notional Amount 3410573.13000000 0.047301940278 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 304700.00000000 JPY 112417.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 685700.00000000 OU Notional Amount 7675188.70000000 0.106448770830 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 685700.00000000 JPY 251704.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 472300.00000000 OU Notional Amount 5286556.25000000 0.073320336050 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 472300.00000000 JPY 139013.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7400.00000000 OU Notional Amount -198719.37000000 -0.00275607981 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY 8613.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51700.00000000 OU Notional Amount -1388350.16000000 -0.01925531394 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 51700.00000000 JPY 60179.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 957100.00000000 OU Notional Amount -25701933.07000000 -0.35646539651 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 957100.00000000 JPY 2352038.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1227900.00000000 OU Notional Amount -32973987.69000000 -0.45732301786 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 1227900.00000000 JPY 3147609.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97300.00000000 OU Notional Amount -2612891.12000000 -0.03623872440 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 97300.00000000 JPY 163285.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37000.00000000 OU Notional Amount -993596.83000000 -0.01378039881 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 37000.00000000 JPY 94846.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13900.00000000 OU Notional Amount -373270.16000000 -0.00517696062 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 13900.00000000 JPY 23326.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33600.00000000 OU Notional Amount 1401473.58000000 0.019437325357 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 33600.00000000 JPY -31291.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33600.00000000 OU Notional Amount 1401473.58000000 0.019437325357 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 33600.00000000 JPY -55407.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 86500.00000000 OU Notional Amount 1396887.24000000 0.019373716464 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Haseko Corp. Haseko Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 86500.00000000 JPY -13047.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 404700.00000000 OU Notional Amount 8015020.18000000 0.111161963527 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 404700.00000000 JPY -248823.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 206300.00000000 OU Notional Amount 4085739.22000000 0.056665957659 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 206300.00000000 JPY -171169.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12100.00000000 OU Notional Amount 239638.61000000 0.003323597174 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 12100.00000000 JPY -2072.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 215300.00000000 OU Notional Amount 4263982.81000000 0.059138054672 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 215300.00000000 JPY -188350.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5200.00000000 OU Notional Amount -1377408.64000000 -0.01910356375 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hikari Tsushin, Inc. Hikari Tsushin, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY 16718.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9200.00000000 OU Notional Amount -2436953.74000000 -0.03379861268 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hikari Tsushin, Inc. Hikari Tsushin, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY 98921.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32400.00000000 OU Notional Amount -421179.54000000 -0.00584142567 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Heiwa Corp. Heiwa Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 32400.00000000 JPY 15147.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104900.00000000 OU Notional Amount -1363633.75000000 -0.01891251697 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 104900.00000000 JPY 45277.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 544200.00000000 OU Notional Amount 7964695.41000000 0.110463998941 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 544200.00000000 JPY -499882.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297100.00000000 OU Notional Amount 5465074.04000000 0.075796236000 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 297100.00000000 JPY -89592.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14800.00000000 OU Notional Amount 272241.99000000 0.003775780158 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 14800.00000000 JPY -4463.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 125600.00000000 OU Notional Amount 2310377.99000000 0.032043107577 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Heiwado Co. Ltd. Heiwado Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 125600.00000000 JPY -37875.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 598300.00000000 OU Notional Amount 5768255.19000000 0.080001117732 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 598300.00000000 JPY -6696.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73600.00000000 OU Notional Amount 709583.12000000 0.009841354249 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 73600.00000000 JPY -4320.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10500.00000000 OU Notional Amount -135107.83000000 -0.00187383828 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PAL GROUP Holdings Co. Ltd. PAL GROUP Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY -3326.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1689500.00000000 OU Notional Amount -3838009.39000000 -0.05323014169 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 1689500.00000000 JPY 307232.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 24800.00000000 OU Notional Amount -56337.75000000 -0.00078135984 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Hino Motors Ltd. Hino Motors Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY 6561.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49300.00000000 OU Notional Amount 6604582.32000000 0.091600310727 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 49300.00000000 JPY 462100.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 570800.00000000 OU Notional Amount 19497945.53000000 0.270421017190 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 570800.00000000 JPY 2497720.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1384600.00000000 OU Notional Amount 47296523.08000000 0.655965207265 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 1384600.00000000 JPY 7354934.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21200.00000000 OU Notional Amount 157085.12000000 0.002178645840 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kanadevia Corp. Kanadevia Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 21200.00000000 JPY -916.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38900.00000000 OU Notional Amount 563890.28000000 0.007820710282 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 38900.00000000 JPY 18940.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24100.00000000 OU Notional Amount 349351.05000000 0.004845221572 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 24100.00000000 JPY 11734.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 65700.00000000 OU Notional Amount 952380.25000000 0.013208757587 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maxell Ltd. Maxell Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 65700.00000000 JPY 31989.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 213900.00000000 OU Notional Amount 6961793.92000000 0.096554551884 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 213900.00000000 JPY 276406.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115800.00000000 OU Notional Amount 3768937.52000000 0.052272169717 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 115800.00000000 JPY 24114.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15300.00000000 OU Notional Amount 420238.22000000 0.005828370314 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 4813.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 325900.00000000 OU Notional Amount 8951348.82000000 0.124148098034 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 325900.00000000 JPY 102536.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 308500.00000000 OU Notional Amount 8473430.84000000 0.117519755264 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 97062.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 527000.00000000 OU Notional Amount 14474872.13000000 0.200754978983 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 527000.00000000 JPY 78883.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 370500.00000000 OU Notional Amount 10176356.97000000 0.141137988045 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 370500.00000000 JPY -73591.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51300.00000000 OU Notional Amount -285303.25000000 -0.00395692945 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hokuriku Electric Power Co. Hokuriku Electric Power Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 51300.00000000 JPY 7397.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30300.00000000 OU Notional Amount -306249.47000000 -0.00424743689 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 30300.00000000 JPY 405.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18500.00000000 OU Notional Amount -1718800.12000000 -0.02383839241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 18500.00000000 JPY -106585.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36900.00000000 OU Notional Amount -1281000.58000000 -0.01776646053 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hogy Medical Co. Ltd. Hogy Medical Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 36900.00000000 JPY 22894.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33000.00000000 OU Notional Amount -1145610.28000000 -0.01588870461 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 33000.00000000 JPY 26868.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7500.00000000 OU Notional Amount -260365.97000000 -0.00361106919 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hogy Medical Co. Ltd. Hogy Medical Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY 6107.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 166300.00000000 OU Notional Amount 2651002.80000000 0.036767303131 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 166300.00000000 JPY -212.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20500.00000000 OU Notional Amount -384152.03000000 -0.00532788352 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 House Foods Group, Inc. House Foods Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY 7409.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 136100.00000000 OU Notional Amount 1900663.70000000 0.026360695812 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Air Water, Inc. Air Water, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 136100.00000000 JPY -126448.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83300.00000000 OU Notional Amount -13530586.27000000 -0.18765848415 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoya Corp. Hoya Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 83300.00000000 JPY -580284.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39500.00000000 OU Notional Amount -6416064.32000000 -0.08898571580 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 39500.00000000 JPY -432003.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77100.00000000 OU Notional Amount -12523507.82000000 -0.17369110598 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hoya Corp. Hoya Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 77100.00000000 JPY -507876.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5200.00000000 OU Notional Amount -844646.44000000 -0.01171457521 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Hoya Corp. Hoya Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -90211.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11700.00000000 OU Notional Amount 1101257.18000000 0.015273562352 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 11700.00000000 JPY 259596.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111100.00000000 OU Notional Amount -10457236.96000000 -0.14503357040 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 111100.00000000 JPY -3157457.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2100.00000000 OU Notional Amount -17127.78000000 -0.00023754870 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Iino Kaiun Kaisha Ltd. Iino Kaiun Kaisha Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY -897.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1026300.00000000 OU Notional Amount -8370592.54000000 -0.11609346972 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 1026300.00000000 JPY -490860.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43400.00000000 OU Notional Amount 1278000.58000000 0.017724852922 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 43400.00000000 JPY 80383.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19600.00000000 OU Notional Amount 577161.55000000 0.008004772256 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 19600.00000000 JPY 36302.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 59300.00000000 OU Notional Amount 1746208.16000000 0.024218520157 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Inaba Denki Sangyo Co. Ltd. Inaba Denki Sangyo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 59300.00000000 JPY 109832.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10400.00000000 OU Notional Amount 160040.67000000 0.002219636971 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ishihara Sangyo Kaisha Ltd. Ishihara Sangyo Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10400.00000000 JPY -2270.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 79100.00000000 OU Notional Amount -1637693.60000000 -0.02271350940 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 79100.00000000 JPY -128225.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 764700.00000000 OU Notional Amount -15832418.37000000 -0.21958306702 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 764700.00000000 JPY -622443.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 184800.00000000 OU Notional Amount -3826116.01000000 -0.05306518995 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 184800.00000000 JPY -81829.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279100.00000000 OU Notional Amount 3424635.64000000 0.047496976122 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 279100.00000000 JPY -122304.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170900.00000000 OU Notional Amount 2096991.16000000 0.029083601739 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 170900.00000000 JPY -40228.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 178000.00000000 OU Notional Amount 2184110.16000000 0.030291873070 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 178000.00000000 JPY -56261.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 69600.00000000 OU Notional Amount 854011.61000000 0.011844462685 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 69600.00000000 JPY -21999.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 302100.00000000 OU Notional Amount 1171105.82000000 0.016242307508 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 302100.00000000 JPY -89142.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106900.00000000 OU Notional Amount -6191995.64000000 -0.08587806119 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 -263943.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4300.00000000 OU Notional Amount -249069.98000000 -0.00345440278 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -10616.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 372800.00000000 OU Notional Amount -21593788.34000000 -0.29948869222 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 372800.00000000 JPY -206210.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25400.00000000 OU Notional Amount -1471250.60000000 -0.02040507720 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY -13781.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 245500.00000000 OU Notional Amount -14220158.36000000 -0.19722230131 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 245500.00000000 JPY -86005.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 136400.00000000 OU Notional Amount -7900731.57000000 -0.10957687128 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 136400.00000000 JPY -264546.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27000.00000000 OU Notional Amount -503322.11000000 -0.00698067787 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Izumi Co. Ltd. Izumi Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 27000.00000000 JPY 30305.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112600.00000000 OU Notional Amount -2099039.63000000 -0.02911201239 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 112600.00000000 JPY 66560.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 450800.00000000 OU Notional Amount -4693164.99000000 -0.06509047060 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 450800.00000000 JPY 148964.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81900.00000000 OU Notional Amount 1223163.58000000 0.016964307289 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 81900.00000000 JPY -246332.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5000.00000000 OU Notional Amount -429095.84000000 -0.00595121846 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Organo Corp. Organo Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY -32758.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9400.00000000 OU Notional Amount -806700.17000000 -0.01118829059 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Organo Corp. Organo Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9400.00000000 JPY -61585.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45500.00000000 OU Notional Amount -3904772.10000000 -0.05415608744 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Organo Corp. Organo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 45500.00000000 JPY -298101.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3800.00000000 OU Notional Amount -326112.83000000 -0.00452292591 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Organo Corp. Organo Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY -24896.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20700.00000000 OU Notional Amount -1776456.76000000 -0.02463804421 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Organo Corp. Organo Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 20700.00000000 JPY -135619.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70000.00000000 OU Notional Amount -6007341.70000000 -0.08331705771 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Organo Corp. Organo Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 70000.00000000 JPY -294745.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7500.00000000 OU Notional Amount -643643.75000000 -0.00892682756 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 7500.00000000 JPY -33221.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22200.00000000 OU Notional Amount -1905185.51000000 -0.02642340972 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 22200.00000000 JPY -98336.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 92500.00000000 OU Notional Amount -7938272.96000000 -0.11009754054 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Organo Corp. Organo Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 92500.00000000 JPY -606030.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -1004084.25000000 -0.01392585099 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 11700.00000000 JPY -51825.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 120800.00000000 OU Notional Amount -4059745.09000000 -0.05630543972 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jeol Ltd. Jeol Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 120800.00000000 JPY 70316.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25400.00000000 OU Notional Amount -853621.90000000 -0.01183905771 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jeol Ltd. Jeol Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY 30452.19000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 23200.00000000 OU Notional Amount -779686.14000000 -0.01081362745 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Jeol Ltd. Jeol Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY 13372.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121800.00000000 OU Notional Amount -7977068.72000000 -0.11063560692 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 121800.00000000 JPY -222645.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52100.00000000 OU Notional Amount -3412194.42000000 -0.04732442628 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 -95236.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 354900.00000000 OU Notional Amount -23243527.81000000 -0.32236926827 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 354900.00000000 JPY 492945.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15200.00000000 OU Notional Amount -995496.26000000 -0.01380674239 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 15200.00000000 JPY 21104.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68300.00000000 OU Notional Amount -4473183.85000000 -0.06203950692 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 68300.00000000 JPY 94829.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10800.00000000 OU Notional Amount -707326.29000000 -0.00981005380 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 10800.00000000 JPY 11589.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32100.00000000 OU Notional Amount -2102330.92000000 -0.02915765996 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Japan Steel Works Ltd. Japan Steel Works Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 32100.00000000 JPY 34445.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27900.00000000 OU Notional Amount -1827259.58000000 -0.02534263897 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 38737.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23300.00000000 OU Notional Amount -723964.24000000 -0.01004080896 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 23300.00000000 JPY 43018.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 619900.00000000 OU Notional Amount -19261177.23000000 -0.26713722893 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 619900.00000000 JPY 1097853.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 531900.00000000 OU Notional Amount -5379890.79000000 -0.07461481198 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 531900.00000000 JPY -135088.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 527000.00000000 OU Notional Amount -5330329.85000000 -0.07392744111 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 527000.00000000 JPY 283467.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 833700.00000000 OU Notional Amount 29040174.59000000 0.402764154814 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 833700.00000000 JPY 1772202.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22500.00000000 OU Notional Amount 783739.87000000 0.010869849468 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22500.00000000 JPY 56747.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 39300.00000000 OU Notional Amount 1368932.30000000 0.018986003651 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 39300.00000000 JPY 106586.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 511800.00000000 OU Notional Amount 17827469.54000000 0.247252842075 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 511800.00000000 JPY 1087937.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 393600.00000000 OU Notional Amount -6225453.55000000 -0.08634209583 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 393600.00000000 JPY -139911.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 221000.00000000 OU Notional Amount -3495490.94000000 -0.04847968285 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 221000.00000000 JPY -76196.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39700.00000000 OU Notional Amount -627923.03000000 -0.00870879366 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 39700.00000000 JPY -153462.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 371000.00000000 OU Notional Amount 8590990.27000000 0.119150211180 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 371000.00000000 JPY -100856.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 404700.00000000 OU Notional Amount -6991885.11000000 -0.09697189278 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 404700.00000000 JPY 466084.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144300.00000000 OU Notional Amount 3432236.73000000 0.047602397203 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 144300.00000000 JPY -71531.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 726400.00000000 OU Notional Amount 21805230.79000000 0.302421231058 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 726400.00000000 JPY 183887.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 267200.00000000 OU Notional Amount 6223127.02000000 0.086309828707 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kanamoto Co. Ltd. Kanamoto Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 267200.00000000 JPY -118589.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 169400.00000000 OU Notional Amount 4673674.83000000 0.064820157569 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 169400.00000000 JPY -5375.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 493600.00000000 OU Notional Amount 9993346.11000000 0.138599772783 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 493600.00000000 JPY 24101.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8700.00000000 OU Notional Amount 368180.76000000 0.005106374693 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kao Corp. Kao Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 1992.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130400.00000000 OU Notional Amount 5518479.40000000 0.076536925923 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 130400.00000000 JPY -22351.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 889200.00000000 OU Notional Amount 8814889.55000000 0.122255516349 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 889200.00000000 JPY -309085.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2100.00000000 OU Notional Amount -168160.85000000 -0.00233225741 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY -31090.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 170200.00000000 OU Notional Amount -13629036.41000000 -0.18902390939 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 170200.00000000 JPY -1463091.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90700.00000000 OU Notional Amount -7262947.13000000 -0.10073130769 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 90700.00000000 JPY -173449.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 231900.00000000 OU Notional Amount 3322558.55000000 0.046081247964 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 231900.00000000 JPY 95835.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62800.00000000 OU Notional Amount -1592538.76000000 -0.02208724764 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 62800.00000000 JPY -326.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14000.00000000 OU Notional Amount -355024.56000000 -0.00492390864 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 KYB Corp. KYB Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 14000.00000000 JPY -72.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210900.00000000 OU Notional Amount -5348191.46000000 -0.07417516745 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 210900.00000000 JPY 119098.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5400.00000000 OU Notional Amount -136938.05000000 -0.00189922198 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 KYB Corp. KYB Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY 2389.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44100.00000000 OU Notional Amount 1045945.39000000 0.014506431759 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Keio Corp. Keio Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 44100.00000000 JPY -54056.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 522200.00000000 OU Notional Amount -4167938.25000000 -0.05780599291 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 522200.00000000 JPY 363968.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128200.00000000 OU Notional Amount -1023228.04000000 -0.01419136015 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 122726.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18600.00000000 OU Notional Amount 132714.51000000 0.001840644837 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kojima Co. Ltd. Kojima Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY -173.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 960400.00000000 OU Notional Amount -11514379.25000000 -0.15969529427 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 960400.00000000 JPY 239948.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 165800.00000000 OU Notional Amount 3226776.42000000 0.044752825901 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 165800.00000000 JPY -83523.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 706600.00000000 OU Notional Amount 13751750.40000000 0.190725854967 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 706600.00000000 JPY -924763.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14900.00000000 OU Notional Amount -118649.20000000 -0.00164557016 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 7635.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 80000.00000000 OU Notional Amount -637042.68000000 -0.00883527596 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 80000.00000000 JPY 40995.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17800.00000000 OU Notional Amount -141742.00000000 -0.00196584895 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 9121.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8500.00000000 OU Notional Amount -67685.78000000 -0.00093874800 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 4355.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4661200.00000000 OU Notional Amount -37117291.67000000 -0.51478735302 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 4661200.00000000 JPY 2230514.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2010300.00000000 OU Notional Amount -16008086.21000000 -0.22201944043 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 2010300.00000000 JPY 1105021.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 17200.00000000 OU Notional Amount -136964.18000000 -0.00189958438 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 10926.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount -1373197.65000000 -0.01904516066 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keyence Corp. Keyence Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY 57308.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61000.00000000 OU Notional Amount 2443485.55000000 0.033889203706 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 61000.00000000 JPY 299132.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1148000.00000000 OU Notional Amount -21785608.32000000 -0.30214908298 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 1148000.00000000 JPY 1425157.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757100.00000000 OU Notional Amount -10646884.55000000 -0.14766383183 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 757100.00000000 JPY 340786.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 364600.00000000 OU Notional Amount -5127267.35000000 -0.07111112553 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 364600.00000000 JPY 160090.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 150300.00000000 OU Notional Amount 3924945.89000000 0.054435881891 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 150300.00000000 JPY -178842.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33900.00000000 OU Notional Amount 885267.24000000 0.012277953446 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 33900.00000000 JPY -40337.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20500.00000000 OU Notional Amount -399272.32000000 -0.00553758993 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 20500.00000000 JPY -17760.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63500.00000000 OU Notional Amount -1236770.35000000 -0.01715302238 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 63500.00000000 JPY -2576.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503700.00000000 OU Notional Amount -5928229.89000000 -0.08221983975 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 503700.00000000 JPY -34026.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5600.00000000 OU Notional Amount -65908.45000000 -0.00091409785 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 5600.00000000 JPY -1127.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18000.00000000 OU Notional Amount -211848.60000000 -0.00293817180 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 18000.00000000 JPY -1215.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195600.00000000 OU Notional Amount -2912525.47000000 -0.04039441483 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 195600.00000000 JPY 56446.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 682500.00000000 OU Notional Amount -22830271.89000000 -0.31663773692 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 682500.00000000 JPY 2044325.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 399300.00000000 OU Notional Amount -13356963.47000000 -0.18525047382 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 399300.00000000 JPY 885836.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 65200.00000000 OU Notional Amount -2181001.80000000 -0.03024876258 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 65200.00000000 JPY 122058.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 167800.00000000 OU Notional Amount -5613069.05000000 -0.07784880923 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 167800.00000000 JPY 314131.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8400.00000000 OU Notional Amount -280987.96000000 -0.00389707981 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 27631.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 53300.00000000 OU Notional Amount -8876324.97000000 -0.12310757682 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 53300.00000000 JPY -1169918.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1000.00000000 OU Notional Amount -166535.18000000 -0.00230971066 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY -21949.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3200.00000000 OU Notional Amount -532912.57000000 -0.00739107405 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY -46599.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26300.00000000 OU Notional Amount -4379875.17000000 -0.06074538965 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 -495051.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16100.00000000 OU Notional Amount -2681216.36000000 -0.03718634121 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY -353390.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 924200.00000000 OU Notional Amount 3173650.43000000 0.044016010618 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 924200.00000000 JPY -141028.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75200.00000000 OU Notional Amount 258232.54000000 0.003581480214 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Konica Minolta, Inc. Konica Minolta, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 75200.00000000 JPY -4492.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3838900.00000000 OU Notional Amount 38404520.48000000 0.532640194163 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 3838900.00000000 JPY 390537.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1641500.00000000 OU Notional Amount 21252761.75000000 0.294758924302 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 1641500.00000000 JPY -1576776.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1465600.00000000 OU Notional Amount 18975356.45000000 0.263173121745 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 1465600.00000000 JPY 284049.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 289700.00000000 OU Notional Amount 2630357.49000000 0.036480969080 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 289700.00000000 JPY 83081.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1538500.00000000 OU Notional Amount 13968950.61000000 0.193738249356 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 1538500.00000000 JPY 421278.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 115900.00000000 OU Notional Amount -512726.06000000 -0.00711110319 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 115900.00000000 JPY 36661.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 277200.00000000 OU Notional Amount -1226295.64000000 -0.01700774647 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 277200.00000000 JPY 50979.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 308200.00000000 OU Notional Amount -1363435.49000000 -0.01890976726 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 308200.00000000 JPY 78352.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 519000.00000000 OU Notional Amount -2295986.43000000 -0.03184350807 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 519000.00000000 JPY 131943.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82000.00000000 OU Notional Amount -362757.01000000 -0.00503115158 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 82000.00000000 JPY 21140.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 22500.00000000 OU Notional Amount -99536.98000000 -0.00138049884 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kumiai Chemical Industry Co. Ltd. Kumiai Chemical Industry Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 22500.00000000 JPY 21726.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5500.00000000 OU Notional Amount -250081.86000000 -0.00346843675 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 5500.00000000 JPY 83.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4200.00000000 OU Notional Amount -190971.60000000 -0.00264862440 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY 63.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2500.00000000 OU Notional Amount -113673.57000000 -0.00157656212 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 2500.00000000 JPY 37.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3300.00000000 OU Notional Amount -150049.12000000 -0.00208106210 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 6499.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7900.00000000 OU Notional Amount -359208.49000000 -0.00498193643 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 7900.00000000 JPY 15558.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4400.00000000 OU Notional Amount -200065.49000000 -0.00277474943 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 4400.00000000 JPY 2783.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount -59110.26000000 -0.00081981235 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 1300.00000000 JPY 2560.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 640200.00000000 OU Notional Amount -6937561.95000000 -0.09621847370 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kuraray Co. Ltd. Kuraray Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 640200.00000000 JPY 144951.46000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 278800.00000000 OU Notional Amount -3021231.29000000 -0.04190207821 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kuraray Co. Ltd. Kuraray Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 278800.00000000 JPY 181120.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 694200.00000000 OU Notional Amount 16595518.17000000 0.230166655118 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 694200.00000000 JPY -910363.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38900.00000000 OU Notional Amount 436777.87000000 0.006057762122 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kurimoto Ltd. Kurimoto Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 38900.00000000 JPY -30346.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2400.00000000 OU Notional Amount -64360.99000000 -0.00089263580 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 2400.00000000 JPY 1168.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2700.00000000 OU Notional Amount -72406.11000000 -0.00100421523 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2700.00000000 JPY 1314.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8100.00000000 OU Notional Amount -217218.33000000 -0.00301264569 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 8100.00000000 JPY 3943.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103600.00000000 OU Notional Amount -2778249.25000000 -0.03853211032 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 103600.00000000 JPY 24960.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29800.00000000 OU Notional Amount -799148.91000000 -0.01108356061 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Krosaki Harima Corp. Krosaki Harima Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 29800.00000000 JPY 4692.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 898300.00000000 OU Notional Amount 11919899.20000000 0.165319533871 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 898300.00000000 JPY 72031.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 816500.00000000 OU Notional Amount 10834462.54000000 0.150265389564 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 816500.00000000 JPY -577619.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1302800.00000000 OU Notional Amount 17287370.23000000 0.239762093649 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 1302800.00000000 JPY 49510.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1219700.00000000 OU Notional Amount 17591436.09000000 0.243979245606 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 1219700.00000000 JPY 40826.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 495500.00000000 OU Notional Amount 7146475.84000000 0.099115943420 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 495500.00000000 JPY 171738.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86000.00000000 OU Notional Amount 1331627.06000000 0.018468609604 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 86000.00000000 JPY 24807.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21100.00000000 OU Notional Amount -207080.94000000 -0.00287204815 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 2091.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15700.00000000 OU Notional Amount -154083.92000000 -0.00213702158 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 1556.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 652000.00000000 OU Notional Amount -6398899.22000000 -0.08874764950 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 652000.00000000 JPY 100294.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 187000.00000000 OU Notional Amount -1835267.11000000 -0.02545369705 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 187000.00000000 JPY 28765.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 21000.00000000 OU Notional Amount -206099.51000000 -0.00285843649 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kyushu Electric Power Co., Inc. Kyushu Electric Power Co., Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 21000.00000000 JPY 2518.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95800.00000000 OU Notional Amount -19450487.46000000 -0.26976281145 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 95800.00000000 JPY -8107543.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5400.00000000 OU Notional Amount -302395.04000000 -0.00419397901 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 5400.00000000 JPY 126006.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 100.00000000 OU Notional Amount -5599.91000000 -0.00007766630 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sun Corp. Sun Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 2333.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26500.00000000 OU Notional Amount -1483975.67000000 -0.02058156381 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 26500.00000000 JPY 604225.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73600.00000000 OU Notional Amount -4121532.42000000 -0.05716238091 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 73600.00000000 JPY 653777.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11200.00000000 OU Notional Amount -627189.72000000 -0.00869862323 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sun Corp. Sun Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 11200.00000000 JPY 59310.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24400.00000000 OU Notional Amount -1366377.60000000 -0.01895057199 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 24400.00000000 JPY 259914.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 538900.00000000 OU Notional Amount 7088929.95000000 0.098317827635 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 538900.00000000 JPY -325554.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32500.00000000 OU Notional Amount 1212027.97000000 0.016809865224 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 32500.00000000 JPY -10952.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 61700.00000000 OU Notional Amount 2300988.49000000 0.031912882670 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 61700.00000000 JPY -91714.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41702.00000000 OU Notional Amount 32259496.51000000 0.447413592721 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 41702.00000000 JPY 45621.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 592800.00000000 OU Notional Amount 9300066.36000000 0.128984533326 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 592800.00000000 JPY -172394.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 100.00000000 OU Notional Amount 985.40000000 0.000013666715 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lion Corp. Lion Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY -25.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1320100.00000000 OU Notional Amount 13008295.85000000 0.180414730888 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 1320100.00000000 JPY -558807.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17300.00000000 OU Notional Amount -846366.72000000 -0.01173843413 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 63111.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67200.00000000 OU Notional Amount -3287621.03000000 -0.04559669231 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 67200.00000000 JPY 245148.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1796900.00000000 OU Notional Amount -20592860.49000000 -0.28560661798 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 1796900.00000000 JPY 212089.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 923400.00000000 OU Notional Amount -10582362.61000000 -0.14676896377 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 923400.00000000 JPY 119806.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81000.00000000 OU Notional Amount 2040943.29000000 0.028306262301 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NS Solutions Corp. NS Solutions Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 81000.00000000 JPY 182752.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3372200.00000000 OU Notional Amount 23048482.58000000 0.319664145865 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 3372200.00000000 JPY -1047532.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 132200.00000000 OU Notional Amount -322279.32000000 -0.00446975818 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ichigo, Inc. Ichigo, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 132200.00000000 JPY 223.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 520400.00000000 OU Notional Amount -1268639.62000000 -0.01759502384 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ichigo, Inc. Ichigo, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 520400.00000000 JPY 880.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1770000.00000000 OU Notional Amount -4314934.91000000 -0.05984471982 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ichigo, Inc. Ichigo, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1770000.00000000 JPY 137437.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 477500.00000000 OU Notional Amount -1164057.30000000 -0.01614455013 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ichigo, Inc. Ichigo, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 477500.00000000 JPY 39235.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 99600.00000000 OU Notional Amount -242806.51000000 -0.00336753343 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Ichigo, Inc. Ichigo, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 99600.00000000 JPY 6348.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41800.00000000 OU Notional Amount -1263669.88000000 -0.01752609749 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 51457.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 148400.00000000 OU Notional Amount -4486330.37000000 -0.06222183871 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Makita Corp. Makita Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 148400.00000000 JPY 182687.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 240800.00000000 OU Notional Amount -7279705.89000000 -0.10096373838 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 240800.00000000 JPY 296435.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33300.00000000 OU Notional Amount -1006703.51000000 -0.01396217805 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 33300.00000000 JPY 48237.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74200.00000000 OU Notional Amount -2243165.19000000 -0.03111091942 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Makita Corp. Makita Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 74200.00000000 JPY 89223.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 212300.00000000 OU Notional Amount -6418112.79000000 -0.08901412645 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Makita Corp. Makita Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 212300.00000000 JPY 261351.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 377300.00000000 OU Notional Amount 10214940.96000000 0.141673117338 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 377300.00000000 JPY 344677.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1024000.00000000 OU Notional Amount 27723560.93000000 0.384503769142 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1024000.00000000 JPY 946149.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1428500.00000000 OU Notional Amount 38674908.97000000 0.536390267749 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 1428500.00000000 JPY 87027.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39400.00000000 OU Notional Amount -1624367.20000000 -0.02252868282 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takeuchi Manufacturing Co. Ltd. Takeuchi Manufacturing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 39400.00000000 JPY -11918.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 199500.00000000 OU Notional Amount -11766908.09000000 -0.16319766869 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 199500.00000000 JPY -2446788.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1022400.00000000 OU Notional Amount -25126523.89000000 -0.34848492823 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1022400.00000000 JPY -320177.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117400.00000000 OU Notional Amount -2885224.87000000 -0.04001577719 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 117400.00000000 JPY -36765.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34400.00000000 OU Notional Amount -845415.12000000 -0.01172523619 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 34400.00000000 JPY -42.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9600.00000000 OU Notional Amount -235929.80000000 -0.00327215892 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9600.00000000 JPY -11.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 101200.00000000 OU Notional Amount -2487093.33000000 -0.03449400897 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 101200.00000000 JPY -31692.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2237400.00000000 OU Notional Amount 42909623.12000000 0.595122389356 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 2237400.00000000 JPY -1621975.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5900.00000000 OU Notional Amount -265491.34000000 -0.00368215400 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 5900.00000000 JPY 527.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3800.00000000 OU Notional Amount -170994.42000000 -0.00237155678 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY 339.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2700.00000000 OU Notional Amount -121496.04000000 -0.00168505356 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 2700.00000000 JPY 241.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10800.00000000 OU Notional Amount -485984.15000000 -0.00674021414 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 10800.00000000 JPY 10012.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4300.00000000 OU Notional Amount -193493.69000000 -0.00268360378 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 4300.00000000 JPY -1168.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1700.00000000 OU Notional Amount -480652.97000000 -0.00666627490 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 -28735.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount -565474.08000000 -0.00784267633 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 -33806.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51200.00000000 OU Notional Amount -14476136.46000000 -0.20077251423 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 51200.00000000 JPY -1321154.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount -2459812.25000000 -0.03411564206 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 -224492.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89800.00000000 OU Notional Amount -25389786.21000000 -0.35213616750 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 -2317180.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5500.00000000 OU Notional Amount -1555053.72000000 -0.02156735990 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 5500.00000000 JPY -130575.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4200.00000000 OU Notional Amount -1187495.57000000 -0.01646962032 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 4200.00000000 JPY -108375.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 75400.00000000 OU Notional Amount 876089.56000000 0.012150666315 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 75400.00000000 JPY -21273.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1502300.00000000 OU Notional Amount 17455561.63000000 0.242094774772 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 1502300.00000000 JPY 106384.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1200.00000000 OU Notional Amount -43497.49000000 -0.00060327563 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Max Co. Ltd. Max Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1200.00000000 JPY 611.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2500.00000000 OU Notional Amount -90619.77000000 -0.00125682423 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 2500.00000000 JPY 1494.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 153700.00000000 OU Notional Amount 3150626.29000000 0.043696684084 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MEITEC Group Holdings, Inc. MEITEC Group Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 153700.00000000 JPY -10557.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 376100.00000000 OU Notional Amount 7709502.60000000 0.106924677367 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 376100.00000000 JPY -130810.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 69000.00000000 OU Notional Amount 1036372.13000000 0.014373658247 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 69000.00000000 JPY -69835.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 151100.00000000 OU Notional Amount 2269504.76000000 0.031476228342 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 151100.00000000 JPY -152310.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112600.00000000 OU Notional Amount -2199982.64000000 -0.03051201176 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 112600.00000000 JPY -22587.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92200.00000000 OU Notional Amount 3088281.67000000 0.042832013726 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 92200.00000000 JPY 151502.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26000.00000000 OU Notional Amount -365583.19000000 -0.00507034846 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tsuburaya Fields Holdings, Inc. Tsuburaya Fields Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 26000.00000000 JPY 23574.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33000.00000000 OU Notional Amount -464009.43000000 -0.00643544222 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 33000.00000000 JPY 29921.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153400.00000000 OU Notional Amount -2156940.80000000 -0.02991505562 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 153400.00000000 JPY 116025.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28800.00000000 OU Notional Amount -404953.68000000 -0.00561638588 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 28800.00000000 JPY 21783.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232500.00000000 OU Notional Amount 5663815.21000000 0.078552618167 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 232500.00000000 JPY -179853.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8800.00000000 OU Notional Amount -137201.03000000 -0.00190286930 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 8800.00000000 JPY -4093.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 878600.00000000 OU Notional Amount 6370758.75000000 0.088357363538 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 878600.00000000 JPY -303390.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35100.00000000 OU Notional Amount -845156.48000000 -0.01172164906 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 35100.00000000 JPY 18573.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 195500.00000000 OU Notional Amount 5550750.89000000 0.076984505856 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 195500.00000000 JPY 338321.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1053100.00000000 OU Notional Amount 31792741.50000000 0.440940071478 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsubishi Heavy Industries Ltd. Mitsubishi Heavy Industries Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1053100.00000000 JPY 1378384.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12200.00000000 OU Notional Amount 368313.97000000 0.005108222210 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsubishi Heavy Industries Ltd. Mitsubishi Heavy Industries Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY 9220.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 738200.00000000 OU Notional Amount 18153534.04000000 0.251775097696 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 738200.00000000 JPY 41563.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 603300.00000000 OU Notional Amount 14836124.47000000 0.205765261994 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 603300.00000000 JPY 33968.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3400.00000000 OU Notional Amount 346315.50000000 0.004803120904 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY 32964.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35800.00000000 OU Notional Amount 3646498.53000000 0.050574038179 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 35800.00000000 JPY 317618.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 335600.00000000 OU Notional Amount 7923162.66000000 0.109887972688 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 335600.00000000 JPY -231930.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 241800.00000000 OU Notional Amount 5708643.42000000 0.079174349832 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 241800.00000000 JPY -183355.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 29700.00000000 OU Notional Amount 701185.73000000 0.009724889119 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 29700.00000000 JPY -20965.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55500.00000000 OU Notional Amount -2256351.37000000 -0.03129380127 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 55500.00000000 JPY -794965.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2900.00000000 OU Notional Amount -117899.44000000 -0.00163517158 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -31624.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8600.00000000 OU Notional Amount -349632.82000000 -0.00484912949 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -93781.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15100.00000000 OU Notional Amount -613890.19000000 -0.00851416931 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 15100.00000000 JPY -164663.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17400.00000000 OU Notional Amount -707396.65000000 -0.00981102964 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 17400.00000000 JPY -189744.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 252300.00000000 OU Notional Amount -10257251.36000000 -0.14225992897 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 252300.00000000 JPY -1807687.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12500.00000000 OU Notional Amount -508187.25000000 -0.00704815350 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 12500.00000000 JPY -89560.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75200.00000000 OU Notional Amount -3057254.47000000 -0.04240169110 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 75200.00000000 JPY -538795.41000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37700.00000000 OU Notional Amount -1532692.73000000 -0.02125723073 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 37700.00000000 JPY -341490.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14600.00000000 OU Notional Amount -593562.70000000 -0.00823224317 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 2027-01-07 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY -104606.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8200.00000000 OU Notional Amount -333370.83000000 -0.00462358861 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mitsui E&S Co. Ltd. Mitsui E&S Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY -74276.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168700.00000000 OU Notional Amount -841397.62000000 -0.01166951666 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui High-Tec, Inc. Mitsui High-Tec, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 168700.00000000 JPY 12313.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 304000.00000000 OU Notional Amount -9032330.92000000 -0.12527125543 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 304000.00000000 JPY -171456.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 793200.00000000 OU Notional Amount 8259115.63000000 0.114547373533 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 793200.00000000 JPY -283896.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1341100.00000000 OU Notional Amount 13964069.56000000 0.193670553070 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 1341100.00000000 JPY -798964.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 160400.00000000 OU Notional Amount -4209419.36000000 -0.05838130296 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 160400.00000000 JPY 48190.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 185600.00000000 OU Notional Amount -4870749.58000000 -0.06755342781 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 185600.00000000 JPY 93319.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 86200.00000000 OU Notional Amount -1555055.47000000 -0.02156738418 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 86200.00000000 JPY 86198.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 157900.00000000 OU Notional Amount -2848529.69000000 -0.03950684419 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 157900.00000000 JPY 157896.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2300.00000000 OU Notional Amount -41492.20000000 -0.00057546385 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 2299.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 116800.00000000 OU Notional Amount -2107082.12000000 -0.02922355533 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 116800.00000000 JPY 109262.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126000.00000000 OU Notional Amount -2273050.92000000 -0.03152541076 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 126000.00000000 JPY 117869.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21400.00000000 OU Notional Amount -386057.85000000 -0.00535431573 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 21400.00000000 JPY 166.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48100.00000000 OU Notional Amount -867728.17000000 -0.01203470047 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 48100.00000000 JPY 44996.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 800.00000000 OU Notional Amount -14432.07000000 -0.00020016134 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 6.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 445500.00000000 OU Notional Amount 1819345.16000000 0.025232872254 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Leopalace21 Corp. Leopalace21 Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 445500.00000000 JPY -39451.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2302900.00000000 OU Notional Amount -5611990.93000000 -0.07783385656 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 2302900.00000000 JPY 442552.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2800.00000000 OU Notional Amount -6823.39000000 -0.00009463499 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 2800.00000000 JPY 630.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 629900.00000000 OU Notional Amount 28571844.41000000 0.396268787214 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 629900.00000000 JPY 939256.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 385200.00000000 OU Notional Amount 5048887.13000000 0.070024054137 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 385200.00000000 JPY -129827.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1505200.00000000 OU Notional Amount 23344811.06000000 0.323773986507 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 1505200.00000000 JPY -8109050.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42700.00000000 OU Notional Amount 662253.14000000 0.009184925020 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 42700.00000000 JPY -236010.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 700.00000000 OU Notional Amount 10856.61000000 0.000150572557 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 700.00000000 JPY -147023.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 429000.00000000 OU Notional Amount 6653550.32000000 0.092279457991 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 429000.00000000 JPY -2045613.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 986300.00000000 OU Notional Amount 15296961.96000000 0.212156711935 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 986300.00000000 JPY -4699664.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17400.00000000 OU Notional Amount 299815.36000000 0.004158200898 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 17400.00000000 JPY 440.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128900.00000000 OU Notional Amount 2221045.96000000 0.030804143277 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 128900.00000000 JPY 23265.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 414100.00000000 OU Notional Amount 2247656.31000000 0.031173207695 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 414100.00000000 JPY 90257.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100700.00000000 OU Notional Amount 546580.51000000 0.007580637522 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 100700.00000000 JPY 19313.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 870400.00000000 OU Notional Amount 4724366.21000000 0.065523206746 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wacom Co. Ltd. Wacom Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 870400.00000000 JPY 146910.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13700.00000000 OU Notional Amount -343590.03000000 -0.00476532080 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MOS Food Services, Inc. MOS Food Services, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 13700.00000000 JPY 10982.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109100.00000000 OU Notional Amount -2736180.42000000 -0.03794864906 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 109100.00000000 JPY 103866.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12800.00000000 OU Notional Amount -321018.42000000 -0.00445227049 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MOS Food Services, Inc. MOS Food Services, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 12800.00000000 JPY 16699.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 25800.00000000 OU Notional Amount -647052.75000000 -0.00897410768 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MOS Food Services, Inc. MOS Food Services, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY 8485.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 208200.00000000 OU Notional Amount 4488982.11000000 0.062258616245 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 208200.00000000 JPY 628073.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 862700.00000000 OU Notional Amount 18600599.74000000 0.257975543848 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 862700.00000000 JPY 1855756.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1577200.00000000 OU Notional Amount 34005872.16000000 0.471634435832 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 1577200.00000000 JPY 4181287.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 753300.00000000 OU Notional Amount 9544768.11000000 0.132378352230 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 753300.00000000 JPY -39562.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1390200.00000000 OU Notional Amount 17614677.59000000 0.244301586750 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1390200.00000000 JPY -85609.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 358800.00000000 OU Notional Amount -2649316.63000000 -0.03674391729 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 358800.00000000 JPY 403543.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 160500.00000000 OU Notional Amount -1185104.01000000 -0.01643645128 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 160500.00000000 JPY 180514.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 908100.00000000 OU Notional Amount -6705252.05000000 -0.09299651991 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 908100.00000000 JPY 1092033.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36000.00000000 OU Notional Amount -265817.72000000 -0.00368668063 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 36000.00000000 JPY 43291.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 891000.00000000 OU Notional Amount 15032547.50000000 0.208489493400 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 891000.00000000 JPY 187649.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149600.00000000 OU Notional Amount -6137053.00000000 -0.08511605041 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 -250373.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90800.00000000 OU Notional Amount -3724895.80000000 -0.05166134604 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 -151964.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1199800.00000000 OU Notional Amount -49219493.22000000 -0.68263527568 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 1199800.00000000 JPY -452954.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155600.00000000 OU Notional Amount -6383191.49000000 -0.08852979576 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 155600.00000000 JPY -64388.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 93100.00000000 OU Notional Amount -3819248.89000000 -0.05296994845 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 93100.00000000 JPY -168013.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 25400.00000000 OU Notional Amount -1041986.27000000 -0.01445152191 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY -38328.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 27100.00000000 OU Notional Amount -1111725.51000000 -0.01541874977 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 27100.00000000 JPY -40893.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317100.00000000 OU Notional Amount -5944947.57000000 -0.08245170069 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 317100.00000000 JPY -49852.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 488500.00000000 OU Notional Amount 10667971.52000000 0.147956291361 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 488500.00000000 JPY 368669.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232600.00000000 OU Notional Amount 3667316.17000000 0.050862762311 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 232600.00000000 JPY -56181.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 371800.00000000 OU Notional Amount -12609994.71000000 -0.17489061044 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 371800.00000000 JPY -3216225.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28200.00000000 OU Notional Amount 937916.49000000 0.013008156724 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nanto Bank Ltd. Nanto Bank Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 28200.00000000 JPY 15187.31000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4000.00000000 OU Notional Amount 133037.80000000 0.001845128613 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nanto Bank Ltd. Nanto Bank Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY 4816.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93600.00000000 OU Notional Amount 1155919.40000000 0.016031683925 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 93600.00000000 JPY -3350.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77500.00000000 OU Notional Amount -957091.38000000 -0.01327409721 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 77500.00000000 JPY -20590.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 31000.00000000 OU Notional Amount 311034.81000000 0.004313805758 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nichicon Corp. Nichicon Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 31000.00000000 JPY 21402.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45100.00000000 OU Notional Amount -1306976.94000000 -0.01812673201 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nifco, Inc. Nifco, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 45100.00000000 JPY 46156.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132200.00000000 OU Notional Amount -11275323.16000000 -0.15637977618 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 132200.00000000 JPY 123703.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1153600.00000000 OU Notional Amount 13332169.50000000 0.184906601159 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nihon Kohden Corp. Nihon Kohden Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1153600.00000000 JPY -559619.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31900.00000000 OU Notional Amount 610678.76000000 0.008469629336 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Gas Co. Ltd. Nippon Gas Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 31900.00000000 JPY 33798.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503800.00000000 OU Notional Amount 9644512.77000000 0.133761731437 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Gas Co. Ltd. Nippon Gas Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 503800.00000000 JPY 459957.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5900.00000000 OU Notional Amount -110069.32000000 -0.00152657403 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Densetsu Kogyo Co. Ltd. Nippon Densetsu Kogyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -2733.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3500.00000000 OU Notional Amount -65295.36000000 -0.00090559477 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Densetsu Kogyo Co. Ltd. Nippon Densetsu Kogyo Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3500.00000000 JPY -1829.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 443100.00000000 OU Notional Amount 6190896.23000000 0.085862813251 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 443100.00000000 JPY -526188.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 93200.00000000 OU Notional Amount 1302170.00000000 0.018060063580 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 93200.00000000 JPY -72286.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 357700.00000000 OU Notional Amount 12991677.04000000 0.180184241193 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 357700.00000000 JPY 1633531.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 65000.00000000 OU Notional Amount 2360802.37000000 0.032742453675 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 65000.00000000 JPY 593679.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 655200.00000000 OU Notional Amount 23796887.88000000 0.330043932914 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 655200.00000000 JPY 2992143.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35200.00000000 OU Notional Amount 1278465.28000000 0.017731297942 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 35200.00000000 JPY 893259.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257500.00000000 OU Notional Amount 9352409.38000000 0.129710489437 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 1175941.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 533900.00000000 OU Notional Amount 19391267.46000000 0.268941477094 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 533900.00000000 JPY 1806180.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 491300.00000000 OU Notional Amount 17844033.90000000 0.247482576591 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 1651290.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 898000.00000000 OU Notional Amount 8211679.33000000 0.113889469731 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Kayaku Co. Ltd. Nippon Kayaku Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 898000.00000000 JPY -9426.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36500.00000000 OU Notional Amount -649500.66000000 -0.00900805825 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 36500.00000000 JPY -15.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297000.00000000 OU Notional Amount -1889223.79000000 -0.02620203334 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 297000.00000000 JPY 132206.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68200.00000000 OU Notional Amount -433821.76000000 -0.00601676322 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 30358.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3719400.00000000 OU Notional Amount -23659188.47000000 -0.32813415147 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 3719400.00000000 JPY 1249497.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 146500.00000000 OU Notional Amount -931889.85000000 -0.01292457201 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 49371.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3748300.00000000 OU Notional Amount -23843022.04000000 -0.33068377706 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 3748300.00000000 JPY 1263201.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1019200.00000000 OU Notional Amount -6483154.51000000 -0.08991620345 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 391381.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 636700.00000000 OU Notional Amount -4050063.26000000 -0.05617116043 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 636700.00000000 JPY 244498.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56000.00000000 OU Notional Amount -356217.28000000 -0.00494045072 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 18872.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7000.00000000 OU Notional Amount -232482.68000000 -0.00322435010 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY -1879.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7000.00000000 OU Notional Amount -232482.68000000 -0.00322435010 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 -1879.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10100.00000000 OU Notional Amount -335439.29000000 -0.00465227651 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 -2712.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 466000.00000000 OU Notional Amount -15476703.90000000 -0.21464958987 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 466000.00000000 JPY -564392.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 173100.00000000 OU Notional Amount -5748964.47000000 -0.07973357076 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 -206939.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 949900.00000000 OU Notional Amount -31547899.21000000 -0.43754430339 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 949900.00000000 JPY -1135599.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16000.00000000 OU Notional Amount -531388.98000000 -0.00736994306 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 16000.00000000 JPY 7899.19000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 20100.00000000 OU Notional Amount -667557.40000000 -0.00925849089 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY 9923.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426200.00000000 OU Notional Amount 5185479.60000000 0.071918483200 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 426200.00000000 JPY -1101086.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 119700.00000000 OU Notional Amount -1456362.99000000 -0.02019859787 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 119700.00000000 JPY 553277.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114900.00000000 OU Notional Amount -1397962.47000000 -0.01938862905 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 114900.00000000 JPY 576698.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260500.00000000 OU Notional Amount 9620982.01000000 0.133435378486 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 260500.00000000 JPY -224147.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85500.00000000 OU Notional Amount 3157750.33000000 0.043795488860 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 85500.00000000 JPY -67893.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287500.00000000 OU Notional Amount -2003016.02000000 -0.02778024119 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 287500.00000000 JPY 8139.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118400.00000000 OU Notional Amount 4067020.65000000 0.056406345961 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nishimatsu Construction Co. Ltd. Nishimatsu Construction Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 118400.00000000 JPY -4360.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 302500.00000000 OU Notional Amount 10390825.55000000 0.144112496896 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 302500.00000000 JPY -65894.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8400.00000000 OU Notional Amount -277545.84000000 -0.00384934034 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nisshin Oillio Group Ltd. Nisshin Oillio Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY -466.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 89400.00000000 OU Notional Amount -5046144.45000000 -0.06998601534 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 89400.00000000 JPY -696124.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20000.00000000 OU Notional Amount -1128891.38000000 -0.01565682675 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 20000.00000000 JPY -155732.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15800.00000000 OU Notional Amount -891824.19000000 -0.01236889313 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15800.00000000 JPY -124616.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88500.00000000 OU Notional Amount -4995344.34000000 -0.06928145816 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 88500.00000000 JPY -698012.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26700.00000000 OU Notional Amount -1507069.99000000 -0.02090186368 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 26700.00000000 JPY -210586.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 12700.00000000 OU Notional Amount -716846.02000000 -0.00994208490 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY -68144.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63000.00000000 OU Notional Amount -1983962.35000000 -0.02751598192 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 63000.00000000 JPY -63890.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3000.00000000 OU Notional Amount -94474.40000000 -0.00131028488 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 3000.00000000 JPY -3042.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12700.00000000 OU Notional Amount -399941.62000000 -0.00554687259 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 12700.00000000 JPY -12879.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102600.00000000 OU Notional Amount -3231024.39000000 -0.04481174187 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 102600.00000000 JPY 137558.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82300.00000000 OU Notional Amount -3070963.65000000 -0.04259182654 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 82300.00000000 JPY -91626.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4500.00000000 OU Notional Amount -167914.17000000 -0.00232883616 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nichias Corp. Nichias Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 4500.00000000 JPY -2123.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16600.00000000 OU Notional Amount -466840.54000000 -0.00647470747 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 16600.00000000 JPY 9451.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7500.00000000 OU Notional Amount -210921.93000000 -0.00292531963 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 7500.00000000 JPY 4270.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7700.00000000 OU Notional Amount -216546.51000000 -0.00300332808 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Carbon Co. Ltd. Nippon Carbon Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7700.00000000 JPY 1557.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76700.00000000 OU Notional Amount -2157028.27000000 -0.02991626876 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 76700.00000000 JPY 15511.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15600.00000000 OU Notional Amount -438717.61000000 -0.00608466477 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 15600.00000000 JPY 10186.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26726700.00000000 OU Notional Amount -27508552.66000000 -0.38152177521 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 26726700.00000000 JPY 604708.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 698200.00000000 OU Notional Amount -718624.88000000 -0.00996675627 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 698200.00000000 JPY 10941.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2564400.00000000 OU Notional Amount -2639417.98000000 -0.03660663088 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NTT, Inc. NTT, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 2564400.00000000 JPY 61916.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34100.00000000 OU Notional Amount -944802.82000000 -0.01310366465 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Yakin Kogyo Co. Ltd. Nippon Yakin Kogyo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 34100.00000000 JPY 27969.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219600.00000000 OU Notional Amount -6084419.34000000 -0.08438606336 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 219600.00000000 JPY 222479.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11300.00000000 OU Notional Amount -313087.15000000 -0.00434227008 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 11300.00000000 JPY 7698.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 392200.00000000 OU Notional Amount -7079935.95000000 -0.09819308799 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 392200.00000000 JPY 179060.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1307700.00000000 OU Notional Amount -32568075.74000000 -0.45169334153 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1307700.00000000 JPY 291129.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107300.00000000 OU Notional Amount -2672290.68000000 -0.03706254911 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 107300.00000000 JPY 23887.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 744500.00000000 OU Notional Amount -18541662.76000000 -0.25715813475 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 744500.00000000 JPY 162050.25000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 192000.00000000 OU Notional Amount -4781731.70000000 -0.06631882052 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 192000.00000000 JPY 192250.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5400.00000000 OU Notional Amount -134486.20000000 -0.00186521677 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 5407.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 21400.00000000 OU Notional Amount -532963.85000000 -0.00739178526 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 21400.00000000 JPY 21427.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 72500.00000000 OU Notional Amount -1805601.81000000 -0.02504226290 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 72500.00000000 JPY 16140.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9200.00000000 OU Notional Amount -207497.30000000 -0.00287782273 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY 393.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11800.00000000 OU Notional Amount -266137.84000000 -0.00369112044 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 11800.00000000 JPY 186.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72200.00000000 OU Notional Amount -1628402.74000000 -0.02258465255 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 72200.00000000 JPY 3090.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 211000.00000000 OU Notional Amount -4758905.51000000 -0.06600223940 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 211000.00000000 JPY 53523.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49900.00000000 OU Notional Amount -1125447.32000000 -0.01560906038 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 49900.00000000 JPY 25320.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32700.00000000 OU Notional Amount -737517.58000000 -0.01022878302 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 32700.00000000 JPY 15392.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1053700.00000000 OU Notional Amount -12288959.13000000 -0.17043810195 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nikon Corp. Nikon Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1053700.00000000 JPY 250112.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 508600.00000000 OU Notional Amount -5931635.77000000 -0.08226707660 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 508600.00000000 JPY 252479.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64200.00000000 OU Notional Amount -748743.64000000 -0.01038447955 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 31870.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 803100.00000000 OU Notional Amount -9366293.13000000 -0.12990304602 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nikon Corp. Nikon Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 803100.00000000 JPY 190628.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 295400.00000000 OU Notional Amount 1864113.01000000 0.025853766774 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 295400.00000000 JPY -109625.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 174700.00000000 OU Notional Amount -3452728.77000000 -0.04788660552 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 174700.00000000 JPY -109682.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 93000.00000000 OU Notional Amount -1838029.62000000 -0.02549201087 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 93000.00000000 JPY -58388.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 849100.00000000 OU Notional Amount -16781408.10000000 -0.23274480079 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 849100.00000000 JPY 112390.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 747100.00000000 OU Notional Amount -14765504.64000000 -0.20478582104 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 747100.00000000 JPY 95951.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 25800.00000000 OU Notional Amount -509904.99000000 -0.00707197719 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY -8451.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19600.00000000 OU Notional Amount -387369.68000000 -0.00537250977 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 19600.00000000 JPY -6420.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3555500.00000000 OU Notional Amount -14655868.59000000 -0.20326525611 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 3555500.00000000 JPY -360222.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 138600.00000000 OU Notional Amount -571313.00000000 -0.00792365751 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 138600.00000000 JPY -13559.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 768500.00000000 OU Notional Amount -3167778.09000000 -0.04393456592 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 768500.00000000 JPY -75182.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7286700.00000000 OU Notional Amount -30035977.40000000 -0.41657514881 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 7286700.00000000 JPY 29420.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5189100.00000000 OU Notional Amount -21389612.63000000 -0.29665693730 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 5189100.00000000 JPY 20951.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 577000.00000000 OU Notional Amount -2378409.84000000 -0.03298665529 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 577000.00000000 JPY -58394.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 513200.00000000 OU Notional Amount 20728867.89000000 0.287492932595 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 513200.00000000 JPY 161698.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4061600.00000000 OU Notional Amount -9283731.92000000 -0.12875798761 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 4061600.00000000 JPY 809805.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3521100.00000000 OU Notional Amount -8048293.40000000 -0.11162343666 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 3521100.00000000 JPY 702040.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 632700.00000000 OU Notional Amount -1446183.08000000 -0.02005741060 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 632700.00000000 JPY 4434.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1773500.00000000 OU Notional Amount 14015601.24000000 0.194385256539 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 1773500.00000000 JPY 338569.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1609100.00000000 OU Notional Amount 11482696.79000000 0.159255883716 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 1609100.00000000 JPY 127893.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1450200.00000000 OU Notional Amount 10348770.67000000 0.143529229115 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 115264.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 297800.00000000 OU Notional Amount 2125130.26000000 0.029473868705 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 -6400.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8300.00000000 OU Notional Amount -198762.96000000 -0.00275668437 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 8300.00000000 JPY -6435.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25200.00000000 OU Notional Amount -603473.10000000 -0.00836969255 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 25200.00000000 JPY -18889.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20800.00000000 OU Notional Amount -498104.78000000 -0.00690831765 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 20800.00000000 JPY -13645.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3900.00000000 OU Notional Amount -93394.65000000 -0.00129530961 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY -2171.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93300.00000000 OU Notional Amount -2234287.30000000 -0.03098779014 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 93300.00000000 JPY -44387.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22800.00000000 OU Notional Amount -545999.47000000 -0.00757257895 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 22800.00000000 JPY -12696.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9300.00000000 OU Notional Amount -222710.31000000 -0.00308881509 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nitto Kogyo Corp. Nitto Kogyo Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY -1941.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 242500.00000000 OU Notional Amount 8374333.28000000 0.116145350820 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 242500.00000000 JPY 197128.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1257500.00000000 OU Notional Amount 12902561.26000000 0.178948276110 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zeon Corp. Zeon Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 1257500.00000000 JPY -722091.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20100.00000000 OU Notional Amount -487675.56000000 -0.00676367265 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Television Holdings, Inc. Nippon Television Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY -1188.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1196600.00000000 OU Notional Amount -29032466.27000000 -0.40265724653 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 1196600.00000000 JPY 232015.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19200.00000000 OU Notional Amount -465839.34000000 -0.00646082162 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 19200.00000000 JPY 15968.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57000.00000000 OU Notional Amount -923525.01000000 -0.01280855832 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 57000.00000000 JPY 2169.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21900.00000000 OU Notional Amount -354828.03000000 -0.00492118293 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 21900.00000000 JPY 833.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50900.00000000 OU Notional Amount -824691.64000000 -0.01143781799 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 50900.00000000 JPY 1937.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 307100.00000000 OU Notional Amount -4975693.54000000 -0.06900891718 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 307100.00000000 JPY 133728.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 469000.00000000 OU Notional Amount -7598828.63000000 -0.10538971731 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 469000.00000000 JPY 212952.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 432400.00000000 OU Notional Amount 2876366.22000000 0.039892914760 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 432400.00000000 JPY -68047.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60400.00000000 OU Notional Amount 401786.59000000 0.005572460862 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 60400.00000000 JPY -9505.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 510800.00000000 OU Notional Amount 3397890.53000000 0.047126042690 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nomura Co. Ltd. Nomura Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 510800.00000000 JPY -77576.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68800.00000000 OU Notional Amount 1624512.97000000 0.022530704535 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 68800.00000000 JPY 33355.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2236300.00000000 OU Notional Amount -45257494.98000000 -0.62768550712 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 2236300.00000000 JPY 7184262.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2353100.00000000 OU Notional Amount -47621254.50000000 -0.66046897412 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 2353100.00000000 JPY 7573675.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 932000.00000000 OU Notional Amount 2080739.81000000 0.028858208423 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 932000.00000000 JPY 3265.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 733300.00000000 OU Notional Amount 1637131.44000000 0.022705712691 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 733300.00000000 JPY 2404.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3611600.00000000 OU Notional Amount 8063090.01000000 0.111828653887 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NTN Corp. NTN Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3611600.00000000 JPY 4753.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2600700.00000000 OU Notional Amount 5806201.74000000 0.080527406240 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 2600700.00000000 JPY 8528.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3451300.00000000 OU Notional Amount 7705211.70000000 0.106865165992 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 3451300.00000000 JPY -28539.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37900.00000000 OU Notional Amount -549485.25000000 -0.00762092395 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OSG Corp. OSG Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 37900.00000000 JPY 17285.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55500.00000000 OU Notional Amount -804655.18000000 -0.01115992820 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 OSG Corp. OSG Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 55500.00000000 JPY 25188.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 524800.00000000 OU Notional Amount -7608703.37000000 -0.10552667211 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 524800.00000000 JPY 238176.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9900.00000000 OU Notional Amount -143533.09000000 -0.00199068994 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 9900.00000000 JPY 910.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9700.00000000 OU Notional Amount -140633.43000000 -0.00195047396 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 OSG Corp. OSG Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 9700.00000000 JPY 891.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 437900.00000000 OU Notional Amount -4631361.82000000 -0.06423330973 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 437900.00000000 JPY 154320.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 254300.00000000 OU Notional Amount 4302105.36000000 0.059666784160 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 254300.00000000 JPY 252908.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 354000.00000000 OU Notional Amount 5988774.28000000 0.083059542351 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 354000.00000000 JPY 352062.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 532100.00000000 OU Notional Amount 9001770.60000000 0.124847408072 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 532100.00000000 JPY 441716.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 434100.00000000 OU Notional Amount 7343861.34000000 0.101853523521 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 434100.00000000 JPY 402621.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103100.00000000 OU Notional Amount 1744188.21000000 0.024190505055 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 102535.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114900.00000000 OU Notional Amount 1943814.02000000 0.026959156476 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 114271.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 532000.00000000 OU Notional Amount 9000078.86000000 0.124823944982 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 532000.00000000 JPY -137572.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 253500.00000000 OU Notional Amount 4288571.41000000 0.059479079023 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 253500.00000000 JPY 177595.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 143100.00000000 OU Notional Amount 2420885.87000000 0.033575764095 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 142316.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 414400.00000000 OU Notional Amount 7010587.74000000 0.097231283410 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 414400.00000000 JPY 239659.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 543600.00000000 OU Notional Amount 9196321.18000000 0.127545670084 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 543600.00000000 JPY 539631.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38500.00000000 OU Notional Amount -921617.53000000 -0.01278210309 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 38500.00000000 JPY -22351.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14300.00000000 OU Notional Amount -342315.08000000 -0.00474763825 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 14300.00000000 JPY -8301.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 541200.00000000 OU Notional Amount 6465905.30000000 0.089676970611 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 541200.00000000 JPY 637432.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 144700.00000000 OU Notional Amount 1728781.41000000 0.023976824977 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 144700.00000000 JPY 170429.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46200.00000000 OU Notional Amount -1028539.35000000 -0.01426502381 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OKUMA Corp. OKUMA Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 46200.00000000 JPY 56810.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131500.00000000 OU Notional Amount 1923715.49000000 0.026680405829 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 131500.00000000 JPY -49740.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55300.00000000 OU Notional Amount 808984.54000000 0.011219972989 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 55300.00000000 JPY -20917.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116900.00000000 OU Notional Amount -1438683.97000000 -0.01995340391 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 116900.00000000 JPY 7438.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22400.00000000 OU Notional Amount -624618.57000000 -0.00866296342 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 22400.00000000 JPY 1717.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70800.00000000 OU Notional Amount 864001.52000000 0.011983014801 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 70800.00000000 JPY 28967.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1483500.00000000 OU Notional Amount 18103760.57000000 0.251084779202 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 1483500.00000000 JPY 174043.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1638300.00000000 OU Notional Amount 19992848.63000000 0.277284930083 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 1638300.00000000 JPY 207389.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 176200.00000000 OU Notional Amount 2150241.06000000 0.029822135555 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 176200.00000000 JPY 78741.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 171700.00000000 OU Notional Amount 2095325.71000000 0.029060503270 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 171700.00000000 JPY 70251.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1985600.00000000 OU Notional Amount 24231093.36000000 0.336066018030 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 1985600.00000000 JPY 599717.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4600.00000000 OU Notional Amount 124804.89000000 0.001730944691 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taiheiyo Cement Corp. Taiheiyo Cement Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY -1882.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132400.00000000 OU Notional Amount 2893866.91000000 0.040135635429 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 132400.00000000 JPY -137695.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171300.00000000 OU Notional Amount 4190346.00000000 0.058116770608 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 171300.00000000 JPY -175980.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 619500.00000000 OU Notional Amount 15154228.54000000 0.210177112773 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 -636428.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48200.00000000 OU Notional Amount -1516605.50000000 -0.02103411363 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 -192905.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139000.00000000 OU Notional Amount -4373613.37000000 -0.06065854345 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 139000.00000000 JPY -528786.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 249700.00000000 OU Notional Amount -7856771.64000000 -0.10896718197 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 249700.00000000 JPY -949913.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37700.00000000 OU Notional Amount -1186224.63000000 -0.01645199339 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 37700.00000000 JPY -120438.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 139800.00000000 OU Notional Amount -1491617.50000000 -0.02068754992 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 139800.00000000 JPY -11915.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28500.00000000 OU Notional Amount -304085.11000000 -0.00421741893 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 28500.00000000 JPY -2429.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount -6401.79000000 -0.00008878774 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 48.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 719800.00000000 OU Notional Amount -7680016.30000000 -0.10651572580 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 719800.00000000 JPY 49118.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 108900.00000000 OU Notional Amount -1161925.22000000 -0.01611497987 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 108900.00000000 JPY 21886.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95000.00000000 OU Notional Amount -1013617.04000000 -0.01405806322 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 95000.00000000 JPY 7733.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2300.00000000 OU Notional Amount 150503.13000000 0.002087358867 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Daihen Corp. Daihen Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 15248.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12400.00000000 OU Notional Amount -247288.43000000 -0.00342969410 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pacific Industrial Co. Ltd. Pacific Industrial Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY -44146.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10500.00000000 OU Notional Amount -209397.46000000 -0.00290417644 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pacific Industrial Co. Ltd. Pacific Industrial Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY -37382.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12700.00000000 OU Notional Amount -253271.21000000 -0.00351267050 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pacific Industrial Co. Ltd. Pacific Industrial Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY -27406.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6700.00000000 OU Notional Amount -133615.52000000 -0.00185314113 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Pacific Industrial Co. Ltd. Pacific Industrial Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -16200.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49500.00000000 OU Notional Amount -987159.46000000 -0.01369111760 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pacific Industrial Co. Ltd. Pacific Industrial Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 49500.00000000 JPY -106819.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 464100.00000000 OU Notional Amount -5423793.23000000 -0.07522370395 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 464100.00000000 JPY 100549.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 342000.00000000 OU Notional Amount -3996848.28000000 -0.05543311092 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 342000.00000000 JPY 76053.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 799400.00000000 OU Notional Amount -9342340.68000000 -0.12957084456 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 799400.00000000 JPY 177769.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 237900.00000000 OU Notional Amount -2780263.76000000 -0.03856004997 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Park24 Co. Ltd. Park24 Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 237900.00000000 JPY 78493.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1075600.00000000 OU Notional Amount 12694064.59000000 0.176056592907 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 1075600.00000000 JPY -543490.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479000.00000000 OU Notional Amount 9121059.33000000 0.126501848006 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 479000.00000000 JPY -491402.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2315300.00000000 OU Notional Amount 21196556.49000000 0.293979401990 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Penta-Ocean Construction Co. Ltd. Penta-Ocean Construction Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2315300.00000000 JPY 1619947.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125300.00000000 OU Notional Amount 1770284.45000000 0.024552439176 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 125300.00000000 JPY -1195.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100800.00000000 OU Notional Amount 1424139.45000000 0.019751682970 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 100800.00000000 JPY -961.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 548500.00000000 OU Notional Amount 7749409.58000000 0.107478155481 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 548500.00000000 JPY -2406.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 355700.00000000 OU Notional Amount 5025460.32000000 0.069699142891 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 355700.00000000 JPY 81817.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 102400.00000000 OU Notional Amount 2582269.47000000 0.035814026439 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 102400.00000000 JPY 34116.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 655800.00000000 OU Notional Amount 16537620.27000000 0.229363657234 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 655800.00000000 JPY -172223.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 893000.00000000 OU Notional Amount 22369325.43000000 0.310244775652 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 893000.00000000 JPY -216142.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 635100.00000000 OU Notional Amount 7106526.07000000 0.098561871843 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hazama Ando Corp. Hazama Ando Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 635100.00000000 JPY 98282.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1589500.00000000 OU Notional Amount 17785897.00000000 0.246676263967 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 1589500.00000000 JPY -266029.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 790200.00000000 OU Notional Amount 8938409.56000000 0.123968640775 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 790200.00000000 JPY -407147.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409600.00000000 OU Notional Amount 2785806.56000000 0.038636924207 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Construction Co. Ltd. Tokyu Construction Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 409600.00000000 JPY -143661.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1219600.00000000 OU Notional Amount 10192824.86000000 0.141366384598 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 1219600.00000000 JPY 1740.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9700.00000000 OU Notional Amount -133128.94000000 -0.00184639265 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dip Corp. Dip Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9700.00000000 JPY -262.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 425900.00000000 OU Notional Amount 8913169.41000000 0.123618579943 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 425900.00000000 JPY -322383.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40200.00000000 OU Notional Amount 841299.39000000 0.011668154291 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 40200.00000000 JPY -31747.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 650000.00000000 OU Notional Amount -3958776.79000000 -0.05490508960 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 650000.00000000 JPY -13483.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 345900.00000000 OU Notional Amount -2106678.30000000 -0.02921795467 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 345900.00000000 JPY 17402.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2252900.00000000 OU Notional Amount -13721120.36000000 -0.19030104064 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 2252900.00000000 JPY 110501.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 144500.00000000 OU Notional Amount 3074367.64000000 0.042639037181 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 144500.00000000 JPY -1726.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 65100.00000000 OU Notional Amount 1385061.13000000 0.019209697712 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 65100.00000000 JPY -777.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1298400.00000000 OU Notional Amount 11138691.68000000 0.154484806085 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 1298400.00000000 JPY -488260.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106400.00000000 OU Notional Amount -1006413.03000000 -0.01395814932 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 106400.00000000 JPY 133838.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34300.00000000 OU Notional Amount -324435.78000000 -0.00449966656 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 34300.00000000 JPY 43145.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 580700.00000000 OU Notional Amount -5492707.21000000 -0.07617948611 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 580700.00000000 JPY 589961.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22900.00000000 OU Notional Amount -216605.81000000 -0.00300415053 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22900.00000000 JPY 32931.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 58900.00000000 OU Notional Amount -557121.50000000 -0.00772683268 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 58900.00000000 JPY 84701.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16100.00000000 OU Notional Amount -366693.32000000 -0.00508574508 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 16100.00000000 JPY 14891.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19300.00000000 OU Notional Amount -439576.47000000 -0.00609657648 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 19300.00000000 JPY 17851.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 100.00000000 OU Notional Amount -2277.60000000 -0.00003158850 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Riken Keiki Co. Ltd. Riken Keiki Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 2.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59200.00000000 OU Notional Amount -1348338.19000000 -0.01870037970 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 59200.00000000 JPY 34518.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 264200.00000000 OU Notional Amount 5988269.69000000 0.083052544089 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 264200.00000000 JPY -8966.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 640100.00000000 OU Notional Amount -7137858.76000000 -0.09899643136 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 640100.00000000 JPY 330970.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102100.00000000 OU Notional Amount -1138533.64000000 -0.01579055724 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 102100.00000000 JPY 34098.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 571800.00000000 OU Notional Amount -15967258.65000000 -0.22145319460 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GS Yuasa Corp. GS Yuasa Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 571800.00000000 JPY -1288563.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167100.00000000 OU Notional Amount -4666192.58000000 -0.06471638470 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 167100.00000000 JPY -368440.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16100.00000000 OU Notional Amount 345755.87000000 0.004795359281 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T&D Holdings, Inc. T&D Holdings, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY -735.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 874100.00000000 OU Notional Amount 13997552.45000000 0.194134934158 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 874100.00000000 JPY 162150.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 491700.00000000 OU Notional Amount 7873923.51000000 0.109205064788 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 491700.00000000 JPY 109473.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4700.00000000 OU Notional Amount 75264.27000000 0.001043855642 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 4700.00000000 JPY 5382.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 569000.00000000 OU Notional Amount 11700480.18000000 0.162276366349 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 569000.00000000 JPY -51278.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12800.00000000 OU Notional Amount -263209.40000000 -0.00365050530 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 12800.00000000 JPY 2420.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29000.00000000 OU Notional Amount -596333.79000000 -0.00827067599 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 29000.00000000 JPY 2613.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48400.00000000 OU Notional Amount 16568405.47000000 0.229790623505 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 48400.00000000 JPY 553711.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39000.00000000 OU Notional Amount 13350574.66000000 0.185161866109 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 39000.00000000 JPY 427618.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 102100.00000000 OU Notional Amount -1711528.19000000 -0.02373753652 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 102100.00000000 JPY 70800.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 207700.00000000 OU Notional Amount -3481727.77000000 -0.04828879861 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 207700.00000000 JPY 113750.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163400.00000000 OU Notional Amount 4186826.64000000 0.058067959880 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sakata Seed Corp. Sakata Seed Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 163400.00000000 JPY -12274.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 373300.00000000 OU Notional Amount 5510569.15000000 0.076427217039 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 373300.00000000 JPY -145975.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180100.00000000 OU Notional Amount -31601880.26000000 -0.43829297768 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 180100.00000000 JPY -3000880.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227400.00000000 OU Notional Amount -39901541.20000000 -0.55340268245 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 227400.00000000 JPY -4441594.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 442900.00000000 OU Notional Amount 3894276.19000000 0.054010517513 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 442900.00000000 JPY 26294.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 516900.00000000 OU Notional Amount 4544934.21000000 0.063034627429 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 516900.00000000 JPY -14604.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 77600.00000000 OU Notional Amount -1517378.98000000 -0.02104484119 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 77600.00000000 JPY 16562.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2800.00000000 OU Notional Amount -54750.79000000 -0.00075934996 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sangetsu Corp. Sangetsu Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 597.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65300.00000000 OU Notional Amount -1276866.59000000 -0.01770912538 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 65300.00000000 JPY 35852.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20700.00000000 OU Notional Amount -404764.75000000 -0.00561376557 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 20700.00000000 JPY 14724.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24600.00000000 OU Notional Amount -1182367.91000000 -0.01639850375 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 24600.00000000 JPY -55477.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83900.00000000 OU Notional Amount -4032547.48000000 -0.05592823047 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 83900.00000000 JPY 93310.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17000.00000000 OU Notional Amount 584222.22000000 0.008102698140 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 17000.00000000 JPY 15532.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28100.00000000 OU Notional Amount 965684.96000000 0.013393283347 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sanki Engineering Co. Ltd. Sanki Engineering Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 28100.00000000 JPY 25674.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9500.00000000 OU Notional Amount 326477.12000000 0.004527978332 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 9500.00000000 JPY 8679.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62200.00000000 OU Notional Amount 2137565.99000000 0.029646342402 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 62200.00000000 JPY 92813.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 199000.00000000 OU Notional Amount 9209393.12000000 0.127726967509 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sanrio Co. Ltd. Sanrio Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 199000.00000000 JPY -682863.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 482600.00000000 OU Notional Amount 4728402.98000000 0.065579193539 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 482600.00000000 JPY -260196.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132800.00000000 OU Notional Amount -6381896.29000000 -0.08851183237 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 132800.00000000 JPY 366386.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 97800.00000000 OU Notional Amount -2500842.75000000 -0.03468470251 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 97800.00000000 JPY -168211.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 433100.00000000 OU Notional Amount 6120550.47000000 0.084887173436 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Seino Holdings Co. Ltd. Seino Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 433100.00000000 JPY -154320.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 304100.00000000 OU Notional Amount -5268314.50000000 -0.07306733746 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 304100.00000000 JPY 427778.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136200.00000000 OU Notional Amount -2359567.36000000 -0.03272532506 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 136200.00000000 JPY 172479.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 856700.00000000 OU Notional Amount -14841713.37000000 -0.20584277559 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 856700.00000000 JPY 1084896.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 903700.00000000 OU Notional Amount 19389121.00000000 0.268911707398 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 903700.00000000 JPY -116430.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1045300.00000000 OU Notional Amount 5802626.83000000 0.080477825077 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 1045300.00000000 JPY -138289.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12200.00000000 OU Notional Amount 786530.14000000 0.010908548297 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimamura Co. Ltd. Shimamura Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY 7643.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48400.00000000 OU Notional Amount 2074532.75000000 0.028772121431 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 48400.00000000 JPY 238174.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26200.00000000 OU Notional Amount 1122990.87000000 0.015574991369 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 26200.00000000 JPY 128928.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 209700.00000000 OU Notional Amount 8988213.16000000 0.124659377148 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 77 Bank Ltd. 77 Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 209700.00000000 JPY 689137.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19500.00000000 OU Notional Amount -2296881.67000000 -0.03185592433 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 19500.00000000 JPY -44700.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19300.00000000 OU Notional Amount -2273323.91000000 -0.03152919691 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shibaura Mechatronics Corp. Shibaura Mechatronics Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 19300.00000000 JPY -134876.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7500.00000000 OU Notional Amount -883416.03000000 -0.01225227863 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shibaura Mechatronics Corp. Shibaura Mechatronics Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY -52412.97000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4300.00000000 OU Notional Amount -506491.86000000 -0.00702463978 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Shibaura Mechatronics Corp. Shibaura Mechatronics Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -86643.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3700.00000000 OU Notional Amount -149458.76000000 -0.00207287428 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 3700.00000000 JPY 488.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117500.00000000 OU Notional Amount -4746325.46000000 -0.06582776410 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 117500.00000000 JPY 524.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 198600.00000000 OU Notional Amount 2665837.77000000 0.036973052382 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 198600.00000000 JPY 58277.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1120600.00000000 OU Notional Amount 15041982.93000000 0.208620355320 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1120600.00000000 JPY 328829.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 795200.00000000 OU Notional Amount 10674089.62000000 0.148041144549 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 795200.00000000 JPY 233343.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18700.00000000 OU Notional Amount 251012.92000000 0.003481349819 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 18700.00000000 JPY 5487.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 671000.00000000 OU Notional Amount 9006934.27000000 0.124919024074 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 671000.00000000 JPY -52459.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 736900.00000000 OU Notional Amount 9891519.92000000 0.137187524408 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 736900.00000000 JPY 201336.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 227500.00000000 OU Notional Amount 3053766.84000000 0.042353320449 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 227500.00000000 JPY 66757.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 894500.00000000 OU Notional Amount 12007008.50000000 0.166527670670 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 894500.00000000 JPY 88968.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 742200.00000000 OU Notional Amount 9962662.62000000 0.138174217149 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 742200.00000000 JPY 98578.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 460000.00000000 OU Notional Amount 5982287.85000000 0.082969580719 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 460000.00000000 JPY 177241.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 508200.00000000 OU Notional Amount -15275947.08000000 -0.21186525224 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 508200.00000000 JPY 1164626.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 282300.00000000 OU Notional Amount -8485635.30000000 -0.11768902143 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 282300.00000000 JPY 463464.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4200.00000000 OU Notional Amount -289073.55000000 -0.00400922052 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 4200.00000000 JPY 1701.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 800.00000000 OU Notional Amount -55061.63000000 -0.00076366107 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sinfonia Technology Co. Ltd. Sinfonia Technology Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 680.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2200.00000000 OU Notional Amount -230484.84000000 -0.00319664165 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY 20698.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70200.00000000 OU Notional Amount -7354561.62000000 -0.10200192790 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 70200.00000000 JPY 772642.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31000.00000000 OU Notional Amount -3247740.88000000 -0.04504358630 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 31000.00000000 JPY 486099.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2400.00000000 OU Notional Amount -251438.00000000 -0.00348724534 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY 27767.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17600.00000000 OU Notional Amount -629221.39000000 -0.00872680088 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 -10844.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24600.00000000 OU Notional Amount -879479.90000000 -0.01219768763 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 24600.00000000 JPY -15157.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 330900.00000000 OU Notional Amount -5573630.99000000 -0.07730183466 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 330900.00000000 JPY 415271.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15500.00000000 OU Notional Amount -261079.72000000 -0.00362096833 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15500.00000000 JPY 16539.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1160000.00000000 OU Notional Amount 11984375.27000000 0.166213765748 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 1160000.00000000 JPY -44180.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1315500.00000000 OU Notional Amount 13590901.44000000 0.188495007655 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 1315500.00000000 JPY -50102.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 160300.00000000 OU Notional Amount 1656116.69000000 0.022969023028 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 160300.00000000 JPY -6867.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6100.00000000 OU Notional Amount -490663.42000000 -0.00680511189 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shochiku Co. Ltd. Shochiku Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 6100.00000000 JPY 73524.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51800.00000000 OU Notional Amount -4166617.21000000 -0.05778767113 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 51800.00000000 JPY 322023.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 147000.00000000 OU Notional Amount -5727078.89000000 -0.07943003515 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 147000.00000000 JPY 37855.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 75800.00000000 OU Notional Amount -2953146.80000000 -0.04095780041 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 75800.00000000 JPY 19520.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 301400.00000000 OU Notional Amount -11742459.71000000 -0.16285858908 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 301400.00000000 JPY -157245.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133900.00000000 OU Notional Amount -5216706.55000000 -0.07235157619 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 133900.00000000 JPY -69857.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36200.00000000 OU Notional Amount -1758806.21000000 -0.02439324510 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SWCC Corp. SWCC Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 36200.00000000 JPY -6961.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31100.00000000 OU Notional Amount -1511018.60000000 -0.02095662777 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 31100.00000000 JPY -41807.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66600.00000000 OU Notional Amount 1797780.81000000 0.024933791848 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 66600.00000000 JPY -55810.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 798200.00000000 OU Notional Amount 22229534.25000000 0.308305983022 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 798200.00000000 JPY -734157.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1818000.00000000 OU Notional Amount 50630535.29000000 0.702205308396 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1818000.00000000 JPY -1549550.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16100.00000000 OU Notional Amount -500127.88000000 -0.00693637644 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 16100.00000000 JPY -395.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5900.00000000 OU Notional Amount -183276.68000000 -0.00254190197 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 5900.00000000 JPY -144.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30100.00000000 OU Notional Amount -935021.69000000 -0.01296800814 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 30100.00000000 JPY 8666.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 900.00000000 OU Notional Amount -27957.46000000 -0.00038774776 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 900.00000000 JPY 420.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53000.00000000 OU Notional Amount -1947570.62000000 -0.02701125753 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 -464719.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 231500.00000000 OU Notional Amount -8506841.47000000 -0.11798313416 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 231500.00000000 JPY -1938903.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219200.00000000 OU Notional Amount -8054858.10000000 -0.11171448383 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 219200.00000000 JPY -1835886.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount -47770.60000000 -0.00066254027 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 -10888.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 39900.00000000 OU Notional Amount -1466189.96000000 -0.02033489014 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SCSK Corp. SCSK Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 39900.00000000 JPY -312602.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14869500.00000000 OU Notional Amount 43736019.86000000 0.606583855729 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 14869500.00000000 JPY -1521262.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9124300.00000000 OU Notional Amount 26837524.19000000 0.372215143341 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 9124300.00000000 JPY -895767.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10300.00000000 OU Notional Amount -375511.25000000 -0.00520804276 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY 2033.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 292900.00000000 OU Notional Amount 7831137.81000000 0.108611661114 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Heavy Industries Ltd. Sumitomo Heavy Industries Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 292900.00000000 JPY 713030.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 518900.00000000 OU Notional Amount -5397997.75000000 -0.07486594113 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Forestry Co. Ltd. Sumitomo Forestry Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 518900.00000000 JPY 580183.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 410900.00000000 OU Notional Amount -4274498.51000000 -0.05928389907 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Forestry Co. Ltd. Sumitomo Forestry Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 410900.00000000 JPY 459428.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 45300.00000000 OU Notional Amount -471245.52000000 -0.00653580104 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Sumitomo Forestry Co. Ltd. Sumitomo Forestry Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 45300.00000000 JPY 45222.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11400.00000000 OU Notional Amount -486745.65000000 -0.00675077554 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 11400.00000000 JPY 23135.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 189800.00000000 OU Notional Amount 5521460.98000000 0.076578278069 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 189800.00000000 JPY -79935.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 147100.00000000 OU Notional Amount 4279277.71000000 0.059350182787 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 147100.00000000 JPY -61951.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23200.00000000 OU Notional Amount 674909.88000000 0.009360463951 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 23200.00000000 JPY -9770.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 451000.00000000 OU Notional Amount 13120015.28000000 0.181964190642 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 451000.00000000 JPY -485505.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 142400.00000000 OU Notional Amount 1667705.84000000 0.023129755334 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 142400.00000000 JPY -121490.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51800.00000000 OU Notional Amount -1092557.74000000 -0.01515290802 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 51800.00000000 JPY 30454.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 542400.00000000 OU Notional Amount 5429483.89000000 0.075302628889 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 542400.00000000 JPY 19223.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 272400.00000000 OU Notional Amount 2726754.08000000 0.037817913215 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 272400.00000000 JPY 6410.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136100.00000000 OU Notional Amount 2031819.30000000 0.028179719807 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 136100.00000000 JPY -1184.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 214700.00000000 OU Notional Amount -3205228.53000000 -0.04445397378 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 214700.00000000 JPY -65492.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1741700.00000000 OU Notional Amount -26001614.01000000 -0.36062173311 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 1741700.00000000 JPY 479961.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108600.00000000 OU Notional Amount 4124252.06000000 0.057200100159 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 108600.00000000 JPY -68687.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 75400.00000000 OU Notional Amount 2863430.99000000 0.039713513394 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 75400.00000000 JPY -47688.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 144100.00000000 OU Notional Amount 5472419.17000000 0.075898107119 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 144100.00000000 JPY -82532.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68000.00000000 OU Notional Amount 1810671.05000000 0.025112569238 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 68000.00000000 JPY -135011.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 283000.00000000 OU Notional Amount 7535586.88000000 0.104512604473 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 283000.00000000 JPY -561887.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46300.00000000 OU Notional Amount -808963.00000000 -0.01121967424 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TDK Corp. TDK Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 46300.00000000 JPY -127594.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 93900.00000000 OU Notional Amount -1640639.86000000 -0.02275437169 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TDK Corp. TDK Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 93900.00000000 JPY -258771.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 779500.00000000 OU Notional Amount -13619582.24000000 -0.18889278756 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 779500.00000000 JPY -926929.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135600.00000000 OU Notional Amount -2369230.73000000 -0.03285934833 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TDK Corp. TDK Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 135600.00000000 JPY -153778.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170400.00000000 OU Notional Amount 1183468.02000000 0.016413761403 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tadano Ltd. Tadano Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 170400.00000000 JPY -47161.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6600.00000000 OU Notional Amount -92542.40000000 -0.00128348958 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Taihei Dengyo Kaisha Ltd. Taihei Dengyo Kaisha Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 6600.00000000 JPY 527.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25500.00000000 OU Notional Amount -357550.19000000 -0.00495893713 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Taihei Dengyo Kaisha Ltd. Taihei Dengyo Kaisha Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 25500.00000000 JPY 2039.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51500.00000000 OU Notional Amount -722111.18000000 -0.01001510849 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taihei Dengyo Kaisha Ltd. Taihei Dengyo Kaisha Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 51500.00000000 JPY 5398.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28700.00000000 OU Notional Amount -402419.24000000 -0.00558123521 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Taihei Dengyo Kaisha Ltd. Taihei Dengyo Kaisha Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 28700.00000000 JPY 3008.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 26800.00000000 OU Notional Amount -375778.24000000 -0.00521174570 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Taihei Dengyo Kaisha Ltd. Taihei Dengyo Kaisha Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 26800.00000000 JPY -5469.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41300.00000000 OU Notional Amount 817652.07000000 0.011340184745 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 41300.00000000 JPY 31843.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61700.00000000 OU Notional Amount 1221528.63000000 0.016941631832 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Taikisha Ltd. Taikisha Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 61700.00000000 JPY 47572.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47200.00000000 OU Notional Amount 934459.51000000 0.012960211158 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 47200.00000000 JPY 36392.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 400.00000000 OU Notional Amount -3909.22000000 -0.00005421777 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Takasago International Corp. Takasago International Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY 89.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38200.00000000 OU Notional Amount -373330.29000000 -0.00517779458 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takasago International Corp. Takasago International Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 38200.00000000 JPY 4344.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7700.00000000 OU Notional Amount -75252.44000000 -0.00104369156 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Takasago International Corp. Takasago International Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7700.00000000 JPY 3275.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1417400.00000000 OU Notional Amount -14436552.15000000 -0.20022351129 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 1417400.00000000 JPY 1720604.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 327000.00000000 OU Notional Amount 8824910.36000000 0.122394497024 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 327000.00000000 JPY -322427.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 415800.00000000 OU Notional Amount 11221399.77000000 0.155631901598 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 415800.00000000 JPY -526109.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79500.00000000 OU Notional Amount 2145505.73000000 0.029756460289 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 79500.00000000 JPY -70751.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20700.00000000 OU Notional Amount -3099737.95000000 -0.04299090322 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 20700.00000000 JPY -770758.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59100.00000000 OU Notional Amount -8849976.48000000 -0.12274214419 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 59100.00000000 JPY -2952711.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 400.00000000 OU Notional Amount -59898.32000000 -0.00083074212 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Advantest Corp. Advantest Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -12840.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6400.00000000 OU Notional Amount 181771.52000000 0.002521026600 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Taiyo Yuden Co. Ltd. Taiyo Yuden Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY 6751.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 471500.00000000 OU Notional Amount 7231516.62000000 0.100295391491 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 471500.00000000 JPY 102477.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 318100.00000000 OU Notional Amount -1676616.20000000 -0.02325333494 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 318100.00000000 JPY 142174.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9000.00000000 OU Notional Amount 145362.43000000 0.002016061442 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Takara Standard Co. Ltd. Takara Standard Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY -3031.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9200.00000000 OU Notional Amount -492139.44000000 -0.00682558312 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 -13934.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30200.00000000 OU Notional Amount -1615501.21000000 -0.02240571858 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 30200.00000000 JPY -45741.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130400.00000000 OU Notional Amount -1995618.70000000 -0.02767764623 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 130400.00000000 JPY -249630.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 576800.00000000 OU Notional Amount 5046150.46000000 0.069986098698 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teijin Ltd. Teijin Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 576800.00000000 JPY -96225.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 506700.00000000 OU Notional Amount 5648468.81000000 0.078339775789 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sysmex Corp. Sysmex Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 506700.00000000 JPY -267623.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3490600.00000000 OU Notional Amount 38911674.03000000 0.539674011067 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 3490600.00000000 JPY -3326611.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 368900.00000000 OU Notional Amount 5954383.10000000 0.082582564002 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Terumo Corp. Terumo Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 368900.00000000 JPY -106151.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2223000.00000000 OU Notional Amount 35881251.40000000 0.497644456269 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Terumo Corp. Terumo Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 2223000.00000000 JPY -675667.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 81000.00000000 OU Notional Amount -239713.71000000 -0.00332463875 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 81000.00000000 JPY -7841.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 297300.00000000 OU Notional Amount -879838.08000000 -0.01220265531 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 297300.00000000 JPY -28780.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 288400.00000000 OU Notional Amount -853499.17000000 -0.01183735554 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 288400.00000000 JPY 400.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 614600.00000000 OU Notional Amount 4140411.02000000 0.057424212099 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toda Corp. Toda Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 614600.00000000 JPY -80826.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14700.00000000 OU Notional Amount 264076.68000000 0.003662533794 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokai Rika Co. Ltd. Tokai Rika Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14700.00000000 JPY -2509.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47100.00000000 OU Notional Amount -1626248.96000000 -0.02255478133 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 47100.00000000 JPY -16080.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20000.00000000 OU Notional Amount -690551.58000000 -0.00957740190 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 20000.00000000 JPY 9517.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 334900.00000000 OU Notional Amount -11563286.16000000 -0.16037359426 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 334900.00000000 JPY 159370.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20100.00000000 OU Notional Amount 1382749.11000000 0.019177631831 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Seimitsu Co. Ltd. Tokyo Seimitsu Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY -11702.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 689900.00000000 OU Notional Amount 6843699.35000000 0.094916674001 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 689900.00000000 JPY -55981.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 898100.00000000 OU Notional Amount 13756244.38000000 0.190788182900 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 898100.00000000 JPY 562789.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72400.00000000 OU Notional Amount -742036.31000000 -0.01029145421 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 72400.00000000 JPY -10186.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61500.00000000 OU Notional Amount -630320.90000000 -0.00874205021 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 -36301.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85400.00000000 OU Notional Amount -875274.88000000 -0.01213936735 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 85400.00000000 JPY -50409.27000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19300.00000000 OU Notional Amount -197808.02000000 -0.00274344011 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toho Titanium Co. Ltd. Toho Titanium Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 19300.00000000 JPY 16165.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69400.00000000 OU Notional Amount 257152.37000000 0.003566499114 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokai Tokyo Financial Holdings, Inc. Tokai Tokyo Financial Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 69400.00000000 JPY -2318.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23400.00000000 OU Notional Amount 472314.05000000 0.006550620712 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 23400.00000000 JPY 12080.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 102400.00000000 OU Notional Amount 2066878.60000000 0.028665964450 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 102400.00000000 JPY -25312.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 103100.00000000 OU Notional Amount -3762482.38000000 -0.05218264205 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 -406245.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39000.00000000 OU Notional Amount -1423247.46000000 -0.01973931177 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 39000.00000000 JPY -153671.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 656400.00000000 OU Notional Amount -23954349.52000000 -0.33222780078 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 656400.00000000 JPY -1841851.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262900.00000000 OU Notional Amount -9594147.61000000 -0.13306320667 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 -737694.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28700.00000000 OU Notional Amount -1020248.83000000 -0.01415004088 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toei Co. Ltd. Toei Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 28700.00000000 JPY 8654.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7500.00000000 OU Notional Amount -266615.55000000 -0.00369774590 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toei Co. Ltd. Toei Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7500.00000000 JPY 1014.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23400.00000000 OU Notional Amount -1371634.10000000 -0.01902347547 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 160210.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 250800.00000000 OU Notional Amount -14701103.95000000 -0.20389263462 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 250800.00000000 JPY 160262.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 56200.00000000 OU Notional Amount -3294266.51000000 -0.04568885984 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 56200.00000000 JPY 312794.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121100.00000000 OU Notional Amount -3616044.43000000 -0.05015166400 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 121100.00000000 JPY -126107.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2411500.00000000 OU Notional Amount 16500005.58000000 0.228841971361 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 2411500.00000000 JPY -1413703.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 721400.00000000 OU Notional Amount 4935975.13000000 0.068458054384 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 721400.00000000 JPY -424685.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 374000.00000000 OU Notional Amount 1869049.09000000 0.025922226283 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Electric Power Co. Holdings, Inc. Tokyo Electric Power Co. Holdings, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 374000.00000000 JPY 80448.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 126600.00000000 OU Notional Amount 2363651.66000000 0.032781971064 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 126600.00000000 JPY -139932.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 591700.00000000 OU Notional Amount 11047177.60000000 0.153215578486 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 591700.00000000 JPY -563634.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106200.00000000 OU Notional Amount -3727001.56000000 -0.05169055126 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 106200.00000000 JPY -48764.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29200.00000000 OU Notional Amount 6437729.96000000 0.089286201025 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 29200.00000000 JPY 26351.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38600.00000000 OU Notional Amount 8510149.88000000 0.118029019182 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 38600.00000000 JPY 654395.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 57100.00000000 OU Notional Amount 12588848.66000000 0.174597331531 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 57100.00000000 JPY 1043742.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 248100.00000000 OU Notional Amount -6159446.62000000 -0.08542663214 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 248100.00000000 JPY -111412.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 216900.00000000 OU Notional Amount -1913856.14000000 -0.02654366447 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 216900.00000000 JPY 186887.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298900.00000000 OU Notional Amount -2637397.89000000 -0.03657861383 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 298900.00000000 JPY 113933.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 603200.00000000 OU Notional Amount -6712416.32000000 -0.09309588265 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 603200.00000000 JPY 189348.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4200.00000000 OU Notional Amount -46737.65000000 -0.00064821408 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY 1318.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 713500.00000000 OU Notional Amount -7939835.94000000 -0.11011921783 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 713500.00000000 JPY 223972.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 199000.00000000 OU Notional Amount -4867108.92000000 -0.06750293475 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 199000.00000000 JPY 65133.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 89200.00000000 OU Notional Amount -2181638.77000000 -0.03025759685 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 89200.00000000 JPY 29195.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29400.00000000 OU Notional Amount -719060.31000000 -0.00997279534 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 29400.00000000 JPY 9622.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 234600.00000000 OU Notional Amount -5737807.80000000 -0.07957883661 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 234600.00000000 JPY 76833.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 119700.00000000 OU Notional Amount -2927602.70000000 -0.04060352404 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 119700.00000000 JPY 39202.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222300.00000000 OU Notional Amount -5436976.44000000 -0.07540654460 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 72804.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 98700.00000000 OU Notional Amount -2413988.19000000 -0.03348009875 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 98700.00000000 JPY 32304.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 115200.00000000 OU Notional Amount -2817542.45000000 -0.03907707579 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 115200.00000000 JPY 37728.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196500.00000000 OU Notional Amount 5393175.47000000 0.074799059943 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 196500.00000000 JPY -190336.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 239900.00000000 OU Notional Amount 6084969.82000000 0.084393698082 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 239900.00000000 JPY -321939.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 250700.00000000 OU Notional Amount 4615258.69000000 0.064009972108 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 250700.00000000 JPY -103390.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53500.00000000 OU Notional Amount 984907.62000000 0.013659886372 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 53500.00000000 JPY -22063.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24100.00000000 OU Notional Amount -1746886.55000000 -0.02422792888 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 -114568.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35600.00000000 OU Notional Amount -2580463.12000000 -0.03578897380 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 -169237.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 367100.00000000 OU Notional Amount -26609213.78000000 -0.36904865930 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 367100.00000000 JPY -1464213.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67300.00000000 OU Notional Amount -4878235.05000000 -0.06765724533 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 67300.00000000 JPY -268615.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117800.00000000 OU Notional Amount -8538723.46000000 -0.11842531204 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 117800.00000000 JPY -470177.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49600.00000000 OU Notional Amount -3595251.98000000 -0.04986328923 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 -228603.87000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2300.00000000 OU Notional Amount -166715.31000000 -0.00231220892 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY -10600.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21500.00000000 OU Notional Amount -1558425.76000000 -0.02161412742 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 -99092.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10100.00000000 OU Notional Amount -732097.68000000 -0.01015361331 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 10100.00000000 JPY -46550.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 129100.00000000 OU Notional Amount -9357803.05000000 -0.12978529535 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 129100.00000000 JPY -515279.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47300.00000000 OU Notional Amount 533597.44000000 0.007400572653 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toyo Construction Co. Ltd. Toyo Construction Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 47300.00000000 JPY -19690.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18400.00000000 OU Notional Amount -375011.75000000 -0.00520111509 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 18400.00000000 JPY 5128.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16700.00000000 OU Notional Amount -340363.93000000 -0.00472057735 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 16700.00000000 JPY 6305.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39600.00000000 OU Notional Amount -807090.51000000 -0.01119370429 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Artience Co. Ltd. Artience Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 39600.00000000 JPY 14951.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2900.00000000 OU Notional Amount -59105.11000000 -0.00081974092 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Artience Co. Ltd. Artience Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY 716.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44600.00000000 OU Notional Amount 1218920.49000000 0.016905459001 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 44600.00000000 JPY 5430.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2047100.00000000 OU Notional Amount -22689188.86000000 -0.31468102735 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 2047100.00000000 JPY 1777417.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1438500.00000000 OU Notional Amount 20509477.92000000 0.284450167974 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 1438500.00000000 JPY -636061.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161700.00000000 OU Notional Amount 2305444.96000000 0.031974690369 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 -65107.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2113500.00000000 OU Notional Amount 30133320.54000000 0.417925220849 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 2113500.00000000 JPY -826715.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37600.00000000 OU Notional Amount 536083.68000000 0.007435054827 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 -15139.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 455400.00000000 OU Notional Amount 3380344.81000000 0.046882697490 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toyobo Co. Ltd. Toyobo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 455400.00000000 JPY 29032.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 132800.00000000 OU Notional Amount 3073626.16000000 0.042628753443 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 132800.00000000 JPY -129068.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 170600.00000000 OU Notional Amount 3948498.66000000 0.054762540102 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 170600.00000000 JPY -172699.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62300.00000000 OU Notional Amount -1904275.96000000 -0.02641079498 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 62300.00000000 JPY -120863.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49200.00000000 OU Notional Amount -1503858.39000000 -0.02085732134 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 49200.00000000 JPY -95449.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 834800.00000000 OU Notional Amount -25516686.58000000 -0.35389617483 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 834800.00000000 JPY -1398472.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 420900.00000000 OU Notional Amount -12865325.09000000 -0.17843184000 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 420900.00000000 JPY -705099.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 314100.00000000 OU Notional Amount -9600852.01000000 -0.13315619137 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 314100.00000000 JPY -498845.74000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 80200.00000000 OU Notional Amount -2451411.43000000 -0.03399912936 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 80200.00000000 JPY -121643.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 140600.00000000 OU Notional Amount -4297611.56000000 -0.05960445872 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 140600.00000000 JPY -213255.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32400.00000000 OU Notional Amount -990345.77000000 -0.01373530919 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 32400.00000000 JPY -54277.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 407400.00000000 OU Notional Amount -6194548.18000000 -0.08591346289 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 407400.00000000 JPY 309752.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 46100.00000000 OU Notional Amount 939846.43000000 0.013034923459 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 46100.00000000 JPY 45315.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 740500.00000000 OU Notional Amount 15096665.61000000 0.209378760657 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 740500.00000000 JPY 723958.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 368700.00000000 OU Notional Amount 7516732.76000000 0.104251112804 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 368700.00000000 JPY -13252.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 178000.00000000 OU Notional Amount 4218168.08000000 0.058502640758 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 178000.00000000 JPY -34358.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 110800.00000000 OU Notional Amount 1963838.59000000 0.027236881356 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 110800.00000000 JPY -43151.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 406100.00000000 OU Notional Amount 6718036.68000000 0.093173832583 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 406100.00000000 JPY -158341.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65800.00000000 OU Notional Amount -1526334.91000000 -0.02116905282 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tsumura & Co. Tsumura & Co. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 65800.00000000 JPY -7253.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95800.00000000 OU Notional Amount -1408357.45000000 -0.01953279916 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 95800.00000000 JPY 10655.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1426400.00000000 OU Notional Amount -20969530.97000000 -0.29083073835 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 1426400.00000000 JPY 506237.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 58500.00000000 OU Notional Amount -860009.51000000 -0.01192764879 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 58500.00000000 JPY 12481.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3263800.00000000 OU Notional Amount 20193584.45000000 0.280068976461 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Unicharm Corp. Unicharm Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3263800.00000000 JPY -412489.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5981300.00000000 OU Notional Amount 37007134.84000000 0.513259565287 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 5981300.00000000 JPY -766894.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 432500.00000000 OU Notional Amount 7170726.81000000 0.099452285112 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 432500.00000000 JPY 381964.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82200.00000000 OU Notional Amount -2866409.23000000 -0.03975481921 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 82200.00000000 JPY 218672.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2000.00000000 OU Notional Amount -69742.32000000 -0.00096727058 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wacoal Holdings Corp. Wacoal Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 15007.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23900.00000000 OU Notional Amount -833420.69000000 -0.01155888298 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 23900.00000000 JPY 84304.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 320600.00000000 OU Notional Amount -11179693.42000000 -0.15505346765 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 320600.00000000 JPY 1093282.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 460000.00000000 OU Notional Amount -6886571.16000000 -0.09551127195 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 460000.00000000 JPY 451455.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 536100.00000000 OU Notional Amount -8025849.56000000 -0.11131215842 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 536100.00000000 JPY 526142.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4505900.00000000 OU Notional Amount -32463938.50000000 -0.45024904073 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 4505900.00000000 JPY 1403964.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 885200.00000000 OU Notional Amount -6377655.60000000 -0.08845301736 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 885200.00000000 JPY 212416.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236800.00000000 OU Notional Amount -1706087.72000000 -0.02366208152 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 236800.00000000 JPY 65589.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32500.00000000 OU Notional Amount -234154.78000000 -0.00324754080 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 32500.00000000 JPY 9001.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 126400.00000000 OU Notional Amount 1323108.06000000 0.018350457841 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 126400.00000000 JPY 3142.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 496400.00000000 OU Notional Amount 5196130.07000000 0.072066196760 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 496400.00000000 JPY -8751.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 283200.00000000 OU Notional Amount 2964431.98000000 0.041114316900 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 283200.00000000 JPY -93731.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 991500.00000000 OU Notional Amount 10378652.22000000 0.143943662478 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 991500.00000000 JPY -323857.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26200.00000000 OU Notional Amount -1651424.83000000 -0.02290395065 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 26200.00000000 JPY 16430.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168800.00000000 OU Notional Amount -10639714.17000000 -0.14756438436 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 168800.00000000 JPY -160864.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1728300.00000000 OU Notional Amount 17036518.16000000 0.236282974691 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 1728300.00000000 JPY 1027486.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 245100.00000000 OU Notional Amount -3583583.29000000 -0.04970145377 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 245100.00000000 JPY 139240.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178500.00000000 OU Notional Amount -2609831.16000000 -0.03619628518 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 178500.00000000 JPY 101405.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 158800.00000000 OU Notional Amount 1471419.46000000 0.020407419154 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 158800.00000000 JPY -27763.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42700.00000000 OU Notional Amount 395652.46000000 0.005487385351 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 42700.00000000 JPY -7465.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 149700.00000000 OU Notional Amount 1387100.08000000 0.019237976329 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yamazen Corp. Yamazen Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 149700.00000000 JPY -26172.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 134900.00000000 OU Notional Amount 1249965.27000000 0.017336025441 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 134900.00000000 JPY -23584.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 225000.00000000 OU Notional Amount 6171368.11000000 0.085591973738 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 225000.00000000 JPY -171451.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 551500.00000000 OU Notional Amount 15126708.94000000 0.209795437780 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 551500.00000000 JPY -1464852.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 111600.00000000 OU Notional Amount -940921.84000000 -0.01304983854 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 111600.00000000 JPY 28550.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 116400.00000000 OU Notional Amount -981391.59000000 -0.01361112182 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 116400.00000000 JPY 29778.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 519900.00000000 OU Notional Amount -4383380.50000000 -0.06079400579 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 519900.00000000 JPY 122478.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 133700.00000000 OU Notional Amount -1127251.34000000 -0.01563408070 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 133700.00000000 JPY 13807.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 190400.00000000 OU Notional Amount -1605300.34000000 -0.02226424061 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 190400.00000000 JPY 45831.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 110200.00000000 OU Notional Amount -929118.16000000 -0.01288613087 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Yodogawa Steel Works Ltd. Yodogawa Steel Works Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 110200.00000000 JPY 9752.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 105200.00000000 OU Notional Amount -3147000.01000000 -0.04364639046 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 -104921.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21300.00000000 OU Notional Amount -637177.76000000 -0.00883714941 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 21300.00000000 JPY 5248.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132200.00000000 OU Notional Amount -3954690.13000000 -0.05484841087 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 32577.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40200.00000000 OU Notional Amount -1434698.20000000 -0.01989812444 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 40200.00000000 JPY -51643.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18400.00000000 OU Notional Amount -656677.78000000 -0.00910759920 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 18400.00000000 JPY -23637.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104700.00000000 OU Notional Amount -3736639.34000000 -0.05182421961 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 104700.00000000 JPY 133509.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15300.00000000 OU Notional Amount -546041.85000000 -0.00757316673 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY 19510.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 20300.00000000 OU Notional Amount -724486.90000000 -0.01004805783 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY 16498.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37100.00000000 OU Notional Amount -1324062.27000000 -0.01836369197 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 37100.00000000 JPY 30152.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 142900.00000000 OU Notional Amount -5099959.52000000 -0.07073238762 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 142900.00000000 JPY 182220.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55800.00000000 OU Notional Amount -1435207.03000000 -0.01990518151 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 55800.00000000 JPY -18626.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88600.00000000 OU Notional Amount -2278841.26000000 -0.03160571818 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 88600.00000000 JPY 55882.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2500.00000000 OU Notional Amount -64301.39000000 -0.00089180920 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 2500.00000000 JPY 1576.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3542.00000000 OU Notional Amount -1582542.73000000 -0.02194861064 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invincible Investment Corp. Invincible Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 3542.00000000 JPY 7446.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2560.00000000 OU Notional Amount -1143791.47000000 -0.01586347916 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invincible Investment Corp. Invincible Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2560.00000000 JPY 21797.24000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2885.00000000 OU Notional Amount -1288999.37000000 -0.01787739740 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invincible Investment Corp. Invincible Investment Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 2885.00000000 JPY -11857.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 216600.00000000 OU Notional Amount 2043192.28000000 0.028337454006 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 216600.00000000 JPY 54565.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 276800.00000000 OU Notional Amount 4389303.26000000 0.060876149771 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 276800.00000000 JPY 9933.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 657400.00000000 OU Notional Amount -6982999.60000000 -0.09684865782 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 657400.00000000 JPY 287313.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51600.00000000 OU Notional Amount -723166.20000000 -0.01002974077 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 30740.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36000.00000000 OU Notional Amount -504534.56000000 -0.00699749359 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 36000.00000000 JPY 21447.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1032800.00000000 OU Notional Amount -14474535.98000000 -0.20075031684 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 1032800.00000000 JPY 769296.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 761000.00000000 OU Notional Amount -10665300.04000000 -0.14791924005 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 761000.00000000 JPY 618139.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63000.00000000 OU Notional Amount -1197361.05000000 -0.01660644669 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 63000.00000000 JPY 12409.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 152900.00000000 OU Notional Amount -2829215.93000000 -0.03923897768 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 152900.00000000 JPY 113345.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52700.00000000 OU Notional Amount -975145.06000000 -0.01352448741 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sega Sammy Holdings, Inc. Sega Sammy Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 52700.00000000 JPY 39066.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17700.00000000 OU Notional Amount -791922.55000000 -0.01098333674 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 92843.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12800.00000000 OU Notional Amount -572689.75000000 -0.00794275194 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 67141.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 184500.00000000 OU Notional Amount -8254785.92000000 -0.11448732389 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 184500.00000000 JPY 635483.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39200.00000000 OU Notional Amount -1753862.37000000 -0.02432467797 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 151394.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15600.00000000 OU Notional Amount -697965.64000000 -0.00968022902 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 160159.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18600.00000000 OU Notional Amount -832189.80000000 -0.01154181151 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 190959.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 231000.00000000 OU Notional Amount -4167816.87000000 -0.05780430947 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 231000.00000000 JPY -82632.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 110100.00000000 OU Notional Amount -1986478.95000000 -0.02755088516 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 110100.00000000 JPY -7381.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 336700.00000000 OU Notional Amount -5903195.71000000 -0.08187263556 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DeNA Co. Ltd. DeNA Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 336700.00000000 JPY -90484.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216400.00000000 OU Notional Amount -1566379.99000000 -0.02172444627 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hakuhodo DY Holdings, Inc. Hakuhodo DY Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 216400.00000000 JPY 58204.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82000.00000000 OU Notional Amount 1159711.57000000 0.016084278311 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TechMatrix Corp. TechMatrix Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 82000.00000000 JPY 15853.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7900.00000000 OU Notional Amount 133595.13000000 0.001852858337 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 7900.00000000 JPY -901.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10400.00000000 OU Notional Amount -567323.34000000 -0.00786832409 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 10400.00000000 JPY 17939.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23200.00000000 OU Notional Amount -1265567.44000000 -0.01755241514 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 23200.00000000 JPY 9271.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1332.00000000 OU Notional Amount 862448.32000000 0.011961473151 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 1332.00000000 JPY -4333.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 323600.00000000 OU Notional Amount 7730194.33000000 0.107211655226 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daiichi Sankyo Co. Ltd. Daiichi Sankyo Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 323600.00000000 JPY -1107713.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35700.00000000 OU Notional Amount -1111069.25000000 -0.01540964796 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 35700.00000000 JPY 7179.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262100.00000000 OU Notional Amount 1369099.30000000 0.018988319808 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 262100.00000000 JPY -96736.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 196.00000000 OU Notional Amount -225432.72000000 -0.00312657276 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 196.00000000 JPY 1069.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 443.00000000 OU Notional Amount -509523.95000000 -0.00706669246 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 443.00000000 JPY 13384.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1324.00000000 OU Notional Amount 815459.53000000 0.011309775957 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 1324.00000000 JPY 450.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37500.00000000 OU Notional Amount -382155.67000000 -0.00530019559 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 37500.00000000 JPY 35585.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92600.00000000 OU Notional Amount -943669.73000000 -0.01308794959 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 92600.00000000 JPY 21649.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 507800.00000000 OU Notional Amount -5174897.31000000 -0.07177171524 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 507800.00000000 JPY 621944.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 117000.00000000 OU Notional Amount 3822500.83000000 0.053015050281 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Earth Corp. Earth Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 117000.00000000 JPY -106892.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 614800.00000000 OU Notional Amount 17807230.83000000 0.246972147243 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 614800.00000000 JPY -1070589.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 54400.00000000 OU Notional Amount -520315.18000000 -0.00721635825 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 54400.00000000 JPY 118415.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 136800.00000000 OU Notional Amount -1308439.64000000 -0.01814701850 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 West Holdings Corp. West Holdings Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 136800.00000000 JPY 300605.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 159700.00000000 OU Notional Amount -1527469.38000000 -0.02118478702 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 159700.00000000 JPY 183170.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 714000.00000000 OU Notional Amount -6829136.73000000 -0.09471470202 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 714000.00000000 JPY 779280.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41800.00000000 OU Notional Amount -399801.00000000 -0.00554492230 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 West Holdings Corp. West Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 41800.00000000 JPY 47943.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6492.00000000 OU Notional Amount -5594473.60000000 -0.07759090511 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 6492.00000000 JPY -100780.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 88.00000000 OU Notional Amount -75833.90000000 -0.00105175595 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Daiwa House REIT Investment Corp. Daiwa House REIT Investment Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 88.00000000 JPY -1366.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5241.00000000 OU Notional Amount -4516425.77000000 -0.06263923801 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 5241.00000000 JPY 934.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6300.00000000 OU Notional Amount -188480.36000000 -0.00261407288 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 7900.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40300.00000000 OU Notional Amount -1205675.92000000 -0.01672176733 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 40300.00000000 JPY 50535.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39100.00000000 OU Notional Amount -1169774.90000000 -0.01622384870 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Tanso Co. Ltd. Toyo Tanso Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 39100.00000000 JPY 40643.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 241500.00000000 OU Notional Amount -7225080.29000000 -0.10020612470 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 241500.00000000 JPY 236397.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69300.00000000 OU Notional Amount -2073283.91000000 -0.02875480101 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 69300.00000000 JPY 64190.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71300.00000000 OU Notional Amount -2133118.94000000 -0.02958466535 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 71300.00000000 JPY 74115.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69200.00000000 OU Notional Amount 1276886.76000000 0.017709405123 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 69200.00000000 JPY 59276.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 111.00000000 OU Notional Amount -105950.94000000 -0.00146945538 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 111.00000000 JPY -131.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1406.00000000 OU Notional Amount -1342045.29000000 -0.01861310217 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 1406.00000000 JPY 15988.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6127.00000000 OU Notional Amount -5163420.49000000 -0.07161254086 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 6127.00000000 JPY 178077.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129100.00000000 OU Notional Amount 6517409.64000000 0.090391294897 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 129100.00000000 JPY -191079.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178100.00000000 OU Notional Amount 8991097.27000000 0.124699377463 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 178100.00000000 JPY -613756.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75100.00000000 OU Notional Amount 159360.84000000 0.002210208269 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Infomart Corp. Infomart Corp. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 75100.00000000 JPY 1493.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 80000.00000000 OU Notional Amount 169758.55000000 0.002354416248 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Infomart Corp. Infomart Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 80000.00000000 JPY 1591.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21400.00000000 OU Notional Amount 215721.11000000 0.002991880447 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 21400.00000000 JPY -7390.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 200800.00000000 OU Notional Amount 2024149.47000000 0.028073345357 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 200800.00000000 JPY -69342.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216300.00000000 OU Notional Amount 2180396.07000000 0.030240361591 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 216300.00000000 JPY -88843.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96900.00000000 OU Notional Amount -1955415.48000000 -0.02712005951 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MIXI, Inc. MIXI, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 96900.00000000 JPY 32608.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3800.00000000 OU Notional Amount -76682.96000000 -0.00106353174 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 3800.00000000 JPY 2699.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 607100.00000000 OU Notional Amount 3998377.79000000 0.055454324016 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 607100.00000000 JPY -135901.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 603100.00000000 OU Notional Amount -11122547.57000000 -0.15426090010 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Furuya Metal Co. Ltd. Furuya Metal Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 603100.00000000 JPY 462613.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3200.00000000 OU Notional Amount -59015.34000000 -0.00081849588 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Furuya Metal Co. Ltd. Furuya Metal Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 3200.00000000 JPY 2401.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4323900.00000000 OU Notional Amount 24693233.33000000 0.342475532334 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 4323900.00000000 JPY -1953452.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3144000.00000000 OU Notional Amount 17954977.12000000 0.249021270930 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 3144000.00000000 JPY -1422334.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2344900.00000000 OU Notional Amount 13391420.44000000 0.185728364633 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 2344900.00000000 JPY -942348.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 894400.00000000 OU Notional Amount 5107802.65000000 0.070841165603 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 894400.00000000 JPY -363759.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 264200.00000000 OU Notional Amount 3026897.92000000 0.041980669870 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 264200.00000000 JPY 71799.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 261200.00000000 OU Notional Amount 2992527.40000000 0.041503978059 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 261200.00000000 JPY 5735.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4470300.00000000 OU Notional Amount -21054165.74000000 -0.29200455538 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 4470300.00000000 JPY -128050.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3582700.00000000 OU Notional Amount 24913202.37000000 0.345526328196 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Idemitsu Kosan Co. Ltd. Idemitsu Kosan Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 3582700.00000000 JPY 892437.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1679100.00000000 OU Notional Amount 11676042.68000000 0.161937437635 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Idemitsu Kosan Co. Ltd. Idemitsu Kosan Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1679100.00000000 JPY 275564.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 852600.00000000 OU Notional Amount -12207591.31000000 -0.16930959492 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 852600.00000000 JPY 598882.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117.00000000 OU Notional Amount -110981.76000000 -0.00153922885 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 117.00000000 JPY -293.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9689.00000000 OU Notional Amount -9190617.52000000 -0.12746656485 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 9689.00000000 JPY 90317.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 509900.00000000 OU Notional Amount -7114175.62000000 -0.09866796502 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 509900.00000000 JPY -290235.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 427100.00000000 OU Notional Amount -5958941.77000000 -0.08264578913 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 -243105.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69000.00000000 OU Notional Amount -962694.88000000 -0.01335181331 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 69000.00000000 JPY 17823.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46800.00000000 OU Notional Amount -652958.26000000 -0.00905601241 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 12088.73000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19900.00000000 OU Notional Amount -277646.78000000 -0.00385074030 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 19900.00000000 JPY 5140.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18900.00000000 OU Notional Amount -455658.84000000 -0.00631962617 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 18900.00000000 JPY 12030.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12400.00000000 OU Notional Amount -298950.77000000 -0.00414620972 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 7816.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 214200.00000000 OU Notional Amount -5164133.51000000 -0.07162242988 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 214200.00000000 JPY 135021.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15100.00000000 OU Notional Amount -364044.89000000 -0.00504901346 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 15100.00000000 JPY 13195.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66300.00000000 OU Notional Amount -1598422.28000000 -0.02216884738 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 66300.00000000 JPY 41792.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 338800.00000000 OU Notional Amount 4015382.22000000 0.055690161954 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 338800.00000000 JPY -128639.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131400.00000000 OU Notional Amount -1355363.16000000 -0.01879781045 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 131400.00000000 JPY -21904.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 84100.00000000 OU Notional Amount -867473.68000000 -0.01203117090 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 84100.00000000 JPY -14019.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216400.00000000 OU Notional Amount -2232120.15000000 -0.03095773349 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 216400.00000000 JPY 68780.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65300.00000000 OU Notional Amount -673555.67000000 -0.00934168213 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 65300.00000000 JPY 21329.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 899100.00000000 OU Notional Amount 26128170.76000000 0.362376974710 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 899100.00000000 JPY 825781.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 458100.00000000 OU Notional Amount 13312551.47000000 0.184634514665 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 458100.00000000 JPY 456313.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 251300.00000000 OU Notional Amount 2472785.03000000 0.034295564221 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 251300.00000000 JPY 20714.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 208900.00000000 OU Notional Amount 3719937.13000000 0.051592573229 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UT Group Co. Ltd. UT Group Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 208900.00000000 JPY -72469.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116000.00000000 OU Notional Amount 1294022.39000000 0.017947062701 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Open Up Group, Inc. Open Up Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 116000.00000000 JPY -4944.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 812800.00000000 OU Notional Amount -15688858.92000000 -0.21759201148 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 812800.00000000 JPY -273532.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32500.00000000 OU Notional Amount -627322.73000000 -0.00870046797 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 32500.00000000 JPY -11686.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32500.00000000 OU Notional Amount -406036.47000000 -0.00563140332 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maeda Kosen Co. Ltd. Maeda Kosen Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 32500.00000000 JPY 20354.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7300.00000000 OU Notional Amount -91202.04000000 -0.00126489985 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Maeda Kosen Co. Ltd. Maeda Kosen Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY 2494.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90900.00000000 OU Notional Amount -1367195.69000000 -0.01896191825 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 90900.00000000 JPY 96122.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 58300.00000000 OU Notional Amount -876870.28000000 -0.01216149428 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 58300.00000000 JPY 61649.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 665400.00000000 OU Notional Amount -10008052.96000000 -0.13880374511 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 665400.00000000 JPY 64167.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 99000.00000000 OU Notional Amount -1489025.01000000 -0.02065159414 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 99000.00000000 JPY 10777.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210800.00000000 OU Notional Amount -3170570.43000000 -0.04397329346 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 210800.00000000 JPY 20248.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 208300.00000000 OU Notional Amount -3132968.79000000 -0.04345178858 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 208300.00000000 JPY 286749.62000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 278300.00000000 OU Notional Amount -4185814.76000000 -0.05805392590 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 278300.00000000 JPY 383112.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 94100.00000000 OU Notional Amount -1415325.79000000 -0.01962944450 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 94100.00000000 JPY 10244.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1100.00000000 OU Notional Amount -28023.21000000 -0.00038865966 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY -3079.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 66300.00000000 OU Notional Amount -1689035.48000000 -0.02342558049 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 66300.00000000 JPY -185604.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6700.00000000 OU Notional Amount -170686.84000000 -0.00236729089 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -7578.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149300.00000000 OU Notional Amount -3803514.30000000 -0.05275172219 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 149300.00000000 JPY -168879.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 20600.00000000 OU Notional Amount -524798.36000000 -0.00727853640 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 20600.00000000 JPY -58042.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 341100.00000000 OU Notional Amount -6180791.32000000 -0.08572266617 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 341100.00000000 JPY 325435.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145600.00000000 OU Notional Amount -2638297.32000000 -0.03659108821 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 145600.00000000 JPY 138913.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 132900.00000000 OU Notional Amount 2073183.50000000 0.028753408405 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 132900.00000000 JPY -86463.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 132800.00000000 OU Notional Amount 2071623.54000000 0.028731772999 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 132800.00000000 JPY -86398.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 206000.00000000 OU Notional Amount 3213512.42000000 0.044568864757 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 206000.00000000 JPY -320883.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1089800.00000000 OU Notional Amount 1098922.33000000 0.015241179837 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sony Financial Group, Inc. Sony Financial Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1089800.00000000 JPY -4134.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 499300.00000000 OU Notional Amount -917216.62000000 -0.01272106596 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seven Bank Ltd. Seven Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 499300.00000000 JPY 24789.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 199000.00000000 OU Notional Amount -1715196.50000000 -0.02378841306 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 199000.00000000 JPY 341776.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36300.00000000 OU Notional Amount -1250565.10000000 -0.01734434460 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 -77282.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 276000.00000000 OU Notional Amount -9508428.84000000 -0.13187435542 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 276000.00000000 JPY -356857.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64400.00000000 OU Notional Amount -2218633.40000000 -0.03077068298 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 64400.00000000 JPY -83477.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 344900.00000000 OU Notional Amount -11882090.97000000 -0.16479516375 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 344900.00000000 JPY -447073.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109800.00000000 OU Notional Amount 2263467.69000000 0.031392498977 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 109800.00000000 JPY -134226.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 118500.00000000 OU Notional Amount -2363694.76000000 -0.03278256882 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Welcia Holdings Co. Ltd. Welcia Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 118500.00000000 JPY -91810.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38600.00000000 OU Notional Amount -309273.92000000 -0.00428938361 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 38600.00000000 JPY -20654.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63400.00000000 OU Notional Amount -507978.41000000 -0.00704525705 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 63400.00000000 JPY -33924.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149300.00000000 OU Notional Amount -1196233.06000000 -0.01659080236 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 149300.00000000 JPY -41990.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47600.00000000 OU Notional Amount -381384.42000000 -0.00528949896 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 47600.00000000 JPY -15278.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15589300.00000000 OU Notional Amount 25860543.83000000 0.358665201768 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Persol Holdings Co. Ltd. Persol Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15589300.00000000 JPY -1013138.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16800.00000000 OU Notional Amount -591111.51000000 -0.00819824712 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 14425.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 392800.00000000 OU Notional Amount -13820750.12000000 -0.19168282627 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 392800.00000000 JPY 802156.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 380600.00000000 OU Notional Amount -13391490.57000000 -0.18572933728 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 380600.00000000 JPY 777241.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76200.00000000 OU Notional Amount -2681112.93000000 -0.03718490671 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 68883.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 707900.00000000 OU Notional Amount 4686600.57000000 0.064999427316 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TOKAI Holdings Corp. TOKAI Holdings Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 707900.00000000 JPY -19747.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124600.00000000 OU Notional Amount -2318897.91000000 -0.03216127210 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Calbee, Inc. Calbee, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 124600.00000000 JPY 59094.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 165100.00000000 OU Notional Amount 3421591.31000000 0.047454753683 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 165100.00000000 JPY -93032.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14900.00000000 OU Notional Amount 308792.92000000 0.004282712524 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 14900.00000000 JPY -8396.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 151700.00000000 OU Notional Amount 3143884.93000000 0.043603186776 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Create SD Holdings Co. Ltd. Create SD Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 151700.00000000 JPY -80830.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26800.00000000 OU Notional Amount -326809.20000000 -0.00453258401 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 26800.00000000 JPY 27193.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 106300.00000000 OU Notional Amount -1296261.88000000 -0.01797812264 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 34717.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10400.00000000 OU Notional Amount -126821.48000000 -0.00175891319 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 10400.00000000 JPY 3396.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122500.00000000 OU Notional Amount -1493810.73000000 -0.02071796828 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 122500.00000000 JPY 40008.40000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32400.00000000 OU Notional Amount -395097.69000000 -0.00547969113 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Lifenet Insurance Co. Lifenet Insurance Co. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 32400.00000000 JPY 29886.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 397800.00000000 OU Notional Amount 5792874.41000000 0.080342566758 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 397800.00000000 JPY 285941.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 161000.00000000 OU Notional Amount 8762262.46000000 0.121525620413 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 161000.00000000 JPY 241801.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 445100.00000000 OU Notional Amount 24224118.14000000 0.335969277269 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 445100.00000000 JPY -125046.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1052700.00000000 OU Notional Amount 6532186.76000000 0.090596241814 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 1052700.00000000 JPY -566036.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5000.00000000 OU Notional Amount -114504.09000000 -0.00158808077 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Paramount Bed Holdings Co. Ltd. Paramount Bed Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5000.00000000 JPY 3087.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22400.00000000 OU Notional Amount -512978.32000000 -0.00711460183 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Paramount Bed Holdings Co. Ltd. Paramount Bed Holdings Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 22400.00000000 JPY 13323.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 76200.00000000 OU Notional Amount -1745042.31000000 -0.02420235074 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 76200.00000000 JPY 17949.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 404800.00000000 OU Notional Amount 2841289.02000000 0.039406421857 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 404800.00000000 JPY -99127.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2008600.00000000 OU Notional Amount 14098352.58000000 0.195532951895 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 2008600.00000000 JPY -870903.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49900.00000000 OU Notional Amount -960572.23000000 -0.01332237384 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 49900.00000000 JPY 21526.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 416800.00000000 OU Notional Amount -8023376.83000000 -0.11127786362 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 416800.00000000 JPY 351839.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218500.00000000 OU Notional Amount 2940995.70000000 0.040789274312 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Koei Tecmo Holdings Co. Ltd. Koei Tecmo Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 218500.00000000 JPY -22465.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150200.00000000 OU Notional Amount 4429769.17000000 0.061437379801 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 150200.00000000 JPY -96440.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8589500.00000000 OU Notional Amount 54188691.18000000 0.751554104330 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 8589500.00000000 JPY 1488796.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12001500.00000000 OU Notional Amount 75714020.28000000 1.050093321276 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 12001500.00000000 JPY 2102753.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 243400.00000000 OU Notional Amount 7417727.82000000 0.102877992926 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 243400.00000000 JPY -383430.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 110400.00000000 OU Notional Amount 3364491.17000000 0.046662820096 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 110400.00000000 JPY -173914.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 794.00000000 OU Notional Amount -859380.96000000 -0.01191893130 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advance Residence Investment Corp. Advance Residence Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 794.00000000 JPY 11380.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 723000.00000000 OU Notional Amount 14009798.45000000 0.194304776451 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 723000.00000000 JPY -4466.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 296700.00000000 OU Notional Amount -2219759.08000000 -0.03078629527 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 296700.00000000 JPY 85749.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58100.00000000 OU Notional Amount 1046694.50000000 0.014516821320 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 58100.00000000 JPY -76049.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81600.00000000 OU Notional Amount 1470056.30000000 0.020388513208 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 81600.00000000 JPY -30243.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5767.00000000 OU Notional Amount 5276622.80000000 0.073182566989 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 5767.00000000 JPY -5530.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 403.00000000 OU Notional Amount -849879.96000000 -0.01178715998 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 403.00000000 JPY 6688.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 912.00000000 OU Notional Amount -1923301.54000000 -0.02667466467 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 912.00000000 JPY 35891.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6400.00000000 OU Notional Amount 131538.90000000 0.001824340061 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 6400.00000000 JPY -56.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 238600.00000000 OU Notional Amount -7222341.66000000 -0.10016814208 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 238600.00000000 JPY 357763.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12000.00000000 OU Notional Amount -363235.96000000 -0.00503779424 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY 13724.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23800.00000000 OU Notional Amount -357637.84000000 -0.00496015276 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 23800.00000000 JPY 64046.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 299200.00000000 OU Notional Amount -4496018.50000000 -0.06235620538 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 299200.00000000 JPY 516076.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57400.00000000 OU Notional Amount -862538.31000000 -0.01196272124 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 57400.00000000 JPY 99006.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9800.00000000 OU Notional Amount -55404.69000000 -0.00076841904 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 9800.00000000 JPY 4654.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 308600.00000000 OU Notional Amount -1744682.35000000 -0.02419735838 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Insource Co. Ltd. Insource Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 308600.00000000 JPY 146579.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 139100.00000000 OU Notional Amount -786407.37000000 -0.01090684557 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Insource Co. Ltd. Insource Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 139100.00000000 JPY 71155.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 229900.00000000 OU Notional Amount -1299748.78000000 -0.01802648318 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 229900.00000000 JPY 69061.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35400.00000000 OU Notional Amount -897772.97000000 -0.01245139798 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 35400.00000000 JPY 11917.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92900.00000000 OU Notional Amount -2356020.03000000 -0.03267612641 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 92900.00000000 JPY 67541.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5500.00000000 OU Notional Amount -139484.50000000 -0.00193453922 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kyushu Railway Co. Kyushu Railway Co. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY 4253.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5900.00000000 OU Notional Amount -149628.83000000 -0.00207523302 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kyushu Railway Co. Kyushu Railway Co. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY 2251.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43000.00000000 OU Notional Amount -2069286.14000000 -0.02869935511 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Open House Group Co. Ltd. Open House Group Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 43000.00000000 JPY 37787.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 51000.00000000 OU Notional Amount -2454269.61000000 -0.03403877005 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 51000.00000000 JPY 85322.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 148100.00000000 OU Notional Amount -7127006.46000000 -0.09884591858 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 148100.00000000 JPY 234874.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 41600.00000000 OU Notional Amount -304912.08000000 -0.00422888835 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Change Holdings, Inc. Change Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 41600.00000000 JPY -507.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 213800.00000000 OU Notional Amount -1567072.19000000 -0.02173404654 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 213800.00000000 JPY -958.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58500.00000000 OU Notional Amount -428782.62000000 -0.00594687435 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 22327.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 777600.00000000 OU Notional Amount -5699510.46000000 -0.07904768293 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 777600.00000000 JPY 296786.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 418700.00000000 OU Notional Amount -3068910.79000000 -0.04256335500 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 418700.00000000 JPY 159805.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 488000.00000000 OU Notional Amount 8339075.45000000 0.115656352724 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 488000.00000000 JPY 60503.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 661700.00000000 OU Notional Amount -19274173.30000000 -0.26731747410 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 661700.00000000 JPY 2463946.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8700.00000000 OU Notional Amount -214327.28000000 -0.00297254913 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Strike Co. Ltd. Strike Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 28393.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57400.00000000 OU Notional Amount -1414067.34000000 -0.01961199080 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Strike Co. Ltd. Strike Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 57400.00000000 JPY 155877.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22700.00000000 OU Notional Amount -559221.75000000 -0.00775596147 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Strike Co. Ltd. Strike Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 22700.00000000 JPY 62849.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24700.00000000 OU Notional Amount -132341.53000000 -0.00183547190 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RENOVA, Inc. RENOVA, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 24700.00000000 JPY 21155.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 100000.00000000 OU Notional Amount -535795.65000000 -0.00743106008 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 100000.00000000 JPY 85650.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 539900.00000000 OU Notional Amount -2892760.70000000 -0.04012029317 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 539900.00000000 JPY 300778.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86200.00000000 OU Notional Amount -695875.51000000 -0.00965124058 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 86200.00000000 JPY 25553.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 355400.00000000 OU Notional Amount -2869073.74000000 -0.03979177385 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rakus Co. Ltd. Rakus Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 355400.00000000 JPY 105356.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 235800.00000000 OU Notional Amount 1900238.07000000 0.026354792662 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 235800.00000000 JPY -31291.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2221000.00000000 OU Notional Amount 17898340.75000000 0.248235769465 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 2221000.00000000 JPY -194871.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64200.00000000 OU Notional Amount -1043700.74000000 -0.01447530024 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 64200.00000000 JPY 46539.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 237400.00000000 OU Notional Amount -2794703.82000000 -0.03876032213 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 237400.00000000 JPY 210576.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3600.00000000 OU Notional Amount -104194.31000000 -0.00144509231 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PKSHA Technology, Inc. PKSHA Technology, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -13278.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7500.00000000 OU Notional Amount -217071.47000000 -0.00301060886 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 7500.00000000 JPY -27662.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106000.00000000 OU Notional Amount -3067943.50000000 -0.04254993946 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 106000.00000000 JPY -302345.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 111100.00000000 OU Notional Amount -3215552.10000000 -0.04459715349 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 111100.00000000 JPY -364678.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 273400.00000000 OU Notional Amount 13334641.80000000 0.184940889996 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 273400.00000000 JPY 161065.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8600.00000000 OU Notional Amount 419451.06000000 0.005817453030 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY 27719.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 171600.00000000 OU Notional Amount 8369511.82000000 0.116078481000 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 171600.00000000 JPY 415656.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 87700.00000000 OU Notional Amount 4277425.33000000 0.059324491747 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 87700.00000000 JPY 51830.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20700.00000000 OU Notional Amount -689059.76000000 -0.00955671154 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genky DrugStores Co. Ltd. Genky DrugStores Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 20700.00000000 JPY -6860.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50700.00000000 OU Notional Amount -1687697.10000000 -0.02340701823 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genky DrugStores Co. Ltd. Genky DrugStores Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 50700.00000000 JPY -36448.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3400.00000000 OU Notional Amount -113178.90000000 -0.00156970144 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Genky DrugStores Co. Ltd. Genky DrugStores Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY -5526.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13200.00000000 OU Notional Amount -439400.43000000 -0.00609413494 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genky DrugStores Co. Ltd. Genky DrugStores Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY -9489.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8357900.00000000 OU Notional Amount 11876558.87000000 0.164718437919 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 8357900.00000000 JPY -3306.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3460800.00000000 OU Notional Amount 4917789.75000000 0.068205837608 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 3460800.00000000 JPY -91757.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16291000.00000000 OU Notional Amount 23149477.81000000 0.321064869484 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 16291000.00000000 JPY -431928.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 281800.00000000 OU Notional Amount -2590160.92000000 -0.03592347458 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 76748.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4200.00000000 OU Notional Amount -38604.24000000 -0.00053541014 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY 1143.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34400.00000000 OU Notional Amount -316187.14000000 -0.00438526448 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 9368.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41600.00000000 OU Notional Amount -382365.84000000 -0.00530311048 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 11329.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63800.00000000 OU Notional Amount -586416.85000000 -0.00813313591 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 63800.00000000 JPY 27398.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3833100.00000000 OU Notional Amount -35231887.29000000 -0.48863829185 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 3833100.00000000 JPY 2106695.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2509400.00000000 OU Notional Amount -23065116.48000000 -0.31989484484 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 2509400.00000000 JPY 1379181.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 88100.00000000 OU Notional Amount -809769.97000000 -0.01123086627 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 88100.00000000 JPY 43797.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 125400.00000000 OU Notional Amount -1152612.42000000 -0.01598581873 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 125400.00000000 JPY 62339.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 205400.00000000 OU Notional Amount -1410206.29000000 -0.01955844110 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Raksul, Inc. Raksul, Inc. Y equity-performance leg 2028-02-15 0.00000000 JPY 0.00000000 JPY 205400.00000000 JPY 54996.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 108200.00000000 OU Notional Amount -742864.27000000 -0.01030293736 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 108200.00000000 JPY 33120.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164300.00000000 OU Notional Amount -1128027.72000000 -0.01564484847 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 164300.00000000 JPY 38818.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 48600.00000000 OU Notional Amount -333671.01000000 -0.00462775187 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Raksul, Inc. Raksul, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 48600.00000000 JPY 33283.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6681.00000000 OU Notional Amount -5656308.86000000 -0.07844851105 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 6681.00000000 JPY 50323.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2592.00000000 OU Notional Amount -2194454.81000000 -0.03043534514 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 2592.00000000 JPY 41553.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27100.00000000 OU Notional Amount -517470.41000000 -0.00717690355 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M&A Capital Partners Co. Ltd. M&A Capital Partners Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27100.00000000 JPY 38821.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7400.00000000 OU Notional Amount -141301.88000000 -0.00195974483 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&A Capital Partners Co. Ltd. M&A Capital Partners Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY 14746.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1800.00000000 OU Notional Amount -26691.07000000 -0.00037018394 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 1800.00000000 JPY 1631.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70700.00000000 OU Notional Amount -1048365.98000000 -0.01454000342 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 64062.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1004200.00000000 OU Notional Amount -14890652.36000000 -0.20652152051 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 1004200.00000000 JPY 844392.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 767900.00000000 OU Notional Amount -11386707.78000000 -0.15792459239 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 767900.00000000 JPY 701332.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1900.00000000 OU Notional Amount -28173.91000000 -0.00039074975 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 1900.00000000 JPY -576.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 492000.00000000 OU Notional Amount 2790057.24000000 0.038695877763 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 492000.00000000 JPY 5765.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1986300.00000000 OU Notional Amount -12393738.93000000 -0.17189131455 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 1986300.00000000 JPY -407814.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 766000.00000000 OU Notional Amount -4779541.87000000 -0.06628844932 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 -156880.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97300.00000000 OU Notional Amount -607114.13000000 -0.00842019074 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 -10717.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 152100.00000000 OU Notional Amount -949044.80000000 -0.01316249754 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 -16753.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14100.00000000 OU Notional Amount 131733.98000000 0.001827045665 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hirogin Holdings, Inc. Hirogin Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 137.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108300.00000000 OU Notional Amount -1277519.23000000 -0.01771817698 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 108300.00000000 JPY -30272.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137500.00000000 OU Notional Amount -1621965.78000000 -0.02249537703 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 137500.00000000 JPY 24578.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43300.00000000 OU Notional Amount -1372263.96000000 -0.01903221112 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 43300.00000000 JPY -61469.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43800.00000000 OU Notional Amount -1388109.96000000 -0.01925198256 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 43800.00000000 JPY 20544.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 624900.00000000 OU Notional Amount -19804335.99000000 -0.27467040950 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 624900.00000000 JPY 257391.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 855300.00000000 OU Notional Amount -11675241.10000000 -0.16192632035 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 855300.00000000 JPY 1026091.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7700.00000000 OU Notional Amount -171886.81000000 -0.00238393352 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 7700.00000000 JPY 14046.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 227200.00000000 OU Notional Amount -5071776.93000000 -0.07034151748 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 227200.00000000 JPY 414448.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 576100.00000000 OU Notional Amount -3841553.06000000 -0.05327928957 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 576100.00000000 JPY 263564.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23500.00000000 OU Notional Amount -156702.82000000 -0.00217334364 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 23500.00000000 JPY 7807.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 115700.00000000 OU Notional Amount 1530336.26000000 0.021224548372 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 115700.00000000 JPY -77443.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13800.00000000 OU Notional Amount 182529.30000000 0.002531536407 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Joyful Honda Co. Ltd. Joyful Honda Co. Ltd. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 13800.00000000 JPY -7620.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62600.00000000 OU Notional Amount -815634.38000000 -0.01131220098 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 62600.00000000 JPY -12751.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 62000.00000000 OU Notional Amount -807816.80000000 -0.01120377736 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fixstars Corp. Fixstars Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 62000.00000000 JPY -12629.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7800.00000000 OU Notional Amount -101628.56000000 -0.00140950740 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 7800.00000000 JPY -1588.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45100.00000000 OU Notional Amount -587621.57000000 -0.00814984442 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 45100.00000000 JPY -11352.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51600.00000000 OU Notional Amount -672312.05000000 -0.00932443411 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 51600.00000000 JPY -12989.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15700.00000000 OU Notional Amount -204560.06000000 -0.00283708554 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 15700.00000000 JPY -3952.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36400.00000000 OU Notional Amount -1279388.36000000 -0.01774410032 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 51861.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 496200.00000000 OU Notional Amount -17440453.44000000 -0.24188523617 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 496200.00000000 JPY 342889.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23700.00000000 OU Notional Amount -833008.36000000 -0.01155316429 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 16377.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 431800.00000000 OU Notional Amount -15176920.19000000 -0.21049182793 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 298387.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39800.00000000 OU Notional Amount -1398891.67000000 -0.01940151631 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 39800.00000000 JPY 86717.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13000.00000000 OU Notional Amount -456924.42000000 -0.00633717876 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 13000.00000000 JPY 28324.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4053.00000000 OU Notional Amount 2559187.18000000 0.035493893412 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NIPPON REIT Investment Corp. NIPPON REIT Investment Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4053.00000000 JPY -34561.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9040.00000000 OU Notional Amount 5708130.29000000 0.079167233127 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 9040.00000000 JPY -4583.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 405100.00000000 OU Notional Amount -9009217.99000000 -0.12495069745 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 405100.00000000 JPY 612856.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23100.00000000 OU Notional Amount 841304.01000000 0.011668218366 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 23100.00000000 JPY -3201.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4300.00000000 OU Notional Amount 156606.37000000 0.002172005958 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Juroku Financial Group, Inc. Juroku Financial Group, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY 2577.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 717600.00000000 OU Notional Amount 7687739.32000000 0.106622837960 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 INFRONEER Holdings, Inc. INFRONEER Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 717600.00000000 JPY -162219.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 740000.00000000 OU Notional Amount 8837271.92000000 0.122565942043 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 740000.00000000 JPY -586487.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14300.00000000 OU Notional Amount -997337.46000000 -0.01383227838 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 14300.00000000 JPY -26379.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25800.00000000 OU Notional Amount -1799392.06000000 -0.02495613860 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 25800.00000000 JPY 12489.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46400.00000000 OU Notional Amount -389485.64000000 -0.00540185645 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 46400.00000000 JPY 50403.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 110800.00000000 OU Notional Amount -930064.85000000 -0.01289926071 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 108787.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1343300.00000000 OU Notional Amount -11275777.18000000 -0.15638607308 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 1343300.00000000 JPY 1318903.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 14000.00000000 OU Notional Amount -117517.22000000 -0.00162987049 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Appier Group, Inc. Appier Group, Inc. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 14000.00000000 JPY 20277.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 590600.00000000 OU Notional Amount -5918074.68000000 -0.08207899505 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 590600.00000000 JPY 171145.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61600.00000000 OU Notional Amount -617259.40000000 -0.00856089758 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 61600.00000000 JPY 17850.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222800.00000000 OU Notional Amount -5014013.22000000 -0.06954038070 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 222800.00000000 JPY -807048.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 857800.00000000 OU Notional Amount -19304400.99000000 -0.26773670815 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 857800.00000000 JPY -2669114.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179300.00000000 OU Notional Amount -3630488.01000000 -0.05035198498 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 179300.00000000 JPY 85635.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 464500.00000000 OU Notional Amount -9410009.43000000 -0.13050935637 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 -10072.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 183400.00000000 OU Notional Amount -3715383.70000000 -0.05152942077 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 183400.00000000 JPY 74854.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10600.00000000 OU Notional Amount -214738.64000000 -0.00297825436 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 10600.00000000 JPY 4326.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 48400.00000000 OU Notional Amount -741978.04000000 -0.01029064605 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Plus Alpha Consulting Co. Ltd. Plus Alpha Consulting Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 48400.00000000 JPY 16691.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 436200.00000000 OU Notional Amount -6687000.41000000 -0.09274338417 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 436200.00000000 JPY 287148.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1800.00000000 OU Notional Amount -23422.03000000 -0.00032484495 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lifedrink Co., Inc. Lifedrink Co., Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY 2020.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3800.00000000 OU Notional Amount -49446.51000000 -0.00068578381 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 3800.00000000 JPY 2958.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3800.00000000 OU Notional Amount -49446.51000000 -0.00068578381 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 3800.00000000 JPY 2958.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 71700.00000000 OU Notional Amount -4978325.43000000 -0.06904541940 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 71700.00000000 JPY -20094.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167000.00000000 OU Notional Amount -11595262.85000000 -0.16081708555 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 167000.00000000 JPY -246203.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 647100.00000000 OU Notional Amount -7673733.54000000 -0.10642858891 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 647100.00000000 JPY 522256.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88200.00000000 OU Notional Amount -3222954.15000000 -0.04469981405 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 88200.00000000 JPY -608908.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 131800.00000000 OU Notional Amount -4816160.51000000 -0.06679632077 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 131800.00000000 JPY -962378.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78800.00000000 OU Notional Amount -2879464.71000000 -0.03993588835 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 78800.00000000 JPY -641786.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 280500.00000000 OU Notional Amount -10249871.20000000 -0.14215757202 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 280500.00000000 JPY -1221309.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28900.00000000 OU Notional Amount -1127345.65000000 -0.01563538870 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 28900.00000000 JPY -1991.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 192900.00000000 OU Notional Amount -7524739.63000000 -0.10436216173 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 192900.00000000 JPY 445862.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40800.00000000 OU Notional Amount -1591546.80000000 -0.02207348994 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 40800.00000000 JPY 94303.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30900.00000000 OU Notional Amount -482839.78000000 -0.00669660422 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 30900.00000000 JPY -39421.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 543900.00000000 OU Notional Amount -8498917.71000000 -0.11787323790 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 543900.00000000 JPY -693898.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 747700.00000000 OU Notional Amount 10069734.29000000 0.139659216164 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shizuoka Financial Group, Inc. Shizuoka Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 747700.00000000 JPY 311967.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1027800.00000000 OU Notional Amount 13842012.71000000 0.191977721511 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shizuoka Financial Group, Inc. Shizuoka Financial Group, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1027800.00000000 JPY 426783.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106000.00000000 OU Notional Amount -1214808.01000000 -0.01684842217 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 106000.00000000 JPY 113170.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6500.00000000 OU Notional Amount -74492.94000000 -0.00103315790 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 6500.00000000 JPY 6939.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3300.00000000 OU Notional Amount -37819.49000000 -0.00052452628 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY 3523.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33600.00000000 OU Notional Amount -385071.22000000 -0.00534063195 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 33600.00000000 JPY 35872.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7700.00000000 OU Notional Amount -88245.49000000 -0.00122389485 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 7912.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137600.00000000 OU Notional Amount -1576958.33000000 -0.02187115945 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 137600.00000000 JPY 141400.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 98900.00000000 OU Notional Amount -1133438.80000000 -0.01571989586 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 98900.00000000 JPY 146973.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70700.00000000 OU Notional Amount -810254.02000000 -0.01123757966 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 70700.00000000 JPY 72652.85000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1900.00000000 OU Notional Amount -21774.86000000 -0.00030200001 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 1900.00000000 JPY 2823.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 208100.00000000 OU Notional Amount -1706904.18000000 -0.02367340517 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 208100.00000000 JPY -152276.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15300.00000000 OU Notional Amount -125495.60000000 -0.00174052429 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 M&A Research Institute Holdings, Inc. M&A Research Institute Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY -14056.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101800.00000000 OU Notional Amount -834996.85000000 -0.01158074306 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 101800.00000000 JPY -93524.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68400.00000000 OU Notional Amount -561039.14000000 -0.00778116723 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 68400.00000000 JPY -62839.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62700.00000000 OU Notional Amount -1407687.39000000 -0.01952350596 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 62700.00000000 JPY 51001.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27600.00000000 OU Notional Amount -619651.87000000 -0.00859407924 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 27600.00000000 JPY 22450.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 890000.00000000 OU Notional Amount -19981527.60000000 -0.27712791638 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 890000.00000000 JPY 471882.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 407800.00000000 OU Notional Amount -9155580.85000000 -0.12698063406 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 407800.00000000 JPY 220721.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122500.00000000 OU Notional Amount -2750266.44000000 -0.03814401097 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 87116.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 68500.00000000 OU Notional Amount -1537904.09000000 -0.02132950816 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 68500.00000000 JPY 48713.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 92800.00000000 OU Notional Amount -2083467.15000000 -0.02889603446 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 65994.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 91400.00000000 OU Notional Amount -2052035.53000000 -0.02846010285 N/A DE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2026-02-10 0.00000000 JPY 0.00000000 JPY 91400.00000000 JPY 64999.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9000.00000000 OU Notional Amount -428533.12000000 -0.00594341398 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 9000.00000000 JPY -8461.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2500.00000000 OU Notional Amount -119036.98000000 -0.00165094836 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tokyo Kiraboshi Financial Group, Inc. Tokyo Kiraboshi Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -2350.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26100.00000000 OU Notional Amount -1242746.04000000 -0.01723590045 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 26100.00000000 JPY 3995.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116700.00000000 OU Notional Amount 2111216.66000000 0.029280898124 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 116700.00000000 JPY -85234.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32400.00000000 OU Notional Amount 586147.56000000 0.008129401077 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 32400.00000000 JPY -13699.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 284000.00000000 OU Notional Amount 5137836.61000000 0.071257712772 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 284000.00000000 JPY -373062.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 567800.00000000 OU Notional Amount 28156028.51000000 0.390501750966 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 567800.00000000 JPY -1223326.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 484800.00000000 OU Notional Amount 24040230.05000000 0.333418895524 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 484800.00000000 JPY -1402206.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34500.00000000 OU Notional Amount -362667.84000000 -0.00502991487 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 34500.00000000 JPY 5687.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1196700.00000000 OU Notional Amount -12579843.64000000 -0.17447243905 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 254455.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 632500.00000000 OU Notional Amount -6648910.42000000 -0.09221510626 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 134489.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17300.00000000 OU Notional Amount -181859.53000000 -0.00252224722 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 17300.00000000 JPY 2852.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 191400.00000000 OU Notional Amount -2012018.11000000 -0.02790509303 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 191400.00000000 JPY 40697.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48400.00000000 OU Notional Amount -508786.19000000 -0.00705646032 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 48400.00000000 JPY 10291.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 188500.00000000 OU Notional Amount 1299345.45000000 0.018020889315 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SHIFT, Inc. SHIFT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 188500.00000000 JPY -11509.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31200.00000000 OU Notional Amount -215064.07000000 -0.00298276782 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SHIFT, Inc. SHIFT, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 31200.00000000 JPY 26657.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28300.00000000 OU Notional Amount -1553311.73000000 -0.02154319989 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 -66841.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3300.00000000 OU Notional Amount -181128.22000000 -0.00251210454 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 -7794.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204800.00000000 OU Notional Amount -11240927.30000000 -0.15590273292 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 204800.00000000 JPY -21370.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4400.00000000 OU Notional Amount -241504.30000000 -0.00334947281 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 4400.00000000 JPY 866.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279300.00000000 OU Notional Amount -15330034.15000000 -0.21261539694 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 55034.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 240900.00000000 OU Notional Amount -1154762.52000000 -0.01601563891 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GENDA, Inc. GENDA, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 240900.00000000 JPY 1869.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 274400.00000000 OU Notional Amount -1756579.08000000 -0.02436235658 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 274400.00000000 JPY -123893.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26500.00000000 OU Notional Amount -169640.47000000 -0.00235277857 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rigaku Holdings Corp. Rigaku Holdings Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 26500.00000000 JPY -823.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2559600.00000000 OU Notional Amount -16385349.21000000 -0.22725177858 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 2559600.00000000 JPY 66550.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 165800.00000000 OU Notional Amount -1061373.22000000 -0.01472040350 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rigaku Holdings Corp. Rigaku Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 165800.00000000 JPY 4433.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11795.00000000 OU Notional Amount -6070519.52000000 -0.08419328389 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 11795.00000000 JPY 270083.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 378400.00000000 OU Notional Amount 8121794.77000000 0.112642842279 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 378400.00000000 JPY 764433.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77100.00000000 OU Notional Amount -1836617.32000000 -0.02547242339 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 77100.00000000 JPY 78390.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 90700.00000000 OU Notional Amount 4159865.09000000 0.057694024597 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BayCurrent, Inc. BayCurrent, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 90700.00000000 JPY -854140.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 375100.00000000 OU Notional Amount -6050327.67000000 -0.08391323897 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 375100.00000000 JPY -195896.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54400.00000000 OU Notional Amount 1945188.99000000 0.026978226218 N/A DE JP N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Itoham Yonekyu Holdings, Inc. Itoham Yonekyu Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 JPY 0.00000000 JPY 54400.00000000 JPY -13257.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141.00000000 OU Notional Amount -150446.08000000 -0.00208656762 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Real Estate Master Fund, Inc. Nomura Real Estate Master Fund, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 141.00000000 JPY 2535.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4106.00000000 OU Notional Amount -4381075.08000000 -0.06076203145 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 4106.00000000 JPY -41280.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1234400.00000000 OU Notional Amount 11567624.64000000 0.160433765537 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 1234400.00000000 JPY -129231.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2765800.00000000 OU Notional Amount 25918451.27000000 0.359468331965 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 2765800.00000000 JPY -457838.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 269700.00000000 OU Notional Amount 3022009.57000000 0.041912872339 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 269700.00000000 JPY -25176.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 146200.00000000 OU Notional Amount -3704534.88000000 -0.05137895625 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kusuri No. Aoki Holdings Co. Ltd. Kusuri No. Aoki Holdings Co. Ltd. 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Jardine Cycle & Carriage Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 264000.00000000 SGD -468989.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37.00000000 OU Notional Amount -67.27000000 -0.00000093298 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 37.00000000 SGD -0.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5744096.00000000 OU Notional Amount -10442705.63000000 -0.14483203239 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 224016.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82.00000000 OU Notional Amount -149.08000000 -0.00000206762 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 82.00000000 SGD 3.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41045.00000000 OU Notional Amount -74619.37000000 -0.00103491139 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 -205.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 785428.00000000 OU Notional Amount -1427899.78000000 -0.01980383576 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 785428.00000000 SGD 30631.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70.00000000 OU Notional Amount -127.26000000 -0.00000176499 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 70.00000000 SGD 2.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2923000.00000000 OU Notional Amount 3277472.14000000 0.045455935270 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 2923000.00000000 SGD -33369.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1098400.00000000 OU Notional Amount -5591423.09000000 -0.07754859696 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 1098400.00000000 SGD 28854.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33000.00000000 OU Notional Amount -167987.04000000 -0.00232984681 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2027-02-22 0.00000000 SGD 0.00000000 SGD 33000.00000000 SGD 1421.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 341300.00000000 OU Notional Amount -9077710.23000000 -0.12590063042 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 341300.00000000 SGD 8370.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 406100.00000000 OU Notional Amount -10801225.09000000 -0.14980441253 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 406100.00000000 SGD 326949.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39200.00000000 OU Notional Amount -1042620.10000000 -0.01446031262 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 39200.00000000 SGD 961.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2760700.00000000 OU Notional Amount 16865698.73000000 0.233913844880 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 2760700.00000000 SGD -343472.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1686500.00000000 OU Notional Amount 10303184.30000000 0.142896982372 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 1686500.00000000 SGD -209826.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 760500.00000000 OU Notional Amount 2482309.74000000 0.034427664383 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 760500.00000000 SGD -19874.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1409600.00000000 OU Notional Amount 1783763.46000000 0.024739382338 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 1409600.00000000 SGD 143683.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2598400.00000000 OU Notional Amount -13019401.38000000 -0.18056875576 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 -330100.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1536800.00000000 OU Notional Amount -7700206.30000000 -0.10679574507 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 1536800.00000000 SGD -195234.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1872800.00000000 OU Notional Amount -9383749.58000000 -0.13014515311 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 1872800.00000000 SGD -85736.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2969300.00000000 OU Notional Amount -14877812.70000000 -0.20634344463 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 2969300.00000000 SGD -143422.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 265700.00000000 OU Notional Amount -1331301.93000000 -0.01846410030 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 265700.00000000 SGD -33754.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1213800.00000000 OU Notional Amount -6081800.11000000 -0.08434973672 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 1213800.00000000 SGD -58604.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1132900.00000000 OU Notional Amount -5676446.98000000 -0.07872781078 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 -54720.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3300.00000000 OU Notional Amount -3395.90000000 -0.00004709843 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 -162.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 374000.00000000 OU Notional Amount -384868.58000000 -0.00533782150 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 374000.00000000 SGD -13116.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98100.00000000 OU Notional Amount -100950.82000000 -0.00140010768 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mapletree Logistics Trust Mapletree Logistics Trust Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 98100.00000000 SGD -3440.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1376400.00000000 OU Notional Amount -18005235.53000000 -0.24971831515 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 1376400.00000000 SGD -144528.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43700.00000000 OU Notional Amount -571657.07000000 -0.00792842949 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 43700.00000000 SGD -4588.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 573800.00000000 OU Notional Amount -7506105.89000000 -0.10410372655 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 573800.00000000 SGD -60251.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 136000.00000000 OU Notional Amount -1779070.06000000 -0.02467428860 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 136000.00000000 SGD -14280.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2387700.00000000 OU Notional Amount -5737898.45000000 -0.07958009386 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 2387700.00000000 SGD -395875.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2232200.00000000 OU Notional Amount -5364215.32000000 -0.07439740566 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 -370094.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 481900.00000000 OU Notional Amount -1158057.24000000 -0.01606133406 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 -55234.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1939200.00000000 OU Notional Amount -4660104.99000000 -0.06463195466 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 1939200.00000000 SGD -222268.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 629500.00000000 OU Notional Amount -1512755.82000000 -0.02098072163 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2026-09-07 0.00000000 SGD 0.00000000 SGD 629500.00000000 SGD -104369.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1354300.00000000 OU Notional Amount -3254527.74000000 -0.04513771466 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 -224540.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 743300.00000000 OU Notional Amount -1786229.39000000 -0.02477358282 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 -128076.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2194300.00000000 OU Notional Amount -5273137.57000000 -0.07313422961 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 2194300.00000000 SGD -378095.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 928600.00000000 OU Notional Amount -7261974.47000000 -0.10071781767 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 -400151.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82500.00000000 OU Notional Amount -645178.65000000 -0.00894811540 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 82500.00000000 SGD -13373.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180200.00000000 OU Notional Amount -1409226.58000000 -0.01954485330 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 180200.00000000 SGD -77651.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1366300.00000000 OU Notional Amount -3690042.91000000 -0.05117796414 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 -316983.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1507800.00000000 OU Notional Amount -4072199.89000000 -0.05647817790 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 1507800.00000000 SGD -273073.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 802500.00000000 OU Notional Amount -1312419.82000000 -0.01820222044 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mapletree Industrial Trust Mapletree Industrial Trust Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 802500.00000000 SGD 35592.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 472300.00000000 OU Notional Amount 841520.96000000 0.011671227291 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 472300.00000000 SGD 58119.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2177600.00000000 OU Notional Amount 3879940.81000000 0.053811697179 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 2177600.00000000 SGD 104628.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 432200.00000000 OU Notional Amount -875654.27000000 -0.01214462918 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 432200.00000000 SGD 11286.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 310000.00000000 OU Notional Amount -628072.24000000 -0.00871086308 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 310000.00000000 SGD 2533.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2028200.00000000 OU Notional Amount -4109213.29000000 -0.05699152436 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 2028200.00000000 SGD 69974.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 261500.00000000 OU Notional Amount -529809.33000000 -0.00734803457 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 261500.00000000 SGD 2137.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 114100.00000000 OU Notional Amount -209365.96000000 -0.00290373956 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Keppel DC REIT Keppel DC REIT Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 114100.00000000 SGD -1623.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3297100.00000000 OU Notional Amount 7242550.30000000 0.100448419868 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 3297100.00000000 SGD 2039.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 242619.00000000 OU Notional Amount USD 59252412.18000000 0.821783892463 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 242619.00000000 USD 4970577.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4861.00000000 OU Notional Amount USD -409344.81000000 -0.00567728737 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AAR Corp. AAR Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4861.00000000 USD -9187.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85601.00000000 OU Notional Amount USD -3021715.30000000 -0.04190879104 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 85601.00000000 USD -37664.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 381321.00000000 OU Notional Amount USD -47138902.02000000 -0.65377912836 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 381321.00000000 USD 2223101.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19357.00000000 OU Notional Amount USD -2392912.34000000 -0.03318779345 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 19357.00000000 USD 121670.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54327.00000000 OU Notional Amount USD 753515.49000000 0.010450661325 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AES Corp. AES Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 54327.00000000 USD -22817.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260490.00000000 OU Notional Amount USD 7741762.80000000 0.107372100716 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 260490.00000000 USD -802309.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11394.00000000 OU Notional Amount USD -1783047.06000000 -0.02472944643 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11394.00000000 USD -26190.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 218645.00000000 OU Notional Amount USD 15862694.75000000 0.220002976368 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 218645.00000000 USD 325917.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13044.00000000 OU Notional Amount USD -4009856.04000000 -0.05561351822 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 13044.00000000 USD 39497.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47334.00000000 OU Notional Amount USD 2088376.08000000 0.028964117422 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 47334.00000000 USD -151468.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29814.00000000 OU Notional Amount USD -7635961.68000000 -0.10590472322 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 29814.00000000 USD -38236.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122159.00000000 OU Notional Amount USD 41571929.29000000 0.576569638470 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 122159.00000000 USD -1025935.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83243.00000000 OU Notional Amount USD -8587347.88000000 -0.11909969412 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 83243.00000000 USD 320485.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113152.00000000 OU Notional Amount USD -11672760.32000000 -0.16189191390 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 672122.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28599.00000000 OU Notional Amount USD -6937831.41000000 -0.09622221090 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 28599.00000000 USD 439190.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 145333.00000000 OU Notional Amount USD -35256332.47000000 -0.48897732708 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 145333.00000000 USD 3777204.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 64124.00000000 OU Notional Amount USD -3135022.36000000 -0.04348026996 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 64124.00000000 USD 233090.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12995.00000000 OU Notional Amount USD -635325.55000000 -0.00881146073 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12995.00000000 USD 47236.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3163.00000000 OU Notional Amount USD -154639.07000000 -0.00214472107 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 3163.00000000 USD 11497.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87755.00000000 OU Notional Amount USD -4290341.95000000 -0.05950363500 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 87755.00000000 USD 275550.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 85319.00000000 OU Notional Amount USD 3560361.87000000 0.049379391124 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 85319.00000000 USD -606618.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409909.00000000 OU Notional Amount USD 17105502.57000000 0.237239733663 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 409909.00000000 USD -2396392.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 102657.00000000 OU Notional Amount USD -5808333.06000000 -0.08055696595 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Albany International Corp. Albany International Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 102657.00000000 USD 12318.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 124658.00000000 OU Notional Amount USD -7053149.64000000 -0.09782158315 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 124658.00000000 USD -4986.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4492.00000000 OU Notional Amount USD -530684.88000000 -0.00736017776 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 4492.00000000 USD 54667.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1445.00000000 OU Notional Amount USD -319243.85000000 -0.00442765862 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alexander's, Inc. Alexander's, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1445.00000000 USD 23091.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2994.00000000 OU Notional Amount USD -661464.42000000 -0.00917398610 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alexander's, Inc. Alexander's, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2994.00000000 USD 47844.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6067.00000000 OU Notional Amount USD -1340382.31000000 -0.01859003796 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alexander's, Inc. Alexander's, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 6067.00000000 USD 77232.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48481.00000000 OU Notional Amount USD 4029740.72000000 0.055889302944 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 48481.00000000 USD -171820.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 573110.00000000 OU Notional Amount USD -40799700.90000000 -0.56585944408 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 573110.00000000 USD 1151951.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 341471.00000000 OU Notional Amount USD 68748356.43000000 0.953485096536 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 341471.00000000 USD -1742206.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31739.00000000 OU Notional Amount USD 1364777.00000000 0.018928372941 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ABM Industries, Inc. ABM Industries, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 31739.00000000 USD -11128.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94686.00000000 OU Notional Amount USD -6034338.78000000 -0.08369148577 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 94686.00000000 USD 373062.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37528.00000000 OU Notional Amount USD 8786430.64000000 0.121860813873 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 37528.00000000 USD -117000.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20090.00000000 OU Notional Amount USD 19398502.20000000 0.269041817191 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 20090.00000000 USD 2387597.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 453.00000000 OU Notional Amount USD -58156.14000000 -0.00080657946 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 453.00000000 USD 2808.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 516.00000000 OU Notional Amount USD -66244.08000000 -0.00091875277 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 516.00000000 USD 3199.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 204448.00000000 OU Notional Amount USD 1373890.56000000 0.019054770779 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 204448.00000000 USD 18400.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 323627.00000000 OU Notional Amount USD -13602042.81000000 -0.18864952960 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 323627.00000000 USD -446711.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 710481.00000000 OU Notional Amount USD 19776238.64000000 0.274280721576 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Comcast Corp. Comcast Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 710481.00000000 USD -1111902.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26910.00000000 OU Notional Amount USD 7275656.70000000 0.100907579340 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Apple, Inc. Apple, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26910.00000000 USD 346502.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29064.00000000 OU Notional Amount USD -6774818.40000000 -0.09396134993 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 29064.00000000 USD -194005.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 207882.00000000 OU Notional Amount USD 20420248.86000000 0.283212631787 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 207882.00000000 USD 1446858.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 382878.00000000 OU Notional Amount USD -23175605.34000000 -0.32142723757 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 382878.00000000 USD 528371.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1004579.00000000 OU Notional Amount USD 16786515.09000000 0.232815630689 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 1004579.00000000 USD 1242674.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44726.00000000 OU Notional Amount USD 3959145.52000000 0.054910203594 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 44726.00000000 USD -58516.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14283.00000000 OU Notional Amount USD 1457151.66000000 0.020209536101 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ameren Corp. Ameren Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 14283.00000000 USD -28188.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 43658.00000000 OU Notional Amount USD -4870049.90000000 -0.06754372380 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Arrow Electronics, Inc. Arrow Electronics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 43658.00000000 USD 268387.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83215.00000000 OU Notional Amount USD -4092513.70000000 -0.05675991431 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 83215.00000000 USD -18944.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 48963.00000000 OU Notional Amount USD -2408000.34000000 -0.03339705202 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Astronics Corp. Astronics Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 48963.00000000 USD -80841.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57856.00000000 OU Notional Amount USD -2845358.08000000 -0.03946285648 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 57856.00000000 USD -89676.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39250.00000000 OU Notional Amount USD 2865642.50000000 0.039744185281 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 39250.00000000 USD -83602.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5119.00000000 OU Notional Amount USD -163961.57000000 -0.00227401674 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REX American Resources Corp. REX American Resources Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5119.00000000 USD -3788.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7212.00000000 OU Notional Amount USD 842361.60000000 0.011682886300 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Autoliv, Inc. Autoliv, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 7212.00000000 USD 3227.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1808.00000000 OU Notional Amount USD 544822.72000000 0.007556258371 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1808.00000000 USD -6761.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129951.00000000 OU Notional Amount USD -33826245.30000000 -0.46914315396 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Automatic Data Processing, Inc. Automatic Data Processing, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 129951.00000000 USD 2350747.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 139.00000000 OU Notional Amount USD 510745.77000000 0.007083638142 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 139.00000000 USD -4822.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38111.00000000 OU Notional Amount USD -6665232.79000000 -0.09244148457 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 38111.00000000 USD 152396.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45006.00000000 OU Notional Amount USD 2115282.00000000 0.029337281161 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ball Corp. Ball Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 45006.00000000 USD -51108.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91768.00000000 OU Notional Amount USD 23592635.12000000 0.327211109371 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 91768.00000000 USD 836924.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77669.00000000 OU Notional Amount USD -13880226.99000000 -0.19250772322 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 77669.00000000 USD 1182122.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38595.00000000 OU Notional Amount USD 7800435.45000000 0.108185843768 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 38595.00000000 USD 630256.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15350.00000000 OU Notional Amount USD 3102388.50000000 0.043027664253 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 15350.00000000 USD 250665.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108296.00000000 OU Notional Amount USD 21887704.56000000 0.303565076739 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 108296.00000000 USD 1859442.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136092.00000000 OU Notional Amount USD 5408296.08000000 0.075008770794 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 136092.00000000 USD 68818.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 124311.00000000 OU Notional Amount USD 5447308.02000000 0.075549835414 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 124311.00000000 USD 474868.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 79335.00000000 OU Notional Amount USD 3476459.70000000 0.048215734670 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 79335.00000000 USD 452209.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 287961.00000000 OU Notional Amount USD -20543137.74000000 -0.28491700294 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 287961.00000000 USD 1454203.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63645.00000000 OU Notional Amount USD -5227800.30000000 -0.07250543769 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 63645.00000000 USD 41999.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 123975.00000000 OU Notional Amount USD -3222110.25000000 -0.04468810982 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 123975.00000000 USD 404158.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13536.00000000 OU Notional Amount USD -351800.64000000 -0.00487919543 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 13536.00000000 USD -31268.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14564.00000000 OU Notional Amount USD -378518.36000000 -0.00524974899 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 14564.00000000 USD -33642.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 98992.00000000 OU Notional Amount USD -2572802.08000000 -0.03568272126 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 98992.00000000 USD -13858.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28571.00000000 OU Notional Amount USD 9129863.05000000 0.126623948609 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 28571.00000000 USD -411993.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179081.00000000 OU Notional Amount USD -24750785.01000000 -0.34327372842 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 179081.00000000 USD 1571812.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2085.00000000 OU Notional Amount USD -95555.55000000 -0.00132527957 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2085.00000000 USD 3044.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86744.00000000 OU Notional Amount USD 4314646.56000000 0.059840720642 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 86744.00000000 USD -61588.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4781.00000000 OU Notional Amount USD -444441.76000000 -0.00616405418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Choice Hotels International, Inc. Choice Hotels International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4781.00000000 USD 40738.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10311.00000000 OU Notional Amount USD -958510.56000000 -0.01329378011 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 10311.00000000 USD 12702.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10046.00000000 OU Notional Amount USD -2019446.92000000 -0.02800812472 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Boeing Co. Boeing Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10046.00000000 USD -9468.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 864462.00000000 OU Notional Amount USD 22640259.78000000 0.314002419882 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 864462.00000000 USD -2773426.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36311.00000000 OU Notional Amount USD 10111161.06000000 0.140233772558 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OSI Systems, Inc. OSI Systems, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 36311.00000000 USD 1280688.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 967230.00000000 OU Notional Amount USD 41552200.80000000 0.576296019984 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 967230.00000000 USD 612506.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 625912.00000000 OU Notional Amount USD 26889179.52000000 0.372931561738 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 625912.00000000 USD 78906.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9122.00000000 OU Notional Amount USD -1888162.78000000 -0.02618731798 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boston Beer Co., Inc. Boston Beer Co., Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 9122.00000000 USD 107161.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84594.00000000 OU Notional Amount USD 8520307.68000000 0.118169899800 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 84594.00000000 USD -152456.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 132819.00000000 OU Notional Amount USD -20452797.81000000 -0.28366405986 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 132819.00000000 USD -3450637.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9660.00000000 OU Notional Amount USD -368529.00000000 -0.00511120450 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 9660.00000000 USD -10626.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10589.00000000 OU Notional Amount USD -403970.35000000 -0.00560274787 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 10589.00000000 USD -11647.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36421.00000000 OU Notional Amount USD -2764718.11000000 -0.03834444415 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brady Corp. Brady Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 36421.00000000 USD 42976.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 46699.00000000 OU Notional Amount USD -4136130.43000000 -0.05736484371 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Casella Waste Systems, Inc. Casella Waste Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 46699.00000000 USD -83308.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11510.00000000 OU Notional Amount USD 4575685.40000000 0.063461122009 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 11510.00000000 USD -432315.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16570.00000000 OU Notional Amount USD 23467925.30000000 0.325481483226 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 16570.00000000 USD 577464.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 766468.00000000 OU Notional Amount USD 35311180.76000000 0.489738029302 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 766468.00000000 USD 1189456.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44266.00000000 OU Notional Amount USD -2965822.00000000 -0.04113359537 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 44266.00000000 USD 238151.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1395.00000000 OU Notional Amount USD -242618.40000000 -0.00336492449 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AvalonBay Communities, Inc. AvalonBay Communities, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1395.00000000 USD -3.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39628.00000000 OU Notional Amount USD 1660016.92000000 0.023023116121 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 39628.00000000 USD -19814.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 54795.00000000 OU Notional Amount USD -7215405.60000000 -0.10007194444 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 54795.00000000 USD 263016.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4067.00000000 OU Notional Amount USD -3543089.06000000 -0.04913983096 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4067.00000000 USD 736063.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 453849.00000000 OU Notional Amount USD -41726877.06000000 -0.57871864096 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Sempra Sempra Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 453849.00000000 USD 614291.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1765.00000000 OU Notional Amount USD -447992.30000000 -0.00621329735 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 FedEx Corp. FedEx Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1765.00000000 USD -8635.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24767.00000000 OU Notional Amount USD 5939126.60000000 0.082370968465 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24767.00000000 USD -642455.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89620.00000000 OU Notional Amount USD 21490876.00000000 0.298061379814 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 89620.00000000 USD -1087986.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29921.00000000 OU Notional Amount USD 4169192.14000000 0.057823383372 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 29921.00000000 USD 4543.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 272198.00000000 OU Notional Amount USD 8220379.60000000 0.114010135565 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 272198.00000000 USD -503566.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 242091.00000000 OU Notional Amount USD 16004636.01000000 0.221971588900 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brunswick Corp. Brunswick Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 242091.00000000 USD 715166.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160620.00000000 OU Notional Amount USD 18411870.60000000 0.255358020585 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 160620.00000000 USD -2320543.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 235692.00000000 OU Notional Amount USD 12915921.60000000 0.179133573413 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 235692.00000000 USD -88579.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 136071.00000000 OU Notional Amount USD 27780255.36000000 0.385290075853 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 136071.00000000 USD -54428.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44849.00000000 OU Notional Amount USD 9156371.84000000 0.126991604471 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 44849.00000000 USD -661971.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49953.00000000 OU Notional Amount USD 3045634.41000000 0.042240530104 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PC Connection, Inc. PC Connection, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 49953.00000000 USD -82921.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46170.00000000 OU Notional Amount USD 4053726.00000000 0.056221959726 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 46170.00000000 USD -242392.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11715.00000000 OU Notional Amount USD 6586758.75000000 0.091353111968 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 11715.00000000 USD 493084.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33955.00000000 OU Notional Amount USD 1223059.10000000 0.016962858235 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CSX Corp. CSX Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 33955.00000000 USD 3395.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107409.00000000 OU Notional Amount USD 3868872.18000000 0.053658184072 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CSX Corp. CSX Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 107409.00000000 USD 17370.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19528.00000000 OU Notional Amount USD -462032.48000000 -0.00640802350 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coterra Energy, Inc. Coterra Energy, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 19528.00000000 USD -7030.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125574.00000000 OU Notional Amount USD 8473733.52000000 0.117523953195 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 125574.00000000 USD -447043.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 144842.00000000 OU Notional Amount USD 4364089.46000000 0.060526454393 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Campbell's Co. Campbell's Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 144842.00000000 USD -2896.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 104059.00000000 OU Notional Amount USD -4618138.42000000 -0.06404991167 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 104059.00000000 USD 380855.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41909.00000000 OU Notional Amount USD 4169107.32000000 0.057822206986 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Camden Property Trust Camden Property Trust Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 41909.00000000 USD -91193.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60151.00000000 OU Notional Amount USD 7902638.38000000 0.109603317227 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 60151.00000000 USD -417911.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 33619.00000000 OU Notional Amount USD -614891.51000000 -0.00852805683 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 33619.00000000 USD 28960.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13846.00000000 OU Notional Amount USD 469933.24000000 0.006517600768 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13846.00000000 USD 1474.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 900627.00000000 OU Notional Amount USD 8474900.07000000 0.117540132317 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 900627.00000000 USD 306213.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162039.00000000 OU Notional Amount USD 30912180.03000000 0.428727383324 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 162039.00000000 USD 5063718.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 197021.00000000 OU Notional Amount USD -5280162.80000000 -0.07323166397 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 197021.00000000 USD -265374.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11481.00000000 OU Notional Amount USD 3626847.90000000 0.050301499550 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carpenter Technology Corp. Carpenter Technology Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 11481.00000000 USD 333310.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4057.00000000 OU Notional Amount USD -181347.90000000 -0.00251515132 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Carriage Services, Inc. Carriage Services, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 4057.00000000 USD 2271.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11844.00000000 OU Notional Amount USD -6837067.44000000 -0.09482469467 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11844.00000000 USD -742753.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12538.00000000 OU Notional Amount USD 2453435.84000000 0.034027206325 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12538.00000000 USD 6658.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 145883.00000000 OU Notional Amount USD -4321054.46000000 -0.05992959312 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Century Aluminum Co. Century Aluminum Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 145883.00000000 USD 209814.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22741.00000000 OU Notional Amount USD 9808193.30000000 0.136031850376 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chemed Corp. Chemed Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 22741.00000000 USD -308553.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 114915.00000000 OU Notional Amount USD 35752354.80000000 0.495856762810 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 114915.00000000 USD 814747.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19159.00000000 OU Notional Amount USD -2438557.52000000 -0.03382085584 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 19159.00000000 USD 101351.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 49024.00000000 OU Notional Amount USD -6239774.72000000 -0.08654071908 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 49024.00000000 USD 259336.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31598.00000000 OU Notional Amount USD -4021793.44000000 -0.05577908048 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 31598.00000000 USD 150722.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3911.00000000 OU Notional Amount USD -830383.52000000 -0.01151675984 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Eagle Materials, Inc. Eagle Materials, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3911.00000000 USD 96608.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103747.00000000 OU Notional Amount USD 5166600.60000000 0.071656646466 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 103747.00000000 USD -712741.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38281.00000000 OU Notional Amount USD 4159613.46000000 0.057690534689 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 38281.00000000 USD -491486.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82189.00000000 OU Notional Amount USD -7207153.41000000 -0.09995749312 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 82189.00000000 USD -107667.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 216413.00000000 OU Notional Amount USD -18977255.97000000 -0.26319946657 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 216413.00000000 USD -283501.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26002.00000000 OU Notional Amount USD -3355558.10000000 -0.04653892551 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 26002.00000000 USD 29122.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11547.00000000 OU Notional Amount USD -1490140.35000000 -0.02066706302 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 11547.00000000 USD -2309.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33652.00000000 OU Notional Amount USD -5202262.68000000 -0.07215125118 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 33652.00000000 USD 17546.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 94166.00000000 OU Notional Amount USD 17257802.82000000 0.239352017158 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cintas Corp. Cintas Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 94166.00000000 USD -393613.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30233.00000000 OU Notional Amount USD 524240.22000000 0.007270795444 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 30233.00000000 USD -66210.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 224465.00000000 OU Notional Amount USD 3892223.10000000 0.053982042785 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 224465.00000000 USD -455663.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11222.00000000 OU Notional Amount USD -1262026.12000000 -0.01750329985 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 11222.00000000 USD 66209.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107874.00000000 OU Notional Amount USD -12131510.04000000 -0.16825440813 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Clorox Co. Clorox Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 107874.00000000 USD 623679.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50787.00000000 OU Notional Amount USD 2262560.85000000 0.031379921826 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CNA Financial Corp. CNA Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 50787.00000000 USD -103809.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 165514.00000000 OU Notional Amount USD 11403914.60000000 0.158163237318 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 165514.00000000 USD -95648.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46987.00000000 OU Notional Amount USD -6126165.06000000 -0.08496504334 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 46987.00000000 USD -54504.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 200993.00000000 OU Notional Amount USD -26205467.34000000 -0.36344901687 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 200993.00000000 USD -2080711.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 711359.00000000 OU Notional Amount USD -12214034.03000000 -0.16939895033 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 711359.00000000 USD 3635044.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13650.00000000 OU Notional Amount USD -234370.50000000 -0.00325053267 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 13650.00000000 USD 24706.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51308.00000000 OU Notional Amount USD 1220617.32000000 0.016928992686 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cohu, Inc. Cohu, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 51308.00000000 USD 104668.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11380.00000000 OU Notional Amount USD -876829.00000000 -0.01216092176 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11380.00000000 USD -28.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1761.00000000 OU Notional Amount USD -458881.38000000 -0.00636432024 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1761.00000000 USD 4468.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76335.00000000 OU Notional Amount USD 5974740.45000000 0.082864904276 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 76335.00000000 USD 1708923.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13501.00000000 OU Notional Amount USD 546250.46000000 0.007576059990 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NNN REIT, Inc. NNN REIT, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 13501.00000000 USD -16626.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 141236.00000000 OU Notional Amount USD 24272818.96000000 0.336644718959 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 141236.00000000 USD 1615739.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71733.00000000 OU Notional Amount USD 12328033.38000000 0.170980030764 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 71733.00000000 USD 679848.76000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 25197.00000000 OU Notional Amount USD 4330356.42000000 0.060058603922 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 25197.00000000 USD 109354.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17829.00000000 OU Notional Amount USD 938340.27000000 0.013014034216 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 17829.00000000 USD -10475.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20754.00000000 OU Notional Amount USD -356761.26000000 -0.00494799529 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20754.00000000 USD 18419.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26383.00000000 OU Notional Amount USD -1160852.00000000 -0.01610009516 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 26383.00000000 USD 125846.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6556.00000000 OU Notional Amount USD -288464.00000000 -0.00400076655 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 6556.00000000 USD 16521.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227405.00000000 OU Notional Amount USD 22151521.05000000 0.307224001904 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 227405.00000000 USD -1030144.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 405448.00000000 OU Notional Amount USD -32168244.32000000 -0.44614799732 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 405448.00000000 USD 1816407.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 51240.00000000 OU Notional Amount USD -3768702.00000000 -0.05226890324 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 51240.00000000 USD 102113.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71314.00000000 OU Notional Amount USD -3956500.72000000 -0.05487352231 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 71314.00000000 USD 150472.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 171986.00000000 OU Notional Amount USD -9541783.28000000 -0.13233695500 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 171986.00000000 USD 414972.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 297634.00000000 OU Notional Amount USD -26513236.72000000 -0.36771753371 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 297634.00000000 USD -732179.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 419463.00000000 OU Notional Amount USD -37365764.04000000 -0.51823346743 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Corning, Inc. Corning, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 419463.00000000 USD -2072147.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6877.00000000 OU Notional Amount USD -513092.97000000 -0.00711619194 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6877.00000000 USD 26372.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15115.00000000 OU Notional Amount USD -1127730.15000000 -0.01564072141 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 15115.00000000 USD 77635.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4984.00000000 OU Notional Amount USD -371856.24000000 -0.00515735068 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 4984.00000000 USD -12659.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13598.00000000 OU Notional Amount USD -1014546.78000000 -0.01407095797 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 13598.00000000 USD 78191.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12449.00000000 OU Notional Amount USD -928819.89000000 -0.01288199410 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 12449.00000000 USD -31620.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33593.00000000 OU Notional Amount USD 10724901.18000000 0.148745860526 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 33593.00000000 USD -471309.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6606.00000000 OU Notional Amount USD 2955128.04000000 0.040985278642 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 6606.00000000 USD -357054.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 305669.00000000 OU Notional Amount USD -10242968.19000000 -0.14206183275 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 305669.00000000 USD 268988.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61439.00000000 OU Notional Amount USD 15220283.47000000 0.211093242185 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HEICO Corp. HEICO Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 61439.00000000 USD 396830.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 88749.00000000 OU Notional Amount USD -4026542.13000000 -0.05584494104 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 88749.00000000 USD -388720.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1974.00000000 OU Notional Amount USD 243078.36000000 0.003371303774 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cullen/Frost Bankers, Inc. Cullen/Frost Bankers, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1974.00000000 USD 74.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37152.00000000 OU Notional Amount USD -16260687.36000000 -0.22552281774 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 37152.00000000 USD -530902.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17623.00000000 OU Notional Amount USD -7713234.64000000 -0.10697643779 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 17623.00000000 USD -523403.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1644.00000000 OU Notional Amount USD -719545.92000000 -0.00997953037 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1644.00000000 USD 381.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8154.00000000 OU Notional Amount USD 1553255.46000000 0.021542419471 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 8154.00000000 USD 96298.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8994.00000000 OU Notional Amount USD 1713267.06000000 0.023761653266 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 8994.00000000 USD 106219.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35135.00000000 OU Notional Amount USD 6692866.15000000 0.092824737325 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 35135.00000000 USD 291971.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 40149.00000000 OU Notional Amount USD 23917963.77000000 0.331723159337 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 40149.00000000 USD 1556092.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27320.00000000 OU Notional Amount USD -881889.60000000 -0.01223110826 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 27320.00000000 USD -6400.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 71785.00000000 OU Notional Amount USD 5281940.30000000 0.073256316490 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 71785.00000000 USD -96909.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 123413.00000000 OU Notional Amount USD 5983062.24000000 0.082980320893 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 123413.00000000 USD -457862.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122286.00000000 OU Notional Amount USD 5928425.28000000 0.082222549657 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 122286.00000000 USD -478138.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 111653.00000000 OU Notional Amount USD -1340952.53000000 -0.01859794646 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 111653.00000000 USD 247869.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 329130.00000000 OU Notional Amount USD -3952851.30000000 -0.05482290776 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 329130.00000000 USD 921564.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 43616.00000000 OU Notional Amount USD 6502273.28000000 0.090181365606 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 43616.00000000 USD -219959.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 106856.00000000 OU Notional Amount USD 23014645.28000000 0.319194849391 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 106856.00000000 USD 1113439.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17876.00000000 OU Notional Amount USD 8585842.80000000 0.119078819860 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Moody's Corp. Moody's Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17876.00000000 USD 24701.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53414.00000000 OU Notional Amount USD -1003649.06000000 -0.01391981525 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 53414.00000000 USD 62494.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25626.00000000 OU Notional Amount USD -481512.54000000 -0.00667819646 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 25626.00000000 USD 29982.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 147127.00000000 OU Notional Amount USD -2764516.33000000 -0.03834164562 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 147127.00000000 USD 170667.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53068.00000000 OU Notional Amount USD -997147.72000000 -0.01382964683 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 53068.00000000 USD 62089.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60695.00000000 OU Notional Amount USD 4423451.60000000 0.061349760123 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 60695.00000000 USD 274644.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45448.00000000 OU Notional Amount USD 4213938.56000000 0.058443980675 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Target Corp. Target Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 45448.00000000 USD 86129.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36480.00000000 OU Notional Amount USD 5982720.00000000 0.082975574296 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 36480.00000000 USD 214502.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 135867.00000000 OU Notional Amount USD 22282188.00000000 0.309036248711 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 135867.00000000 USD 1134489.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 110853.00000000 OU Notional Amount USD 23084028.72000000 0.320157142592 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 110853.00000000 USD -1417809.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6399.00000000 OU Notional Amount USD -440315.19000000 -0.00610682194 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6399.00000000 USD -16.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69553.00000000 OU Notional Amount USD -3161183.85000000 -0.04384310905 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 69553.00000000 USD 239262.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 395920.00000000 OU Notional Amount USD 12229968.80000000 0.169619952933 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 395920.00000000 USD -989800.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68663.00000000 OU Notional Amount USD -4896358.53000000 -0.06790860361 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 68663.00000000 USD 276025.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46921.00000000 OU Notional Amount USD -3345936.51000000 -0.04640548170 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American States Water Co. American States Water Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 46921.00000000 USD 46921.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18782.00000000 OU Notional Amount USD -1530733.00000000 -0.02123005084 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 18782.00000000 USD 130167.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133851.00000000 OU Notional Amount USD -13169599.89000000 -0.18265188979 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 133851.00000000 USD -92357.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35188.00000000 OU Notional Amount USD 1290695.84000000 0.017900926094 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 35188.00000000 USD -50318.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 107136.00000000 OU Notional Amount USD 3929748.48000000 0.054502489999 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 107136.00000000 USD 12856.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16861.00000000 OU Notional Amount USD -10117948.88000000 -0.14032791423 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 16861.00000000 USD 92398.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24902.00000000 OU Notional Amount USD 1328770.72000000 0.018428994437 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 24902.00000000 USD 19423.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100396.00000000 OU Notional Amount USD 4649338.76000000 0.064482635609 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 100396.00000000 USD 41162.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154191.00000000 OU Notional Amount USD 7140585.21000000 0.099034245061 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 154191.00000000 USD 704652.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3291.00000000 OU Notional Amount USD 393768.15000000 0.005461251468 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 3291.00000000 USD -263.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21731.00000000 OU Notional Amount USD 2600114.15000000 0.036061517977 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DXP Enterprises, Inc. DXP Enterprises, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 21731.00000000 USD -1738.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34558.00000000 OU Notional Amount USD 4134864.70000000 0.057347289046 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 34558.00000000 USD -164841.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32520.00000000 OU Notional Amount USD 4789545.60000000 0.066427193113 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Display Corp. Universal Display Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32520.00000000 USD 46667.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17047.00000000 OU Notional Amount USD 3093348.62000000 0.042902288297 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 17047.00000000 USD 348138.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51546.00000000 OU Notional Amount USD 9353537.16000000 0.129726130850 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 969064.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77448.00000000 OU Notional Amount USD 14053714.08000000 0.194913851357 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 77448.00000000 USD 1294156.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 110719.00000000 OU Notional Amount USD -8306139.38000000 -0.11519955559 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 110719.00000000 USD 471026.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 54241.00000000 OU Notional Amount USD -7351825.14000000 -0.10196397510 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 54241.00000000 USD 375347.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38659.00000000 OU Notional Amount USD -5239840.86000000 -0.07267243069 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 38659.00000000 USD 233500.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 403.00000000 OU Notional Amount USD -54622.62000000 -0.00075757235 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 403.00000000 USD 2881.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15563.00000000 OU Notional Amount USD 1427905.25000000 0.019803911625 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 15563.00000000 USD -88864.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 50196.00000000 OU Notional Amount USD 3425877.00000000 0.047514192799 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 50196.00000000 USD 888971.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24222.00000000 OU Notional Amount USD 1653151.50000000 0.022927898198 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 24222.00000000 USD 428971.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134784.00000000 OU Notional Amount USD 9199008.00000000 0.127582934144 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 134784.00000000 USD 2221240.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1840.00000000 OU Notional Amount USD 529533.60000000 0.007344210420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dycom Industries, Inc. Dycom Industries, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1840.00000000 USD 2626.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 337664.00000000 OU Notional Amount USD 18048140.80000000 0.250313377171 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 337664.00000000 USD 793510.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41858.00000000 OU Notional Amount USD -5400519.16000000 -0.07490091109 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41858.00000000 USD 253985.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 554532.00000000 OU Notional Amount USD 56135274.36000000 0.778551666857 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 554532.00000000 USD 2733842.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 255000.00000000 OU Notional Amount USD -25813650.00000000 -0.35801482159 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 -369750.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119350.00000000 OU Notional Amount USD -40422651.50000000 -0.56063006840 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 119350.00000000 USD -976283.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 159781.00000000 OU Notional Amount USD 10516785.42000000 0.145859460242 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 159781.00000000 USD 71901.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32927.00000000 OU Notional Amount USD 8574520.07000000 0.118921782588 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 32927.00000000 USD 425071.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21730.00000000 OU Notional Amount USD 10359777.50000000 0.143681885104 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 21730.00000000 USD -1005012.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17796.00000000 OU Notional Amount USD 2483787.72000000 0.034448162791 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 17796.00000000 USD 93753.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49997.00000000 OU Notional Amount USD -12587744.69000000 -0.17458202034 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 49997.00000000 USD 622462.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 381315.00000000 OU Notional Amount USD 36640558.35000000 0.508175440544 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 381315.00000000 USD 34318.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46282.00000000 OU Notional Amount USD 4898486.88000000 0.067938122134 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 46282.00000000 USD -70902.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1745.00000000 OU Notional Amount USD 368369.50000000 0.005108992367 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1745.00000000 USD -22794.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23470.00000000 OU Notional Amount USD -1395056.80000000 -0.01934832971 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 23470.00000000 USD 22891.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 187122.00000000 OU Notional Amount USD -10025996.76000000 -0.13905261136 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 187122.00000000 USD 331091.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 129323.00000000 OU Notional Amount USD -6929126.34000000 -0.09610147849 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 129323.00000000 USD 178694.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 217679.00000000 OU Notional Amount USD -21047382.51000000 -0.29191047737 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 -202441.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75401.00000000 OU Notional Amount USD 1822442.17000000 0.025275825323 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 75401.00000000 USD -249577.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 99629.00000000 OU Notional Amount USD 2408032.93000000 0.033397504027 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 99629.00000000 USD -389549.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142286.00000000 OU Notional Amount USD 17344663.40000000 0.240556704409 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 142286.00000000 USD 487257.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 188469.00000000 OU Notional Amount USD 3439559.25000000 0.047703954739 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 188469.00000000 USD -141351.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109775.00000000 OU Notional Amount USD 2003393.75000000 0.027785480007 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 109775.00000000 USD -82331.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 260955.00000000 OU Notional Amount USD -29842813.80000000 -0.41389612311 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 260955.00000000 USD -396346.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2511.00000000 OU Notional Amount USD -38091.87000000 -0.00052830398 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FMC Corp. FMC Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2511.00000000 USD -7.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1300.00000000 OU Notional Amount USD 346840.00000000 0.004810395303 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1300.00000000 USD -120.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3090.00000000 OU Notional Amount USD -5127947.70000000 -0.07112056144 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fair Isaac Corp. Fair Isaac Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3090.00000000 USD -245086.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34413.00000000 OU Notional Amount USD 2436784.53000000 0.033796265881 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 34413.00000000 USD 57469.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 422496.00000000 OU Notional Amount USD -17385710.40000000 -0.24112599369 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 422496.00000000 USD 541825.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 460944.00000000 OU Notional Amount USD 19184489.28000000 0.266073627982 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 460944.00000000 USD -885012.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 214.00000000 OU Notional Amount USD -407575.84000000 -0.00565275316 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 214.00000000 USD 635.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10216.00000000 OU Notional Amount USD -218213.76000000 -0.00302645152 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 10216.00000000 USD -7559.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25050.00000000 OU Notional Amount USD 1488972.00000000 0.020650858942 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 25050.00000000 USD -3757.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64467.00000000 OU Notional Amount USD 3831918.48000000 0.053145665606 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 64467.00000000 USD -9670.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125482.00000000 OU Notional Amount USD 8368394.58000000 0.116062985768 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 125482.00000000 USD -6976252.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 833444.00000000 OU Notional Amount USD 16243823.56000000 0.225288930230 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Macy's, Inc. Macy's, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 833444.00000000 USD 775102.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37019.00000000 OU Notional Amount USD -2235577.41000000 -0.03100568294 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 37019.00000000 USD 82552.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81013.00000000 OU Notional Amount USD 7677602.01000000 0.106482241522 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Franklin Electric Co., Inc. Franklin Electric Co., Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 81013.00000000 USD -277587.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 387825.00000000 OU Notional Amount USD 8768723.25000000 0.121615226438 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 387825.00000000 USD -1707.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57546.00000000 OU Notional Amount USD 9495665.46000000 0.131697337477 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 FTI Consulting, Inc. FTI Consulting, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 57546.00000000 USD 664753.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 328102.00000000 OU Notional Amount USD 13681853.40000000 0.189756439096 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 328102.00000000 USD 301853.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41886.00000000 OU Notional Amount USD 1746646.20000000 0.024224595424 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41886.00000000 USD -48168.90000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 257630.00000000 OU Notional Amount USD 10743171.00000000 0.148999248418 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 257630.00000000 USD -296274.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426257.00000000 OU Notional Amount USD 26649587.64000000 0.369608612672 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 426257.00000000 USD 495890.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 404422.00000000 OU Notional Amount USD 25284463.44000000 0.350675424342 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 404422.00000000 USD 1083850.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12698.00000000 OU Notional Amount USD -728484.26000000 -0.01010349804 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 12698.00000000 USD 19865.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2972.00000000 OU Notional Amount USD 5423365.04000000 0.075217765300 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2972.00000000 USD 244684.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6409.00000000 OU Notional Amount USD 11695271.38000000 0.162204124430 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 6409.00000000 USD 516373.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2417.00000000 OU Notional Amount USD -603017.33000000 -0.00836337138 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 2417.00000000 USD 112801.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 176484.00000000 OU Notional Amount USD -44030993.16000000 -0.61067490110 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 176484.00000000 USD 10139005.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41998.00000000 OU Notional Amount USD -10478081.02000000 -0.14532266095 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 1409032.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18734.00000000 OU Notional Amount USD -256093.78000000 -0.00355181731 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flushing Financial Corp. Flushing Financial Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 18734.00000000 USD -10116.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 325919.00000000 OU Notional Amount USD 7447249.15000000 0.103287430325 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gap, Inc. Gap, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 325919.00000000 USD 293927.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18247.00000000 OU Notional Amount USD -2862041.95000000 -0.03969424851 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GATX Corp. GATX Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 18247.00000000 USD 257699.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26221.00000000 OU Notional Amount USD 1398103.72000000 0.019390588075 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 26221.00000000 USD -8915.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 815.00000000 OU Notional Amount USD 129291.60000000 0.001793171795 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 815.00000000 USD -2738.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25210.00000000 OU Notional Amount USD 8694929.00000000 0.120591758806 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 25210.00000000 USD 163364.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 232659.00000000 OU Notional Amount USD -10844235.99000000 -0.15040093955 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 232659.00000000 USD 651583.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 282204.00000000 OU Notional Amount USD -35927391.24000000 -0.49828437920 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 282204.00000000 USD 1546287.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 172164.00000000 OU Notional Amount USD -7067332.20000000 -0.09801828399 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 172164.00000000 USD -488945.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 455174.00000000 OU Notional Amount USD 12221421.90000000 0.169501414219 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 455174.00000000 USD -541657.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 110869.00000000 OU Notional Amount USD 27533207.46000000 0.381863717712 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 110869.00000000 USD 493281.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19514.00000000 OU Notional Amount USD 15832488.76000000 0.219584043279 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 McKesson Corp. McKesson Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19514.00000000 USD 378766.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 218018.00000000 OU Notional Amount USD 44146464.82000000 0.612276401306 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 218018.00000000 USD 2206994.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39680.00000000 OU Notional Amount USD -3244633.60000000 -0.04500049080 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Graco, Inc. Graco, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 39680.00000000 USD -4703.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11667.00000000 OU Notional Amount USD -11421993.00000000 -0.15841397036 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11667.00000000 USD -141177.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 424351.00000000 OU Notional Amount USD 43669961.41000000 0.605667677498 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 424351.00000000 USD -1693891.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2285040.00000000 OU Notional Amount USD 14167248.00000000 0.196488476647 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 2285040.00000000 USD 1416724.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2354.00000000 OU Notional Amount USD -152303.80000000 -0.00211233273 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Korn Ferry Korn Ferry Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2354.00000000 USD -5.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88764.00000000 OU Notional Amount USD 3707672.28000000 0.051422469501 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 88764.00000000 USD -364820.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 496162.00000000 OU Notional Amount USD 20724686.74000000 0.287434943366 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 496162.00000000 USD -1885415.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 315.00000000 OU Notional Amount USD -126998.55000000 -0.00176136901 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Winmark Corp. Winmark Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 315.00000000 USD 14968.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24163.00000000 OU Notional Amount USD -648534.92000000 -0.00899466420 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 24163.00000000 USD -2421.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117812.00000000 OU Notional Amount USD 2240784.24000000 0.031077897543 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 117812.00000000 USD -174361.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 155485.00000000 OU Notional Amount USD 5726512.55000000 0.079422180472 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 155485.00000000 USD 116613.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 784452.00000000 OU Notional Amount USD -21164514.96000000 -0.29353501142 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 784452.00000000 USD -39222.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 251373.00000000 OU Notional Amount USD -3069264.33000000 -0.04256825832 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Enviri Corp. Enviri Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 251373.00000000 USD 73709.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 495312.00000000 OU Notional Amount USD -6047759.52000000 -0.08387762077 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 495312.00000000 USD -231699.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129842.00000000 OU Notional Amount USD 2831854.02000000 0.039275565902 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 129842.00000000 USD 209587.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144675.00000000 OU Notional Amount USD 11040149.25000000 0.153118100854 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 144675.00000000 USD 166376.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2522.00000000 OU Notional Amount USD 192453.82000000 0.002669181616 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2522.00000000 USD 1866.28000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 120754.00000000 OU Notional Amount USD 9214737.74000000 0.127801093143 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 120754.00000000 USD 89357.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11876.00000000 OU Notional Amount USD 649379.68000000 0.009006380356 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 11876.00000000 USD 17517.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1589.00000000 OU Notional Amount USD 86886.52000000 0.001205047018 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 1589.00000000 USD 2343.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23968.00000000 OU Notional Amount USD 1310570.24000000 0.018176568236 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Allient, Inc. Allient, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23968.00000000 USD 35352.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10240.00000000 OU Notional Amount USD 559923.20000000 0.007765690034 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 10240.00000000 USD 15104.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 511199.00000000 OU Notional Amount USD -5940132.38000000 -0.08238491783 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 511199.00000000 USD -163583.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2960.00000000 OU Notional Amount USD 169045.60000000 0.002344528198 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hancock Whitney Corp. Hancock Whitney Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2960.00000000 USD 2723.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99.00000000 OU Notional Amount USD -7068.60000000 -0.00009803586 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 99.00000000 USD -43.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128843.00000000 OU Notional Amount USD 8142877.60000000 0.112935244385 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 128843.00000000 USD -31606.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17984.00000000 OU Notional Amount USD -4667387.52000000 -0.06473295757 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WESCO International, Inc. WESCO International, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17984.00000000 USD -729411.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15261.00000000 OU Notional Amount USD 718945.71000000 0.009971205935 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 15261.00000000 USD -13351.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 713902.00000000 OU Notional Amount USD -9187918.74000000 -0.12742913491 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 713902.00000000 USD 916411.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 395797.00000000 OU Notional Amount USD -5093907.39000000 -0.07064844938 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 395797.00000000 USD 177178.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79715.00000000 OU Notional Amount USD 25331035.55000000 0.351321342516 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HEICO Corp. HEICO Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 79715.00000000 USD 755347.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33178.00000000 OU Notional Amount USD 949886.14000000 0.013174166262 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 33178.00000000 USD -135.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47577.00000000 OU Notional Amount USD -1478217.39000000 -0.02050170104 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 47577.00000000 USD 3330.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9969.00000000 OU Notional Amount USD -309736.83000000 -0.00429580380 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 9969.00000000 USD 697.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27791.00000000 OU Notional Amount USD -863466.37000000 -0.01197559269 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 27791.00000000 USD 1945.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12514.00000000 OU Notional Amount USD -388809.98000000 -0.00539248558 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 12514.00000000 USD -5005.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36656.00000000 OU Notional Amount USD 3562230.08000000 0.049405301713 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 36656.00000000 USD -63036.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11551.00000000 OU Notional Amount USD 5145161.93000000 0.071359309142 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 11551.00000000 USD 274798.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7985.00000000 OU Notional Amount USD 3556758.55000000 0.049329415938 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 7985.00000000 USD -27947.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 157043.00000000 OU Notional Amount USD 11530097.06000000 0.159913287811 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 157043.00000000 USD -438149.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11335.00000000 OU Notional Amount USD -4302652.65000000 -0.05967437463 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11335.00000000 USD 106322.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116134.00000000 OU Notional Amount USD 4752203.28000000 0.065909284795 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HNI Corp. HNI Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 116134.00000000 USD -333687.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33030.00000000 OU Notional Amount USD 1769417.10000000 0.024540409720 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 33030.00000000 USD 15854.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51354.00000000 OU Notional Amount USD 2751033.78000000 0.038154653369 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 51354.00000000 USD 10270.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24646.00000000 OU Notional Amount USD 1320286.22000000 0.018311321161 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 24646.00000000 USD -27603.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 239370.00000000 OU Notional Amount USD -5167998.30000000 -0.07167603145 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 239370.00000000 USD 497260.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 527696.00000000 OU Notional Amount USD -20179095.04000000 -0.27986801985 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 527696.00000000 USD 934171.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 491.00000000 OU Notional Amount USD -247955.00000000 -0.00343893889 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 491.00000000 USD -5861.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116158.00000000 OU Notional Amount USD 4829849.64000000 0.066986178134 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 116158.00000000 USD -173075.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 131002.00000000 OU Notional Amount USD 5447063.16000000 0.075546439400 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 131002.00000000 USD -142792.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52558.00000000 OU Notional Amount USD -14621110.02000000 -0.20278318236 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 52558.00000000 USD 491500.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 428707.00000000 OU Notional Amount USD 6619236.08000000 0.091803546738 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 428707.00000000 USD -266792.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1133.00000000 OU Notional Amount USD 31497.40000000 0.000436843919 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 1133.00000000 USD 1846.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 533828.00000000 OU Notional Amount USD 14840418.40000000 0.205824815392 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 533828.00000000 USD 736682.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 209675.00000000 OU Notional Amount USD 5828965.00000000 0.080843114575 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 209675.00000000 USD 285158.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 296619.00000000 OU Notional Amount USD -19959492.51000000 -0.27682230719 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 296619.00000000 USD 631340.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10015.00000000 OU Notional Amount USD -1202701.35000000 -0.01668051241 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICU Medical, Inc. ICU Medical, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10015.00000000 USD 20064.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53288.00000000 OU Notional Amount USD -9300354.64000000 -0.12898853154 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 53288.00000000 USD 327188.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27338.00000000 OU Notional Amount USD -675795.36000000 -0.00937274485 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 27338.00000000 USD 107438.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 197724.00000000 OU Notional Amount USD -4887737.28000000 -0.06778903372 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 197724.00000000 USD 777055.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 112865.00000000 OU Notional Amount USD 7227874.60000000 0.100244879566 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Blackbaud, Inc. Blackbaud, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 112865.00000000 USD 67719.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 47287.00000000 OU Notional Amount USD 31566436.85000000 0.437801405738 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 47287.00000000 USD 461048.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34496.00000000 OU Notional Amount USD -21715576.96000000 -0.30117780364 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34496.00000000 USD 316709.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 156918.00000000 OU Notional Amount USD 6275150.82000000 0.087031357491 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intel Corp. Intel Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 156918.00000000 USD -212231.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97194.00000000 OU Notional Amount USD -6120306.18000000 -0.08488378532 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 97194.00000000 USD 181391.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6147.00000000 OU Notional Amount USD -237520.08000000 -0.00329421484 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 International Paper Co. International Paper Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6147.00000000 USD 51020.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 152170.00000000 OU Notional Amount USD -5879848.80000000 -0.08154883246 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 152170.00000000 USD 1263011.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 299430.00000000 OU Notional Amount USD -11569975.20000000 -0.16046636593 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 299430.00000000 USD 2787693.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 816941.00000000 OU Notional Amount USD -31566600.24000000 -0.43780367182 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 816941.00000000 USD 6551866.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 15773.00000000 OU Notional Amount USD -5709195.08000000 -0.07918200091 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 15773.00000000 USD -181862.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76230.00000000 OU Notional Amount USD -6452869.50000000 -0.08949617442 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 76230.00000000 USD 816423.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119022.00000000 OU Notional Amount USD -17727136.68000000 -0.24586130500 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 119022.00000000 USD 959317.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 93160.00000000 OU Notional Amount USD 2408186.00000000 0.033399626986 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 World Kinect Corp. World Kinect Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 93160.00000000 USD 63348.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2230.00000000 OU Notional Amount USD 492584.70000000 0.006831758526 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 2230.00000000 USD 49372.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37837.00000000 OU Notional Amount USD 8357814.93000000 0.115916254426 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 37837.00000000 USD 399227.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1858.00000000 OU Notional Amount USD -186413.14000000 -0.00258540218 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Itron, Inc. Itron, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1858.00000000 USD 59660.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142775.00000000 OU Notional Amount USD -12728391.25000000 -0.17653267641 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 142775.00000000 USD 816673.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2828.00000000 OU Notional Amount USD 1911105.84000000 0.026505520000 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2828.00000000 USD 36339.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2336.00000000 OU Notional Amount USD 233600.00000000 0.003239846450 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insight Enterprises, Inc. Insight Enterprises, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2336.00000000 USD -5.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6069.00000000 OU Notional Amount USD 753648.42000000 0.010452504958 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hartford Insurance Group, Inc. Hartford Insurance Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 6069.00000000 USD -10626.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 679435.00000000 OU Notional Amount USD 22074843.15000000 0.306160540337 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 679435.00000000 USD 54354.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 53085.00000000 OU Notional Amount USD -2565067.20000000 -0.03557544461 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 53085.00000000 USD 278696.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153726.00000000 OU Notional Amount USD 9595576.92000000 0.133083030067 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 153726.00000000 USD -21521.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 375296.00000000 OU Notional Amount USD 4207068.16000000 0.058348693684 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 375296.00000000 USD -446602.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6314.00000000 OU Notional Amount USD -138592.30000000 -0.00192216511 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 6314.00000000 USD 3093.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84305.00000000 OU Notional Amount USD 1482924.95000000 0.020566991162 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 KeyCorp KeyCorp Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 84305.00000000 USD 3795.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 155347.00000000 OU Notional Amount USD 3209469.02000000 0.044512786010 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 155347.00000000 USD -163114.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12994.00000000 OU Notional Amount USD 392678.68000000 0.005446141385 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 12994.00000000 USD -18841.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26759.00000000 OU Notional Amount USD 808656.98000000 0.011215429992 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 26759.00000000 USD -38800.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7495.00000000 OU Notional Amount USD 226498.90000000 0.003141359833 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 7495.00000000 USD -6970.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15072.00000000 OU Notional Amount USD 1559650.56000000 0.021631114429 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 15072.00000000 USD 269939.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 123350.00000000 OU Notional Amount USD 12764258.00000000 0.177030119749 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kirby Corp. Kirby Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 123350.00000000 USD 1753662.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33651.00000000 OU Notional Amount USD -1421754.75000000 -0.01971860907 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kilroy Realty Corp. Kilroy Realty Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 33651.00000000 USD -57543.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 292130.00000000 OU Notional Amount USD -12342492.50000000 -0.17118056727 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 292130.00000000 USD -245389.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15369.00000000 OU Notional Amount USD 977929.47000000 0.013563104974 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kroger Co. Kroger Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 15369.00000000 USD -37077.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 356296.00000000 OU Notional Amount USD -12498863.68000000 -0.17334931133 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 356296.00000000 USD 99762.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35089.00000000 OU Notional Amount USD -6712876.59000000 -0.09310226623 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 35089.00000000 USD -282869.07000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1293.00000000 OU Notional Amount USD -247363.83000000 -0.00343073983 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ligand Pharmaceuticals, Inc. Ligand Pharmaceuticals, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 1293.00000000 USD -8818.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 92645.00000000 OU Notional Amount USD -3570538.30000000 -0.04952053012 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 German American Bancorp, Inc. German American Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 92645.00000000 USD 34826.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 115602.00000000 OU Notional Amount USD -4455301.08000000 -0.06179148711 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 115602.00000000 USD 27757.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93141.00000000 OU Notional Amount USD -3589654.14000000 -0.04978565164 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 93141.00000000 USD 51227.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 162651.00000000 OU Notional Amount USD 1691570.40000000 0.023460737825 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 162651.00000000 USD 92711.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 87324.00000000 OU Notional Amount USD 11215021.32000000 0.155543437563 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 87324.00000000 USD -413042.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 99875.00000000 OU Notional Amount USD -19551530.00000000 -0.27116419122 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 99875.00000000 USD 1010735.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26236.00000000 OU Notional Amount USD -5135959.36000000 -0.07123167680 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 26236.00000000 USD 332156.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3284.00000000 OU Notional Amount USD 239600.64000000 0.003323070560 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 3284.00000000 USD -2241.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11619.00000000 OU Notional Amount USD -317663.46000000 -0.00440573986 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 11619.00000000 USD 19403.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2961.00000000 OU Notional Amount USD -80953.74000000 -0.00112276407 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2961.00000000 USD 4944.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12593.00000000 OU Notional Amount USD -344292.62000000 -0.00477506516 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 12593.00000000 USD 21030.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10531.00000000 OU Notional Amount USD -287917.54000000 -0.00399318758 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 10531.00000000 USD 23378.82000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 139371.00000000 OU Notional Amount USD -4418060.70000000 -0.06127499262 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 139371.00000000 USD 181182.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 829114.00000000 OU Notional Amount USD 7743924.76000000 0.107402085384 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 829114.00000000 USD 464303.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60060.00000000 OU Notional Amount USD 7433626.20000000 0.103098490829 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 60060.00000000 USD -202402.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 58442.00000000 OU Notional Amount USD 5294845.20000000 0.073435297203 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 58442.00000000 USD -164297.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51674.00000000 OU Notional Amount USD 16229769.92000000 0.225094017406 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 51674.00000000 USD 357067.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11272.00000000 OU Notional Amount USD -9726157.92000000 -0.13489408481 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11272.00000000 USD -601061.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 337588.00000000 OU Notional Amount USD -14178696.00000000 -0.19664725131 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 337588.00000000 USD -870977.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5438.00000000 OU Notional Amount USD -604923.12000000 -0.00838980318 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lindsay Corp. Lindsay Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5438.00000000 USD 121659.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23033.00000000 OU Notional Amount USD 5400086.85000000 0.074894915294 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 23033.00000000 USD -172747.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28732.00000000 OU Notional Amount USD -2770339.44000000 -0.03842240753 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 28732.00000000 USD -150329.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83283.00000000 OU Notional Amount USD 40965242.04000000 0.568155368207 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 83283.00000000 USD -627120.99000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 194137.00000000 OU Notional Amount USD 5596969.71000000 0.077625524177 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Carnival Corp. Carnival Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 194137.00000000 USD 21814.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13230.00000000 OU Notional Amount USD -1309373.10000000 -0.01815996485 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 13230.00000000 USD -207049.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 183861.00000000 OU Notional Amount USD -18196723.17000000 -0.25237409662 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 183861.00000000 USD -2765269.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 640897.00000000 OU Notional Amount USD -37614244.93000000 -0.52167970000 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 640897.00000000 USD 1416382.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76602.00000000 OU Notional Amount USD -1313724.30000000 -0.01822031254 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 76602.00000000 USD 14554.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 608681.00000000 OU Notional Amount USD 19496052.43000000 0.270394761396 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MGM Resorts International MGM Resorts International Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 608681.00000000 USD -395642.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 387718.00000000 OU Notional Amount USD 10631227.56000000 0.147446681822 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 23263.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7841.00000000 OU Notional Amount USD 215000.22000000 0.002981882275 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 3450.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92392.00000000 OU Notional Amount USD 11566554.48000000 0.160418923268 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 92392.00000000 USD -569920.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3825.00000000 OU Notional Amount USD -245412.00000000 -0.00340366950 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 3825.00000000 USD 4360.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 147492.00000000 OU Notional Amount USD -9463086.72000000 -0.13124549623 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 147492.00000000 USD 211977.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34081.00000000 OU Notional Amount USD -10170792.83000000 -0.14106081784 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 34081.00000000 USD 300151.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 73003.00000000 OU Notional Amount USD -2475531.73000000 -0.03433365876 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Steven Madden Ltd. Steven Madden Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 73003.00000000 USD 104394.29000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 407356.00000000 OU Notional Amount USD -13813441.96000000 -0.19158146790 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Steven Madden Ltd. Steven Madden Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 407356.00000000 USD 99490.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59119.00000000 OU Notional Amount USD -4899191.53000000 -0.06794789506 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 59119.00000000 USD 107005.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14191.00000000 OU Notional Amount USD -1176008.17000000 -0.01631029920 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MGE Energy, Inc. MGE Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 14191.00000000 USD 25685.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42389.00000000 OU Notional Amount USD -13332188.28000000 -0.18490686162 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 42389.00000000 USD 1436987.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 94093.00000000 OU Notional Amount USD -29594130.36000000 -0.41044708133 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 94093.00000000 USD 4143104.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 464789.00000000 OU Notional Amount USD 14250430.74000000 0.197642155178 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 464789.00000000 USD -1268873.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4370.00000000 OU Notional Amount USD -266788.50000000 -0.00370014458 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 4370.00000000 USD -1453.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224128.00000000 OU Notional Amount USD 3227443.20000000 0.044762073610 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 224128.00000000 USD 172578.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4975.00000000 OU Notional Amount USD -9823286.75000000 -0.13624118453 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 4975.00000000 USD -95520.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1018296.00000000 OU Notional Amount USD -19418904.72000000 -0.26932478393 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 1018296.00000000 USD 631343.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12686.00000000 OU Notional Amount USD -1045960.70000000 -0.01450664409 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12686.00000000 USD 1649.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 267358.00000000 OU Notional Amount USD -4283075.16000000 -0.05940285040 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 267358.00000000 USD 61492.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28710.00000000 OU Notional Amount USD -672388.20000000 -0.00932549025 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 28710.00000000 USD -3445.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46069.00000000 OU Notional Amount USD -1078935.98000000 -0.01496398503 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 46069.00000000 USD -5988.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 895.00000000 OU Notional Amount USD -57960.20000000 -0.00080386193 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Masco Corp. Masco Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 895.00000000 USD 2461.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 147000.00000000 OU Notional Amount USD -9519720.00000000 -0.13203095484 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Masco Corp. Masco Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 147000.00000000 USD 445573.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20621.00000000 OU Notional Amount USD -1335415.96000000 -0.01852115863 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 20621.00000000 USD 87020.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9940.00000000 OU Notional Amount USD -6094214.00000000 -0.08452190751 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 9940.00000000 USD 93436.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11198.00000000 OU Notional Amount USD -205819.24000000 -0.00285454937 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11198.00000000 USD 8930.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161351.00000000 OU Notional Amount USD 6239443.17000000 0.086536120748 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 161351.00000000 USD 417899.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265719.00000000 OU Notional Amount USD -20765939.85000000 -0.28800709123 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 265719.00000000 USD 1021101.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2353.00000000 OU Notional Amount USD 810937.92000000 0.011247064818 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nova Ltd. Nova Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 2353.00000000 USD 1500.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35623.00000000 OU Notional Amount USD -876325.80000000 -0.01215394277 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 35623.00000000 USD 53078.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63468.00000000 OU Notional Amount USD -1561312.80000000 -0.02165416837 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HealthStream, Inc. HealthStream, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63468.00000000 USD 94567.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4302.00000000 OU Notional Amount USD -105829.20000000 -0.00146776694 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 4302.00000000 USD 6409.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3320.00000000 OU Notional Amount USD -290632.80000000 -0.00403084608 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Merit Medical Systems, Inc. Merit Medical Systems, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3320.00000000 USD -9776.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51805.00000000 OU Notional Amount USD 2594394.40000000 0.035982189588 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ON Semiconductor Corp. ON Semiconductor Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 51805.00000000 USD -14505.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21542.00000000 OU Notional Amount USD 2667330.44000000 0.036993754529 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 21542.00000000 USD 144977.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 62166.00000000 OU Notional Amount USD 32190176.46000000 0.446452178689 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 62166.00000000 USD -169713.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28466.00000000 OU Notional Amount USD 14739979.46000000 0.204431807074 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 28466.00000000 USD -77712.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1821.00000000 OU Notional Amount USD -407485.17000000 -0.00565149564 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1821.00000000 USD 432.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5542.00000000 OU Notional Amount USD 710650.66000000 0.009856160180 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 5542.00000000 USD -27690.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21410.00000000 OU Notional Amount USD -1230432.70000000 -0.01706512421 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 21410.00000000 USD 20981.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13591.00000000 OU Notional Amount USD -781074.77000000 -0.01083288664 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 13591.00000000 USD 13319.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15378.00000000 OU Notional Amount USD -883773.66000000 -0.01225723867 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 15378.00000000 USD 15070.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17925.00000000 OU Notional Amount USD -1030149.75000000 -0.01428735877 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 17925.00000000 USD 46246.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38638.00000000 OU Notional Amount USD -4799998.74000000 -0.06657216986 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 422313.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 168401.00000000 OU Notional Amount USD 10511590.42000000 0.145787409719 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 168401.00000000 USD -256255.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 359840.00000000 OU Notional Amount USD 5620700.80000000 0.077954655546 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 359840.00000000 USD -371002.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 626.00000000 OU Notional Amount USD -17797.18000000 -0.00024683275 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Financial Institutions, Inc. Financial Institutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 626.00000000 USD -907.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17625.00000000 OU Notional Amount USD -501078.75000000 -0.00694956425 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 17625.00000000 USD -31725.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3928.00000000 OU Notional Amount USD -111673.04000000 -0.00154881636 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 3928.00000000 USD -5459.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28203.00000000 OU Notional Amount USD -801811.29000000 -0.01112048570 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 28203.00000000 USD -50765.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 160934.00000000 OU Notional Amount USD -1482202.14000000 -0.02055696636 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 160934.00000000 USD -10460.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 72877.00000000 OU Notional Amount USD -671197.17000000 -0.00930897161 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitek Systems, Inc. Mitek Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 72877.00000000 USD -4737.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 296152.00000000 OU Notional Amount USD -2893405.04000000 -0.04012922965 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 296152.00000000 USD -177691.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45132.00000000 OU Notional Amount USD -6914673.72000000 -0.09590103213 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 45132.00000000 USD -221598.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65343.00000000 OU Notional Amount USD -10011201.03000000 -0.13884740634 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 65343.00000000 USD 86906.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81916.00000000 OU Notional Amount USD -9308934.24000000 -0.12910752377 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 81916.00000000 USD 1029325.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1724.00000000 OU Notional Amount USD -155280.68000000 -0.00215361969 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monarch Casino & Resort, Inc. Monarch Casino & Resort, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1724.00000000 USD 5413.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 205379.00000000 OU Notional Amount USD -18806555.03000000 -0.26083198012 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 205379.00000000 USD 500210.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106784.00000000 OU Notional Amount USD 1564385.60000000 0.021696785673 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 106784.00000000 USD -255213.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30252.00000000 OU Notional Amount USD 6197122.20000000 0.085949162510 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 30252.00000000 USD -233212.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62988.00000000 OU Notional Amount USD 4255469.28000000 0.059019978774 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meritage Homes Corp. Meritage Homes Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 62988.00000000 USD -210168.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26458.00000000 OU Notional Amount USD 4764292.06000000 0.066076946572 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 26458.00000000 USD 174622.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 192792.00000000 OU Notional Amount USD -4692557.28000000 -0.06508204215 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Beacon Financial Corp. Beacon Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 192792.00000000 USD 111819.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 198740.00000000 OU Notional Amount USD -4837331.60000000 -0.06708994697 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Beacon Financial Corp. Beacon Financial Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 198740.00000000 USD 89224.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 405122.00000000 OU Notional Amount USD 11464952.60000000 0.159009785895 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 405122.00000000 USD 202561.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178514.00000000 OU Notional Amount USD 3093647.62000000 0.042906435190 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 178514.00000000 USD 53554.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19.00000000 OU Notional Amount USD 2347.26000000 0.000032554631 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 19.00000000 USD -0.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 292645.00000000 OU Notional Amount USD -23753994.65000000 -0.32944903788 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 292645.00000000 USD 170523.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2376273.00000000 OU Notional Amount USD -31200464.49000000 -0.43272565979 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 2376273.00000000 USD -1650706.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16919.00000000 OU Notional Amount USD -481345.55000000 -0.00667588044 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mid Penn Bancorp, Inc. Mid Penn Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 16919.00000000 USD -10997.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9840.00000000 OU Notional Amount USD -279948.00000000 -0.00388265639 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mid Penn Bancorp, Inc. Mid Penn Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 9840.00000000 USD -6396.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13960.00000000 OU Notional Amount USD -397162.00000000 -0.00550832147 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mid Penn Bancorp, Inc. Mid Penn Bancorp, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13960.00000000 USD -8236.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1943.00000000 OU Notional Amount USD -55278.35000000 -0.00076666680 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mid Penn Bancorp, Inc. Mid Penn Bancorp, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1943.00000000 USD -1146.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33152.00000000 OU Notional Amount USD 4747697.92000000 0.065846799031 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 33152.00000000 USD 57684.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48536.00000000 OU Notional Amount USD -1964251.92000000 -0.02724261391 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 48536.00000000 USD 46594.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21713.00000000 OU Notional Amount USD -878725.11000000 -0.01218721930 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 21713.00000000 USD 20844.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88852.00000000 OU Notional Amount USD -3595840.44000000 -0.04987145070 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 88852.00000000 USD 20435.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3118.00000000 OU Notional Amount USD -333532.46000000 -0.00462583029 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 3118.00000000 USD 12160.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2639.00000000 OU Notional Amount USD -282293.83000000 -0.00391519119 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 2639.00000000 USD 21375.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108986.00000000 OU Notional Amount USD -672443.62000000 -0.00932625888 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 108986.00000000 USD -23976.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 142596.00000000 OU Notional Amount USD -879817.32000000 -0.01220236738 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Neogen Corp. Neogen Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 142596.00000000 USD -31371.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 552726.00000000 OU Notional Amount USD -3410319.42000000 -0.04729842152 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 552726.00000000 USD -193454.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 240366.00000000 OU Notional Amount USD -10648213.80000000 -0.14768226747 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 New Jersey Resources Corp. New Jersey Resources Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 240366.00000000 USD 424880.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4205.00000000 OU Notional Amount USD -239642.95000000 -0.00332365736 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 New York Times Co. New York Times Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4205.00000000 USD 1797.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 111650.00000000 OU Notional Amount USD -1273926.50000000 -0.01766834866 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 111650.00000000 USD 42427.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 41229.00000000 OU Notional Amount USD -2770588.80000000 -0.03842586596 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TTM Technologies, Inc. TTM Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 41229.00000000 USD -427907.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 75127.00000000 OU Notional Amount USD 255431.80000000 0.003542636175 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 75127.00000000 USD -105177.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 788805.00000000 OU Notional Amount USD 2681937.00000000 0.037196335914 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 788805.00000000 USD -1285752.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25877.00000000 OU Notional Amount USD 2095260.69000000 0.029059601494 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Newmont Corp. Newmont Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 25877.00000000 USD -326308.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118.00000000 OU Notional Amount USD 850876.76000000 0.011800984805 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NVR, Inc. NVR, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 118.00000000 USD -51259.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171.00000000 OU Notional Amount USD 1233050.22000000 0.017101427133 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 -74282.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 205.00000000 OU Notional Amount USD 1478218.10000000 0.020501710891 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 -89052.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1372.00000000 OU Notional Amount USD 9893245.04000000 0.137211450453 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 1372.00000000 USD -655251.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1019.00000000 OU Notional Amount USD 7347825.58000000 0.101908504381 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 -556384.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51411.00000000 OU Notional Amount USD 1761854.97000000 0.024435528984 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 51411.00000000 USD -90483.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50102.00000000 OU Notional Amount USD 3236088.18000000 0.044881972616 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 50102.00000000 USD -15656.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 295217.00000000 OU Notional Amount USD -12431587.87000000 -0.17241624928 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 295217.00000000 USD 395857.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104437.00000000 OU Notional Amount USD -13437908.79000000 -0.18637312112 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 104437.00000000 USD -333154.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3824.00000000 OU Notional Amount USD 2231112.80000000 0.030943762352 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3824.00000000 USD -22144.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70314.00000000 OU Notional Amount USD 6115208.58000000 0.084813085665 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 70314.00000000 USD 35860.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 96860.00000000 OU Notional Amount USD -21308231.40000000 -0.29552824428 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 96860.00000000 USD -473645.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75417.00000000 OU Notional Amount USD -3107180.40000000 -0.04309412409 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 75417.00000000 USD 39971.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 499510.00000000 OU Notional Amount USD -20579812.00000000 -0.28542564579 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 499510.00000000 USD 1873711.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 340836.00000000 OU Notional Amount USD 7938070.44000000 0.110094731755 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 340836.00000000 USD 214726.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 205097.00000000 OU Notional Amount USD 4776709.13000000 0.066249161470 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 205097.00000000 USD -289186.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 190405.00000000 OU Notional Amount USD 4434532.45000000 0.061503442711 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 190405.00000000 USD -175172.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 126212.00000000 OU Notional Amount USD 17722689.04000000 0.245799619768 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 126212.00000000 USD 578039.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 441874.00000000 OU Notional Amount USD 17683797.48000000 0.245260224722 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CNO Financial Group, Inc. CNO Financial Group, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 441874.00000000 USD 216584.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 135611.00000000 OU Notional Amount USD -5985869.54000000 -0.08301925591 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 OGE Energy Corp. OGE Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 135611.00000000 USD 391563.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 725926.00000000 OU Notional Amount USD -14830668.18000000 -0.20568958758 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 275851.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1160940.00000000 OU Notional Amount USD -23718004.20000000 -0.32894987893 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 1160940.00000000 USD 1694972.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 391546.00000000 OU Notional Amount USD 8105002.20000000 0.112409942672 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 391546.00000000 USD -1922490.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 55787.00000000 OU Notional Amount USD -14650224.07000000 -0.20318697110 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Oracle Corp. Oracle Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 55787.00000000 USD 2287824.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29618.00000000 OU Notional Amount USD 3651603.22000000 0.050644836175 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 29618.00000000 USD -306250.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2146.00000000 OU Notional Amount USD 165714.12000000 0.002298323216 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Otter Tail Corp. Otter Tail Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2146.00000000 USD -2167.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26563.00000000 OU Notional Amount USD -105455.11000000 -0.00146257861 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Owens & Minor, Inc. Owens & Minor, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26563.00000000 USD 11422.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3645.00000000 OU Notional Amount USD 134318.25000000 0.001862887437 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 3645.00000000 USD -6160.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 133778.00000000 OU Notional Amount USD -13163755.20000000 -0.18257082859 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 133778.00000000 USD 110282.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 728978.00000000 OU Notional Amount USD -25762082.52000000 -0.35729962160 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 728978.00000000 USD 1401202.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 175920.00000000 OU Notional Amount USD -8113430.40000000 -0.11252683511 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Exelon Corp. Exelon Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 175920.00000000 USD 209539.43000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 379700.00000000 OU Notional Amount USD -12769311.00000000 -0.17710020084 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 379700.00000000 USD 942433.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25465.00000000 OU Notional Amount USD 19680115.95000000 0.272947576216 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25465.00000000 USD 890511.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1247889.00000000 OU Notional Amount USD 7824264.03000000 0.108516327245 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 1247889.00000000 USD 606700.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15334.00000000 OU Notional Amount USD -1600409.58000000 -0.02219640966 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 15334.00000000 USD -74369.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 275667.00000000 OU Notional Amount USD -28771364.79000000 -0.39903597640 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 275667.00000000 USD -1634705.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156520.00000000 OU Notional Amount USD -18317535.60000000 -0.25404966906 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 156520.00000000 USD 1417741.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1285.00000000 OU Notional Amount USD 109494.85000000 0.001518606597 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 1285.00000000 USD -3.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 198870.00000000 OU Notional Amount USD -2450078.40000000 -0.03398064129 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 198870.00000000 USD 258531.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4344.00000000 OU Notional Amount USD 406859.04000000 0.005642811714 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Axis Capital Holdings Ltd. Axis Capital Holdings Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 4344.00000000 USD 757.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 41798.00000000 OU Notional Amount USD 709312.06000000 0.009837594862 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pediatrix Medical Group, Inc. Pediatrix Medical Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 41798.00000000 USD 21734.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1036824.00000000 OU Notional Amount USD 17594903.28000000 0.244027332778 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 1036824.00000000 USD -165891.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36953.00000000 OU Notional Amount USD 5095079.64000000 0.070664707560 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 36953.00000000 USD 84991.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54464.00000000 OU Notional Amount USD 3668695.04000000 0.050881886142 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 54464.00000000 USD 221123.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 114832.00000000 OU Notional Amount USD 7735083.52000000 0.107279464408 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 114832.00000000 USD 466217.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 248588.00000000 OU Notional Amount USD 16744887.68000000 0.232238291577 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 248588.00000000 USD 939662.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 619779.00000000 OU Notional Amount USD 10201562.34000000 0.141487566506 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 619779.00000000 USD -427647.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1085860.00000000 OU Notional Amount USD 26766449.00000000 0.371229386911 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 1085860.00000000 USD -76010.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 200099.00000000 OU Notional Amount USD -4782366.10000000 -0.06632761915 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 200099.00000000 USD -70034.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 57682.00000000 OU Notional Amount USD 2002719.04000000 0.027776122315 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NETGEAR, Inc. NETGEAR, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 57682.00000000 USD -6921.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30302.00000000 OU Notional Amount USD -3801688.92000000 -0.05272640562 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 30302.00000000 USD -457246.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1366510.00000000 OU Notional Amount USD 21809499.60000000 0.302480436062 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 1366510.00000000 USD -847236.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4368.00000000 OU Notional Amount USD 128244.48000000 0.001778649072 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 4368.00000000 USD -1048.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16936.00000000 OU Notional Amount USD 497240.96000000 0.006896337154 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 16936.00000000 USD -4064.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18416.00000000 OU Notional Amount USD 540693.76000000 0.007498992975 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18416.00000000 USD -4419.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12341.00000000 OU Notional Amount USD 362331.76000000 0.005025253709 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 12341.00000000 USD -5738.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165459.00000000 OU Notional Amount USD 18392422.44000000 0.255088290054 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 165459.00000000 USD -424642.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 137416.00000000 OU Notional Amount USD 19224498.40000000 0.266628522697 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 137416.00000000 USD -1410591.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 174898.00000000 OU Notional Amount USD 9860749.24000000 0.136760759518 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 174898.00000000 USD -1088029.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 72413.00000000 OU Notional Amount USD 13218993.15000000 0.183336935081 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 72413.00000000 USD 82958.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21416.00000000 OU Notional Amount USD -1707711.84000000 -0.02368460677 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 21416.00000000 USD 202595.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 240780.00000000 OU Notional Amount USD -19199797.20000000 -0.26628593667 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 240780.00000000 USD 3638047.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 391287.00000000 OU Notional Amount USD 25864070.70000000 0.358714116654 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 391287.00000000 USD -33793.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 362876.00000000 OU Notional Amount USD 21772560.00000000 0.301968113151 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 362876.00000000 USD -631404.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 102669.00000000 OU Notional Amount USD -5216611.89000000 -0.07235026333 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Papa John's International, Inc. Papa John's International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 102669.00000000 USD -387534.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6540.00000000 OU Notional Amount USD 318955.80000000 0.004423663597 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fluor Corp. Fluor Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 6540.00000000 USD -1193.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 437.00000000 OU Notional Amount USD -167541.43000000 -0.00232366655 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 437.00000000 USD -23436.31000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 156287.00000000 OU Notional Amount USD 4286952.41000000 0.059456624779 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 156287.00000000 USD 218801.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 234729.00000000 OU Notional Amount USD 22944759.75000000 0.318225592600 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 234729.00000000 USD -431416.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28417.00000000 OU Notional Amount USD 2418855.04000000 0.033547598096 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IPG Photonics Corp. IPG Photonics Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 28417.00000000 USD -5279.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29261.00000000 OU Notional Amount USD 26669938.45000000 0.369890862242 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Costco Wholesale Corp. Costco Wholesale Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29261.00000000 USD -188551.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1705.00000000 OU Notional Amount USD 299994.75000000 0.004160688895 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1705.00000000 USD 1990.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74000.00000000 OU Notional Amount USD -11127380.00000000 -0.15432792206 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 -218300.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5178.00000000 OU Notional Amount USD 1066668.00000000 0.014793837900 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Progressive Corp. Progressive Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 5178.00000000 USD -7834.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 158625.00000000 OU Notional Amount USD 6763770.00000000 0.093808117405 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 158625.00000000 USD -502048.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 434517.00000000 OU Notional Amount USD 18527804.88000000 0.256965936961 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 434517.00000000 USD -1228398.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 177660.00000000 OU Notional Amount USD 7575422.40000000 0.105065091493 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 177660.00000000 USD -590399.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27549.00000000 OU Notional Amount USD 1410371.06000000 0.019560726337 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 27549.00000000 USD -119700.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24710.00000000 OU Notional Amount USD -1921449.60000000 -0.02664897973 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 24710.00000000 USD 213319.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9615.00000000 OU Notional Amount USD -1739353.50000000 -0.02412345146 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 9615.00000000 USD -24.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18650.00000000 OU Notional Amount USD -2590298.50000000 -0.03592538270 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 18650.00000000 USD -106305.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84764.00000000 OU Notional Amount USD -11369395.32000000 -0.15768448232 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dorman Products, Inc. Dorman Products, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 84764.00000000 USD 687203.24000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 4575.00000000 OU Notional Amount USD -613644.75000000 -0.00851076526 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Dorman Products, Inc. Dorman Products, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 4575.00000000 USD 42273.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65800.00000000 OU Notional Amount USD -10440486.00000000 -0.14480124789 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 65800.00000000 USD 330316.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 217.00000000 OU Notional Amount USD -34431.39000000 -0.00047753603 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 217.00000000 USD 1406.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62120.00000000 OU Notional Amount USD 4018542.80000000 0.055733996688 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 62120.00000000 USD 110573.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41082.00000000 OU Notional Amount USD 4815632.04000000 0.066788991315 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 41082.00000000 USD -472443.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 626402.00000000 OU Notional Amount USD -36318787.96000000 -0.50371274081 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 626402.00000000 USD 640834.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34823.00000000 OU Notional Amount USD 2401045.85000000 0.033300598777 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 34823.00000000 USD -121184.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 511221.00000000 OU Notional Amount USD -17223035.49000000 -0.23886982190 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 511221.00000000 USD 1193318.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14881.00000000 OU Notional Amount USD -3781113.29000000 -0.05244103797 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 14881.00000000 USD 110017.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18084.00000000 OU Notional Amount USD 5107464.12000000 0.070836470461 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 18084.00000000 USD 146299.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18005.00000000 OU Notional Amount USD 2536724.45000000 0.035182353189 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 18005.00000000 USD -74644.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14877.00000000 OU Notional Amount USD 9696828.60000000 0.134487310444 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 14877.00000000 USD 1301739.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 733433.00000000 OU Notional Amount USD -40338815.00000000 -0.55946732273 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 733433.00000000 USD 1320179.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171255.00000000 OU Notional Amount USD -909364.05000000 -0.01261215706 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 171255.00000000 USD 63364.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25872.00000000 OU Notional Amount USD -137380.32000000 -0.00190535591 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Redwood Trust, Inc. Redwood Trust, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 25872.00000000 USD 9572.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52351.00000000 OU Notional Amount USD -7803440.06000000 -0.10822751532 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Repligen Corp. Repligen Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 52351.00000000 USD 249323.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13995.00000000 OU Notional Amount USD 2797180.65000000 0.038794673801 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 13995.00000000 USD -231897.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57477.00000000 OU Notional Amount USD 14189921.76000000 0.196802943688 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 57477.00000000 USD -1302438.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45724.00000000 OU Notional Amount USD 11288341.12000000 0.156560324951 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 45724.00000000 USD -1621830.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 623891.00000000 OU Notional Amount USD 29123231.88000000 0.403916093453 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 -405529.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 472236.00000000 OU Notional Amount USD 22043976.48000000 0.305732444142 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 472236.00000000 USD -146393.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8149.00000000 OU Notional Amount USD 703340.19000000 0.009754769768 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 8149.00000000 USD 1366.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43243.00000000 OU Notional Amount USD -2491229.23000000 -0.03455137062 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 43243.00000000 USD -68756.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 128962.00000000 OU Notional Amount USD -7429500.82000000 -0.10304127508 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 128962.00000000 USD -206768.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4560.00000000 OU Notional Amount USD -71181.60000000 -0.00098723225 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shore Bancshares, Inc. Shore Bancshares, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4560.00000000 USD 1413.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1195.00000000 OU Notional Amount USD -18653.95000000 -0.00025871546 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 1195.00000000 USD 370.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28829.00000000 OU Notional Amount USD -12862058.35000000 -0.17838653292 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 28829.00000000 USD 1458884.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77621.00000000 OU Notional Amount USD 28592471.56000000 0.396554869400 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 77621.00000000 USD 1394043.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22045.00000000 OU Notional Amount USD -6323167.35000000 -0.08769730862 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 22045.00000000 USD 686701.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 97621.00000000 OU Notional Amount USD -28000631.43000000 -0.38834651689 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 97621.00000000 USD 2096899.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25589.00000000 OU Notional Amount USD 4472701.31000000 0.062032814481 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25589.00000000 USD -257548.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10462.00000000 OU Notional Amount USD 294714.54000000 0.004087456576 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 COPT Defense Properties COPT Defense Properties Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10462.00000000 USD -603.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61824.00000000 OU Notional Amount USD 3132003.84000000 0.043438405495 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 61824.00000000 USD 63060.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 9204.00000000 OU Notional Amount USD 466274.64000000 0.006466858892 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 9204.00000000 USD 30281.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 493497.00000000 OU Notional Amount USD 10309152.33000000 0.142979754208 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 493497.00000000 USD -602066.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 236831.00000000 OU Notional Amount USD 10161234.06000000 0.140928245295 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 236831.00000000 USD 196926.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47129.00000000 OU Notional Amount USD -2675984.62000000 -0.03711378113 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 47129.00000000 USD -298797.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14505.00000000 OU Notional Amount USD 3896333.10000000 0.054039045221 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 14505.00000000 USD -12039.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22258.00000000 OU Notional Amount USD 5978943.96000000 0.082923203621 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 22258.00000000 USD -249017.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 270200.00000000 OU Notional Amount USD 16892904.00000000 0.234291160365 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 270200.00000000 USD -1076716.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7628.00000000 OU Notional Amount USD -225865.08000000 -0.00313256925 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Saul Centers, Inc. Saul Centers, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 7628.00000000 USD 9840.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 517366.00000000 OU Notional Amount USD 18656217.96000000 0.258746924382 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Schlumberger NV Schlumberger NV Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 517366.00000000 USD 1604280.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 427187.00000000 OU Notional Amount USD 40377715.24000000 0.560006838167 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 427187.00000000 USD 311846.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4849.00000000 OU Notional Amount USD -259518.48000000 -0.00359931518 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Scotts Miracle-Gro Co. Scotts Miracle-Gro Co. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 4849.00000000 USD 3156.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 349137.00000000 OU Notional Amount USD 3728783.16000000 0.051715260638 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mativ Holdings, Inc. Mativ Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 349137.00000000 USD -153620.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2002.00000000 OU Notional Amount USD 6746699.96000000 0.093571369509 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 2002.00000000 USD 153333.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 276.00000000 OU Notional Amount USD -146224.80000000 -0.00202802182 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cavco Industries, Inc. Cavco Industries, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 276.00000000 USD 13214.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10274.00000000 OU Notional Amount USD 828187.14000000 0.011486297798 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 10274.00000000 USD -13381.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28786.00000000 OU Notional Amount USD -9724198.66000000 -0.13486691143 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 28786.00000000 USD -100017.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 216953.00000000 OU Notional Amount USD -14722430.58000000 -0.20418841804 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Semtech Corp. Semtech Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 216953.00000000 USD 418719.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 259598.00000000 OU Notional Amount USD -21679028.98000000 -0.30067091219 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 259598.00000000 USD -355887.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 151071.00000000 OU Notional Amount USD 12696006.84000000 0.176083530372 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 151071.00000000 USD 474362.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33763.00000000 OU Notional Amount USD -11646209.22000000 -0.16152367124 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 33763.00000000 USD -375782.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3497.00000000 OU Notional Amount USD 1070816.37000000 0.014851372497 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Argan, Inc. Argan, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3497.00000000 USD 38294.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 103235.00000000 OU Notional Amount USD 1892297.55000000 0.026244663957 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shoe Carnival, Inc. Shoe Carnival, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 103235.00000000 USD -118720.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 154200.00000000 OU Notional Amount USD 5454054.00000000 0.075643396798 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centene Corp. Centene Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 154200.00000000 USD -50388.17000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76430.00000000 OU Notional Amount USD -13489895.00000000 -0.18709412856 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 76430.00000000 USD -259097.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 780642.00000000 OU Notional Amount USD -30148394.04000000 -0.41813427832 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Silgan Holdings, Inc. Silgan Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 780642.00000000 USD 3685204.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27447.00000000 OU Notional Amount USD -1269423.75000000 -0.01760589910 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H2O America H2O America Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 27447.00000000 USD 111709.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12634.00000000 OU Notional Amount USD -584322.50000000 -0.00810408894 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 H2O America H2O America Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 12634.00000000 USD 51420.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1818.00000000 OU Notional Amount USD -124042.14000000 -0.00172036595 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Champion Homes, Inc. Champion Homes, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1818.00000000 USD -3767.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5913.00000000 OU Notional Amount USD -390198.87000000 -0.00541174839 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5913.00000000 USD 13067.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3415.00000000 OU Notional Amount USD -1246645.75000000 -0.01728998633 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3415.00000000 USD -2364.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7544.00000000 OU Notional Amount USD -2531389.20000000 -0.03510835750 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 7544.00000000 USD 26853.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94380.00000000 OU Notional Amount USD 9815520.00000000 0.136133465885 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Prudential Financial, Inc. Prudential Financial, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 94380.00000000 USD 134053.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 502683.00000000 OU Notional Amount USD -20393849.31000000 -0.28284649099 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 502683.00000000 USD 997271.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 478069.00000000 OU Notional Amount USD 26475461.22000000 0.367193617536 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Edison International Edison International Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 478069.00000000 USD -650173.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57535.00000000 OU Notional Amount USD -5410591.40000000 -0.07504060505 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 57535.00000000 USD 287705.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 412465.00000000 OU Notional Amount USD 10208508.75000000 0.141583907695 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 412465.00000000 USD -249838.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 260401.00000000 OU Notional Amount USD -6736573.87000000 -0.09343092868 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STAAR Surgical Co. STAAR Surgical Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 260401.00000000 USD -252588.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 570756.00000000 OU Notional Amount USD -14765457.72000000 -0.20478517030 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 570756.00000000 USD 354909.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 233146.00000000 OU Notional Amount USD 8656710.98000000 0.120061705225 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Standard Motor Products, Inc. Standard Motor Products, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 233146.00000000 USD -498932.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 157772.00000000 OU Notional Amount USD 5858074.36000000 0.081246838276 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 157772.00000000 USD -388119.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 160488.00000000 OU Notional Amount USD 11385018.72000000 0.157901166471 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 160488.00000000 USD 208634.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 206459.00000000 OU Notional Amount USD 14646201.46000000 0.203131180702 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 206459.00000000 USD 555637.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95665.00000000 OU Notional Amount USD -7736428.55000000 -0.10729811890 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 95665.00000000 USD 190373.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 385390.00000000 OU Notional Amount USD -31166489.30000000 -0.43225445090 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 385390.00000000 USD 1784355.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 66527.00000000 OU Notional Amount USD -2883945.45000000 -0.03999803265 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 66527.00000000 USD 361241.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40859.00000000 OU Notional Amount USD 4838931.37000000 0.067112134515 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 40859.00000000 USD 71094.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67919.00000000 OU Notional Amount USD -10649699.20000000 -0.14770286879 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 67919.00000000 USD -231624.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28514.00000000 OU Notional Amount USD 7942859.84000000 0.110161156929 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 28514.00000000 USD -921572.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27000.00000000 OU Notional Amount USD -30209220.00000000 -0.41897788607 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 2279610.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111260.00000000 OU Notional Amount USD -50492013.20000000 -0.70028411703 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 111260.00000000 USD 4009445.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5084.00000000 OU Notional Amount USD 377639.52000000 0.005237560181 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sysco Corp. Sysco Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 5084.00000000 USD -63.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10388.00000000 OU Notional Amount USD 5550100.64000000 0.076975487405 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 10388.00000000 USD 1024983.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 261177.00000000 OU Notional Amount USD 8503923.12000000 0.117942658967 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 261177.00000000 USD -203718.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 56618.00000000 OU Notional Amount USD 1843482.08000000 0.025567632162 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 56618.00000000 USD -14720.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1646.00000000 OU Notional Amount USD -204877.62000000 -0.00284148985 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1646.00000000 USD 10626.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 430599.00000000 OU Notional Amount USD -8818667.52000000 -0.12230791379 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 430599.00000000 USD -301419.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 124058.00000000 OU Notional Amount USD 3967374.84000000 0.055024337726 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 124058.00000000 USD -220250.52000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 7890.00000000 OU Notional Amount USD 252322.20000000 0.003499508493 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 7890.00000000 USD -22565.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 184469.00000000 OU Notional Amount USD -33529085.44000000 -0.46502178274 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 184469.00000000 USD -7513422.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 137019.00000000 OU Notional Amount USD 6305614.38000000 0.087453862871 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 137019.00000000 USD -937209.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79473.00000000 OU Notional Amount USD 12831710.58000000 0.177965633455 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 79473.00000000 USD -984051.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 103014.00000000 OU Notional Amount USD 8324561.34000000 0.115455053547 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Textron, Inc. Textron, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 103014.00000000 USD -175123.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2448.00000000 OU Notional Amount USD -1388970.72000000 -0.01926392062 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2448.00000000 USD -363.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21087.00000000 OU Notional Amount USD 1338181.02000000 0.018559507823 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 21087.00000000 USD -37534.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 50050.00000000 OU Notional Amount USD -3929425.50000000 -0.05449801052 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Timken Co. Timken Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 50050.00000000 USD -70060.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 215412.00000000 OU Notional Amount USD 8110261.80000000 0.112482889146 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Natural Foods, Inc. United Natural Foods, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 215412.00000000 USD -1186603.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 178206.00000000 OU Notional Amount USD 6709455.90000000 0.093054823980 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 178206.00000000 USD -866081.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34545.00000000 OU Notional Amount USD -1219093.05000000 -0.01690785227 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tootsie Roll Industries, Inc. Tootsie Roll Industries, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34545.00000000 USD 274632.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60958.00000000 OU Notional Amount USD -2151207.82000000 -0.02983554374 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 60958.00000000 USD 478520.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29490.00000000 OU Notional Amount USD -1040702.10000000 -0.01443371149 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 29490.00000000 USD 212328.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145863.00000000 OU Notional Amount USD 10900341.99000000 0.151179085207 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 145863.00000000 USD 109397.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21236.00000000 OU Notional Amount USD 2527508.72000000 0.035054538334 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 21236.00000000 USD -146952.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21829.00000000 OU Notional Amount USD 1859175.93000000 0.025785293396 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 21829.00000000 USD 188498.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15788.00000000 OU Notional Amount USD -1146998.20000000 -0.01590795396 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Transcat, Inc. Transcat, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15788.00000000 USD -21629.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 5413.00000000 OU Notional Amount USD -393254.45000000 -0.00545412685 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 5413.00000000 USD -4168.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44383.00000000 OU Notional Amount USD 1963060.09000000 0.027226084180 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 44383.00000000 USD 27517.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 944484.00000000 OU Notional Amount USD -13732797.36000000 -0.19046299135 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 944484.00000000 USD -332515.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14258.00000000 OU Notional Amount USD -6790515.08000000 -0.09417905042 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 14258.00000000 USD 367713.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14851.00000000 OU Notional Amount USD -119847.57000000 -0.00166219060 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 U.S. Antimony Corp. U.S. Antimony Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 14851.00000000 USD 22138.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 163561.00000000 OU Notional Amount USD 5040950.02000000 0.069913972726 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Universal Insurance Holdings, Inc. Universal Insurance Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 163561.00000000 USD 233892.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 133075.00000000 OU Notional Amount USD 4101371.50000000 0.056882764966 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 133075.00000000 USD 294095.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58931.00000000 OU Notional Amount USD 12986624.47000000 0.180114166061 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 58931.00000000 USD -286993.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56897.00000000 OU Notional Amount USD 12538391.89000000 0.173897536209 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 56897.00000000 USD -277088.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1329.00000000 OU Notional Amount USD -453933.24000000 -0.00629569347 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1329.00000000 USD -3.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93494.00000000 OU Notional Amount USD -9992638.72000000 -0.13858996184 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 93494.00000000 USD 422592.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 103088.00000000 OU Notional Amount USD -5063682.56000000 -0.07022925500 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Array Digital Infrastructure, Inc. Array Digital Infrastructure, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 103088.00000000 USD 60821.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 101424.00000000 OU Notional Amount USD -4981946.88000000 -0.06909564604 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Array Digital Infrastructure, Inc. Array Digital Infrastructure, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 101424.00000000 USD 73581.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10369.00000000 OU Notional Amount USD -509325.28000000 -0.00706393707 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Array Digital Infrastructure, Inc. Array Digital Infrastructure, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10369.00000000 USD 5184.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87010.00000000 OU Notional Amount USD 6325627.00000000 0.087731422014 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Light & Wonder, Inc. Light & Wonder, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 87010.00000000 USD -250476.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 97303.00000000 OU Notional Amount USD -9174699.87000000 -0.12724579968 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 97303.00000000 USD 137197.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 517430.00000000 OU Notional Amount USD 26223352.40000000 0.363697068454 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 517430.00000000 USD -1441280.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29080.00000000 OU Notional Amount USD -5254174.40000000 -0.07287122551 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 29080.00000000 USD -676982.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24230.00000000 OU Notional Amount USD -4377876.40000000 -0.06071766829 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 24230.00000000 USD -564074.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38442.00000000 OU Notional Amount USD -6945700.56000000 -0.09633134976 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 38442.00000000 USD -626036.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60964.00000000 OU Notional Amount USD 4498533.56000000 0.062391087270 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 60964.00000000 USD 352981.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 240790.00000000 OU Notional Amount USD -4088614.20000000 -0.05670583134 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 240790.00000000 USD -221526.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41047.00000000 OU Notional Amount USD -3724194.31000000 -0.05165161693 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 41047.00000000 USD -1371790.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2750.00000000 OU Notional Amount USD -249507.50000000 -0.00346047084 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 2750.00000000 USD -13667.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10477.00000000 OU Notional Amount USD -4458696.89000000 -0.06183858430 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10477.00000000 USD -51097.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 153984.00000000 OU Notional Amount USD 9948906.24000000 0.137983427085 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 153984.00000000 USD -472294.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1097560.00000000 OU Notional Amount USD -11930477.20000000 -0.16546624232 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 1097560.00000000 USD -770427.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 272275.00000000 OU Notional Amount USD 27548784.50000000 0.382079758884 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 272275.00000000 USD -711119.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21317.00000000 OU Notional Amount USD -7452423.20000000 -0.10335919028 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waters Corp. Waters Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21317.00000000 USD 2516.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3260.00000000 OU Notional Amount USD -169813.40000000 -0.00235517697 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WSFS Financial Corp. WSFS Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 3260.00000000 USD 5574.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26199.00000000 OU Notional Amount USD -760556.97000000 -0.01054832105 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 WaFd, Inc. WaFd, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26199.00000000 USD 5812.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20762.00000000 OU Notional Amount USD -565556.88000000 -0.00784382470 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Washington Trust Bancorp, Inc. Washington Trust Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20762.00000000 USD -7266.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60053.00000000 OU Notional Amount USD -1635843.72000000 -0.02268785303 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 60053.00000000 USD 17806.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116431.00000000 OU Notional Amount USD -1915289.95000000 -0.02656355028 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Elme Communities Elme Communities Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 116431.00000000 USD 41514.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 324031.00000000 OU Notional Amount USD -5330309.95000000 -0.07392716511 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 324031.00000000 USD 80537.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42338.00000000 OU Notional Amount USD 6777043.66000000 0.093992212526 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 42338.00000000 USD -415335.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8700.00000000 OU Notional Amount USD -2371620.00000000 -0.03289248561 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8700.00000000 USD 44979.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38071.00000000 OU Notional Amount USD -10378154.60000000 -0.14393676088 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 38071.00000000 USD 275845.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37292.00000000 OU Notional Amount USD 7245089.76000000 0.100483640161 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 37292.00000000 USD -244563.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18332.00000000 OU Notional Amount USD 3561540.96000000 0.049395744166 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 18332.00000000 USD 34280.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 120494.00000000 OU Notional Amount USD -6872977.76000000 -0.09532274229 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 120494.00000000 USD 219299.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 170071.00000000 OU Notional Amount USD -6772227.22000000 -0.09392541232 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 170071.00000000 USD -695118.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97799.00000000 OU Notional Amount USD 25634095.89000000 0.355524548709 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 97799.00000000 USD 1424525.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70602.00000000 OU Notional Amount USD 1101391.20000000 0.015275421103 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 70602.00000000 USD -8472.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1713.00000000 OU Notional Amount USD -483185.91000000 -0.00670140477 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1713.00000000 USD -51.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13197.00000000 OU Notional Amount USD 3061835.97000000 0.042465232872 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 13197.00000000 USD 38007.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 183140.00000000 OU Notional Amount USD -18964147.00000000 -0.26301765557 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 183140.00000000 USD -5494.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53343.00000000 OU Notional Amount USD 8012652.03000000 0.111129119168 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 53343.00000000 USD 839874.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41584.00000000 OU Notional Amount USD 8501432.96000000 0.117908122426 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 41584.00000000 USD 457839.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30885.00000000 OU Notional Amount USD -710355.00000000 -0.00985205961 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 30885.00000000 USD 13812.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149575.00000000 OU Notional Amount USD -10714057.25000000 -0.14859546383 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 206413.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12678.00000000 OU Notional Amount USD -908125.14000000 -0.01259497436 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 12678.00000000 USD 69729.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 125584.00000000 OU Notional Amount USD 9760388.48000000 0.135368835494 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 125584.00000000 USD 471567.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25706.00000000 OU Notional Amount USD 1997870.32000000 0.027708874420 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25706.00000000 USD 82069.31000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 105254.00000000 OU Notional Amount USD 8180340.88000000 0.113454830321 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 105254.00000000 USD 170511.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 89422.00000000 OU Notional Amount USD -10640323.78000000 -0.14757283916 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 89422.00000000 USD 35768.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 106739.00000000 OU Notional Amount USD 9125117.11000000 0.126558126191 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 106739.00000000 USD -440832.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 152907.00000000 OU Notional Amount USD 40595279.43000000 0.563024280670 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 152907.00000000 USD -354744.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 237906.00000000 OU Notional Amount USD -11754935.46000000 -0.16303161782 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 237906.00000000 USD 424168.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10971.00000000 OU Notional Amount USD -2132104.14000000 -0.02957059088 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 10971.00000000 USD -35436.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11096.00000000 OU Notional Amount USD -2457209.20000000 -0.03407953983 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11096.00000000 USD 51610.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54837.00000000 OU Notional Amount USD -1752590.52000000 -0.02430703842 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 LKQ Corp. LKQ Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 54837.00000000 USD -35904.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124411.00000000 OU Notional Amount USD 4691538.81000000 0.065067916783 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 124411.00000000 USD -364524.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 373654.00000000 OU Notional Amount USD -24967560.28000000 -0.34628022923 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 373654.00000000 USD 650157.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52815.00000000 OU Notional Amount USD 14234170.65000000 0.197416640645 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 52815.00000000 USD -465357.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42111.00000000 OU Notional Amount USD 2745216.09000000 0.038073966630 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 42111.00000000 USD -24424.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 225598.00000000 OU Notional Amount USD 18914136.32000000 0.262324047169 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 225598.00000000 USD -543691.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24976.00000000 OU Notional Amount USD 3183690.72000000 0.044155261465 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 24976.00000000 USD -1294006.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20355.00000000 OU Notional Amount USD -1141711.95000000 -0.01583463787 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Worthington Enterprises, Inc. Worthington Enterprises, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 20355.00000000 USD 9770.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2393.00000000 OU Notional Amount USD -699952.50000000 -0.00970778519 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Saia, Inc. Saia, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2393.00000000 USD 13445.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 638060.00000000 OU Notional Amount USD 26741094.60000000 0.370877741523 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 638060.00000000 USD -1563247.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63106.00000000 OU Notional Amount USD 16991290.50000000 0.235655702971 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 63106.00000000 USD -2106478.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 229120.00000000 OU Notional Amount USD 11939443.20000000 0.165590593627 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 229120.00000000 USD 96230.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 313600.00000000 OU Notional Amount USD 1916195.41000000 0.026576108293 N/A DE SG N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hongkong Land Holdings Ltd. Hongkong Land Holdings Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 313600.00000000 USD -19981.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43000.00000000 OU Notional Amount USD 262743.63000000 0.003644045449 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hongkong Land Holdings Ltd. Hongkong Land Holdings Ltd. Y equity-performance leg 2027-10-29 0.00000000 USD 0.00000000 USD 43000.00000000 USD -427.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51500.00000000 OU Notional Amount USD 3023800.51000000 0.041937711254 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 51500.00000000 USD -112201.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 955.00000000 OU Notional Amount USD -435518.20000000 -0.00604029149 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 955.00000000 USD 8461.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 866100.00000000 OU Notional Amount USD -8738949.00000000 -0.12120228124 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 866100.00000000 USD 1463709.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13041.00000000 OU Notional Amount USD -10014183.90000000 -0.13888877637 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 13041.00000000 USD -226652.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 119124.00000000 OU Notional Amount USD 2882800.80000000 0.039982157273 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 119124.00000000 USD -10456.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2945.00000000 OU Notional Amount USD 1173464.70000000 0.016275023300 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 2945.00000000 USD -11333.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22602.00000000 OU Notional Amount USD -22715010.00000000 -0.31503914605 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 22602.00000000 USD 66223.86000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 121975.00000000 OU Notional Amount USD 8393099.75000000 0.116405626853 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 121975.00000000 USD -1623718.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94415.00000000 OU Notional Amount USD -12608179.10000000 -0.17486542938 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 94415.00000000 USD 1288627.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65727.00000000 OU Notional Amount USD 3900897.45000000 0.054102349130 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 65727.00000000 USD 91635.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9.00000000 OU Notional Amount USD -36.00000000 -0.00000049929 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 9.00000000 USD 3.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 143066.00000000 OU Notional Amount USD -1266134.10000000 -0.01756027427 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 143066.00000000 USD 71533.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 249909.00000000 OU Notional Amount USD -2211694.65000000 -0.03067444803 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 249909.00000000 USD 124954.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1289000.00000000 OU Notional Amount USD -11407650.00000000 -0.15821504434 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 1289000.00000000 USD 348030.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32870.00000000 OU Notional Amount USD 5601376.70000000 0.077686645628 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 32870.00000000 USD -86028.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 273892.00000000 OU Notional Amount USD -2191136.00000000 -0.03038931589 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 273892.00000000 USD 199941.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 123043.00000000 OU Notional Amount USD -984344.00000000 -0.01365206941 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 123043.00000000 USD 89821.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98489.00000000 OU Notional Amount USD -787912.00000000 -0.01092771359 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 98489.00000000 USD 73866.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 471688.00000000 OU Notional Amount USD -30834244.56000000 -0.42764648025 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bancorp, Inc. Bancorp, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 471688.00000000 USD 4419716.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54832.00000000 OU Notional Amount USD -3584367.84000000 -0.04971233486 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 54832.00000000 USD 616860.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 393654.00000000 OU Notional Amount USD 15132059.76000000 0.209869649404 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Celanese Corp. Celanese Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 393654.00000000 USD -688894.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2995109.00000000 OU Notional Amount USD 24799502.52000000 0.343949401589 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 2995109.00000000 USD -1960938.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94450.00000000 OU Notional Amount USD 3896062.50000000 0.054035292213 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cogent Communications Holdings, Inc. Cogent Communications Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 94450.00000000 USD -363632.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7385.00000000 OU Notional Amount USD 429954.70000000 0.005963130173 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7385.00000000 USD -86326.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 401452.00000000 OU Notional Amount USD 15696773.20000000 0.217701776262 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ExlService Holdings, Inc. ExlService Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 401452.00000000 USD -521137.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 140053.00000000 OU Notional Amount USD -1095214.46000000 -0.01518975462 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DiamondRock Hospitality Co. DiamondRock Hospitality Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 140053.00000000 USD -8403.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 363761.00000000 OU Notional Amount USD -2844611.02000000 -0.03945249535 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 363761.00000000 USD -43651.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73246.00000000 OU Notional Amount USD -1333077.20000000 -0.01848872189 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TreeHouse Foods, Inc. TreeHouse Foods, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 73246.00000000 USD 84314.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55701.00000000 OU Notional Amount USD -6470785.17000000 -0.08974465053 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 55701.00000000 USD 356486.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 116246.00000000 OU Notional Amount USD 4016299.30000000 0.055702881125 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 116246.00000000 USD -61610.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 148569.00000000 OU Notional Amount USD -11491812.15000000 -0.15938230651 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Alliance Bancorp Western Alliance Bancorp Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 148569.00000000 USD 203539.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18403.00000000 OU Notional Amount USD -1532785.87000000 -0.02125852251 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 39566.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 194019.00000000 OU Notional Amount USD -16159842.51000000 -0.22412417977 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 194019.00000000 USD 1435740.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91075.00000000 OU Notional Amount USD -342442.00000000 -0.00474939853 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 91075.00000000 USD 4553.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 398.00000000 OU Notional Amount USD 170554.94000000 0.002365461545 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RBC Bearings, Inc. RBC Bearings, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 398.00000000 USD 13790.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25234.00000000 OU Notional Amount USD 11425198.18000000 0.158458423667 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 -719169.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36684.00000000 OU Notional Amount USD 16609414.68000000 0.230359388674 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 -732946.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 293285.00000000 OU Notional Amount USD -1516283.45000000 -0.02102964706 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 293285.00000000 USD 26395.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 452335.00000000 OU Notional Amount USD -2338571.95000000 -0.03243413540 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 452335.00000000 USD 99513.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 580110.00000000 OU Notional Amount USD -2999168.70000000 -0.04159608761 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 580110.00000000 USD -63812.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 723747.00000000 OU Notional Amount USD 3336473.67000000 0.046274239625 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Under Armour, Inc. Under Armour, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 723747.00000000 USD -137511.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 124924.00000000 OU Notional Amount USD 1158045.48000000 0.016061170966 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 124924.00000000 USD 57465.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 143758.00000000 OU Notional Amount USD 1332636.66000000 0.018482611954 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 143758.00000000 USD 66128.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 147304.00000000 OU Notional Amount USD 1365508.08000000 0.018938512440 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 147304.00000000 USD 169399.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8740.00000000 OU Notional Amount USD -1306892.20000000 -0.01812555674 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8740.00000000 USD -2053.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27180.00000000 OU Notional Amount USD -2220334.20000000 -0.03079427173 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 27180.00000000 USD 31392.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46818.00000000 OU Notional Amount USD 1321203.96000000 0.018324049486 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 46818.00000000 USD -7490.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4993.00000000 OU Notional Amount USD 140902.46000000 0.001954205200 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Koppers Holdings, Inc. Koppers Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4993.00000000 USD -798.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 248808.00000000 OU Notional Amount USD 7884725.52000000 0.109354880087 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 248808.00000000 USD -2468175.36000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 48651.00000000 OU Notional Amount USD 1541750.19000000 0.021382850515 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 48651.00000000 USD -451967.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39356.00000000 OU Notional Amount USD -1574240.00000000 -0.02183345837 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 39356.00000000 USD 72513.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87017.00000000 OU Notional Amount USD 894534.76000000 0.012406486587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Green Plains, Inc. Green Plains, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 87017.00000000 USD 51340.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 534280.00000000 OU Notional Amount USD 1373175.02000000 0.019044846807 N/A DE AE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Emirates Integrated Telecommunications Co. PJSC Emirates Integrated Telecommunications Co. PJSC Y equity-performance leg 2026-08-19 0.00000000 USD 0.00000000 USD 534280.00000000 USD 23310.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1771.00000000 OU Notional Amount USD -246558.62000000 -0.00341957221 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Commvault Systems, Inc. Commvault Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1771.00000000 USD -4.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29270.00000000 OU Notional Amount USD 2649813.10000000 0.036750802937 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 29270.00000000 USD 308213.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16625.00000000 OU Notional Amount USD -426597.50000000 -0.00591656847 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mueller Water Products, Inc. Mueller Water Products, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 16625.00000000 USD -2327.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 403527.00000000 OU Notional Amount USD 10778206.17000000 0.149485158397 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 403527.00000000 USD -133163.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 208177.00000000 OU Notional Amount USD -12538500.71000000 -0.17389904545 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 208177.00000000 USD 597467.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118585.00000000 OU Notional Amount USD -7142374.55000000 -0.09905906178 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 162461.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24340.00000000 OU Notional Amount USD 7169590.40000000 0.099436524008 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 24340.00000000 USD -570529.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 962.00000000 OU Notional Amount USD -130899.34000000 -0.00181546987 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 962.00000000 USD -377.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22614.00000000 OU Notional Amount USD -4294850.88000000 -0.05956617028 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 22614.00000000 USD -479285.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93421.00000000 OU Notional Amount USD 7499837.88000000 0.104016794238 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 93421.00000000 USD -866946.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7122.00000000 OU Notional Amount USD 571754.16000000 0.007929776052 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 7122.00000000 USD -87743.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4900.00000000 OU Notional Amount USD -933107.00000000 -0.01294145291 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 4900.00000000 USD 53067.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56278.00000000 OU Notional Amount USD 2410949.52000000 0.033437954813 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 56278.00000000 USD -27042.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 176058.00000000 OU Notional Amount USD 22929793.92000000 0.318018028425 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 176058.00000000 USD 1834524.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9196.00000000 OU Notional Amount USD -2454780.24000000 -0.03404585208 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 9196.00000000 USD -207277.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23211.00000000 OU Notional Amount USD -6195944.34000000 -0.08593282652 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 23211.00000000 USD -825615.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45985.00000000 OU Notional Amount USD 4346042.35000000 0.060276155312 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 45985.00000000 USD -72656.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 38273.00000000 OU Notional Amount USD 3617181.23000000 0.050167430515 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 38273.00000000 USD -29087.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5568.00000000 OU Notional Amount USD -423112.32000000 -0.00586823179 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 4398.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34306.00000000 OU Notional Amount USD -2606912.94000000 -0.03615581179 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RadNet, Inc. RadNet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 34306.00000000 USD 80482.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 150208.00000000 OU Notional Amount USD 1704860.80000000 0.023645065116 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Great Lakes Dredge & Dock Corp. Great Lakes Dredge & Dock Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 150208.00000000 USD 0.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37393.00000000 OU Notional Amount USD 1039899.33000000 0.014422577710 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Garden & Pet Co. Central Garden & Pet Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 37393.00000000 USD -19230.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32824.00000000 OU Notional Amount USD 12141925.84000000 0.168398867011 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32824.00000000 USD -259182.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 70143.00000000 OU Notional Amount USD 9423712.05000000 0.130699400834 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AECOM AECOM Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 70143.00000000 USD 108020.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39240.00000000 OU Notional Amount USD 5271894.00000000 0.073116982289 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 60429.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21392.00000000 OU Notional Amount USD 2874015.20000000 0.039860307980 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 21392.00000000 USD 32943.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85232.00000000 OU Notional Amount USD 11450919.20000000 0.158815153784 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 85232.00000000 USD 356269.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45316.00000000 OU Notional Amount USD 6088204.60000000 0.084438561912 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 45316.00000000 USD 77490.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 111574.00000000 OU Notional Amount USD 3013613.74000000 0.041796428846 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 111574.00000000 USD 78101.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 257689.00000000 OU Notional Amount USD 14786194.82000000 0.205072777408 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 257689.00000000 USD 66999.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 194002.00000000 OU Notional Amount USD 13649980.72000000 0.189314390341 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 194002.00000000 USD 116337.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9537.00000000 OU Notional Amount USD 2985176.37000000 0.041402025112 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 9537.00000000 USD -154594.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4453.00000000 OU Notional Amount USD 1393833.53000000 0.019331363932 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insulet Corp. Insulet Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4453.00000000 USD -72183.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17693.00000000 OU Notional Amount USD -3186509.30000000 -0.04419435293 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 17693.00000000 USD -38216.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19861.00000000 OU Notional Amount USD -3576966.10000000 -0.04960967860 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19861.00000000 USD -42899.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163513.00000000 OU Notional Amount USD -17647958.09000000 -0.24476316085 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 163513.00000000 USD -313944.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16018.00000000 OU Notional Amount USD 2731709.72000000 0.037886644006 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 16018.00000000 USD 55101.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7685.00000000 OU Notional Amount USD 17884993.10000000 0.248050648161 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 7685.00000000 USD 1783304.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3398.00000000 OU Notional Amount USD 7908029.48000000 0.109678087502 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3398.00000000 USD 670812.14000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 6214.00000000 OU Notional Amount USD 14461593.64000000 0.200570816874 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 6214.00000000 USD 915757.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 481631.00000000 OU Notional Amount USD 10042006.35000000 0.139274651660 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 481631.00000000 USD -156126.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14104.00000000 OU Notional Amount USD -7332387.52000000 -0.10169439075 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 14104.00000000 USD 647796.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21943.00000000 OU Notional Amount USD -520049.10000000 -0.00721266793 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21943.00000000 USD -6985.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20897.00000000 OU Notional Amount USD -12298929.35000000 -0.17057638098 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 20897.00000000 USD -791858.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 322688.00000000 OU Notional Amount USD 2439521.28000000 0.033834222430 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kennedy-Wilson Holdings, Inc. Kennedy-Wilson Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 322688.00000000 USD -77445.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 129952.00000000 OU Notional Amount USD -9729506.24000000 -0.13494052335 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 129952.00000000 USD -2599.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30578.00000000 OU Notional Amount USD -2289374.86000000 -0.03175181084 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 30578.00000000 USD -611.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 328866.00000000 OU Notional Amount USD 6675979.80000000 0.092590537063 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 328866.00000000 USD 207185.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18434.00000000 OU Notional Amount USD 374210.20000000 0.005189998237 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dana, Inc. Dana, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 18434.00000000 USD 4091.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11758.00000000 OU Notional Amount USD 1697032.14000000 0.023536487821 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 11758.00000000 USD -28718.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 107053.00000000 OU Notional Amount USD 36477239.22000000 0.505910333936 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 107053.00000000 USD -493814.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 559813.00000000 OU Notional Amount USD -8951409.87000000 -0.12414894474 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 559813.00000000 USD 1567476.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2527.00000000 OU Notional Amount USD -40406.73000000 -0.00056040924 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Graphic Packaging Holding Co. Graphic Packaging Holding Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2527.00000000 USD 4624.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36325.00000000 OU Notional Amount USD -1147870.00000000 -0.01592004514 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hillenbrand, Inc. Hillenbrand, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 36325.00000000 USD -2893.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31772.00000000 OU Notional Amount USD -1003995.20000000 -0.01392461594 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hillenbrand, Inc. Hillenbrand, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 31772.00000000 USD -456.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 60989.00000000 OU Notional Amount USD -1927252.40000000 -0.02672945996 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hillenbrand, Inc. Hillenbrand, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 60989.00000000 USD -1100.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 312895.00000000 OU Notional Amount USD -9887482.00000000 -0.13713152166 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hillenbrand, Inc. Hillenbrand, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 312895.00000000 USD -35423.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 752663.00000000 OU Notional Amount USD 14413496.45000000 0.199903747052 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iridium Communications, Inc. Iridium Communications, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 752663.00000000 USD -339435.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87061.00000000 OU Notional Amount USD 1237136.81000000 0.017158104891 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 87061.00000000 USD -23506.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1814.00000000 OU Notional Amount USD 232972.02000000 0.003231136866 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1814.00000000 USD -23876.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 188076.00000000 OU Notional Amount USD -3217980.36000000 -0.04463083153 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 188076.00000000 USD 20688.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17412.00000000 OU Notional Amount USD 4822079.28000000 0.066878409413 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 17412.00000000 USD -50082.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 131389.00000000 OU Notional Amount USD -16568152.90000000 -0.22978712056 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 131389.00000000 USD 2258549.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11702.00000000 OU Notional Amount USD -1475622.20000000 -0.02046570782 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11702.00000000 USD 38265.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17363.00000000 OU Notional Amount USD 3779925.10000000 0.052424558724 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 17363.00000000 USD 357330.54000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 7791.00000000 OU Notional Amount USD 1696100.70000000 0.023523569488 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 MYR Group, Inc. MYR Group, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 7791.00000000 USD 83363.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11626.00000000 OU Notional Amount USD -1149230.10000000 -0.01593890864 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Signet Jewelers Ltd. Signet Jewelers Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 11626.00000000 USD 64989.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30179.00000000 OU Notional Amount USD -155120.06000000 -0.00215139201 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 30179.00000000 USD 9657.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 212824.00000000 OU Notional Amount USD 10811459.20000000 0.149946351510 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 212824.00000000 USD 231978.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70824.00000000 OU Notional Amount USD -4046175.12000000 -0.05611723501 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 167852.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 176094.00000000 OU Notional Amount USD -10060250.22000000 -0.13952767964 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 198986.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63412.00000000 OU Notional Amount USD -1821826.76000000 -0.02526729007 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63412.00000000 USD -92581.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18815.00000000 OU Notional Amount USD -540554.95000000 -0.00749706779 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 18815.00000000 USD -27469.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38727.00000000 OU Notional Amount USD -1112626.71000000 -0.01543124870 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38727.00000000 USD -63125.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23463.00000000 OU Notional Amount USD -674091.99000000 -0.00934912046 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 23463.00000000 USD -49976.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32979.00000000 OU Notional Amount USD 905273.55000000 0.012555425075 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mosaic Co. Mosaic Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 32979.00000000 USD -37693.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3670.00000000 OU Notional Amount USD -553619.50000000 -0.00767826272 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 3670.00000000 USD -10565.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64989.00000000 OU Notional Amount USD 1995162.30000000 0.027671316334 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alkermes PLC Alkermes PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 64989.00000000 USD -99433.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99949.00000000 OU Notional Amount USD 3068434.30000000 0.042556746469 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 -38980.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71011.00000000 OU Notional Amount USD 2180037.70000000 0.030235391284 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 -57518.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 453056.00000000 OU Notional Amount USD 6700698.24000000 0.092933362192 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 QuinStreet, Inc. QuinStreet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 453056.00000000 USD 117794.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45581.00000000 OU Notional Amount USD 674142.99000000 0.009349827796 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 45581.00000000 USD -15497.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 701511.00000000 OU Notional Amount USD -12753469.98000000 -0.17688049848 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 701511.00000000 USD 357770.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 464658.00000000 OU Notional Amount USD -8447482.44000000 -0.11715987156 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 464658.00000000 USD 283441.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3678.00000000 OU Notional Amount USD -249074.16000000 -0.00345446075 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stanley Black & Decker, Inc. Stanley Black & Decker, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3678.00000000 USD 201.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118050.00000000 OU Notional Amount USD -945580.50000000 -0.01311445045 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SunCoke Energy, Inc. SunCoke Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 118050.00000000 USD -4722.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 69536.00000000 OU Notional Amount USD 1053470.40000000 0.014610797671 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MaxLinear, Inc. MaxLinear, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 69536.00000000 USD -156456.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 464817.00000000 OU Notional Amount USD 7041977.55000000 0.097666635142 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 464817.00000000 USD -757651.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100937.00000000 OU Notional Amount USD -6906109.54000000 -0.09578225376 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 100937.00000000 USD -918526.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1154963.00000000 OU Notional Amount USD 14887473.07000000 0.206477426290 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Americold Realty Trust, Inc. Americold Realty Trust, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1154963.00000000 USD -856407.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10674.00000000 OU Notional Amount USD 495487.08000000 0.006872012231 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 10674.00000000 USD 3983.64000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 40933.00000000 OU Notional Amount USD 1900109.86000000 0.026353014491 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 40933.00000000 USD -92917.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159370.00000000 OU Notional Amount USD -6298302.40000000 -0.08735245151 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 159370.00000000 USD -191244.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 125715.00000000 OU Notional Amount USD -4968256.80000000 -0.06890577550 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 125715.00000000 USD -116914.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 95066.00000000 OU Notional Amount USD 2097155.96000000 0.029085887384 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 95066.00000000 USD -137845.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 192018.00000000 OU Notional Amount USD -2311896.72000000 -0.03206417115 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 192018.00000000 USD 1920.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 765446.00000000 OU Notional Amount USD -9215969.84000000 -0.12781818139 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 765446.00000000 USD 489885.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 858161.00000000 OU Notional Amount USD -10332258.44000000 -0.14330021760 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 858161.00000000 USD 437662.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26920.00000000 OU Notional Amount USD 2108643.60000000 0.029245211826 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PVH Corp. PVH Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26920.00000000 USD -90147.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72313.00000000 OU Notional Amount USD 1546051.94000000 0.021442512371 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 72313.00000000 USD -149687.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17939.00000000 OU Notional Amount USD 5776716.78000000 0.080118473264 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17939.00000000 USD 664819.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12170.00000000 OU Notional Amount USD 1990281.80000000 0.027603627675 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 12170.00000000 USD 169624.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44691.00000000 OU Notional Amount USD 2948712.18000000 0.040896295760 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marriott Vacations Worldwide Corp. Marriott Vacations Worldwide Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 44691.00000000 USD -20287.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 133665.00000000 OU Notional Amount USD 33429616.50000000 0.463642227551 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 133665.00000000 USD -359777.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2548.00000000 OU Notional Amount USD -1122572.36000000 -0.01556918696 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 2548.00000000 USD -18313.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82852.00000000 OU Notional Amount USD -811121.08000000 -0.01124960510 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 82852.00000000 USD 33140.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 137390.00000000 OU Notional Amount USD -1345048.10000000 -0.01865474876 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 137390.00000000 USD 54956.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82276.00000000 OU Notional Amount USD -805482.04000000 -0.01117139609 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 82276.00000000 USD 32910.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 159611.00000000 OU Notional Amount USD -1562591.69000000 -0.02167190556 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 159611.00000000 USD 63844.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 162755.00000000 OU Notional Amount USD -1593371.45000000 -0.02209879638 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 162755.00000000 USD 87887.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 975.00000000 OU Notional Amount USD 448188.00000000 0.006216011562 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 975.00000000 USD -8504.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82664.00000000 OU Notional Amount USD 18083576.64000000 0.250804844125 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 82664.00000000 USD -1515820.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15381.00000000 OU Notional Amount USD -1446429.24000000 -0.02006082465 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 15381.00000000 USD 34299.63000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57124.00000000 OU Notional Amount USD 4565350.08000000 0.063317779330 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 57124.00000000 USD 9341.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51091.00000000 OU Notional Amount USD 1544480.93000000 0.021420723710 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 51091.00000000 USD -24523.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 18028.00000000 OU Notional Amount USD 544986.44000000 0.007558529037 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 18028.00000000 USD -15323.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15249.00000000 OU Notional Amount USD -3962757.63000000 -0.05496030069 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 15249.00000000 USD 82802.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133813.00000000 OU Notional Amount USD 11663141.08000000 0.161758502691 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 133813.00000000 USD -1229741.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 103885.00000000 OU Notional Amount USD 9054616.60000000 0.125580340116 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 103885.00000000 USD -1638266.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28445.00000000 OU Notional Amount USD -3324936.05000000 -0.04611422200 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 28445.00000000 USD 131131.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 112334.00000000 OU Notional Amount USD 11755753.10000000 0.163042957846 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lear Corp. Lear Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 112334.00000000 USD 492952.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 78916.00000000 OU Notional Amount USD 6701546.72000000 0.092945129935 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 78916.00000000 USD 313341.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225273.00000000 OU Notional Amount USD 22225434.18000000 0.308249118308 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dollar General Corp. Dollar General Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 225273.00000000 USD -1505085.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3769.00000000 OU Notional Amount USD -325754.67000000 -0.00451795852 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3769.00000000 USD -8338.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11350.00000000 OU Notional Amount USD -1559603.50000000 -0.02163046174 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 106009.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31755.00000000 OU Notional Amount USD -4363454.55000000 -0.06051764869 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 31755.00000000 USD 296591.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 217366.00000000 OU Notional Amount USD -29868262.06000000 -0.41424907026 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 217366.00000000 USD 1667197.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13055.00000000 OU Notional Amount USD 5309599.05000000 0.073639921383 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 13055.00000000 USD -524158.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6278.00000000 OU Notional Amount USD 239191.80000000 0.003317400274 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pilgrim's Pride Corp. Pilgrim's Pride Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6278.00000000 USD 1993.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 431900.00000000 OU Notional Amount USD 7696458.00000000 0.106743759126 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 431900.00000000 USD -185717.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32701.00000000 OU Notional Amount USD 14929968.56000000 0.207066804982 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 32701.00000000 USD 266175.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 93087.00000000 OU Notional Amount USD -15640477.74000000 -0.21692100294 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 93087.00000000 USD 2071718.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121568.00000000 OU Notional Amount USD 7172512.00000000 0.099477044279 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 121568.00000000 USD -18235.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 100519.00000000 OU Notional Amount USD -9493014.36000000 -0.13166056882 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 100519.00000000 USD 656389.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86342.00000000 OU Notional Amount USD 2634294.42000000 0.036535571172 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 86342.00000000 USD -480924.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 293188.00000000 OU Notional Amount USD 11044391.96000000 0.153176943872 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CubeSmart CubeSmart Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 293188.00000000 USD -1008566.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 439920.00000000 OU Notional Amount USD 16571786.40000000 0.229837514319 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 439920.00000000 USD -989820.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2442.00000000 OU Notional Amount USD -253797.06000000 -0.00351996362 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Post Holdings, Inc. Post Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2442.00000000 USD 11378.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20112.00000000 OU Notional Amount USD 294439.68000000 0.004083644486 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 20112.00000000 USD -32179.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14932.00000000 OU Notional Amount USD 218604.48000000 0.003031870499 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 14932.00000000 USD -23891.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12768.00000000 OU Notional Amount USD 186923.52000000 0.002592480748 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Midland States Bancorp, Inc. Midland States Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12768.00000000 USD -20428.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7096.00000000 OU Notional Amount USD 103885.44000000 0.001440808536 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 7096.00000000 USD -11353.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74358.00000000 OU Notional Amount USD -4990908.96000000 -0.06921994297 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Customers Bancorp, Inc. Customers Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 74358.00000000 USD -186805.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61172.00000000 OU Notional Amount USD -2374697.04000000 -0.03293516171 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 61172.00000000 USD -33032.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8.00000000 USD 60.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8.00000000 USD 60.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8.00000000 USD 60.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9.00000000 OU Notional Amount USD -770.58000000 -0.00001068733 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 9.00000000 USD -72.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 8.00000000 USD -64.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8.00000000 USD 18.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8.00000000 OU Notional Amount USD -684.96000000 -0.00000949985 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 8.00000000 USD -64.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43349.00000000 OU Notional Amount USD 6236620.63000000 0.086496974360 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 43349.00000000 USD 547064.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12673.00000000 OU Notional Amount USD 1823264.51000000 0.025287230526 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 XPO, Inc. XPO, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 12673.00000000 USD 66815.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 718485.00000000 OU Notional Amount USD -11538869.10000000 -0.16003494903 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 718485.00000000 USD -385800.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85311.00000000 OU Notional Amount USD -2064526.20000000 -0.02863333853 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 85311.00000000 USD 31565.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 86767.00000000 OU Notional Amount USD -1927962.74000000 -0.02673931181 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 86767.00000000 USD -439041.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10675.00000000 OU Notional Amount USD -237198.50000000 -0.00328975478 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Axogen, Inc. Axogen, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 10675.00000000 USD -44514.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28077.00000000 OU Notional Amount USD -10593732.87000000 -0.14692666025 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 28077.00000000 USD -1187559.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6694.00000000 OU Notional Amount USD -911321.16000000 -0.01263930062 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Phillips 66 Phillips 66 Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 6694.00000000 USD -17525.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 459694.00000000 OU Notional Amount USD 15707743.98000000 0.217853932266 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 459694.00000000 USD 2018056.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 139877.00000000 OU Notional Amount USD 25035185.46000000 0.347218136763 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 139877.00000000 USD -1509996.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171614.00000000 OU Notional Amount USD 2279033.92000000 0.031608390222 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 171614.00000000 USD 278014.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37894.00000000 OU Notional Amount USD 8853554.16000000 0.122791763778 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 37894.00000000 USD -629419.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34440.00000000 OU Notional Amount USD 3974720.40000000 0.055126214808 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 34440.00000000 USD -213384.27000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 436272.00000000 OU Notional Amount USD 14388250.56000000 0.199553606611 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 436272.00000000 USD 584516.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35539.00000000 OU Notional Amount USD 3028988.97000000 0.042009671073 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 35539.00000000 USD 193332.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90081.00000000 OU Notional Amount USD -1480931.64000000 -0.02053934553 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 90081.00000000 USD -139625.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133921.00000000 OU Notional Amount USD -2201661.24000000 -0.03053529260 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 133921.00000000 USD -207577.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9809.00000000 OU Notional Amount USD -161259.96000000 -0.00223654755 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Navigator Holdings Ltd. Navigator Holdings Ltd. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 9809.00000000 USD -10495.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17476.00000000 OU Notional Amount USD -287305.44000000 -0.00398469824 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Navigator Holdings Ltd. Navigator Holdings Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 17476.00000000 USD -18699.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36391.00000000 OU Notional Amount USD -1307892.54000000 -0.01813943066 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hyster-Yale, Inc. Hyster-Yale, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 36391.00000000 USD 25837.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6801.00000000 OU Notional Amount USD -244427.94000000 -0.00339002137 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 6801.00000000 USD 748.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8231.00000000 OU Notional Amount USD 899072.13000000 0.012469416305 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 8231.00000000 USD 55340.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45579.00000000 OU Notional Amount USD 5618067.54000000 0.077918134321 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 45579.00000000 USD -188391.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 119635.00000000 OU Notional Amount USD -17130535.65000000 -0.23758692259 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 119635.00000000 USD 592976.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 527990.00000000 OU Notional Amount USD 4334797.90000000 0.060120203722 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 527990.00000000 USD -52799.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 445878.00000000 OU Notional Amount USD 3660658.38000000 0.050770424052 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 445878.00000000 USD -196186.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44755.00000000 OU Notional Amount USD 2953830.00000000 0.040967275858 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 44755.00000000 USD -43795.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41026.00000000 OU Notional Amount USD 1316524.34000000 0.018259146874 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Natural Grocers by Vitamin Cottage, Inc. Natural Grocers by Vitamin Cottage, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 41026.00000000 USD -345438.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 424959.00000000 OU Notional Amount USD 4236841.23000000 0.058761622516 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 424959.00000000 USD -157234.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7727.00000000 OU Notional Amount USD 457979.29000000 0.006351808977 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 7727.00000000 USD -25808.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 221816.00000000 OU Notional Amount USD 13147034.32000000 0.182338923266 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 221816.00000000 USD -288360.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 167666.00000000 OU Notional Amount USD 9937563.82000000 0.137826116729 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 167666.00000000 USD -618687.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 315389.00000000 OU Notional Amount USD -2154106.87000000 -0.02987575126 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bloomin' Brands, Inc. Bloomin' Brands, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 315389.00000000 USD 242849.53000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 267790.00000000 OU Notional Amount USD -1829005.70000000 -0.02536685627 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 267790.00000000 USD 190130.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 127776.00000000 OU Notional Amount USD -6184358.40000000 -0.08577213874 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 127776.00000000 USD 723924.85000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23023.00000000 OU Notional Amount USD 3620827.21000000 0.050217997362 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 23023.00000000 USD 80810.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23830.00000000 OU Notional Amount USD 5248319.20000000 0.072790018539 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 23830.00000000 USD 180822.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 925655.00000000 OU Notional Amount USD -53188136.30000000 -0.73767720289 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 925655.00000000 USD 3887751.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32979.00000000 OU Notional Amount USD 6809833.71000000 0.094446984474 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 32979.00000000 USD 45181.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150289.00000000 OU Notional Amount USD 6561617.74000000 0.091004426129 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 150289.00000000 USD 19558.51000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34434.00000000 OU Notional Amount USD 3476112.30000000 0.048210916508 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 34434.00000000 USD 218098.35000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 35188.00000000 OU Notional Amount USD 1294918.40000000 0.017959489648 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 35188.00000000 USD 68616.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 182229.00000000 OU Notional Amount USD -15837522.39000000 -0.21965385572 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 182229.00000000 USD 635979.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125790.00000000 OU Notional Amount USD -10932408.90000000 -0.15162382777 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 125790.00000000 USD 256512.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109364.00000000 OU Notional Amount USD 1606557.16000000 0.022281671713 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 109364.00000000 USD -344496.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 566681.00000000 OU Notional Amount USD 27778702.62000000 0.385268540583 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 566681.00000000 USD -2967255.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 387394.00000000 OU Notional Amount USD 12338498.90000000 0.171125179214 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 387394.00000000 USD -185949.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57294.00000000 OU Notional Amount USD 12034604.70000000 0.166910408045 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 57294.00000000 USD -631899.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 550610.00000000 OU Notional Amount USD -10175272.80000000 -0.14112295146 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 550610.00000000 USD 16518.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 388751.00000000 OU Notional Amount USD -7184118.48000000 -0.09963801693 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 388751.00000000 USD -42762.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 498314.00000000 OU Notional Amount USD -9208842.72000000 -0.12771933389 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 498314.00000000 USD -39865.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 185373.00000000 OU Notional Amount USD -3425693.04000000 -0.04751164142 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 185373.00000000 USD -20391.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78312.00000000 OU Notional Amount USD -15548064.48000000 -0.21563930443 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 78312.00000000 USD 351620.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57701.00000000 OU Notional Amount USD 8314137.09000000 0.115310477479 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 57701.00000000 USD -174257.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163843.00000000 OU Notional Amount USD 11549293.07000000 0.160179521222 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 163843.00000000 USD -77484.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 335151.00000000 OU Notional Amount USD -7514085.42000000 -0.10421439630 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 335151.00000000 USD 446437.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD 5.05000000 0.000000070039 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 -0.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8268.00000000 OU Notional Amount USD -75238.80000000 -0.00104350239 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Gogo, Inc. Gogo, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8268.00000000 USD 3141.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 289510.00000000 OU Notional Amount USD -1149354.70000000 -0.01594063675 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 289510.00000000 USD 78167.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41217.00000000 OU Notional Amount USD -163631.49000000 -0.00226943879 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coty, Inc. Coty, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 41217.00000000 USD 11128.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19178.00000000 OU Notional Amount USD -3912503.78000000 -0.05426331970 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HCI Group, Inc. HCI Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 19178.00000000 USD -52388.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 490291.00000000 OU Notional Amount USD -20258824.12000000 -0.28097379886 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 490291.00000000 USD 83349.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43846.00000000 OU Notional Amount USD 3972447.60000000 0.055094692877 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 43846.00000000 USD -138553.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9948.00000000 OU Notional Amount USD -314356.80000000 -0.00435987912 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 9948.00000000 USD 16812.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174990.00000000 OU Notional Amount USD 13817210.40000000 0.191633733171 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 174990.00000000 USD -5099208.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179851.00000000 OU Notional Amount USD -2442376.58000000 -0.03387382317 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expro Group Holdings NV Expro Group Holdings NV Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 179851.00000000 USD -12589.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78876.00000000 OU Notional Amount USD -1071136.08000000 -0.01485580662 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 78876.00000000 USD -33916.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22308.00000000 OU Notional Amount USD 292904.04000000 0.004062346379 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 22308.00000000 USD 14054.04000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 22140.00000000 OU Notional Amount USD 290698.20000000 0.004031753131 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 22140.00000000 USD 29224.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2932.00000000 OU Notional Amount USD -189319.24000000 -0.00262570748 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Integer Holdings Corp. Integer Holdings Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2932.00000000 USD 2133.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6563.00000000 OU Notional Amount USD -2621721.61000000 -0.03636119628 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 6563.00000000 USD 348692.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 566102.00000000 OU Notional Amount USD -12839193.36000000 -0.17806941367 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 566102.00000000 USD -898061.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20143.00000000 OU Notional Amount USD 392587.07000000 0.005444870827 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 JBG SMITH Properties JBG SMITH Properties Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 20143.00000000 USD -24574.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10266.00000000 OU Notional Amount USD 165795.90000000 0.002299457440 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 10266.00000000 USD 7288.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50606.00000000 OU Notional Amount USD 817286.90000000 0.011335120128 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 50606.00000000 USD 35930.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 156403.00000000 OU Notional Amount USD 2525908.45000000 0.035032343860 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 156403.00000000 USD -1564.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4070.00000000 OU Notional Amount USD 65730.50000000 0.000911629824 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 4070.00000000 USD -81.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81101.00000000 OU Notional Amount USD -6271540.33000000 -0.08698128286 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 81101.00000000 USD 170113.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 137804.00000000 OU Notional Amount USD 10963686.24000000 0.152057619640 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 137804.00000000 USD -586937.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 160699.00000000 OU Notional Amount USD 12785212.44000000 0.177320741187 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 160699.00000000 USD -789032.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12305.00000000 OU Notional Amount USD -661024.60000000 -0.00916788614 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ingevity Corp. Ingevity Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 12305.00000000 USD 13902.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22803.00000000 OU Notional Amount USD -9552176.70000000 -0.13248110348 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 22803.00000000 USD -52875.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1878.00000000 OU Notional Amount USD -176156.40000000 -0.00244314934 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1878.00000000 USD 17409.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3988.00000000 OU Notional Amount USD -374074.40000000 -0.00518811479 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 3988.00000000 USD 36968.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3042.00000000 OU Notional Amount USD -285339.60000000 -0.00395743360 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 3042.00000000 USD 30876.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4073.00000000 OU Notional Amount USD -382047.40000000 -0.00529869397 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 4073.00000000 USD 31891.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 128199.00000000 OU Notional Amount USD 2434499.01000000 0.033764567534 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 128199.00000000 USD 640995.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 180707.00000000 OU Notional Amount USD 3431625.93000000 0.047593925892 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 180707.00000000 USD 898113.79000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 10021.00000000 OU Notional Amount USD -1979247.71000000 -0.02745059361 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Krystal Biotech, Inc. Krystal Biotech, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 10021.00000000 USD -100261.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 509102.00000000 OU Notional Amount USD 14331221.30000000 0.198762656073 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 509102.00000000 USD -159503.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 313575.00000000 OU Notional Amount USD -5879531.25000000 -0.08154442829 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 313575.00000000 USD 576978.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84808.00000000 OU Notional Amount USD 1966697.52000000 0.027276532445 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 84808.00000000 USD -1696.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 436119.00000000 OU Notional Amount USD 10113599.61000000 0.140267593310 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 436119.00000000 USD -525134.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15244.00000000 OU Notional Amount USD 118903.20000000 0.001649092938 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Snap, Inc. Snap, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 15244.00000000 USD -1714.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 391278.00000000 OU Notional Amount USD 19673457.84000000 0.272855233519 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 391278.00000000 USD -289491.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3757.00000000 OU Notional Amount USD -199985.11000000 -0.00277363462 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 3757.00000000 USD 6274.19000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111540.00000000 OU Notional Amount USD -5937274.20000000 -0.08234527714 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 111540.00000000 USD -559930.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11213.00000000 OU Notional Amount USD -596867.99000000 -0.00827808492 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 11213.00000000 USD -76696.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164.00000000 OU Notional Amount USD 64268.32000000 0.000891350549 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 164.00000000 USD -3414.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5840.00000000 OU Notional Amount USD -128947.20000000 -0.00178839524 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 5840.00000000 USD 22910.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount USD 15.60000000 0.000000216359 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 -0.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 198646.00000000 OU Notional Amount USD -62196062.60000000 -0.86260998563 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 198646.00000000 USD 4107999.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18903.00000000 OU Notional Amount USD -1252701.81000000 -0.01737397907 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 18903.00000000 USD 233263.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 14679.00000000 OU Notional Amount USD 8585893.89000000 0.119079528437 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 14679.00000000 USD 791344.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 117603.00000000 OU Notional Amount USD 2129790.33000000 0.029538500174 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 343400.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50134.00000000 OU Notional Amount USD 907926.74000000 0.012592222713 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 50134.00000000 USD 146391.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3226.00000000 OU Notional Amount USD -140331.00000000 -0.00194627950 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crinetics Pharmaceuticals, Inc. Crinetics Pharmaceuticals, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 3226.00000000 USD -9903.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36640.00000000 OU Notional Amount USD 4842342.40000000 0.067159442792 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 36640.00000000 USD 978884.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32402.00000000 OU Notional Amount USD -3957580.28000000 -0.05488849495 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 32402.00000000 USD 386879.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 42105.00000000 OU Notional Amount USD -5142704.70000000 -0.07132522931 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 42105.00000000 USD 965467.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 208268.00000000 OU Notional Amount USD 3790477.60000000 0.052570913517 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Innoviva, Inc. Innoviva, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 208268.00000000 USD -31240.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26155.00000000 OU Notional Amount USD 12292850.00000000 0.170492065230 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26155.00000000 USD 965235.27000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 681.00000000 OU Notional Amount USD 320070.00000000 0.004439116666 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 681.00000000 USD 34274.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 143426.00000000 OU Notional Amount USD -7255921.34000000 -0.10063386557 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 143426.00000000 USD 339919.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 542003.00000000 OU Notional Amount USD 5550110.72000000 0.076975627207 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 542003.00000000 USD -433602.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 535606.00000000 OU Notional Amount USD -25928686.46000000 -0.35961028592 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 535606.00000000 USD -2110287.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 213240.00000000 OU Notional Amount USD -2465054.40000000 -0.03418834652 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 213240.00000000 USD -10662.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13968.00000000 OU Notional Amount USD 1037822.40000000 0.014393772340 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 13968.00000000 USD 26678.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113983.00000000 OU Notional Amount USD 8468936.90000000 0.117457427886 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 113983.00000000 USD 494686.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 170879.00000000 OU Notional Amount USD -10548360.67000000 -0.14629738387 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 170879.00000000 USD 423928.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30787.00000000 OU Notional Amount USD -6664154.02000000 -0.09242652288 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 30787.00000000 USD 69807.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 258496.00000000 OU Notional Amount USD -1669884.16000000 -0.02315996690 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evolus, Inc. Evolus, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 258496.00000000 USD 90105.87000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2421.00000000 OU Notional Amount USD 12293208.54000000 0.170497037895 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 2421.00000000 USD -129499.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48814.00000000 OU Notional Amount USD 2630098.32000000 0.036477374598 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 48814.00000000 USD 115201.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7142.00000000 OU Notional Amount USD 384810.96000000 0.005337022358 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7142.00000000 USD -9356.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 242707.00000000 OU Notional Amount USD 10035934.45000000 0.139190439230 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 242707.00000000 USD 1402846.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 643947.00000000 OU Notional Amount USD -6317120.07000000 -0.08761343765 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 643947.00000000 USD -347731.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22516.00000000 OU Notional Amount USD 1622953.28000000 0.022509072874 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inspire Medical Systems, Inc. Inspire Medical Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 22516.00000000 USD -147275.39000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2103.00000000 OU Notional Amount USD -1539879.69000000 -0.02135690816 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 2103.00000000 USD 29240.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4850.00000000 OU Notional Amount USD 923779.50000000 0.012812087902 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 4850.00000000 USD 7731.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 70946.00000000 OU Notional Amount USD -8112675.10000000 -0.11251635970 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 70946.00000000 USD -1104324.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108918.00000000 OU Notional Amount USD -3873124.08000000 -0.05371715454 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 108918.00000000 USD -284275.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 108183.00000000 OU Notional Amount USD -3846987.48000000 -0.05335466066 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 108183.00000000 USD -604202.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 572145.00000000 OU Notional Amount USD -6001801.05000000 -0.08324021330 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 572145.00000000 USD 68657.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1446.00000000 OU Notional Amount USD -534484.98000000 -0.00741288212 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1446.00000000 USD -3.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 699441.00000000 OU Notional Amount USD 21067162.92000000 0.292184815952 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 699441.00000000 USD 2406077.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 446235.00000000 OU Notional Amount USD 13440598.20000000 0.186410421102 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 446235.00000000 USD 1361323.05000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 182335.00000000 OU Notional Amount USD 20024029.70000000 0.277717386756 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 182335.00000000 USD -1195911.71000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 322497.00000000 OU Notional Amount USD 14551064.64000000 0.201811708576 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 322497.00000000 USD -241872.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4630.00000000 OU Notional Amount USD 527634.80000000 0.007317875573 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 4630.00000000 USD -19625.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 161323.00000000 OU Notional Amount USD -7125636.91000000 -0.09882692401 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 161323.00000000 USD -1040533.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13573.00000000 OU Notional Amount USD -242006.59000000 -0.00335643917 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 13573.00000000 USD 7872.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 223637.00000000 OU Notional Amount USD -3987447.71000000 -0.05530273248 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 223637.00000000 USD -206864.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 360838.00000000 OU Notional Amount USD -7061599.66000000 -0.09793877822 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Simply Good Foods Co. Simply Good Foods Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 360838.00000000 USD 1735630.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 218966.00000000 OU Notional Amount USD -4285164.62000000 -0.05943182955 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 218966.00000000 USD 980967.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 66947.00000000 OU Notional Amount USD -24088869.54000000 -0.33409348661 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 66947.00000000 USD -2324399.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14379.00000000 OU Notional Amount USD -5173851.78000000 -0.07175721457 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 14379.00000000 USD -499238.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 268421.00000000 OU Notional Amount USD -8253945.75000000 -0.11447567140 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 I3 Verticals, Inc. I3 Verticals, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 268421.00000000 USD 359684.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69287.00000000 OU Notional Amount USD -2130575.25000000 -0.02954938639 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 69287.00000000 USD 63744.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 49458.00000000 OU Notional Amount USD -3355230.72000000 -0.04653438501 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 49458.00000000 USD -109302.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 243385.00000000 OU Notional Amount USD -16511238.40000000 -0.22899776165 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 243385.00000000 USD -720501.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8936.00000000 OU Notional Amount USD -1016559.36000000 -0.01409887086 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8936.00000000 USD -39407.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39513.00000000 OU Notional Amount USD -4494998.88000000 -0.06234206406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 39513.00000000 USD -173338.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23196.00000000 OU Notional Amount USD -2638776.96000000 -0.03659774044 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 23196.00000000 USD -313841.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13583.00000000 OU Notional Amount USD -1545202.08000000 -0.02143072548 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 13583.00000000 USD -62345.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 76137.00000000 OU Notional Amount USD -20830321.83000000 -0.28890001815 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 76137.00000000 USD -322820.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142057.00000000 OU Notional Amount USD -1049801.23000000 -0.01455990919 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 142057.00000000 USD 1420.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 369012.00000000 OU Notional Amount USD -2726998.68000000 -0.03782130562 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 369012.00000000 USD 10599.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 707882.00000000 OU Notional Amount USD -5231247.98000000 -0.07255325427 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 707882.00000000 USD 11924.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 97958.00000000 OU Notional Amount USD 1371412.00000000 0.019020395120 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 97958.00000000 USD -73468.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 864757.00000000 OU Notional Amount USD 12106598.00000000 0.167908897931 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 864757.00000000 USD -830166.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 94780.00000000 OU Notional Amount USD 5409094.60000000 0.075019845632 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 94780.00000000 USD 995190.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100102.00000000 OU Notional Amount USD 5712821.14000000 0.079232291490 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brighthouse Financial, Inc. Brighthouse Financial, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 100102.00000000 USD 1051071.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28231.00000000 OU Notional Amount USD -1170457.26000000 -0.01623331249 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 28231.00000000 USD -132885.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143069.00000000 OU Notional Amount USD -5024583.28000000 -0.06968697904 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 143069.00000000 USD 143069.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5226.00000000 OU Notional Amount USD -128141.52000000 -0.00177722109 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 5226.00000000 USD -3449.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 157.00000000 OU Notional Amount USD -3849.64000000 -0.00005339144 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 157.00000000 USD -177.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19304.00000000 OU Notional Amount USD -473334.08000000 -0.00656476771 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 19304.00000000 USD -17759.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10289.00000000 OU Notional Amount USD -252286.28000000 -0.00349901031 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 10289.00000000 USD -11626.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 776085.00000000 OU Notional Amount USD -17190282.75000000 -0.23841556741 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 776085.00000000 USD -393680.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 334488.00000000 OU Notional Amount USD 12630266.88000000 0.175171769344 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 334488.00000000 USD 732528.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 85105.00000000 OU Notional Amount USD 3213564.80000000 0.044569591226 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 85105.00000000 USD 266378.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 594645.00000000 OU Notional Amount USD 17256597.90000000 0.239335305875 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenable Holdings, Inc. Tenable Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 594645.00000000 USD -648163.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7121.00000000 OU Notional Amount USD -758386.50000000 -0.01051821836 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 7121.00000000 USD -2421.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14502.00000000 OU Notional Amount USD -1544463.00000000 -0.02142047503 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 14502.00000000 USD -4930.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 594.00000000 OU Notional Amount USD -63261.00000000 -0.00087737982 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coastal Financial Corp. Coastal Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 594.00000000 USD 2768.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123374.00000000 OU Notional Amount USD -5280407.20000000 -0.07323505361 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 123374.00000000 USD -160386.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 140445.00000000 OU Notional Amount USD -6011046.00000000 -0.08336843341 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 140445.00000000 USD -103265.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 122118.00000000 OU Notional Amount USD -1356730.98000000 -0.01881678103 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 122118.00000000 USD 25644.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109904.00000000 OU Notional Amount USD -1221033.44000000 -0.01693476394 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 109904.00000000 USD 31872.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23735.00000000 OU Notional Amount USD 6911632.00000000 0.095858845897 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 23735.00000000 USD -14077.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5192.00000000 OU Notional Amount USD -165261.36000000 -0.00229204379 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sensata Technologies Holding PLC Sensata Technologies Holding PLC Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 5192.00000000 USD -1194.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 476737.00000000 OU Notional Amount USD 5158294.34000000 0.071541445238 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 476737.00000000 USD 495806.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 78846.00000000 OU Notional Amount USD 853113.72000000 0.011832009664 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 78846.00000000 USD 26807.64000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 169085.00000000 OU Notional Amount USD -7698440.05000000 -0.10677124858 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 169085.00000000 USD -230860.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 439405.00000000 OU Notional Amount USD -7601706.50000000 -0.10542963108 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 439405.00000000 USD -984267.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3555.00000000 OU Notional Amount USD -589312.35000000 -0.00817329420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allegion PLC Allegion PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3555.00000000 USD 34590.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34289.00000000 OU Notional Amount USD 5016137.81000000 0.069569847082 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 34289.00000000 USD -132146.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113772.00000000 OU Notional Amount USD 6891170.04000000 0.095575054765 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 113772.00000000 USD 37544.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62997.00000000 OU Notional Amount USD 3815728.29000000 0.052921120531 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 62997.00000000 USD 60477.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 75082.00000000 OU Notional Amount USD 6984127.64000000 0.096864302840 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Guardant Health, Inc. Guardant Health, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 75082.00000000 USD 2164614.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 344644.00000000 OU Notional Amount USD 30749137.68000000 0.426466115434 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 344644.00000000 USD 3112135.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1904699.00000000 OU Notional Amount USD 2904131.34000000 0.040277994920 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 1904699.00000000 USD 134289.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 217420.00000000 OU Notional Amount USD 9731719.20000000 0.134971215353 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 217420.00000000 USD -776189.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64830.00000000 OU Notional Amount USD 2901790.80000000 0.040245533489 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASGN, Inc. ASGN, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 64830.00000000 USD -231443.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1468845.00000000 OU Notional Amount USD 24544399.95000000 0.340411331572 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1468845.00000000 USD 2661861.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77608.00000000 OU Notional Amount USD 5155499.44000000 0.071502682195 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 77608.00000000 USD -107875.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 66850.00000000 OU Notional Amount USD -4889409.00000000 -0.06781221914 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 66850.00000000 USD -349625.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3854.00000000 OU Notional Amount USD 239988.58000000 0.003328450980 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Victory Capital Holdings, Inc. Victory Capital Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3854.00000000 USD -9.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15715.00000000 OU Notional Amount USD 10298353.80000000 0.142829987174 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15715.00000000 USD -238058.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14012.00000000 OU Notional Amount USD 9182343.84000000 0.127351815481 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 14012.00000000 USD -284443.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36022.00000000 OU Notional Amount USD -1171435.44000000 -0.01624687907 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 36022.00000000 USD 88253.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 682110.00000000 OU Notional Amount USD -22182217.20000000 -0.30764973312 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 682110.00000000 USD 2441953.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1794.00000000 OU Notional Amount USD 261098.76000000 0.003621232409 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1794.00000000 USD 17724.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42136.00000000 OU Notional Amount USD 6132473.44000000 0.085052535559 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 419674.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21135.00000000 OU Notional Amount USD 3075987.90000000 0.042661508901 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 21135.00000000 USD 221072.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 61866.00000000 OU Notional Amount USD 5460293.16000000 0.075729928992 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 61866.00000000 USD -278896.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72010.00000000 OU Notional Amount USD -2377050.10000000 -0.03296779678 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 72010.00000000 USD -33844.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42039.00000000 OU Notional Amount USD -1387707.39000000 -0.01924639923 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 42039.00000000 USD -19758.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15823.00000000 OU Notional Amount USD -522317.23000000 -0.00724412510 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 15823.00000000 USD -7436.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41447.00000000 OU Notional Amount USD -1368165.47000000 -0.01897536832 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 41447.00000000 USD -109420.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 196585.00000000 OU Notional Amount USD 10385585.55000000 0.144039822258 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 196585.00000000 USD -434452.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 641233.00000000 OU Notional Amount USD 18595757.00000000 0.257908378891 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 641233.00000000 USD -137137.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 253502.00000000 OU Notional Amount USD 7351558.00000000 0.101960270082 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 253502.00000000 USD -85746.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 104486.00000000 OU Notional Amount USD -1287267.52000000 -0.01785337801 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BrightView Holdings, Inc. BrightView Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 104486.00000000 USD 107620.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 206645.00000000 OU Notional Amount USD -2545866.40000000 -0.03530914477 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 206645.00000000 USD 212844.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68291.00000000 OU Notional Amount USD -8080874.03000000 -0.11207530411 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 68291.00000000 USD 418623.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24958.00000000 OU Notional Amount USD -2953280.14000000 -0.04095964973 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 24958.00000000 USD 124041.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39601.00000000 OU Notional Amount USD -4685986.33000000 -0.06499090829 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 39601.00000000 USD 253446.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26497.00000000 OU Notional Amount USD 1081342.57000000 0.014997362530 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LGI Homes, Inc. LGI Homes, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 26497.00000000 USD -131425.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24734.00000000 OU Notional Amount USD -555401.97000000 -0.00770298416 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Legacy Housing Corp. Legacy Housing Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24734.00000000 USD 14469.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1290.00000000 OU Notional Amount USD -28966.95000000 -0.00040174858 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 1290.00000000 USD 754.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2807.00000000 OU Notional Amount USD -63031.19000000 -0.00087419253 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 2807.00000000 USD 828.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11084.00000000 OU Notional Amount USD 238749.36000000 0.003311263983 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 11084.00000000 USD 12414.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 123164.00000000 OU Notional Amount USD 2652952.56000000 0.036794344754 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 123164.00000000 USD -89909.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 722394.00000000 OU Notional Amount USD 26316813.42000000 0.364993298565 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 722394.00000000 USD -440660.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73556.00000000 OU Notional Amount USD 5588784.88000000 0.077512007087 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 73556.00000000 USD -528132.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17034.00000000 OU Notional Amount USD -353285.16000000 -0.00489978455 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Perrigo Co. PLC Perrigo Co. PLC Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 17034.00000000 USD 6416.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12783.00000000 OU Notional Amount USD -2544328.32000000 -0.03528781282 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Futu Holdings Ltd. Futu Holdings Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 12783.00000000 USD -104492.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503625.00000000 OU Notional Amount USD 13769107.50000000 0.190966584157 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 503625.00000000 USD -302175.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26372.00000000 OU Notional Amount USD 446741.68000000 0.006195952252 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 26372.00000000 USD -3466.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1756.00000000 OU Notional Amount USD -1777300.28000000 -0.02464974316 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Graham Holdings Co. Graham Holdings Co. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1756.00000000 USD 32784.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24877.00000000 OU Notional Amount USD 2537454.00000000 0.035192471468 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 24877.00000000 USD 241058.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22324.00000000 OU Notional Amount USD 2277048.00000000 0.031580847089 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arcosa, Inc. Arcosa, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 22324.00000000 USD 216319.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 552866.00000000 OU Notional Amount USD -18791915.34000000 -0.26062893925 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 552866.00000000 USD -141688.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 624287.00000000 OU Notional Amount USD 9951134.78000000 0.138014335164 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 624287.00000000 USD -43700.09000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 113186.00000000 OU Notional Amount USD -9873214.78000000 -0.13693364665 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 113186.00000000 USD -835312.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38688.00000000 OU Notional Amount USD -3374754.24000000 -0.04680516072 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 38688.00000000 USD -201951.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 350080.00000000 OU Notional Amount USD 9508172.80000000 0.131870804349 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 350080.00000000 USD -162829.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247741.00000000 OU Notional Amount USD -31168295.21000000 -0.43227949743 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 247741.00000000 USD 931506.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 210913.00000000 OU Notional Amount USD -8655869.52000000 -0.12005003484 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 210913.00000000 USD -153966.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65032.00000000 OU Notional Amount USD -2668913.28000000 -0.03701570726 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 65032.00000000 USD -81290.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120220.00000000 OU Notional Amount USD -4628470.00000000 -0.06419320248 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vontier Corp. Vontier Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 120220.00000000 USD 437588.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 54989.00000000 OU Notional Amount USD 13439861.49000000 0.186400203520 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 54989.00000000 USD -3428564.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18836.00000000 OU Notional Amount USD 3051620.36000000 0.042323550476 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 18836.00000000 USD 161180.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5450.00000000 OU Notional Amount USD -205846.50000000 -0.00285492745 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5450.00000000 USD 9101.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15476.00000000 OU Notional Amount USD -584528.52000000 -0.00810694627 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15476.00000000 USD 17333.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 8872.00000000 OU Notional Amount USD -335095.44000000 -0.00464750758 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 8872.00000000 USD 17477.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145264.00000000 OU Notional Amount USD -2945953.92000000 -0.04085804088 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 140906.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 551135.00000000 OU Notional Amount USD 13144569.75000000 0.182304741638 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 551135.00000000 USD 1205111.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 134762.00000000 OU Notional Amount USD 10806564.78000000 0.149878469792 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 134762.00000000 USD -109157.22000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 608625.00000000 OU Notional Amount USD -4808137.50000000 -0.06668504799 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 608625.00000000 USD 42603.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224778.00000000 OU Notional Amount USD 4972089.36000000 0.068958930068 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 224778.00000000 USD -58442.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136220.00000000 OU Notional Amount USD 2826565.00000000 0.039202211395 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capri Holdings Ltd. Capri Holdings Ltd. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 136220.00000000 USD -230211.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26136.00000000 OU Notional Amount USD -691558.56000000 -0.00959136791 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Semler Scientific, Inc. Semler Scientific, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 26136.00000000 USD -25874.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6910.00000000 OU Notional Amount USD -182838.60000000 -0.00253582615 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 -27156.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104275.00000000 OU Notional Amount USD -2759116.50000000 -0.03826675427 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 104275.00000000 USD -409800.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 63664.00000000 OU Notional Amount USD 1774315.68000000 0.024608349134 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 63664.00000000 USD -310043.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 516673.00000000 OU Notional Amount USD 8297768.38000000 0.115083456473 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 516673.00000000 USD -139501.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 707203.00000000 OU Notional Amount USD 5134293.78000000 0.071208576534 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 707203.00000000 USD -367745.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 379725.00000000 OU Notional Amount USD 18264772.50000000 0.253317886779 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 379725.00000000 USD 1449501.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 427964.00000000 OU Notional Amount USD -7681953.80000000 -0.10654259739 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 427964.00000000 USD 289180.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20090.00000000 OU Notional Amount USD -226012.50000000 -0.00313461385 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Red Cat Holdings, Inc. Red Cat Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20090.00000000 USD -3756.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 723538.00000000 OU Notional Amount USD -12481030.50000000 -0.17310197929 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 723538.00000000 USD 484153.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14826.00000000 OU Notional Amount USD -413200.62000000 -0.00573076439 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BioLife Solutions, Inc. BioLife Solutions, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 14826.00000000 USD -1257.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 561508.00000000 OU Notional Amount USD 22449089.84000000 0.311351044661 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 561508.00000000 USD 1740674.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 169351.00000000 OU Notional Amount USD 6770652.98000000 0.093903578870 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 169351.00000000 USD 501278.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33092.00000000 OU Notional Amount USD 2139397.80000000 0.029671748152 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fox Corp. Fox Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 33092.00000000 USD 248023.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 549342.00000000 OU Notional Amount USD 35514960.30000000 0.492564289658 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 3334505.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 265594.00000000 OU Notional Amount USD 17170652.10000000 0.238143305896 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 265594.00000000 USD 1192517.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 327350.00000000 OU Notional Amount USD 19120513.50000000 0.265186334730 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 327350.00000000 USD 1937912.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22512.00000000 OU Notional Amount USD -12224241.12000000 -0.16954051456 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 22512.00000000 USD -744246.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 69220.00000000 OU Notional Amount USD -2334098.40000000 -0.03237209082 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 69220.00000000 USD 293492.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 246206.00000000 OU Notional Amount USD -2910154.92000000 -0.04036153719 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 504722.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95260.00000000 OU Notional Amount USD -1125973.20000000 -0.01561635391 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 95260.00000000 USD -41383.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 404578.00000000 OU Notional Amount USD 12639016.72000000 0.175293122675 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 404578.00000000 USD -618322.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 444148.00000000 OU Notional Amount USD -5880519.52000000 -0.08155813481 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 444148.00000000 USD 22207.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 747932.00000000 OU Notional Amount USD -9902619.68000000 -0.13734146926 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 747932.00000000 USD 37396.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 680432.00000000 OU Notional Amount USD -9008919.68000000 -0.12494656013 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 680432.00000000 USD 33311.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 784093.00000000 OU Notional Amount USD -10381391.32000000 -0.14398165161 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 784093.00000000 USD 101932.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 828523.00000000 OU Notional Amount USD -10969644.52000000 -0.15214025625 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 828523.00000000 USD 107707.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1222045.00000000 OU Notional Amount USD -16179875.80000000 -0.22440202559 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 1222045.00000000 USD 158865.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129902.00000000 OU Notional Amount USD -3424216.72000000 -0.04749116603 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 129902.00000000 USD 71141.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 337428.00000000 OU Notional Amount USD -8894602.08000000 -0.12336106582 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 337428.00000000 USD 286813.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 737734.00000000 OU Notional Amount USD -19446668.24000000 -0.26970984190 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 737734.00000000 USD 539791.98000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 155769.00000000 OU Notional Amount USD 1671401.37000000 0.023181009399 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 155769.00000000 USD -191595.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 193677.00000000 OU Notional Amount USD -5022044.61000000 -0.06965176970 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cousins Properties, Inc. Cousins Properties, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 193677.00000000 USD 128130.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1118.00000000 OU Notional Amount USD 277521.14000000 0.003848997775 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1118.00000000 USD -8843.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19967.00000000 OU Notional Amount USD 4956408.41000000 0.068741447747 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 19967.00000000 USD -290320.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14093.00000000 OU Notional Amount USD 288342.78000000 0.003999085326 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 14093.00000000 USD -35.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23893.00000000 OU Notional Amount USD -564113.73000000 -0.00782380935 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 23893.00000000 USD -1287.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23349.00000000 OU Notional Amount USD -796200.90000000 -0.01104267405 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 23349.00000000 USD 19146.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20632.00000000 OU Notional Amount USD -703551.20000000 -0.00975769630 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 20632.00000000 USD 16918.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4572.00000000 OU Notional Amount USD -155905.20000000 -0.00216228128 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4572.00000000 USD 3749.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17534.00000000 OU Notional Amount USD -597909.40000000 -0.00829252845 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 17534.00000000 USD 14377.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69038.00000000 OU Notional Amount USD -2354195.80000000 -0.03265082579 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 69038.00000000 USD 86987.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87125.00000000 OU Notional Amount USD -22068762.50000000 -0.30607620655 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 87125.00000000 USD -2898597.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33505.00000000 OU Notional Amount USD -2890811.40000000 -0.04009325793 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 33505.00000000 USD 246429.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28556.00000000 OU Notional Amount USD -2463811.68000000 -0.03417111098 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northeast Bank Northeast Bank Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 28556.00000000 USD 246581.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22541.00000000 OU Notional Amount USD -1944837.48000000 -0.02697335105 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Northeast Bank Northeast Bank Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 22541.00000000 USD 208053.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13247.00000000 OU Notional Amount USD -1142951.16000000 -0.01585182473 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northeast Bank Northeast Bank Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 13247.00000000 USD 114387.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 673280.00000000 OU Notional Amount USD -15667225.60000000 -0.21729197452 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 673280.00000000 USD -1588940.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13571.00000000 OU Notional Amount USD 1547229.71000000 0.021458847105 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 13571.00000000 USD -49398.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17714.00000000 OU Notional Amount USD 2019573.14000000 0.028009875295 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 17714.00000000 USD -64478.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92898.00000000 OU Notional Amount USD 10591300.98000000 0.146892931871 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 92898.00000000 USD 86395.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 163842.00000000 OU Notional Amount USD 13377699.30000000 0.185538063320 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 163842.00000000 USD 511187.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 267454.00000000 OU Notional Amount USD 3640048.94000000 0.050484587489 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 267454.00000000 USD -470719.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12731.00000000 OU Notional Amount USD 797469.84000000 0.011060273246 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 12731.00000000 USD 65588.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36888.00000000 OU Notional Amount USD -446344.80000000 -0.00619044784 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HarborOne Bancorp, Inc. HarborOne Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 36888.00000000 USD 72300.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118888.00000000 OU Notional Amount USD -1438544.80000000 -0.01995147373 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HarborOne Bancorp, Inc. HarborOne Bancorp, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 118888.00000000 USD 205676.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 36713.00000000 OU Notional Amount USD -444227.30000000 -0.00616107979 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 HarborOne Bancorp, Inc. HarborOne Bancorp, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 36713.00000000 USD 67551.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 82330.00000000 OU Notional Amount USD -996193.00000000 -0.01381640562 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HarborOne Bancorp, Inc. HarborOne Bancorp, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 82330.00000000 USD 142430.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 71854.00000000 OU Notional Amount USD -4274594.46000000 -0.05928522982 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 71854.00000000 USD 22274.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84668.00000000 OU Notional Amount USD -1250546.36000000 -0.01734408469 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 84668.00000000 USD 42334.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52284.00000000 OU Notional Amount USD -772234.68000000 -0.01071028162 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 52284.00000000 USD 42872.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170009.00000000 OU Notional Amount USD -3459683.15000000 -0.04798305724 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Envista Holdings Corp. Envista Holdings Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 170009.00000000 USD -74046.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2783.00000000 OU Notional Amount USD -268559.50000000 -0.00372470694 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Uber Technologies, Inc. Uber Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2783.00000000 USD -2066.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78932.00000000 OU Notional Amount USD 10380347.32000000 0.143967172169 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 78932.00000000 USD -365787.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 205857.00000000 OU Notional Amount USD 12647854.08000000 0.175415689838 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 205857.00000000 USD -345839.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4660.00000000 OU Notional Amount USD 286310.40000000 0.003970897830 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4660.00000000 USD -6516.72000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 96091.00000000 OU Notional Amount USD 5903831.04000000 0.081881447083 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 96091.00000000 USD -160471.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46268.00000000 OU Notional Amount USD 471470.92000000 0.006538927168 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 46268.00000000 USD -6477.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27319.00000000 OU Notional Amount USD 278380.61000000 0.003860917941 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 27319.00000000 USD -3824.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9610.00000000 OU Notional Amount USD 97925.90000000 0.001358154449 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9610.00000000 USD -1345.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16246.00000000 OU Notional Amount USD 165546.74000000 0.002296001789 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 16246.00000000 USD -2274.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86910.00000000 OU Notional Amount USD 885612.90000000 0.012282747476 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 86910.00000000 USD -23465.70000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11570.00000000 OU Notional Amount USD -374173.80000000 -0.00518949339 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11570.00000000 USD 9574.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 72930.00000000 OU Notional Amount USD -4037404.80000000 -0.05599559764 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 72930.00000000 USD -121793.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15099.00000000 OU Notional Amount USD -835880.64000000 -0.01159300053 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 15099.00000000 USD -33217.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55596.00000000 OU Notional Amount USD 2697517.92000000 0.037412430899 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 55596.00000000 USD 379164.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19374.00000000 OU Notional Amount USD 940026.48000000 0.013037420610 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 19374.00000000 USD 104425.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201944.00000000 OU Notional Amount USD 3511806.16000000 0.048705961994 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 201944.00000000 USD 175691.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 100549.00000000 OU Notional Amount USD -859693.95000000 -0.01192327222 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 100549.00000000 USD 32175.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19175.00000000 OU Notional Amount USD -163946.25000000 -0.00227380426 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 19175.00000000 USD 2492.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41614.00000000 OU Notional Amount USD 12030607.40000000 0.166854968669 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 L3Harris Technologies, Inc. L3Harris Technologies, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 41614.00000000 USD -15341.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23798.00000000 OU Notional Amount USD 10676972.70000000 0.148081130578 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 23798.00000000 USD 609485.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56108.00000000 OU Notional Amount USD -2786323.28000000 -0.03864409070 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 -22443.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 32783.00000000 OU Notional Amount USD -1628003.78000000 -0.02257911929 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 32783.00000000 USD 80974.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3576.00000000 OU Notional Amount USD -59969.52000000 -0.00083172960 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 3576.00000000 USD 7473.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38049.00000000 OU Notional Amount USD -638081.73000000 -0.00884968676 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 38049.00000000 USD 79522.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60660.00000000 OU Notional Amount USD -1017268.20000000 -0.01410870191 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 60660.00000000 USD 57020.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17136.00000000 OU Notional Amount USD -975552.48000000 -0.01353013801 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kura Sushi USA, Inc. Kura Sushi USA, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17136.00000000 USD 113954.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4271.00000000 OU Notional Amount USD -243148.03000000 -0.00337227004 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 4271.00000000 USD 40617.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9671.00000000 OU Notional Amount USD -550570.03000000 -0.00763596899 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 9671.00000000 USD 91971.21000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 216224.00000000 OU Notional Amount USD 4895311.36000000 0.067894080194 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 216224.00000000 USD -114457.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 115023.00000000 OU Notional Amount USD 2933086.50000000 0.040679579990 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 115023.00000000 USD 343918.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14599.00000000 OU Notional Amount USD 372274.50000000 0.005163151615 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 14599.00000000 USD 43651.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 120723.00000000 OU Notional Amount USD 3078436.50000000 0.042695469038 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Castle Biosciences, Inc. Castle Biosciences, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 120723.00000000 USD 360961.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 165708.00000000 OU Notional Amount USD 4225554.00000000 0.058605077602 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 165708.00000000 USD 495466.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25607.00000000 OU Notional Amount USD -5273761.65000000 -0.07314288511 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 25607.00000000 USD -155919.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 908331.00000000 OU Notional Amount USD -10255056.99000000 -0.14222949481 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 O-I Glass, Inc. O-I Glass, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 908331.00000000 USD 435998.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48173.00000000 OU Notional Amount USD -245682.30000000 -0.00340741835 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Powerfleet, Inc. NJ Powerfleet, Inc. NJ Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 48173.00000000 USD 4157.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11370.00000000 OU Notional Amount USD 702211.20000000 0.009739111574 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Q2 Holdings, Inc. Q2 Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 11370.00000000 USD 4255.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152808.00000000 OU Notional Amount USD 21587186.16000000 0.299397125234 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 152808.00000000 USD -1636573.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9763.00000000 OU Notional Amount USD -1533083.89000000 -0.02126265581 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9763.00000000 USD 101339.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87955.00000000 OU Notional Amount USD -13811573.65000000 -0.19155555592 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 87955.00000000 USD 1438361.32000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 184454.00000000 OU Notional Amount USD -5054039.60000000 -0.07009551480 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 184454.00000000 USD 27668.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 162480.00000000 OU Notional Amount USD 7251482.40000000 0.100572301000 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 162480.00000000 USD 210087.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 374492.00000000 OU Notional Amount USD -3595123.20000000 -0.04986150316 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 374492.00000000 USD 146051.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 22150.00000000 OU Notional Amount USD -212640.00000000 -0.00294914789 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 22150.00000000 USD 7974.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5740.00000000 OU Notional Amount USD 90290.20000000 0.001252253356 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 5740.00000000 USD -1033.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 815869.00000000 OU Notional Amount USD 12833619.37000000 0.177992106856 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 815869.00000000 USD 505838.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1268233.00000000 OU Notional Amount USD 22625276.72000000 0.313794616741 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 1268233.00000000 USD 98298.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171055.00000000 OU Notional Amount USD 2333190.20000000 0.032359494809 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 171055.00000000 USD 236055.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 745.00000000 OU Notional Amount USD 215781.80000000 0.002992722169 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SiTime Corp. SiTime Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 745.00000000 USD -17246.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 170266.00000000 OU Notional Amount USD 4864499.62000000 0.067466745834 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 170266.00000000 USD 330316.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 710079.00000000 OU Notional Amount USD 20286957.03000000 0.281363979979 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 710079.00000000 USD 1307360.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34464.00000000 OU Notional Amount USD -800254.08000000 -0.01109888844 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ClearPoint Neuro, Inc. ClearPoint Neuro, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 34464.00000000 USD 58629.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3167.00000000 OU Notional Amount USD -515619.27000000 -0.00715122971 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 3167.00000000 USD -18186.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 189154.00000000 OU Notional Amount USD 1942611.58000000 0.026942479588 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 189154.00000000 USD -177804.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82720.00000000 OU Notional Amount USD -1828112.00000000 -0.02535446136 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 82720.00000000 USD 347424.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 66781.00000000 OU Notional Amount USD -1475860.10000000 -0.02046900730 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 66781.00000000 USD 280480.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 124708.00000000 OU Notional Amount USD -2756046.80000000 -0.03822417997 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 124708.00000000 USD 523773.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 239821.00000000 OU Notional Amount USD -5300044.10000000 -0.07350740181 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 239821.00000000 USD 350138.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 230897.00000000 OU Notional Amount USD -5102823.70000000 -0.07077211152 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 230897.00000000 USD 1581644.45000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 16794.00000000 OU Notional Amount USD 353345.76000000 0.004900625026 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Schrodinger, Inc. Schrodinger, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 16794.00000000 USD 12845.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30121.00000000 OU Notional Amount USD -736157.24000000 -0.01020991618 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 30121.00000000 USD -20181.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 928781.00000000 OU Notional Amount USD -22699407.64000000 -0.31482275371 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 928781.00000000 USD -381063.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10541.00000000 OU Notional Amount USD 2697231.08000000 0.037408452656 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10541.00000000 USD 145456.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40370.00000000 OU Notional Amount USD -1714110.20000000 -0.02377334694 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 40370.00000000 USD -75491.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63215.00000000 OU Notional Amount USD -2684108.90000000 -0.03722645844 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cadre Holdings, Inc. Cadre Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63215.00000000 USD -111800.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92316.00000000 OU Notional Amount USD -3919737.36000000 -0.05436364371 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 92316.00000000 USD -172630.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1278481.00000000 OU Notional Amount USD 23920379.51000000 0.331756663732 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 1278481.00000000 USD -584320.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168614.00000000 OU Notional Amount USD 12554998.44000000 0.174127855867 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 168614.00000000 USD 123088.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 532908.00000000 OU Notional Amount USD 12939006.24000000 0.179453739034 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 532908.00000000 USD 740742.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7436.00000000 OU Notional Amount USD 133848.00000000 0.001856365443 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oscar Health, Inc. Oscar Health, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7436.00000000 USD -52.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24710.00000000 OU Notional Amount USD 1710179.10000000 0.023718825713 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 24710.00000000 USD 109588.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10173.00000000 OU Notional Amount USD 704073.33000000 0.009764937838 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 10173.00000000 USD 45117.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59408.00000000 OU Notional Amount USD 4111627.68000000 0.057025010036 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 59408.00000000 USD 241790.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4508.00000000 OU Notional Amount USD 311998.68000000 0.004327173869 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 4508.00000000 USD 25064.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34515.00000000 OU Notional Amount USD 4658144.40000000 0.064604762841 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 34515.00000000 USD 52374.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 365798.00000000 OU Notional Amount USD -3668953.94000000 -0.05088547688 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Farmland Partners, Inc. Farmland Partners, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 365798.00000000 USD 80475.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 196804.00000000 OU Notional Amount USD -2824137.40000000 -0.03916854251 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 196804.00000000 USD 389671.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 101511.00000000 OU Notional Amount USD -1456682.85000000 -0.02020303407 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 101511.00000000 USD 27407.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14699.00000000 OU Notional Amount USD -2834849.14000000 -0.03931710583 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 14699.00000000 USD -312647.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105499.00000000 OU Notional Amount USD 5013312.48000000 0.069530661999 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Upstart Holdings, Inc. Upstart Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 105499.00000000 USD -314527.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 104361.00000000 OU Notional Amount USD -821321.07000000 -0.01139107086 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Redwire Corp. Redwire Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 104361.00000000 USD 111666.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 441967.00000000 OU Notional Amount USD -3478280.29000000 -0.04824098480 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 441967.00000000 USD -101652.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 366889.00000000 OU Notional Amount USD -28004637.37000000 -0.38840207610 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 366889.00000000 USD 1709702.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 261566.00000000 OU Notional Amount USD -3238187.08000000 -0.04491108269 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Atlas Energy Solutions, Inc. Atlas Energy Solutions, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 261566.00000000 USD -447277.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 114953.00000000 OU Notional Amount USD -1423118.14000000 -0.01973751821 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 114953.00000000 USD -196569.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83358.00000000 OU Notional Amount USD -1031972.04000000 -0.01431263249 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 83358.00000000 USD -187555.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 387848.00000000 OU Notional Amount USD -29069207.60000000 -0.40316681960 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 387848.00000000 USD 149055.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 135955.00000000 OU Notional Amount USD 7999592.20000000 0.110947989699 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 135955.00000000 USD 814668.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6271.00000000 OU Notional Amount USD 1173241.39000000 0.016271926168 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 6271.00000000 USD -47368.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174790.00000000 OU Notional Amount USD 7351667.40000000 0.101961787373 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 174790.00000000 USD 326857.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28212.00000000 OU Notional Amount USD -297072.36000000 -0.00412015766 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Utz Brands, Inc. Utz Brands, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28212.00000000 USD 49935.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17302.00000000 OU Notional Amount USD -182190.06000000 -0.00252683141 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Utz Brands, Inc. Utz Brands, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 17302.00000000 USD 36334.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 652244.00000000 OU Notional Amount USD 8381335.40000000 0.116242464663 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Jamf Holding Corp. Jamf Holding Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 652244.00000000 USD 1898030.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 727869.00000000 OU Notional Amount USD 9353116.65000000 0.129720298710 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 727869.00000000 USD 3085275.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41443.00000000 OU Notional Amount USD 6535146.67000000 0.090637293414 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 41443.00000000 USD 439999.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 376197.00000000 OU Notional Amount USD -3257866.02000000 -0.04518401395 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 376197.00000000 USD 112859.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 541005.00000000 OU Notional Amount USD -4685103.30000000 -0.06497866137 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 541005.00000000 USD -97380.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6272.00000000 OU Notional Amount USD -642378.24000000 -0.00890927594 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abivax SA Abivax SA Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6272.00000000 USD -51396.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 370282.00000000 OU Notional Amount USD 5694937.16000000 0.078984254893 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 370282.00000000 USD 533206.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15934.00000000 OU Notional Amount USD 2989537.08000000 0.041462504696 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 15934.00000000 USD 895650.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4758.00000000 OU Notional Amount USD 144976.26000000 0.002010705570 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4758.00000000 USD -17.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1539.00000000 OU Notional Amount USD -104713.56000000 -0.00145229390 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stride, Inc. Stride, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1539.00000000 USD -2035.33000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 25323.00000000 OU Notional Amount USD -1722976.92000000 -0.02389632131 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Stride, Inc. Stride, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 25323.00000000 USD -63.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 179860.00000000 OU Notional Amount USD -14232321.80000000 -0.19739099856 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 179860.00000000 USD 318352.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 249013.00000000 OU Notional Amount USD 7617307.67000000 0.105646006919 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 249013.00000000 USD -455017.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105784.00000000 OU Notional Amount USD 9596724.48000000 0.133098945813 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chord Energy Corp. Chord Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 105784.00000000 USD 163965.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70983.00000000 OU Notional Amount USD -4904925.30000000 -0.06802741790 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 455001.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28481.00000000 OU Notional Amount USD -1968037.10000000 -0.02729511135 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 28481.00000000 USD 179145.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118288.00000000 OU Notional Amount USD -2209619.84000000 -0.03064567206 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Perella Weinberg Partners Perella Weinberg Partners Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 118288.00000000 USD 105843.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7920.00000000 OU Notional Amount USD -482169.60000000 -0.00668730936 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 7920.00000000 USD 15057.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45112.00000000 OU Notional Amount USD -2746418.56000000 -0.03809064393 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 94284.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 286183.00000000 OU Notional Amount USD 3763306.45000000 0.052194071249 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 286183.00000000 USD -557150.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65293.00000000 OU Notional Amount USD -11289159.70000000 -0.15657167800 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 65293.00000000 USD 51035.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 164862.00000000 OU Notional Amount USD -1909101.96000000 -0.02647772777 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 164862.00000000 USD 146297.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 922.00000000 OU Notional Amount USD 314106.96000000 0.004356414038 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aon PLC Aon PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 922.00000000 USD 13468.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89600.00000000 OU Notional Amount USD 2498048.00000000 0.034645941548 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ODP Corp. ODP Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 89600.00000000 USD 9856.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16025.00000000 OU Notional Amount USD 286527.00000000 0.003973901900 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Magnite, Inc. Magnite, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 16025.00000000 USD 4005.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1292376.00000000 OU Notional Amount USD 23611709.52000000 0.327475656149 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 1292376.00000000 USD -1065373.41000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20426.00000000 OU Notional Amount USD -260431.50000000 -0.00361197804 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 MediaAlpha, Inc. MediaAlpha, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20426.00000000 USD -39626.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107966.00000000 OU Notional Amount USD -1376566.50000000 -0.01909188394 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MediaAlpha, Inc. MediaAlpha, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 107966.00000000 USD -173825.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16480.00000000 OU Notional Amount USD 1224793.60000000 0.016986914372 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 16480.00000000 USD -24720.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 313944.00000000 OU Notional Amount USD -9317857.92000000 -0.12923128813 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 313944.00000000 USD -521147.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 515684.00000000 OU Notional Amount USD 6935949.80000000 0.096196114468 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Planet Labs PBC Planet Labs PBC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 515684.00000000 USD -930859.34000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 522803.00000000 OU Notional Amount USD -11736927.35000000 -0.16278185964 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 522803.00000000 USD -2287724.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56049.00000000 OU Notional Amount USD -3838235.52000000 -0.05323327793 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 56049.00000000 USD -225877.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 133843.00000000 OU Notional Amount USD -9165568.64000000 -0.12711915678 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 133843.00000000 USD -1230017.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 338493.00000000 OU Notional Amount USD -2772257.67000000 -0.03844901186 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 338493.00000000 USD 54158.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 287336.00000000 OU Notional Amount USD -2353281.84000000 -0.03263814989 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 287336.00000000 USD 40227.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12448.00000000 OU Notional Amount USD -11743194.24000000 -0.16286877643 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 12448.00000000 USD 115319.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25.00000000 OU Notional Amount USD -290.75000000 -0.00000403247 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 25.00000000 USD 8.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80953.00000000 OU Notional Amount USD -941483.39000000 -0.01305762679 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Certara, Inc. Certara, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 80953.00000000 USD 75797.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 OU Notional Amount USD -29.65000000 -0.00000041122 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 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 -0.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17615.00000000 OU Notional Amount USD -522284.75000000 -0.00724367462 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 17615.00000000 USD -4756.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82536.00000000 OU Notional Amount USD -2447192.40000000 -0.03394061477 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 82536.00000000 USD -22284.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51377.00000000 OU Notional Amount USD -1523328.05000000 -0.02112735006 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 51377.00000000 USD -8734.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 427658.00000000 OU Notional Amount USD -20172627.86000000 -0.27977832520 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 427658.00000000 USD 281945.51000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 5895.00000000 OU Notional Amount USD -278067.15000000 -0.00385657050 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 California Resources Corp. California Resources Corp. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 5895.00000000 USD 36490.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86126.00000000 OU Notional Amount USD -1147198.32000000 -0.01591072947 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flywire Corp. Flywire Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 86126.00000000 USD 15502.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134702.00000000 OU Notional Amount USD -2929768.50000000 -0.04063356196 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vitesse Energy, Inc. Vitesse Energy, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 134702.00000000 USD -25455.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150982.00000000 OU Notional Amount USD -4028199.76000000 -0.05586793105 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 150982.00000000 USD -164570.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 120205.00000000 OU Notional Amount USD 4454797.30000000 0.061784500084 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 D-Wave Quantum, Inc. D-Wave Quantum, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 120205.00000000 USD 1174402.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72206.00000000 OU Notional Amount USD 919904.44000000 0.012758343898 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 72206.00000000 USD -23105.92000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 364265.00000000 OU Notional Amount USD 4640736.10000000 0.064363323548 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 364265.00000000 USD -123850.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19986.00000000 OU Notional Amount USD 5409011.04000000 0.075018686721 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 19986.00000000 USD -1078470.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 232499.00000000 OU Notional Amount USD -1792567.29000000 -0.02486148446 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 232499.00000000 USD 864896.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84247.00000000 OU Notional Amount USD 2920001.02000000 0.040498094776 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 84247.00000000 USD 340357.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 396428.00000000 OU Notional Amount USD 6874061.52000000 0.095337773182 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Joby Aviation, Inc. Joby Aviation, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 396428.00000000 USD 741320.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 362430.00000000 OU Notional Amount USD 5748139.80000000 0.079722133251 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 362430.00000000 USD -300816.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125879.00000000 OU Notional Amount USD 8308014.00000000 0.115225555084 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 125879.00000000 USD -47834.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 334331.00000000 OU Notional Amount USD -2153091.64000000 -0.02986167083 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ondas Holdings, Inc. Ondas Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 334331.00000000 USD 1026396.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 459813.00000000 OU Notional Amount USD -2961195.72000000 -0.04106943254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ondas Holdings, Inc. Ondas Holdings, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 459813.00000000 USD 137943.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 565782.00000000 OU Notional Amount USD -9425928.12000000 -0.13073013596 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 565782.00000000 USD 39604.74000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 43185.00000000 OU Notional Amount USD 5733672.45000000 0.079521482598 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Oklo, Inc. Oklo, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 43185.00000000 USD -86370.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 163741.00000000 OU Notional Amount USD 2362782.63000000 0.032769918308 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 163741.00000000 USD -160466.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1372623.00000000 OU Notional Amount USD -14110564.44000000 -0.19570232069 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 -4131595.23000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 140137.00000000 OU Notional Amount USD -1440608.36000000 -0.01998009367 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 140137.00000000 USD -454043.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1042069.00000000 OU Notional Amount USD -10952145.19000000 -0.15189755444 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 1042069.00000000 USD -1800445.37000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 681310.00000000 OU Notional Amount USD 16555833.00000000 0.229616253332 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 681310.00000000 USD -156701.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 804815.00000000 OU Notional Amount USD 16249214.85000000 0.225363703140 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centuri Holdings, Inc. Centuri Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 804815.00000000 USD 206525.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1285178.00000000 OU Notional Amount USD 14625325.64000000 0.202841649660 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DoubleVerify Holdings, Inc. DoubleVerify Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1285178.00000000 USD 407642.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 263463.00000000 OU Notional Amount USD -1380546.12000000 -0.01914707811 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 65865.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 934022.00000000 OU Notional Amount USD -4894275.28000000 -0.06787971058 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 317567.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109846.00000000 OU Notional Amount USD -17410591.00000000 -0.24147106785 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 109846.00000000 USD 32001.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9211.00000000 OU Notional Amount USD 662086.68000000 0.009182616352 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 9211.00000000 USD 15923.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40164.00000000 OU Notional Amount USD 6958814.64000000 0.096513231637 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 40164.00000000 USD 803280.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 231803.00000000 OU Notional Amount USD -3933696.91000000 -0.05455725158 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hayward Holdings, Inc. Hayward Holdings, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 231803.00000000 USD -387923.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 192668.00000000 OU Notional Amount USD -3814826.40000000 -0.05290861203 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 192668.00000000 USD 626171.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 134884.00000000 OU Notional Amount USD -2670703.20000000 -0.03704053203 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 134884.00000000 USD 598884.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36921.00000000 OU Notional Amount USD -969176.25000000 -0.01344170476 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 36921.00000000 USD 133654.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165490.00000000 OU Notional Amount USD -4860441.30000000 -0.06741046015 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 165490.00000000 USD -973290.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48276.00000000 OU Notional Amount USD -521380.80000000 -0.00723113756 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Super Group SGHC Ltd. Super Group SGHC Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 48276.00000000 USD 107655.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 477575.00000000 OU Notional Amount USD 13768487.25000000 0.190957981782 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 477575.00000000 USD 678156.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45241.00000000 OU Notional Amount USD -310353.26000000 -0.00430435320 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rumble, Inc. Rumble, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 45241.00000000 USD 51574.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 435836.00000000 OU Notional Amount USD -2989834.96000000 -0.04146663605 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 435836.00000000 USD 34866.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 21179.00000000 OU Notional Amount USD -145287.94000000 -0.00201502832 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rumble, Inc. Rumble, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 21179.00000000 USD 27956.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 389298.00000000 OU Notional Amount USD -2670584.28000000 -0.03703888270 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 389298.00000000 USD 31143.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 301764.00000000 OU Notional Amount USD 1403202.60000000 0.019461305491 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 301764.00000000 USD 42246.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66590.00000000 OU Notional Amount USD 896301.40000000 0.012430988481 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 66590.00000000 USD -9655.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 340117.00000000 OU Notional Amount USD 5979256.86000000 0.082927543295 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 C3.ai, Inc. C3.ai, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 340117.00000000 USD -361952.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 314932.00000000 OU Notional Amount USD 8065408.52000000 0.111860809779 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 314932.00000000 USD -596595.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 193039.00000000 OU Notional Amount USD 24427155.06000000 0.338785238076 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 193039.00000000 USD -185317.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10749.00000000 OU Notional Amount USD -755332.23000000 -0.01047585806 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ServisFirst Bancshares, Inc. ServisFirst Bancshares, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10749.00000000 USD 71591.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 2030.00000000 OU Notional Amount USD -765310.00000000 -0.01061424181 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 2030.00000000 USD 11112.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5165.00000000 OU Notional Amount USD 230565.60000000 0.003197761732 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Synovus Financial Corp. Synovus Financial Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 5165.00000000 USD -4041.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 223154.00000000 OU Notional Amount USD -2220382.30000000 -0.03079493884 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Burford Capital Ltd. Burford Capital Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 223154.00000000 USD 303489.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 101841.00000000 OU Notional Amount USD -1013317.95000000 -0.01405391508 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 101841.00000000 USD 167019.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628657.00000000 OU Notional Amount USD -12755450.53000000 -0.17690796713 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 628657.00000000 USD 1812907.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5677.00000000 OU Notional Amount USD -195004.95000000 -0.00270456376 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Smartstop Self Storage REIT, Inc. Smartstop Self Storage REIT, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 5677.00000000 USD 19642.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 29038.00000000 OU Notional Amount USD 325806.36000000 0.004518675423 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Archer Aviation, Inc. Archer Aviation, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 29038.00000000 USD -21959.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 83297.00000000 OU Notional Amount USD -2778787.92000000 -0.03853958124 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 83297.00000000 USD -182816.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4036.00000000 OU Notional Amount USD -129434.52000000 -0.00179515398 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Avient Corp. Avient Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4036.00000000 USD -764.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 212515.00000000 OU Notional Amount USD 3115469.90000000 0.043209092880 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Theravance Biopharma, Inc. Theravance Biopharma, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 212515.00000000 USD 161511.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 300626.00000000 OU Notional Amount USD -10416690.90000000 -0.14447122875 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 300626.00000000 USD -411857.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 706887.00000000 OU Notional Amount USD -24493634.55000000 -0.33970725579 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 706887.00000000 USD -491220.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106436.00000000 OU Notional Amount USD 9805948.68000000 0.136000719279 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 106436.00000000 USD 37252.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 458228.00000000 OU Notional Amount USD -2882254.12000000 -0.03997457525 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 458228.00000000 USD 554455.88000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 62809.00000000 OU Notional Amount USD -5773403.28000000 -0.08007251765 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 62809.00000000 USD 432361.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154232.00000000 OU Notional Amount USD 3104690.16000000 0.043059586449 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Groupon, Inc. Groupon, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 154232.00000000 USD -262573.42000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 203866.00000000 OU Notional Amount USD 4103822.58000000 0.056916759498 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Groupon, Inc. Groupon, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 203866.00000000 USD -405693.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16925.00000000 OU Notional Amount USD -3159559.00000000 -0.04382057367 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 16925.00000000 USD -311615.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18470.00000000 OU Notional Amount USD -349267.70000000 -0.00484406557 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 68893.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4229.00000000 OU Notional Amount USD -79970.39000000 -0.00110912578 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4229.00000000 USD 15774.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5968.00000000 OU Notional Amount USD -112854.88000000 -0.00156520754 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 5968.00000000 USD 22260.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28359.00000000 OU Notional Amount USD -536268.69000000 -0.00743762076 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 7089.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52511.00000000 OU Notional Amount USD -992983.01000000 -0.01377188561 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 52511.00000000 USD 232623.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66939.00000000 OU Notional Amount USD -1265816.49000000 -0.01755586927 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 66939.00000000 USD 16734.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75501.00000000 OU Notional Amount USD -3556852.11000000 -0.04933071354 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zurn Elkay Water Solutions Corp. Zurn Elkay Water Solutions Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 75501.00000000 USD -43194.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18326.00000000 OU Notional Amount USD -11679709.58000000 -0.16198829462 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18326.00000000 USD -641959.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 30077.00000000 OU Notional Amount USD -19168974.41000000 -0.26585844905 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 30077.00000000 USD -245277.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55528.00000000 OU Notional Amount USD 11602575.60000000 0.160918507590 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55528.00000000 USD 435268.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 313702.00000000 OU Notional Amount USD 6270902.98000000 0.086972443324 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 313702.00000000 USD 941106.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 184395.00000000 OU Notional Amount USD -7486437.00000000 -0.10383093467 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 184395.00000000 USD 420676.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83687.00000000 OU Notional Amount USD 9516885.64000000 0.131991644519 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 83687.00000000 USD -1229884.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 888037.00000000 OU Notional Amount USD 9963775.14000000 0.138189646917 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 888037.00000000 USD 719309.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 OU Notional Amount USD -99.22000000 -0.00000137610 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 5.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150736.00000000 OU Notional Amount USD 1561624.96000000 0.021658497789 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 150736.00000000 USD -7536.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 609213.00000000 OU Notional Amount USD 12245181.30000000 0.169830938225 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 609213.00000000 USD -1480387.59000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1838.00000000 OU Notional Amount USD -478523.30000000 -0.00663673807 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1838.00000000 USD 42993.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88112.00000000 OU Notional Amount USD -2017764.80000000 -0.02798479505 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 88112.00000000 USD 235949.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 115997.00000000 OU Notional Amount USD -2435937.00000000 -0.03378451131 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 115997.00000000 USD 51038.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158369.00000000 OU Notional Amount USD -3325749.00000000 -0.04612549697 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 158369.00000000 USD -915372.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 133787.00000000 OU Notional Amount USD -2345286.11000000 -0.03252725547 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 133787.00000000 USD 163220.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 236957.00000000 OU Notional Amount USD -4153856.21000000 -0.05761068620 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 236957.00000000 USD 289087.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 919543.00000000 OU Notional Amount USD -16119588.79000000 -0.22356589265 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 919543.00000000 USD 790806.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45926.00000000 OU Notional Amount USD -612652.84000000 -0.00849700825 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 45926.00000000 USD 24800.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74539.00000000 OU Notional Amount USD -994350.26000000 -0.01379084828 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 74539.00000000 USD 40251.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60373.00000000 OU Notional Amount USD -805375.82000000 -0.01116992290 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Embecta Corp. Embecta Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 60373.00000000 USD 32601.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55107.00000000 OU Notional Amount USD -735127.38000000 -0.01019563284 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 55107.00000000 USD 29757.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163064.00000000 OU Notional Amount USD -2175273.76000000 -0.03016931922 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 163064.00000000 USD 148388.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 312756.00000000 OU Notional Amount USD -19634821.68000000 -0.27231938066 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 312756.00000000 USD -777294.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23824.00000000 OU Notional Amount USD -698519.68000000 -0.00968791312 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 23824.00000000 USD -62895.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28071.00000000 OU Notional Amount USD -1575344.52000000 -0.02184877718 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Valaris Ltd. Valaris Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 28071.00000000 USD -126422.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 196202.00000000 OU Notional Amount USD 1638286.70000000 0.022721735230 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 196202.00000000 USD -35316.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20943.00000000 OU Notional Amount USD -712690.29000000 -0.00988444822 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PROCEPT BioRobotics Corp. PROCEPT BioRobotics Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 20943.00000000 USD 22911.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28508.00000000 OU Notional Amount USD -566168.88000000 -0.00785231265 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CompoSecure, Inc. CompoSecure, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 28508.00000000 USD 17960.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 73101.00000000 OU Notional Amount USD -1451785.86000000 -0.02013511671 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CompoSecure, Inc. CompoSecure, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 73101.00000000 USD 33288.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42937.00000000 OU Notional Amount USD -852728.82000000 -0.01182667140 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CompoSecure, Inc. CompoSecure, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42937.00000000 USD -6011.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59083.00000000 OU Notional Amount USD -1173388.38000000 -0.01627396480 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 CompoSecure, Inc. CompoSecure, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 59083.00000000 USD -5997.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52688.00000000 OU Notional Amount USD -1046383.68000000 -0.01451251049 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CompoSecure, Inc. CompoSecure, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 52688.00000000 USD -7376.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62096.00000000 OU Notional Amount USD -448954.08000000 -0.00622663648 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 62096.00000000 USD 1862.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 602310.00000000 OU Notional Amount USD -4354701.30000000 -0.06039624807 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 602310.00000000 USD 18069.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 545813.00000000 OU Notional Amount USD -3946227.99000000 -0.05473104771 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 545813.00000000 USD 16374.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 627014.00000000 OU Notional Amount USD -4533311.22000000 -0.06287342579 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 627014.00000000 USD 150483.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 883456.00000000 OU Notional Amount USD -6387386.88000000 -0.08858798249 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 883456.00000000 USD -15077.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1413765.00000000 OU Notional Amount USD -10221520.95000000 -0.14176437657 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 1413765.00000000 USD 323707.01000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 12286.00000000 OU Notional Amount USD -1269266.66000000 -0.01760372038 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 12286.00000000 USD -11354.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 312443.00000000 OU Notional Amount USD -7001847.63000000 -0.09711006502 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 312443.00000000 USD 887338.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 365114.00000000 OU Notional Amount USD -3282374.86000000 -0.04552393210 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 365114.00000000 USD 54767.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 194436.00000000 OU Notional Amount USD -880795.08000000 -0.01221592813 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marqeta, Inc. Marqeta, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 194436.00000000 USD 48609.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 871415.00000000 OU Notional Amount USD -3947509.95000000 -0.05474882748 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 871415.00000000 USD 487992.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13335.00000000 OU Notional Amount USD 239896.65000000 0.003327175984 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 13335.00000000 USD -88.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2946336.00000000 OU Notional Amount USD 14437046.40000000 0.200230366153 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 2946336.00000000 USD -618730.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1227.00000000 OU Notional Amount USD -8159.55000000 -0.00011316647 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 1227.00000000 USD 429.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4986.00000000 OU Notional Amount USD -33156.90000000 -0.00045985986 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 4986.00000000 USD 1745.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 208540.00000000 OU Notional Amount USD -1386791.00000000 -0.01923368963 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 208540.00000000 USD 31281.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3681.00000000 OU Notional Amount USD -138810.51000000 -0.00192519151 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TrustCo Bank Corp. TrustCo Bank Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 3681.00000000 USD -2907.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20243.00000000 OU Notional Amount USD -5564395.84000000 -0.07717375047 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 20243.00000000 USD -408529.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 46243.00000000 OU Notional Amount USD -11762831.91000000 -0.16314113531 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 46243.00000000 USD 1101883.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60472.00000000 OU Notional Amount USD -771622.72000000 -0.01070179422 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 60472.00000000 USD 10280.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 620224.00000000 OU Notional Amount USD -7914058.24000000 -0.10976170161 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 620224.00000000 USD 179864.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 277570.00000000 OU Notional Amount USD -2814559.80000000 -0.03903570880 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 277570.00000000 USD 197074.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 559768.00000000 OU Notional Amount USD 35315763.12000000 0.489801582995 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 559768.00000000 USD -3569533.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 307534.00000000 OU Notional Amount USD -9026122.90000000 -0.12518515513 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 307534.00000000 USD -319835.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 361638.00000000 OU Notional Amount USD -10614075.30000000 -0.14720879360 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 361638.00000000 USD 25827.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 841093.00000000 OU Notional Amount USD 12279957.80000000 0.170313260656 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 841093.00000000 USD 790627.42000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 44710.00000000 OU Notional Amount USD -5557900.10000000 -0.07708365972 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 44710.00000000 USD 21507.57000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 261584.00000000 OU Notional Amount USD 11580323.68000000 0.160609891135 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rigetti Computing, Inc. Rigetti Computing, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 261584.00000000 USD 517825.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31132.00000000 OU Notional Amount USD -1415260.72000000 -0.01962854203 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 538583.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11729.00000000 OU Notional Amount USD -533200.34000000 -0.00739506519 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 11729.00000000 USD 149075.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109259.00000000 OU Notional Amount USD -6473595.75000000 -0.08978363104 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centerspace Centerspace Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 109259.00000000 USD 58052.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70699.00000000 OU Notional Amount USD -1838174.00000000 -0.02549401330 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 70699.00000000 USD -139984.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 109526.00000000 OU Notional Amount USD -2847676.00000000 -0.03949500419 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 109526.00000000 USD 14238.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116455.00000000 OU Notional Amount USD -4292531.30000000 -0.05953399955 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 303947.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 486969.00000000 OU Notional Amount USD -17949677.34000000 -0.24894776719 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 486969.00000000 USD 1358643.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 672201.00000000 OU Notional Amount USD 11400528.96000000 0.158116281180 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rush Street Interactive, Inc. Rush Street Interactive, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 672201.00000000 USD -2345981.49000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 153952.00000000 OU Notional Amount USD 4807920.96000000 0.066682044760 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 153952.00000000 USD -371928.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54853.00000000 OU Notional Amount USD -2422308.48000000 -0.03359549456 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Madison Square Garden Entertainment Corp. Madison Square Garden Entertainment Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 54853.00000000 USD 110803.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 454000.00000000 OU Notional Amount USD 3500340.00000000 0.048546935463 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 454000.00000000 USD 45400.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10018.00000000 OU Notional Amount USD 364955.74000000 0.005061646227 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Global-e Online Ltd. Global-e Online Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 10018.00000000 USD 11227.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143588.00000000 OU Notional Amount USD 28785086.36000000 0.399226283681 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 143588.00000000 USD 3500560.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13726.00000000 OU Notional Amount USD -216459.02000000 -0.00300211467 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 13726.00000000 USD 7315.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 123186.00000000 OU Notional Amount USD -2101553.16000000 -0.02914687305 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cellebrite DI Ltd. Cellebrite DI Ltd. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 123186.00000000 USD 237748.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 228820.00000000 OU Notional Amount USD -3816717.60000000 -0.05293484147 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CTO Realty Growth, Inc. CTO Realty Growth, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 228820.00000000 USD -176191.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11652.00000000 OU Notional Amount USD -194355.36000000 -0.00269555446 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CTO Realty Growth, Inc. CTO Realty Growth, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 11652.00000000 USD -8972.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289143.00000000 OU Notional Amount USD -4822905.24000000 -0.06688986482 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 289143.00000000 USD -153245.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 82120.00000000 OU Notional Amount USD 3932726.80000000 0.054543796932 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 82120.00000000 USD -77192.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 149673.00000000 OU Notional Amount USD 7167839.97000000 0.099412246934 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Academy Sports & Outdoors, Inc. Academy Sports & Outdoors, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 149673.00000000 USD -137734.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142711.00000000 OU Notional Amount USD -2287657.33000000 -0.03172799006 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eos Energy Enterprises, Inc. Eos Energy Enterprises, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 142711.00000000 USD -138429.67000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 37651.00000000 OU Notional Amount USD -603545.53000000 -0.00837069710 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Eos Energy Enterprises, Inc. Eos Energy Enterprises, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 37651.00000000 USD -45557.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 274355.00000000 OU Notional Amount USD -4397910.65000000 -0.06099552743 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 274355.00000000 USD -266124.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73735.00000000 OU Notional Amount USD -8073245.15000000 -0.11196949761 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 73735.00000000 USD -129642.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 967705.00000000 OU Notional Amount USD -4993357.80000000 -0.06925390643 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 967705.00000000 USD 212895.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144493.00000000 OU Notional Amount USD 8582884.20000000 0.119037786428 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 144493.00000000 USD -184926.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 13136.00000000 OU Notional Amount USD 780278.40000000 0.010821841629 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 13136.00000000 USD 8144.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84174.00000000 OU Notional Amount USD 1508398.08000000 0.020920283241 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadstone Net Lease, Inc. Broadstone Net Lease, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 84174.00000000 USD -7142.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38178.00000000 OU Notional Amount USD -671551.02000000 -0.00931387923 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 38178.00000000 USD -26342.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45768.00000000 OU Notional Amount USD -805059.12000000 -0.01116553053 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 45768.00000000 USD -31579.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95400.00000000 OU Notional Amount USD -1678086.00000000 -0.02327371990 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 95400.00000000 USD -27666.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48349.00000000 OU Notional Amount USD -364067.97000000 -0.00504933356 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 48349.00000000 USD -13054.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1146774.00000000 OU Notional Amount USD -8635208.22000000 -0.11976347902 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1146774.00000000 USD -309628.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 356952.00000000 OU Notional Amount USD -2687848.56000000 -0.03727832455 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 356952.00000000 USD -96377.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 348119.00000000 OU Notional Amount USD -2621336.07000000 -0.03635584915 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 348119.00000000 USD -55699.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1378760.00000000 OU Notional Amount USD -10382062.80000000 -0.14399096451 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 1378760.00000000 USD -217448.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1657233.00000000 OU Notional Amount USD -12478964.49000000 -0.17307332537 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 1657233.00000000 USD -265157.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15830.00000000 OU Notional Amount USD 449888.60000000 0.006239597533 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 15830.00000000 USD -93238.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12267.00000000 OU Notional Amount USD 348628.14000000 0.004835195384 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 12267.00000000 USD -72252.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 35943.00000000 OU Notional Amount USD 1021500.06000000 0.014167394449 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35943.00000000 USD -211704.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74359.00000000 OU Notional Amount USD 2113282.78000000 0.029309553568 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 74359.00000000 USD -451075.83000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 23430.00000000 OU Notional Amount USD 665880.60000000 0.009235235009 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 23430.00000000 USD -152763.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 373017.00000000 OU Notional Amount USD 15166871.22000000 0.210352456703 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 373017.00000000 USD 1054439.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25441.00000000 OU Notional Amount USD -4732280.41000000 -0.06563297041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gulfport Energy Corp. Gulfport Energy Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 25441.00000000 USD -111215.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70582.00000000 OU Notional Amount USD 812398.82000000 0.011267326341 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 70582.00000000 USD -6352.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 284936.00000000 OU Notional Amount USD 3279613.36000000 0.045485632290 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 284936.00000000 USD -31665.61000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 153882.00000000 OU Notional Amount USD 4958078.04000000 0.068764604189 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 IAC, Inc. IAC, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 153882.00000000 USD -164660.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 158868.00000000 OU Notional Amount USD -4051134.00000000 -0.05618601074 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 158868.00000000 USD 76256.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94893.00000000 OU Notional Amount USD -12522080.28000000 -0.17367130713 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 94893.00000000 USD -2044944.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 24317.00000000 OU Notional Amount USD -3788831.77000000 -0.05254808716 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 24317.00000000 USD 39092.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 204227.00000000 OU Notional Amount USD -3073616.35000000 -0.04262861738 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 204227.00000000 USD 0.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 89744.00000000 OU Notional Amount USD -4939509.76000000 -0.06850707689 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TPG, Inc. TPG, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 89744.00000000 USD 148841.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 958991.00000000 OU Notional Amount USD -7403410.52000000 -0.10267942334 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sprinklr, Inc. Sprinklr, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 958991.00000000 USD -115078.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 274418.00000000 OU Notional Amount USD -3465899.34000000 -0.04806927086 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 274418.00000000 USD 471998.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 612193.00000000 OU Notional Amount USD -7731997.59000000 -0.10723666501 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Advantage Corp. First Advantage Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 612193.00000000 USD 1036743.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 562678.00000000 OU Notional Amount USD -7106623.14000000 -0.09856321812 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 562678.00000000 USD 1273890.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 164983.00000000 OU Notional Amount USD 15465506.42000000 0.214494289719 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 164983.00000000 USD 807612.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 166109.00000000 OU Notional Amount USD -2647777.46000000 -0.03672257022 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 166109.00000000 USD -677724.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25439.00000000 OU Notional Amount USD -405497.66000000 -0.00562393045 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 25439.00000000 USD -103791.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20672.00000000 OU Notional Amount USD 350803.84000000 0.004865370615 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GEO Group, Inc. GEO Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 20672.00000000 USD -2480.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 62392.00000000 OU Notional Amount USD -1573526.24000000 -0.02182355908 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stevanato Group SpA Stevanato Group SpA Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 62392.00000000 USD -80485.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132315.00000000 OU Notional Amount USD -3336984.30000000 -0.04628132165 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 132315.00000000 USD 88651.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7148.00000000 OU Notional Amount USD -105504.48000000 -0.00146326333 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Titan America SA Titan America SA Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7148.00000000 USD 1572.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17362.00000000 OU Notional Amount USD -256263.12000000 -0.00355416592 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Titan America SA Titan America SA Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 17362.00000000 USD 3819.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6639.00000000 OU Notional Amount USD -97991.64000000 -0.00135906621 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Titan America SA Titan America SA Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 6639.00000000 USD 2589.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27525.00000000 OU Notional Amount USD -141203.25000000 -0.00195837691 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hertz Global Holdings, Inc. Hertz Global Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 27525.00000000 USD 12111.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 638975.00000000 OU Notional Amount USD -3277941.75000000 -0.04546244838 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 638975.00000000 USD 281149.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 101103.00000000 OU Notional Amount USD -1057537.38000000 -0.01466720345 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 101103.00000000 USD 371048.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 93823.00000000 OU Notional Amount USD -981388.58000000 -0.01361108008 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 93823.00000000 USD 332565.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80051.00000000 OU Notional Amount USD -837333.46000000 -0.01161314999 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 80051.00000000 USD 108869.36000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 333154.00000000 OU Notional Amount USD -3484790.84000000 -0.04833128096 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 333154.00000000 USD 3154968.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 474265.00000000 OU Notional Amount USD -10742102.25000000 -0.14898442570 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 474265.00000000 USD 915316.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 708983.00000000 OU Notional Amount USD 11953453.38000000 0.165784903695 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 708983.00000000 USD -375760.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 490601.00000000 OU Notional Amount USD -5882305.99000000 -0.08158291173 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 490601.00000000 USD -380215.77000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 95300.00000000 OU Notional Amount USD -1142647.00000000 -0.01584760628 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 95300.00000000 USD 63851.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88389.00000000 OU Notional Amount USD -1059784.11000000 -0.01469836381 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 88389.00000000 USD -68501.47000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 208129.00000000 OU Notional Amount USD -11698931.09000000 -0.16225488170 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 208129.00000000 USD -341331.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 431306.00000000 OU Notional Amount USD 10558370.88000000 0.146436217541 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 431306.00000000 USD -655585.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 647083.00000000 OU Notional Amount USD -15568816.98000000 -0.21592712512 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 647083.00000000 USD 854149.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 196832.00000000 OU Notional Amount USD -4735777.92000000 -0.06568147809 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 196832.00000000 USD 43303.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 444886.00000000 OU Notional Amount USD -3750388.98000000 -0.05201491620 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 444886.00000000 USD -26693.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 720942.00000000 OU Notional Amount USD -6077541.06000000 -0.08429066708 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 720942.00000000 USD -43256.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 782468.00000000 OU Notional Amount USD -6596205.24000000 -0.09148412728 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 782468.00000000 USD 571201.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18580.00000000 OU Notional Amount USD -845018.40000000 -0.01171973400 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 18580.00000000 USD -21310.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 162340.00000000 OU Notional Amount USD 1366902.80000000 0.018957856098 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 162340.00000000 USD -297082.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 417318.00000000 OU Notional Amount USD 3513817.56000000 0.048733858515 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 417318.00000000 USD -763691.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 376437.00000000 OU Notional Amount USD 3169599.54000000 0.043959827991 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 376437.00000000 USD -688879.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 876825.00000000 OU Notional Amount USD 7382866.50000000 0.102394494108 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 876825.00000000 USD -1779954.75000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 209272.00000000 OU Notional Amount USD 1762070.24000000 0.024438514608 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 209272.00000000 USD -355762.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 662070.00000000 OU Notional Amount USD -6104285.40000000 -0.08466158983 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 662070.00000000 USD 218483.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 108579.00000000 OU Notional Amount USD 3426753.24000000 0.047526345552 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 108579.00000000 USD 100978.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 70407.00000000 OU Notional Amount USD 2081934.99000000 0.028874784620 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CBL & Associates Properties, Inc. CBL & Associates Properties, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 70407.00000000 USD -14081.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20349.00000000 OU Notional Amount USD 601719.93000000 0.008345377480 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 20349.00000000 USD 12412.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68898.00000000 OU Notional Amount USD -919788.30000000 -0.01275673312 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NextNav, Inc. NextNav, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 68898.00000000 USD -33760.02000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 52731.00000000 OU Notional Amount USD -4245900.12000000 -0.05888726212 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 52731.00000000 USD 64695.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 478813.00000000 OU Notional Amount USD -2561649.55000000 -0.03552804452 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 478813.00000000 USD 325592.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 142365.00000000 OU Notional Amount USD -761652.75000000 -0.01056351865 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Portillo's, Inc. Portillo's, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 142365.00000000 USD 96808.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 643.00000000 OU Notional Amount USD -3440.05000000 -0.00004771076 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 643.00000000 USD 392.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138044.00000000 OU Notional Amount USD -738535.40000000 -0.01024289937 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 138044.00000000 USD 84206.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9161.00000000 OU Notional Amount USD -238369.22000000 -0.00330599174 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Riley Exploration Permian, Inc. Riley Exploration Permian, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9161.00000000 USD 16031.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30577.00000000 OU Notional Amount USD -795613.54000000 -0.01103452784 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Riley Exploration Permian, Inc. Riley Exploration Permian, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 30577.00000000 USD 53509.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 106744.00000000 OU Notional Amount USD -5569901.92000000 -0.07725011543 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Core & Main, Inc. Core & Main, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 106744.00000000 USD -14466.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191070.00000000 OU Notional Amount USD -10470636.00000000 -0.14521940444 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 191070.00000000 USD -349658.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 351598.00000000 OU Notional Amount USD -19267570.40000000 -0.26722589712 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 351598.00000000 USD 1227077.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21632.00000000 OU Notional Amount USD 4110080.00000000 0.057003544943 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 21632.00000000 USD 198798.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 427201.00000000 OU Notional Amount USD -4981163.66000000 -0.06908478340 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 427201.00000000 USD -140882.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1099.00000000 OU Notional Amount USD -35453.74000000 -0.00049171521 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ibotta, Inc. Ibotta, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1099.00000000 USD -1340.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61485.00000000 OU Notional Amount USD -1983506.10000000 -0.02750965409 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 61485.00000000 USD 36276.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1844191.00000000 OU Notional Amount USD 29580823.64000000 0.410262527697 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 1844191.00000000 USD -1217166.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 393520.00000000 OU Notional Amount USD -7244703.20000000 -0.10047827888 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 393520.00000000 USD 233492.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1933.00000000 OU Notional Amount USD -236057.96000000 -0.00327393640 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 1933.00000000 USD 16681.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2849.00000000 OU Notional Amount USD -347919.88000000 -0.00482537238 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bank First Corp. Bank First Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2849.00000000 USD 24586.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5018.00000000 OU Notional Amount USD -612798.16000000 -0.00849902373 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 5018.00000000 USD 43305.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 802.00000000 OU Notional Amount USD -97940.24000000 -0.00135835333 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 802.00000000 USD 8076.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4995.00000000 OU Notional Amount USD 146703.15000000 0.002034656163 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 4995.00000000 USD -34.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 118283.00000000 OU Notional Amount USD -794861.76000000 -0.01102410124 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 118283.00000000 USD 79672.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6845.00000000 OU Notional Amount USD -45998.40000000 -0.00063796127 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xponential Fitness, Inc. Xponential Fitness, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6845.00000000 USD 57475.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 103233.00000000 OU Notional Amount USD -15152539.74000000 -0.21015369045 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 103233.00000000 USD -1303832.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD 0.01000000 0.000000000138 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 Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD 0.01000000 0.000000000138 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 BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 35635.00000000 OU Notional Amount USD -1727941.15000000 -0.02396517123 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35635.00000000 USD 70557.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 132275.00000000 OU Notional Amount USD -6414014.75000000 -0.08895728990 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 260581.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22918.00000000 OU Notional Amount USD 916490.82000000 0.012710999700 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 22918.00000000 USD -83421.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 170616.00000000 OU Notional Amount USD 6822933.84000000 0.094628672871 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trupanion, Inc. Trupanion, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 170616.00000000 USD -621042.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 352731.00000000 OU Notional Amount USD 21721174.98000000 0.301255443739 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 352731.00000000 USD 698407.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137874.00000000 OU Notional Amount USD 8600580.12000000 0.119283214782 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 137874.00000000 USD 1009853.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 70531.00000000 OU Notional Amount USD -545909.94000000 -0.00757133724 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Evolv Technologies Holdings, Inc. Evolv Technologies Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 70531.00000000 USD 36676.12000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 69613.00000000 OU Notional Amount USD -538804.62000000 -0.00747279210 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Evolv Technologies Holdings, Inc. Evolv Technologies Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 69613.00000000 USD 20187.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 490823.00000000 OU Notional Amount USD -4279976.56000000 -0.05935987528 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 490823.00000000 USD 274860.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2372381.00000000 OU Notional Amount USD -20687162.32000000 -0.28691450946 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 2372381.00000000 USD 1328533.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16415.00000000 OU Notional Amount USD 1260836.15000000 0.017486795912 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 iRadimed Corp. iRadimed Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 16415.00000000 USD -12639.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 452836.00000000 OU Notional Amount USD 6276306.96000000 0.087047392234 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 452836.00000000 USD 321513.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4331.00000000 OU Notional Amount USD -170641.40000000 -0.00236666067 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 6409.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71363.00000000 OU Notional Amount USD -2811702.20000000 -0.03899607616 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 71363.00000000 USD 51738.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 639365.00000000 OU Notional Amount USD 3356666.25000000 0.046554294671 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 639365.00000000 USD 134266.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11066.00000000 OU Notional Amount USD 6475159.24000000 0.089805315408 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 11066.00000000 USD 19290.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 333334.00000000 OU Notional Amount USD 9640019.28000000 0.133699410300 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 333334.00000000 USD 413334.16000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 926609.00000000 OU Notional Amount USD 5568920.09000000 0.077236498228 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 926609.00000000 USD -321264.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13056.00000000 OU Notional Amount USD 233049.60000000 0.003232212839 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SentinelOne, Inc. SentinelOne, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 13056.00000000 USD 1562.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 185231.00000000 OU Notional Amount USD 1891208.51000000 0.026229559837 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 185231.00000000 USD 0.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17132.00000000 OU Notional Amount USD -834157.08000000 -0.01156909612 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 17132.00000000 USD 0.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 111760.00000000 OU Notional Amount USD -5441594.40000000 -0.07547059204 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 111760.00000000 USD 433628.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4907.00000000 OU Notional Amount USD -687225.35000000 -0.00953126973 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Drainage Systems, Inc. Advanced Drainage Systems, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4907.00000000 USD -62.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 336440.00000000 OU Notional Amount USD 2378630.80000000 0.032989719838 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TMC the metals Co., Inc. TMC the metals Co., Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 336440.00000000 USD -689702.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32648.00000000 OU Notional Amount USD -1883463.12000000 -0.02612213743 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lantheus Holdings, Inc. Lantheus Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 32648.00000000 USD -38198.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 163144.00000000 OU Notional Amount USD 15430159.52000000 0.214004056293 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 163144.00000000 USD -146829.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35177.00000000 OU Notional Amount USD -341920.44000000 -0.00474216491 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 35177.00000000 USD 2814.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 231403.00000000 OU Notional Amount USD -2249237.16000000 -0.03119513282 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Two Harbors Investment Corp. Two Harbors Investment Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 231403.00000000 USD 13884.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1450421.00000000 OU Notional Amount USD -14098092.12000000 -0.19552933952 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 1450421.00000000 USD 319092.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14833.00000000 OU Notional Amount USD -150258.29000000 -0.00208396313 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ASP Isotopes, Inc. ASP Isotopes, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 14833.00000000 USD 36934.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92965.00000000 OU Notional Amount USD -941735.45000000 -0.01306112266 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASP Isotopes, Inc. ASP Isotopes, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 92965.00000000 USD -113417.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 151241.00000000 OU Notional Amount USD -1532071.33000000 -0.02124861241 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 151241.00000000 USD -154265.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 770452.00000000 OU Notional Amount USD 4387724.14000000 0.060854248631 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 770452.00000000 USD -1005439.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 238282.00000000 OU Notional Amount USD 5475720.36000000 0.075943892002 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Six Flags Entertainment Corp. Six Flags Entertainment Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 238282.00000000 USD 540433.01000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 43344.00000000 OU Notional Amount USD 996045.12000000 0.013814354651 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Six Flags Entertainment Corp. Six Flags Entertainment Corp. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 43344.00000000 USD 55046.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6426.00000000 OU Notional Amount USD 142271.64000000 0.001973194639 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kite Realty Group Trust Kite Realty Group Trust Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 6426.00000000 USD -16.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 244586.00000000 OU Notional Amount USD -2692891.86000000 -0.03734827112 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Paysafe Ltd. Paysafe Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 244586.00000000 USD 330191.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 640699.00000000 OU Notional Amount USD -8092028.37000000 -0.11223000595 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 640699.00000000 USD 429268.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 667880.00000000 OU Notional Amount USD 7413468.00000000 0.102818912607 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Freshworks, Inc. Freshworks, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 667880.00000000 USD 20050.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 205363.00000000 OU Notional Amount USD 7629235.45000000 0.105811435753 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 205363.00000000 USD -1096191.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 80643.00000000 OU Notional Amount USD -6528050.85000000 -0.09053888002 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 80643.00000000 USD -450794.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63429.00000000 OU Notional Amount USD -5134577.55000000 -0.07121251219 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 63429.00000000 USD -354568.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12207.00000000 OU Notional Amount USD -988156.65000000 -0.01370494783 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12207.00000000 USD -68237.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42121.00000000 OU Notional Amount USD -3409694.95000000 -0.04728976061 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 -695417.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3132.00000000 OU Notional Amount USD 160828.20000000 0.002230559387 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL Green Realty Corp. SL Green Realty Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3132.00000000 USD -7.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3917.00000000 OU Notional Amount USD 369608.12000000 0.005126171042 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3917.00000000 USD 7298.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 399140.00000000 OU Notional Amount USD 13191577.00000000 0.182956694857 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 399140.00000000 USD 1660422.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156338.00000000 OU Notional Amount USD -6280097.46000000 -0.08709996345 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 156338.00000000 USD -384591.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3919.00000000 OU Notional Amount USD -95074.94000000 -0.00131861389 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Firefly Aerospace, Inc. Firefly Aerospace, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 3919.00000000 USD 7759.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 670322.00000000 OU Notional Amount USD 6984755.24000000 0.096873007154 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 670322.00000000 USD 777514.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 877506.00000000 OU Notional Amount USD 9143612.52000000 0.126814642837 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 877506.00000000 USD 1170009.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57573.00000000 OU Notional Amount USD 3480863.58000000 0.048276812988 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Knife River Corp. Knife River Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 57573.00000000 USD -85230.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 167792.00000000 OU Notional Amount USD -2506812.48000000 -0.03476749792 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 167792.00000000 USD 5033.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300654.00000000 OU Notional Amount USD -4491770.76000000 -0.06229729260 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 300654.00000000 USD 231503.58000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 87594.00000000 OU Notional Amount USD -1308654.36000000 -0.01814999650 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 87594.00000000 USD -20146.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35902.00000000 OU Notional Amount USD -536375.88000000 -0.00743910740 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 35902.00000000 USD 27644.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 56650.00000000 OU Notional Amount USD -1623589.00000000 -0.02251788980 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 56650.00000000 USD -138226.00000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 64230.00000000 OU Notional Amount USD -1840831.80000000 -0.02553087488 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Braze, Inc. Braze, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 64230.00000000 USD -47597.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61701.00000000 OU Notional Amount USD -6160844.85000000 -0.08544602448 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 61701.00000000 USD 229527.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 224846.00000000 OU Notional Amount USD -20328326.86000000 -0.28193774666 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 224846.00000000 USD -730864.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61283.00000000 OU Notional Amount USD -1198695.48000000 -0.01662495417 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Calumet, Inc. Calumet, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 61283.00000000 USD -44736.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1414624.00000000 OU Notional Amount USD -29947590.08000000 -0.41534928689 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 1414624.00000000 USD 183901.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35429.00000000 OU Notional Amount USD -603710.16000000 -0.00837298038 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 35429.00000000 USD 8148.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25302.00000000 OU Notional Amount USD -431146.08000000 -0.00597965366 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 25302.00000000 USD 5819.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3431.00000000 OU Notional Amount USD -58464.24000000 -0.00081085257 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3431.00000000 USD 789.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 80086.00000000 OU Notional Amount USD -1364665.44000000 -0.01892682569 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 80086.00000000 USD 18419.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111831.00000000 OU Notional Amount USD -1905600.24000000 -0.02642916170 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 111831.00000000 USD -24602.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9740.00000000 OU Notional Amount USD 172592.80000000 0.002393725044 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 9740.00000000 USD -24.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3339.00000000 OU Notional Amount USD -113659.56000000 -0.00157636781 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 3339.00000000 USD 22571.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 68392.00000000 OU Notional Amount USD -963643.28000000 -0.01336496686 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amprius Technologies, Inc. Amprius Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 68392.00000000 USD 35563.84000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 188197.00000000 OU Notional Amount USD -2651695.73000000 -0.03677691352 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 188197.00000000 USD -314288.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 423850.00000000 OU Notional Amount USD -5972046.50000000 -0.08282754133 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amprius Technologies, Inc. Amprius Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 423850.00000000 USD -1144395.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2.00000000 OU Notional Amount USD -155.74000000 -0.00000215999 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2.00000000 USD -0.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 174279.00000000 OU Notional Amount USD 2061720.57000000 0.028594426671 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 174279.00000000 USD -10456.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19527.00000000 OU Notional Amount USD -4673201.64000000 -0.06481359480 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 19527.00000000 USD -366717.06000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1961.00000000 OU Notional Amount USD -469306.52000000 -0.00650890865 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Dave, Inc. Dave, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 1961.00000000 USD -50459.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 599822.00000000 OU Notional Amount USD -4714600.92000000 -0.06538776993 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 599822.00000000 USD 113966.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 184835.00000000 OU Notional Amount USD -1452803.10000000 -0.02014922502 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 184835.00000000 USD -14786.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15436.00000000 OU Notional Amount USD -3455966.04000000 -0.04793150388 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SPX Technologies, Inc. SPX Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 15436.00000000 USD -489553.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54182.00000000 OU Notional Amount USD -1456953.98000000 -0.02020679443 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pagaya Technologies Ltd. Pagaya Technologies Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 54182.00000000 USD 82898.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 307158.00000000 OU Notional Amount USD -29057146.80000000 -0.40299954588 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bunge Global SA Bunge Global SA Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 307158.00000000 USD -463808.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81766.00000000 OU Notional Amount USD 1131641.44000000 0.015694967904 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 81766.00000000 USD 32706.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 212696.00000000 OU Notional Amount USD -13453022.00000000 -0.18658272934 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 212696.00000000 USD 1203859.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2744.00000000 OU Notional Amount USD -516969.60000000 -0.00716995772 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2744.00000000 USD -175.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14934.00000000 OU Notional Amount USD -2813565.60000000 -0.03902192004 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 14934.00000000 USD -21355.62000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 95146.00000000 OU Notional Amount USD -17925506.40000000 -0.24861253545 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 95146.00000000 USD 512905.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54543.00000000 OU Notional Amount USD -3575293.65000000 -0.04958648305 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sezzle, Inc. Sezzle, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 54543.00000000 USD 678514.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31971.00000000 OU Notional Amount USD -2095699.05000000 -0.02906568119 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 31971.00000000 USD 397719.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8842.00000000 OU Notional Amount USD -579593.10000000 -0.00803849592 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 8842.00000000 USD 94383.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 67809.00000000 OU Notional Amount USD -347860.17000000 -0.00482454425 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 American Battery Technology Co. American Battery Technology Co. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 67809.00000000 USD 8259.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87011.00000000 OU Notional Amount USD -446366.43000000 -0.00619074783 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Battery Technology Co. American Battery Technology Co. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 87011.00000000 USD 22693.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161796.00000000 OU Notional Amount USD 1828294.80000000 0.025356996652 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomad Foods Ltd. Nomad Foods Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 161796.00000000 USD -82476.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 332319.00000000 OU Notional Amount USD 2701753.47000000 0.037471174613 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 332319.00000000 USD 16615.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 39975.00000000 OU Notional Amount USD -718750.50000000 -0.00996849852 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fidelis Insurance Holdings Ltd. Fidelis Insurance Holdings Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 39975.00000000 USD 19587.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 190298.00000000 OU Notional Amount USD -3421558.04000000 -0.04745429225 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 190298.00000000 USD 93246.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95118.00000000 OU Notional Amount USD -1710221.64000000 -0.02371941570 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 95118.00000000 USD 12365.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 420877.00000000 OU Notional Amount USD -5286215.12000000 -0.07331560484 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 420877.00000000 USD -25252.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30.00000000 OU Notional Amount USD -866.70000000 -0.00001202044 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StandardAero, Inc. StandardAero, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 30.00000000 USD -10.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 186994.00000000 OU Notional Amount USD -13072750.54000000 -0.18130866624 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 186994.00000000 USD -215043.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3055.00000000 OU Notional Amount USD -53370.85000000 -0.00074021129 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 3055.00000000 USD -4765.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129084.00000000 OU Notional Amount USD -2255097.48000000 -0.03127641081 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 129084.00000000 USD -201371.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48170.00000000 OU Notional Amount USD -2450407.90000000 -0.03398521120 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 48170.00000000 USD 39981.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78499.00000000 OU Notional Amount USD 4481507.91000000 0.062154955028 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 78499.00000000 USD -86348.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 163227.00000000 OU Notional Amount USD -2949511.89000000 -0.04090738710 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 163227.00000000 USD -79981.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11367.00000000 OU Notional Amount USD -205401.69000000 -0.00284875828 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 11367.00000000 USD -5569.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3253.00000000 OU Notional Amount USD -96679.16000000 -0.00134086315 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LENZ Therapeutics, Inc. LENZ Therapeutics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3253.00000000 USD 27757.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68519.00000000 OU Notional Amount USD 3105281.08000000 0.043067782040 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 68519.00000000 USD 116343.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 156017.00000000 OU Notional Amount USD 3384008.73000000 0.046933513150 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 156017.00000000 USD -29643.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 669.00000000 OU Notional Amount USD -245830.74000000 -0.00340947709 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 669.00000000 USD 45853.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20957.00000000 OU Notional Amount USD 2169259.07000000 0.030085900248 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 20957.00000000 USD 51080.73000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45580.00000000 OU Notional Amount USD 8339316.80000000 0.115659700056 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 45580.00000000 USD 485711.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74665.00000000 OU Notional Amount USD -7557591.30000000 -0.10481778830 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NEXTracker, Inc. NEXTracker, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 74665.00000000 USD -1020670.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57682.00000000 OU Notional Amount USD -4573028.96000000 -0.06342427929 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Howard Hughes Holdings, Inc. Howard Hughes Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 57682.00000000 USD 80100.35000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 2717.00000000 OU Notional Amount USD -215403.76000000 -0.00298747905 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Howard Hughes Holdings, Inc. Howard Hughes Holdings, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 2717.00000000 USD 9210.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 182620.00000000 OU Notional Amount USD -1218075.40000000 -0.01689373827 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Adamas Trust, Inc. Adamas Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 182620.00000000 USD 58438.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23860.00000000 OU Notional Amount USD 11737211.20000000 0.162785796421 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23860.00000000 USD 1109012.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9448.00000000 OU Notional Amount USD -1293525.68000000 -0.01794017372 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 9448.00000000 USD -150223.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 59521.00000000 OU Notional Amount USD -8149020.11000000 -0.11302043612 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 59521.00000000 USD -846388.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265106.00000000 OU Notional Amount USD -14244145.38000000 -0.19755498222 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 265106.00000000 USD 2815425.72000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 120417.00000000 OU Notional Amount USD -6256867.32000000 -0.08677777986 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 120417.00000000 USD 809202.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 574195.00000000 OU Notional Amount USD -18494820.95000000 -0.25650847605 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 574195.00000000 USD 470839.90000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 45522.00000000 OU Notional Amount USD 2770013.70000000 0.038417889783 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 45522.00000000 USD 52350.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 98485.00000000 OU Notional Amount USD -1740229.95000000 -0.02413560713 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 QXO, Inc. QXO, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 98485.00000000 USD 177273.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 208033.00000000 OU Notional Amount USD -3675943.11000000 -0.05098241111 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 208033.00000000 USD 374459.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 601841.00000000 OU Notional Amount USD -10634530.47000000 -0.14749249056 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 601841.00000000 USD 1342105.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 137515.00000000 OU Notional Amount USD -5599610.80000000 -0.07766215399 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 137515.00000000 USD -93510.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 215656.00000000 OU Notional Amount USD -8781512.32000000 -0.12179260068 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 215656.00000000 USD -38818.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 396103.00000000 OU Notional Amount USD -6424790.66000000 -0.08910674321 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 396103.00000000 USD -253505.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 462598.00000000 OU Notional Amount USD -7503339.56000000 -0.10406535975 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 462598.00000000 USD -296062.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 74015.00000000 OU Notional Amount USD -1200523.30000000 -0.01665030458 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 74015.00000000 USD -47369.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 663907.00000000 OU Notional Amount USD -10768571.54000000 -0.14935153373 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 663907.00000000 USD -298758.15000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 57015.00000000 OU Notional Amount USD -924783.30000000 -0.01282600981 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 57015.00000000 USD -18814.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1536448.00000000 OU Notional Amount USD -24921186.56000000 -0.34563706256 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 1536448.00000000 USD -691401.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 163701.00000000 OU Notional Amount USD 3645621.27000000 0.050561871280 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 163701.00000000 USD 121138.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 363266.00000000 OU Notional Amount USD -19765303.06000000 -0.27412905376 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 363266.00000000 USD -3574537.44000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 5720.00000000 OU Notional Amount USD -311225.20000000 -0.00431644631 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Globalstar, Inc. Globalstar, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 5720.00000000 USD -50793.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 126409.00000000 OU Notional Amount USD 1155378.26000000 0.016024178743 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 126409.00000000 USD -20225.44000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 66128.00000000 OU Notional Amount USD 604409.92000000 0.008382685504 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 BGC Group, Inc. BGC Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 66128.00000000 USD 6448.45000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 96588.00000000 OU Notional Amount USD 882814.32000000 0.012243933394 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 BGC Group, Inc. BGC Group, Inc. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 96588.00000000 USD 1931.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43814.00000000 OU Notional Amount USD -598499.24000000 -0.00830070906 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sinclair, Inc. Sinclair, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43814.00000000 USD -28917.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41059.00000000 OU Notional Amount USD -560865.94000000 -0.00777876508 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sinclair, Inc. Sinclair, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 41059.00000000 USD -27098.94000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 7154.00000000 OU Notional Amount USD -264125.68000000 -0.00366321338 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Smurfit WestRock PLC Smurfit WestRock PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 7154.00000000 USD 35690.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 233222.00000000 OU Notional Amount USD 6780929.65000000 0.094046108120 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kimball Electronics, Inc. Kimball Electronics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 233222.00000000 USD 17491.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5074882.00000000 OU Notional Amount USD 1320987.80000000 0.018321051519 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 5074882.00000000 USD -74482.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 314585.00000000 OU Notional Amount USD -11608186.50000000 -0.16099632631 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 314585.00000000 USD 333460.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8684.00000000 OU Notional Amount USD 1646920.60000000 0.022841480565 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Boot Barn Holdings, Inc. Boot Barn Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8684.00000000 USD 12244.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 75242.00000000 OU Notional Amount USD -6433191.00000000 -0.08922324925 N/A DE KY N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 75242.00000000 USD 700239.56000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 88742.00000000 OU Notional Amount USD -4776094.44000000 -0.06624063620 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Liberty Broadband Corp. Liberty Broadband Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 88742.00000000 USD 848373.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 348886.00000000 OU Notional Amount USD -8258131.62000000 -0.11453372609 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 348886.00000000 USD 338419.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119856.00000000 OU Notional Amount USD -2836991.52000000 -0.03934681894 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 119856.00000000 USD 86296.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169453.00000000 OU Notional Amount USD 1772478.38000000 0.024582867242 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 169453.00000000 USD -10167.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159728.00000000 OU Notional Amount USD -4849342.08000000 -0.06725652279 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 159728.00000000 USD 1553010.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4504.00000000 OU Notional Amount USD 538543.28000000 0.007469167526 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 4504.00000000 USD 44243.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20534.00000000 OU Notional Amount USD 2455250.38000000 0.034052372553 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 20534.00000000 USD 161397.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 272133.00000000 OU Notional Amount USD 32538942.81000000 0.451289290937 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Enova International, Inc. Enova International, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 272133.00000000 USD 3091430.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 657848.00000000 OU Notional Amount USD 30820178.80000000 0.427451399341 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 657848.00000000 USD -1151234.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31467.00000000 OU Notional Amount USD 1255847.97000000 0.017417613817 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Birkenstock Holding PLC Birkenstock Holding PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 31467.00000000 USD -100529.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5923.00000000 OU Notional Amount USD 1471865.50000000 0.020413605375 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 5923.00000000 USD 42467.91000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 11641.00000000 OU Notional Amount USD 2892788.50000000 0.040120678739 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 11641.00000000 USD 158550.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3768.00000000 OU Notional Amount USD -120538.32000000 -0.00167177075 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 3768.00000000 USD -4973.76000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 74646.00000000 OU Notional Amount USD -2387925.54000000 -0.03311863049 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 74646.00000000 USD -36576.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 767083.00000000 OU Notional Amount USD 8437913.00000000 0.117027151035 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 767083.00000000 USD -53695.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34045.00000000 OU Notional Amount USD -2204073.30000000 -0.03056874596 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 34045.00000000 USD 85112.50000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 116079.00000000 OU Notional Amount USD -7514954.46000000 -0.10422644919 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 116079.00000000 USD 480567.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15555.00000000 OU Notional Amount USD -847125.30000000 -0.01174895503 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 15555.00000000 USD -102196.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6425.00000000 OU Notional Amount USD -349905.50000000 -0.00485291135 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 6425.00000000 USD -42212.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22723.00000000 OU Notional Amount USD -1237494.58000000 -0.01716306687 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 22723.00000000 USD -149290.11000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 75828.00000000 OU Notional Amount USD -4129592.88000000 -0.05727417309 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 75828.00000000 USD -446626.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46896.00000000 OU Notional Amount USD -538366.08000000 -0.00746670990 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Infinity Natural Resources, Inc. Infinity Natural Resources, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 46896.00000000 USD 44551.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114774.00000000 OU Notional Amount USD -1875407.16000000 -0.02601040766 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 114774.00000000 USD 327105.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94958.00000000 OU Notional Amount USD -1551613.72000000 -0.02151964984 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 94958.00000000 USD 10445.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125630.00000000 OU Notional Amount USD 2443503.50000000 0.033889452658 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 USA Rare Earth, Inc. USA Rare Earth, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 125630.00000000 USD -629406.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7751.00000000 OU Notional Amount USD 220670.97000000 0.003060531073 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axalta Coating Systems Ltd. Axalta Coating Systems Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 7751.00000000 USD -7847.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50057.00000000 OU Notional Amount USD 3132066.49000000 0.043439274400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 50057.00000000 USD -61069.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 238516.00000000 OU Notional Amount USD -1559894.64000000 -0.02163449962 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paramount Group, Inc. Paramount Group, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 238516.00000000 USD -4525.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15353.00000000 OU Notional Amount USD -1379467.05000000 -0.01913211226 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 15353.00000000 USD 31627.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72227.00000000 OU Notional Amount USD -6489595.95000000 -0.09000554110 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 148787.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21310.00000000 OU Notional Amount USD -1914703.50000000 -0.02655541668 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 -97599.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19814.00000000 OU Notional Amount USD -1780287.90000000 -0.02469117908 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 -90748.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47850.00000000 OU Notional Amount USD -4723273.50000000 -0.06550805172 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 47850.00000000 USD -57806.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94193.00000000 OU Notional Amount USD -9297791.03000000 -0.12895297630 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 94193.00000000 USD -866575.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13867.00000000 OU Notional Amount USD 2183497.82000000 0.030283380400 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 13867.00000000 USD 224784.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24255.00000000 OU Notional Amount USD 3819192.30000000 0.052969163598 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 24255.00000000 USD -74087.79000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 2221.00000000 OU Notional Amount USD 349718.66000000 0.004850320031 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2026-02-09 0.00000000 USD 0.00000000 USD 2221.00000000 USD 33137.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3414.00000000 OU Notional Amount USD -420126.84000000 -0.00582682556 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nutex Health, Inc. Nutex Health, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 3414.00000000 USD -29872.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253489.00000000 OU Notional Amount USD -1460096.64000000 -0.02025038063 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 253489.00000000 USD -53232.69000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 865159.00000000 OU Notional Amount USD -4983315.84000000 -0.06911463242 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 865159.00000000 USD 320108.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12755.00000000 OU Notional Amount USD -196299.45000000 -0.00272251744 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Paramount Skydance Corp. Paramount Skydance Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 12755.00000000 USD 26020.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 317334.00000000 OU Notional Amount USD -7317722.04000000 -0.10149099219 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 317334.00000000 USD -66640.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1797.00000000 OU Notional Amount USD -570008.40000000 -0.00790556374 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1797.00000000 USD -8.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16998.00000000 OU Notional Amount USD -341149.86000000 -0.00473147758 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 16998.00000000 USD -36715.68000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 642601.00000000 OU Notional Amount USD -12897002.07000000 -0.17887117456 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 642601.00000000 USD -664340.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64731.00000000 OU Notional Amount USD -1367118.72000000 -0.01896085073 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BlackSky Technology, Inc. BlackSky Technology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 64731.00000000 USD 680322.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23402.00000000 OU Notional Amount USD -494250.24000000 -0.00685485824 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BlackSky Technology, Inc. BlackSky Technology, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23402.00000000 USD 64230.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8519.00000000 OU Notional Amount USD -179921.28000000 -0.00249536524 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BlackSky Technology, Inc. BlackSky Technology, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8519.00000000 USD 89534.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7769.00000000 OU Notional Amount USD -164081.28000000 -0.00227567702 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 7769.00000000 USD 4661.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11851.00000000 OU Notional Amount USD -1007453.51000000 -0.01397257995 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Workiva, Inc. Workiva, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11851.00000000 USD 29585.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81686.00000000 OU Notional Amount USD 7424440.54000000 0.102971093021 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 81686.00000000 USD 723737.96000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 344366.00000000 OU Notional Amount USD -6505073.74000000 -0.09022020576 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 344366.00000000 USD -134302.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61194.00000000 OU Notional Amount USD -1218984.48000000 -0.01690634649 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 61194.00000000 USD 48343.26000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142291.00000000 OU Notional Amount USD 5101132.35000000 0.070748653840 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 142291.00000000 USD -385608.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17311.00000000 OU Notional Amount USD -362319.23000000 -0.00502507992 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 17311.00000000 USD 10107.07000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39681.00000000 OU Notional Amount USD -2499109.38000000 -0.03466066204 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 39681.00000000 USD 92456.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14216.00000000 OU Notional Amount USD -895323.68000000 -0.01241742828 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 14216.00000000 USD -34331.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3247.00000000 OU Notional Amount USD -37080.74000000 -0.00051428041 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flagstar Financial, Inc. Flagstar Financial, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3247.00000000 USD 259.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 327632.00000000 OU Notional Amount USD -4347676.64000000 -0.06029882161 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 327632.00000000 USD 255552.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109161.00000000 OU Notional Amount USD 8852957.10000000 0.122783483030 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 109161.00000000 USD -330841.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1300435.00000000 OU Notional Amount USD -23004695.15000000 -0.31905684899 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 1300435.00000000 USD 142185.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 444004.00000000 OU Notional Amount USD -7854430.76000000 -0.10893471582 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 444004.00000000 USD 297482.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4905.00000000 OU Notional Amount USD 442529.10000000 0.006137527114 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 4905.00000000 USD -12.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10306446.00000000 OU Notional Amount USD 3788154.51000000 0.052538694104 N/A DE AE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Alec Holdings PJSC Alec Holdings PJSC Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 10306446.00000000 USD -146519.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9231.00000000 OU Notional Amount USD 199574.22000000 0.002767935908 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Easterly Government Properties, Inc. Easterly Government Properties, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 9231.00000000 USD -6000.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4636.00000000 OU Notional Amount USD -447420.36000000 -0.00620536500 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shake Shack, Inc. Shake Shack, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4636.00000000 USD -28032.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247857.00000000 OU Notional Amount USD 12848906.88000000 0.178204132477 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 247857.00000000 USD 954249.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2089.00000000 OU Notional Amount USD -133696.00000000 -0.00185425732 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LendingTree, Inc. LendingTree, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 2089.00000000 USD -9880.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2653.00000000 OU Notional Amount USD 132013.28000000 0.001830919334 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hinge Health, Inc. Hinge Health, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 2653.00000000 USD 2899.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18162.00000000 OU Notional Amount USD 3661459.20000000 0.050781530789 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18162.00000000 USD -100254.24000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 19642.00000000 OU Notional Amount USD 3959827.20000000 0.054919657954 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 -167546.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 66911.00000000 OU Notional Amount USD 2147173.99000000 0.029779597730 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Box, Inc. Box, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 66911.00000000 USD -42823.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29240.00000000 OU Notional Amount USD -2592126.00000000 -0.03595072868 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 29240.00000000 USD 152632.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25348.00000000 OU Notional Amount USD 1645845.64000000 0.022826571723 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nektar Therapeutics Nektar Therapeutics Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 25348.00000000 USD 203924.66000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 5350.00000000 OU Notional Amount USD 347375.50000000 0.004817822262 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Nektar Therapeutics Nektar Therapeutics Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 5350.00000000 USD 44779.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300903.00000000 OU Notional Amount USD 1877634.72000000 0.026041302152 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 6018.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 580677.00000000 OU Notional Amount USD 3623424.48000000 0.050254019434 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 580677.00000000 USD 11613.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3108.00000000 OU Notional Amount USD -319968.60000000 -0.00443771032 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3108.00000000 USD 3108.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70393.00000000 OU Notional Amount USD 1172747.38000000 0.016265074641 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brightstar Lottery PLC Brightstar Lottery PLC Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 70393.00000000 USD -14774.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43252.00000000 OU Notional Amount USD 36591624.52000000 0.507496767190 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 43252.00000000 USD 1028100.04000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 553857.00000000 OU Notional Amount USD -20802868.92000000 -0.28851926810 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Viper Energy, Inc. Viper Energy, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 553857.00000000 USD -201788.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81959.00000000 OU Notional Amount USD 3693892.13000000 0.051231349766 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solstice Advanced Materials, Inc. Solstice Advanced Materials, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 81959.00000000 USD 3693892.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 154785.00000000 OU Notional Amount USD 5431405.65000000 0.075329282174 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 154785.00000000 USD -78895.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37670.00000000 OU Notional Amount USD 1155338.90000000 0.016023632851 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 37670.00000000 USD -31642.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125573.00000000 OU Notional Amount USD 16717533.49000000 0.231858910689 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 125573.00000000 USD 100458.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10699.00000000 OU Notional Amount USD -633701.77000000 -0.00878894019 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 10699.00000000 USD 79707.55000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 91578.00000000 OU Notional Amount USD -5424164.94000000 -0.07522885927 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 91578.00000000 USD 142962.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 145131.00000000 OU Notional Amount USD 8998122.00000000 0.124796804888 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 145131.00000000 USD -1181366.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77334.00000000 OU Notional Amount USD 4794708.00000000 0.066498791500 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 77334.00000000 USD -684074.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 341181.00000000 OU Notional Amount USD 9924955.29000000 0.137651246433 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 341181.00000000 USD -897306.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 451291.00000000 OU Notional Amount USD -4982252.64000000 -0.06909988668 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 451291.00000000 USD 893556.18000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 209462.00000000 OU Notional Amount USD -2312460.48000000 -0.03207199005 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 209462.00000000 USD 527844.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2645.00000000 OU Notional Amount USD -615200.55000000 -0.00853234297 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2645.00000000 USD -14.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13488.00000000 OU Notional Amount USD 485568.00000000 0.006734442471 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Collegium Pharmaceutical, Inc. Collegium Pharmaceutical, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 13488.00000000 USD 3911.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142096.00000000 OU Notional Amount USD -2755241.44000000 -0.03821301027 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 142096.00000000 USD 125044.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 39719.00000000 OU Notional Amount USD -253804.41000000 -0.00352006556 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Kearny Financial Corp. Kearny Financial Corp. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 39719.00000000 USD 12312.89000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 4050.00000000 OU Notional Amount USD -816318.00000000 -0.01132168225 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 4050.00000000 USD -5801.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133230.00000000 OU Notional Amount USD 1606753.80000000 0.022284398953 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 133230.00000000 USD -41301.30000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 122597.00000000 OU Notional Amount USD 1478519.82000000 0.020505895508 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Lindblad Expeditions Holdings, Inc. Lindblad Expeditions Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 122597.00000000 USD -22067.46000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 63593.00000000 OU Notional Amount USD -1182193.87000000 -0.01639608995 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 AdvanSix, Inc. AdvanSix, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 63593.00000000 USD 126372.38000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 235406.00000000 OU Notional Amount USD 12389417.78000000 0.171831383635 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 235406.00000000 USD -174200.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27290.00000000 OU Notional Amount USD -2403430.30000000 -0.03333366920 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 27290.00000000 USD -312197.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2921.00000000 OU Notional Amount USD -237126.78000000 -0.00328876008 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TransUnion TransUnion Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2921.00000000 USD 6711.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 268949.00000000 OU Notional Amount USD 13237669.78000000 0.183595965104 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alarm.com Holdings, Inc. Alarm.com Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 268949.00000000 USD -516382.08000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 65123.00000000 OU Notional Amount USD 3205354.06000000 0.044455714784 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 65123.00000000 USD -170622.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41787.00000000 OU Notional Amount USD -10631866.41000000 -0.14745554216 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 41787.00000000 USD -686142.54000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 142048.00000000 OU Notional Amount USD -6946147.20000000 -0.09633754430 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 142048.00000000 USD -35077.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61957.00000000 OU Notional Amount USD -2846924.15000000 -0.03948457663 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 61957.00000000 USD 537167.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6085.00000000 OU Notional Amount USD -279605.75000000 -0.00387790966 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 6085.00000000 USD 36023.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21360.00000000 OU Notional Amount USD -785834.40000000 -0.01089889893 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21360.00000000 USD -24350.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6736.00000000 OU Notional Amount USD 511531.84000000 0.007094540308 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Block, Inc. Block, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 6736.00000000 USD -37.03000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 230982.00000000 OU Notional Amount USD -5947786.50000000 -0.08249107439 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 230982.00000000 USD 369943.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 81765.00000000 OU Notional Amount USD 2447226.45000000 0.033941087017 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 81765.00000000 USD -50694.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62765.00000000 OU Notional Amount USD 1878556.45000000 0.026054085815 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Appian Corp. Appian Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 62765.00000000 USD -38914.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62892.00000000 OU Notional Amount USD 11262699.36000000 0.156204694107 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 62892.00000000 USD -944637.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112051.00000000 OU Notional Amount USD -11596157.99000000 -0.16082950043 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 112051.00000000 USD -1409601.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9910.00000000 OU Notional Amount USD -1286020.70000000 -0.01783608561 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 9910.00000000 USD -67951.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102300.00000000 OU Notional Amount USD 2296635.00000000 0.031852503221 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 102300.00000000 USD -107415.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 123543.00000000 OU Notional Amount USD -26486383.77000000 -0.36734510462 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Madison Square Garden Sports Corp. Madison Square Garden Sports Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 123543.00000000 USD 1085182.95000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 28349.00000000 OU Notional Amount USD -7099156.58000000 -0.09845966287 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 28349.00000000 USD -56637.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116.00000000 OU Notional Amount USD -29048.72000000 -0.00040288267 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CSW Industrials, Inc. CSW Industrials, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 116.00000000 USD -1160.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10513.00000000 OU Notional Amount USD 656852.24000000 0.009110018827 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 10513.00000000 USD -91211.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3340.00000000 OU Notional Amount USD -1023843.60000000 -0.01419989748 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 3340.00000000 USD 68038.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11801.00000000 OU Notional Amount USD 772257.44000000 0.010710597285 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 11801.00000000 USD -89805.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6951.00000000 OU Notional Amount USD 454873.44000000 0.006308733304 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 6951.00000000 USD -52897.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43915.00000000 OU Notional Amount USD 2873797.60000000 0.039857290040 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 43915.00000000 USD -278421.10000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 34497.00000000 OU Notional Amount USD 2257483.68000000 0.031309505511 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 34497.00000000 USD -310817.97000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 146542.00000000 OU Notional Amount USD -13017325.86000000 -0.18053996995 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 146542.00000000 USD -76111.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11720.00000000 OU Notional Amount USD 2331459.60000000 0.032335492762 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 11720.00000000 USD 228657.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17180.00000000 OU Notional Amount USD 3417617.40000000 0.047399638708 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 335181.80000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 20172.00000000 OU Notional Amount USD 4012815.96000000 0.055654569966 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 20172.00000000 USD 541416.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6182.00000000 OU Notional Amount USD 156219.14000000 0.002166635386 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 6182.00000000 USD 5996.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 510572.00000000 OU Notional Amount USD 12902154.44000000 0.178942633840 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 510572.00000000 USD 15161.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1359106.00000000 OU Notional Amount USD -33610691.38000000 -0.46615359230 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1359106.00000000 USD 625188.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3332.00000000 OU Notional Amount USD 302179.08000000 0.004190983817 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 3332.00000000 USD -8.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30471.00000000 OU Notional Amount USD -1263022.95000000 -0.01751712509 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 30471.00000000 USD 141385.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222764.00000000 OU Notional Amount USD 2853606.84000000 0.039577260237 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 222764.00000000 USD -233902.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 392791.00000000 OU Notional Amount USD -19773098.94000000 -0.27423717643 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 392791.00000000 USD -494916.66000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 475697.00000000 OU Notional Amount USD -10432035.21000000 -0.14468404214 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 475697.00000000 USD -639812.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42161.00000000 OU Notional Amount USD 20541260.81000000 0.284890971413 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 42161.00000000 USD 314942.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27587.00000000 OU Notional Amount USD 4625788.16000000 0.064156007493 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 27587.00000000 USD -292858.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108695.00000000 OU Notional Amount USD -2647810.20000000 -0.03672302430 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 108695.00000000 USD -130434.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 131970.00000000 OU Notional Amount USD -3214789.20000000 -0.04458657268 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 131970.00000000 USD -158364.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265980.00000000 OU Notional Amount USD -6479272.80000000 -0.08986236721 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 265980.00000000 USD -537279.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 127686.00000000 OU Notional Amount USD -3110430.96000000 -0.04313920678 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 127686.00000000 USD -257925.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1051389.00000000 OU Notional Amount USD 10818792.81000000 0.150048062856 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 1051389.00000000 USD -820083.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 858442.00000000 OU Notional Amount USD 8833368.18000000 0.122511800270 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 858442.00000000 USD -849857.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32383.00000000 OU Notional Amount USD -1552764.85000000 -0.02153561510 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 32383.00000000 USD -100063.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92119.00000000 OU Notional Amount USD -4417106.05000000 -0.06126175238 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 92119.00000000 USD 175026.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55469.00000000 OU Notional Amount USD 15597328.11000000 0.216322551853 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 55469.00000000 USD 1468117.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 49943.00000000 OU Notional Amount USD -9041680.72000000 -0.12540092973 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 49943.00000000 USD -34839.25000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 27724.00000000 OU Notional Amount USD 969508.28000000 0.013446309758 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 27724.00000000 USD -554.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 454294.00000000 OU Notional Amount USD -11093859.48000000 -0.15386301908 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 454294.00000000 USD 762243.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1011220.00000000 OU Notional Amount USD 12569464.60000000 0.174328490016 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 1011220.00000000 USD -717998.13000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 26402.00000000 OU Notional Amount USD -1828866.54000000 -0.02536492623 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 26402.00000000 USD -34592.93000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 128517.00000000 OU Notional Amount USD 20080781.25000000 0.278504485677 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 128517.00000000 USD -4683159.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12125.00000000 OU Notional Amount USD -204185.00000000 -0.00283188376 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 12125.00000000 USD 12246.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125956.00000000 OU Notional Amount USD -2162664.52000000 -0.02999443907 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sonos, Inc. Sonos, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 125956.00000000 USD -75573.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9038.00000000 OU Notional Amount USD -174794.92000000 -0.00242426669 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arlo Technologies, Inc. Arlo Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 9038.00000000 USD -9670.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5204.00000000 OU Notional Amount USD -30859.72000000 -0.00042799980 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 1301.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32185.00000000 OU Notional Amount USD -190857.05000000 -0.00264703568 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 8046.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 249418.00000000 OU Notional Amount USD -6901396.06000000 -0.09571688154 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HP, Inc. HP, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 249418.00000000 USD 234452.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26513.00000000 OU Notional Amount USD -1358260.99000000 -0.01883800105 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Seaways, Inc. International Seaways, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 26513.00000000 USD -124611.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 192605.00000000 OU Notional Amount USD -3998479.80000000 -0.05545573881 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 192605.00000000 USD 102080.65000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 11618.00000000 OU Notional Amount USD -205638.60000000 -0.00285204404 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 11618.00000000 USD -54168.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 687746.00000000 OU Notional Amount USD 9765993.20000000 0.135446568509 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 687746.00000000 USD 756520.60000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 1521524.00000000 OU Notional Amount USD 21605640.80000000 0.299653076432 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 1521524.00000000 USD 1311710.78000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 288278.00000000 OU Notional Amount USD -3096105.72000000 -0.04294052708 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Cars.com, Inc. Cars.com, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 288278.00000000 USD 92337.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 224201.00000000 OU Notional Amount USD -19370966.40000000 -0.26865991751 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 224201.00000000 USD 163666.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1205.00000000 OU Notional Amount USD 207850.45000000 0.002882720644 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RH RH Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 1205.00000000 USD -3.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26340.00000000 OU Notional Amount USD 273409.20000000 0.003791968433 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ProPetro Holding Corp. ProPetro Holding Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 26340.00000000 USD 121427.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 177434.00000000 OU Notional Amount USD -9583210.34000000 -0.13291151542 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 177434.00000000 USD 453612.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 212007.00000000 OU Notional Amount USD -11450498.07000000 -0.15880931304 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 212007.00000000 USD 108123.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38705.00000000 OU Notional Amount USD 10907843.10000000 0.151283119645 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 38705.00000000 USD 1117329.52000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 6759.00000000 OU Notional Amount USD -755183.07000000 -0.01047378933 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 6759.00000000 USD 19246.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18191.00000000 OU Notional Amount USD -969762.21000000 -0.01344983156 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Red Rock Resorts, Inc. Red Rock Resorts, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 18191.00000000 USD 105692.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133092.00000000 OU Notional Amount USD -1330920.00000000 -0.01845880324 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 2661.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 243393.00000000 OU Notional Amount USD -2433930.00000000 -0.03375667581 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 243393.00000000 USD 6008.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2603212.00000000 OU Notional Amount USD -26032120.00000000 -0.36104482696 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 2603212.00000000 USD 520642.40000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 3216113.00000000 OU Notional Amount USD -32161130.00000000 -0.44604932736 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 3216113.00000000 USD 514653.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21073.00000000 OU Notional Amount USD -4565043.99000000 -0.06331353410 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 21073.00000000 USD 940964.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89756.00000000 OU Notional Amount USD -811394.24000000 -0.01125339361 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 89756.00000000 USD -85268.20000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 77422.00000000 OU Notional Amount USD -699894.88000000 -0.00970698605 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 77422.00000000 USD -130843.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35831.00000000 OU Notional Amount USD -11865077.34000000 -0.16455919821 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 35831.00000000 USD -653163.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 324528.00000000 OU Notional Amount USD 21688206.24000000 0.300798193503 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 324528.00000000 USD -590640.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 220971.00000000 OU Notional Amount USD -2958801.69000000 -0.04103622925 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chemours Co. Chemours Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 220971.00000000 USD 223643.42000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 40246.00000000 OU Notional Amount USD -538893.94000000 -0.00747403090 N/A DE US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Chemours Co. Chemours Co. Y equity-performance leg 2026-02-10 0.00000000 USD 0.00000000 USD 40246.00000000 USD 66405.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 122939.00000000 OU Notional Amount USD -2418210.13000000 -0.03353865370 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TEGNA, Inc. TEGNA, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 122939.00000000 USD 22129.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 120857.00000000 OU Notional Amount USD -2377257.19000000 -0.03297066895 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TEGNA, Inc. TEGNA, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 120857.00000000 USD 21754.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 198997.00000000 OU Notional Amount USD -3914270.99000000 -0.05428782950 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TEGNA, Inc. TEGNA, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 198997.00000000 USD 47759.28000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 878.00000000 OU Notional Amount USD -199630.86000000 -0.00276872146 N/A DE US N 2 Societe Generale SA O2RNE8IBXP4R0TD8PU41 Penumbra, Inc. Penumbra, Inc. Y equity-performance leg 2025-12-08 0.00000000 USD 0.00000000 USD 878.00000000 USD 27727.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35287.00000000 OU Notional Amount USD -7537656.07000000 -0.10454130249 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 35287.00000000 USD -345459.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26066.00000000 OU Notional Amount USD -5567958.26000000 -0.07722315841 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 26066.00000000 USD -255186.14000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 190420.00000000 OU Notional Amount USD 18664968.40000000 0.258868286034 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 190420.00000000 USD -9197286.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16026.00000000 OU Notional Amount USD 6473702.70000000 0.089785114356 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 16026.00000000 USD 158497.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40314.00000000 OU Notional Amount USD -901421.04000000 -0.01250199382 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Busey Corp. First Busey Corp. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 40314.00000000 USD 37895.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57795.00000000 OU Notional Amount USD -1292296.20000000 -0.01792312181 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Busey Corp. First Busey Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 57795.00000000 USD 54327.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4125.00000000 OU Notional Amount USD 437786.25000000 0.006071747551 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Roku, Inc. Roku, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 4125.00000000 USD -10.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32662.00000000 OU Notional Amount USD 3945896.22000000 0.054726446327 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 32662.00000000 USD -32655.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 316182.00000000 OU Notional Amount USD 5852528.82000000 0.081169926041 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rapid7, Inc. Rapid7, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 316182.00000000 USD 44265.48000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 000000000 678240.00000000 OU Notional Amount USD 12554222.40000000 0.174117092809 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 678240.00000000 USD 40397.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38295.00000000 OU Notional Amount USD 8954902.80000000 0.124197388914 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 38295.00000000 USD -369306.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15313.00000000 OU Notional Amount USD 283749.89000000 0.003935385590 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CoreCivic, Inc. CoreCivic, Inc. Y equity-performance leg 2025-12-23 0.00000000 USD 0.00000000 USD 15313.00000000 USD 1378.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12361.00000000 OU Notional Amount USD 2327576.30000000 0.032281634476 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vistra Corp. Vistra Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 12361.00000000 USD -30.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 127451.00000000 OU Notional Amount USD -1621176.72000000 -0.02248443339 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 127451.00000000 USD 173333.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26114.00000000 OU Notional Amount USD -332170.08000000 -0.00460693516 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 26114.00000000 USD 35515.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 137635.00000000 OU Notional Amount USD -1750717.20000000 -0.02428105696 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Boston Omaha Corp. Boston Omaha Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 137635.00000000 USD 187183.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 93166.00000000 OU Notional Amount USD -1185071.52000000 -0.01643600067 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 93166.00000000 USD 126705.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17354.00000000 OU Notional Amount USD 3211704.78000000 0.044543794226 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ITT, Inc. ITT, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17354.00000000 USD 209636.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62974.00000000 OU Notional Amount USD 8945456.70000000 0.124066379010 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 62974.00000000 USD 769542.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 752789.00000000 OU Notional Amount USD -5736252.18000000 -0.07955726140 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 752789.00000000 USD -22583.67000000 N N N 2025-11-26 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer