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Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 1961536.00000000 AUD -1075304.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1584739.00000000 OU Notional Amount -40316291.00000000 -0.45419075021 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 1584739.00000000 AUD -868746.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 498711.00000000 OU Notional Amount -12687374.89000000 -0.14293200531 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 498711.00000000 AUD -222054.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 679042.00000000 OU Notional Amount -18245243.20000000 -0.20554521488 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 -740433.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 540706.00000000 OU Notional Amount -14528280.24000000 -0.16367107037 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 540706.00000000 AUD -140848.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 511327.00000000 OU Notional Amount -13738893.13000000 -0.15477808158 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 -133195.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 445382.00000000 OU Notional Amount -11967010.74000000 -0.13481660765 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Westpac Banking Corp. Westpac Banking Corp. 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Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 452553.00000000 AUD -137166.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22103.00000000 OU Notional Amount 320070.55000000 0.003605814910 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 22103.00000000 AUD -4602.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27360.00000000 OU Notional Amount 396196.46000000 0.004463425650 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 27360.00000000 AUD -21247.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 50824.00000000 OU Notional Amount 735975.46000000 0.008291269807 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 50824.00000000 AUD -11800.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68601.00000000 OU Notional Amount 993401.80000000 0.011191354601 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 68601.00000000 AUD -37702.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 214558.00000000 OU Notional Amount -728916.81000000 -0.00821174925 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Telstra Group Ltd. Telstra Group Ltd. Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 214558.00000000 AUD -36372.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 341068.00000000 OU Notional Amount -2597164.35000000 -0.02925884289 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 341068.00000000 AUD -92595.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 986942.00000000 OU Notional Amount -7515365.20000000 -0.08466575852 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 986942.00000000 AUD 3246.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 79869.00000000 OU Notional Amount 540997.20000000 0.006094705590 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 79869.00000000 AUD 25866.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147398.00000000 OU Notional Amount 998408.70000000 0.011247760774 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 147398.00000000 AUD 47736.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 294192.00000000 OU Notional Amount 1992726.18000000 0.022449431140 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 294192.00000000 AUD 95277.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 697990.00000000 OU Notional Amount 3500027.67000000 0.039430219243 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 697990.00000000 AUD 58547.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70991.00000000 OU Notional Amount 355979.98000000 0.004010359340 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 70991.00000000 AUD 5954.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173742.00000000 OU Notional Amount -816841.43000000 -0.00920228058 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Emerald Resources NL Emerald Resources NL Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 173742.00000000 AUD 144332.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19902.00000000 OU Notional Amount -93568.50000000 -0.00105411351 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Emerald Resources NL Emerald Resources NL Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 19902.00000000 AUD -2579.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20968.00000000 OU Notional Amount -99426.59000000 -0.00112010892 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Silex Systems Ltd. Silex Systems Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 20968.00000000 AUD -5476.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 279445.00000000 OU Notional Amount 2812927.83000000 0.031689566914 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 279445.00000000 AUD -295958.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 199080.00000000 OU Notional Amount -2003963.83000000 -0.02257603099 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 199080.00000000 AUD 53377.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27926.00000000 OU Notional Amount -281106.56000000 -0.00316685876 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 27926.00000000 AUD 32266.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 62377.00000000 OU Notional Amount -627894.57000000 -0.00707366423 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 62377.00000000 AUD -33011.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79379.00000000 OU Notional Amount -799038.80000000 -0.00900172171 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 79379.00000000 AUD 110206.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106982.00000000 OU Notional Amount -1076894.01000000 -0.01213195177 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 106982.00000000 AUD 139202.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 325607.00000000 OU Notional Amount -3277600.22000000 -0.03692442101 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 325607.00000000 AUD 365954.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 257190.00000000 OU Notional Amount -2588906.26000000 -0.02916580983 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 257190.00000000 AUD 187879.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 43203.00000000 OU Notional Amount -112250.41000000 -0.00126457808 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BWP Property Group Ltd. BWP Property Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 43203.00000000 AUD 518.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73614.00000000 OU Notional Amount -2930159.21000000 -0.03301025904 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 73614.00000000 AUD -220306.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 240305.00000000 OU Notional Amount -9565190.17000000 -0.10775844680 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ASX Ltd. ASX Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 240305.00000000 AUD -777102.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 664057.00000000 OU Notional Amount -3202373.02000000 -0.03607693486 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 664057.00000000 AUD 362432.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 98981.00000000 OU Notional Amount -379927.37000000 -0.00428014316 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 98981.00000000 AUD -5374.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 269570.00000000 OU Notional Amount -1034713.95000000 -0.01165676438 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 269570.00000000 AUD 23428.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 211690.00000000 OU Notional Amount -812548.12000000 -0.00915391349 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 211690.00000000 AUD 18398.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 349567.00000000 OU Notional Amount -12039910.25000000 -0.13563787077 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 349567.00000000 AUD -481279.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5540.00000000 OU Notional Amount -123447.25000000 -0.00139071818 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Breville Group Ltd. Breville Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 5540.00000000 AUD -4549.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 514.00000000 OU Notional Amount -11453.41000000 -0.00012903054 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Breville Group Ltd. Breville Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 514.00000000 AUD -986.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3370987.00000000 OU Notional Amount 4681512.34000000 0.052740456750 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mirvac Group Mirvac Group Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 3370987.00000000 AUD 40959.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7525382.00000000 OU Notional Amount 10450995.11000000 0.117737648770 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 7525382.00000000 AUD 107067.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 59283.00000000 OU Notional Amount 82330.22000000 0.000927506560 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mirvac Group Mirvac Group Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 59283.00000000 AUD 2264.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 162478.00000000 OU Notional Amount 225643.93000000 0.002542034083 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mirvac Group Mirvac Group Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 162478.00000000 AUD 3360.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26596.00000000 OU Notional Amount -119514.79000000 -0.00134641631 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Harvey Norman Holdings Ltd. Harvey Norman Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 26596.00000000 AUD -1013.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2368.00000000 OU Notional Amount -115151.25000000 -0.00129725803 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 2368.00000000 AUD -7305.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2697.00000000 OU Notional Amount -131149.88000000 -0.00147749361 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 2697.00000000 AUD -8320.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10008.00000000 OU Notional Amount -486669.64000000 -0.00548266825 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Macquarie Technology Group Ltd. 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Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 11137.00000000 AUD -8448.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 868.00000000 OU Notional Amount -42209.16000000 -0.00047551522 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 868.00000000 AUD -2038.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 986822.00000000 OU Notional Amount 22411278.12000000 0.252478463917 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Computershare Ltd. Computershare Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 986822.00000000 AUD -774273.48000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 137333.00000000 OU Notional Amount 3118909.04000000 0.035136655718 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 -17568.17000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41315.00000000 OU Notional Amount 938286.70000000 0.010570445088 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Computershare Ltd. Computershare Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 41315.00000000 AUD -42880.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47329.00000000 OU Notional Amount 5963919.56000000 0.067187656204 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 CSL Ltd. CSL Ltd. Y equity-performance leg 2029-09-03 0.00000000 AUD 0.00000000 AUD 47329.00000000 AUD 319039.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5379.00000000 OU Notional Amount 677806.91000000 0.007635961079 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CSL Ltd. CSL Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 5379.00000000 AUD -6158.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 252821.00000000 OU Notional Amount 33241869.79000000 0.374492529046 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 252821.00000000 AUD 1062574.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 127274.00000000 OU Notional Amount 16734471.17000000 0.188525328758 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 127274.00000000 AUD 554418.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52993.00000000 OU Notional Amount 512589.16000000 0.005774669478 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Transurban Group Transurban Group Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 52993.00000000 AUD 12124.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 115424.00000000 OU Notional Amount 1116469.93000000 0.012577801740 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Transurban Group Transurban Group Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 115424.00000000 AUD 11247.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95574.00000000 OU Notional Amount 924465.43000000 0.010414738974 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Transurban Group Transurban Group Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 95574.00000000 AUD 17929.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 66864.00000000 OU Notional Amount 646760.17000000 0.007286198197 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Transurban Group Transurban Group Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 66864.00000000 AUD 23237.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 473254.00000000 OU Notional Amount -4577677.62000000 -0.05157068720 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Transurban Group Transurban Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 473254.00000000 AUD -178245.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 323156.00000000 OU Notional Amount -1072079.54000000 -0.01207771346 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pantoro Gold Ltd. 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Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 31733.00000000 AUD 80599.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16947.00000000 OU Notional Amount -3158808.55000000 -0.03558615114 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 16947.00000000 AUD 31664.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95474.00000000 OU Notional Amount -17795721.24000000 -0.20048104079 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 95474.00000000 AUD 223096.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 564184.00000000 OU Notional Amount -4627049.04000000 -0.05212689021 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 564184.00000000 AUD -463006.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22062.00000000 OU Notional Amount -180937.35000000 -0.00203838370 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 22062.00000000 AUD 2165.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26156.00000000 OU Notional Amount -214513.52000000 -0.00241664235 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 26156.00000000 AUD 1174.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22648.00000000 OU Notional Amount 2359576.47000000 0.026582252000 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 22648.00000000 AUD -54802.27000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 34841.00000000 OU Notional Amount 3629901.27000000 0.040893334682 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 34841.00000000 AUD 42296.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 274822.00000000 OU Notional Amount 78366.02000000 0.000882847120 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cromwell Property Group Cromwell Property Group Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 274822.00000000 AUD -4326.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 521958.00000000 OU Notional Amount 148837.33000000 0.001676754902 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cromwell Property Group Cromwell Property Group Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 521958.00000000 AUD -6249.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1792025.00000000 OU Notional Amount 4879905.38000000 0.054975490813 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Hall Retail REIT Charter Hall Retail REIT Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1792025.00000000 AUD -95528.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109570.00000000 OU Notional Amount 298372.64000000 0.003361373029 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Charter Hall Retail REIT Charter Hall Retail REIT Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 109570.00000000 AUD -7001.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 320762.00000000 OU Notional Amount -1974768.07000000 -0.02224712067 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 APA Group APA Group Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 320762.00000000 AUD -112188.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 419962.00000000 OU Notional Amount -2585491.89000000 -0.02912734460 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 APA Group APA Group Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 419962.00000000 AUD -772.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1290800.00000000 OU Notional Amount -7946797.41000000 -0.08952613913 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 APA Group APA Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 1290800.00000000 AUD -451464.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 955587.00000000 OU Notional Amount -5883061.89000000 -0.06627673893 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 955587.00000000 AUD -1758.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1371.00000000 OU Notional Amount 50932.26000000 0.000573786943 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 -2012.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 515633.00000000 OU Notional Amount 19155620.58000000 0.215801242282 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 515633.00000000 AUD -1200879.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 403650.00000000 OU Notional Amount 14995483.70000000 0.168934438723 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 403650.00000000 AUD -319541.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 216818.00000000 OU Notional Amount 8054727.58000000 0.090742046740 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 216818.00000000 AUD -504956.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 919255.00000000 OU Notional Amount 34150064.10000000 0.384723962662 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 919255.00000000 AUD -2140891.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6442.00000000 OU Notional Amount 239318.48000000 0.002696087295 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 6442.00000000 AUD -9417.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 670955.00000000 OU Notional Amount -15212000.79000000 -0.17137365267 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 670955.00000000 AUD 48680.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 304620.00000000 OU Notional Amount -6906394.14000000 -0.07780528064 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 304620.00000000 AUD 197126.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90514.00000000 OU Notional Amount 889081.30000000 0.010016112410 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 90514.00000000 AUD 40982.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32839.00000000 OU Notional Amount 322563.81000000 0.003633903199 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 32839.00000000 AUD 5022.54000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16974.00000000 OU Notional Amount 2170011.56000000 0.024446672894 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 16974.00000000 AUD -284640.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13708.00000000 OU Notional Amount 1752475.46000000 0.019742841520 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 13708.00000000 AUD 89020.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 75313.00000000 OU Notional Amount 9628259.75000000 0.108468969010 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 75313.00000000 AUD -1262938.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5711.00000000 OU Notional Amount -106016.92000000 -0.00119435352 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eagers Automotive Ltd. Eagers Automotive Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 5711.00000000 AUD 4099.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 264135.00000000 OU Notional Amount -1487082.41000000 -0.01675300625 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 264135.00000000 AUD 41036.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46125.00000000 OU Notional Amount -259684.16000000 -0.00292552068 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 46125.00000000 AUD 7166.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 361690.00000000 OU Notional Amount 6314671.14000000 0.071139114022 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 361690.00000000 AUD -227516.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 432341.00000000 OU Notional Amount 7548152.38000000 0.085035128657 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 432341.00000000 AUD -271959.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112157.00000000 OU Notional Amount 1958125.94000000 0.022059635637 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 -85061.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 854697.00000000 OU Notional Amount 14921978.70000000 0.168106354337 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 854697.00000000 AUD -537637.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 173175.00000000 OU Notional Amount -389160.94000000 -0.00438416567 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 173175.00000000 AUD 1501.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7522.00000000 OU Notional Amount -16903.53000000 -0.00019042989 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fletcher Building Ltd. Fletcher Building Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 7522.00000000 AUD 755.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1015176.00000000 OU Notional Amount -2281315.68000000 -0.02570059036 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 1015176.00000000 AUD 37406.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1297575.00000000 OU Notional Amount -2915926.10000000 -0.03284991327 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 1297575.00000000 AUD 51837.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 895536.00000000 OU Notional Amount 10043682.76000000 0.113148994972 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 895536.00000000 AUD 938940.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 731750.00000000 OU Notional Amount -3748560.98000000 -0.04223011793 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 731750.00000000 AUD -65563.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 184132.00000000 OU Notional Amount -943259.35000000 -0.01062646541 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 184132.00000000 AUD -16497.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89910.00000000 OU Notional Amount 327421.11000000 0.003688624025 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aspen Group Ltd. Aspen Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 89910.00000000 AUD -21813.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44999.00000000 OU Notional Amount 165326.83000000 0.001862520462 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GPT Group GPT Group Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 44999.00000000 AUD -3614.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 156378.00000000 OU Notional Amount 574534.54000000 0.006472526794 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GPT Group GPT Group Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 156378.00000000 AUD -1685.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149344.00000000 OU Notional Amount 548691.54000000 0.006181387622 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 GPT Group GPT Group Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 149344.00000000 AUD -13307.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2588365.00000000 OU Notional Amount -9509682.27000000 -0.10713311213 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GPT Group GPT Group Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 2588365.00000000 AUD -96462.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 134527.00000000 OU Notional Amount 120512.13000000 0.001357652040 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Resolute Mining Ltd. Resolute Mining Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 134527.00000000 AUD -12963.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33613.00000000 OU Notional Amount -785060.71000000 -0.00884424891 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fisher & Paykel Healthcare Corp. Ltd. Fisher & Paykel Healthcare Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 33613.00000000 AUD -16335.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2609632.00000000 OU Notional Amount 46488507.76000000 0.523725017655 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 2609632.00000000 AUD 1133057.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 570819.00000000 OU Notional Amount 10168684.13000000 0.114557221389 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 570819.00000000 AUD 247839.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 198323.00000000 OU Notional Amount 3532965.69000000 0.039801288695 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Orica Ltd. Orica Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 198323.00000000 AUD 83451.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 665771.00000000 OU Notional Amount 3712756.35000000 0.041826754151 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 665771.00000000 AUD 118800.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 388116.00000000 OU Notional Amount 2164378.06000000 0.024383207642 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 388116.00000000 AUD 69255.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 194446.00000000 OU Notional Amount 1013501.91000000 0.011417796166 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 194446.00000000 AUD -107320.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 363596.00000000 OU Notional Amount 1895154.64000000 0.021350220626 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 363596.00000000 AUD -88325.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 227186.00000000 OU Notional Amount -443644.07000000 -0.00499795561 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 227186.00000000 AUD -139328.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3895896.00000000 OU Notional Amount -7607824.28000000 -0.08570737365 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 3895896.00000000 AUD -1480144.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42043.00000000 OU Notional Amount 183452.66000000 0.002066720405 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kingsgate Consolidated Ltd. Kingsgate Consolidated Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 42043.00000000 AUD -13779.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3961077.00000000 OU Notional Amount 13255795.36000000 0.149335652905 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 3961077.00000000 AUD 70722.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount 20.08000000 0.000000226215 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 -0.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3.00000000 OU Notional Amount 10.04000000 0.000000113107 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 -0.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 328319.00000000 OU Notional Amount 1098723.78000000 0.012377879153 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 328319.00000000 AUD -43570.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 558957.00000000 OU Notional Amount 3989472.25000000 0.044944149107 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 558957.00000000 AUD -237069.77000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 128345.00000000 OU Notional Amount 916043.30000000 0.010319857887 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Jumbo Interactive Ltd. Jumbo Interactive Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 128345.00000000 AUD -24349.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 175154.00000000 OU Notional Amount 3655649.58000000 0.041183407105 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 175154.00000000 AUD -12303.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 66126.00000000 OU Notional Amount 1380119.69000000 0.015547997641 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 66126.00000000 AUD 4204.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 205955.00000000 OU Notional Amount 4298499.08000000 0.048425548915 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 205955.00000000 AUD -120715.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1558127.00000000 OU Notional Amount 14492943.48000000 0.163272977466 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 1558127.00000000 AUD 676263.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2192660.00000000 OU Notional Amount 20395062.43000000 0.229764407289 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Worley Ltd. Worley Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 2192660.00000000 AUD 1267374.88000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 510869.00000000 OU Notional Amount 4751856.26000000 0.053532929396 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 510869.00000000 AUD 297003.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1156596.00000000 OU Notional Amount 10758096.39000000 0.121197355933 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 1156596.00000000 AUD 602450.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 789522.00000000 OU Notional Amount 7343751.64000000 0.082732413721 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Worley Ltd. Worley Ltd. Y equity-performance leg 2031-01-20 0.00000000 AUD 0.00000000 AUD 789522.00000000 AUD 411247.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 110025.00000000 OU Notional Amount 1295206.98000000 0.014591397555 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Suncorp Group Ltd. Suncorp Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 110025.00000000 AUD 1204.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11960.00000000 OU Notional Amount 140792.32000000 0.001586122330 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suncorp Group Ltd. Suncorp Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 11960.00000000 AUD 3551.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22757.00000000 OU Notional Amount 267893.89000000 0.003018008945 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Suncorp Group Ltd. Suncorp Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 22757.00000000 AUD 14392.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 206369.00000000 OU Notional Amount 4440286.64000000 0.050022883309 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 206369.00000000 AUD 347720.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210585.00000000 OU Notional Amount -6325848.41000000 -0.07126503365 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 -215565.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1093894.00000000 OU Notional Amount -32859926.49000000 -0.37018967504 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 1093894.00000000 AUD -1119765.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 451343.00000000 OU Notional Amount -13558075.83000000 -0.15274105032 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 -753195.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30337.00000000 OU Notional Amount -911305.47000000 -0.01026648297 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 30337.00000000 AUD -31054.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147371.00000000 OU Notional Amount -4426937.37000000 -0.04987249460 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 147371.00000000 AUD -150984.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19589.00000000 OU Notional Amount -183663.49000000 -0.00206909555 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paladin Energy Ltd. Paladin Energy Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 19589.00000000 AUD -2014.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98137.00000000 OU Notional Amount -920117.60000000 -0.01036575767 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paladin Energy Ltd. Paladin Energy Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 98137.00000000 AUD 41326.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37867.00000000 OU Notional Amount 2133447.11000000 0.024034749214 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 37867.00000000 AUD -149081.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 120818.00000000 OU Notional Amount 6806950.98000000 0.076684985041 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 120818.00000000 AUD -475658.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76649.00000000 OU Notional Amount 4318445.81000000 0.048650262550 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 76649.00000000 AUD -218195.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83970.00000000 OU Notional Amount 4730914.88000000 0.053297010345 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 83970.00000000 AUD -330588.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50156.00000000 OU Notional Amount 2825815.97000000 0.031834760677 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 50156.00000000 AUD -142778.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112592.00000000 OU Notional Amount 6343493.72000000 0.071463820212 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 -320513.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9817281.00000000 OU Notional Amount 11493246.25000000 0.129479324788 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 9817281.00000000 AUD -87623.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277260.00000000 OU Notional Amount 1938499.49000000 0.021838530177 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 48125.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1701045.00000000 OU Notional Amount 11893078.22000000 0.133983706960 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 1701045.00000000 AUD -321147.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1599420.00000000 OU Notional Amount 11182553.76000000 0.125979160174 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 1599420.00000000 AUD -301961.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21699.00000000 OU Notional Amount 571374.09000000 0.006436922151 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 21699.00000000 AUD 45282.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38557.00000000 OU Notional Amount 1015275.85000000 0.011437780821 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 38557.00000000 AUD -12517.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1331222.00000000 OU Notional Amount 18245426.85000000 0.205547283824 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 1331222.00000000 AUD 65614.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 180648.00000000 OU Notional Amount 2475920.52000000 0.027892947752 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 180648.00000000 AUD 8903.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 472255.00000000 OU Notional Amount -8681604.88000000 -0.09780425073 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 472255.00000000 AUD -106904.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1332061.00000000 OU Notional Amount -24487675.67000000 -0.27587051059 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 1332061.00000000 AUD -301540.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 154081.00000000 OU Notional Amount -2832517.10000000 -0.03191025351 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2028-01-21 0.00000000 AUD 0.00000000 AUD 154081.00000000 AUD -74058.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12036.00000000 OU Notional Amount -123199.94000000 -0.00138793206 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Reece Ltd. Reece Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 12036.00000000 AUD -5431.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11856.00000000 OU Notional Amount -121357.47000000 -0.00136717537 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reece Ltd. Reece Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 11856.00000000 AUD -8416.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 380279.00000000 OU Notional Amount 5160018.05000000 0.058131152720 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 380279.00000000 AUD 369262.75000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 293836.00000000 OU Notional Amount 3987070.18000000 0.044917088136 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 285323.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 700126.00000000 OU Notional Amount 9500032.33000000 0.107024398921 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 700126.00000000 AUD 336355.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6842475.00000000 OU Notional Amount 33369026.96000000 0.375925042033 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 6842475.00000000 AUD 3515561.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6501380.00000000 OU Notional Amount 31705592.56000000 0.357185309302 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 6501380.00000000 AUD 5602279.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71100.00000000 OU Notional Amount 346736.79000000 0.003906228446 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 71100.00000000 AUD 36520.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129034.00000000 OU Notional Amount 2063488.05000000 0.023246612280 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 129034.00000000 AUD -11914.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 549457.00000000 OU Notional Amount 8786815.51000000 0.098989520848 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 549457.00000000 AUD -50734.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1.00000000 OU Notional Amount 26.77000000 0.000000301582 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 1.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5394.00000000 OU Notional Amount -144416.88000000 -0.00162695549 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Washington H Soul Pattinson & Co. Ltd. Washington H Soul Pattinson & Co. Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 5394.00000000 AUD 502.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34099.00000000 OU Notional Amount 127585.02000000 0.001437333011 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stockland Stockland Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 34099.00000000 AUD -425.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 254241.00000000 OU Notional Amount 951269.66000000 0.010716707063 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stockland Stockland Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 254241.00000000 AUD 9324.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 605631.00000000 OU Notional Amount 2266032.60000000 0.025528415959 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stockland Stockland Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 605631.00000000 AUD 29463.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 181388.00000000 OU Notional Amount -111350.23000000 -0.00125443693 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tabcorp Holdings Ltd. Tabcorp Holdings Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 181388.00000000 AUD 5164.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 124523.00000000 OU Notional Amount 7183306.14000000 0.080924884799 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 124523.00000000 AUD 105218.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1232475.00000000 OU Notional Amount -4516877.35000000 -0.05088573034 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 1232475.00000000 AUD 1104439.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316246.00000000 OU Notional Amount -6786759.81000000 -0.07645751762 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 316246.00000000 AUD -67785.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 705895.00000000 OU Notional Amount -15148776.00000000 -0.17066138192 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Woolworths Group Ltd. Woolworths Group Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 705895.00000000 AUD -799588.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 617884.00000000 OU Notional Amount -13260026.36000000 -0.14938331803 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woolworths Group Ltd. Woolworths Group Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 617884.00000000 AUD -263086.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11633800.00000000 OU Notional Amount -13772613.80000000 -0.15515796813 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 11633800.00000000 AUD -764923.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 418758.00000000 OU Notional Amount -7113358.68000000 -0.08013687854 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 418758.00000000 AUD 223380.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 352450.00000000 OU Notional Amount -2130694.09000000 -0.02400373455 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 352450.00000000 AUD 69845.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34466.00000000 OU Notional Amount -351699.92000000 -0.00396214152 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Super Retail Group Ltd. Super Retail Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 34466.00000000 AUD -8238.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1034.00000000 OU Notional Amount -10551.20000000 -0.00011886652 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Super Retail Group Ltd. Super Retail Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 1034.00000000 AUD -588.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 249851.00000000 OU Notional Amount 1165621.51000000 0.013131528098 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexus Dexus Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 249851.00000000 AUD -13333.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69847.00000000 OU Notional Amount 325854.87000000 0.003670979254 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dexus Dexus Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 69847.00000000 AUD 250.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 339.00000000 OU Notional Amount -1581.53000000 -0.00001781702 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexus Dexus Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 339.00000000 AUD 18.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 824507.00000000 OU Notional Amount -17515561.80000000 -0.19732485198 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 824507.00000000 AUD -194915.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1093819.00000000 OU Notional Amount -23236739.40000000 -0.26177785304 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 1093819.00000000 AUD -265410.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144514.00000000 OU Notional Amount -3070008.98000000 -0.03458576290 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Goodman Group Goodman Group Y equity-performance leg 2027-01-07 0.00000000 AUD 0.00000000 AUD 144514.00000000 AUD -35065.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63090.00000000 OU Notional Amount -1340263.69000000 -0.01509899238 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodman Group Goodman Group Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 63090.00000000 AUD -15348.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5492847.00000000 OU Notional Amount 8705655.63000000 0.098075198973 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 5492847.00000000 AUD 366706.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189011.00000000 OU Notional Amount 435749.46000000 0.004909017402 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Metcash Ltd. Metcash Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 189011.00000000 AUD 2744.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 966437.00000000 OU Notional Amount 14036987.32000000 0.158136317688 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 966437.00000000 AUD -877797.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1312846.00000000 OU Notional Amount 19068395.21000000 0.214818588490 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SEEK Ltd. SEEK Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 1312846.00000000 AUD -1513508.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 109460.00000000 OU Notional Amount 1589848.73000000 0.017910739542 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 109460.00000000 AUD -95595.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9807.00000000 OU Notional Amount -155343.03000000 -0.00175004608 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Domino's Pizza Enterprises Ltd. Domino's Pizza Enterprises Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 9807.00000000 AUD -1317.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9945.00000000 OU Notional Amount -157528.96000000 -0.00177467209 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Domino's Pizza Enterprises Ltd. Domino's Pizza Enterprises Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 9945.00000000 AUD 6576.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93034.00000000 OU Notional Amount -1473660.01000000 -0.01660179368 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Domino's Pizza Enterprises Ltd. Domino's Pizza Enterprises Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 93034.00000000 AUD 61521.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92199.00000000 OU Notional Amount 1290893.73000000 0.014542805826 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 92199.00000000 AUD 5928.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59502.00000000 OU Notional Amount -1248970.54000000 -0.01407051225 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AUB Group Ltd. AUB Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 59502.00000000 AUD 35361.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52821.00000000 OU Notional Amount 841185.70000000 0.009476535531 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Hall Group Charter Hall Group Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 52821.00000000 AUD -19641.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23945.00000000 OU Notional Amount 381329.23000000 0.004295936078 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Charter Hall Group Charter Hall Group Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 23945.00000000 AUD -8257.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4185.00000000 OU Notional Amount 164618.70000000 0.001854542890 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mineral Resources Ltd. Mineral Resources Ltd. 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Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 203825.00000000 AUD -7219.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1839187.00000000 OU Notional Amount -9081887.04000000 -0.10231370460 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 1839187.00000000 AUD 300763.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 141273.00000000 OU Notional Amount -697604.66000000 -0.00785899635 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 141273.00000000 AUD -5003.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27554.00000000 OU Notional Amount -136061.38000000 -0.00153282503 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Genesis Minerals Ltd. Genesis Minerals Ltd. 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Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 630194.00000000 AUD -28923.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 123352.00000000 OU Notional Amount 860066.12000000 0.009689236449 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 123352.00000000 AUD 24002.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43302.00000000 OU Notional Amount 301921.19000000 0.003401349885 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dicker Data Ltd. Dicker Data Ltd. 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Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 295797.00000000 AUD 7814.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 476015.00000000 OU Notional Amount 2014852.25000000 0.022698696539 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 476015.00000000 AUD 127490.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 208965.00000000 OU Notional Amount 884496.50000000 0.009964461485 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 208965.00000000 AUD 55966.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 695535.00000000 OU Notional Amount -6426400.90000000 -0.07239782662 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 695535.00000000 AUD -257329.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 498190.00000000 OU Notional Amount -4603030.28000000 -0.05185630235 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 -184316.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5783.00000000 OU Notional Amount 21549.69000000 0.000242772081 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Treasury Wine Estates Ltd. Treasury Wine Estates Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 5783.00000000 AUD -240.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 990842.00000000 OU Notional Amount 3692260.34000000 0.041595852500 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 990842.00000000 AUD -41245.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80606.00000000 OU Notional Amount 598166.41000000 0.006738756065 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Collins Foods Ltd. Collins Foods Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 80606.00000000 AUD -4872.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 68563.00000000 OU Notional Amount -224804.97000000 -0.00253258262 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ingenia Communities Group Ingenia Communities Group Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 68563.00000000 AUD 4795.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19085.00000000 OU Notional Amount -325427.23000000 -0.00366616159 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 19085.00000000 AUD 760.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 120586.00000000 OU Notional Amount -2056168.06000000 -0.02316414755 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ALS Ltd. ALS Ltd. Y equity-performance leg 2026-09-07 0.00000000 AUD 0.00000000 AUD 120586.00000000 AUD 801.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 66.00000000 OU Notional Amount -1125.40000000 -0.00001267840 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ALS Ltd. ALS Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 66.00000000 AUD -119.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1388204.00000000 OU Notional Amount 3550990.14000000 0.040004346522 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 1388204.00000000 AUD 171399.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74370.00000000 OU Notional Amount 4846786.94000000 0.054602388805 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 74370.00000000 AUD -291542.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27989.00000000 OU Notional Amount 1824078.52000000 0.020549499244 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 27989.00000000 AUD -109721.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2357.00000000 OU Notional Amount 153608.67000000 0.001730507329 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Xero Ltd. Xero Ltd. Y equity-performance leg 2026-02-25 0.00000000 AUD 0.00000000 AUD 2357.00000000 AUD -293.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12015.00000000 OU Notional Amount 783032.74000000 0.008821402435 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-01-21 0.00000000 AUD 0.00000000 AUD 12015.00000000 AUD -20232.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5681.00000000 OU Notional Amount 370237.95000000 0.004170985179 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 5681.00000000 AUD -26992.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45893.00000000 OU Notional Amount 113015.31000000 0.001273195206 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arena REIT Arena REIT Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 45893.00000000 AUD 347.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1742331.00000000 OU Notional Amount -6309836.35000000 -0.07108464678 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 1742331.00000000 AUD -183472.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1526117.00000000 OU Notional Amount -5526819.25000000 -0.06226342054 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 1526117.00000000 AUD 19377.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9289.00000000 OU Notional Amount -108935.05000000 -0.00122722827 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pinnacle Investment Management Group Ltd. Pinnacle Investment Management Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 9289.00000000 AUD 2933.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 946760.00000000 OU Notional Amount -2460213.67000000 -0.02771599928 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 946760.00000000 AUD 101520.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 343828.00000000 OU Notional Amount -893458.05000000 -0.01006541951 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 343828.00000000 AUD -14083.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 300054.00000000 OU Notional Amount -192702.39000000 -0.00217092497 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 300054.00000000 AUD -5808.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45395.00000000 OU Notional Amount -29153.84000000 -0.00032843806 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 45395.00000000 AUD -878.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 957228.00000000 OU Notional Amount -614756.42000000 -0.00692565393 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 957228.00000000 AUD 3840.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 543735.00000000 OU Notional Amount -349200.59000000 -0.00393398484 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accent Group Ltd. Accent Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 543735.00000000 AUD 2181.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14370.00000000 OU Notional Amount 1006849.44000000 0.011342851516 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 14370.00000000 AUD 14133.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 124894.00000000 OU Notional Amount 456920.89000000 0.005147528124 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Weebit Nano Ltd. Weebit Nano Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 124894.00000000 AUD -44166.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 215462.00000000 OU Notional Amount 937628.69000000 0.010563032153 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 215462.00000000 AUD 60249.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1123935.00000000 OU Notional Amount 4891042.07000000 0.055100953286 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 1123935.00000000 AUD 79587.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1529508.00000000 OU Notional Amount -3277493.41000000 -0.03692321773 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 -347742.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1373317.00000000 OU Notional Amount -2942800.83000000 -0.03315267559 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 -312231.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 153668.00000000 OU Notional Amount -329286.19000000 -0.00370963543 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 -34937.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 57560.00000000 OU Notional Amount -123341.96000000 -0.00138953202 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 57560.00000000 AUD -13086.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1943153.00000000 OU Notional Amount -4163869.13000000 -0.04690884992 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 -441787.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7762844.00000000 OU Notional Amount -16634545.25000000 -0.18739959453 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 7762844.00000000 AUD -602510.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 781059.00000000 OU Notional Amount -1673685.74000000 -0.01885522112 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 781059.00000000 AUD -60621.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1639825.00000000 OU Notional Amount -3513885.27000000 -0.03958633463 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 1639825.00000000 AUD -372824.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 320356.00000000 OU Notional Amount -686472.17000000 -0.00773358119 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 320356.00000000 AUD -68543.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4645422.00000000 OU Notional Amount -9954403.62000000 -0.11214320404 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 4645422.00000000 AUD -360552.77000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1214348.00000000 OU Notional Amount -2602155.44000000 -0.02931507095 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 -259823.18000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 49835.00000000 OU Notional Amount -106788.51000000 -0.00120304602 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 49835.00000000 AUD -10603.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1697643.00000000 OU Notional Amount -3637780.08000000 -0.04098209489 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 1697643.00000000 AUD -131761.95000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 992400.00000000 OU Notional Amount -2126556.03000000 -0.02395711645 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 -212334.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1513729.00000000 OU Notional Amount -3243681.51000000 -0.03654230341 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2027-01-27 0.00000000 AUD 0.00000000 AUD 1513729.00000000 AUD -117581.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 189810.00000000 OU Notional Amount 3216107.90000000 0.036231667736 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 189810.00000000 AUD 85012.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 94867.00000000 OU Notional Amount 1607410.09000000 0.018108580342 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 94867.00000000 AUD 42489.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1099491.00000000 OU Notional Amount 18629585.86000000 0.209875099321 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Netwealth Group Ltd. 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Navigator Global Investments Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 82905.00000000 AUD 2720.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 101648.00000000 OU Notional Amount 119199.68000000 0.001342866388 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bellevue Gold Ltd. Bellevue Gold Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 101648.00000000 AUD -12815.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75734.00000000 OU Notional Amount -88811.08000000 -0.00100051790 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bellevue Gold Ltd. Bellevue Gold Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 75734.00000000 AUD 4671.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 172926.00000000 OU Notional Amount 108251.32000000 0.001219525581 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Healius Ltd. Healius Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 172926.00000000 AUD -2908.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3844079.00000000 OU Notional Amount 3048398.05000000 0.034342300914 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 3844079.00000000 AUD 77884.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298828.00000000 OU Notional Amount 236973.98000000 0.002669674890 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nine Entertainment Co. Holdings Ltd. Nine Entertainment Co. Holdings Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 298828.00000000 AUD 6054.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133887.00000000 OU Notional Amount 106173.90000000 0.001196122016 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nine Entertainment Co. Holdings Ltd. Nine Entertainment Co. Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 133887.00000000 AUD 1045.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4330702.00000000 OU Notional Amount 1100725.13000000 0.012400425737 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dateline Resources Ltd. Dateline Resources Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 4330702.00000000 AUD -18378.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 715807.00000000 OU Notional Amount 181935.11000000 0.002049624160 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dateline Resources Ltd. Dateline Resources Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 715807.00000000 AUD 3966.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 474328.00000000 OU Notional Amount 958737.37000000 0.010800835953 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 474328.00000000 AUD -10190.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 230130.00000000 OU Notional Amount 465151.18000000 0.005240248003 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 230130.00000000 AUD -4944.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 993251.00000000 OU Notional Amount 2007612.56000000 0.022617136451 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 993251.00000000 AUD -30091.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4405.00000000 OU Notional Amount -12854.42000000 -0.00014481388 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 HMC Capital Ltd. HMC Capital Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 4405.00000000 AUD -168.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48255.00000000 OU Notional Amount -140814.97000000 -0.00158637749 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HMC Capital Ltd. HMC Capital Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 48255.00000000 AUD -3538.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2335153.00000000 OU Notional Amount -1957301.42000000 -0.02205034685 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 2335153.00000000 AUD 537229.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6750957.00000000 OU Notional Amount -5658583.27000000 -0.06374783286 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ora Banda Mining Ltd. Ora Banda Mining Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 6750957.00000000 AUD 1451045.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7827329.00000000 OU Notional Amount 15068460.93000000 0.169756577417 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Perenti Ltd. Perenti Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 7827329.00000000 AUD -658604.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1003925.00000000 OU Notional Amount 1932664.98000000 0.021772800409 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Perenti Ltd. Perenti Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1003925.00000000 AUD -84471.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71738.00000000 OU Notional Amount 138103.46000000 0.001555830473 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Perenti Ltd. Perenti Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 71738.00000000 AUD -3674.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83530.00000000 OU Notional Amount 217541.34000000 0.002450752833 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cobram Estate Olives Ltd. Cobram Estate Olives Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 83530.00000000 AUD 7956.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63445.00000000 OU Notional Amount 108145.38000000 0.001218332094 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Waypoint REIT Ltd. Waypoint REIT Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 63445.00000000 AUD 112.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 591484.00000000 OU Notional Amount -2388958.03000000 -0.02691325548 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Champion Iron Ltd. Champion Iron Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 591484.00000000 AUD 175485.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 584596.00000000 OU Notional Amount -864325.91000000 -0.00973722591 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bapcor Ltd. Bapcor Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 584596.00000000 AUD -18614.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77393.00000000 OU Notional Amount -114425.65000000 -0.00128908365 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bapcor Ltd. Bapcor Ltd. 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Ampol Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 491290.00000000 AUD 111418.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74085.00000000 OU Notional Amount 1488418.97000000 0.016768063525 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 74085.00000000 AUD 20209.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 418409.00000000 OU Notional Amount 8406126.62000000 0.094700798640 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2027-09-09 0.00000000 AUD 0.00000000 AUD 418409.00000000 AUD -331998.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 117284.00000000 OU Notional Amount -580077.94000000 -0.00653497700 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tuas Ltd. Tuas Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 117284.00000000 AUD 3469.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168986.00000000 OU Notional Amount 455850.66000000 0.005135471247 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TPG Telecom Ltd. TPG Telecom Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 168986.00000000 AUD -2695.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45545.00000000 OU Notional Amount -96626.09000000 -0.00108855936 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Clarity Pharmaceuticals Ltd. Clarity Pharmaceuticals Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 45545.00000000 AUD 5844.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23440.00000000 OU Notional Amount -224109.74000000 -0.00252475037 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 23440.00000000 AUD -5423.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16634.00000000 OU Notional Amount -159037.60000000 -0.00179166796 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 16634.00000000 AUD -3848.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8256.00000000 OU Notional Amount -78935.58000000 -0.00088926360 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 8256.00000000 AUD -1910.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 398319.00000000 OU Notional Amount -3808326.27000000 -0.04290341503 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 398319.00000000 AUD 35102.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10413.00000000 OU Notional Amount -99558.65000000 -0.00112159667 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 10413.00000000 AUD 917.67000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 83028.00000000 OU Notional Amount -793830.36000000 -0.00894304505 N/A DE AU N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PEXA Group Ltd. PEXA Group Ltd. Y equity-performance leg 2026-02-10 0.00000000 AUD 0.00000000 AUD 83028.00000000 AUD -55355.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 578757.00000000 OU Notional Amount 10218819.45000000 0.115122030255 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 578757.00000000 AUD 908124.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19544.00000000 OU Notional Amount -345078.52000000 -0.00388754689 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2028-01-21 0.00000000 AUD 0.00000000 AUD 19544.00000000 AUD 188.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94293.00000000 OU Notional Amount -118826.10000000 -0.00133865775 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Judo Capital Holdings Ltd. Judo Capital Holdings Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 94293.00000000 AUD -4203.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322351.00000000 OU Notional Amount -385764.89000000 -0.00434590683 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nuix Ltd. Nuix Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 322351.00000000 AUD 25355.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 209058.00000000 OU Notional Amount -250184.54000000 -0.00281850093 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 209058.00000000 AUD 16443.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56017.00000000 OU Notional Amount 123165.79000000 0.001387547345 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 4DMedical Ltd. 4DMedical Ltd. Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 56017.00000000 AUD -41614.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12799.00000000 OU Notional Amount -1486278.93000000 -0.01674395450 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Light & Wonder, Inc. Light & Wonder, Inc. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 12799.00000000 AUD -18184.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 994765.00000000 OU Notional Amount 3543773.99000000 0.039923051629 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 994765.00000000 AUD 94804.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33219.00000000 OU Notional Amount -119346.15000000 -0.00134451647 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Develop Global Ltd. Develop Global Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 33219.00000000 AUD 3778.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3552941.00000000 OU Notional Amount -9127315.99000000 -0.10282549297 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Endeavour Group Ltd. Endeavour Group Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 3552941.00000000 AUD 159653.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 322791.00000000 OU Notional Amount -829232.87000000 -0.00934187867 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Endeavour Group Ltd. Endeavour Group Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 322791.00000000 AUD 13996.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58539.00000000 OU Notional Amount 104434.22000000 0.001176523324 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dexus Industria REIT Dexus Industria REIT Y equity-performance leg 2031-01-03 0.00000000 AUD 0.00000000 AUD 58539.00000000 AUD -32.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78324.00000000 OU Notional Amount 316706.34000000 0.003567914770 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Helia Group Ltd. Helia Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 AUD 0.00000000 AUD 78324.00000000 AUD -379.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31229.00000000 OU Notional Amount 126275.75000000 0.001422583184 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Helia Group Ltd. Helia Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 31229.00000000 AUD 11211.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 465386.00000000 OU Notional Amount -1881807.55000000 -0.02119985647 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Helia Group Ltd. Helia Group Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 465386.00000000 AUD -198668.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69084.00000000 OU Notional Amount 110806.86000000 0.001248315497 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Region Group Region Group Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 69084.00000000 AUD 1149.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 50592.00000000 OU Notional Amount -295152.56000000 -0.00332509661 N/A DE AU N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2028-02-15 0.00000000 AUD 0.00000000 AUD 50592.00000000 AUD 5398.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68279.00000000 OU Notional Amount -398338.11000000 -0.00448755281 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 68279.00000000 AUD 7285.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3884.00000000 OU Notional Amount -22659.17000000 -0.00025527113 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2027-03-22 0.00000000 AUD 0.00000000 AUD 3884.00000000 AUD 414.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 379.00000000 OU Notional Amount -2211.08000000 -0.00002490933 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 379.00000000 AUD 40.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87853.00000000 OU Notional Amount -512532.37000000 -0.00577402970 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amotiv Ltd. Amotiv Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 87853.00000000 AUD 24567.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48860.00000000 OU Notional Amount -156775.30000000 -0.00176618159 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Medibank Pvt Ltd. Medibank Pvt Ltd. Y equity-performance leg 2028-04-18 0.00000000 AUD 0.00000000 AUD 48860.00000000 AUD 1849.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 25111.00000000 OU Notional Amount -80572.75000000 -0.00090770745 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Medibank Pvt Ltd. Medibank Pvt Ltd. 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Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 1854221.00000000 AUD -43626.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 208460.00000000 OU Notional Amount -540912.89000000 -0.00609375577 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IPH Ltd. IPH Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 208460.00000000 AUD -4904.70000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 734825.00000000 OU Notional Amount -1906727.03000000 -0.02148059156 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 734825.00000000 AUD -130068.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 309734.00000000 OU Notional Amount -1185281.53000000 -0.01335301174 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vault Minerals Ltd. Vault Minerals Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 309734.00000000 AUD 80093.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 124714.00000000 OU Notional Amount 784650.10000000 0.008839623108 N/A DE AU N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AGL Energy Ltd. AGL Energy Ltd. Y equity-performance leg 2027-12-08 0.00000000 AUD 0.00000000 AUD 124714.00000000 AUD 12635.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 188705.00000000 OU Notional Amount -1550102.02000000 -0.01746296551 N/A DE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2028-04-03 0.00000000 AUD 0.00000000 AUD 188705.00000000 AUD 42351.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84356.00000000 OU Notional Amount -692935.57000000 -0.00780639584 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 84356.00000000 AUD 54109.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67017.00000000 OU Notional Amount -550505.75000000 -0.00620182594 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Greatland Resources Ltd. Greatland Resources Ltd. Y equity-performance leg 2027-01-06 0.00000000 AUD 0.00000000 AUD 67017.00000000 AUD 56996.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 474052.00000000 OU Notional Amount -9070943.44000000 -0.10219041742 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 474052.00000000 AUD 466649.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 765147.00000000 OU Notional Amount -14641020.73000000 -0.16494116954 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 765147.00000000 AUD 857519.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 871129.00000000 OU Notional Amount -16668977.00000000 -0.18778749188 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 871129.00000000 AUD 868740.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 254530.00000000 OU Notional Amount -4870409.22000000 -0.05486851003 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CAR Group Ltd. CAR Group Ltd. Y equity-performance leg 2028-01-14 0.00000000 AUD 0.00000000 AUD 254530.00000000 AUD 264964.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19481.00000000 OU Notional Amount -114658.52000000 -0.00129170709 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 a2 Milk Co. Ltd. a2 Milk Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 AUD 0.00000000 AUD 19481.00000000 AUD -4706.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5382464.00000000 OU Notional Amount 17050930.40000000 0.192090459665 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 5382464.00000000 AUD 2126618.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1416639.00000000 OU Notional Amount 4487724.02000000 0.050557298025 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 1416639.00000000 AUD 225142.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5149923.00000000 OU Notional Amount -8786013.74000000 -0.09898048835 N/A DE AU N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vicinity Ltd. Vicinity Ltd. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 Eurex Dow Jones EURO STOXX 50 Dividend Futures DEDZ7 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2027-12-17 0.00000000 EUR 0.00000000 EUR 1395978.51000000 EUR 146878.43000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 32261030.00000000 OU Notional Amount 759769.74000000 0.008559328738 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 32261030.00000000 CHF 759769.74000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 14203020.04000000 OU Notional Amount 249246.44000000 0.002807932594 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 14203020.04000000 CHF 249246.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 173319841.27000000 OU Notional Amount 3304756.78000000 0.037230358347 N/A DE BR N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BMF Ibovespa Index Futures BZG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-18 0.00000000 BRL 0.00000000 BRL 173319841.27000000 BRL -3304756.78000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1039458.41000000 OU Notional Amount 9703.89000000 0.000109320995 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 1039458.41000000 CHF 9703.89000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 38034362025.00000000 OU Notional Amount 8549404.60000000 0.096314923640 N/A DE GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 KFE KOSPI 200 Index Futures KMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-12 0.00000000 KRW 0.00000000 KRW 38034362025.00000000 KRW 8549404.60000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 4705764.80000000 OU Notional Amount 7186.08000000 0.000080956134 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 4705764.80000000 CHF 7186.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 63184718.41000000 OU Notional Amount 1609235.97000000 0.018129150136 N/A DE BR N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BMF Ibovespa Index Futures BZG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-18 0.00000000 BRL 0.00000000 BRL 63184718.41000000 BRL -1609235.97000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 902129168.10000000 OU Notional Amount 1483905.67000000 0.016717218096 N/A DE GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TEF SET50 Index Futures BCH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-30 0.00000000 THB 0.00000000 THB 902129168.10000000 THB 1483905.67000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 10166919.15000000 OU Notional Amount -116330.31000000 -0.00131054096 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 10166919.15000000 CHF -116330.31000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 5385960.00000000 OU Notional Amount 26307.65000000 0.000296373773 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-20 0.00000000 EUR 0.00000000 EUR 5385960.00000000 EUR -26307.65000000 N N N MORGAN STANLEY & CO. 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INTERNATIONAL 4PQUHN3JPFGFNF3BB653 WSE WIG20 Index Futures KRSH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 PLN 0.00000000 PLN 4871877.17200000 PLN -36319.40000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 32300875.44000000 OU Notional Amount 175489.29000000 0.001977007564 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-20 0.00000000 EUR 0.00000000 EUR 32300875.44000000 EUR -175489.29000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 258867832.16000000 OU Notional Amount 61348.41000000 0.000691132037 N/A DE GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 TEF SET50 Index Futures BCH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-30 0.00000000 THB 0.00000000 THB 258867832.16000000 THB 61348.41000000 N N N MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 000000000 59251871425.00000000 OU Notional Amount 3188657.48000000 0.035922419872 N/A DE GB N 2 MERRILL LYNCH INTERNATIONAL GGDZP1UYGU9STUHRDP48 KFE KOSPI 200 Index Futures KMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-12 0.00000000 KRW 0.00000000 KRW 59251871425.00000000 KRW 3188657.48000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 4565698.31000000 OU Notional Amount 19082.45000000 0.000214976925 N/A DE DE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Eurex Swiss Market New Index Futures SMH6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-03-20 0.00000000 CHF 0.00000000 CHF 4565698.31000000 CHF 19082.45000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 7539193.16000000 OU Notional Amount 85680.43000000 0.000965248980 N/A DE NL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Euronext Amsterdam Index Futures EOG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-20 0.00000000 EUR 0.00000000 EUR 7539193.16000000 EUR -85680.43000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 39291734.64000000 OU Notional Amount -18726.87000000 -0.00021097107 N/A DE TW N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FTX Taiwan Stock Exchange Capitalization Weighted Stock Index Futures FTG6 Index Y Fixed payment equal to the notional value in field C.11.f.iv.1 equity-performance leg 2026-02-23 0.00000000 TWD 0.00000000 TWD 39291734.64000000 TWD 18726.87000000 N N N MORGAN STANLEY & CO. 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International PLC 4PQUHN3JPFGFNF3BB653 Bank of Nova Scotia Bank of Nova Scotia Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 226897.00000000 CAD -93298.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 142968.00000000 OU Notional Amount -17035624.43000000 -0.19191802738 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Bank of Canada National Bank of Canada Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 142968.00000000 CAD 170721.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 869507.00000000 OU Notional Amount -16123858.37000000 -0.18164635554 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 869507.00000000 CAD 89533.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 454122.00000000 OU Notional Amount 3238368.61000000 0.036482449946 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 454122.00000000 CAD -167217.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 772526.00000000 OU Notional Amount -23306553.14000000 -0.26256435284 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Saputo, Inc. Saputo, Inc. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 772526.00000000 CAD -232923.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271731.00000000 OU Notional Amount -8197928.60000000 -0.09235530473 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 -90144.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 639585.00000000 OU Notional Amount 18112141.59000000 0.204045733688 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 639585.00000000 CAD -65077.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3415.00000000 OU Notional Amount 96707.96000000 0.001089481691 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 3415.00000000 CAD 484.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 832543.00000000 OU Notional Amount -7257581.18000000 -0.08176164421 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 832543.00000000 CAD 1473613.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68017.00000000 OU Notional Amount -592929.01000000 -0.00667975315 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Novagold Resources, Inc. Novagold Resources, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 68017.00000000 CAD 120391.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1322.00000000 OU Notional Amount 98728.88000000 0.001112248745 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 1322.00000000 CAD -6.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5327.00000000 OU Notional Amount -397828.10000000 -0.00448180719 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 5327.00000000 CAD 42524.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13823.00000000 OU Notional Amount -1032321.72000000 -0.01162981427 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 13823.00000000 CAD 98641.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 35761.00000000 OU Notional Amount -2670683.43000000 -0.03008708590 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 35761.00000000 CAD 234971.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18750.00000000 OU Notional Amount -1400277.24000000 -0.01577508630 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 18750.00000000 CAD 134236.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 177110.00000000 OU Notional Amount 10673555.32000000 0.120244942626 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CCL Industries, Inc. CCL Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 177110.00000000 CAD -679926.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29837.00000000 OU Notional Amount 1798130.37000000 0.020257175485 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CCL Industries, Inc. CCL Industries, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 29837.00000000 CAD -112788.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45662.00000000 OU Notional Amount -1463437.51000000 -0.01648663019 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CAE, Inc. CAE, Inc. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 45662.00000000 CAD 59953.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26644.00000000 OU Notional Amount -853922.93000000 -0.00962002918 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CAE, Inc. CAE, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 26644.00000000 CAD 18685.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3063.00000000 OU Notional Amount -98167.16000000 -0.00110592058 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CAE, Inc. CAE, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 3063.00000000 CAD -11.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 806.00000000 OU Notional Amount -25831.78000000 -0.00029101277 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CAE, Inc. CAE, Inc. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 806.00000000 CAD 1058.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27934.00000000 OU Notional Amount -895266.60000000 -0.01008579407 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CAE, Inc. CAE, Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 27934.00000000 CAD 21707.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98974.00000000 OU Notional Amount 12241186.31000000 0.137905384045 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cameco Corp. Cameco Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 98974.00000000 CAD 191022.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23828.00000000 OU Notional Amount 2947066.78000000 0.033200734455 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cameco Corp. Cameco Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 23828.00000000 CAD -39052.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 29618.00000000 OU Notional Amount -1118029.74000000 -0.01259537407 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 29618.00000000 CAD -28138.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 177699.00000000 OU Notional Amount -6707838.73000000 -0.07556841736 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 177699.00000000 CAD -153135.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15102.00000000 OU Notional Amount 1395685.88000000 0.015723361479 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 15102.00000000 CAD 13249.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 143149.00000000 OU Notional Amount 13229442.34000000 0.149038768008 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 143149.00000000 CAD -11491.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 262522.00000000 OU Notional Amount 9761310.81000000 0.109967880722 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 262522.00000000 CAD 800600.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70457.00000000 OU Notional Amount 2619790.63000000 0.029513743504 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 70457.00000000 CAD 121500.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 986177.00000000 OU Notional Amount -36668851.40000000 -0.41309983417 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 986177.00000000 CAD -1202494.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82752.00000000 OU Notional Amount -3076953.52000000 -0.03466399792 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 82752.00000000 CAD -540.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26461.00000000 OU Notional Amount 3255422.99000000 0.036674579268 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 26461.00000000 CAD -109967.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259.00000000 OU Notional Amount 31864.05000000 0.000358970441 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-02-23 0.00000000 CAD 0.00000000 CAD 259.00000000 CAD -1403.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5420.00000000 OU Notional Amount -666807.48000000 -0.00751204493 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 5420.00000000 CAD 22524.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28185.00000000 OU Notional Amount -3467521.90000000 -0.03906401938 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 28185.00000000 CAD 96744.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17544.00000000 OU Notional Amount -2158389.37000000 -0.02431574092 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 17544.00000000 CAD 67673.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170686.00000000 OU Notional Amount -5524277.18000000 -0.06223478238 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 170686.00000000 CAD -121943.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 437894.00000000 OU Notional Amount -14172502.90000000 -0.15966299391 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 437894.00000000 CAD -312846.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8272.00000000 OU Notional Amount -77699.03000000 -0.00087533301 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cascades, Inc. Cascades, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 8272.00000000 CAD 4553.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128577.00000000 OU Notional Amount -1207725.80000000 -0.01360586188 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cascades, Inc. Cascades, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 128577.00000000 CAD 830.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18983.00000000 OU Notional Amount 1826154.42000000 0.020572885685 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 18983.00000000 CAD -58418.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52454.00000000 OU Notional Amount 5046046.68000000 0.056847186840 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 52454.00000000 CAD -172714.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98563.00000000 OU Notional Amount 4833868.57000000 0.054456854481 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 98563.00000000 CAD -250117.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 242338.00000000 OU Notional Amount 3472268.48000000 0.039117492873 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 RioCan Real Estate Investment Trust RioCan Real Estate Investment Trust Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 242338.00000000 CAD 77106.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1017142.00000000 OU Notional Amount 14573818.84000000 0.164184094027 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 1017142.00000000 CAD 100127.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 808293.00000000 OU Notional Amount 11581387.60000000 0.130472297725 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 808293.00000000 CAD 79568.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7519.00000000 OU Notional Amount 212596.12000000 0.002395041528 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seabridge Gold, Inc. Seabridge Gold, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 7519.00000000 CAD -60764.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118271.00000000 OU Notional Amount -7684379.52000000 -0.08656982109 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 118271.00000000 CAD 186490.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 246236.00000000 OU Notional Amount -15998603.84000000 -0.18023527711 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 246236.00000000 CAD 517138.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82511.00000000 OU Notional Amount -2107540.54000000 -0.02374289388 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Open Text Corp. Open Text Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 82511.00000000 CAD 280352.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 531070.00000000 OU Notional Amount -13564876.88000000 -0.15281766883 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 1803336.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58002.00000000 OU Notional Amount -1481518.42000000 -0.01669032408 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Open Text Corp. Open Text Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 58002.00000000 CAD 86079.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34439.00000000 OU Notional Amount -879659.55000000 -0.00990996991 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Open Text Corp. Open Text Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 34439.00000000 CAD 116993.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7855.00000000 OU Notional Amount 107933.06000000 0.001215940164 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enghouse Systems Ltd. Enghouse Systems Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7855.00000000 CAD 1684.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 209690.00000000 OU Notional Amount 6849786.07000000 0.077167551795 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 -76006.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10086.00000000 OU Notional Amount -329471.80000000 -0.00371172645 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 10086.00000000 CAD 3655.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21322.00000000 OU Notional Amount -696509.79000000 -0.00784666188 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 21322.00000000 CAD 4477.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49200.00000000 OU Notional Amount -1607179.52000000 -0.01810598281 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 49200.00000000 CAD -3605.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 268922.00000000 OU Notional Amount 14338293.39000000 0.161530737824 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 268922.00000000 CAD 277815.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 510432.00000000 OU Notional Amount 14428471.10000000 0.162546651757 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 510432.00000000 CAD 83214.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 444592.00000000 OU Notional Amount 12567360.25000000 0.141579957842 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 444592.00000000 CAD 72480.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 216256.00000000 OU Notional Amount 6112946.38000000 0.068866545842 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 35255.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3571.00000000 OU Notional Amount -17282.63000000 -0.00019470071 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Foran Mining Corp. Foran Mining Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 3571.00000000 CAD -1892.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36123.00000000 OU Notional Amount -612816.29000000 -0.00690379704 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Transcontinental, Inc. Transcontinental, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 36123.00000000 CAD -10504.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1201140.00000000 OU Notional Amount 16760298.17000000 0.188816287679 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 1201140.00000000 CAD 417845.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1143891.00000000 OU Notional Amount 15961465.13000000 0.179816883995 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 1143891.00000000 CAD 397930.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 838106.00000000 OU Notional Amount 11694645.47000000 0.131748225537 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TELUS Corp. TELUS Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 838106.00000000 CAD 78109.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20690.00000000 OU Notional Amount 288701.21000000 0.003252417717 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TELUS Corp. TELUS Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 20690.00000000 CAD 1429.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 197255.00000000 OU Notional Amount -9233675.10000000 -0.10402370150 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 197255.00000000 CAD 5321.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159779.00000000 OU Notional Amount 2899525.64000000 0.032665150811 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 159779.00000000 CAD -229958.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 183966.00000000 OU Notional Amount 3338449.57000000 0.037609930803 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 183966.00000000 CAD -502292.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 108184.00000000 OU Notional Amount 1963225.97000000 0.022117090983 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 108184.00000000 CAD -101750.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 341166.00000000 OU Notional Amount -6191173.84000000 -0.06974783198 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 341166.00000000 CAD 635610.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1490351.00000000 OU Notional Amount -27045550.04000000 -0.30468672484 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 1490351.00000000 CAD 2776602.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40505.00000000 OU Notional Amount 4092294.53000000 0.046102512819 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Imperial Oil Ltd. Imperial Oil Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 40505.00000000 CAD 36526.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11663.00000000 OU Notional Amount 569338.38000000 0.006413988477 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 11663.00000000 CAD 15625.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 65433.00000000 OU Notional Amount -3194162.60000000 -0.03598443883 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 65433.00000000 CAD 864.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43740.00000000 OU Notional Amount -2135202.00000000 -0.02405451925 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 43740.00000000 CAD -58598.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179980.00000000 OU Notional Amount 8705234.68000000 0.098070456681 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 179980.00000000 CAD -78345.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 200502.00000000 OU Notional Amount 7637820.84000000 0.086045305539 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 200502.00000000 CAD 276774.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71748.00000000 OU Notional Amount 4548369.52000000 0.051240511299 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 71748.00000000 CAD -95372.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 192094.00000000 OU Notional Amount 8643630.43000000 0.097376442430 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 192094.00000000 CAD 33020.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 306934.00000000 OU Notional Amount 13811071.99000000 0.155591226096 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 306934.00000000 CAD -73083.49000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 921.00000000 OU Notional Amount 41442.13000000 0.000466874100 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 921.00000000 CAD -219.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 232892.00000000 OU Notional Amount 11905858.42000000 0.134127684704 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 232892.00000000 CAD -409031.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 171356.00000000 OU Notional Amount 8760027.29000000 0.098687733123 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 171356.00000000 CAD -824238.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28998.00000000 OU Notional Amount 1482429.98000000 0.016700593433 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 28998.00000000 CAD -65896.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20816.00000000 OU Notional Amount -385699.47000000 -0.00434516983 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maple Leaf Foods, Inc. Maple Leaf Foods, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 20816.00000000 CAD 33.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 229770.00000000 OU Notional Amount -4257406.16000000 -0.04796260890 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 229770.00000000 CAD 371.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 367576.00000000 OU Notional Amount 23161620.68000000 0.260931588989 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 367576.00000000 CAD 97043.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205946.00000000 OU Notional Amount 12977025.52000000 0.146195118902 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 205946.00000000 CAD 83742.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 684.00000000 OU Notional Amount -1128804.70000000 -0.01271676140 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fairfax Financial Holdings Ltd. Fairfax Financial Holdings Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 684.00000000 CAD 16359.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138853.00000000 OU Notional Amount 9217436.69000000 0.103840764649 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 138853.00000000 CAD -600230.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 146966.00000000 OU Notional Amount 9755999.52000000 0.109908045386 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 146966.00000000 CAD -851816.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7406.00000000 OU Notional Amount 491630.26000000 0.005538553053 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 7406.00000000 CAD -42941.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 145422.00000000 OU Notional Amount -7207821.97000000 -0.08120107248 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Emera, Inc. Emera, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 145422.00000000 CAD 101355.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4510.00000000 OU Notional Amount -223537.55000000 -0.00251830426 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 4510.00000000 CAD 539.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118950.00000000 OU Notional Amount -5675600.56000000 -0.06393954434 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Methanex Corp. Methanex Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 118950.00000000 CAD 27966.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22355.00000000 OU Notional Amount -1066650.28000000 -0.01201654911 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 22355.00000000 CAD 4370.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 525579.00000000 OU Notional Amount 28636364.71000000 0.322608346362 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 525579.00000000 CAD 737433.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 159483.00000000 OU Notional Amount -8042960.83000000 -0.09060948620 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Power Corp. of Canada Power Corp. of Canada Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 159483.00000000 CAD 140548.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 309762.00000000 OU Notional Amount -15621750.48000000 -0.17598976478 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 309762.00000000 CAD 260827.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18305.00000000 OU Notional Amount -474546.69000000 -0.00534609488 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aecon Group, Inc. Aecon Group, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 18305.00000000 CAD -18514.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 191.00000000 OU Notional Amount -25187.06000000 -0.00028374955 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 191.00000000 CAD -3174.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1408.00000000 OU Notional Amount -185672.15000000 -0.00209172448 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 1408.00000000 CAD -23400.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4656.00000000 OU Notional Amount -613984.03000000 -0.00691695243 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 4656.00000000 CAD -77380.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 242.00000000 OU Notional Amount -31912.40000000 -0.00035951513 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 -3738.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2329.00000000 OU Notional Amount -307123.89000000 -0.00345996188 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hammond Power Solutions, Inc. Hammond Power Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 2329.00000000 CAD -35981.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35273.00000000 OU Notional Amount -4651430.16000000 -0.05240156030 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 35273.00000000 CAD -544944.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 581233.00000000 OU Notional Amount 21202102.68000000 0.238856270838 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 581233.00000000 CAD 166882.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88413.00000000 OU Notional Amount 3225111.97000000 0.036333104778 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 88413.00000000 CAD 22671.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28909.00000000 OU Notional Amount 503171.37000000 0.005668571596 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Savaria Corp. Savaria Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 28909.00000000 CAD -25610.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 218126.00000000 OU Notional Amount -36318824.01000000 -0.40915653485 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 218126.00000000 CAD 510108.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 308325.00000000 OU Notional Amount 3577670.47000000 0.040304918792 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 308325.00000000 CAD 274465.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 99623.00000000 OU Notional Amount 1155982.37000000 0.013022936555 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chemtrade Logistics Income Fund Chemtrade Logistics Income Fund Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 99623.00000000 CAD 32649.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 227001.00000000 OU Notional Amount 2285597.41000000 0.025748827002 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Silvercorp Metals, Inc. Silvercorp Metals, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 227001.00000000 CAD -520894.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60842.00000000 OU Notional Amount -4079517.20000000 -0.04595856740 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 60842.00000000 CAD -186522.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 192258.00000000 OU Notional Amount -12891091.98000000 -0.14522701846 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 192258.00000000 CAD -359741.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3747.00000000 OU Notional Amount -37644.74000000 -0.00042409389 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 New Gold, Inc. New Gold, Inc. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 3747.00000000 CAD 9613.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 151283.00000000 OU Notional Amount -1519885.02000000 -0.01712255022 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 New Gold, Inc. New Gold, Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 151283.00000000 CAD 219061.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35134.00000000 OU Notional Amount -352978.46000000 -0.00397654515 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 New Gold, Inc. New Gold, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 35134.00000000 CAD 38553.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23843.00000000 OU Notional Amount 496419.09000000 0.005592502517 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 23843.00000000 CAD -103323.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57756.00000000 OU Notional Amount 1202498.88000000 0.013546977038 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 57756.00000000 CAD -266016.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104561.00000000 OU Notional Amount 2176994.35000000 0.024525338827 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 104561.00000000 CAD -352854.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 47910.00000000 OU Notional Amount 997501.93000000 0.011237545386 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 47910.00000000 CAD -23869.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 136685.00000000 OU Notional Amount 2845826.57000000 0.032060193850 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 136685.00000000 CAD -605778.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 99473.00000000 OU Notional Amount 9857809.73000000 0.111055007434 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 -14698.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72999.00000000 OU Notional Amount 7234226.90000000 0.081498542187 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 72999.00000000 CAD -10786.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10779.00000000 OU Notional Amount 1068202.74000000 0.012034038643 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 -1592.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 298465.00000000 OU Notional Amount 29577987.81000000 0.333216378292 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 298465.00000000 CAD -46124.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23027.00000000 OU Notional Amount 2281983.90000000 0.025708118326 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 -3402.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54192.00000000 OU Notional Amount 5370446.50000000 0.060501773955 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 54192.00000000 CAD 104304.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 76874.00000000 OU Notional Amount 7618240.78000000 0.085824722694 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 76874.00000000 CAD -191674.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87050.00000000 OU Notional Amount 8626686.01000000 0.097185551883 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2031-01-22 0.00000000 CAD 0.00000000 CAD 87050.00000000 CAD -221629.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 136429.00000000 OU Notional Amount 3441659.86000000 0.038772665714 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 136429.00000000 CAD 209040.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 185932.00000000 OU Notional Amount 4690459.52000000 0.052841252887 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 185932.00000000 CAD 284890.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24691.00000000 OU Notional Amount -187678.07000000 -0.00211432255 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Taseko Mines Ltd. Taseko Mines Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 24691.00000000 CAD -11624.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42126.00000000 OU Notional Amount -320202.77000000 -0.00360730445 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taseko Mines Ltd. Taseko Mines Ltd. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 42126.00000000 CAD -17120.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34035.00000000 OU Notional Amount 4335453.86000000 0.048841869932 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 34035.00000000 CAD -147993.38000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 100.00000000 OU Notional Amount -12738.22000000 -0.00014350481 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toromont Industries Ltd. Toromont Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 100.00000000 CAD -535.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55665.00000000 OU Notional Amount -7090731.28000000 -0.07988196532 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 55665.00000000 CAD 242046.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35649.00000000 OU Notional Amount 3331760.54000000 0.037534574278 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 35649.00000000 CAD -30675.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 158767.00000000 OU Notional Amount -14838386.09000000 -0.16716462608 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 158767.00000000 CAD 195425.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 416315.00000000 OU Notional Amount 5319928.76000000 0.059932656865 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 416315.00000000 CAD 241195.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 47667.00000000 OU Notional Amount -609118.20000000 -0.00686213551 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 47667.00000000 CAD 14931.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6.00000000 OU Notional Amount -409.75000000 -0.00000461611 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 6.00000000 CAD 5.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11495.00000000 OU Notional Amount -785018.21000000 -0.00884377012 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 11199.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11964.00000000 OU Notional Amount -817047.23000000 -0.00920459906 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 11964.00000000 CAD -71751.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 234537.00000000 OU Notional Amount -16017034.94000000 -0.18044291612 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 234537.00000000 CAD 671698.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 126294.00000000 OU Notional Amount -8624888.23000000 -0.09716529865 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 361697.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15340.00000000 OU Notional Amount -1047601.51000000 -0.01180195161 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 West Fraser Timber Co. Ltd. West Fraser Timber Co. Ltd. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 15340.00000000 CAD 43899.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 222033.00000000 OU Notional Amount 15485972.17000000 0.174460128727 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 222033.00000000 CAD -126226.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5219.00000000 OU Notional Amount -364005.75000000 -0.00410077515 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 5219.00000000 CAD 3269.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3081.00000000 OU Notional Amount 97318.55000000 0.001096360407 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Winpak Ltd. Winpak Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3081.00000000 CAD -3635.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26748.00000000 OU Notional Amount -291907.08000000 -0.00328853404 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Endeavour Silver Corp. Endeavour Silver Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 26748.00000000 CAD 80982.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 111766.00000000 OU Notional Amount 5651297.40000000 0.063665752531 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 111766.00000000 CAD 190262.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 531944.00000000 OU Notional Amount 16751557.83000000 0.188717821736 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 531944.00000000 CAD -926963.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 599279.00000000 OU Notional Amount 18872018.15000000 0.212606265828 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 599279.00000000 CAD -3064166.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3908.00000000 OU Notional Amount -123067.63000000 -0.00138644150 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 3908.00000000 CAD -20.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17483.00000000 OU Notional Amount -550560.75000000 -0.00620244555 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 17483.00000000 CAD 89392.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24163.00000000 OU Notional Amount -760922.00000000 -0.00857230974 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 24163.00000000 CAD 45079.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7222.00000000 OU Notional Amount -227429.49000000 -0.00256214964 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 7222.00000000 CAD 12585.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40714.00000000 OU Notional Amount 7412630.07000000 0.083508376614 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 40714.00000000 CAD -507536.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19687.00000000 OU Notional Amount 3584330.90000000 0.040379953118 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 19687.00000000 CAD -190164.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12069.00000000 OU Notional Amount 2197353.06000000 0.024754693699 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intact Financial Corp. Intact Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 12069.00000000 CAD -95344.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 342132.00000000 OU Notional Amount 8103225.50000000 0.091288409168 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 342132.00000000 CAD -149828.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 408143.00000000 OU Notional Amount 9666663.06000000 0.108901608713 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 408143.00000000 CAD -178735.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467526.00000000 OU Notional Amount -8817293.49000000 -0.09933287625 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 467526.00000000 CAD -686111.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 581283.00000000 OU Notional Amount 3124879.05000000 0.035203911987 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Birchcliff Energy Ltd. Birchcliff Energy Ltd. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 581283.00000000 CAD 123185.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 214.00000000 OU Notional Amount 1401.89000000 0.000015793255 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 214.00000000 CAD 36.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5982.00000000 OU Notional Amount 97924.42000000 0.001103185949 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wesdome Gold Mines Ltd. Wesdome Gold Mines Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 5982.00000000 CAD -12867.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11610.00000000 OU Notional Amount -190053.91000000 -0.00214108802 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wesdome Gold Mines Ltd. Wesdome Gold Mines Ltd. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 11610.00000000 CAD 35955.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 179800.00000000 OU Notional Amount 2059912.61000000 0.023206332489 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 179800.00000000 CAD 6866.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 58426.00000000 OU Notional Amount 669368.49000000 0.007540896473 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Crombie Real Estate Investment Trust Crombie Real Estate Investment Trust Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 58426.00000000 CAD 8459.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 251564.00000000 OU Notional Amount 2882090.41000000 0.032468730952 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crombie Real Estate Investment Trust Crombie Real Estate Investment Trust Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 251564.00000000 CAD -11588.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 832.00000000 OU Notional Amount 1535477.34000000 0.017298208433 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Constellation Software, Inc. Constellation Software, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 832.00000000 CAD -160846.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 381.00000000 OU Notional Amount 703145.27000000 0.007921415134 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Constellation Software, Inc. Constellation Software, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 381.00000000 CAD -56557.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 160023.00000000 OU Notional Amount 4136752.91000000 0.046603367051 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BCE, Inc. BCE, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 160023.00000000 CAD 256639.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88850.00000000 OU Notional Amount 2296860.43000000 0.025875712669 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BCE, Inc. BCE, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 88850.00000000 CAD 102030.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 124296.00000000 OU Notional Amount -1309003.52000000 -0.01474682506 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Canfor Corp. Canfor Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 124296.00000000 CAD -214133.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45935.00000000 OU Notional Amount -483757.13000000 -0.00544985682 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Canfor Corp. Canfor Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 45935.00000000 CAD -19286.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12505.00000000 OU Notional Amount -859595.34000000 -0.00968393278 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Premium Brands Holdings Corp. Premium Brands Holdings Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 12505.00000000 CAD 30589.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160256.00000000 OU Notional Amount -11016018.51000000 -0.12410302603 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 160256.00000000 CAD 231423.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4610.00000000 OU Notional Amount -1079125.62000000 -0.01215709240 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franco-Nevada Corp. Franco-Nevada Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 4610.00000000 CAD 112091.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31214.00000000 OU Notional Amount -7306687.00000000 -0.08231485505 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 31214.00000000 CAD 758967.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2214.00000000 OU Notional Amount -518261.20000000 -0.00583856891 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Franco-Nevada Corp. Franco-Nevada Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 2214.00000000 CAD -11.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 250505.00000000 OU Notional Amount 1219732.05000000 0.013741120552 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 250505.00000000 CAD 58993.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1173142.00000000 OU Notional Amount 5712137.08000000 0.064351153375 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 1173142.00000000 CAD -696586.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 446088.00000000 OU Notional Amount 2172043.80000000 0.024469567476 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2031-01-22 0.00000000 CAD 0.00000000 CAD 446088.00000000 CAD -150926.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7991.00000000 OU Notional Amount 141316.26000000 0.001592024875 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 5N Plus, Inc. 5N Plus, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7991.00000000 CAD 31318.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1570034.00000000 OU Notional Amount -8417176.37000000 -0.09482528167 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 1570034.00000000 CAD -298274.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 383676.00000000 OU Notional Amount 20279191.95000000 0.228459046628 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 383676.00000000 CAD 1156610.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 255983.00000000 OU Notional Amount -13529979.44000000 -0.15242452516 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2027-02-23 0.00000000 CAD 0.00000000 CAD 255983.00000000 CAD -228133.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 77270.00000000 OU Notional Amount -350131.02000000 -0.00394446678 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 77270.00000000 CAD -6548.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 96007.00000000 OU Notional Amount -435033.37000000 -0.00490095015 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 96007.00000000 CAD -8136.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67991.00000000 OU Notional Amount -308085.39000000 -0.00347079383 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 -6297.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 22652.00000000 OU Notional Amount -102642.26000000 -0.00115633566 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rogers Sugar, Inc. Rogers Sugar, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 22652.00000000 CAD -4102.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 472103.00000000 OU Notional Amount -22342244.57000000 -0.25170075349 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 472103.00000000 CAD -1267440.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20633.00000000 OU Notional Amount -976455.42000000 -0.01100044197 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 20633.00000000 CAD -30215.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77974.00000000 OU Notional Amount -2640459.10000000 -0.02974658803 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Keyera Corp. Keyera Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 77974.00000000 CAD -91094.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10914.00000000 OU Notional Amount -369584.36000000 -0.00416362203 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keyera Corp. Keyera Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 10914.00000000 CAD -15603.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22838.00000000 OU Notional Amount -773370.68000000 -0.00871255268 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keyera Corp. Keyera Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 22838.00000000 CAD -49703.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44627.00000000 OU Notional Amount -1511218.72000000 -0.01702491839 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Keyera Corp. Keyera Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 44627.00000000 CAD -74751.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 82833.00000000 OU Notional Amount -2805001.01000000 -0.03160026583 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Keyera Corp. Keyera Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 82833.00000000 CAD -140491.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 794493.00000000 OU Notional Amount -9557371.82000000 -0.10767036771 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 794493.00000000 CAD -370148.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48008.00000000 OU Notional Amount -3349436.35000000 -0.03773370443 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exchange Income Corp. Exchange Income Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 48008.00000000 CAD 55747.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14900.00000000 OU Notional Amount -1039547.61000000 -0.01171121889 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 14900.00000000 CAD 22540.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56991.00000000 OU Notional Amount -519831.25000000 -0.00585625660 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 56991.00000000 CAD -27959.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 210326.00000000 OU Notional Amount -1918443.74000000 -0.02161258835 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 210326.00000000 CAD -103184.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1169716.00000000 OU Notional Amount -10669314.96000000 -0.12019717205 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 -573854.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25684.00000000 OU Notional Amount -234271.13000000 -0.00263922542 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 25684.00000000 CAD -12607.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26920.00000000 OU Notional Amount 811959.31000000 0.009147280144 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 26920.00000000 CAD 16347.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7878.00000000 OU Notional Amount 155112.68000000 0.001747451036 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 7878.00000000 CAD 3688.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12600.00000000 OU Notional Amount 148795.95000000 0.001676288728 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 12600.00000000 CAD -3054.97000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 154589.00000000 OU Notional Amount 1825572.74000000 0.020566332660 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mullen Group Ltd. Mullen Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 154589.00000000 CAD 19999.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 60048.00000000 OU Notional Amount -2495146.21000000 -0.02810953837 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 60048.00000000 CAD -109862.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2392.00000000 OU Notional Amount 322353.03000000 0.003631528617 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 2392.00000000 CAD -10595.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9636.00000000 OU Notional Amount 1298575.99000000 0.014629351770 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 9636.00000000 CAD -35946.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10358.00000000 OU Notional Amount 1395874.86000000 0.015725490468 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 10358.00000000 CAD -53854.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34321.00000000 OU Notional Amount 118465.61000000 0.001334596584 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Baytex Energy Corp. Baytex Energy Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 34321.00000000 CAD 6949.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 305359.00000000 OU Notional Amount 5604172.45000000 0.063134857553 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Enerflex Ltd. Enerflex Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 305359.00000000 CAD 984630.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77777.00000000 OU Notional Amount 1427420.58000000 0.016080874703 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 77777.00000000 CAD 122817.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1231116.00000000 OU Notional Amount -8082970.69000000 -0.09106022480 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 1231116.00000000 CAD -203208.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 639701.00000000 OU Notional Amount -4199997.75000000 -0.04731586367 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 -107915.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10110.00000000 OU Notional Amount 149981.27000000 0.001689642173 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Parex Resources, Inc. Parex Resources, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 10110.00000000 CAD 4668.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 546973.00000000 OU Notional Amount -10793643.38000000 -0.12159781722 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 546973.00000000 CAD -570050.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1053639.00000000 OU Notional Amount -20791892.14000000 -0.23423496693 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 1053639.00000000 CAD -1374306.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 380066.00000000 OU Notional Amount -7499998.84000000 -0.08449264590 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2027-02-23 0.00000000 CAD 0.00000000 CAD 380066.00000000 CAD -183752.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1442448.00000000 OU Notional Amount 13940892.06000000 0.157053738483 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 1442448.00000000 CAD 1632057.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1024159.00000000 OU Notional Amount 9898235.55000000 0.111510432103 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 1024159.00000000 CAD 635642.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 787.00000000 OU Notional Amount -34534.02000000 -0.00038904948 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Capital Power Corp. Capital Power Corp. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 787.00000000 CAD -2.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 517125.00000000 OU Notional Amount -9596995.37000000 -0.10811675426 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 517125.00000000 CAD -190631.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1111411.00000000 OU Notional Amount -20030129.58000000 -0.22565318770 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 -1997739.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1792887.00000000 OU Notional Amount -32311862.06000000 -0.36401535225 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 1792887.00000000 CAD -1450184.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1020190.00000000 OU Notional Amount -18386121.69000000 -0.20713230797 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 1020190.00000000 CAD -817810.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141663.00000000 OU Notional Amount -2553086.34000000 -0.02876227379 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2027-02-23 0.00000000 CAD 0.00000000 CAD 141663.00000000 CAD -115051.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2161417.00000000 OU Notional Amount 29794585.31000000 0.335656498119 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northland Power, Inc. Northland Power, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 2161417.00000000 CAD -115362.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 836143.00000000 OU Notional Amount 11526019.25000000 0.129848535176 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 836143.00000000 CAD -44628.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218511.00000000 OU Notional Amount 5536392.98000000 0.062371275201 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Element Fleet Management Corp. Element Fleet Management Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 218511.00000000 CAD 30441.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48965.00000000 OU Notional Amount -1240621.67000000 -0.01397645649 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 -3681.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39340.00000000 OU Notional Amount -996753.94000000 -0.01122911876 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 39340.00000000 CAD -4979.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109729.00000000 OU Notional Amount 1868773.55000000 0.021053019501 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 109729.00000000 CAD 109762.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66112.00000000 OU Notional Amount 1125940.79000000 0.012684497492 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Extendicare, Inc. Extendicare, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 66112.00000000 CAD 43733.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 301394.00000000 OU Notional Amount -2038584.61000000 -0.02296605789 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 301394.00000000 CAD -97491.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14193.00000000 OU Notional Amount -302590.82000000 -0.00340889372 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 14193.00000000 CAD -12879.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62057.00000000 OU Notional Amount -1323038.01000000 -0.01490493325 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 62057.00000000 CAD -56313.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 325097.00000000 OU Notional Amount -6930977.79000000 -0.07808223236 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 325097.00000000 CAD -305487.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4272.00000000 OU Notional Amount 157715.60000000 0.001776774720 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 4272.00000000 CAD 741.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 17842.00000000 OU Notional Amount 658698.89000000 0.007420696090 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 17842.00000000 CAD 8681.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46880.00000000 OU Notional Amount 1730736.68000000 0.019497939210 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 -17573.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14132.00000000 OU Notional Amount 306375.82000000 0.003451534356 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Labrador Iron Ore Royalty Corp. Labrador Iron Ore Royalty Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 14132.00000000 CAD -5823.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16175.00000000 OU Notional Amount 350667.21000000 0.003950507331 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Labrador Iron Ore Royalty Corp. Labrador Iron Ore Royalty Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 16175.00000000 CAD -8260.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72369.00000000 OU Notional Amount 1568929.52000000 0.017675070251 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Labrador Iron Ore Royalty Corp. Labrador Iron Ore Royalty Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 72369.00000000 CAD -47511.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321221.00000000 OU Notional Amount -4033987.52000000 -0.04544564424 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 321221.00000000 CAD -8241.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1781712.00000000 OU Notional Amount -22375261.78000000 -0.25207271507 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 -1492369.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25746.00000000 OU Notional Amount -323325.82000000 -0.00364248776 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 25746.00000000 CAD -660.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2717.00000000 OU Notional Amount -34120.88000000 -0.00038439518 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 2717.00000000 CAD -69.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74670.00000000 OU Notional Amount -937727.76000000 -0.01056414824 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NexGen Energy Ltd. NexGen Energy Ltd. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 74670.00000000 CAD 28659.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199521.00000000 OU Notional Amount -1142924.98000000 -0.01287583607 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 199521.00000000 CAD -14216.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 242707.00000000 OU Notional Amount -2716450.39000000 -0.03060268218 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 242707.00000000 CAD 34862.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 468991.00000000 OU Notional Amount -1670477.99000000 -0.01881908361 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 468991.00000000 CAD 118681.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56786.00000000 OU Notional Amount -2733268.05000000 -0.03079214469 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 56786.00000000 CAD 525708.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68194.00000000 OU Notional Amount -3282366.80000000 -0.03697811982 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 68194.00000000 CAD 631319.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27334.00000000 OU Notional Amount -332026.85000000 -0.00374051085 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 27334.00000000 CAD 7620.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104536.00000000 OU Notional Amount -1269801.67000000 -0.01430518926 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 104536.00000000 CAD -5938.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29208.00000000 OU Notional Amount -171174.56000000 -0.00192839916 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kraken Robotics, Inc. Kraken Robotics, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 29208.00000000 CAD -2212.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 62264.00000000 OU Notional Amount -364900.47000000 -0.00411085479 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kraken Robotics, Inc. Kraken Robotics, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 62264.00000000 CAD -4087.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164673.00000000 OU Notional Amount -965072.18000000 -0.01087220194 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kraken Robotics, Inc. Kraken Robotics, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 164673.00000000 CAD -10809.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 186026.00000000 OU Notional Amount -1090212.23000000 -0.01228199068 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 186026.00000000 CAD -12211.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117185.00000000 OU Notional Amount -1481970.92000000 -0.01669542180 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 -97521.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78267.00000000 OU Notional Amount -989797.48000000 -0.01115074945 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 -70778.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147704.00000000 OU Notional Amount -1867927.06000000 -0.02104348320 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 -122918.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67464.00000000 OU Notional Amount -853178.19000000 -0.00961163918 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 67464.00000000 CAD -61009.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 957373.00000000 OU Notional Amount -12107342.61000000 -0.13639754269 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 957373.00000000 CAD -865778.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23606.00000000 OU Notional Amount -298531.43000000 -0.00336316190 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 23606.00000000 CAD -121.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 193608.00000000 OU Notional Amount 15260857.52000000 0.171924057346 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 193608.00000000 CAD -2233210.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3500.00000000 OU Notional Amount 275882.20000000 0.003108002752 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3500.00000000 CAD -27403.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33087.00000000 OU Notional Amount 2608032.69000000 0.029381282222 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 33087.00000000 CAD -308317.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25643.00000000 OU Notional Amount 2021270.66000000 0.022771004342 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 25643.00000000 CAD -200237.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9362.00000000 OU Notional Amount 737945.48000000 0.008313463437 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 9362.00000000 CAD -87255.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26237.00000000 OU Notional Amount 2068091.81000000 0.023298476804 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 26237.00000000 CAD -207790.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 306538.00000000 OU Notional Amount -21105230.79000000 -0.23776494236 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutrien Ltd. Nutrien Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 306538.00000000 CAD -189646.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 176255.00000000 OU Notional Amount -12135208.20000000 -0.13671146773 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutrien Ltd. Nutrien Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 176255.00000000 CAD -114871.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16711.00000000 OU Notional Amount 1795851.09000000 0.020231497828 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 16711.00000000 CAD -11447.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 33280.00000000 OU Notional Amount 3576442.11000000 0.040291080472 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 33280.00000000 CAD -86122.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2645.00000000 OU Notional Amount 284245.47000000 0.003202220741 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 2645.00000000 CAD -2031.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16590.00000000 OU Notional Amount 556553.59000000 0.006269959024 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ERO Copper Corp. ERO Copper Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 16590.00000000 CAD -73241.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 24430.00000000 OU Notional Amount -296393.05000000 -0.00333907158 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Canada Goose Holdings, Inc. Canada Goose Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 24430.00000000 CAD 19554.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9043.00000000 OU Notional Amount -109712.75000000 -0.00123598959 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 9043.00000000 CAD 6571.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70242.00000000 OU Notional Amount 9254002.41000000 0.104252702637 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 70242.00000000 CAD -845704.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287.00000000 OU Notional Amount -37810.69000000 -0.00042596343 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 287.00000000 CAD 3455.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3795.00000000 OU Notional Amount -499970.66000000 -0.00563251339 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 3795.00000000 CAD 20508.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4435.00000000 OU Notional Amount -584287.19000000 -0.00658239710 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 4435.00000000 CAD 84779.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38902.00000000 OU Notional Amount -113136.21000000 -0.00127455722 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Well Health Technologies Corp. Well Health Technologies Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 38902.00000000 CAD 3958.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9125.00000000 OU Notional Amount 128399.37000000 0.001446507224 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Neo Performance Materials, Inc. Neo Performance Materials, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 9125.00000000 CAD -1182.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205031.00000000 OU Notional Amount 4673860.57000000 0.052654254298 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SSR Mining, Inc. SSR Mining, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 205031.00000000 CAD -677275.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58537.00000000 OU Notional Amount 1334402.00000000 0.015032956416 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SSR Mining, Inc. SSR Mining, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 58537.00000000 CAD -186337.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 166141.00000000 OU Notional Amount 952932.99000000 0.010735445619 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 166141.00000000 CAD -255604.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97086.00000000 OU Notional Amount 556855.04000000 0.006273355065 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bausch Health Cos., Inc. Bausch Health Cos., Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 97086.00000000 CAD -81794.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24712.00000000 OU Notional Amount -753710.10000000 -0.00849106272 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trisura Group Ltd. Trisura Group Ltd. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 24712.00000000 CAD 36666.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 143606.00000000 OU Notional Amount 1721183.80000000 0.019390319446 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 143606.00000000 CAD -18806.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 225266.00000000 OU Notional Amount -5037527.78000000 -0.05675121557 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 -329122.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 221543.00000000 OU Notional Amount -4954271.91000000 -0.05581328092 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 221543.00000000 CAD 455760.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5060.00000000 OU Notional Amount -113154.63000000 -0.00127476474 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 10409.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 158778.00000000 OU Notional Amount -3550684.90000000 -0.04000090778 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Energy Fuels, Inc. Energy Fuels, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 158778.00000000 CAD 326639.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1017.00000000 OU Notional Amount -105356.02000000 -0.00118690803 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TerraVest Industries, Inc. TerraVest Industries, Inc. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 1017.00000000 CAD 5394.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85700.00000000 OU Notional Amount 204549.63000000 0.002304392284 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rio2 Ltd. Rio2 Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 85700.00000000 CAD -15346.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1551.00000000 OU Notional Amount 299834.56000000 0.003377842563 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 1551.00000000 CAD -1378.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6545.00000000 OU Notional Amount 1265259.32000000 0.014254016565 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 6545.00000000 CAD -33.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37784.00000000 OU Notional Amount -1621078.31000000 -0.01826256224 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 37784.00000000 CAD 123914.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2076.00000000 OU Notional Amount -89068.35000000 -0.00100341622 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 2076.00000000 CAD -10.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23889.00000000 OU Notional Amount -1024929.59000000 -0.01154653684 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 23889.00000000 CAD 54649.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6652.00000000 OU Notional Amount -285396.28000000 -0.00321518540 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 6652.00000000 CAD -15219.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40654.00000000 OU Notional Amount -1744212.30000000 -0.01964975133 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 40654.00000000 CAD 162298.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7118.00000000 OU Notional Amount 239993.67000000 0.002703693775 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Triple Flag Precious Metals Corp. Triple Flag Precious Metals Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 7118.00000000 CAD -34275.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13614.00000000 OU Notional Amount 1166785.74000000 0.013144643950 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 13614.00000000 CAD -95338.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 61586.00000000 OU Notional Amount 5278218.48000000 0.059462761870 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 61586.00000000 CAD -431286.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 473867.00000000 OU Notional Amount 40612697.02000000 0.457529967914 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 473867.00000000 CAD -1123577.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47533.00000000 OU Notional Amount 4073808.32000000 0.045894252948 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CGI, Inc. CGI, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 47533.00000000 CAD -156293.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 234206.00000000 OU Notional Amount 20072588.55000000 0.226131517212 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 234206.00000000 CAD -581581.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119979.00000000 OU Notional Amount -14742177.87000000 -0.16608077430 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 119979.00000000 CAD 76812.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50020.00000000 OU Notional Amount -6146106.71000000 -0.06924011976 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 50020.00000000 CAD 29521.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40475.00000000 OU Notional Amount 196779.28000000 0.002216853946 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 G2 Goldfields, Inc. G2 Goldfields, Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 40475.00000000 CAD 1900.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19973.00000000 OU Notional Amount -3094410.52000000 -0.03486066303 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstService Corp. FirstService Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 19973.00000000 CAD 2183.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7167.00000000 OU Notional Amount -1110381.02000000 -0.01250920598 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FirstService Corp. FirstService Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 7167.00000000 CAD 28256.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19786.00000000 OU Notional Amount -3065438.67000000 -0.03453427522 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 FirstService Corp. FirstService Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 19786.00000000 CAD 91212.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4138.00000000 OU Notional Amount -641099.02000000 -0.00722242144 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FirstService Corp. FirstService Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 4138.00000000 CAD 23893.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 223203.00000000 OU Notional Amount -13087450.90000000 -0.14743913676 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 223203.00000000 CAD -957639.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 172200.00000000 OU Notional Amount -10096903.02000000 -0.11374855780 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 172200.00000000 CAD -338842.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16776.00000000 OU Notional Amount 121232.21000000 0.001365764236 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 16776.00000000 CAD 14288.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113972.00000000 OU Notional Amount 823621.69000000 0.009278664876 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Obsidian Energy Ltd. Obsidian Energy Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 113972.00000000 CAD 82158.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15737.00000000 OU Notional Amount 1074366.78000000 0.012103480794 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 15737.00000000 CAD 5830.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44255.00000000 OU Notional Amount -1900984.06000000 -0.02141589305 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 44255.00000000 CAD 75533.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 609234.00000000 OU Notional Amount -26169791.55000000 -0.29482070305 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 609234.00000000 CAD 1033986.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4357.00000000 OU Notional Amount -187155.97000000 -0.00210844073 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 4357.00000000 CAD -16.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13029.00000000 OU Notional Amount 186395.12000000 0.002099869241 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 13029.00000000 CAD -26407.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125434.00000000 OU Notional Amount 1794480.46000000 0.020216056739 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 125434.00000000 CAD -253789.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 114612.00000000 OU Notional Amount 1639659.06000000 0.018471887172 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 114612.00000000 CAD -100802.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 387697.00000000 OU Notional Amount 5546460.22000000 0.062484689584 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 387697.00000000 CAD -502760.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1122196.00000000 OU Notional Amount -16054329.73000000 -0.18086306759 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 1122196.00000000 CAD 1867599.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 169776.00000000 OU Notional Amount -4922525.23000000 -0.05545563274 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 169776.00000000 CAD 581921.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32045.00000000 OU Notional Amount -5252071.13000000 -0.05916819398 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 32045.00000000 CAD -17210.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9123.00000000 OU Notional Amount 396302.61000000 0.004464621503 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ovintiv, Inc. Ovintiv, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 9123.00000000 CAD 22842.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 223461.00000000 OU Notional Amount -11625584.58000000 -0.13097020710 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 223461.00000000 CAD 935215.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32276.00000000 OU Notional Amount -1679162.66000000 -0.01891692239 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alimentation Couche-Tard, Inc. Alimentation Couche-Tard, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 32276.00000000 CAD 3231.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 141457.00000000 OU Notional Amount 7998218.65000000 0.090105434773 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 141457.00000000 CAD -85038.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13994.00000000 OU Notional Amount 791244.49000000 0.008913913447 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Badger Infrastructure Solutions Ltd. Badger Infrastructure Solutions Ltd. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 13994.00000000 CAD -19982.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 171946.00000000 OU Notional Amount 12781826.55000000 0.143996068235 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Pacific Kansas City Ltd. Canadian Pacific Kansas City Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 171946.00000000 CAD 311647.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 172412.00000000 OU Notional Amount 12816467.26000000 0.144386319661 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Canadian Pacific Kansas City Ltd. Canadian Pacific Kansas City Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 172412.00000000 CAD 317259.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45125.00000000 OU Notional Amount 184920.87000000 0.002083260800 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Arizona Sonoran Copper Co., Inc. Arizona Sonoran Copper Co., Inc. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 45125.00000000 CAD 2927.39000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16156.00000000 OU Notional Amount 1980983.19000000 0.022317138280 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 16156.00000000 CAD 312642.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5453.00000000 OU Notional Amount 668624.74000000 0.007532517618 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 5453.00000000 CAD -25932.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 155153.00000000 OU Notional Amount -4426757.28000000 -0.04987046576 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 155153.00000000 CAD 659431.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 212589.00000000 OU Notional Amount -6065496.02000000 -0.06833198489 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 212589.00000000 CAD 655663.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 163445.00000000 OU Notional Amount -1543643.89000000 -0.01739021023 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 163445.00000000 CAD 19066.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 356591.00000000 OU Notional Amount -3367796.61000000 -0.03794054539 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dream Industrial Real Estate Investment Trust Dream Industrial Real Estate Investment Trust Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 356591.00000000 CAD 24336.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25653.00000000 OU Notional Amount -2911855.23000000 -0.03280405212 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 -46345.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 446494.00000000 OU Notional Amount -50681241.61000000 -0.57095904850 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 446494.00000000 CAD 1338482.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 50977.00000000 OU Notional Amount -5786365.89000000 -0.06518739197 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 50977.00000000 CAD -288727.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 331066.00000000 OU Notional Amount -37579084.90000000 -0.42335424067 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 331066.00000000 CAD 992457.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30235.00000000 OU Notional Amount -3431955.05000000 -0.03866333435 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 30235.00000000 CAD 24319.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 48090.00000000 OU Notional Amount -2353554.58000000 -0.02651441126 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Definity Financial Corp. Definity Financial Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 48090.00000000 CAD 154414.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 460025.00000000 OU Notional Amount 5098062.83000000 0.057433184550 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 460025.00000000 CAD 349322.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112842.00000000 OU Notional Amount 1250531.18000000 0.014088093937 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 112842.00000000 CAD 65788.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 53543.00000000 OU Notional Amount 593371.18000000 0.006684734500 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 53543.00000000 CAD -98.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 271049.00000000 OU Notional Amount 3003803.77000000 0.033839915675 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 271049.00000000 CAD -246505.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18370.00000000 OU Notional Amount -165129.66000000 -0.00186029920 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Montage Gold Corp. Montage Gold Corp. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 18370.00000000 CAD -34543.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30224.00000000 OU Notional Amount -271686.38000000 -0.00306073395 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Montage Gold Corp. Montage Gold Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 30224.00000000 CAD -20525.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 638765.00000000 OU Notional Amount 6895931.77000000 0.077687414847 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 638765.00000000 CAD -613813.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 559470.00000000 OU Notional Amount 6039884.70000000 0.068043455760 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lightspeed Commerce, Inc. Lightspeed Commerce, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 559470.00000000 CAD -318466.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42992.00000000 OU Notional Amount -1213368.02000000 -0.01366942537 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 42992.00000000 CAD -16560.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15478.00000000 OU Notional Amount -436837.32000000 -0.00492127289 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 15478.00000000 CAD -23774.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28678.00000000 OU Notional Amount -809382.40000000 -0.00911824948 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 28678.00000000 CAD 18762.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8124.00000000 OU Notional Amount 230776.13000000 0.002599851846 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 South Bow Corp. South Bow Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 8124.00000000 CAD 6004.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 191053.00000000 OU Notional Amount -32637490.05000000 -0.36768377554 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 191053.00000000 CAD 4048144.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79914.00000000 OU Notional Amount -13651669.33000000 -0.15379544548 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 79914.00000000 CAD 1807760.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10897.00000000 OU Notional Amount -1861529.15000000 -0.02097140635 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2028-01-24 0.00000000 CAD 0.00000000 CAD 10897.00000000 CAD 94144.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73797.00000000 OU Notional Amount -1214007.12000000 -0.01367662527 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Collective Mining Ltd. Collective Mining Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 73797.00000000 CAD -31692.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21856.00000000 OU Notional Amount 118457.22000000 0.001334502065 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Surge Energy, Inc. Surge Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 21856.00000000 CAD 5413.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 863504.00000000 OU Notional Amount 47143456.37000000 0.531103464261 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 863504.00000000 CAD -3246756.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 313275.00000000 OU Notional Amount 17103413.87000000 0.192681722056 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 313275.00000000 CAD -1219113.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1333.00000000 OU Notional Amount -16681.47000000 -0.00018792823 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 1333.00000000 CAD 169.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32062.00000000 OU Notional Amount -401231.21000000 -0.00452014557 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 32062.00000000 CAD 4085.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24375.00000000 OU Notional Amount -305034.33000000 -0.00343642154 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 24375.00000000 CAD 3105.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30981.00000000 OU Notional Amount -387703.33000000 -0.00436774469 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Snowline Gold Corp. Snowline Gold Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 30981.00000000 CAD 52025.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37977.00000000 OU Notional Amount -475252.88000000 -0.00535405060 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 37977.00000000 CAD 63773.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41679.00000000 OU Notional Amount 4208763.27000000 0.047414613290 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 41679.00000000 CAD -285906.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73308.00000000 OU Notional Amount -116289.27000000 -0.00131007861 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 i-80 Gold Corp. i-80 Gold Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 73308.00000000 CAD 17162.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136797.00000000 OU Notional Amount -962446.49000000 -0.01084262174 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Discovery Silver Corp. Discovery Silver Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 136797.00000000 CAD 105588.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26746.00000000 OU Notional Amount -188173.67000000 -0.00211990583 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Discovery Silver Corp. Discovery Silver Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 26746.00000000 CAD 31564.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 351029.00000000 OU Notional Amount -2469693.25000000 -0.02782279327 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Discovery Silver Corp. Discovery Silver Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 351029.00000000 CAD 315523.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13438.00000000 OU Notional Amount 86056.89000000 0.000969490061 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Andean Precious Metals Corp. Andean Precious Metals Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 13438.00000000 CAD -27634.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 156058.00000000 OU Notional Amount 7133294.11000000 0.080361464880 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 156058.00000000 CAD -613183.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 410544.00000000 OU Notional Amount 18765658.25000000 0.211408048393 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 410544.00000000 CAD -1445921.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 255171.00000000 OU Notional Amount 11663674.98000000 0.131399321663 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 255171.00000000 CAD -898703.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44494.00000000 OU Notional Amount 1182563.70000000 0.013322393522 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 44494.00000000 CAD -289397.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12494.00000000 OU Notional Amount -101023.71000000 -0.00113810158 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advantage Energy Ltd. Advantage Energy Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 12494.00000000 CAD -531.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3885.00000000 OU Notional Amount -113099.11000000 -0.00127413927 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Telesat Corp. Telesat Corp. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 3885.00000000 CAD 18697.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54718.00000000 OU Notional Amount -1555162.19000000 -0.01751997180 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 54718.00000000 CAD 44662.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 199551.00000000 OU Notional Amount -2425416.99000000 -0.02732399074 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Primaris Real Estate Investment Trust Primaris Real Estate Investment Trust Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 199551.00000000 CAD -1808.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 263562.00000000 OU Notional Amount -13094384.97000000 -0.14751725383 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Asset Management Ltd. Brookfield Asset Management Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 263562.00000000 CAD 504614.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145374.00000000 OU Notional Amount -7222524.95000000 -0.08136671167 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 145374.00000000 CAD 282349.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7782.00000000 OU Notional Amount 354737.81000000 0.003996365440 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Brookfield Corp. Brookfield Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 7782.00000000 CAD -40.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 319917.00000000 OU Notional Amount -14583224.90000000 -0.16429005976 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Brookfield Corp. Brookfield Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 319917.00000000 CAD 529255.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4697.00000000 OU Notional Amount 163885.34000000 0.001846281085 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DPM Metals, Inc. DPM Metals, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 4697.00000000 CAD -6035.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61159.00000000 OU Notional Amount 2411505.68000000 0.027167270271 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OR Royalties, Inc. OR Royalties, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 61159.00000000 CAD -359198.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 361855.00000000 OU Notional Amount 39981702.16000000 0.450421376778 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 361855.00000000 CAD -4117702.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 289090.00000000 OU Notional Amount 31941828.30000000 0.359846667411 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 289090.00000000 CAD -3399834.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9492.00000000 OU Notional Amount 1048780.08000000 0.011815229018 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Thomson Reuters Corp. Thomson Reuters Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 9492.00000000 CAD -48.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 657324.00000000 OU Notional Amount 6430107.36000000 0.072439582445 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 657324.00000000 CAD -975677.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19098.00000000 OU Notional Amount 186821.40000000 0.002104671578 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 19098.00000000 CAD -31560.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6630.00000000 OU Notional Amount -517048.95000000 -0.00582491208 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EQB, Inc. EQB, Inc. Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 6630.00000000 CAD -4328.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52362.00000000 OU Notional Amount -2389197.71000000 -0.02691595564 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 52362.00000000 CAD 95816.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 59833.00000000 OU Notional Amount -2730087.97000000 -0.03075631890 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Brookfield Wealth Solutions Ltd. Brookfield Wealth Solutions Ltd. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 59833.00000000 CAD 139513.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3426.00000000 OU Notional Amount -105171.52000000 -0.00118482951 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abaxx Technologies, Inc. Abaxx Technologies, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 3426.00000000 CAD 13277.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 141952.00000000 OU Notional Amount -2456129.78000000 -0.02766999145 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 141952.00000000 CAD 328756.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 486070.00000000 OU Notional Amount 15749574.71000000 0.177429792662 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 486070.00000000 CAD -1958066.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23312.00000000 OU Notional Amount 203904.03000000 0.002297119156 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AbraSilver Resource Corp. AbraSilver Resource Corp. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 23312.00000000 CAD -7244.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 387984.00000000 OU Notional Amount 1886280.67000000 0.021250249250 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lithium Americas Corp. Lithium Americas Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 387984.00000000 CAD -483044.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9634.00000000 OU Notional Amount 676746.67000000 0.007624016746 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 9634.00000000 CAD 587.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44334.00000000 OU Notional Amount -1399061.42000000 -0.01576138925 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allied Gold Corp. Allied Gold Corp. Y equity-performance leg 2027-02-16 0.00000000 CAD 0.00000000 CAD 44334.00000000 CAD -6625.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 283564.00000000 OU Notional Amount -3207054.38000000 -0.03612967360 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Almonty Industries, Inc. Almonty Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 283564.00000000 CAD -233210.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18966.00000000 OU Notional Amount -987265.51000000 -0.01112222507 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Groupe Dynamite, Inc. Groupe Dynamite, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 18966.00000000 CAD 62412.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7178.00000000 OU Notional Amount 2017051.47000000 0.022723472265 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Celestica, Inc. Celestica, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 7178.00000000 CAD -66848.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2230.00000000 OU Notional Amount -626640.40000000 -0.00705953514 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Celestica, Inc. Celestica, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 2230.00000000 CAD 20759.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1514021.00000000 OU Notional Amount 20959347.74000000 0.236121469457 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Air Canada Air Canada Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 1514021.00000000 CAD -583236.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 407566.00000000 OU Notional Amount 5642139.39000000 0.063562581248 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air Canada Air Canada Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 407566.00000000 CAD -116159.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1565762.00000000 OU Notional Amount 74881519.80000000 0.843591828796 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 1565762.00000000 CAD 4133788.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 911109.00000000 OU Notional Amount 43573178.19000000 0.490881824700 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Infrastructure Corp. Brookfield Infrastructure Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 911109.00000000 CAD 2403649.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49493.00000000 OU Notional Amount -1569135.10000000 -0.01767738625 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2029-09-04 0.00000000 CAD 0.00000000 CAD 49493.00000000 CAD -104838.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 204734.00000000 OU Notional Amount -6490924.08000000 -0.07312472462 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 204734.00000000 CAD -433679.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37620.00000000 OU Notional Amount -1192711.34000000 -0.01343671366 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-10-23 0.00000000 CAD 0.00000000 CAD 37620.00000000 CAD 145870.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68699.00000000 OU Notional Amount -2178045.63000000 -0.02453718221 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 68699.00000000 CAD 266379.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 85478.00000000 OU Notional Amount -2710010.11000000 -0.03053012800 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 85478.00000000 CAD -155916.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 633707.00000000 OU Notional Amount -20091162.33000000 -0.22634076362 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 633707.00000000 CAD 2457187.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 30423.00000000 OU Notional Amount -964536.34000000 -0.01086616533 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-02-10 0.00000000 CAD 0.00000000 CAD 30423.00000000 CAD -94743.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 371707.00000000 OU Notional Amount -11784666.54000000 -0.13276237481 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 371707.00000000 CAD 1441287.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19783.00000000 OU Notional Amount -377746.12000000 -0.00425556987 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Strathcona Resources Ltd. Strathcona Resources Ltd. Y equity-performance leg 2028-01-17 0.00000000 CAD 0.00000000 CAD 19783.00000000 CAD 9385.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114925.00000000 OU Notional Amount -2194433.22000000 -0.02472179969 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Strathcona Resources Ltd. Strathcona Resources Ltd. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 114925.00000000 CAD 61043.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34662.00000000 OU Notional Amount 2322340.00000000 0.026162757552 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Restaurant Brands International, Inc. Restaurant Brands International, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 34662.00000000 CAD -50083.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7402.00000000 OU Notional Amount -495931.01000000 -0.00558700396 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Restaurant Brands International, Inc. Restaurant Brands International, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 7402.00000000 CAD 3324.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15624.00000000 OU Notional Amount -110727.13000000 -0.00124741728 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Southern Cross Gold Consolidated Ltd. Southern Cross Gold Consolidated Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 15624.00000000 CAD 11880.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 192682.00000000 OU Notional Amount 14444959.10000000 0.162732400418 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2026-08-17 0.00000000 CAD 0.00000000 CAD 192682.00000000 CAD -2258134.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 126974.00000000 OU Notional Amount 9518970.31000000 0.107237748292 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 126974.00000000 CAD -1489748.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5663.00000000 OU Notional Amount 424543.05000000 0.004782769485 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lundin Gold, Inc. Lundin Gold, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 5663.00000000 CAD -75456.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 480435.00000000 OU Notional Amount -6199275.11000000 -0.06983909836 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 480435.00000000 CAD -87562.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61018.00000000 OU Notional Amount -1725254.65000000 -0.01943618037 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 160868.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23880.00000000 OU Notional Amount -675195.53000000 -0.00760654208 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 23880.00000000 CAD -65856.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5058.00000000 OU Notional Amount -143012.52000000 -0.00161113441 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 5058.00000000 CAD 13335.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9800.00000000 OU Notional Amount -277090.29000000 -0.00312161271 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2027-02-23 0.00000000 CAD 0.00000000 CAD 9800.00000000 CAD 8183.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5076.00000000 OU Notional Amount -104975.70000000 -0.00118262346 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NGEx Minerals Ltd. NGEx Minerals Ltd. Y equity-performance leg 2028-02-24 0.00000000 CAD 0.00000000 CAD 5076.00000000 CAD 11718.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27332.00000000 OU Notional Amount -202533.60000000 -0.00228168031 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Americas Gold & Silver Corp. Americas Gold & Silver Corp. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 27332.00000000 CAD -55635.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83466.00000000 OU Notional Amount -10952058.33000000 -0.12338247060 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 83466.00000000 CAD 530872.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42319.00000000 OU Notional Amount -5552921.62000000 -0.06255748170 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 42319.00000000 CAD 269163.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10406.00000000 OU Notional Amount -1365431.66000000 -0.01538252688 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shopify, Inc. Shopify, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 10406.00000000 CAD 10901.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1901.00000000 OU Notional Amount -259758.43000000 -0.00292635739 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Colliers International Group, Inc. Colliers International Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 CAD 0.00000000 CAD 1901.00000000 CAD 3156.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16184.00000000 OU Notional Amount 2707535.12000000 0.030502245540 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2028-04-21 0.00000000 CAD 0.00000000 CAD 16184.00000000 CAD -3519.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7604.00000000 OU Notional Amount 1272126.61000000 0.014331381310 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 7604.00000000 CAD -20740.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6966.00000000 OU Notional Amount 275386.32000000 0.003102416322 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hydro One Ltd. Hydro One Ltd. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 6966.00000000 CAD 6961.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 165918.00000000 OU Notional Amount -6559222.96000000 -0.07389415849 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hydro One Ltd. Hydro One Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 165918.00000000 CAD -165820.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8864.00000000 OU Notional Amount -114181.00000000 -0.00128632750 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Killam Apartment Real Estate Investment Trust Killam Apartment Real Estate Investment Trust Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 8864.00000000 CAD -2207.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35658.00000000 OU Notional Amount -669348.57000000 -0.00754067206 N/A DE CA N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 K92 Mining, Inc. K92 Mining, Inc. Y equity-performance leg 2028-02-15 0.00000000 CAD 0.00000000 CAD 35658.00000000 CAD 37181.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46064.00000000 OU Notional Amount -694858.86000000 -0.00782806302 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orla Mining Ltd. Orla Mining Ltd. Y equity-performance leg 2027-01-06 0.00000000 CAD 0.00000000 CAD 46064.00000000 CAD 107619.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 263261.00000000 OU Notional Amount -3598051.78000000 -0.04053452826 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Spin Master Corp. Spin Master Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 263261.00000000 CAD 96537.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40854.00000000 OU Notional Amount -800788.21000000 -0.00902143001 N/A DE CA N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SmartCentres Real Estate Investment Trust SmartCentres Real Estate Investment Trust Y equity-performance leg 2026-05-18 0.00000000 CAD 0.00000000 CAD 40854.00000000 CAD -2020.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 96720.00000000 OU Notional Amount 3584247.93000000 0.040379018404 N/A DE CA N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2028-04-18 0.00000000 CAD 0.00000000 CAD 96720.00000000 CAD -311413.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount 211230.49000000 0.002379656767 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 5700.00000000 CAD -31855.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98069.00000000 OU Notional Amount 3634239.15000000 0.040942203884 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alamos Gold, Inc. Alamos Gold, Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 98069.00000000 CAD -517199.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58657.00000000 OU Notional Amount -2094015.91000000 -0.02359052962 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 North West Co., Inc. North West Co., Inc. Y equity-performance leg 2026-12-23 0.00000000 CAD 0.00000000 CAD 58657.00000000 CAD 50104.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 423914.00000000 OU Notional Amount -15133448.05000000 -0.17048870202 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 North West Co., Inc. North West Co., Inc. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 423914.00000000 CAD 362102.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 290811.00000000 OU Notional Amount 3032729.56000000 0.034165784596 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CES Energy Solutions Corp. CES Energy Solutions Corp. Y equity-performance leg 2027-01-04 0.00000000 CAD 0.00000000 CAD 290811.00000000 CAD 16630.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2185.00000000 OU Notional Amount -105314.54000000 -0.00118644073 N/A DE CA N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cogeco Communications, Inc. Cogeco Communications, Inc. 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International PLC 4PQUHN3JPFGFNF3BB653 Unilever PLC Unilever PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 128539.00000000 GBP -222127.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 111008.00000000 OU Notional Amount -7551805.85000000 -0.08507628751 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Unilever PLC Unilever PLC Y equity-performance leg 2026-02-10 0.00000000 GBP 0.00000000 GBP 111008.00000000 GBP -593940.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24327.00000000 OU Notional Amount -2424048.49000000 -0.02730857365 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 -63199.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14126.00000000 OU Notional Amount -1407576.31000000 -0.01585731535 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 -36697.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39961.00000000 OU Notional Amount -3981888.50000000 -0.04485871294 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2026-06-25 0.00000000 GBP 0.00000000 GBP 39961.00000000 GBP -6705.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56078.00000000 OU Notional Amount -5587856.74000000 -0.06295104985 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 56078.00000000 GBP -9409.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191.00000000 OU Notional Amount -19032.07000000 -0.00021440936 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2027-02-19 0.00000000 GBP 0.00000000 GBP 191.00000000 GBP -32.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 190.00000000 OU Notional Amount -18932.43000000 -0.00021328684 N/A DE GB N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2028-01-13 0.00000000 GBP 0.00000000 GBP 190.00000000 GBP -1017.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 201.00000000 OU Notional Amount -20028.52000000 -0.00022563505 N/A DE GB N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2028-02-15 0.00000000 GBP 0.00000000 GBP 201.00000000 GBP 522.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 262.00000000 OU Notional Amount -26106.82000000 -0.00029411128 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Spirax Group PLC Spirax Group PLC Y equity-performance leg 2031-01-03 0.00000000 GBP 0.00000000 GBP 262.00000000 GBP -680.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 414110.00000000 OU Notional Amount -1033295.98000000 -0.01164078998 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 414110.00000000 GBP 11372.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19452.00000000 OU Notional Amount 302197.15000000 0.003404458765 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Beazley PLC Beazley PLC Y equity-performance leg 2031-01-03 0.00000000 GBP 0.00000000 GBP 19452.00000000 GBP 8867.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 282989.00000000 OU Notional Amount -4396384.46000000 -0.04952829505 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Beazley PLC Beazley PLC Y equity-performance leg 2029-09-03 0.00000000 GBP 0.00000000 GBP 282989.00000000 GBP 13285.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22934.00000000 OU Notional Amount -356291.87000000 -0.00401387299 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beazley PLC Beazley PLC Y equity-performance leg 2026-08-17 0.00000000 GBP 0.00000000 GBP 22934.00000000 GBP -10832.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108.00000000 OU Notional Amount -1677.84000000 -0.00001890202 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Beazley PLC Beazley PLC Y equity-performance leg 2026-12-10 0.00000000 GBP 0.00000000 GBP 108.00000000 GBP -51.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 300094.00000000 OU Notional Amount -4662119.72000000 -0.05252198554 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Beazley PLC Beazley PLC Y equity-performance leg 2027-01-27 0.00000000 GBP 0.00000000 GBP 300094.00000000 GBP 35800.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 347309.00000000 OU Notional Amount -492982.06000000 -0.00555378201 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Primary Health Properties PLC Primary Health Properties PLC Y equity-performance leg 2026-07-06 0.00000000 GBP 0.00000000 GBP 347309.00000000 GBP -5919.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 673361.00000000 OU Notional Amount 1676936.62000000 0.018891844527 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 673361.00000000 GBP 113682.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 325758.00000000 OU Notional Amount -1104364.76000000 -0.01244142867 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 325758.00000000 GBP -43828.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13021.00000000 OU Notional Amount -116218.10000000 -0.00130927683 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 -4484.61000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1219596.00000000 OU Notional Amount -10885425.87000000 -0.12263181011 N/A DE GB N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2027-12-08 0.00000000 GBP 0.00000000 GBP 1219596.00000000 GBP -338242.61000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1737170.00000000 OU Notional Amount -15504999.40000000 -0.17467448356 N/A DE GB N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2027-12-08 0.00000000 GBP 0.00000000 GBP 1737170.00000000 GBP -450299.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 271016.00000000 OU Notional Amount -2418935.92000000 -0.02725097703 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 271016.00000000 GBP -47389.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 507770.00000000 OU Notional Amount -4532068.56000000 -0.05105686977 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 Land Securities Group PLC Land Securities Group PLC Y equity-performance leg 2031-01-03 0.00000000 GBP 0.00000000 GBP 507770.00000000 GBP -128220.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13416.00000000 OU Notional Amount -26331.49000000 -0.00029664234 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 13416.00000000 GBP -2894.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 232044.00000000 OU Notional Amount -455431.20000000 -0.00513074574 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 232044.00000000 GBP -50057.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 292180.00000000 OU Notional Amount -573459.73000000 -0.00646041832 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 292180.00000000 GBP -63029.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 152027.00000000 OU Notional Amount -298382.37000000 -0.00336148264 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 152027.00000000 GBP -13156.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 771576.00000000 OU Notional Amount -1514367.04000000 -0.01706038638 N/A DE GB N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sigmaroc PLC Sigmaroc PLC Y equity-performance leg 2027-12-08 0.00000000 GBP 0.00000000 GBP 771576.00000000 GBP -116909.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 618033.00000000 OU Notional Amount -1213009.23000000 -0.01366538336 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 618033.00000000 GBP -53485.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1418058.00000000 OU Notional Amount -2467224.59000000 -0.02779498211 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 1418058.00000000 GBP 180798.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1865644.00000000 OU Notional Amount -3245962.26000000 -0.03656799763 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 1865644.00000000 GBP 237864.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1001262.00000000 OU Notional Amount -1742057.26000000 -0.01962547333 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 1001262.00000000 GBP 125536.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76456.00000000 OU Notional Amount 1497321.91000000 0.016868361268 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 76456.00000000 GBP 49475.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 128595.00000000 OU Notional Amount 952839.70000000 0.010734394643 N/A DE GB N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Future PLC Future PLC Y equity-performance leg 2027-12-08 0.00000000 GBP 0.00000000 GBP 128595.00000000 GBP 48334.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68358.00000000 OU Notional Amount 2210551.30000000 0.024903380951 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 68358.00000000 GBP 20037.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 201600.00000000 OU Notional Amount 2688532.91000000 0.030288172574 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 201600.00000000 HKD -109330.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173000.00000000 OU Notional Amount 208754.45000000 0.002351762473 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hang Lung Properties Ltd. Hang Lung Properties Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 173000.00000000 HKD 169.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1301000.00000000 OU Notional Amount -12297740.43000000 -0.13854250510 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 1301000.00000000 HKD -200381.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63000.00000000 OU Notional Amount -595509.34000000 -0.00670882234 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 -9703.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 596500.00000000 OU Notional Amount -5638433.64000000 -0.06352083342 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 596500.00000000 HKD -91873.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29500.00000000 OU Notional Amount -278849.61000000 -0.00314143266 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 29500.00000000 HKD 774.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 360000.00000000 OU Notional Amount -3402910.50000000 -0.03833612751 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 360000.00000000 HKD 9455.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161000.00000000 OU Notional Amount -1521857.19000000 -0.01714476807 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 161000.00000000 HKD 4228.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113500.00000000 OU Notional Amount -1072862.06000000 -0.01208652908 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 2981.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1000.00000000 OU Notional Amount -9452.53000000 -0.00010648925 N/A DE HK N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD -347.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1252000.00000000 OU Notional Amount -11834566.50000000 -0.13332453218 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 1252000.00000000 HKD 32884.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 622000.00000000 OU Notional Amount -5879473.13000000 -0.06623630908 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-01-26 0.00000000 HKD 0.00000000 HKD 622000.00000000 HKD 16160.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124000.00000000 OU Notional Amount 74602.22000000 0.000840445324 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cafe de Coral Holdings Ltd. Cafe de Coral Holdings Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 124000.00000000 HKD 1757.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28900.00000000 OU Notional Amount 1593288.03000000 0.017949485622 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 12681.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5000.00000000 OU Notional Amount 275655.37000000 0.003105447356 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hong Kong Exchanges & Clearing Ltd. Hong Kong Exchanges & Clearing Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 5000.00000000 HKD 2194.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2300.00000000 OU Notional Amount 126801.47000000 0.001428505781 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hong Kong Exchanges & Clearing Ltd. Hong Kong Exchanges & Clearing Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 2300.00000000 HKD -2675.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2216000.00000000 OU Notional Amount -9798750.56000000 -0.11038966525 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 2216000.00000000 HKD -982441.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 643000.00000000 OU Notional Amount -2843229.52000000 -0.03203093629 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 643000.00000000 HKD -285067.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2961500.00000000 OU Notional Amount -13095216.51000000 -0.14752662170 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 2961500.00000000 HKD -1312951.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 301000.00000000 OU Notional Amount -1330967.47000000 -0.01499426407 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 -133445.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 191000.00000000 OU Notional Amount -844567.40000000 -0.00951463270 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 191000.00000000 HKD -4873.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84000.00000000 OU Notional Amount -371432.78000000 -0.00418444576 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 -37240.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2951000.00000000 OU Notional Amount -13048787.41000000 -0.14700356595 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 2951000.00000000 HKD -554052.59000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23500.00000000 OU Notional Amount -103912.74000000 -0.00117064849 N/A DE HK N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MTR Corp. Ltd. MTR Corp. Ltd. Y equity-performance leg 2027-12-08 0.00000000 HKD 0.00000000 HKD 23500.00000000 HKD -13256.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 833000.00000000 OU Notional Amount -3683375.10000000 -0.04149575416 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 833000.00000000 HKD -123834.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 221000.00000000 OU Notional Amount -977221.96000000 -0.01100907757 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 221000.00000000 HKD -46914.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32000.00000000 OU Notional Amount 127283.72000000 0.001433938659 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henderson Land Development Co. Ltd. Henderson Land Development Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 32000.00000000 HKD 1440.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 203000.00000000 OU Notional Amount 807456.13000000 0.009096548723 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Henderson Land Development Co. Ltd. Henderson Land Development Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 203000.00000000 HKD 687.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 545500.00000000 OU Notional Amount -4231307.08000000 -0.04766858481 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 -327357.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158500.00000000 OU Notional Amount -1229444.86000000 -0.01385054203 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 158500.00000000 HKD -26923.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2000.00000000 OU Notional Amount -15513.50000000 -0.00017477024 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 2000.00000000 HKD -339.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 312500.00000000 OU Notional Amount -2423984.35000000 -0.02730785107 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 -187532.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 255000.00000000 OU Notional Amount -1977971.23000000 -0.02228320647 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2027-01-26 0.00000000 HKD 0.00000000 HKD 255000.00000000 HKD -43373.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1139000.00000000 OU Notional Amount -3679978.49000000 -0.04145748901 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 -203208.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28000.00000000 OU Notional Amount -90464.79000000 -0.00101914808 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 -4995.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 340000.00000000 OU Notional Amount -1098501.04000000 -0.01237536983 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 340000.00000000 HKD -60659.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14000.00000000 OU Notional Amount -45232.40000000 -0.00050957409 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 -2497.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131000.00000000 OU Notional Amount -423245.99000000 -0.00476815721 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 -23371.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101000.00000000 OU Notional Amount -326319.43000000 -0.00367621284 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 -18019.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 54000.00000000 OU Notional Amount -174467.81000000 -0.00196549988 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 -1586.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 638000.00000000 OU Notional Amount -2061304.90000000 -0.02322201759 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 638000.00000000 HKD -29323.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 402000.00000000 OU Notional Amount -1298815.94000000 -0.01463205497 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 402000.00000000 HKD -1302.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1449000.00000000 OU Notional Amount -4681552.98000000 -0.05274091458 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wharf Holdings Ltd. Wharf Holdings Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 1449000.00000000 HKD -115536.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6388000.00000000 OU Notional Amount -6016530.13000000 -0.06778035046 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 6388000.00000000 HKD -105855.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1279000.00000000 OU Notional Amount -1204624.61000000 -0.01357092484 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 1279000.00000000 HKD -24085.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4698000.00000000 OU Notional Amount -4424805.66000000 -0.04984847942 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 -92519.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397000.00000000 OU Notional Amount -373913.97000000 -0.00421239807 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 -2188.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5332000.00000000 OU Notional Amount -5021937.79000000 -0.05657558361 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 -29546.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1172000.00000000 OU Notional Amount -1103846.79000000 -0.01243559338 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 2031-01-20 0.00000000 HKD 0.00000000 HKD 1172000.00000000 HKD -6461.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 332000.00000000 OU Notional Amount 1686813.16000000 0.019003110544 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 332000.00000000 HKD -56709.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1000.00000000 OU Notional Amount 5080.76000000 0.000057238256 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2028-04-18 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD -136.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25000.00000000 OU Notional Amount 127019.06000000 0.001430957082 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2031-01-20 0.00000000 HKD 0.00000000 HKD 25000.00000000 HKD -5222.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19000.00000000 OU Notional Amount 96534.49000000 0.001087527432 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 19000.00000000 HKD -3968.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35000.00000000 OU Notional Amount 177826.69000000 0.002003339983 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 35000.00000000 HKD -3776.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44500.00000000 OU Notional Amount 135091.44000000 0.001521897996 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kerry Properties Ltd. Kerry Properties Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 44500.00000000 HKD 12597.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 244500.00000000 OU Notional Amount 742243.99000000 0.008361889109 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kerry Properties Ltd. Kerry Properties Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 244500.00000000 HKD 11078.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1456500.00000000 OU Notional Amount -7669911.55000000 -0.08640682946 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2027-12-15 0.00000000 HKD 0.00000000 HKD 1456500.00000000 HKD -123037.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 650500.00000000 OU Notional Amount -3425525.21000000 -0.03859089778 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 650500.00000000 HKD -168165.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 736000.00000000 OU Notional Amount 1107612.87000000 0.012478020866 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 736000.00000000 HKD 10608.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 244000.00000000 OU Notional Amount 367197.75000000 0.004136735235 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 244000.00000000 HKD 7741.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 522000.00000000 OU Notional Amount 785562.39000000 0.008849900682 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 522000.00000000 HKD 13411.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 660000.00000000 OU Notional Amount -993239.80000000 -0.01118952956 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 660000.00000000 HKD -19282.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 652000.00000000 OU Notional Amount -981200.53000000 -0.01105389890 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 652000.00000000 HKD 698.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 284000.00000000 OU Notional Amount -427394.10000000 -0.00481488852 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sino Land Co. Ltd. Sino Land Co. Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 284000.00000000 HKD -414.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 190000.00000000 OU Notional Amount -3051188.45000000 -0.03437373668 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 190000.00000000 HKD -341561.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18500.00000000 OU Notional Amount -178522.95000000 -0.00201118383 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 -6737.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115500.00000000 OU Notional Amount -1114562.21000000 -0.01255630996 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 115500.00000000 HKD -42065.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 75000.00000000 OU Notional Amount -723741.70000000 -0.00815344808 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 75000.00000000 HKD -12351.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 442500.00000000 OU Notional Amount -4270076.00000000 -0.04810534336 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 442500.00000000 HKD -106547.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 244500.00000000 OU Notional Amount -2359397.93000000 -0.02658024062 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 244500.00000000 HKD -26249.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50000.00000000 OU Notional Amount 682574.87000000 0.007689675428 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 50917.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 913500.00000000 OU Notional Amount 12470642.89000000 0.140490370253 N/A DE HK N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 HKD 0.00000000 HKD 913500.00000000 HKD 1386227.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 325500.00000000 OU Notional Amount 4443562.41000000 0.050059787112 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 325500.00000000 HKD 197556.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 950500.00000000 OU Notional Amount 12975748.30000000 0.146180730140 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 576888.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6500.00000000 OU Notional Amount 88734.73000000 0.000999657770 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 6500.00000000 HKD 2514.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 300000.00000000 OU Notional Amount 392013.99000000 0.004416307249 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xinyi Glass Holdings Ltd. Xinyi Glass Holdings Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 300000.00000000 HKD 53393.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 266300.00000000 OU Notional Amount 1224383.73000000 0.013793524927 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 29663.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1550803.00000000 OU Notional Amount 7130221.41000000 0.080326848801 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 172745.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1074800.00000000 OU Notional Amount 4941673.43000000 0.055671350384 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 1074800.00000000 HKD 61451.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58100.00000000 OU Notional Amount 267129.91000000 0.003009402185 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 58100.00000000 HKD 3321.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 505800.00000000 OU Notional Amount 2325547.47000000 0.026198891908 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 505800.00000000 HKD 28918.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 66700.00000000 OU Notional Amount 306670.65000000 0.003454855819 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Link REIT Link REIT Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 66700.00000000 HKD 5512.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125800.00000000 OU Notional Amount 578398.32000000 0.006516054933 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Link REIT Link REIT Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 125800.00000000 HKD -165.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84700.00000000 OU Notional Amount 389430.35000000 0.004387200767 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 Link REIT Link REIT Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 84700.00000000 HKD 4752.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106000.00000000 OU Notional Amount 161396.26000000 0.001818239887 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Laboratories International Holdings Ltd. United Laboratories International Holdings Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 106000.00000000 HKD -941.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 296000.00000000 OU Notional Amount 450691.44000000 0.005077349085 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Laboratories International Holdings Ltd. United Laboratories International Holdings Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 296000.00000000 HKD 9455.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 246000.00000000 OU Notional Amount 374561.13000000 0.004219688776 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 United Laboratories International Holdings Ltd. United Laboratories International Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 246000.00000000 HKD 2462.79000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 29.00000000 OU Notional Amount -479.00000000 -0.00000539626 N/A DE HK N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Prudential PLC Prudential PLC Y equity-performance leg 2026-02-10 0.00000000 HKD 0.00000000 HKD 29.00000000 HKD -27.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11908000.00000000 OU Notional Amount 4072628.68000000 0.045880963492 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 11908000.00000000 HKD -264800.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20266000.00000000 OU Notional Amount 6931129.73000000 0.078083944078 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Guotai Junan International Holdings Ltd. Guotai Junan International Holdings Ltd. Y equity-performance leg 2026-09-07 0.00000000 HKD 0.00000000 HKD 20266000.00000000 HKD -367532.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114400.00000000 OU Notional Amount 182681.44000000 0.002058032081 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MGM China Holdings Ltd. MGM China Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 114400.00000000 HKD 343.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 171900.00000000 OU Notional Amount 881053.24000000 0.009925670792 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 171900.00000000 HKD -64325.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 399200.00000000 OU Notional Amount 2046052.66000000 0.023050190619 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 399200.00000000 HKD -149382.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 143200.00000000 OU Notional Amount 733954.76000000 0.008268505231 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 143200.00000000 HKD -53586.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36400.00000000 OU Notional Amount 186563.92000000 0.002101770889 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 36400.00000000 HKD -8594.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4514600.00000000 OU Notional Amount 52087076.86000000 0.586796749616 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 4514600.00000000 HKD 4314144.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2468800.00000000 OU Notional Amount 28483714.03000000 0.320888631449 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 2359181.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92000.00000000 OU Notional Amount -137873.06000000 -0.00155323485 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 -763.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 393000.00000000 OU Notional Amount -588957.75000000 -0.00663501417 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HKT Trust & HKT Ltd. HKT Trust & HKT Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 393000.00000000 HKD -10630.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 398400.00000000 OU Notional Amount 247106.58000000 0.002783825599 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Man Wah Holdings Ltd. Man Wah Holdings Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 398400.00000000 HKD 12855.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 887200.00000000 OU Notional Amount 1925471.58000000 0.021691761809 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sands China Ltd. Sands China Ltd. Y equity-performance leg 2027-07-19 0.00000000 HKD 0.00000000 HKD 887200.00000000 HKD -190431.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4752000.00000000 OU Notional Amount 10313166.07000000 0.116184909827 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sands China Ltd. Sands China Ltd. Y equity-performance leg 2026-09-07 0.00000000 HKD 0.00000000 HKD 4752000.00000000 HKD -1033833.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1659000.00000000 OU Notional Amount 1078226.19000000 0.012146959702 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 1659000.00000000 HKD -628.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 173000.00000000 OU Notional Amount 646011.93000000 0.007277768759 N/A DE HK N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 HKD 0.00000000 HKD 173000.00000000 HKD 39464.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89000.00000000 OU Notional Amount 332341.40000000 0.003744054476 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 89000.00000000 HKD 21837.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 410000.00000000 OU Notional Amount 1531010.94000000 0.017247891365 N/A DE HK N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2028-02-15 0.00000000 HKD 0.00000000 HKD 410000.00000000 HKD 59206.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 154000.00000000 OU Notional Amount 575062.64000000 0.006478476204 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 SITC International Holdings Co. Ltd. SITC International Holdings Co. Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 154000.00000000 HKD -1998.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96000.00000000 OU Notional Amount 333289.17000000 0.003754731757 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wharf Real Estate Investment Co. Ltd. Wharf Real Estate Investment Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 96000.00000000 HKD 5751.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 843000.00000000 OU Notional Amount 397617.90000000 0.004479439150 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 843000.00000000 HKD -26209.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7410000.00000000 OU Notional Amount 3495075.45000000 0.039374429078 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 7410000.00000000 HKD -126119.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 921000.00000000 OU Notional Amount 1756636.82000000 0.019789722103 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 921000.00000000 HKD -168212.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 139000.00000000 OU Notional Amount 265116.74000000 0.002986722440 N/A DE HK N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mobvista, Inc. Mobvista, Inc. Y equity-performance leg 2027-12-08 0.00000000 HKD 0.00000000 HKD 139000.00000000 HKD -38328.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1239000.00000000 OU Notional Amount 1059448.80000000 0.011935419487 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 1239000.00000000 HKD 21777.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 486000.00000000 OU Notional Amount 186011.44000000 0.002095546822 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GoFintech Quantum Innovation Ltd. GoFintech Quantum Innovation Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 486000.00000000 HKD 154.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1378000.00000000 OU Notional Amount 527415.16000000 0.005941694566 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 GoFintech Quantum Innovation Ltd. GoFintech Quantum Innovation Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 1378000.00000000 HKD -5562.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7459500.00000000 OU Notional Amount 8802922.33000000 0.099170975254 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 546426.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11916000.00000000 OU Notional Amount 14062017.89000000 0.158418304276 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 642599.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 333500.00000000 OU Notional Amount 393561.85000000 0.004433744957 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-01-20 0.00000000 HKD 0.00000000 HKD 333500.00000000 HKD 17109.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 445000.00000000 OU Notional Amount 525142.49000000 0.005916091376 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 445000.00000000 HKD 27377.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 421500.00000000 OU Notional Amount 497410.25000000 0.005603668616 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 421500.00000000 HKD -8683.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 834500.00000000 OU Notional Amount 984789.69000000 0.011094333258 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 834500.00000000 HKD 46620.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2006500.00000000 OU Notional Amount -2367861.61000000 -0.02667558980 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 2006500.00000000 HKD -108205.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 991500.00000000 OU Notional Amount 7994762.09000000 0.090066494247 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 116277.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 509000.00000000 OU Notional Amount 4104219.77000000 0.046236858851 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 59692.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54000.00000000 OU Notional Amount -209973.76000000 -0.00236549883 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cowell e Holdings, Inc. Cowell e Holdings, Inc. Y equity-performance leg 2026-09-09 0.00000000 HKD 0.00000000 HKD 54000.00000000 HKD 2232.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 172660.00000000 OU Notional Amount 10454062.29000000 0.117772202662 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Minimax Group, Inc. Minimax Group, Inc. Y equity-performance leg 2027-07-19 0.00000000 HKD 0.00000000 HKD 172660.00000000 HKD 2526311.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 959500.00000000 OU Notional Amount -7880615.55000000 -0.08878055495 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 HKD 0.00000000 HKD 959500.00000000 HKD -96412.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 56500.00000000 OU Notional Amount -464048.75000000 -0.00522782837 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 56500.00000000 HKD -5677.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133500.00000000 OU Notional Amount -1096469.18000000 -0.01235247953 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2027-05-13 0.00000000 HKD 0.00000000 HKD 133500.00000000 HKD -13414.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 618000.00000000 OU Notional Amount -5075789.90000000 -0.05718226467 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2026-02-25 0.00000000 HKD 0.00000000 HKD 618000.00000000 HKD -62097.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64500.00000000 OU Notional Amount 377849.94000000 0.004256739483 N/A DE HK N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2028-01-14 0.00000000 HKD 0.00000000 HKD 64500.00000000 HKD 19933.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92500.00000000 OU Notional Amount 541877.81000000 0.006104626267 N/A DE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2030-01-04 0.00000000 HKD 0.00000000 HKD 92500.00000000 HKD -1566.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 400.00000000 OU Notional Amount -20.99000000 -0.00000023646 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AustAsia Group Ltd. AustAsia Group Ltd. Y equity-performance leg 2026-02-15 0.00000000 HKD 0.00000000 HKD 400.00000000 HKD -20.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7411.00000000 OU Notional Amount -147655.69000000 -0.00166344291 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aryt Industries Ltd. Aryt Industries Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 7411.00000000 ILS -7176.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66186.00000000 OU Notional Amount -466710.64000000 -0.00525781639 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aura Investments Ltd. Aura Investments Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 66186.00000000 ILS 30841.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25840.00000000 OU Notional Amount 638801.76000000 0.007196541234 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 -15399.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52514.00000000 OU Notional Amount 1298221.20000000 0.014625354816 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 52514.00000000 ILS 4336.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7890037.00000000 OU Notional Amount 20263065.42000000 0.228277370175 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 2027-04-07 0.00000000 ILS 0.00000000 ILS 7890037.00000000 ILS 1056649.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 581.00000000 OU Notional Amount -146739.25000000 -0.00165311858 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bet Shemesh Engines Holdings 1997 Ltd. Bet Shemesh Engines Holdings 1997 Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 581.00000000 ILS 4648.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15491.00000000 OU Notional Amount 1315214.07000000 0.014816791186 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First International Bank of Israel Ltd. First International Bank of Israel Ltd. Y equity-performance leg 2028-01-13 0.00000000 ILS 0.00000000 ILS 15491.00000000 ILS 15984.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1341.00000000 OU Notional Amount -113853.34000000 -0.00128263619 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 First International Bank of Israel Ltd. First International Bank of Israel Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 1341.00000000 ILS -2853.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18823.00000000 OU Notional Amount -109742.42000000 -0.00123632384 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shikun & Binui Ltd. Shikun & Binui Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 18823.00000000 ILS 7715.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6379.00000000 OU Notional Amount -240758.64000000 -0.00271231168 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 6379.00000000 ILS -6627.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5008.00000000 OU Notional Amount -189013.84000000 -0.00212937092 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 5008.00000000 ILS -4788.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40151.00000000 OU Notional Amount -1515394.31000000 -0.01707195928 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 -2385.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 13003.00000000 OU Notional Amount -490764.17000000 -0.00552879595 N/A DE IL N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 ILS 0.00000000 ILS 13003.00000000 ILS -45513.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4349.00000000 OU Notional Amount -164141.61000000 -0.00184916814 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Strauss Group Ltd. Strauss Group Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 4349.00000000 ILS -258.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2659.00000000 OU Notional Amount 1880706.47000000 0.021187452053 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 2659.00000000 ILS -28930.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2767.00000000 OU Notional Amount 1957094.70000000 0.022048018009 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2031-01-20 0.00000000 ILS 0.00000000 ILS 2767.00000000 ILS 7454.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1121.00000000 OU Notional Amount -792881.52000000 -0.00893235571 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 1121.00000000 ILS 1642.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22609.00000000 OU Notional Amount 2985380.03000000 0.033632359571 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2027-02-22 0.00000000 ILS 0.00000000 ILS 22609.00000000 ILS -8412.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10444.00000000 OU Notional Amount 1379066.26000000 0.015536130027 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2028-01-13 0.00000000 ILS 0.00000000 ILS 10444.00000000 ILS 56129.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47857.00000000 OU Notional Amount 2195124.31000000 0.024729585297 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 47857.00000000 ILS 164868.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9828.00000000 OU Notional Amount 450794.70000000 0.005078512380 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harel Insurance Investments & Financial Services Ltd. Harel Insurance Investments & Financial Services Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 9828.00000000 ILS 25348.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16182.00000000 OU Notional Amount 742242.55000000 0.008361872887 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 16182.00000000 ILS 43578.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31809.00000000 OU Notional Amount 1459028.13000000 0.016436955496 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Harel Insurance Investments & Financial Services Ltd. Harel Insurance Investments & Financial Services Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 31809.00000000 ILS 87709.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2068246.00000000 OU Notional Amount 24366753.01000000 0.274508233652 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 2068246.00000000 ILS -16972.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 469361.00000000 OU Notional Amount -2548558.53000000 -0.02871126490 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICL Group Ltd. ICL Group Ltd. Y equity-performance leg 2027-02-22 0.00000000 ILS 0.00000000 ILS 469361.00000000 ILS -47273.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3110.00000000 OU Notional Amount -150952.12000000 -0.00170057946 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Phoenix Financial Ltd. Phoenix Financial Ltd. Y equity-performance leg 2030-11-04 0.00000000 ILS 0.00000000 ILS 3110.00000000 ILS -8253.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4797.00000000 OU Notional Amount -232835.15000000 -0.00262304812 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Phoenix Financial Ltd. Phoenix Financial Ltd. Y equity-performance leg 2028-04-18 0.00000000 ILS 0.00000000 ILS 4797.00000000 ILS -6734.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25831.00000000 OU Notional Amount -138599.35000000 -0.00156141701 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Migdal Insurance & Financial Holdings Ltd. Migdal Insurance & Financial Holdings Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 25831.00000000 ILS -2999.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1444.00000000 OU Notional Amount -704881.66000000 -0.00794097676 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nova Ltd. Nova Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 1444.00000000 ILS -49835.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 488.00000000 OU Notional Amount -63936.69000000 -0.00072029079 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Melisron Ltd. Melisron Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 488.00000000 ILS 4265.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 879.00000000 OU Notional Amount -112947.21000000 -0.00127242801 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Menora Mivtachim Holdings Ltd. Menora Mivtachim Holdings Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 879.00000000 ILS -3102.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5628.00000000 OU Notional Amount -723170.56000000 -0.00814701380 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Menora Mivtachim Holdings Ltd. Menora Mivtachim Holdings Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 5628.00000000 ILS -12644.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24098.00000000 OU Notional Amount -136279.22000000 -0.00153527915 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 El Al Israel Airlines El Al Israel Airlines Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 24098.00000000 ILS -5171.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129264.00000000 OU Notional Amount 13672761.74000000 0.154033065992 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nice Ltd. Nice Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 129264.00000000 ILS -1191558.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19959.00000000 OU Notional Amount -2111141.94000000 -0.02378346613 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nice Ltd. Nice Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 19959.00000000 ILS 117885.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3069.00000000 OU Notional Amount -173192.75000000 -0.00195113546 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2030-11-04 0.00000000 ILS 0.00000000 ILS 3069.00000000 ILS 6832.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 84582.00000000 OU Notional Amount -4773212.47000000 -0.05377352179 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 84582.00000000 ILS -459244.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28788.00000000 OU Notional Amount -1624592.00000000 -0.01830214637 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 28788.00000000 ILS -72102.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6516.00000000 OU Notional Amount -367717.16000000 -0.00414258674 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 6516.00000000 ILS -9543.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16274.00000000 OU Notional Amount -918389.96000000 -0.01034629462 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Enlight Renewable Energy Ltd. Enlight Renewable Energy Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 16274.00000000 ILS -39395.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5238.00000000 OU Notional Amount -1565583.72000000 -0.01763737751 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 5238.00000000 ILS -1765.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 109.00000000 OU Notional Amount -32578.97000000 -0.00036702450 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 109.00000000 ILS -36.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1975.00000000 OU Notional Amount -590306.96000000 -0.00665021395 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Israel Corp. Ltd. Israel Corp. Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 1975.00000000 ILS -9951.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1862.00000000 OU Notional Amount -145662.46000000 -0.00164098780 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 1862.00000000 ILS 14.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8046.00000000 OU Notional Amount -629430.81000000 -0.00709097103 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 -1764.13000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 32392.00000000 OU Notional Amount -2533994.87000000 -0.02854719525 N/A DE IL N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mizrahi Tefahot Bank Ltd. Mizrahi Tefahot Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 ILS 0.00000000 ILS 32392.00000000 ILS -101367.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87891.00000000 OU Notional Amount -6875628.02000000 -0.07745867913 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 87891.00000000 ILS -19476.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 677.00000000 OU Notional Amount -162841.59000000 -0.00183452252 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 677.00000000 ILS 4103.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 730.00000000 OU Notional Amount -175589.90000000 -0.00197814100 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 730.00000000 ILS 4425.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2394.00000000 OU Notional Amount -575838.66000000 -0.00648721860 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 2394.00000000 ILS 8143.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 13457.00000000 OU Notional Amount -3236867.53000000 -0.03646553924 N/A DE IL N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2027-12-08 0.00000000 ILS 0.00000000 ILS 13457.00000000 ILS 140046.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7808.00000000 OU Notional Amount -1878090.34000000 -0.02115797954 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Big Shopping Centers Ltd. Big Shopping Centers Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 7808.00000000 ILS 26560.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1014.00000000 OU Notional Amount -110338.90000000 -0.00124304360 N/A DE IL N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mega Or Holdings Ltd. Mega Or Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 ILS 0.00000000 ILS 1014.00000000 ILS -556.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9011.00000000 OU Notional Amount 1027079.28000000 0.011570754579 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 2027-04-07 0.00000000 ILS 0.00000000 ILS 9011.00000000 ILS 5525.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22917.00000000 OU Notional Amount -3073286.52000000 -0.03462268664 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Azrieli Group Ltd. Azrieli Group Ltd. Y equity-performance leg 2030-11-04 0.00000000 ILS 0.00000000 ILS 22917.00000000 ILS 37021.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32789.00000000 OU Notional Amount -4397172.04000000 -0.04953716768 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 -21971.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 61167.00000000 OU Notional Amount -1663945.97000000 -0.01874549591 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 61167.00000000 ILS -192524.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9276.00000000 OU Notional Amount -252338.07000000 -0.00284276193 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 9276.00000000 ILS -29196.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4745.00000000 OU Notional Amount -129079.79000000 -0.00145417262 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 4745.00000000 ILS -14934.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9563.00000000 OU Notional Amount -260145.43000000 -0.00293071721 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 9563.00000000 ILS -30099.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73986.00000000 OU Notional Amount -2012665.43000000 -0.02267406050 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 73986.00000000 ILS -110784.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92623.00000000 OU Notional Amount -2519653.86000000 -0.02838563391 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 OPC Energy Ltd. OPC Energy Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 92623.00000000 ILS -138690.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25669.00000000 OU Notional Amount -121757.88000000 -0.00137168627 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Isracard Ltd. Isracard Ltd. Y equity-performance leg 2028-06-07 0.00000000 ILS 0.00000000 ILS 25669.00000000 ILS 434.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54012.00000000 OU Notional Amount 2075160.14000000 0.023378106403 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tel Aviv Stock Exchange Ltd. Tel Aviv Stock Exchange Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 54012.00000000 ILS -63400.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45259.00000000 OU Notional Amount -156665.23000000 -0.00176494158 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Meshek Energy Renewable Energies Ltd. Meshek Energy Renewable Energies Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 45259.00000000 ILS -8227.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9559.00000000 OU Notional Amount -536640.02000000 -0.00604561896 N/A DE IL N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nayax Ltd. Nayax Ltd. Y equity-performance leg 2027-04-07 0.00000000 ILS 0.00000000 ILS 9559.00000000 ILS 34863.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20789.00000000 OU Notional Amount 1870550.58000000 0.021073038966 N/A DE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 Next Vision Stabilized Systems Ltd. Next Vision Stabilized Systems Ltd. Y equity-performance leg 2031-01-13 0.00000000 ILS 0.00000000 ILS 20789.00000000 ILS 103594.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2609.00000000 OU Notional Amount -234752.34000000 -0.00264464658 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Next Vision Stabilized Systems Ltd. Next Vision Stabilized Systems Ltd. Y equity-performance leg 2027-07-19 0.00000000 ILS 0.00000000 ILS 2609.00000000 ILS -5234.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7328.00000000 OU Notional Amount -659358.06000000 -0.00742812209 N/A DE IL N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Next Vision Stabilized Systems Ltd. Next Vision Stabilized Systems Ltd. Y equity-performance leg 2028-05-23 0.00000000 ILS 0.00000000 ILS 7328.00000000 ILS -33781.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3783.00000000 OU Notional Amount 46707.02000000 0.000526186708 N/A DE IL N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RP Optical Lab Ltd. RP Optical Lab Ltd. Y equity-performance leg 2028-01-13 0.00000000 ILS 0.00000000 ILS 3783.00000000 ILS 1509.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1667.00000000 OU Notional Amount 20581.71000000 0.000231867120 N/A DE IL N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RP Optical Lab Ltd. RP Optical Lab Ltd. Y equity-performance leg 2028-02-15 0.00000000 ILS 0.00000000 ILS 1667.00000000 ILS 991.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 443900.00000000 OU Notional Amount -10075890.54000000 -0.11351183776 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 443900.00000000 JPY 41017.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91300.00000000 OU Notional Amount 1818030.38000000 0.020481362787 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 91300.00000000 JPY -155603.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11200.00000000 OU Notional Amount 223022.35000000 0.002512500181 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aichi Steel Corp. Aichi Steel Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 11200.00000000 JPY -16010.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36100.00000000 OU Notional Amount 646731.54000000 0.007285875660 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aisin Corp. Aisin Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 36100.00000000 JPY -2670.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10200.00000000 OU Notional Amount -182733.01000000 -0.00205861305 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aisin Corp. Aisin Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 10200.00000000 JPY -1467.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 142900.00000000 OU Notional Amount 3269100.22000000 0.036828662672 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 142900.00000000 JPY 87224.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12600.00000000 OU Notional Amount -288248.16000000 -0.00324731379 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 12600.00000000 JPY -1607.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35200.00000000 OU Notional Amount -486925.23000000 -0.00548554765 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 35200.00000000 JPY -20757.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99000.00000000 OU Notional Amount -1369477.22000000 -0.01542810289 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 99000.00000000 JPY -22317.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1123600.00000000 OU Notional Amount 14716794.53000000 0.165794813523 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Alps Alpine Co. Ltd. Alps Alpine Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1123600.00000000 JPY 790526.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 379200.00000000 OU Notional Amount 4857798.36000000 0.054726440026 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 36679.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 601800.00000000 OU Notional Amount 7709448.97000000 0.086852245694 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 601800.00000000 JPY 58211.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 222700.00000000 OU Notional Amount 2852931.68000000 0.032140237802 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 222700.00000000 JPY 21541.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 436100.00000000 OU Notional Amount 5586724.32000000 0.062938292367 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 42183.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129500.00000000 OU Notional Amount 1658979.13000000 0.018689541050 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 12526.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 707000.00000000 OU Notional Amount 9057129.32000000 0.102034791856 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 68387.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 416000.00000000 OU Notional Amount 5329230.26000000 0.060037444660 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 40239.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 415800.00000000 OU Notional Amount 5326668.13000000 0.060008580503 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 415800.00000000 JPY 304007.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 683200.00000000 OU Notional Amount 8752235.85000000 0.098599957192 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 683200.00000000 JPY 499514.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 208100.00000000 OU Notional Amount 2665896.20000000 0.030033154465 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amada Co. Ltd. Amada Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 208100.00000000 JPY 13999.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 51000.00000000 OU Notional Amount 1294358.00000000 0.014581833211 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amano Corp. Amano Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 51000.00000000 JPY -87216.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18300.00000000 OU Notional Amount -460816.61000000 -0.00519141609 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 -6088.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85700.00000000 OU Notional Amount -2158031.89000000 -0.02431171367 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 85700.00000000 JPY -28513.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1088500.00000000 OU Notional Amount -11881734.88000000 -0.13385591643 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 1088500.00000000 JPY 108266.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 414800.00000000 OU Notional Amount -4527830.62000000 -0.05100912646 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 414800.00000000 JPY -108603.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 290100.00000000 OU Notional Amount -3166643.35000000 -0.03567441555 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 290100.00000000 JPY 54841.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18500.00000000 OU Notional Amount -1002642.76000000 -0.01129546037 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 18500.00000000 JPY 15035.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27100.00000000 OU Notional Amount -1468736.15000000 -0.01654632301 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 22024.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1300.00000000 OU Notional Amount -70455.98000000 -0.00079373507 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 1056.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2700.00000000 OU Notional Amount -146331.65000000 -0.00164852669 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 2194.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 716100.00000000 OU Notional Amount -38810404.21000000 -0.43722589967 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 716100.00000000 JPY 7627.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15200.00000000 OU Notional Amount -823792.97000000 -0.00928059446 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 195.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 381200.00000000 OU Notional Amount -20659860.47000000 -0.23274753935 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 381200.00000000 JPY 4913.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 16300.00000000 OU Notional Amount -883409.56000000 -0.00995221635 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 20899.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 15800.00000000 OU Notional Amount -856311.11000000 -0.00964693367 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 15800.00000000 JPY 20258.72000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 38900.00000000 OU Notional Amount -2108259.63000000 -0.02375099492 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 49877.47000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15000.00000000 OU Notional Amount -812953.59000000 -0.00915848139 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 15000.00000000 JPY 4910.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96400.00000000 OU Notional Amount -5224581.72000000 -0.05885850687 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 96400.00000000 JPY 1085.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20100.00000000 OU Notional Amount 234216.64000000 0.002638611558 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY -8784.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39900.00000000 OU Notional Amount 464937.51000000 0.005237840863 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 39900.00000000 JPY -25942.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63500.00000000 OU Notional Amount 739938.14000000 0.008335912123 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 63500.00000000 JPY -10323.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 61400.00000000 OU Notional Amount 715467.75000000 0.008060236347 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 61400.00000000 JPY -36403.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89500.00000000 OU Notional Amount 1042904.94000000 0.011749041525 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Resorttrust, Inc. Resorttrust, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 89500.00000000 JPY -52475.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6800.00000000 OU Notional Amount -115419.81000000 -0.00130028355 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY -3951.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14800.00000000 OU Notional Amount -251207.82000000 -0.00283002888 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aoyama Trading Co. Ltd. Aoyama Trading Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14800.00000000 JPY -2349.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 683600.00000000 OU Notional Amount -12071360.27000000 -0.13599217688 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 683600.00000000 JPY 205740.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173400.00000000 OU Notional Amount -2147080.73000000 -0.02418834132 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 173400.00000000 JPY -60020.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17200.00000000 OU Notional Amount -623532.59000000 -0.00702452353 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 17200.00000000 JPY -5835.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1055800.00000000 OU Notional Amount 3492619.17000000 0.039346757394 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Acom Co. Ltd. Acom Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1055800.00000000 JPY -1836.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3100.00000000 OU Notional Amount -127535.49000000 -0.00143677502 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Workman Co. Ltd. Workman Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY 4178.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2033900.00000000 OU Notional Amount 21292595.97000000 0.239875739997 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 2033900.00000000 JPY 56951.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2439000.00000000 OU Notional Amount 25533527.50000000 0.287652750864 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2439000.00000000 JPY -72069.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111200.00000000 OU Notional Amount 1164136.23000000 0.013114795397 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Group Holdings Ltd. Asahi Group Holdings Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 111200.00000000 JPY -23563.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1681000.00000000 OU Notional Amount 16307393.27000000 0.183714002443 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 1681000.00000000 JPY 307973.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 428500.00000000 OU Notional Amount 4156881.63000000 0.046830130928 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 428500.00000000 JPY 129082.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66200.00000000 OU Notional Amount 642206.68000000 0.007234900000 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 66200.00000000 JPY 12109.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91900.00000000 OU Notional Amount -2731664.61000000 -0.03077408084 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 91900.00000000 JPY -122680.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64600.00000000 OU Notional Amount -1920190.79000000 -0.02163227007 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 64600.00000000 JPY -95619.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 461900.00000000 OU Notional Amount 17043869.05000000 0.192010908700 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGC, Inc. AGC, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 461900.00000000 JPY 1045225.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51700.00000000 OU Notional Amount -1907703.03000000 -0.02149158687 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGC, Inc. AGC, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 51700.00000000 JPY -74513.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38100.00000000 OU Notional Amount -1405870.13000000 -0.01583809406 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AGC, Inc. AGC, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 38100.00000000 JPY -29801.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24700.00000000 OU Notional Amount -911417.12000000 -0.01026774078 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGC, Inc. AGC, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 24700.00000000 JPY -35608.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 373900.00000000 OU Notional Amount -9000773.82000000 -0.10139990838 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 373900.00000000 JPY 740022.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70000.00000000 OU Notional Amount -1685087.37000000 -0.01898366833 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 70000.00000000 JPY 138544.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 433000.00000000 OU Notional Amount -10423469.01000000 -0.11742754831 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asics Corp. Asics Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 433000.00000000 JPY 567539.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42100.00000000 OU Notional Amount -1013459.69000000 -0.01141732052 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 63220.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147000.00000000 OU Notional Amount -3538683.47000000 -0.03986570342 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asics Corp. Asics Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 147000.00000000 JPY 220633.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 57400.00000000 OU Notional Amount -1381771.64000000 -0.01556660799 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 57400.00000000 JPY 86152.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 207100.00000000 OU Notional Amount 2206146.00000000 0.024853752216 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 207100.00000000 JPY 58247.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 310200.00000000 OU Notional Amount 3304425.35000000 0.037226624560 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Autobacs Seven Co. Ltd. Autobacs Seven Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 310200.00000000 JPY 61317.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 269600.00000000 OU Notional Amount -8327076.18000000 -0.09381024105 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 269600.00000000 JPY 187405.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53600.00000000 OU Notional Amount 137238.51000000 0.001546086216 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 -2129.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2777200.00000000 OU Notional Amount 7110798.35000000 0.080108034670 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 2777200.00000000 JPY 81370.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 167200.00000000 OU Notional Amount 428102.22000000 0.004822865984 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 -6642.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3470400.00000000 OU Notional Amount 8885681.47000000 0.100103313893 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 LY Corp. LY Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 3470400.00000000 JPY -308762.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3639400.00000000 OU Notional Amount 9318392.45000000 0.104978100729 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 LY Corp. LY Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 3639400.00000000 JPY -327316.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20400.00000000 OU Notional Amount -432154.82000000 -0.00486852131 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rorze Corp. Rorze Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 20400.00000000 JPY 10086.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37800.00000000 OU Notional Amount -800757.45000000 -0.00902108348 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rorze Corp. Rorze Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 37800.00000000 JPY 53225.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19200.00000000 OU Notional Amount -406733.95000000 -0.00458213772 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rorze Corp. Rorze Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 19200.00000000 JPY 47815.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4700.00000000 OU Notional Amount -99565.08000000 -0.00112166911 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rorze Corp. Rorze Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY 8859.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 150000.00000000 OU Notional Amount -3303920.78000000 -0.03722094023 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 150000.00000000 JPY 374102.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71600.00000000 OU Notional Amount -1577071.52000000 -0.01776679548 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 71600.00000000 JPY 126614.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259300.00000000 OU Notional Amount 10171802.92000000 0.114592356703 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 259300.00000000 JPY -115749.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 152900.00000000 OU Notional Amount 5997950.90000000 0.067571042658 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 152900.00000000 JPY -382623.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58700.00000000 OU Notional Amount -2302679.64000000 -0.02594127007 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 58700.00000000 JPY 16607.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 200000.00000000 OU Notional Amount -7845586.52000000 -0.08838592883 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 200000.00000000 JPY 187741.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 723200.00000000 OU Notional Amount 3647420.75000000 0.041090703675 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 723200.00000000 JPY -40698.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 48100.00000000 OU Notional Amount 1082935.78000000 0.012200016473 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 48100.00000000 JPY -3536.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 107500.00000000 OU Notional Amount 2420282.68000000 0.027266149213 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 107500.00000000 JPY 13605.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 226400.00000000 OU Notional Amount -5097227.89000000 -0.05742377837 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 226400.00000000 JPY -28805.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 293500.00000000 OU Notional Amount -6607934.57000000 -0.07444292828 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 293500.00000000 JPY -37343.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58000.00000000 OU Notional Amount 1026466.10000000 0.011563846684 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Musashi Seimitsu Industry Co. Ltd. Musashi Seimitsu Industry Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 58000.00000000 JPY -22365.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 290900.00000000 OU Notional Amount -2863852.53000000 -0.03226326868 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDOM, Inc. IDOM, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 290900.00000000 JPY -388889.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 400.00000000 OU Notional Amount 11117.58000000 0.000125247186 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY -710.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13600.00000000 OU Notional Amount 377997.71000000 0.004258404213 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -25086.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34100.00000000 OU Notional Amount 947773.66000000 0.010677322218 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 34100.00000000 JPY -60106.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17500.00000000 OU Notional Amount -486394.11000000 -0.00547956422 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 17500.00000000 JPY 44716.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50600.00000000 OU Notional Amount -1406373.82000000 -0.01584376847 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 50600.00000000 JPY 49697.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35200.00000000 OU Notional Amount -2381809.21000000 -0.02683271910 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oracle Corp. Japan Oracle Corp. Japan Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 35200.00000000 JPY 112822.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83400.00000000 OU Notional Amount -5643263.87000000 -0.06357524928 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oracle Corp. Japan Oracle Corp. Japan Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 83400.00000000 JPY 254142.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 738100.00000000 OU Notional Amount 15048082.10000000 0.169526995879 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 738100.00000000 JPY -219426.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 15800.00000000 OU Notional Amount 322123.96000000 0.003628947986 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 15800.00000000 JPY 4634.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247200.00000000 OU Notional Amount -8645380.20000000 -0.09739615479 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 247200.00000000 JPY -69989.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8100.00000000 OU Notional Amount 105908.81000000 0.001193135595 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bunka Shutter Co. Ltd. Bunka Shutter Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8100.00000000 JPY -581.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 553500.00000000 OU Notional Amount 12346747.43000000 0.139094602673 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 553500.00000000 JPY 721659.97000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 868100.00000000 OU Notional Amount 19364428.98000000 0.218153612539 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Coca-Cola Bottlers Japan Holdings, Inc. Coca-Cola Bottlers Japan Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 868100.00000000 JPY 819963.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 408700.00000000 OU Notional Amount 6363064.14000000 0.071684294455 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 408700.00000000 JPY 175050.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160100.00000000 OU Notional Amount 1768997.49000000 0.019928973553 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 160100.00000000 JPY 10262.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 435200.00000000 OU Notional Amount 13246999.40000000 0.149236560365 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 435200.00000000 JPY 414038.03000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 47600.00000000 OU Notional Amount 1448890.56000000 0.016322748797 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Canon, Inc. Canon, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 47600.00000000 JPY 37812.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 306500.00000000 OU Notional Amount 9329515.89000000 0.105103413932 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Canon, Inc. Canon, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 306500.00000000 JPY 267595.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58900.00000000 OU Notional Amount 2569725.06000000 0.028949720420 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 58900.00000000 JPY 12088.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1144200.00000000 OU Notional Amount -29164406.57000000 -0.32855710113 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 1144200.00000000 JPY -2270012.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 912500.00000000 OU Notional Amount -23258626.98000000 -0.26202443168 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 912500.00000000 JPY -3320006.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17700.00000000 OU Notional Amount -451153.64000000 -0.00508255608 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 17700.00000000 JPY -41602.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 229100.00000000 OU Notional Amount -5839508.43000000 -0.06578607924 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 229100.00000000 JPY -833699.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13400.00000000 OU Notional Amount 269290.35000000 0.003033741027 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hiday Hidaka Corp. Hiday Hidaka Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 13400.00000000 JPY -10566.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6800.00000000 OU Notional Amount 77245.56000000 0.000870224367 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY 43.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15900.00000000 OU Notional Amount 180618.30000000 0.002034789390 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Relo Group, Inc. Relo Group, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 15900.00000000 JPY 208.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1115900.00000000 OU Notional Amount -12676223.96000000 -0.14280638241 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 1115900.00000000 JPY 4778.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32400.00000000 OU Notional Amount -369608.23000000 -0.00416389095 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 32400.00000000 JPY -5058.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37300.00000000 OU Notional Amount -425505.78000000 -0.00479361530 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 37300.00000000 JPY -5823.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5300.00000000 OU Notional Amount -60460.61000000 -0.00068113036 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 5300.00000000 JPY 298.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24300.00000000 OU Notional Amount -277206.18000000 -0.00312291829 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 24300.00000000 JPY -2818.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21400.00000000 OU Notional Amount -244123.96000000 -0.00275022433 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 21400.00000000 JPY -5595.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 423800.00000000 OU Notional Amount -4834566.96000000 -0.05446472232 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 423800.00000000 JPY -108404.44000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 71400.00000000 OU Notional Amount -814507.03000000 -0.00917598196 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 71400.00000000 JPY -11848.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5200.00000000 OU Notional Amount -230349.93000000 -0.00259505041 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 5200.00000000 JPY 45342.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19200.00000000 OU Notional Amount -850522.84000000 -0.00958172483 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 19200.00000000 JPY 94329.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62700.00000000 OU Notional Amount -2777488.64000000 -0.03129032006 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 62700.00000000 JPY 308156.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94700.00000000 OU Notional Amount 925881.58000000 0.010430692878 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Casio Computer Co. Ltd. Casio Computer Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 94700.00000000 JPY 44723.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 112600.00000000 OU Notional Amount 1100889.82000000 0.012402281084 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Casio Computer Co. Ltd. Casio Computer Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 112600.00000000 JPY 153381.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5100.00000000 OU Notional Amount 142280.14000000 0.001602883646 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 5100.00000000 JPY 6250.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13500.00000000 OU Notional Amount 376623.90000000 0.004242927299 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 13500.00000000 JPY 16490.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54600.00000000 OU Notional Amount -1523234.43000000 -0.01716028363 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 54600.00000000 JPY -13362.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2700.00000000 OU Notional Amount -75324.78000000 -0.00084858545 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 2700.00000000 JPY -3308.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 47700.00000000 OU Notional Amount -1330737.77000000 -0.01499167634 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 47700.00000000 JPY -3002.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1122200.00000000 OU Notional Amount -31307210.24000000 -0.35269725843 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1122200.00000000 JPY -70641.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38300.00000000 OU Notional Amount -1068495.95000000 -0.01203734185 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 38300.00000000 JPY -46967.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1010500.00000000 OU Notional Amount -13680871.39000000 -0.15412442677 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 1010500.00000000 JPY -957143.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1428900.00000000 OU Notional Amount -19345469.70000000 -0.21794002320 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chiba Bank Ltd. Chiba Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1428900.00000000 JPY -2613065.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13600.00000000 OU Notional Amount -174954.85000000 -0.00197098673 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 13600.00000000 JPY -15504.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17000.00000000 OU Notional Amount -218693.57000000 -0.00246373349 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 17000.00000000 JPY -19380.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5800.00000000 OU Notional Amount -74613.10000000 -0.00084056789 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 5800.00000000 JPY -6612.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -64321.64000000 -0.00072462751 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 -4204.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12800.00000000 OU Notional Amount -164663.39000000 -0.00185504635 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 12800.00000000 JPY -10762.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16500.00000000 OU Notional Amount -212261.40000000 -0.00239127067 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chiba Kogyo Bank Ltd. Chiba Kogyo Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY -24933.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5400.00000000 OU Notional Amount -69467.37000000 -0.00078259770 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 5400.00000000 JPY -4540.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 291200.00000000 OU Notional Amount -2420512.46000000 -0.02726873784 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 291200.00000000 JPY -761179.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 287000.00000000 OU Notional Amount -2385601.23000000 -0.02687543882 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 287000.00000000 JPY -750201.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 577000.00000000 OU Notional Amount -4796139.05000000 -0.05403180548 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 577000.00000000 JPY -1671511.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1457200.00000000 OU Notional Amount -12112536.95000000 -0.13645606051 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 1457200.00000000 JPY -4221363.00000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 125300.00000000 OU Notional Amount -1041518.58000000 -0.01173342322 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 125300.00000000 JPY -325450.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6900.00000000 OU Notional Amount 246164.94000000 0.002773217376 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kose Holdings Corp. Kose Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY 3767.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 101600.00000000 OU Notional Amount -1476106.16000000 -0.01662935125 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 101600.00000000 JPY -7317.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15800.00000000 OU Notional Amount -229551.94000000 -0.00258606050 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15800.00000000 JPY -639.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 248000.00000000 OU Notional Amount -1583001.83000000 -0.01783360450 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 248000.00000000 JPY 43304.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70400.00000000 OU Notional Amount -1985555.64000000 -0.02236865007 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 70400.00000000 JPY 111201.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42800.00000000 OU Notional Amount -1207127.58000000 -0.01359912252 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 42800.00000000 JPY 67605.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17400.00000000 OU Notional Amount -490748.13000000 -0.00552861525 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 17400.00000000 JPY 27484.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9800.00000000 OU Notional Amount -276398.37000000 -0.00311381776 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 9800.00000000 JPY 11218.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 187600.00000000 OU Notional Amount -5291054.53000000 -0.05960736880 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 187600.00000000 JPY 214752.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 74200.00000000 OU Notional Amount -2092730.52000000 -0.02357604882 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chugoku Marine Paints Ltd. Chugoku Marine Paints Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 74200.00000000 JPY 46381.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84300.00000000 OU Notional Amount -2377590.07000000 -0.02678518759 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 84300.00000000 JPY 96501.07000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4600.00000000 OU Notional Amount -129738.01000000 -0.00146158792 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 4600.00000000 JPY 2875.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84300.00000000 OU Notional Amount -4815273.76000000 -0.05424737115 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 84300.00000000 JPY -345947.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 330500.00000000 OU Notional Amount -18878386.44000000 -0.21267800899 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 330500.00000000 JPY -1356296.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 394700.00000000 OU Notional Amount 3488439.21000000 0.039299667269 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 394700.00000000 JPY 79954.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 699300.00000000 OU Notional Amount 6180556.22000000 0.069628217196 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Citizen Watch Co. Ltd. Citizen Watch Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 699300.00000000 JPY 361966.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 114200.00000000 OU Notional Amount 2890044.11000000 0.032558334854 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 114200.00000000 JPY 93441.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 78600.00000000 OU Notional Amount -455782.59000000 -0.00513470439 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 78600.00000000 JPY -1458.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 347400.00000000 OU Notional Amount -2014489.47000000 -0.02269460957 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 347400.00000000 JPY -21390.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 205500.00000000 OU Notional Amount 4058556.48000000 0.045722430479 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 205500.00000000 JPY 85254.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22500.00000000 OU Notional Amount 444367.50000000 0.005006105551 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yoshinoya Holdings Co. Ltd. Yoshinoya Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 22500.00000000 JPY 8023.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1479200.00000000 OU Notional Amount 13419425.97000000 0.151179064282 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 1479200.00000000 JPY 198047.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1083000.00000000 OU Notional Amount 9825066.47000000 0.110686132087 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 1083000.00000000 JPY -58914.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4598300.00000000 OU Notional Amount 41716161.72000000 0.469961256792 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 4598300.00000000 JPY 615658.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2709200.00000000 OU Notional Amount 16243579.20000000 0.182995093050 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2709200.00000000 JPY -723441.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139300.00000000 OU Notional Amount -835202.49000000 -0.00940913055 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 139300.00000000 JPY -3183.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5400.00000000 OU Notional Amount 112887.47000000 0.001271755000 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Doshisha Co. Ltd. Doshisha Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY -3560.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6400.00000000 OU Notional Amount 133792.56000000 0.001507265219 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Doshisha Co. Ltd. Doshisha Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY -4236.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37500.00000000 OU Notional Amount 783940.79000000 0.008831632243 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Doshisha Co. Ltd. Doshisha Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 37500.00000000 JPY -17663.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20600.00000000 OU Notional Amount 430644.80000000 0.004851509896 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Doshisha Co. Ltd. Doshisha Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 20600.00000000 JPY -13545.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166900.00000000 OU Notional Amount 1179115.90000000 0.013283551684 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 166900.00000000 JPY 12480.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150600.00000000 OU Notional Amount -2542726.78000000 -0.02864556622 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KDDI Corp. KDDI Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 150600.00000000 JPY -23855.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20300.00000000 OU Notional Amount -342744.71000000 -0.00386125491 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KDDI Corp. KDDI Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY -3215.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3100.00000000 OU Notional Amount -129455.37000000 -0.00145840379 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 3100.00000000 JPY -3868.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12000.00000000 OU Notional Amount -501117.55000000 -0.00564543390 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 12000.00000000 JPY -14975.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56000.00000000 OU Notional Amount -2338548.57000000 -0.02634535824 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 56000.00000000 JPY -27717.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 858400.00000000 OU Notional Amount 30793542.72000000 0.346910440488 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 858400.00000000 JPY 880975.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 53900.00000000 OU Notional Amount 1933564.72000000 0.021782936599 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 53900.00000000 JPY 28888.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113100.00000000 OU Notional Amount -4057257.32000000 -0.04570779454 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 -137664.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44500.00000000 OU Notional Amount -1596356.77000000 -0.01798405708 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 44500.00000000 JPY -41496.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6500.00000000 OU Notional Amount 103356.44000000 0.001164381391 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daihatsu Infinearth Mfg Co. Ltd. Daihatsu Infinearth Mfg Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6500.00000000 JPY -8108.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 218300.00000000 OU Notional Amount 4430927.53000000 0.049917446497 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 218300.00000000 JPY 225785.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 135500.00000000 OU Notional Amount 2750300.87000000 0.030984031131 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 135500.00000000 JPY 127361.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 125800.00000000 OU Notional Amount -2553415.86000000 -0.02876598606 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 125800.00000000 JPY -37832.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 439000.00000000 OU Notional Amount -8910568.87000000 -0.10038368757 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 439000.00000000 JPY -306343.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1807100.00000000 OU Notional Amount -17059369.01000000 -0.19218552641 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 1807100.00000000 JPY -148069.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8300.00000000 OU Notional Amount -106620.42000000 -0.00120115237 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daido Steel Co. Ltd. Daido Steel Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -1927.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 144700.00000000 OU Notional Amount 17339455.72000000 0.195340895861 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 144700.00000000 JPY -518996.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27000.00000000 OU Notional Amount -3235420.21000000 -0.03644923419 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 27000.00000000 JPY 93568.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount -23966.08000000 -0.00026999437 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 200.00000000 JPY 693.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount -958643.03000000 -0.01079977314 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY 27694.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 642100.00000000 OU Notional Amount 15715310.79000000 0.177043786034 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 642100.00000000 JPY 493034.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 136900.00000000 OU Notional Amount 3350609.01000000 0.037746915258 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 136900.00000000 JPY 105118.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 177700.00000000 OU Notional Amount 4349183.50000000 0.048996543771 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 DIC Corp. DIC Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 177700.00000000 JPY 104244.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34000.00000000 OU Notional Amount -505954.53000000 -0.00569992580 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 102700.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 262100.00000000 OU Notional Amount -3900314.20000000 -0.04393972234 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 262100.00000000 JPY 791696.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 237300.00000000 OU Notional Amount -3531265.01000000 -0.03978212936 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 237300.00000000 JPY -213048.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480000.00000000 OU Notional Amount -7142887.51000000 -0.08046954113 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 -430946.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6800.00000000 OU Notional Amount -101190.91000000 -0.00113998520 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Pharma Co. Ltd. Sumitomo Pharma Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY -2810.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 639800.00000000 OU Notional Amount 11479420.70000000 0.129323570457 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 639800.00000000 JPY 54636.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19000.00000000 OU Notional Amount 340901.83000000 0.003840493608 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dai Nippon Printing Co. Ltd. Dai Nippon Printing Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 19000.00000000 JPY -9628.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26100.00000000 OU Notional Amount -3323913.25000000 -0.03744616915 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 26100.00000000 JPY -77886.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 146000.00000000 OU Notional Amount -18593537.74000000 -0.20946899245 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 146000.00000000 JPY -4050425.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 148400.00000000 OU Notional Amount -18899184.93000000 -0.21291231829 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 148400.00000000 JPY -4117007.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196400.00000000 OU Notional Amount 6692146.67000000 0.075391635519 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 196400.00000000 JPY -38986.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2505200.00000000 OU Notional Amount 85362351.53000000 0.961665607614 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2505200.00000000 JPY 811965.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316200.00000000 OU Notional Amount 10774219.84000000 0.121378997688 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa House Industry Co. Ltd. Daiwa House Industry Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 316200.00000000 JPY -2927.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 660500.00000000 OU Notional Amount 12989280.24000000 0.146333176752 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daiwabo Holdings Co. Ltd. Daiwabo Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 660500.00000000 JPY -89427.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 178600.00000000 OU Notional Amount 1740346.64000000 0.019606202020 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 178600.00000000 JPY 8511.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 496400.00000000 OU Notional Amount 4837111.26000000 0.054493385615 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 496400.00000000 JPY 184762.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 987600.00000000 OU Notional Amount 9623551.74000000 0.108415930039 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 987600.00000000 JPY 214141.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 778200.00000000 OU Notional Amount 8414377.40000000 0.094793749352 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daiichikosho Co. Ltd. Daiichikosho Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 778200.00000000 JPY -9181.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 251700.00000000 OU Notional Amount 2050472.27000000 0.023099980566 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 251700.00000000 JPY 3808.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 675600.00000000 OU Notional Amount 5503770.62000000 0.062003761876 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DTS Corp. DTS Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 675600.00000000 JPY 28724.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83000.00000000 OU Notional Amount 1645598.63000000 0.018538800513 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 83000.00000000 JPY -21255.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1477400.00000000 OU Notional Amount 29291655.69000000 0.329990650002 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1477400.00000000 JPY -1167482.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 284000.00000000 OU Notional Amount 5630723.04000000 0.063433968213 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 284000.00000000 JPY -173490.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50300.00000000 OU Notional Amount 997272.43000000 0.011234959911 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 50300.00000000 JPY -37363.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 409400.00000000 OU Notional Amount 3572808.69000000 0.040250147496 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi HC Capital, Inc. Mitsubishi HC Capital, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 409400.00000000 JPY 92236.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7698400.00000000 OU Notional Amount 45578681.44000000 0.513475198324 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 7698400.00000000 JPY 1686955.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2807800.00000000 OU Notional Amount 16623690.86000000 0.187277312364 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 2807800.00000000 JPY 227733.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5400.00000000 OU Notional Amount -2301753.23000000 -0.02593083342 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Disco Corp. Disco Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY 35270.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12400.00000000 OU Notional Amount -5285507.42000000 -0.05954487679 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 12400.00000000 JPY 216420.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140400.00000000 OU Notional Amount 1968549.62000000 0.022177065562 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 140400.00000000 JPY -3111.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24500.00000000 OU Notional Amount -377853.26000000 -0.00425677688 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 24500.00000000 JPY 38806.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31400.00000000 OU Notional Amount -484269.08000000 -0.00545562429 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 31400.00000000 JPY 32987.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43300.00000000 OU Notional Amount -667797.81000000 -0.00752320168 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 13786.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295500.00000000 OU Notional Amount -4557373.03000000 -0.05134194203 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 295500.00000000 JPY 99576.18000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 75800.00000000 OU Notional Amount -1169031.73000000 -0.01316994657 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cybozu, Inc. Cybozu, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 75800.00000000 JPY 154184.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 117900.00000000 OU Notional Amount -1818322.44000000 -0.02048465304 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 117900.00000000 JPY 37538.45000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 38600.00000000 OU Notional Amount -595311.67000000 -0.00670659545 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 38600.00000000 JPY 78516.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76300.00000000 OU Notional Amount 4519095.80000000 0.050910722707 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 76300.00000000 JPY 294929.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154700.00000000 OU Notional Amount 9162570.38000000 0.103222657926 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 154700.00000000 JPY 363921.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123400.00000000 OU Notional Amount 2352451.19000000 0.026501980820 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 123400.00000000 JPY -30810.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19600.00000000 OU Notional Amount 92063.83000000 0.001037162372 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GMO Internet, Inc. GMO Internet, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 19600.00000000 JPY -9127.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31700.00000000 OU Notional Amount -733128.32000000 -0.00825919481 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 31700.00000000 JPY -35864.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10900.00000000 OU Notional Amount -252085.13000000 -0.00283991238 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 10900.00000000 JPY -12331.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47900.00000000 OU Notional Amount -766505.23000000 -0.00863520866 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ABC-Mart, Inc. ABC-Mart, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 47900.00000000 JPY -19768.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 239500.00000000 OU Notional Amount -3832526.17000000 -0.04317604355 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 239500.00000000 JPY -93349.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55600.00000000 OU Notional Amount -876426.88000000 -0.00987355166 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dentsu Soken, Inc. Dentsu Soken, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 55600.00000000 JPY 27546.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11900.00000000 OU Notional Amount 298740.46000000 0.003365516774 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 11900.00000000 JPY 670.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 59400.00000000 OU Notional Amount -1491191.88000000 -0.01679930226 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 59400.00000000 JPY 29503.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39700.00000000 OU Notional Amount -996638.34000000 -0.01122781645 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 21855.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 614100.00000000 OU Notional Amount -15416514.04000000 -0.17367763511 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 -36882.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16300.00000000 OU Notional Amount -409199.12000000 -0.00460990955 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 16300.00000000 JPY 20126.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 213200.00000000 OU Notional Amount -5352224.06000000 -0.06029648563 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 213200.00000000 JPY 261662.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 92600.00000000 OU Notional Amount -1666484.09000000 -0.01877408958 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 & ST HD Co. Ltd. & ST HD Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 92600.00000000 JPY 24388.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227200.00000000 OU Notional Amount -4088824.90000000 -0.04606342505 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 227200.00000000 JPY -17751.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6700.00000000 OU Notional Amount 111372.39000000 0.001254686582 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toei Animation Co. Ltd. Toei Animation Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -7061.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10600.00000000 OU Notional Amount 176201.09000000 0.001985026481 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toei Animation Co. Ltd. Toei Animation Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY -9109.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74700.00000000 OU Notional Amount -6126181.51000000 -0.06901564868 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 74700.00000000 JPY -1251162.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1145900.00000000 OU Notional Amount -34691928.51000000 -0.39082843796 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 1145900.00000000 JPY 1122870.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25400.00000000 OU Notional Amount -768980.70000000 -0.00866309653 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ebara Corp. Ebara Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY 24889.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 301400.00000000 OU Notional Amount -9124833.97000000 -0.10279753131 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 301400.00000000 JPY 295342.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 154800.00000000 OU Notional Amount -4686543.79000000 -0.05279713949 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ebara Corp. Ebara Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 154800.00000000 JPY 151688.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7200.00000000 OU Notional Amount -111497.68000000 -0.00125609806 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eiken Chemical Co. Ltd. Eiken Chemical Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY 973.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 74600.00000000 OU Notional Amount 2079805.79000000 0.023430442846 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Eisai Co. Ltd. Eisai Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 74600.00000000 JPY -16676.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 32100.00000000 OU Notional Amount 554635.56000000 0.006248351096 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 32100.00000000 JPY -83.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21700.00000000 OU Notional Amount 374940.55000000 0.004223963203 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 21700.00000000 JPY -11522.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28100.00000000 OU Notional Amount -485522.10000000 -0.00546974042 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 28100.00000000 JPY 11893.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45400.00000000 OU Notional Amount -784437.84000000 -0.00883723185 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 45400.00000000 JPY 8897.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 407500.00000000 OU Notional Amount -9215209.10000000 -0.10381566931 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 407500.00000000 JPY -99286.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16900.00000000 OU Notional Amount -382176.77000000 -0.00430548419 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 16900.00000000 JPY 2574.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16000.00000000 OU Notional Amount -361824.16000000 -0.00407619804 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 16000.00000000 JPY 8358.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 564700.00000000 OU Notional Amount -10869250.93000000 -0.12244958828 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 564700.00000000 JPY 122511.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36500.00000000 OU Notional Amount 1310431.32000000 0.014762910217 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MEC Co. Ltd. MEC Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 36500.00000000 JPY -1759.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295200.00000000 OU Notional Amount -10603865.59000000 -0.11945983988 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 295200.00000000 JPY -427253.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38100.00000000 OU Notional Amount -1368588.34000000 -0.01541808905 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ezaki Glico Co. Ltd. Ezaki Glico Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 38100.00000000 JPY -55120.65000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 40200.00000000 OU Notional Amount -1444022.35000000 -0.01626790506 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 40200.00000000 JPY -58433.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 46000.00000000 OU Notional Amount 1419222.67000000 0.015988519608 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lintec Corp. Lintec Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 46000.00000000 JPY 96019.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1900.00000000 OU Notional Amount -724912.36000000 -0.00816663637 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 41698.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21700.00000000 OU Notional Amount -8279262.19000000 -0.09327158357 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 21700.00000000 JPY 54775.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43500.00000000 OU Notional Amount -16596677.66000000 -0.18697299008 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 43500.00000000 JPY 109804.29000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 24900.00000000 OU Notional Amount -9500167.21000000 -0.10702591843 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 24900.00000000 JPY -505327.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19700.00000000 OU Notional Amount -7516196.55000000 -0.08467512425 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 19700.00000000 JPY 49727.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16100.00000000 OU Notional Amount -6142678.40000000 -0.06920149749 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY 40454.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 138700.00000000 OU Notional Amount 2511906.12000000 0.028298350289 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 138700.00000000 JPY -7002.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 422000.00000000 OU Notional Amount 7642569.44000000 0.086098801784 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 422000.00000000 JPY 137660.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150300.00000000 OU Notional Amount -2721986.23000000 -0.03066504723 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 150300.00000000 JPY -49237.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10300.00000000 OU Notional Amount -226584.42000000 -0.00255262935 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kura Sushi, Inc. Kura Sushi, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 10300.00000000 JPY -11033.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81800.00000000 OU Notional Amount -1799476.23000000 -0.02027233752 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kura Sushi, Inc. Kura Sushi, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 81800.00000000 JPY -15715.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61600.00000000 OU Notional Amount -2968981.32000000 -0.03344761682 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 61600.00000000 JPY -56938.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2400.00000000 OU Notional Amount -115674.60000000 -0.00130315393 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Fuso Chemical Co. Ltd. Fuso Chemical Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2400.00000000 JPY -15827.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129500.00000000 OU Notional Amount -4951235.61000000 -0.05577907491 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ferrotec Corp. Ferrotec Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 129500.00000000 JPY 499342.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16800.00000000 OU Notional Amount 296968.51000000 0.003345554538 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fujimi, Inc. Fujimi, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 16800.00000000 JPY -7067.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8600.00000000 OU Notional Amount 612600.47000000 0.006901365679 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 8600.00000000 JPY -32949.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52800.00000000 OU Notional Amount -3761081.94000000 -0.04237117516 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 52800.00000000 JPY -32023.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49200.00000000 OU Notional Amount -3504644.53000000 -0.03948223134 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 -29840.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41200.00000000 OU Notional Amount -2934783.63000000 -0.03306235632 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 -24988.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 50500.00000000 OU Notional Amount -3597246.93000000 -0.04052546108 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 247522.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126100.00000000 OU Notional Amount -2707134.67000000 -0.03049773419 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 126100.00000000 JPY 69707.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 341700.00000000 OU Notional Amount -7335669.44000000 -0.08264136217 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Subaru Corp. Subaru Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 341700.00000000 JPY 89524.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1048000.00000000 OU Notional Amount -22498629.14000000 -0.25346253324 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Subaru Corp. Subaru Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1048000.00000000 JPY -132619.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 416700.00000000 OU Notional Amount -8945781.26000000 -0.10078037936 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Subaru Corp. Subaru Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 416700.00000000 JPY -52410.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 378300.00000000 OU Notional Amount -8121404.01000000 -0.09149320258 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Subaru Corp. Subaru Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 378300.00000000 JPY 209123.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 59000.00000000 OU Notional Amount -1266621.30000000 -0.01426936020 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Subaru Corp. Subaru Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 59000.00000000 JPY -14417.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3700.00000000 OU Notional Amount -73908.46000000 -0.00083262964 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 3700.00000000 JPY 6344.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155200.00000000 OU Notional Amount -3100160.31000000 -0.03492543837 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 155200.00000000 JPY 53013.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 206800.00000000 OU Notional Amount -4130883.71000000 -0.04653724647 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 206800.00000000 JPY 70512.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22800.00000000 OU Notional Amount -455435.92000000 -0.00513079891 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FUJIFILM Holdings Corp. FUJIFILM Holdings Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 22800.00000000 JPY 7774.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74900.00000000 OU Notional Amount -1845299.67000000 -0.02078857009 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 74900.00000000 JPY 1174.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25500.00000000 OU Notional Amount -628239.54000000 -0.00707755056 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 20043.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40200.00000000 OU Notional Amount -5052614.24000000 -0.05692117492 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 40200.00000000 JPY -420162.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20500.00000000 OU Notional Amount -2576581.89000000 -0.02902696732 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fujikura Ltd. Fujikura Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY -226275.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129300.00000000 OU Notional Amount -16251318.93000000 -0.18308228643 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 129300.00000000 JPY -1427193.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 59800.00000000 OU Notional Amount -963851.53000000 -0.01085845048 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 59800.00000000 JPY 61808.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22000.00000000 OU Notional Amount -354594.21000000 -0.00399474768 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 22000.00000000 JPY 22738.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 400.00000000 OU Notional Amount -6447.17000000 -0.00007263180 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 400.00000000 JPY 413.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32300.00000000 OU Notional Amount -520608.77000000 -0.00586501590 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 32300.00000000 JPY 31365.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76900.00000000 OU Notional Amount -1239467.94000000 -0.01396345892 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 76900.00000000 JPY 75850.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31900.00000000 OU Notional Amount -514161.60000000 -0.00579238409 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Fujita Kanko, Inc. Fujita Kanko, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 31900.00000000 JPY 41690.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58500.00000000 OU Notional Amount -942898.24000000 -0.01062239725 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 58500.00000000 JPY 57701.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 18900.00000000 OU Notional Amount -304628.66000000 -0.00343185139 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 18900.00000000 JPY 24700.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 50400.00000000 OU Notional Amount 2023790.50000000 0.022799392073 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FANUC Corp. FANUC Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 50400.00000000 JPY -61301.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51000.00000000 OU Notional Amount -2047883.24000000 -0.02307081336 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 51000.00000000 JPY 70142.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 259200.00000000 OU Notional Amount 7202074.85000000 0.081136327228 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 259200.00000000 JPY -372391.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 676400.00000000 OU Notional Amount 18794303.36000000 0.211730755262 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 676400.00000000 JPY -971780.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50800.00000000 OU Notional Amount 1411517.76000000 0.015901718497 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 50800.00000000 JPY 5757.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 473800.00000000 OU Notional Amount 13164903.80000000 0.148311696961 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 473800.00000000 JPY 201102.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6000.00000000 OU Notional Amount 522653.69000000 0.005888053332 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 6000.00000000 JPY 75404.73000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 481700.00000000 OU Notional Amount 14426233.29000000 0.162521441288 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Furukawa Co. Ltd. Furukawa Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 481700.00000000 JPY 609258.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13200.00000000 OU Notional Amount -609202.85000000 -0.00686308915 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Furuno Electric Co. Ltd. Furuno Electric Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY 906.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2600.00000000 OU Notional Amount -175141.35000000 -0.00197308778 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Santec Holdings Corp. Santec Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY -7431.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219200.00000000 OU Notional Amount 9505275.56000000 0.107083467513 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 219200.00000000 JPY 222064.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 119600.00000000 OU Notional Amount 3115319.61000000 0.035096218320 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 119600.00000000 JPY -71350.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26700.00000000 OU Notional Amount 695476.87000000 0.007835025333 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 26700.00000000 JPY -15928.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 72600.00000000 OU Notional Amount 1891071.94000000 0.021304226203 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 72600.00000000 JPY -43311.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9200.00000000 OU Notional Amount -238162.53000000 -0.00268306472 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 9200.00000000 JPY 9459.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5000.00000000 OU Notional Amount -129436.16000000 -0.00145818737 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 2474.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6200.00000000 OU Notional Amount -160500.84000000 -0.00180815236 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 6200.00000000 JPY 3068.97000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2500.00000000 OU Notional Amount -64718.08000000 -0.00072909368 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Godo Steel Ltd. Godo Steel Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -689.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4400.00000000 OU Notional Amount -113903.82000000 -0.00128320488 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 4400.00000000 JPY 2177.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 327900.00000000 OU Notional Amount 5472374.10000000 0.061650058481 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Goldwin, Inc. Goldwin, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 327900.00000000 JPY 27073.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31040.00000000 OU Notional Amount 753506.11000000 0.008488764638 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NEXT FUNDS TOPIX Exchange Traded Fund NEXT FUNDS TOPIX Exchange Traded Fund Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 31040.00000000 JPY 6763.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45960.00000000 OU Notional Amount 1115693.97000000 0.012569060016 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NEXT FUNDS TOPIX Exchange Traded Fund NEXT FUNDS TOPIX Exchange Traded Fund Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 45960.00000000 JPY 9150.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14780.00000000 OU Notional Amount 358789.31000000 0.004042008375 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NEXT FUNDS TOPIX Exchange Traded Fund NEXT FUNDS TOPIX Exchange Traded Fund Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 14780.00000000 JPY -57.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14110.00000000 OU Notional Amount 342524.85000000 0.003858778045 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NEXT FUNDS TOPIX Exchange Traded Fund NEXT FUNDS TOPIX Exchange Traded Fund Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 14110.00000000 JPY -2754.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10500.00000000 OU Notional Amount -112214.31000000 -0.00126417139 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Elecom Co. Ltd. Elecom Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY -1500.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 270800.00000000 OU Notional Amount 8237840.22000000 0.092804936586 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 270800.00000000 JPY -2111248.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 95800.00000000 OU Notional Amount 2914272.87000000 0.032831288501 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 95800.00000000 JPY -474202.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14000.00000000 OU Notional Amount 425885.39000000 0.004797891869 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nomura Research Institute Ltd. Nomura Research Institute Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 14000.00000000 JPY -91559.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 191.00000000 OU Notional Amount 177168.78000000 0.001995928174 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 191.00000000 JPY -2287.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87.00000000 OU Notional Amount 80699.92000000 0.000909140109 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 87.00000000 JPY -1488.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1708.00000000 OU Notional Amount -1584315.63000000 -0.01784840536 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 1708.00000000 JPY -3892.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5267.00000000 OU Notional Amount -4885591.57000000 -0.05503954965 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 -1884.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2338.00000000 OU Notional Amount -2168694.34000000 -0.02443183350 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 2338.00000000 JPY 5366.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 471.00000000 OU Notional Amount -436892.66000000 -0.00492189633 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 471.00000000 JPY -168.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7123.00000000 OU Notional Amount -6607189.81000000 -0.07443453805 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 -2548.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 425.00000000 OU Notional Amount -394223.74000000 -0.00444120160 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 -152.07000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53517.00000000 OU Notional Amount -49641580.42000000 -0.55924655005 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 53517.00000000 JPY -1503412.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10872.00000000 OU Notional Amount -10084706.96000000 -0.11361116080 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Building Fund, Inc. Nippon Building Fund, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 10872.00000000 JPY -297902.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 321.00000000 OU Notional Amount 258980.80000000 0.002917596855 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Real Estate Investment Corp. Japan Real Estate Investment Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 321.00000000 JPY 2286.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 303700.00000000 OU Notional Amount 3823493.73000000 0.043074286909 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 303700.00000000 JPY 148961.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 160200.00000000 OU Notional Amount -4656831.74000000 -0.05246241281 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gunze Ltd. Gunze Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 160200.00000000 JPY -15844.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16500.00000000 OU Notional Amount -479636.23000000 -0.00540343205 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gunze Ltd. Gunze Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY -16520.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13300.00000000 OU Notional Amount 110468.60000000 0.001244504766 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 HIS Co. Ltd. HIS Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 13300.00000000 JPY -252.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18500.00000000 OU Notional Amount 231127.33000000 0.002603808356 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hachijuni Nagano Bank Ltd. Hachijuni Nagano Bank Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 18500.00000000 JPY -301.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 685500.00000000 OU Notional Amount 7659956.94000000 0.086294683932 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 685500.00000000 JPY -89699.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1426100.00000000 OU Notional Amount 15935615.75000000 0.179525672949 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1426100.00000000 JPY 507723.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 472300.00000000 OU Notional Amount 5277604.18000000 0.059455841357 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 175765.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7400.00000000 OU Notional Amount -206630.47000000 -0.00232783437 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 -14546.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345000.00000000 OU Notional Amount -9633447.54000000 -0.10852741303 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 345000.00000000 JPY -494562.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1197600.00000000 OU Notional Amount -33440628.32000000 -0.37673168060 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 1197600.00000000 JPY -1716775.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37000.00000000 OU Notional Amount -1033152.34000000 -0.01163917177 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 -53039.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289100.00000000 OU Notional Amount -8072549.81000000 -0.09094282642 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 289100.00000000 JPY -294217.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61500.00000000 OU Notional Amount -1717266.73000000 -0.01934619095 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 61500.00000000 JPY -85778.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27400.00000000 OU Notional Amount -1393403.41000000 -0.01569764788 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hanwa Co. Ltd. Hanwa Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27400.00000000 JPY -16831.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19200.00000000 OU Notional Amount -976399.47000000 -0.01099981165 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 19200.00000000 JPY -11794.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81900.00000000 OU Notional Amount 1678651.95000000 0.018911168899 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 81900.00000000 JPY -7926.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5400.00000000 OU Notional Amount 110680.35000000 0.001246890275 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Haseko Corp. Haseko Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY -2334.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11100.00000000 OU Notional Amount 227509.61000000 0.002563052252 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Haseko Corp. Haseko Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 11100.00000000 JPY 87.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18400.00000000 OU Notional Amount 377133.04000000 0.004248663111 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Haseko Corp. Haseko Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 18400.00000000 JPY -7856.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22300.00000000 OU Notional Amount -1113994.70000000 -0.01254991657 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seiko Group Corp. Seiko Group Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 22300.00000000 JPY -45722.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 710300.00000000 OU Notional Amount 13788011.93000000 0.155331438658 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 710300.00000000 JPY -1534846.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 196400.00000000 OU Notional Amount 3812425.09000000 0.042949591066 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 196400.00000000 JPY -424389.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205100.00000000 OU Notional Amount 3981305.43000000 0.044852144262 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 205100.00000000 JPY 6536.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 572800.00000000 OU Notional Amount 11118926.13000000 0.125262351155 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 572800.00000000 JPY 34573.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 43700.00000000 OU Notional Amount 848283.99000000 0.009556502650 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 43700.00000000 JPY -1032.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16200.00000000 OU Notional Amount 314466.84000000 0.003542685262 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 16200.00000000 JPY 930.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83700.00000000 OU Notional Amount -23116368.88000000 -0.26042179633 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 83700.00000000 JPY 136392.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6800.00000000 OU Notional Amount -1878032.36000000 -0.02115732636 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 6800.00000000 JPY 21415.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28600.00000000 OU Notional Amount -7898783.15000000 -0.08898522546 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hikari Tsushin, Inc. Hikari Tsushin, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 28600.00000000 JPY 23561.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 235000.00000000 OU Notional Amount -3078304.88000000 -0.03467922192 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 235000.00000000 JPY 13157.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 265500.00000000 OU Notional Amount -3477829.55000000 -0.03918014215 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 265500.00000000 JPY -24184.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 525200.00000000 OU Notional Amount 7685387.01000000 0.086581171163 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 525200.00000000 JPY 249932.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21900.00000000 OU Notional Amount 320468.35000000 0.003610296401 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Heiwa Real Estate Co. Ltd. Heiwa Real Estate Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 21900.00000000 JPY 10573.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 227900.00000000 OU Notional Amount 4342799.49000000 0.048924623507 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 227900.00000000 JPY 179704.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12300.00000000 OU Notional Amount 234385.40000000 0.002640512756 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 12300.00000000 JPY 9698.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 104700.00000000 OU Notional Amount 1995134.30000000 0.022476560269 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 104700.00000000 JPY 82558.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29400.00000000 OU Notional Amount -342807.70000000 -0.00386196454 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 29400.00000000 JPY 2833.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29100.00000000 OU Notional Amount -339309.66000000 -0.00382255671 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 29100.00000000 JPY -3765.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36000.00000000 OU Notional Amount 386413.69000000 0.004353216017 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 PAL GROUP Holdings Co. Ltd. PAL GROUP Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 36000.00000000 JPY -10341.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82700.00000000 OU Notional Amount -2600142.13000000 -0.02929238963 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pilot Corp. Pilot Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 82700.00000000 JPY -35732.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67500.00000000 OU Notional Amount -2122244.18000000 -0.02390854050 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pilot Corp. Pilot Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 67500.00000000 JPY -29164.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1689400.00000000 OU Notional Amount -4547375.40000000 -0.05122931185 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 1689400.00000000 JPY -216956.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5800.00000000 OU Notional Amount 626178.14000000 0.007054327472 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hirose Electric Co. Ltd. Hirose Electric Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY -17701.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 525400.00000000 OU Notional Amount 18231436.88000000 0.205389677189 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 525400.00000000 JPY 486829.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 108800.00000000 OU Notional Amount 3775371.78000000 0.042532160041 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 108800.00000000 JPY 92945.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1792600.00000000 OU Notional Amount 62203414.06000000 0.700764246831 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 1792600.00000000 JPY 2646191.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94000.00000000 OU Notional Amount 3261810.18000000 0.036746535357 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 94000.00000000 JPY 108628.41000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 216500.00000000 OU Notional Amount 1429486.80000000 0.016104152093 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kanadevia Corp. Kanadevia Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 216500.00000000 JPY 7784.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2100.00000000 OU Notional Amount 30210.58000000 0.000340342964 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 2100.00000000 JPY -1955.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54800.00000000 OU Notional Amount 788352.40000000 0.008881332064 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 54800.00000000 JPY -51031.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64500.00000000 OU Notional Amount 2109084.93000000 0.023760292498 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 64500.00000000 JPY -59549.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22900.00000000 OU Notional Amount 748806.90000000 0.008435824805 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 22900.00000000 JPY -2770.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 127100.00000000 OU Notional Amount 4156041.78000000 0.046820669440 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hitachi Construction Machinery Co. Ltd. Hitachi Construction Machinery Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 127100.00000000 JPY -15504.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5400.00000000 OU Notional Amount 272187.75000000 0.003066382231 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Miyazaki Bank Ltd. Miyazaki Bank Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 5400.00000000 JPY 13991.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140600.00000000 OU Notional Amount 954200.00000000 0.010749719359 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hokkaido Electric Power Co., Inc. Hokkaido Electric Power Co., Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 140600.00000000 JPY -36628.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 288200.00000000 OU Notional Amount 9625530.18000000 0.108438218526 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 288200.00000000 JPY 269861.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 308500.00000000 OU Notional Amount 10303525.54000000 0.116076302625 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 288870.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 834200.00000000 OU Notional Amount 27861267.44000000 0.313876342455 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 834200.00000000 JPY 1678001.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 406500.00000000 OU Notional Amount 13576606.58000000 0.152949811973 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sumitomo Mitsui Trust Group, Inc. Sumitomo Mitsui Trust Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 406500.00000000 JPY 886430.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38200.00000000 OU Notional Amount -384197.73000000 -0.00432825170 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 38200.00000000 JPY 10966.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1300.00000000 OU Notional Amount -13074.79000000 -0.00014729650 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1300.00000000 JPY 373.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194100.00000000 OU Notional Amount -1952167.00000000 -0.02199250407 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 194100.00000000 JPY 55661.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2500.00000000 OU Notional Amount 296514.00000000 0.003340434171 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY 5443.09000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54000.00000000 OU Notional Amount 6404702.48000000 0.072153378997 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 54000.00000000 JPY 93817.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138700.00000000 OU Notional Amount 2310604.51000000 0.026030549185 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 138700.00000000 JPY -74888.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480100.00000000 OU Notional Amount -9289606.16000000 -0.10465380337 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 480100.00000000 JPY -37594.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 542800.00000000 OU Notional Amount 8239277.07000000 0.092821123689 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Air Water, Inc. Air Water, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 542800.00000000 JPY 295171.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35600.00000000 OU Notional Amount -5972107.09000000 -0.06727989436 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 35600.00000000 JPY -326226.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52900.00000000 OU Notional Amount -8874282.72000000 -0.09997489913 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 52900.00000000 JPY -493886.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100300.00000000 OU Notional Amount -16825908.45000000 -0.18955543261 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 100300.00000000 JPY -936423.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5200.00000000 OU Notional Amount -872330.25000000 -0.00982740031 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 -42437.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23200.00000000 OU Notional Amount 428739.05000000 0.004830040312 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ito En Ltd. Ito En Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY -14845.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25100.00000000 OU Notional Amount 1323139.76000000 0.014906079535 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 25100.00000000 JPY -30714.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30000.00000000 OU Notional Amount 1581441.95000000 0.017816031382 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 30000.00000000 JPY -25904.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 41300.00000000 OU Notional Amount 2177118.41000000 0.024526736448 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 41300.00000000 JPY 21059.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33200.00000000 OU Notional Amount 1750129.09000000 0.019716408048 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 33200.00000000 JPY -24547.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52800.00000000 OU Notional Amount -2783337.82000000 -0.03135621509 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 52800.00000000 JPY 64609.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5800.00000000 OU Notional Amount -305745.44000000 -0.00344443269 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY 7087.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 798900.00000000 OU Notional Amount -8106425.79000000 -0.09132446263 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 798900.00000000 JPY -282024.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 58800.00000000 OU Notional Amount 979387.58000000 0.011033474773 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 58800.00000000 JPY -8735.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32600.00000000 OU Notional Amount 542993.79000000 0.006117198549 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 32600.00000000 JPY -4843.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 99000.00000000 OU Notional Amount 1648968.88000000 0.018576768698 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 99000.00000000 JPY -14707.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113100.00000000 OU Notional Amount 2442586.08000000 0.027517412356 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iriso Electronics Co. Ltd. Iriso Electronics Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 113100.00000000 JPY -50224.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15700.00000000 OU Notional Amount 397374.92000000 0.004476701813 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inabata & Co. Ltd. Inabata & Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY -2457.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58100.00000000 OU Notional Amount 1103076.12000000 0.012426911257 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ishihara Sangyo Kaisha Ltd. Ishihara Sangyo Kaisha Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 58100.00000000 JPY 6412.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20500.00000000 OU Notional Amount -474291.77000000 -0.00534322303 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IHI Corp. IHI Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY 4712.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179500.00000000 OU Notional Amount -4152944.98000000 -0.04678578185 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 179500.00000000 JPY -118187.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 259000.00000000 OU Notional Amount 4172439.27000000 0.047005398444 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 259000.00000000 JPY -23805.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89400.00000000 OU Notional Amount -1440216.49000000 -0.01622502943 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 89400.00000000 JPY 8216.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 252000.00000000 OU Notional Amount 1051263.89000000 0.011843210846 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 252000.00000000 JPY -73360.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 186200.00000000 OU Notional Amount -2383838.94000000 -0.02685558541 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 186200.00000000 JPY 82083.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90500.00000000 OU Notional Amount -1158632.78000000 -0.01305279524 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 90500.00000000 JPY 27817.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 526900.00000000 OU Notional Amount -6745675.28000000 -0.07599467213 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 526900.00000000 JPY 101630.32000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2022800.00000000 OU Notional Amount -25897042.99000000 -0.29174800290 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2022800.00000000 JPY -315633.71000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2010000.00000000 OU Notional Amount -25733170.06000000 -0.28990186162 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2010000.00000000 JPY -313636.42000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 682000.00000000 OU Notional Amount -8731354.22000000 -0.09836471126 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 682000.00000000 JPY -106417.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 472000.00000000 OU Notional Amount -6042814.06000000 -0.06807645701 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 472000.00000000 JPY 91041.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 274600.00000000 OU Notional Amount -3515586.32000000 -0.03960549813 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 274600.00000000 JPY 52858.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7600.00000000 OU Notional Amount -128184.08000000 -0.00144408183 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Itoki Corp. Itoki Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY -5242.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 78200.00000000 OU Notional Amount -1546980.41000000 -0.01742779842 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 78200.00000000 JPY -46025.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232800.00000000 OU Notional Amount -4605333.00000000 -0.05188224408 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 232800.00000000 JPY 52430.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 448500.00000000 OU Notional Amount -5319654.18000000 -0.05992956353 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 448500.00000000 JPY -169150.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46400.00000000 OU Notional Amount -1271903.76000000 -0.01432887075 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jaccs Co. Ltd. Jaccs Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 46400.00000000 JPY 357.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68300.00000000 OU Notional Amount 1067069.84000000 0.012021275745 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 68300.00000000 JPY -58474.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 42300.00000000 OU Notional Amount -4466515.26000000 -0.05031836675 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 42300.00000000 JPY -101716.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9400.00000000 OU Notional Amount -992558.95000000 -0.01118185931 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 -80673.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45200.00000000 OU Notional Amount -4772730.26000000 -0.05376808936 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 45200.00000000 JPY -387921.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3800.00000000 OU Notional Amount -401247.23000000 -0.00452032604 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 -32612.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20700.00000000 OU Notional Amount -2185741.51000000 -0.02462388160 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 -177654.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90800.00000000 OU Notional Amount -9587697.07000000 -0.10801200251 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 90800.00000000 JPY -246369.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7500.00000000 OU Notional Amount -791935.33000000 -0.00892169623 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 -20349.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 95200.00000000 OU Notional Amount -10052299.13000000 -0.11324606430 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 95200.00000000 JPY -817038.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -1235419.12000000 -0.01391784618 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 -31745.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22900.00000000 OU Notional Amount -2418042.54000000 -0.02724091249 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Organo Corp. Organo Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 22900.00000000 JPY -62205.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 300.00000000 OU Notional Amount -31677.41000000 -0.00035686781 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Organo Corp. Organo Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -814.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 353900.00000000 OU Notional Amount -14277392.84000000 -0.16084465123 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 353900.00000000 JPY -654342.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19300.00000000 OU Notional Amount -778620.18000000 -0.00877169191 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 19300.00000000 JPY -140697.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9200.00000000 OU Notional Amount 132505.55000000 0.001492766166 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nippon Shokubai Co. Ltd. Nippon Shokubai Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY 5302.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 121800.00000000 OU Notional Amount -6741951.63000000 -0.07595272265 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 674531.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52100.00000000 OU Notional Amount -2883872.58000000 -0.03248880832 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 288531.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 224300.00000000 OU Notional Amount -12415597.29000000 -0.13987024370 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 224300.00000000 JPY 764363.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15200.00000000 OU Notional Amount -841360.14000000 -0.00947850071 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 51798.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68300.00000000 OU Notional Amount -3780585.35000000 -0.04259089449 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 232750.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32100.00000000 OU Notional Amount -1776819.76000000 -0.02001709680 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 -27639.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19500.00000000 OU Notional Amount 307830.59000000 0.003467923341 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JAFCO Group Co. Ltd. JAFCO Group Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 19500.00000000 JPY 1831.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6900.00000000 OU Notional Amount 108924.67000000 0.001227111332 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 JAFCO Group Co. Ltd. JAFCO Group Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 6900.00000000 JPY 772.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 562200.00000000 OU Notional Amount -17604426.17000000 -0.19832597024 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 562200.00000000 JPY -242490.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 152200.00000000 OU Notional Amount 2132940.66000000 0.024029043706 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 152200.00000000 JPY 100473.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1150600.00000000 OU Notional Amount 41584597.56000000 0.468479096032 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 1150600.00000000 JPY 286769.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20000.00000000 OU Notional Amount 722833.26000000 0.008143213884 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 20000.00000000 JPY -7289.06000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19100.00000000 OU Notional Amount 690305.77000000 0.007776769335 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 19100.00000000 JPY -6961.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 505000.00000000 OU Notional Amount 18251539.86000000 0.205616151087 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 505000.00000000 JPY 144338.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12700.00000000 OU Notional Amount 173705.48000000 0.001956911717 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 12700.00000000 JPY -7583.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 503700.00000000 OU Notional Amount -6889405.49000000 -0.07761389181 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 503700.00000000 JPY 144400.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 98000.00000000 OU Notional Amount -1340404.48000000 -0.01510057848 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 98000.00000000 JPY 79532.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144800.00000000 OU Notional Amount -1980516.01000000 -0.02231187517 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 144800.00000000 JPY 41450.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289400.00000000 OU Notional Amount 7267986.92000000 0.081878872035 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 289400.00000000 JPY 7415.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 731900.00000000 OU Notional Amount -12960903.27000000 -0.14601349066 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 731900.00000000 JPY -134463.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 444700.00000000 OU Notional Amount 18141872.98000000 0.204380678248 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kajima Corp. Kajima Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 444700.00000000 JPY -395514.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11300.00000000 OU Notional Amount 460992.05000000 0.005193392542 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kajima Corp. Kajima Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 11300.00000000 JPY -10278.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 397900.00000000 OU Notional Amount 10458224.68000000 0.117819094849 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 397900.00000000 JPY -89490.54000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 583900.00000000 OU Notional Amount 20434042.25000000 0.230203541774 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kamigumi Co. Ltd. Kamigumi Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 583900.00000000 JPY 934693.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9900.00000000 OU Notional Amount 346458.33000000 0.003903091403 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kamigumi Co. Ltd. Kamigumi Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 9900.00000000 JPY 6334.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4000.00000000 OU Notional Amount 139983.16000000 0.001577006586 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kamigumi Co. Ltd. Kamigumi Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY 4343.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23300.00000000 OU Notional Amount 815401.93000000 0.009186063626 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kamigumi Co. Ltd. Kamigumi Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 23300.00000000 JPY 6817.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 222900.00000000 OU Notional Amount 5376123.66000000 0.060565731068 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 222900.00000000 JPY -272072.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 136600.00000000 OU Notional Amount 4142236.85000000 0.046665147407 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 136600.00000000 JPY 147002.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8800.00000000 OU Notional Amount -115585.19000000 -0.00130214667 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kanematsu Corp. Kanematsu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 8800.00000000 JPY -641.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 185200.00000000 OU Notional Amount 2954852.64000000 0.033288447524 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kansai Electric Power Co., Inc. Kansai Electric Power Co., Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 185200.00000000 JPY -33656.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 71000.00000000 OU Notional Amount 1132799.88000000 0.012761769859 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kansai Electric Power Co., Inc. Kansai Electric Power Co., Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 71000.00000000 JPY -528.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479600.00000000 OU Notional Amount -7654112.62000000 -0.08622884364 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kansai Paint Co. Ltd. Kansai Paint Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 479600.00000000 JPY 122719.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 457900.00000000 OU Notional Amount 18317129.60000000 0.206355064625 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 457900.00000000 JPY 142460.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 503500.00000000 OU Notional Amount 20141242.09000000 0.226904946565 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 503500.00000000 JPY 340268.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20300.00000000 OU Notional Amount 812050.08000000 0.009148302730 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kao Corp. Kao Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 20300.00000000 JPY -2937.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48600.00000000 OU Notional Amount 230482.72000000 0.002596546381 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Onward Holdings Co. Ltd. Onward Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 48600.00000000 JPY -5992.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 887900.00000000 OU Notional Amount 9234066.02000000 0.104028105490 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 887900.00000000 JPY 93108.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2100.00000000 OU Notional Amount -175300.00000000 -0.00197487508 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 8761.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6700.00000000 OU Notional Amount -559290.47000000 -0.00630079185 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 6700.00000000 JPY 16874.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 383800.00000000 OU Notional Amount -32038161.31000000 -0.36093192503 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 383800.00000000 JPY -2201522.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 226900.00000000 OU Notional Amount -18940747.27000000 -0.21338054664 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 226900.00000000 JPY -1301525.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 81400.00000000 OU Notional Amount -6794961.78000000 -0.07654991845 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 81400.00000000 JPY 203338.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 400100.00000000 OU Notional Amount 5781468.42000000 0.065132218611 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kawasaki Kisen Kaisha Ltd. Kawasaki Kisen Kaisha Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 400100.00000000 JPY 125743.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15900.00000000 OU Notional Amount 229755.93000000 0.002588358592 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kawasaki Kisen Kaisha Ltd. Kawasaki Kisen Kaisha Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 15900.00000000 JPY 703.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52400.00000000 OU Notional Amount -1488719.09000000 -0.01677144458 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 52400.00000000 JPY 40556.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174100.00000000 OU Notional Amount -4946297.58000000 -0.05572344461 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 174100.00000000 JPY 190773.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44300.00000000 OU Notional Amount -984068.57000000 -0.01108620934 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keihan Holdings Co. Ltd. Keihan Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 44300.00000000 JPY 9309.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11600.00000000 OU Notional Amount -114008.49000000 -0.00128438406 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keikyu Corp. Keikyu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 11600.00000000 JPY 2387.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 716800.00000000 OU Notional Amount -5664231.79000000 -0.06381146733 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keisei Electric Railway Co. Ltd. Keisei Electric Railway Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 716800.00000000 JPY 90462.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92100.00000000 OU Notional Amount -1069634.97000000 -0.01205017369 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kotobuki Spirits Co. Ltd. Kotobuki Spirits Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 92100.00000000 JPY -15162.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 860700.00000000 OU Notional Amount -9996034.94000000 -0.11261220950 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 860700.00000000 JPY -100982.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 120800.00000000 OU Notional Amount 2196612.40000000 0.024746349655 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 120800.00000000 JPY -71425.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 424900.00000000 OU Notional Amount 7726329.53000000 0.087042416814 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kyoritsu Maintenance Co. Ltd. Kyoritsu Maintenance Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 424900.00000000 JPY -302265.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14900.00000000 OU Notional Amount -134778.90000000 -0.00151837701 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 -2867.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1710900.00000000 OU Notional Amount -15476054.92000000 -0.17434840408 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 1710900.00000000 JPY -329286.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105200.00000000 OU Notional Amount -951593.30000000 -0.01072035309 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 105200.00000000 JPY -20247.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8500.00000000 OU Notional Amount -76887.29000000 -0.00086618820 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 -1635.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6137200.00000000 OU Notional Amount -55514433.49000000 -0.62540827960 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 6137200.00000000 JPY -1181190.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 149800.00000000 OU Notional Amount -1355025.44000000 -0.01526529365 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 149800.00000000 JPY -33320.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 891800.00000000 OU Notional Amount -8066833.70000000 -0.09087843050 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 891800.00000000 JPY -43463.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1000.00000000 OU Notional Amount -366860.36000000 -0.00413293430 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keyence Corp. Keyence Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1000.00000000 JPY 7476.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22300.00000000 OU Notional Amount -8180986.13000000 -0.09216443615 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 22300.00000000 JPY 259796.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28200.00000000 OU Notional Amount 1247848.22000000 0.014057868547 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kinden Corp. Kinden Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 28200.00000000 JPY -119246.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68800.00000000 OU Notional Amount 3044395.66000000 0.034297211237 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kinden Corp. Kinden Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 68800.00000000 JPY -266282.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15600.00000000 OU Notional Amount -690299.02000000 -0.00777669329 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinden Corp. Kinden Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY 69973.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7400.00000000 OU Notional Amount -327449.53000000 -0.00368894419 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinden Corp. Kinden Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY 26764.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5500.00000000 OU Notional Amount 114146.03000000 0.001285933544 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kintetsu Group Holdings Co. Ltd. Kintetsu Group Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY 1466.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 236200.00000000 OU Notional Amount 3672258.71000000 0.041370520380 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 236200.00000000 JPY -48408.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 197600.00000000 OU Notional Amount -3072135.15000000 -0.03460971567 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 197600.00000000 JPY 20197.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 131100.00000000 OU Notional Amount 3904821.29000000 0.043990497815 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 131100.00000000 JPY 207.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28200.00000000 OU Notional Amount 839938.68000000 0.009462486993 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 28200.00000000 JPY 44.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30900.00000000 OU Notional Amount 920358.34000000 0.010368469780 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kissei Pharmaceutical Co. Ltd. Kissei Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 30900.00000000 JPY -13839.71000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4300.00000000 OU Notional Amount -105013.57000000 -0.00118305010 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 4300.00000000 JPY -9876.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53000.00000000 OU Notional Amount -1294353.33000000 -0.01458178060 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 53000.00000000 JPY -81749.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4400.00000000 OU Notional Amount -93890.62000000 -0.00105774241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komeri Co. Ltd. Komeri Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY 6361.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28000.00000000 OU Notional Amount -597485.77000000 -0.00673108818 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Komeri Co. Ltd. Komeri Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 28000.00000000 JPY 24708.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15600.00000000 OU Notional Amount -332884.93000000 -0.00375017771 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Komeri Co. Ltd. Komeri Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY -2742.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 741300.00000000 OU Notional Amount -28373397.57000000 -0.31964584064 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 741300.00000000 JPY -1676063.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 543200.00000000 OU Notional Amount -20791082.64000000 -0.23422584736 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 543200.00000000 JPY -1336632.78000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 167800.00000000 OU Notional Amount -6422576.71000000 -0.07235474449 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 -941494.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29200.00000000 OU Notional Amount -4263877.52000000 -0.04803551322 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 29200.00000000 JPY -258759.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1000.00000000 OU Notional Amount -146023.20000000 -0.00164505179 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 -8861.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69600.00000000 OU Notional Amount -10163214.92000000 -0.11449560697 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 69600.00000000 JPY -1067157.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5700.00000000 OU Notional Amount -832332.26000000 -0.00937679543 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 5700.00000000 JPY -35735.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16100.00000000 OU Notional Amount -2350973.57000000 -0.02648533441 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 -142672.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31400.00000000 OU Notional Amount -4585128.57000000 -0.05165462728 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 31400.00000000 JPY -534404.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24100.00000000 OU Notional Amount -3519159.19000000 -0.03964574897 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 24100.00000000 JPY -410163.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79300.00000000 OU Notional Amount -347115.09000000 -0.00391049025 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konica Minolta, Inc. Konica Minolta, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 79300.00000000 JPY -5048.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2603700.00000000 OU Notional Amount 30744085.72000000 0.346353273364 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 2603700.00000000 JPY -405329.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1152400.00000000 OU Notional Amount 17656680.04000000 0.198914646032 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 1152400.00000000 JPY 287763.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1487300.00000000 OU Notional Amount 22787903.70000000 0.256721410143 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kubota Corp. Kubota Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1487300.00000000 JPY 566500.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 58800.00000000 OU Notional Amount 659919.66000000 0.007434448904 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 58800.00000000 JPY 27239.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1185600.00000000 OU Notional Amount 13306135.11000000 0.149902764816 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kumagai Gumi Co. Ltd. Kumagai Gumi Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1185600.00000000 JPY 1009009.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 96700.00000000 OU Notional Amount -439920.33000000 -0.00495600512 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 96700.00000000 JPY -15682.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 231200.00000000 OU Notional Amount -1051805.38000000 -0.01184931110 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 231200.00000000 JPY -37495.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 164200.00000000 OU Notional Amount -747000.19000000 -0.00841547097 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 164200.00000000 JPY -17406.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 433000.00000000 OU Notional Amount -1969860.42000000 -0.02219183262 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 433000.00000000 JPY -45901.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 215600.00000000 OU Notional Amount -980835.81000000 -0.01104979008 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 215600.00000000 JPY -22855.50000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 18800.00000000 OU Notional Amount -85527.43000000 -0.00096352533 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 18800.00000000 JPY -3001.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4600.00000000 OU Notional Amount -270238.65000000 -0.00304442427 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 4600.00000000 JPY -11888.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3500.00000000 OU Notional Amount -205616.36000000 -0.00231640973 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 3500.00000000 JPY -9045.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2200.00000000 OU Notional Amount -129244.57000000 -0.00145602898 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 2200.00000000 JPY -5685.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3300.00000000 OU Notional Amount -193866.85000000 -0.00218404341 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 459.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6700.00000000 OU Notional Amount -393608.46000000 -0.00443427005 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 6700.00000000 JPY 932.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3600.00000000 OU Notional Amount -211491.11000000 -0.00238259283 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kurabo Industries Ltd. Kurabo Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -14702.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1100.00000000 OU Notional Amount -64622.28000000 -0.00072801443 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 1100.00000000 JPY 153.03000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 169600.00000000 OU Notional Amount 1830918.37000000 0.020626554859 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kuraray Co. Ltd. Kuraray Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 169600.00000000 JPY 20923.69000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 684500.00000000 OU Notional Amount 19439297.77000000 0.218997060958 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kureha Corp. Kureha Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 684500.00000000 JPY 970531.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19700.00000000 OU Notional Amount 218777.31000000 0.002464676886 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kurimoto Ltd. Kurimoto Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 19700.00000000 JPY -13730.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31500.00000000 OU Notional Amount -1575622.81000000 -0.01775047476 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 31500.00000000 JPY -49807.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5800.00000000 OU Notional Amount -290114.68000000 -0.00326834142 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY -12475.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 192600.00000000 OU Notional Amount -5225816.26000000 -0.05887241481 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 192600.00000000 JPY -156755.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 60400.00000000 OU Notional Amount -1638833.34000000 -0.01846258486 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 60400.00000000 JPY -49159.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 730300.00000000 OU Notional Amount 10956548.73000000 0.123433058051 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 730300.00000000 JPY 495413.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1302800.00000000 OU Notional Amount 19545654.78000000 0.220195245835 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1302800.00000000 JPY 1322557.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 845900.00000000 OU Notional Amount 14113187.12000000 0.158994760850 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 845900.00000000 JPY -443404.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 140200.00000000 OU Notional Amount 2339128.54000000 0.026351892003 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 EXEO Group, Inc. EXEO Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 140200.00000000 JPY -45772.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6700.00000000 OU Notional Amount -108768.46000000 -0.00122535151 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyowa Kirin Co. Ltd. Kyowa Kirin Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY -363.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21100.00000000 OU Notional Amount -234883.23000000 -0.00264612115 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 2723.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15700.00000000 OU Notional Amount -174770.93000000 -0.00196891474 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 2026.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 590900.00000000 OU Notional Amount -6577843.65000000 -0.07410393337 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 590900.00000000 JPY 77426.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 264900.00000000 OU Notional Amount -2948842.08000000 -0.03322073443 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 264900.00000000 JPY 34710.37000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 21000.00000000 OU Notional Amount -233770.04000000 -0.00263358030 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 -4918.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59800.00000000 OU Notional Amount -13738295.77000000 -0.15477135191 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 59800.00000000 JPY 879565.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56600.00000000 OU Notional Amount -13003136.13000000 -0.14648927288 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lasertec Corp. Lasertec Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 56600.00000000 JPY 832498.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19800.00000000 OU Notional Amount -1065100.85000000 -0.01199909371 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 19800.00000000 JPY 88115.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79200.00000000 OU Notional Amount -4260403.40000000 -0.04799637487 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 79200.00000000 JPY -126447.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26100.00000000 OU Notional Amount -1403996.57000000 -0.01581698711 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 26100.00000000 JPY -41670.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 458500.00000000 OU Notional Amount 6276136.16000000 0.070704990966 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 EDION Corp. EDION Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 458500.00000000 JPY 173903.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 291700.00000000 OU Notional Amount 10872398.23000000 0.122485044784 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 291700.00000000 JPY -49252.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35260.00000000 OU Notional Amount 27752508.92000000 0.312651102916 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 35260.00000000 JPY 869095.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 453200.00000000 OU Notional Amount 7479147.07000000 0.084257736374 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 453200.00000000 JPY 460253.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22700.00000000 OU Notional Amount 374617.47000000 0.004220323485 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Life Corp. Life Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 22700.00000000 JPY -3927.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 100.00000000 OU Notional Amount 1070.69000000 0.000012062059 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 16.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 203300.00000000 OU Notional Amount -2176712.97000000 -0.02452216888 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lion Corp. Lion Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 203300.00000000 JPY 30961.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 178.00000000 OU Notional Amount 119210.31000000 0.001342986142 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orix JREIT, Inc. Orix JREIT, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 178.00000000 JPY 2146.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6370.00000000 OU Notional Amount -4319965.09000000 -0.04866737828 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Prime Realty Investment Corp. Japan Prime Realty Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6370.00000000 JPY -74370.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17300.00000000 OU Notional Amount -628332.26000000 -0.00707859511 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 -21238.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65900.00000000 OU Notional Amount -2393473.75000000 -0.02696412817 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 65900.00000000 JPY -80901.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 677800.00000000 OU Notional Amount -10967729.47000000 -0.12355901677 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 677800.00000000 JPY 95971.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 220100.00000000 OU Notional Amount -3561518.53000000 -0.04012295607 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 220100.00000000 JPY 83904.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24900.00000000 OU Notional Amount -402916.00000000 -0.00453912589 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 24900.00000000 JPY 14157.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1904300.00000000 OU Notional Amount -25637930.34000000 -0.28882892067 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 1904300.00000000 JPY 392970.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 867800.00000000 OU Notional Amount -11683346.09000000 -0.13162093024 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 867800.00000000 JPY 177427.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 192800.00000000 OU Notional Amount -2595700.77000000 -0.02924235466 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 192800.00000000 JPY 43616.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158500.00000000 OU Notional Amount -4187471.60000000 -0.04717474798 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NS Solutions Corp. NS Solutions Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 158500.00000000 JPY 392262.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35100.00000000 OU Notional Amount -927320.21000000 -0.01044690003 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NS Solutions Corp. NS Solutions Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 35100.00000000 JPY 86866.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2670400.00000000 OU Notional Amount 20687349.51000000 0.233057222298 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sohgo Security Services Co. Ltd. Sohgo Security Services Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2670400.00000000 JPY -712579.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1973600.00000000 OU Notional Amount -5208208.93000000 -0.05867405613 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 1973600.00000000 JPY -76151.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 334100.00000000 OU Notional Amount -881669.34000000 -0.00993261158 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 334100.00000000 JPY -12891.25000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12100.00000000 OU Notional Amount 113666.12000000 0.001280527028 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mabuchi Motor Co. Ltd. Mabuchi Motor Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 12100.00000000 JPY 1909.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7600.00000000 OU Notional Amount 264066.11000000 0.002974886370 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Makita Corp. Makita Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 7600.00000000 JPY 26533.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60200.00000000 OU Notional Amount -2091681.56000000 -0.02356423156 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 60200.00000000 JPY -215234.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74200.00000000 OU Notional Amount -2578119.13000000 -0.02904428539 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Makita Corp. Makita Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 74200.00000000 JPY -308727.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 147200.00000000 OU Notional Amount -5114543.61000000 -0.05761885187 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Makita Corp. Makita Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 147200.00000000 JPY -612462.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36100.00000000 OU Notional Amount -1254314.02000000 -0.01413071023 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 36100.00000000 JPY -150202.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 659800.00000000 OU Notional Amount 23218657.30000000 0.261574145746 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 659800.00000000 JPY 1767590.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272300.00000000 OU Notional Amount -11274305.84000000 -0.12701281046 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 272300.00000000 JPY -17268.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 125500.00000000 OU Notional Amount -5196200.45000000 -0.05853877234 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Takeuchi Manufacturing Co. Ltd. Takeuchi Manufacturing Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 125500.00000000 JPY 379049.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 107500.00000000 OU Notional Amount -4450928.67000000 -0.05014277309 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Takeuchi Manufacturing Co. Ltd. Takeuchi Manufacturing Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 107500.00000000 JPY -6817.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219400.00000000 OU Notional Amount -12685404.05000000 -0.14290980244 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 219400.00000000 JPY -28776.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 673400.00000000 OU Notional Amount -22321962.97000000 -0.25147226731 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 673400.00000000 JPY -491484.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 117400.00000000 OU Notional Amount -3891592.59000000 -0.04384146741 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 -85685.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 130600.00000000 OU Notional Amount -4329148.15000000 -0.04877083177 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 130600.00000000 JPY -81369.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 579200.00000000 OU Notional Amount -19199407.42000000 -0.21629453115 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 579200.00000000 JPY -346723.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 953300.00000000 OU Notional Amount -31600129.65000000 -0.35599719707 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 953300.00000000 JPY -3875710.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 102100.00000000 OU Notional Amount -3384425.93000000 -0.03812788612 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 102100.00000000 JPY -430892.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 294300.00000000 OU Notional Amount -9755500.00000000 -0.10990241795 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 294300.00000000 JPY -228456.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 149500.00000000 OU Notional Amount -4955648.15000000 -0.05582878521 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 149500.00000000 JPY -116197.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102700.00000000 OU Notional Amount 1017640.93000000 0.011464425074 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maruichi Steel Tube Ltd. Maruichi Steel Tube Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 102700.00000000 JPY -12632.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38700.00000000 OU Notional Amount 383473.26000000 0.004320090051 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maruichi Steel Tube Ltd. Maruichi Steel Tube Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 38700.00000000 JPY -365.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 77000.00000000 OU Notional Amount 762982.98000000 0.008595528097 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Maruichi Steel Tube Ltd. Maruichi Steel Tube Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 77000.00000000 JPY 13712.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61600.00000000 OU Notional Amount 610386.38000000 0.006876422433 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Maruichi Steel Tube Ltd. Maruichi Steel Tube Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 61600.00000000 JPY 7537.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1403600.00000000 OU Notional Amount 27468320.24000000 0.309449521953 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 1403600.00000000 JPY 369024.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4900.00000000 OU Notional Amount -266566.85000000 -0.00300305892 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 4900.00000000 JPY -6810.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3100.00000000 OU Notional Amount -168644.33000000 -0.00189989438 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 3100.00000000 JPY -4308.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2300.00000000 OU Notional Amount -125123.22000000 -0.00140959914 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 2300.00000000 JPY -3196.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000.00000000 OU Notional Amount -489612.58000000 -0.00551582250 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 9000.00000000 JPY -23821.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3600.00000000 OU Notional Amount -195845.03000000 -0.00220632897 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Maruzen Showa Unyu Co. Ltd. Maruzen Showa Unyu Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -5707.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1700.00000000 OU Notional Amount -522677.17000000 -0.00588831785 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 -16893.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79100.00000000 OU Notional Amount -24319861.19000000 -0.27397996504 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 79100.00000000 JPY -786059.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2000.00000000 OU Notional Amount -614914.32000000 -0.00692743279 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 -19875.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8700.00000000 OU Notional Amount -2674877.27000000 -0.03013433239 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 112373.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52300.00000000 OU Notional Amount -16080009.36000000 -0.18115236628 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 52300.00000000 JPY -519733.27000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5500.00000000 OU Notional Amount -1691014.37000000 -0.01905044006 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -149220.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4200.00000000 OU Notional Amount -1291320.06000000 -0.01454760872 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 54249.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10400.00000000 OU Notional Amount -3197554.44000000 -0.03602265024 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 10400.00000000 JPY 134231.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34900.00000000 OU Notional Amount -478503.22000000 -0.00539066791 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 34900.00000000 JPY 21184.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48600.00000000 OU Notional Amount -666339.72000000 -0.00750677529 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 48600.00000000 JPY -739.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 226600.00000000 OU Notional Amount -2764554.87000000 -0.03114461224 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Matsuya Co. Ltd. Matsuya Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 226600.00000000 JPY -176036.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 121700.00000000 OU Notional Amount -1484758.73000000 -0.01672682840 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Matsuya Co. Ltd. Matsuya Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 121700.00000000 JPY -40704.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26300.00000000 OU Notional Amount -1112129.19000000 -0.01252890031 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 26300.00000000 JPY 4996.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20700.00000000 OU Notional Amount -875326.02000000 -0.00986114971 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 20700.00000000 JPY 7367.41000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6200.00000000 OU Notional Amount 242980.32000000 0.002737340442 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Meidensha Corp. Meidensha Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 6200.00000000 JPY 6055.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 46500.00000000 OU Notional Amount 1040152.74000000 0.011718036099 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 46500.00000000 JPY -44050.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 163000.00000000 OU Notional Amount 3646126.80000000 0.041076126438 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 163000.00000000 JPY -94519.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96800.00000000 OU Notional Amount 1590416.97000000 0.017917141156 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 96800.00000000 JPY 19646.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99200.00000000 OU Notional Amount -2269416.13000000 -0.02556653375 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 99200.00000000 JPY 25256.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 910800.00000000 OU Notional Amount -39545028.66000000 -0.44550194942 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 910800.00000000 JPY -1104404.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 222000.00000000 OU Notional Amount -9638775.10000000 -0.10858743166 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 222000.00000000 JPY -209679.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41000.00000000 OU Notional Amount -1780134.14000000 -0.02005443557 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 41000.00000000 JPY -64044.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77800.00000000 OU Notional Amount -921761.12000000 -0.01038427306 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 77800.00000000 JPY -29227.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27500.00000000 OU Notional Amount -325815.31000000 -0.00367053358 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 27500.00000000 JPY -10331.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85500.00000000 OU Notional Amount -1012989.41000000 -0.01141202250 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 85500.00000000 JPY -47579.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24100.00000000 OU Notional Amount -285532.69000000 -0.00321672216 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 24100.00000000 JPY -13411.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200800.00000000 OU Notional Amount 5421213.68000000 0.061073701159 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 200800.00000000 JPY 55225.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1360900.00000000 OU Notional Amount -49625628.88000000 -0.55906684498 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sojitz Corp. Sojitz Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 1360900.00000000 JPY 253525.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 440700.00000000 OU Notional Amount -16070258.39000000 -0.18104251490 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sojitz Corp. Sojitz Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 440700.00000000 JPY 74563.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 340300.00000000 OU Notional Amount -5625255.93000000 -0.06337237745 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 340300.00000000 JPY -40329.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95400.00000000 OU Notional Amount -1576989.17000000 -0.01776586775 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 95400.00000000 JPY -278.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61400.00000000 OU Notional Amount -1014959.49000000 -0.01143421680 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 61400.00000000 JPY -15093.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32400.00000000 OU Notional Amount -825743.61000000 -0.00930256976 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 32400.00000000 JPY -22082.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 386800.00000000 OU Notional Amount -9857951.51000000 -0.11105660468 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 386800.00000000 JPY -263631.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 359600.00000000 OU Notional Amount 9553251.85000000 0.107623953421 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 359600.00000000 JPY 65706.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 74800.00000000 OU Notional Amount 1987161.40000000 0.022386740066 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 74800.00000000 JPY 18454.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 608700.00000000 OU Notional Amount 5199487.99000000 0.058575808744 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mitsubishi Logistics Corp. Mitsubishi Logistics Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 608700.00000000 JPY 367427.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11000.00000000 OU Notional Amount 93961.50000000 0.001058540930 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Logistics Corp. Mitsubishi Logistics Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY 443.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26600.00000000 OU Notional Amount 227216.00000000 0.002559744533 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsubishi Logistics Corp. Mitsubishi Logistics Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 26600.00000000 JPY 877.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 71300.00000000 OU Notional Amount 2228972.83000000 0.025110912158 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 71300.00000000 JPY -5187.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 515000.00000000 OU Notional Amount 16099873.86000000 0.181376153545 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 515000.00000000 JPY 410102.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34400.00000000 OU Notional Amount 1075409.05000000 0.012115222682 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 34400.00000000 JPY -6575.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 835600.00000000 OU Notional Amount 24603348.35000000 0.277173642903 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 835600.00000000 JPY -168257.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 556000.00000000 OU Notional Amount 16370825.37000000 0.184428608683 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 556000.00000000 JPY -111956.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49700.00000000 OU Notional Amount 1463363.35000000 0.016485794731 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsubishi Heavy Industries Ltd. Mitsubishi Heavy Industries Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 49700.00000000 JPY -4041.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50600.00000000 OU Notional Amount -1455463.33000000 -0.01639679557 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsubishi Materials Corp. Mitsubishi Materials Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 50600.00000000 JPY -24803.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 143100.00000000 OU Notional Amount 4674366.40000000 0.052659952821 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 143100.00000000 JPY 38338.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 603300.00000000 OU Notional Amount 19706815.16000000 0.222010828372 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 161631.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6400.00000000 OU Notional Amount -835256.56000000 -0.00940973969 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY 71004.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 991100.00000000 OU Notional Amount 14481030.91000000 0.163138774170 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 991100.00000000 JPY 540950.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 517600.00000000 OU Notional Amount 7562689.53000000 0.085198899652 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 517600.00000000 JPY 282510.28000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 59400.00000000 OU Notional Amount 867897.52000000 0.009777462557 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 59400.00000000 JPY 100420.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98100.00000000 OU Notional Amount 1433345.91000000 0.016147627622 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 98100.00000000 JPY 53502.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 55500.00000000 OU Notional Amount -2466366.51000000 -0.02778531525 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 42669.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2900.00000000 OU Notional Amount -128873.21000000 -0.00145184535 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 2229.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8600.00000000 OU Notional Amount -382175.71000000 -0.00430547225 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 6611.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15100.00000000 OU Notional Amount -671029.45000000 -0.00755960833 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 11609.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17400.00000000 OU Notional Amount -773239.23000000 -0.00871107180 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 13377.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200100.00000000 OU Notional Amount -8892251.15000000 -0.10017732585 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 200100.00000000 JPY -835965.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32200.00000000 OU Notional Amount -1430936.97000000 -0.01612048925 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 32200.00000000 JPY -134523.19000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37700.00000000 OU Notional Amount -1675351.67000000 -0.01887398897 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 -163364.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21900.00000000 OU Notional Amount -973214.89000000 -0.01096393517 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 21900.00000000 JPY -91492.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8200.00000000 OU Notional Amount -364400.10000000 -0.00410521778 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 -35532.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 839500.00000000 OU Notional Amount -4059406.31000000 -0.04573200439 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 839500.00000000 JPY 152929.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 43400.00000000 OU Notional Amount 1360370.32000000 0.015325507403 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsui OSK Lines Ltd. Mitsui OSK Lines Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 43400.00000000 JPY 39867.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219500.00000000 OU Notional Amount -6880213.96000000 -0.07751034290 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 219500.00000000 JPY -299647.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2440100.00000000 OU Notional Amount 27980387.07000000 0.315218307025 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 2440100.00000000 JPY -217883.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1534200.00000000 OU Notional Amount 17592520.74000000 0.198191847385 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1534200.00000000 JPY -364793.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26700.00000000 OU Notional Amount 306166.28000000 0.003449173744 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 26700.00000000 JPY -2233.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7900.00000000 OU Notional Amount 90588.52000000 0.001020541990 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 7900.00000000 JPY -2725.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9600.00000000 OU Notional Amount 224554.50000000 0.002529760905 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mitsui-Soko Holdings Co. Ltd. Mitsui-Soko Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 9600.00000000 JPY -4097.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 133800.00000000 OU Notional Amount -3129728.29000000 -0.03525854201 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 133800.00000000 JPY 47331.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154800.00000000 OU Notional Amount -3620941.25000000 -0.04079239389 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 154800.00000000 JPY 17503.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72000.00000000 OU Notional Amount -1491711.89000000 -0.01680516053 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 72000.00000000 JPY 76317.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 131800.00000000 OU Notional Amount -2730661.49000000 -0.03076278000 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 131800.00000000 JPY 139703.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2000.00000000 OU Notional Amount -41436.44000000 -0.00046680999 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 2000.00000000 JPY 2119.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 116800.00000000 OU Notional Amount -2419888.18000000 -0.02726170489 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 16516.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105100.00000000 OU Notional Amount -2177485.00000000 -0.02453086633 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 105100.00000000 JPY 14862.26000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12400.00000000 OU Notional Amount -256905.94000000 -0.00289422213 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mizuno Corp. Mizuno Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY 20387.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40100.00000000 OU Notional Amount -830800.65000000 -0.00935954079 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 40100.00000000 JPY 5670.57000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 600.00000000 OU Notional Amount -12430.93000000 -0.00014004297 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 600.00000000 JPY 986.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 718900.00000000 OU Notional Amount 3213670.02000000 0.036204203340 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 718900.00000000 JPY 96500.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24400.00000000 OU Notional Amount -59983.12000000 -0.00067575110 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 24400.00000000 JPY 476.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 207500.00000000 OU Notional Amount -510102.34000000 -0.00574665374 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 207500.00000000 JPY -5830.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 770700.00000000 OU Notional Amount -1894630.71000000 -0.02134431819 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 770700.00000000 JPY -9775.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 503200.00000000 OU Notional Amount -1237028.90000000 -0.01393598146 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mitsubishi Motors Corp. Mitsubishi Motors Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 503200.00000000 JPY -28457.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 339100.00000000 OU Notional Amount 18207004.70000000 0.205114431875 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 339100.00000000 JPY 1030241.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1307600.00000000 OU Notional Amount 23076839.79000000 0.259976473945 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 1307600.00000000 JPY -229537.39000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 483400.00000000 OU Notional Amount 8531159.65000000 0.096109381728 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 483400.00000000 JPY 212712.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 944200.00000000 OU Notional Amount 16663469.05000000 0.187725441037 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 944200.00000000 JPY 415481.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19000.00000000 OU Notional Amount 335316.58000000 0.003777571925 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 19000.00000000 JPY -1343.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186600.00000000 OU Notional Amount -3263412.05000000 -0.03676458152 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morinaga & Co. Ltd. Morinaga & Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 186600.00000000 JPY 34503.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 148200.00000000 OU Notional Amount 718182.46000000 0.008090819423 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 148200.00000000 JPY -58105.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 959700.00000000 OU Notional Amount 4650740.24000000 0.052393787877 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 959700.00000000 JPY -372661.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34400.00000000 OU Notional Amount -937125.19000000 -0.01055735987 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 34400.00000000 JPY -22075.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144700.00000000 OU Notional Amount -3941919.03000000 -0.04440842937 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 144700.00000000 JPY -33082.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10700.00000000 OU Notional Amount -291489.52000000 -0.00328382994 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 10700.00000000 JPY -2446.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 16500.00000000 OU Notional Amount -449493.19000000 -0.00506384997 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 16500.00000000 JPY -4300.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 154600.00000000 OU Notional Amount 3140783.94000000 0.035383091514 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 154600.00000000 JPY -172525.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1636600.00000000 OU Notional Amount 33248428.22000000 0.374566414272 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 1636600.00000000 JPY -1167045.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1577200.00000000 OU Notional Amount 32041684.58000000 0.360971617092 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1577200.00000000 JPY 17370.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 152400.00000000 OU Notional Amount 3096089.74000000 0.034879580607 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 152400.00000000 JPY -52122.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 730100.00000000 OU Notional Amount 9394710.26000000 0.105837873355 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 730100.00000000 JPY -85613.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27300.00000000 OU Notional Amount -351288.30000000 -0.00395750433 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 27300.00000000 JPY -4539.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14100.00000000 OU Notional Amount -181434.62000000 -0.00204398579 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 3576.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 299400.00000000 OU Notional Amount -2089112.45000000 -0.02353528877 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 299400.00000000 JPY 239732.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74800.00000000 OU Notional Amount -521929.23000000 -0.00587989179 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 74800.00000000 JPY 59893.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757700.00000000 OU Notional Amount -5286975.62000000 -0.05956141707 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 757700.00000000 JPY 604758.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30000.00000000 OU Notional Amount -209329.90000000 -0.00235824531 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 30000.00000000 JPY 23944.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 824800.00000000 OU Notional Amount 19760538.95000000 0.222616063821 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 824800.00000000 JPY 310468.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10000.00000000 OU Notional Amount 239579.76000000 0.002699030794 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY 1163.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149600.00000000 OU Notional Amount -6540787.57000000 -0.07368647114 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 16736.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90500.00000000 OU Notional Amount -3956826.71000000 -0.04457637464 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 90500.00000000 JPY 10124.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 933900.00000000 OU Notional Amount -40831828.32000000 -0.45999863274 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 933900.00000000 JPY 1141801.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84700.00000000 OU Notional Amount -3703240.02000000 -0.04171954614 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 84700.00000000 JPY 103555.61000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 27100.00000000 OU Notional Amount -1184861.92000000 -0.01334828455 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 6288.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 272500.00000000 OU Notional Amount -11914201.97000000 -0.13422168053 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 272500.00000000 JPY 332795.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 280600.00000000 OU Notional Amount -5099537.71000000 -0.05744980008 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 280600.00000000 JPY -184964.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 311900.00000000 OU Notional Amount 8106479.76000000 0.091325070646 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nagase & Co. Ltd. Nagase & Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 311900.00000000 JPY 94369.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116300.00000000 OU Notional Amount 1838064.85000000 0.020707064872 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 116300.00000000 JPY 19134.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5900.00000000 OU Notional Amount -109254.15000000 -0.00123082315 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nankai Electric Railway Co. Ltd. Nankai Electric Railway Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY 3111.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31400.00000000 OU Notional Amount 1355185.95000000 0.015267101909 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nanto Bank Ltd. Nanto Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 31400.00000000 JPY 122871.99000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3300.00000000 OU Notional Amount 142424.00000000 0.001604504328 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 3300.00000000 JPY 12913.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 502500.00000000 OU Notional Amount -8354290.33000000 -0.09411682717 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 502500.00000000 JPY -359668.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 141000.00000000 OU Notional Amount -2344188.93000000 -0.02640890077 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 141000.00000000 JPY -83465.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 703200.00000000 OU Notional Amount -11691018.83000000 -0.13170736894 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 703200.00000000 JPY -522437.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72200.00000000 OU Notional Amount -2247872.03000000 -0.02532382464 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 72200.00000000 JPY 48365.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79200.00000000 OU Notional Amount -4904500.14000000 -0.05525256770 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 79200.00000000 JPY 360309.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38300.00000000 OU Notional Amount -2371746.91000000 -0.02671936037 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 38300.00000000 JPY 216698.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11800.00000000 OU Notional Amount 136118.06000000 0.001533463576 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nikkiso Co. Ltd. Nikkiso Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 11800.00000000 JPY 9141.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 632700.00000000 OU Notional Amount 7014341.24000000 0.079021378976 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 632700.00000000 JPY -239505.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31900.00000000 OU Notional Amount 604984.28000000 0.006815564060 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 6708.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 585100.00000000 OU Notional Amount 11096435.84000000 0.125008982568 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 585100.00000000 JPY 123041.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 945800.00000000 OU Notional Amount 13122749.74000000 0.147836802479 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Denso Corp. Denso Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 945800.00000000 JPY -130797.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105200.00000000 OU Notional Amount 1459624.94000000 0.016443678971 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 105200.00000000 JPY -2280.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 331300.00000000 OU Notional Amount 4596708.59000000 0.051785084173 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Denso Corp. Denso Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 331300.00000000 JPY -58024.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 407800.00000000 OU Notional Amount 13824273.73000000 0.155739952779 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 407800.00000000 JPY -1357021.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86400.00000000 OU Notional Amount 2928929.01000000 0.032996400000 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 86400.00000000 JPY -296264.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 461600.00000000 OU Notional Amount 15648074.43000000 0.176286322190 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NEC Corp. NEC Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 461600.00000000 JPY -1243139.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 522200.00000000 OU Notional Amount 17702392.69000000 0.199429630479 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NEC Corp. NEC Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 522200.00000000 JPY -998071.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 194400.00000000 OU Notional Amount 6590090.27000000 0.074241899972 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NEC Corp. NEC Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 194400.00000000 JPY -403598.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 847800.00000000 OU Notional Amount 9852831.38000000 0.110998922896 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Kayaku Co. Ltd. Nippon Kayaku Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 847800.00000000 JPY 654287.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5800.00000000 OU Notional Amount 112023.98000000 0.001262027191 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NOF Corp. NOF Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5800.00000000 JPY -3980.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 297000.00000000 OU Notional Amount -1972085.67000000 -0.02221690159 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 9536.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3533500.00000000 OU Notional Amount -23462507.51000000 -0.26432128609 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3533500.00000000 JPY 113462.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68200.00000000 OU Notional Amount -452849.30000000 -0.00510165886 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 2189.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4093400.00000000 OU Notional Amount -27180254.21000000 -0.30620425997 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 4093400.00000000 JPY -466194.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 160500.00000000 OU Notional Amount -1065723.07000000 -0.01200610345 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 160500.00000000 JPY -18279.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 159600.00000000 OU Notional Amount -1059747.05000000 -0.01193877947 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 159600.00000000 JPY 7913.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 302300.00000000 OU Notional Amount -2007277.78000000 -0.02261336492 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 302300.00000000 JPY 14989.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 174200.00000000 OU Notional Amount -1156691.33000000 -0.01303092347 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 174200.00000000 JPY -19839.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 214800.00000000 OU Notional Amount -1426276.10000000 -0.01606798134 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 214800.00000000 JPY -24505.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12000.00000000 OU Notional Amount 114393.99000000 0.001288726984 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nihon Parkerizing Co. Ltd. Nihon Parkerizing Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -2404.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 953400.00000000 OU Notional Amount -28929147.34000000 -0.32590674408 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 953400.00000000 JPY 848639.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7000.00000000 OU Notional Amount -212401.96000000 -0.00239285418 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 6230.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10100.00000000 OU Notional Amount -306465.69000000 -0.00345254680 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 8990.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 173100.00000000 OU Notional Amount -5252397.11000000 -0.05917186637 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 -175423.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 210700.00000000 OU Notional Amount -6393299.08000000 -0.07202491185 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nippon Sanso Holdings Corp. Nippon Sanso Holdings Corp. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 210700.00000000 JPY 187548.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 20100.00000000 OU Notional Amount -609897.06000000 -0.00687090990 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 17331.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1559700.00000000 OU Notional Amount 22311135.89000000 0.251350292812 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 1559700.00000000 JPY -753602.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 654100.00000000 OU Notional Amount 9356744.24000000 0.105410160024 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 654100.00000000 JPY -316042.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50400.00000000 OU Notional Amount 720959.96000000 0.008122109871 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 50400.00000000 JPY -24374.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 289300.00000000 OU Notional Amount 4938489.49000000 0.055635481110 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippn Corp. Nippn Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 289300.00000000 JPY 188141.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147800.00000000 OU Notional Amount 6710348.31000000 0.075596689514 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 147800.00000000 JPY 137520.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 211200.00000000 OU Notional Amount 9588806.25000000 0.108024498194 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 211200.00000000 JPY 196511.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35300.00000000 OU Notional Amount 436117.86000000 0.004913167682 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nichirei Corp. Nichirei Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 35300.00000000 JPY -3329.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121700.00000000 OU Notional Amount -1025937.29000000 -0.01155788927 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 121700.00000000 JPY -91142.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8900.00000000 OU Notional Amount 112946.50000000 0.001272420014 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nisshin Seifun Group, Inc. Nisshin Seifun Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8900.00000000 JPY -269.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 69100.00000000 OU Notional Amount 2571406.61000000 0.028968664237 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 69100.00000000 JPY -10186.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 244500.00000000 OU Notional Amount 9098537.15000000 0.102501279544 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nishimatsu Construction Co. Ltd. Nishimatsu Construction Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 244500.00000000 JPY 46302.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5700.00000000 OU Notional Amount -132269.99000000 -0.00149011242 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nittetsu Mining Co. Ltd. Nittetsu Mining Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 5700.00000000 JPY -22565.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35800.00000000 OU Notional Amount -1307083.42000000 -0.01472519382 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 35800.00000000 JPY -34967.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2800.00000000 OU Notional Amount -267214.83000000 -0.00301035886 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nitto Boseki Co. Ltd. Nitto Boseki Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY 16120.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5900.00000000 OU Notional Amount -563059.82000000 -0.00634325618 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 5900.00000000 JPY 71720.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52600.00000000 OU Notional Amount -2196404.95000000 -0.02474401258 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 52600.00000000 JPY -266738.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18300.00000000 OU Notional Amount -764148.49000000 -0.00860865836 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 18300.00000000 JPY -80164.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105200.00000000 OU Notional Amount -4392809.91000000 -0.04948802528 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 105200.00000000 JPY -355849.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129600.00000000 OU Notional Amount -6501883.05000000 -0.07324818496 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 129600.00000000 JPY 93842.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 71700.00000000 OU Notional Amount -3597106.60000000 -0.04052388016 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nichias Corp. Nichias Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 71700.00000000 JPY -103236.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 336800.00000000 OU Notional Amount 338443.32000000 0.003812796802 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 336800.00000000 JPY -6230.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11740800.00000000 OU Notional Amount 11798085.86000000 0.132913552683 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 11740800.00000000 JPY -68613.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16419200.00000000 OU Notional Amount -16499312.77000000 -0.18587610762 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 16419200.00000000 JPY -312244.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2764800.00000000 OU Notional Amount 19227946.77000000 0.216616046563 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NSK Ltd. NSK Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 2764800.00000000 JPY -125751.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27500.00000000 OU Notional Amount -851193.66000000 -0.00958928208 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 27500.00000000 JPY 24188.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179000.00000000 OU Notional Amount -5540496.89000000 -0.06241750857 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 179000.00000000 JPY -21593.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65500.00000000 OU Notional Amount 2257751.34000000 0.025435121869 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nissan Chemical Corp. Nissan Chemical Corp. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 65500.00000000 JPY 10891.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35600.00000000 OU Notional Amount -327152.06000000 -0.00368559299 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nipro Corp. Nipro Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 35600.00000000 JPY 110.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53400.00000000 OU Notional Amount 1186725.84000000 0.013369282892 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 53400.00000000 JPY -16047.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 107300.00000000 OU Notional Amount -2384563.34000000 -0.02686374627 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 103572.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 308100.00000000 OU Notional Amount -6847008.07000000 -0.07713625571 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 308100.00000000 JPY 252875.34000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1800.00000000 OU Notional Amount -40001.99000000 -0.00045064993 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 1800.00000000 JPY 1477.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14300.00000000 OU Notional Amount 338989.16000000 0.003818946065 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nikkon Holdings Co. Ltd. Nikkon Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 14300.00000000 JPY 13423.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29900.00000000 OU Notional Amount -708795.51000000 -0.00798506897 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 29900.00000000 JPY -56685.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 82800.00000000 OU Notional Amount -1962818.33000000 -0.02211249863 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 82800.00000000 JPY -156975.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 652600.00000000 OU Notional Amount -15470232.43000000 -0.17428280972 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 652600.00000000 JPY -438747.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 137300.00000000 OU Notional Amount -3254770.02000000 -0.03666722311 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 137300.00000000 JPY -93507.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1053700.00000000 OU Notional Amount -13262571.87000000 -0.14941199495 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 -988389.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 612100.00000000 OU Notional Amount -7704299.37000000 -0.08679423190 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 612100.00000000 JPY -170879.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90000.00000000 OU Notional Amount -1132800.10000000 -0.01276177233 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 90000.00000000 JPY -25125.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 651100.00000000 OU Notional Amount -8195179.41000000 -0.09232433321 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 651100.00000000 JPY -610743.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 295400.00000000 OU Notional Amount 2147104.52000000 0.024188609332 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 -14699.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 568400.00000000 OU Notional Amount 4131395.42000000 0.046543011241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamaha Corp. Yamaha Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 568400.00000000 JPY -28285.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 174700.00000000 OU Notional Amount -3570332.46000000 -0.04022225106 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 -38781.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 881300.00000000 OU Notional Amount -18011070.41000000 -0.20290709732 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 881300.00000000 JPY 750763.09000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1004200.00000000 OU Notional Amount -20522769.67000000 -0.23120311719 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1004200.00000000 JPY -1608821.71000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19600.00000000 OU Notional Amount -400563.92000000 -0.00451262809 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 -23573.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5900.00000000 OU Notional Amount 114905.63000000 0.001294490961 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 NOK Corp. NOK Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -3683.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16200.00000000 OU Notional Amount 262361.11000000 0.002955678372 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Seiki Co. Ltd. Nippon Seiki Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 16200.00000000 JPY -11251.61000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 603100.00000000 OU Notional Amount 2513149.35000000 0.028312356130 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 603100.00000000 JPY -40193.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20500.00000000 OU Notional Amount 85424.58000000 0.000962366654 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Steel Corp. Nippon Steel Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY -108.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3227400.00000000 OU Notional Amount -13448745.16000000 -0.15150936512 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 3227400.00000000 JPY 242453.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 768500.00000000 OU Notional Amount -3202379.83000000 -0.03607701158 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 57732.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 25200.00000000 OU Notional Amount 1095947.46000000 0.012346601998 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Electric Glass Co. Ltd. Nippon Electric Glass Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 25200.00000000 JPY 106314.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7000.00000000 OU Notional Amount 304429.85000000 0.003429611666 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nippon Electric Glass Co. Ltd. Nippon Electric Glass Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY 29531.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 387700.00000000 OU Notional Amount 12875265.28000000 0.145048719801 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 387700.00000000 JPY 36128.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4139800.00000000 OU Notional Amount -10090198.85000000 -0.11367303072 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 4139800.00000000 JPY 596358.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1949000.00000000 OU Notional Amount -4750422.14000000 -0.05351677304 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 1949000.00000000 JPY 276160.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 632700.00000000 OU Notional Amount -1542120.11000000 -0.01737304380 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 134896.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1595800.00000000 OU Notional Amount -3889545.23000000 -0.04381840249 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nissan Motor Co. Ltd. Nissan Motor Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 1595800.00000000 JPY 229759.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1525600.00000000 OU Notional Amount 14144797.46000000 0.159350873074 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 1525600.00000000 JPY 450988.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3555900.00000000 OU Notional Amount 32224764.27000000 0.363034135734 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 3555900.00000000 JPY 501306.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1450200.00000000 OU Notional Amount 13142201.17000000 0.148055936217 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 204447.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 531700.00000000 OU Notional Amount 4818444.60000000 0.054283092850 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 531700.00000000 JPY 18451.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15600.00000000 OU Notional Amount -417340.74000000 -0.00470163050 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 15600.00000000 JPY -4834.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 176500.00000000 OU Notional Amount -4721835.91000000 -0.05319472950 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 176500.00000000 JPY 17348.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23400.00000000 OU Notional Amount -626011.11000000 -0.00705244576 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 23400.00000000 JPY 1671.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6800.00000000 OU Notional Amount -181917.76000000 -0.00204942870 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 6800.00000000 JPY -2993.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8900.00000000 OU Notional Amount 199193.76000000 0.002244054724 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HI-LEX Corp. HI-LEX Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 8900.00000000 JPY -3217.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31700.00000000 OU Notional Amount -778062.93000000 -0.00876541410 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nohmi Bosai Ltd. Nohmi Bosai Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 31700.00000000 JPY 19774.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108900.00000000 OU Notional Amount -2672903.89000000 -0.03011210091 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nohmi Bosai Ltd. Nohmi Bosai Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 108900.00000000 JPY 97219.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52500.00000000 OU Notional Amount 1725405.27000000 0.019437877209 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 52500.00000000 JPY 39136.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 190000.00000000 OU Notional Amount 6244323.84000000 0.070346603298 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 190000.00000000 JPY 141452.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38700.00000000 OU Notional Amount 1271870.17000000 0.014328492337 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nippon Yusen KK Nippon Yusen KK Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 38700.00000000 JPY 9183.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1604400.00000000 OU Notional Amount 19605513.76000000 0.220869598419 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 1604400.00000000 JPY -39373.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1008200.00000000 OU Notional Amount -24230900.27000000 -0.27297775908 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 1008200.00000000 JPY -292195.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81400.00000000 OU Notional Amount -1391449.39000000 -0.01567563450 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 81400.00000000 JPY -49705.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 500.00000000 OU Notional Amount -8546.99000000 -0.00009628772 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 500.00000000 JPY -305.32000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1180100.00000000 OU Notional Amount -20172597.37000000 -0.22725818536 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1180100.00000000 JPY -421560.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 789800.00000000 OU Notional Amount -13500819.77000000 -0.15209602142 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 789800.00000000 JPY -282136.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16800.00000000 OU Notional Amount -287178.74000000 -0.00323526604 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 16800.00000000 JPY -5296.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49000.00000000 OU Notional Amount -837604.67000000 -0.00943619276 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 49000.00000000 JPY -15422.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 305900.00000000 OU Notional Amount 2703808.98000000 0.030460268010 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 305900.00000000 JPY 466.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 544700.00000000 OU Notional Amount 4814530.08000000 0.054238993089 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 544700.00000000 JPY -4585.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57400.00000000 OU Notional Amount 1398903.99000000 0.015759615702 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 57400.00000000 JPY 11362.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1255600.00000000 OU Notional Amount -21981043.17000000 -0.24763157126 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 1255600.00000000 JPY 77544.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1876300.00000000 OU Notional Amount -32847269.28000000 -0.37004708287 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Oriental Land Co. Ltd. Oriental Land Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1876300.00000000 JPY 1230829.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 611500.00000000 OU Notional Amount 1465603.04000000 0.016511026380 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 611500.00000000 JPY -9135.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3470300.00000000 OU Notional Amount 8317387.10000000 0.093701086906 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 3470300.00000000 JPY -52226.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2540900.00000000 OU Notional Amount 6089862.23000000 0.068606487013 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 2540900.00000000 JPY -37959.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2906200.00000000 OU Notional Amount 6965389.27000000 0.078469901362 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NTN Corp. NTN Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2906200.00000000 JPY 172035.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31700.00000000 OU Notional Amount -535306.64000000 -0.00603059751 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 31700.00000000 JPY -33066.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 55500.00000000 OU Notional Amount -937208.79000000 -0.01055830169 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 -35911.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 571500.00000000 OU Notional Amount -9650717.56000000 -0.10872197168 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 571500.00000000 JPY -369794.18000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 142700.00000000 OU Notional Amount -2409724.23000000 -0.02714720101 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 OSG Corp. OSG Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 142700.00000000 JPY -254132.36000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8100.00000000 OU Notional Amount -136781.82000000 -0.00154094128 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 8100.00000000 JPY -14425.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 207000.00000000 OU Notional Amount -2217210.61000000 -0.02497840265 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Odakyu Electric Railway Co. Ltd. Odakyu Electric Railway Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 207000.00000000 JPY 25986.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 313500.00000000 OU Notional Amount 7076736.75000000 0.079724307316 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 313500.00000000 JPY -37259.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 354000.00000000 OU Notional Amount 7990956.33000000 0.090023619743 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 -42073.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 532100.00000000 OU Notional Amount 12011265.15000000 0.135315164023 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 -63240.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 434100.00000000 OU Notional Amount 9799079.50000000 0.110393370994 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 -51593.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103100.00000000 OU Notional Amount 2327309.60000000 0.026218743514 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 -12253.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114900.00000000 OU Notional Amount 2593674.81000000 0.029219530828 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 -13656.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 704400.00000000 OU Notional Amount 15900648.70000000 0.179131745078 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 704400.00000000 JPY -180836.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 253500.00000000 OU Notional Amount 5722337.37000000 0.064466066658 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 -30128.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 143100.00000000 OU Notional Amount 3230242.52000000 0.036390903953 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 -17007.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 443600.00000000 OU Notional Amount 10013526.07000000 0.112809259115 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 443600.00000000 JPY 529790.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 543600.00000000 OU Notional Amount 12270858.37000000 0.138239660211 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 543600.00000000 JPY 703427.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 451400.00000000 OU Notional Amount 5956229.82000000 0.067101025994 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 451400.00000000 JPY -294996.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 120600.00000000 OU Notional Amount 1591318.82000000 0.017927301117 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 120600.00000000 JPY -78813.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 896100.00000000 OU Notional Amount -5308017.73000000 -0.05979847091 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oji Holdings Corp. Oji Holdings Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 896100.00000000 JPY -81004.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 301700.00000000 OU Notional Amount -7487832.24000000 -0.08435558078 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 301700.00000000 JPY 43242.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42400.00000000 OU Notional Amount 1765805.65000000 0.019893015280 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Okumura Corp. Okumura Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 42400.00000000 JPY -14549.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 109700.00000000 OU Notional Amount 1683684.20000000 0.018967860657 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 109700.00000000 JPY 13066.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46100.00000000 OU Notional Amount 707546.42000000 0.007970997116 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 46100.00000000 JPY 5490.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 21100.00000000 OU Notional Amount -120829.49000000 -0.00136122731 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Okasan Securities Group, Inc. Okasan Securities Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 21100.00000000 JPY -11733.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1250400.00000000 OU Notional Amount -14935408.54000000 -0.16825765072 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 1250400.00000000 JPY -63035.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215000.00000000 OU Notional Amount -2568068.49000000 -0.02893105801 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympus Corp. Olympus Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 215000.00000000 JPY -10838.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 900.00000000 OU Notional Amount 22963.27000000 0.000258697032 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Omron Corp. Omron Corp. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -114.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 162000.00000000 OU Notional Amount 4133387.83000000 0.046565457110 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Omron Corp. Omron Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 162000.00000000 JPY -2551.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 112900.00000000 OU Notional Amount 2880614.11000000 0.032452099417 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Omron Corp. Omron Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 112900.00000000 JPY 19853.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 98600.00000000 OU Notional Amount 1468977.05000000 0.016549036923 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 98600.00000000 JPY 53169.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1941300.00000000 OU Notional Amount 28922161.76000000 0.325828046720 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 1941300.00000000 JPY 1108971.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1775600.00000000 OU Notional Amount 26453505.60000000 0.298016936979 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 1775600.00000000 JPY 1081387.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 176200.00000000 OU Notional Amount 2625088.81000000 0.029573431146 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 95014.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 171700.00000000 OU Notional Amount 2558046.24000000 0.028818150479 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 92588.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2029300.00000000 OU Notional Amount 30233216.33000000 0.340597978277 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 2029300.00000000 JPY 1143480.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10500.00000000 OU Notional Amount 213792.39000000 0.002408518333 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ohsho Food Service Corp. Ohsho Food Service Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 10500.00000000 JPY -263.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16000.00000000 OU Notional Amount -113746.41000000 -0.00128143155 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Orient Corp. Orient Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 16000.00000000 JPY -1929.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 607700.00000000 OU Notional Amount 18519895.48000000 0.208639361738 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 607700.00000000 JPY 427741.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29900.00000000 OU Notional Amount 911214.21000000 0.010265454866 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ORIX Corp. ORIX Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 29900.00000000 JPY 4247.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48200.00000000 OU Notional Amount -1809556.05000000 -0.02038589363 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 -118781.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158200.00000000 OU Notional Amount -5939248.26000000 -0.06690971703 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 158200.00000000 JPY -233903.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 257700.00000000 OU Notional Amount -9674742.59000000 -0.10899263017 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 257700.00000000 JPY -381017.52000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37700.00000000 OU Notional Amount -1415358.15000000 -0.01594498313 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 -114736.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9700.00000000 OU Notional Amount -364163.77000000 -0.00410255536 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 9700.00000000 JPY -1081.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10600.00000000 OU Notional Amount -397952.16000000 -0.00448320481 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY 595.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 92500.00000000 OU Notional Amount -1344349.72000000 -0.01514502432 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 92500.00000000 JPY -23712.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 572500.00000000 OU Notional Amount -8320434.74000000 -0.09373542066 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 572500.00000000 JPY -226519.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56300.00000000 OU Notional Amount 4245063.94000000 0.047823565307 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daihen Corp. Daihen Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 56300.00000000 JPY -4797.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 387300.00000000 OU Notional Amount -5397285.93000000 -0.06080413859 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 387300.00000000 JPY 156671.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263800.00000000 OU Notional Amount -3676230.38000000 -0.04141526397 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 263800.00000000 JPY 144074.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 175200.00000000 OU Notional Amount -2441529.81000000 -0.02750551274 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 175200.00000000 JPY 7430.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 282600.00000000 OU Notional Amount 3936803.72000000 0.044350801888 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 282600.00000000 JPY 77005.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 131100.00000000 OU Notional Amount 3115028.48000000 0.035092938540 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 131100.00000000 JPY -45802.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1664700.00000000 OU Notional Amount 17471341.84000000 0.196826683722 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 1664700.00000000 JPY -162240.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3900.00000000 OU Notional Amount 134038.46000000 0.001510035452 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hokuhoku Financial Group, Inc. Hokuhoku Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY 4686.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 669.00000000 OU Notional Amount -896800.82000000 -0.01010307811 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu REIT, Inc. Tokyu REIT, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 669.00000000 JPY -18115.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 104500.00000000 OU Notional Amount 1682959.14000000 0.018959692357 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 104500.00000000 JPY 1618.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 84100.00000000 OU Notional Amount 1354419.75000000 0.015258470139 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 84100.00000000 JPY 1302.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 508200.00000000 OU Notional Amount 8184496.04000000 0.092203977705 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 508200.00000000 JPY 7872.13000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 335800.00000000 OU Notional Amount 5408016.08000000 0.060925021117 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Alfresa Holdings Corp. Alfresa Holdings Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 335800.00000000 JPY 9243.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 362400.00000000 OU Notional Amount 11322806.16000000 0.127559199935 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 362400.00000000 JPY 14389.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 685700.00000000 OU Notional Amount 18580851.90000000 0.209326077739 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 685700.00000000 JPY 490559.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 492500.00000000 OU Notional Amount 6368619.59000000 0.071746880421 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 492500.00000000 JPY 99613.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1363100.00000000 OU Notional Amount 17626528.66000000 0.198574969997 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 1363100.00000000 JPY 269458.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77300.00000000 OU Notional Amount 805591.92000000 0.009075547115 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pigeon Corp. Pigeon Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 77300.00000000 JPY -6437.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14100.00000000 OU Notional Amount 146944.97000000 0.001655436165 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pigeon Corp. Pigeon Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 14100.00000000 JPY 158.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 311600.00000000 OU Notional Amount 2574821.86000000 0.029007139378 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 311600.00000000 JPY -131323.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8300.00000000 OU Notional Amount -113279.78000000 -0.00127617464 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kakaku.com, Inc. Kakaku.com, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY 4221.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 223800.00000000 OU Notional Amount -3054459.57000000 -0.03441058810 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kakaku.com, Inc. Kakaku.com, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 223800.00000000 JPY 113827.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1724.00000000 OU Notional Amount 1521103.71000000 0.017136279604 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global One Real Estate Investment Corp. Global One Real Estate Investment Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 1724.00000000 JPY -20305.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14200.00000000 OU Notional Amount 253427.24000000 0.002855032181 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prima Meat Packers Ltd. Prima Meat Packers Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14200.00000000 JPY 239.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1563200.00000000 OU Notional Amount 19245645.66000000 0.216815436733 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 1563200.00000000 JPY 578803.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74400.00000000 OU Notional Amount -987470.94000000 -0.01112453938 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dip Corp. Dip Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 74400.00000000 JPY 8866.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 140900.00000000 OU Notional Amount -3946765.96000000 -0.04446303337 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kewpie Corp. Kewpie Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 140900.00000000 JPY -56097.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12100.00000000 OU Notional Amount 202430.82000000 0.002280522432 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tocalo Co. Ltd. Tocalo Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 12100.00000000 JPY 12652.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6300.00000000 OU Notional Amount 105397.87000000 0.001187379504 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tocalo Co. Ltd. Tocalo Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 5752.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 303600.00000000 OU Notional Amount 6865082.61000000 0.077339877840 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 303600.00000000 JPY 100129.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33400.00000000 OU Notional Amount 755249.54000000 0.008508405576 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 33400.00000000 JPY 11015.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47400.00000000 OU Notional Amount 1071821.20000000 0.012074803084 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Raito Kogyo Co. Ltd. Raito Kogyo Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 47400.00000000 JPY -19133.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 542300.00000000 OU Notional Amount -4645748.44000000 -0.05233755181 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 542300.00000000 JPY -369425.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1846200.00000000 OU Notional Amount -15815933.58000000 -0.17817737097 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 1846200.00000000 JPY -918390.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 257700.00000000 OU Notional Amount 2625324.64000000 0.029576087934 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 257700.00000000 JPY -305059.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108600.00000000 OU Notional Amount 1106364.98000000 0.012463962527 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 108600.00000000 JPY -128558.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27800.00000000 OU Notional Amount 283213.14000000 0.003190590834 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tosei Corp. Tosei Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27800.00000000 JPY -8227.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1199000.00000000 OU Notional Amount 10609534.28000000 0.119523701573 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 1199000.00000000 JPY -53120.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15600.00000000 OU Notional Amount -138038.98000000 -0.00155510406 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 15600.00000000 JPY -775.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8700.00000000 OU Notional Amount -76983.28000000 -0.00086726960 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ricoh Co. Ltd. Ricoh Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY -578.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 477500.00000000 OU Notional Amount -5002040.19000000 -0.05635142346 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 477500.00000000 JPY -86599.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9500.00000000 OU Notional Amount -99517.03000000 -0.00112112779 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Shin Nippon Biomedical Laboratories Ltd. Shin Nippon Biomedical Laboratories Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 9500.00000000 JPY 167.60000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 49200.00000000 OU Notional Amount -515393.46000000 -0.00580626184 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 49200.00000000 JPY 868.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13500.00000000 OU Notional Amount -288317.81000000 -0.00324809845 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 13500.00000000 JPY -2396.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16100.00000000 OU Notional Amount -343845.68000000 -0.00387365810 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 16100.00000000 JPY -2857.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2300.00000000 OU Notional Amount -49120.81000000 -0.00055337971 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 2300.00000000 JPY -408.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 108800.00000000 OU Notional Amount -2323627.97000000 -0.02617726742 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 108800.00000000 JPY 28303.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 218500.00000000 OU Notional Amount 5738989.16000000 0.064653660527 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 218500.00000000 JPY 84798.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4900.00000000 OU Notional Amount 128700.44000000 0.001449898984 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rinnai Corp. Rinnai Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 4900.00000000 JPY 1349.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9500.00000000 OU Notional Amount 249521.27000000 0.002811028743 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rinnai Corp. Rinnai Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 9500.00000000 JPY 5334.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 42500.00000000 OU Notional Amount 1116279.36000000 0.012575654838 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rinnai Corp. Rinnai Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 42500.00000000 JPY 10732.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 643100.00000000 OU Notional Amount -7017646.84000000 -0.07905861883 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 643100.00000000 JPY 142340.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77100.00000000 OU Notional Amount -841331.94000000 -0.00947818302 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 77100.00000000 JPY 17064.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 211700.00000000 OU Notional Amount -2310116.37000000 -0.02602504995 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 211700.00000000 JPY 46856.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21100.00000000 OU Notional Amount -230247.78000000 -0.00259389962 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21100.00000000 JPY 4670.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 80000.00000000 OU Notional Amount -872977.37000000 -0.00983469056 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 80000.00000000 JPY 17680.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 152900.00000000 OU Notional Amount -3559283.90000000 -0.04009778143 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 152900.00000000 JPY 162861.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169800.00000000 OU Notional Amount -3952690.69000000 -0.04452977953 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 169800.00000000 JPY 69395.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 161800.00000000 OU Notional Amount 3996295.14000000 0.045021013656 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 161800.00000000 JPY 179024.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29400.00000000 OU Notional Amount 514845.41000000 0.005800087686 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 29400.00000000 JPY 4784.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 390800.00000000 OU Notional Amount 6843591.32000000 0.077097763675 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 390800.00000000 JPY 310936.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 143400.00000000 OU Notional Amount 2511184.74000000 0.028290223447 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 143400.00000000 JPY 112501.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 173300.00000000 OU Notional Amount 1892043.11000000 0.021315167101 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yellow Hat Ltd. Yellow Hat Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 173300.00000000 JPY 37669.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 181400.00000000 OU Notional Amount 1554254.33000000 0.017509744141 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Holdings Co. Ltd. Royal Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 181400.00000000 JPY 16112.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49500.00000000 OU Notional Amount -987267.43000000 -0.01112224670 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 49500.00000000 JPY -14961.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23900.00000000 OU Notional Amount -476680.64000000 -0.00537013530 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 23900.00000000 JPY 2417.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166700.00000000 OU Notional Amount -3324797.59000000 -0.03745613185 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 166700.00000000 JPY -114835.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount -1282945.16000000 -0.01445325971 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMC Corp. SMC Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY 49389.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 85200.00000000 OU Notional Amount -1539895.75000000 -0.01734798486 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 85200.00000000 JPY -10382.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 252600.00000000 OU Notional Amount -4565465.56000000 -0.05143310994 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 252600.00000000 JPY 3890.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7000.00000000 OU Notional Amount 132132.88000000 0.001488567782 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sakai Moving Service Co. Ltd. Sakai Moving Service Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY -26.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 252600.00000000 OU Notional Amount 6644170.93000000 0.074851155807 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sakata Seed Corp. Sakata Seed Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 252600.00000000 JPY -191354.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 337000.00000000 OU Notional Amount 5167940.40000000 0.058220403442 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 337000.00000000 JPY -36799.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 900.00000000 OU Notional Amount 24576.65000000 0.000276872867 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY -79.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 746900.00000000 OU Notional Amount -20395887.62000000 -0.22977370362 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 746900.00000000 JPY -7459.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 415700.00000000 OU Notional Amount -11351680.93000000 -0.12788449408 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 415700.00000000 JPY -4151.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 381700.00000000 OU Notional Amount 3904541.85000000 0.043987349731 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 381700.00000000 JPY 18850.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 458900.00000000 OU Notional Amount 4694247.46000000 0.052883926637 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 San-In Godo Bank Ltd. San-In Godo Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 458900.00000000 JPY 155428.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5900.00000000 OU Notional Amount 120445.77000000 0.001356904449 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sangetsu Corp. Sangetsu Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY 833.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64800.00000000 OU Notional Amount -1322862.06000000 -0.01490295105 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 64800.00000000 JPY -23962.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2400.00000000 OU Notional Amount -48994.89000000 -0.00055196113 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 2400.00000000 JPY -887.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78000.00000000 OU Notional Amount -1592333.96000000 -0.01793873736 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 78000.00000000 JPY -7128.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17300.00000000 OU Notional Amount -353171.51000000 -0.00397871999 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 17300.00000000 JPY -1581.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20500.00000000 OU Notional Amount -966284.27000000 -0.01088585697 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 20500.00000000 JPY -86946.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98700.00000000 OU Notional Amount -4652305.25000000 -0.05241141879 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 98700.00000000 JPY -385106.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1400.00000000 OU Notional Amount 83405.50000000 0.000939620329 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sankyu, Inc. Sankyu, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 1400.00000000 JPY 3659.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26400.00000000 OU Notional Amount -412962.85000000 -0.00465231056 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sankyo Co. Ltd. Sankyo Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 26400.00000000 JPY -4982.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 176300.00000000 OU Notional Amount -5454446.98000000 -0.06144809714 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanrio Co. Ltd. Sanrio Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 176300.00000000 JPY -382650.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 97400.00000000 OU Notional Amount -3013404.06000000 -0.03394806954 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sanrio Co. Ltd. Sanrio Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 97400.00000000 JPY -199696.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8200.00000000 OU Notional Amount -253695.21000000 -0.00285805104 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sanrio Co. Ltd. Sanrio Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY -20258.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 375500.00000000 OU Notional Amount 4224236.30000000 0.047588927616 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Santen Pharmaceutical Co. Ltd. Santen Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 375500.00000000 JPY 209907.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6400.00000000 OU Notional Amount 144968.35000000 0.001633168181 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanwa Holdings Corp. Sanwa Holdings Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY -20969.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5200.00000000 OU Notional Amount 117786.79000000 0.001326949210 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sanwa Holdings Corp. Sanwa Holdings Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY -20343.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 687800.00000000 OU Notional Amount -7342956.24000000 -0.08272345299 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 687800.00000000 JPY -84678.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81700.00000000 OU Notional Amount -2196716.65000000 -0.02474752410 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 81700.00000000 JPY 56685.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73500.00000000 OU Notional Amount 1332140.24000000 0.015007476133 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Medipal Holdings Corp. Medipal Holdings Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 73500.00000000 JPY -21368.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 275900.00000000 OU Notional Amount 10107204.22000000 0.113864607913 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 275900.00000000 JPY -27908.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 408900.00000000 OU Notional Amount 6365517.28000000 0.071711930764 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 408900.00000000 JPY 59362.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19900.00000000 OU Notional Amount 309791.62000000 0.003490015693 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Seino Holdings Co. Ltd. Seino Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 19900.00000000 JPY 3465.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21500.00000000 OU Notional Amount -439992.72000000 -0.00495682064 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Seiren Co. Ltd. Seiren Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21500.00000000 JPY 1704.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27700.00000000 OU Notional Amount -566874.34000000 -0.00638622937 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seiren Co. Ltd. Seiren Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 27700.00000000 JPY 2195.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500.00000000 OU Notional Amount 26531.07000000 0.000298890753 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY -262.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 160400.00000000 OU Notional Amount 2837055.84000000 0.031961385544 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 160400.00000000 JPY -2866.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136200.00000000 OU Notional Amount -2409021.23000000 -0.02713928123 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 9981.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 320700.00000000 OU Notional Amount -5672342.93000000 -0.06390284490 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 320700.00000000 JPY 23502.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 458400.00000000 OU Notional Amount -8107895.23000000 -0.09134101688 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 458400.00000000 JPY 33350.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 903700.00000000 OU Notional Amount 20140578.66000000 0.226897472569 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 903700.00000000 JPY 104416.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91400.00000000 OU Notional Amount 2037013.27000000 0.022948355673 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 91400.00000000 JPY -23478.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15900.00000000 OU Notional Amount 354360.08000000 0.003992110052 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 15900.00000000 JPY -11061.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38900.00000000 OU Notional Amount 866956.41000000 0.009766860306 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 38900.00000000 JPY -18400.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31600.00000000 OU Notional Amount -393621.53000000 -0.00443441729 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Senko Group Holdings Co. Ltd. Senko Group Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 31600.00000000 JPY 18829.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 725500.00000000 OU Notional Amount -9037102.01000000 -0.10180917043 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Senko Group Holdings Co. Ltd. Senko Group Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 725500.00000000 JPY 432932.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 448400.00000000 OU Notional Amount -5585439.76000000 -0.06292382091 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Senko Group Holdings Co. Ltd. Senko Group Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 448400.00000000 JPY 267193.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5701500.00000000 OU Notional Amount 26019742.72000000 0.293130299767 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 5701500.00000000 JPY -734331.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1700.00000000 OU Notional Amount 113942.51000000 0.001283640752 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shimamura Co. Ltd. Shimamura Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 1700.00000000 JPY -3453.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35900.00000000 OU Notional Amount 1971610.89000000 0.022211552874 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 35900.00000000 JPY 45871.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21800.00000000 OU Notional Amount 1197245.61000000 0.013487795337 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 21800.00000000 JPY 27854.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 244100.00000000 OU Notional Amount 13405855.68000000 0.151026185631 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 244100.00000000 JPY 311897.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13000.00000000 OU Notional Amount -1959857.97000000 -0.02207914814 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 13000.00000000 JPY 37116.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3400.00000000 OU Notional Amount -512578.24000000 -0.00577454645 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shibaura Mechatronics Corp. Shibaura Mechatronics Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 3400.00000000 JPY 88608.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93100.00000000 OU Notional Amount -4761414.67000000 -0.05364061145 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 93100.00000000 JPY -25325.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45100.00000000 OU Notional Amount -1255839.99000000 -0.01414790133 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shikoku Kasei Holdings Corp. Shikoku Kasei Holdings Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 45100.00000000 JPY -377693.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24400.00000000 OU Notional Amount -661291.44000000 -0.00744990294 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 24400.00000000 JPY 3533.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18600.00000000 OU Notional Amount -504099.21000000 -0.00567902435 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY 2678.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 187500.00000000 OU Notional Amount 3329796.40000000 0.037512446890 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 187500.00000000 JPY -105349.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 969400.00000000 OU Notional Amount 17215491.38000000 0.193944352300 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 969400.00000000 JPY -544671.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 795200.00000000 OU Notional Amount 14121888.53000000 0.159092788219 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 -446795.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3500.00000000 OU Notional Amount 62156.20000000 0.000700232347 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 3500.00000000 JPY -1966.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 675000.00000000 OU Notional Amount 11987267.05000000 0.135044808919 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 675000.00000000 JPY 111873.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 736900.00000000 OU Notional Amount 13086543.84000000 0.147428918110 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 -414038.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100700.00000000 OU Notional Amount 1788322.66000000 0.020146684886 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 100700.00000000 JPY -56579.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 905500.00000000 OU Notional Amount 16080696.76000000 0.181160110322 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 905500.00000000 JPY 140492.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 760500.00000000 OU Notional Amount 13505654.21000000 0.152150484719 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 760500.00000000 JPY 118412.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118200.00000000 OU Notional Amount 2099103.65000000 0.023647846513 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 118200.00000000 JPY 26214.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103500.00000000 OU Notional Amount 1838047.61000000 0.020706870652 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 103500.00000000 JPY -17208.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 65700.00000000 OU Notional Amount 1166760.66000000 0.013144361406 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 65700.00000000 JPY 4478.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 200300.00000000 OU Notional Amount 3557110.50000000 0.040073296588 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 200300.00000000 JPY -71735.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 260100.00000000 OU Notional Amount 4619093.57000000 0.052037266371 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 260100.00000000 JPY 11517.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 275000.00000000 OU Notional Amount 3885741.77000000 0.043775553898 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 275000.00000000 JPY 44697.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28200.00000000 OU Notional Amount 927344.56000000 0.010447174354 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 28200.00000000 JPY -32505.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 569100.00000000 OU Notional Amount -18714602.51000000 -0.21083287036 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 569100.00000000 JPY 1450465.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 517300.00000000 OU Notional Amount -17011182.36000000 -0.19164267065 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 517300.00000000 JPY 1453591.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33000.00000000 OU Notional Amount -2233311.82000000 -0.02515979386 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 33000.00000000 JPY 70273.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 600.00000000 OU Notional Amount -40605.67000000 -0.00045745080 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 600.00000000 JPY 1277.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63000.00000000 OU Notional Amount -7181210.84000000 -0.08090127980 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 63000.00000000 JPY -357245.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25400.00000000 OU Notional Amount -2895281.83000000 -0.03261734137 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY -31925.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31000.00000000 OU Notional Amount -3533611.68000000 -0.03980856621 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 31000.00000000 JPY -186009.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 300.00000000 OU Notional Amount -34196.24000000 -0.00038524416 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 300.00000000 JPY -1800.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17600.00000000 OU Notional Amount -785178.13000000 -0.00884557172 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 -7596.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20500.00000000 OU Notional Amount -914554.07000000 -0.01030308068 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 20500.00000000 JPY -8848.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 222200.00000000 OU Notional Amount 3795113.21000000 0.042754560829 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 222200.00000000 JPY 454310.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 411600.00000000 OU Notional Amount -7030011.69000000 -0.07919791737 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 411600.00000000 JPY 5349.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 212000.00000000 OU Notional Amount -3620900.09000000 -0.04079193019 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Shiseido Co. Ltd. Shiseido Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 212000.00000000 JPY 28033.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1424400.00000000 OU Notional Amount 16974450.17000000 0.191228857266 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 1424400.00000000 JPY 904501.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1245800.00000000 OU Notional Amount 14846089.60000000 0.167251411424 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 1245800.00000000 JPY 772428.39000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 269400.00000000 OU Notional Amount 3210416.23000000 0.036167547158 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 269400.00000000 JPY 153766.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50700.00000000 OU Notional Amount 604187.46000000 0.006806587335 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hulic Co. Ltd. Hulic Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 50700.00000000 JPY 31572.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31500.00000000 OU Notional Amount -2411850.58000000 -0.02717115580 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 31500.00000000 JPY -41994.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18400.00000000 OU Notional Amount 1068579.11000000 0.012038278710 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 18400.00000000 JPY 48695.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22600.00000000 OU Notional Amount 1312493.90000000 0.014786146599 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 22600.00000000 JPY 5306.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 73100.00000000 OU Notional Amount 4245278.96000000 0.047825987656 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Resonac Holdings Corp. Resonac Holdings Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 73100.00000000 JPY 138485.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45400.00000000 OU Notional Amount 2636602.80000000 0.029703144164 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 45400.00000000 JPY -48602.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 147000.00000000 OU Notional Amount -8537017.88000000 -0.09617537871 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 -1928527.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 61200.00000000 OU Notional Amount -3554187.03000000 -0.04004036168 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 61200.00000000 JPY -802897.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55800.00000000 OU Notional Amount -3240582.30000000 -0.03650738868 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 55800.00000000 JPY -316752.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26000.00000000 OU Notional Amount -1509948.74000000 -0.01701061119 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 26000.00000000 JPY -147590.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1000.00000000 OU Notional Amount -74531.13000000 -0.00083964444 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 1000.00000000 JPY -4626.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25100.00000000 OU Notional Amount -1870731.37000000 -0.02107507569 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 25100.00000000 JPY -52074.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9000.00000000 OU Notional Amount -117563.55000000 -0.00132443425 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shin-Etsu Polymer Co. Ltd. Shin-Etsu Polymer Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY 4905.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163100.00000000 OU Notional Amount 4342026.36000000 0.048915913666 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sundrug Co. Ltd. Sundrug Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 163100.00000000 JPY -62762.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 566600.00000000 OU Notional Amount 12492344.03000000 0.140734848523 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 566600.00000000 JPY -1450776.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2374200.00000000 OU Notional Amount 52346140.47000000 0.589715279383 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 2374200.00000000 JPY -5747657.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 65700.00000000 OU Notional Amount 1448547.48000000 0.016318883764 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 65700.00000000 JPY -33204.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 80600.00000000 OU Notional Amount 1777061.29000000 0.020019817807 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 80600.00000000 JPY -70119.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36400.00000000 OU Notional Amount 802543.81000000 0.009041208060 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 36400.00000000 JPY -31667.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10600.00000000 OU Notional Amount 233707.81000000 0.002632879238 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 10600.00000000 JPY -9214.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11700.00000000 OU Notional Amount 257960.51000000 0.002906102586 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 11700.00000000 JPY -18366.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20200.00000000 OU Notional Amount 445367.72000000 0.005017373717 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 20200.00000000 JPY -23179.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84500.00000000 OU Notional Amount 1863048.13000000 0.020988518706 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 84500.00000000 JPY -75384.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 59900.00000000 OU Notional Amount 1180042.08000000 0.013293985738 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stanley Electric Co. Ltd. Stanley Electric Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 59900.00000000 JPY -50466.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13500.00000000 OU Notional Amount -428288.13000000 -0.00482496038 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 13500.00000000 JPY -8341.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12200.00000000 OU Notional Amount -387045.57000000 -0.00436033458 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 12200.00000000 JPY -4962.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25200.00000000 OU Notional Amount -799471.17000000 -0.00900659265 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 25200.00000000 JPY -12169.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 18600.00000000 OU Notional Amount -590085.87000000 -0.00664772322 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Starts Corp., Inc. Starts Corp., Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY -15993.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 48400.00000000 OU Notional Amount 1704644.25000000 0.019203990038 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sumitomo Bakelite Co. Ltd. Sumitomo Bakelite Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 48400.00000000 JPY 6837.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18482100.00000000 OU Notional Amount 56224826.82000000 0.633411349122 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 18482100.00000000 JPY 345388.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11047800.00000000 OU Notional Amount 33608769.66000000 0.378625908459 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 11047800.00000000 JPY 208768.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7200.00000000 OU Notional Amount 315212.50000000 0.003551085635 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 7200.00000000 JPY 10411.21000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 124000.00000000 OU Notional Amount 5428659.72000000 0.061157585921 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 124000.00000000 JPY 142944.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount 144472.40000000 0.001627580963 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -2641.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 419900.00000000 OU Notional Amount 13073426.29000000 0.147281139887 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 419900.00000000 JPY 541883.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 283600.00000000 OU Notional Amount -3074879.62000000 -0.03464063401 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Forestry Co. Ltd. Sumitomo Forestry Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 283600.00000000 JPY -42791.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 533700.00000000 OU Notional Amount 14861933.50000000 0.167429903856 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 533700.00000000 JPY 455771.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 72200.00000000 OU Notional Amount 2010551.99000000 0.022650251152 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 72200.00000000 JPY 28530.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 365300.00000000 OU Notional Amount -14834501.23000000 -0.16712086046 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 365300.00000000 JPY -313803.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 406900.00000000 OU Notional Amount -16523839.44000000 -0.18615241743 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 406900.00000000 JPY -329465.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43300.00000000 OU Notional Amount -1038680.73000000 -0.01170145289 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 43300.00000000 JPY 2552.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139300.00000000 OU Notional Amount 1749602.63000000 0.019710477114 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 139300.00000000 JPY 23738.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 37500.00000000 OU Notional Amount 470998.55000000 0.005306122648 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Suruga Bank Ltd. Suruga Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 37500.00000000 JPY 50748.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3321400.00000000 OU Notional Amount 45287516.56000000 0.510195025669 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 3321400.00000000 JPY -2089068.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161000.00000000 OU Notional Amount -2195246.03000000 -0.02473095655 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 161000.00000000 JPY 114480.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 211300.00000000 OU Notional Amount -2881089.98000000 -0.03245746042 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 211300.00000000 JPY -6266.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90500.00000000 OU Notional Amount 3648022.37000000 0.041097481338 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 90500.00000000 JPY 42169.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62800.00000000 OU Notional Amount 2531445.36000000 0.028518473268 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 62800.00000000 JPY 29262.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 183400.00000000 OU Notional Amount 7392787.87000000 0.083284840583 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Suzuken Co. Ltd. Suzuken Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 183400.00000000 JPY 39591.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 258900.00000000 OU Notional Amount 7735232.05000000 0.087142709825 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 258900.00000000 JPY 781512.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 299400.00000000 OU Notional Amount 8945262.55000000 0.100774535743 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 299400.00000000 JPY 889842.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 114600.00000000 OU Notional Amount 3423938.17000000 0.038573018686 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 THK Co. Ltd. THK Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 114600.00000000 JPY 294209.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 28500.00000000 OU Notional Amount 367741.98000000 0.004142866360 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TDK Corp. TDK Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 28500.00000000 JPY 6018.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 557400.00000000 OU Notional Amount 7192258.94000000 0.081025744250 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TDK Corp. TDK Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 557400.00000000 JPY 133388.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 203600.00000000 OU Notional Amount 1504692.85000000 0.016951399978 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 203600.00000000 JPY 8919.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5500.00000000 OU Notional Amount -79453.06000000 -0.00089509337 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 5500.00000000 JPY 1047.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29400.00000000 OU Notional Amount -424712.71000000 -0.00478468082 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 29400.00000000 JPY 5598.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43000.00000000 OU Notional Amount -621178.46000000 -0.00699800263 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 43000.00000000 JPY 17145.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33500.00000000 OU Notional Amount -483941.36000000 -0.00545193230 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 33500.00000000 JPY 13357.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 22300.00000000 OU Notional Amount -322146.04000000 -0.00362919673 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 22300.00000000 JPY -3899.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34400.00000000 OU Notional Amount 768463.74000000 0.008657272629 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 34400.00000000 JPY 3031.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 69100.00000000 OU Notional Amount 1543629.19000000 0.017390044631 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 69100.00000000 JPY 6089.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51200.00000000 OU Notional Amount 1143759.98000000 0.012885242925 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 51200.00000000 JPY 4511.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 299700.00000000 OU Notional Amount 29894506.53000000 0.336782179394 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Taisei Corp. Taisei Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 299700.00000000 JPY -1305871.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4400.00000000 OU Notional Amount 438891.65000000 0.004944416334 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Taisei Corp. Taisei Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY -9330.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 400.00000000 OU Notional Amount -3905.94000000 -0.00004400310 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 -103.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34600.00000000 OU Notional Amount -337863.69000000 -0.00380626687 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Takasago International Corp. Takasago International Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 34600.00000000 JPY 3244.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130100.00000000 OU Notional Amount -1270406.55000000 -0.01431200365 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 130100.00000000 JPY 12200.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20000.00000000 OU Notional Amount -195296.93000000 -0.00220015425 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 20000.00000000 JPY 1875.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1163500.00000000 OU Notional Amount -12016932.19000000 -0.13537900712 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 1163500.00000000 JPY 85112.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68700.00000000 OU Notional Amount -858713.50000000 -0.00967399825 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Takashimaya Co. Ltd. Takashimaya Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 68700.00000000 JPY -23555.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5900.00000000 OU Notional Amount -73746.87000000 -0.00083080921 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Takashimaya Co. Ltd. Takashimaya Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY -183.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88300.00000000 OU Notional Amount 3005705.86000000 0.033861344027 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 88300.00000000 JPY 124803.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 415800.00000000 OU Notional Amount 14153708.93000000 0.159451266913 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 961165.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 283600.00000000 OU Notional Amount -9653660.06000000 -0.10875512097 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 283600.00000000 JPY -655571.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 125900.00000000 OU Notional Amount -4285598.74000000 -0.04828021771 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 125900.00000000 JPY -291031.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2900.00000000 OU Notional Amount -98715.14000000 -0.00111209395 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -206.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11000.00000000 OU Notional Amount 1819251.25000000 0.020495116727 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Advantest Corp. Advantest Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 11000.00000000 JPY 259910.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4600.00000000 OU Notional Amount -760777.79000000 -0.00857068511 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 4600.00000000 JPY -7545.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135700.00000000 OU Notional Amount -2869443.48000000 -0.03232625458 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taiyo Yuden Co. Ltd. Taiyo Yuden Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 135700.00000000 JPY 214725.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 379500.00000000 OU Notional Amount 6134734.95000000 0.069112009070 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 379500.00000000 JPY -18607.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 245600.00000000 OU Notional Amount -1541234.68000000 -0.01736306882 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 245600.00000000 JPY 7328.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12000.00000000 OU Notional Amount -75304.63000000 -0.00084835845 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Daio Paper Corp. Daio Paper Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -473.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7600.00000000 OU Notional Amount 145119.07000000 0.001634866145 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 7600.00000000 JPY -35.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 494100.00000000 OU Notional Amount -3298221.91000000 -0.03715673854 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tamron Co. Ltd. Tamron Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 494100.00000000 JPY 13155.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37700.00000000 OU Notional Amount -251655.47000000 -0.00283507197 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tamron Co. Ltd. Tamron Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 37700.00000000 JPY 566.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42200.00000000 OU Notional Amount -1365882.79000000 -0.01538760917 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 42200.00000000 JPY -8291.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87600.00000000 OU Notional Amount -2835339.62000000 -0.03194205114 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 87600.00000000 JPY 2724.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 138900.00000000 OU Notional Amount 2680824.40000000 0.030201330906 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Towa Corp. Towa Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 138900.00000000 JPY 35656.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3100.00000000 OU Notional Amount -156129.86000000 -0.00175891026 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Techno Ryowa Ltd. Techno Ryowa Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 3100.00000000 JPY -2346.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1673200.00000000 OU Notional Amount 15832259.71000000 0.178361296063 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 1673200.00000000 JPY -929416.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5108500.00000000 OU Notional Amount 48337974.37000000 0.544560531196 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 5108500.00000000 JPY -1292758.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 424400.00000000 OU Notional Amount -4015784.74000000 -0.04524057740 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sysmex Corp. Sysmex Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 424400.00000000 JPY 108698.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 584100.00000000 OU Notional Amount -5526908.26000000 -0.06226442330 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sysmex Corp. Sysmex Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 584100.00000000 JPY 166052.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 453100.00000000 OU Notional Amount 5927114.59000000 0.066773022900 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 453100.00000000 JPY -470464.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2672500.00000000 OU Notional Amount 34959641.87000000 0.393844413120 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 2672500.00000000 JPY -2631449.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 198600.00000000 OU Notional Amount 773424.60000000 0.008713160129 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toho Bank Ltd. Toho Bank Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 198600.00000000 JPY 4694.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1200400.00000000 OU Notional Amount 10477962.39000000 0.118041453729 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 1200400.00000000 JPY -79708.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204800.00000000 OU Notional Amount 4151003.18000000 0.046763906145 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 204800.00000000 JPY -121049.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39300.00000000 OU Notional Amount -1523776.61000000 -0.01716639166 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 39300.00000000 JPY -10685.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130700.00000000 OU Notional Amount -5067623.49000000 -0.05709026444 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 130700.00000000 JPY 44393.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 608100.00000000 OU Notional Amount 6911977.45000000 0.077868180469 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 608100.00000000 JPY 92403.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 411000.00000000 OU Notional Amount 8358172.80000000 0.094160565872 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 411000.00000000 JPY -189195.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 258600.00000000 OU Notional Amount 1238966.90000000 0.013957814368 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 258600.00000000 JPY 37694.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 600.00000000 OU Notional Amount 10090.20000000 0.000113673043 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 600.00000000 JPY -832.30000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 85400.00000000 OU Notional Amount 1436171.86000000 0.016179463892 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toshiba TEC Corp. Toshiba TEC Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 85400.00000000 JPY -86729.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90100.00000000 OU Notional Amount -4252861.22000000 -0.04791140703 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 90100.00000000 JPY -585138.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39000.00000000 OU Notional Amount -1840861.13000000 -0.02073856689 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 -253278.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 315800.00000000 OU Notional Amount -14906254.99000000 -0.16792921592 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 315800.00000000 JPY -1488143.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262900.00000000 OU Notional Amount -12409292.07000000 -0.13979921106 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 -1238862.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23700.00000000 OU Notional Amount -862731.52000000 -0.00971926401 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toei Co. Ltd. Toei Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 23700.00000000 JPY -26146.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 99300.00000000 OU Notional Amount -3614735.85000000 -0.04072248579 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 99300.00000000 JPY -105016.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53900.00000000 OU Notional Amount -1962077.16000000 -0.02210414884 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 53900.00000000 JPY -57002.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3300.00000000 OU Notional Amount 167963.94000000 0.001892229320 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY 672.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9200.00000000 OU Notional Amount 468263.12000000 0.005275306147 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 9200.00000000 JPY -10966.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4100.00000000 OU Notional Amount 208682.48000000 0.002350951682 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 326.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5300.00000000 OU Notional Amount 269760.27000000 0.003039034999 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 5300.00000000 JPY 812.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22200.00000000 OU Notional Amount -1129939.26000000 -0.01272954300 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 22200.00000000 JPY -4161.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95200.00000000 OU Notional Amount -4845505.30000000 -0.05458795024 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 95200.00000000 JPY -19410.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47500.00000000 OU Notional Amount -342611.55000000 -0.00385975478 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tohoku Electric Power Co., Inc. Tohoku Electric Power Co., Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 47500.00000000 JPY 13548.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 803600.00000000 OU Notional Amount -5796266.13000000 -0.06529892499 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tohoku Electric Power Co., Inc. Tohoku Electric Power Co., Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 803600.00000000 JPY 226272.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5543400.00000000 OU Notional Amount 20822723.28000000 0.234582300936 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tokyo Electric Power Co. Holdings, Inc. Tokyo Electric Power Co. Holdings, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 5543400.00000000 JPY -2534159.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1735200.00000000 OU Notional Amount 6517947.37000000 0.073429160579 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 1735200.00000000 JPY -844668.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 591700.00000000 OU Notional Amount 13924015.69000000 0.156863614567 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 591700.00000000 JPY 149348.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000.00000000 OU Notional Amount 235322.22000000 0.002651066677 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY -194.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28500.00000000 OU Notional Amount -1264420.39000000 -0.01424456544 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 28500.00000000 JPY -52284.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90300.00000000 OU Notional Amount -4006216.19000000 -0.04513278110 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 90300.00000000 JPY -184367.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12000.00000000 OU Notional Amount 358464.72000000 0.004038351645 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toho Holdings Co. Ltd. Toho Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -9435.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8100.00000000 OU Notional Amount 107305.23000000 0.001208867227 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toenec Corp. Toenec Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 8100.00000000 JPY -5370.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44900.00000000 OU Notional Amount 11964002.03000000 0.134782712465 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 44900.00000000 JPY -79989.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100300.00000000 OU Notional Amount 26725821.91000000 0.301084767528 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 100300.00000000 JPY -178684.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2500.00000000 OU Notional Amount 666147.11000000 0.007504605412 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY -27002.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 125400.00000000 OU Notional Amount -1224372.56000000 -0.01379339908 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 125400.00000000 JPY 57727.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 189900.00000000 OU Notional Amount -1854133.56000000 -0.02088808994 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 189900.00000000 JPY 112704.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 309500.00000000 OU Notional Amount -3490774.42000000 -0.03932597501 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 309500.00000000 JPY 28858.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4200.00000000 OU Notional Amount -47370.77000000 -0.00053366430 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 516.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 827200.00000000 OU Notional Amount -9329785.47000000 -0.10510645093 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 827200.00000000 JPY 101659.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 625800.00000000 OU Notional Amount -7058244.38000000 -0.07951597804 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyu Corp. Tokyu Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 625800.00000000 JPY 49159.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 199000.00000000 OU Notional Amount -6147060.28000000 -0.06925086239 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 -407049.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 89200.00000000 OU Notional Amount -2755365.71000000 -0.03104109003 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 -182456.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29400.00000000 OU Notional Amount -908158.65000000 -0.01023103188 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 -60136.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 567400.00000000 OU Notional Amount -17526844.23000000 -0.19745195632 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 567400.00000000 JPY -118794.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 132000.00000000 OU Notional Amount -4077447.02000000 -0.04593524540 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 132000.00000000 JPY -27636.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111800.00000000 OU Notional Amount -3453474.07000000 -0.03890576091 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 111800.00000000 JPY -23407.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 265400.00000000 OU Notional Amount -8198139.69000000 -0.09235768280 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 265400.00000000 JPY -542869.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 347800.00000000 OU Notional Amount -10743455.10000000 -0.12103241173 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 347800.00000000 JPY -72817.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 119000.00000000 OU Notional Amount -3675880.27000000 -0.04141131974 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 119000.00000000 JPY -25024.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 149400.00000000 OU Notional Amount -4614928.67000000 -0.05199034590 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 149400.00000000 JPY -158423.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16400.00000000 OU Notional Amount -506591.90000000 -0.00570710621 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 TOPPAN Holdings, Inc. TOPPAN Holdings, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 16400.00000000 JPY -12126.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65400.00000000 OU Notional Amount 482404.05000000 0.005434613451 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 65400.00000000 JPY 14304.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1073500.00000000 OU Notional Amount 7918360.13000000 0.089205773613 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 1073500.00000000 JPY 259462.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 156200.00000000 OU Notional Amount 4703119.89000000 0.052983880664 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 156200.00000000 JPY -93099.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8500.00000000 OU Notional Amount -267145.62000000 -0.00300957916 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 8500.00000000 JPY -15253.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28800.00000000 OU Notional Amount -905152.22000000 -0.01019716237 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 28800.00000000 JPY 26789.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 800.00000000 OU Notional Amount 76878.09000000 0.000866084565 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Token Corp. Token Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 800.00000000 JPY 1299.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2600.00000000 OU Notional Amount 249853.80000000 0.002814774922 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Token Corp. Token Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 2600.00000000 JPY 4270.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8400.00000000 OU Notional Amount -195640.74000000 -0.00220402751 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Towa Pharmaceutical Co. Ltd. Towa Pharmaceutical Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 8400.00000000 JPY 1180.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19100.00000000 OU Notional Amount -444849.77000000 -0.00501153865 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Towa Pharmaceutical Co. Ltd. Towa Pharmaceutical Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 19100.00000000 JPY -4238.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24100.00000000 OU Notional Amount -1720656.00000000 -0.01938437341 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 -43553.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35600.00000000 OU Notional Amount -2541715.91000000 -0.02863417807 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 -64335.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67300.00000000 OU Notional Amount -4804985.42000000 -0.05413146592 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 -47600.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117800.00000000 OU Notional Amount -8410509.39000000 -0.09475017355 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 -83319.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 414800.00000000 OU Notional Amount -29615274.15000000 -0.33363643456 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 414800.00000000 JPY -1206125.32000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2300.00000000 OU Notional Amount -164211.98000000 -0.00184996091 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 -6687.77000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 21500.00000000 OU Notional Amount -1535025.06000000 -0.01729311318 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 21500.00000000 JPY -62516.14000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10100.00000000 OU Notional Amount -721104.79000000 -0.00812374148 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 -29368.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 129100.00000000 OU Notional Amount -9217290.00000000 -0.10383911208 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 -91311.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9800.00000000 OU Notional Amount 264107.27000000 0.002975350066 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 9800.00000000 JPY 670.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 152700.00000000 OU Notional Amount 4115222.46000000 0.046360811722 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 152700.00000000 JPY -181476.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 488700.00000000 OU Notional Amount -5606232.64000000 -0.06315806701 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 488700.00000000 JPY 166390.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1467100.00000000 OU Notional Amount 23943964.01000000 0.269745224746 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 1467100.00000000 JPY 565800.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161700.00000000 OU Notional Amount 2639042.31000000 0.029730626922 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 62361.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2099700.00000000 OU Notional Amount 34268380.63000000 0.386056879758 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 2099700.00000000 JPY 809768.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17900.00000000 OU Notional Amount 292138.88000000 0.003291145434 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 17900.00000000 JPY 2910.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 428300.00000000 OU Notional Amount 6990116.41000000 0.078748469603 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 428300.00000000 JPY 69636.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 500500.00000000 OU Notional Amount 4295228.14000000 0.048388699526 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 500500.00000000 JPY 70893.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15800.00000000 OU Notional Amount 429252.74000000 0.004835827383 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 15800.00000000 JPY 1399.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 142300.00000000 OU Notional Amount 3865991.43000000 0.043553052732 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 142300.00000000 JPY 12603.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 218100.00000000 OU Notional Amount 5925317.86000000 0.066752781501 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toyoda Gosei Co. Ltd. Toyoda Gosei Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 218100.00000000 JPY 16614.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62300.00000000 OU Notional Amount -2268917.52000000 -0.02556091656 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 135981.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49200.00000000 OU Notional Amount -1791825.71000000 -0.02018614915 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 107388.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179200.00000000 OU Notional Amount -6526324.54000000 -0.07352353516 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 179200.00000000 JPY -82860.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 535300.00000000 OU Notional Amount -19495209.42000000 -0.21962694415 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 535300.00000000 JPY -236010.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1258000.00000000 OU Notional Amount -45815381.01000000 -0.51614178179 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1258000.00000000 JPY -1930958.82000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 80200.00000000 OU Notional Amount -2920821.59000000 -0.03290506433 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 -118726.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 493100.00000000 OU Notional Amount -17958318.26000000 -0.20231280806 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 493100.00000000 JPY -784108.86000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 140600.00000000 OU Notional Amount -5120542.58000000 -0.05768643439 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 -208141.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 340600.00000000 OU Notional Amount -12404386.94000000 -0.13974395140 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 340600.00000000 JPY -157490.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 402600.00000000 OU Notional Amount -6760429.40000000 -0.07616088744 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 402600.00000000 JPY -32679.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 435500.00000000 OU Notional Amount 9870819.50000000 0.111201571442 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 435500.00000000 JPY 731312.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 311900.00000000 OU Notional Amount 7069365.33000000 0.079641263199 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 311900.00000000 JPY 45403.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 158800.00000000 OU Notional Amount 3872701.82000000 0.043628649891 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Transcosmos, Inc. Transcosmos, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 158800.00000000 JPY -83134.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 170500.00000000 OU Notional Amount 3546275.41000000 0.039951231846 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 170500.00000000 JPY 157322.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 458200.00000000 OU Notional Amount 8803483.55000000 0.099177297784 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 458200.00000000 JPY -159693.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87800.00000000 OU Notional Amount -2320976.59000000 -0.02614739780 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 87800.00000000 JPY -32324.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 640600.00000000 OU Notional Amount -11078083.18000000 -0.12480222722 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 640600.00000000 JPY -151413.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9000.00000000 OU Notional Amount 120983.00000000 0.001362956714 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Uchida Yoko Co. Ltd. Uchida Yoko Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 9000.00000000 JPY -3998.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3324400.00000000 OU Notional Amount 20179254.07000000 0.227333177666 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 3324400.00000000 JPY 942598.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5270900.00000000 OU Notional Amount 31994594.60000000 0.360441116076 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 5270900.00000000 JPY 1494508.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 698400.00000000 OU Notional Amount 4239318.69000000 0.047758841114 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Unicharm Corp. Unicharm Corp. Y equity-performance leg 2026-09-07 0.00000000 JPY 0.00000000 JPY 698400.00000000 JPY 198023.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2800.00000000 OU Notional Amount -186483.81000000 -0.00210086839 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Union Tool Co. Union Tool Co. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY -6106.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 63900.00000000 OU Notional Amount -4255826.96000000 -0.04794481813 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Union Tool Co. Union Tool Co. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 63900.00000000 JPY 31329.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 616500.00000000 OU Notional Amount 11082592.76000000 0.124853030750 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 616500.00000000 JPY 161680.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55300.00000000 OU Notional Amount -1559225.13000000 -0.01756574362 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 55300.00000000 JPY 34120.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 275100.00000000 OU Notional Amount -7756651.61000000 -0.08738401590 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 275100.00000000 JPY -97814.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 211700.00000000 OU Notional Amount 4325970.81000000 0.048735036851 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 211700.00000000 JPY 105041.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 459500.00000000 OU Notional Amount -1610892.34000000 -0.01814781028 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamada Holdings Co. Ltd. Yamada Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 459500.00000000 JPY -42889.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7400.00000000 OU Notional Amount 111072.28000000 0.001251305636 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yahagi Construction Co. Ltd. Yahagi Construction Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7400.00000000 JPY -3075.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 645900.00000000 OU Notional Amount 10437534.99000000 0.117586011259 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yakult Honsha Co. Ltd. Yakult Honsha Co. Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 645900.00000000 JPY 114616.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4351900.00000000 OU Notional Amount -32864236.28000000 -0.37023822779 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 4351900.00000000 JPY 722828.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 797900.00000000 OU Notional Amount -6025500.16000000 -0.06788140402 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 797900.00000000 JPY 133498.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1695700.00000000 OU Notional Amount -12805414.98000000 -0.14426180812 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 1695700.00000000 JPY 275150.68000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32500.00000000 OU Notional Amount -245430.20000000 -0.00276494002 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 3661.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10200.00000000 OU Notional Amount 313029.75000000 0.003526495455 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamanashi Chuo Bank Ltd. Yamanashi Chuo Bank Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 10200.00000000 JPY 5948.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1226500.00000000 OU Notional Amount 17060474.88000000 0.192197984797 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 1226500.00000000 JPY -736512.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 162500.00000000 OU Notional Amount 2260356.44000000 0.025464470112 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 162500.00000000 JPY -30752.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 991500.00000000 OU Notional Amount 13791651.73000000 0.155372443509 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 991500.00000000 JPY -187639.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10200.00000000 OU Notional Amount 735338.83000000 0.008284097732 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamato Kogyo Co. Ltd. Yamato Kogyo Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 10200.00000000 JPY -4898.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3300.00000000 OU Notional Amount 237903.74000000 0.002680149276 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yamato Kogyo Co. Ltd. Yamato Kogyo Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 3300.00000000 JPY -10961.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10000.00000000 OU Notional Amount 720920.42000000 0.008121664426 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yamato Kogyo Co. Ltd. Yamato Kogyo Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 10000.00000000 JPY -27092.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150300.00000000 OU Notional Amount -10835433.97000000 -0.12206861696 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 150300.00000000 JPY 296066.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 68900.00000000 OU Notional Amount -1459816.29000000 -0.01644583466 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yamazaki Baking Co. Ltd. Yamazaki Baking Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 68900.00000000 JPY 47663.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6400.00000000 OU Notional Amount -135599.77000000 -0.00152762468 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamazaki Baking Co. Ltd. Yamazaki Baking Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 6400.00000000 JPY 94.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1759400.00000000 OU Notional Amount 15397750.03000000 0.173466245635 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 1759400.00000000 JPY -147458.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33400.00000000 OU Notional Amount 436695.69000000 0.004919677334 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yamato Holdings Co. Ltd. Yamato Holdings Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 33400.00000000 JPY 2331.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114400.00000000 OU Notional Amount 1055150.00000000 0.011886990548 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 114400.00000000 JPY -20020.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35600.00000000 OU Notional Amount 328350.88000000 0.003699098523 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 35600.00000000 JPY -6230.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 124900.00000000 OU Notional Amount 1151995.07000000 0.012978016878 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 124900.00000000 JPY -21857.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 112500.00000000 OU Notional Amount 1037625.66000000 0.011689566804 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 112500.00000000 JPY -19687.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 277600.00000000 OU Notional Amount 8860788.35000000 0.099822875773 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 277600.00000000 JPY -287264.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 311000.00000000 OU Notional Amount 9926891.84000000 0.111833264922 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 311000.00000000 JPY -191796.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21400.00000000 OU Notional Amount 683072.30000000 0.007695279319 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 21400.00000000 JPY -13197.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145800.00000000 OU Notional Amount 4653829.04000000 0.052428585333 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 145800.00000000 JPY -90058.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32100.00000000 OU Notional Amount 290819.19000000 0.003276278219 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yodoko Ltd. Yodoko Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 32100.00000000 JPY -3153.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54300.00000000 OU Notional Amount 491946.48000000 0.005542115489 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yodoko Ltd. Yodoko Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 54300.00000000 JPY -6988.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16100.00000000 OU Notional Amount 145862.59000000 0.001643242409 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yodoko Ltd. Yodoko Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 16100.00000000 JPY -712.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76100.00000000 OU Notional Amount -689449.86000000 -0.00776712692 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 76100.00000000 JPY 2259.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 92700.00000000 OU Notional Amount -839842.34000000 -0.00946140165 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 92700.00000000 JPY 2752.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 447600.00000000 OU Notional Amount -4055161.08000000 -0.04568417896 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 447600.00000000 JPY 43978.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 175600.00000000 OU Notional Amount -1590898.76000000 -0.01792256885 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 175600.00000000 JPY 17253.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 27000.00000000 OU Notional Amount -244614.27000000 -0.00275574801 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 27000.00000000 JPY -4648.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40900.00000000 OU Notional Amount 1363559.33000000 0.015361433794 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 40900.00000000 JPY -14295.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 105200.00000000 OU Notional Amount -3507247.96000000 -0.03951156077 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 13896.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4300.00000000 OU Notional Amount -143357.09000000 -0.00161501622 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 4300.00000000 JPY -955.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21300.00000000 OU Notional Amount -710117.70000000 -0.00799996435 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 -4733.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132200.00000000 OU Notional Amount -4407397.16000000 -0.04965236069 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 -29377.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12400.00000000 OU Notional Amount -413401.85000000 -0.00465725620 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 12400.00000000 JPY -2755.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40200.00000000 OU Notional Amount -1586705.70000000 -0.01787533114 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 78105.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18400.00000000 OU Notional Amount -726253.36000000 -0.00818174366 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 35749.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 206700.00000000 OU Notional Amount -8158509.17000000 -0.09191121773 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 206700.00000000 JPY 22604.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16200.00000000 OU Notional Amount -639418.72000000 -0.00720349171 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 16200.00000000 JPY 1771.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 20300.00000000 OU Notional Amount -801246.91000000 -0.00902659758 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 -11155.80000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37100.00000000 OU Notional Amount -1464347.80000000 -0.01649688523 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 -20388.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 160800.00000000 OU Notional Amount -6346822.81000000 -0.07150132470 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 160800.00000000 JPY 17585.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18000.00000000 OU Notional Amount 179937.80000000 0.002027123089 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zojirushi Corp. Zojirushi Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 18000.00000000 JPY -243.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9300.00000000 OU Notional Amount 289951.75000000 0.003266505910 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zuken, Inc. Zuken, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY -6672.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46600.00000000 OU Notional Amount -982451.26000000 -0.01106798923 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 46600.00000000 JPY 1569.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 151200.00000000 OU Notional Amount -3187695.94000000 -0.03591158746 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 151200.00000000 JPY 9224.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65700.00000000 OU Notional Amount -1385129.78000000 -0.01560443975 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 65700.00000000 JPY 4008.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1138.00000000 OU Notional Amount -481963.76000000 -0.00542965328 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 1138.00000000 JPY 78.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2958.00000000 OU Notional Amount -1252766.97000000 -0.01411328164 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 2958.00000000 JPY -46715.47000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 942.00000000 OU Notional Amount -398954.19000000 -0.00449449337 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 942.00000000 JPY -5253.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 167800.00000000 OU Notional Amount 1709945.60000000 0.019263713392 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MCJ Co. Ltd. MCJ Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 167800.00000000 JPY 16551.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1126100.00000000 OU Notional Amount 18772267.02000000 0.211482500733 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Asahi Intecc Co. Ltd. Asahi Intecc Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1126100.00000000 JPY -2728488.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 536100.00000000 OU Notional Amount -6169365.43000000 -0.06950214524 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 536100.00000000 JPY -145626.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 290300.00000000 OU Notional Amount -1333668.04000000 -0.01502468785 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Monex Group, Inc. Monex Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 290300.00000000 JPY -22655.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1107400.00000000 OU Notional Amount -5087509.45000000 -0.05731429346 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Monex Group, Inc. Monex Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 1107400.00000000 JPY -50238.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51600.00000000 OU Notional Amount -636694.08000000 -0.00717279676 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 55610.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 612200.00000000 OU Notional Amount -7553955.78000000 -0.08510050795 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 612200.00000000 JPY 61836.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95300.00000000 OU Notional Amount -1175909.81000000 -0.01324743287 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M3, Inc. M3, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 95300.00000000 JPY 8246.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 569300.00000000 OU Notional Amount -12090920.84000000 -0.13621254016 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 569300.00000000 JPY 43174.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 152900.00000000 OU Notional Amount -2398224.47000000 -0.02701764830 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 -35018.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 800.00000000 OU Notional Amount -12547.94000000 -0.00014136117 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 800.00000000 JPY -183.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31500.00000000 OU Notional Amount -494075.02000000 -0.00556609495 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sega Sammy Holdings, Inc. Sega Sammy Holdings, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 31500.00000000 JPY -18129.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8700.00000000 OU Notional Amount 389727.65000000 0.004390550056 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY 14194.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12800.00000000 OU Notional Amount -573392.41000000 -0.00645965991 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 -16597.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36800.00000000 OU Notional Amount -1648503.18000000 -0.01857152226 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 36800.00000000 JPY -60277.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 18600.00000000 OU Notional Amount -833210.85000000 -0.00938669336 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 18600.00000000 JPY 77354.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20000.00000000 OU Notional Amount -895925.64000000 -0.01009321860 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cosmos Pharmaceutical Corp. Cosmos Pharmaceutical Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 20000.00000000 JPY -32785.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17700.00000000 OU Notional Amount -792894.19000000 -0.00893249845 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 17700.00000000 JPY -29015.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4100.00000000 OU Notional Amount 115299.93000000 0.001298933022 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fuyo General Lease Co. Ltd. Fuyo General Lease Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 197.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 192700.00000000 OU Notional Amount -3113667.15000000 -0.03507760222 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 192700.00000000 JPY 71175.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 170500.00000000 OU Notional Amount -2754957.18000000 -0.03103648766 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 170500.00000000 JPY 84377.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 452100.00000000 OU Notional Amount -7413944.68000000 -0.08352318660 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 DeNA Co. Ltd. DeNA Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 452100.00000000 JPY -66270.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73400.00000000 OU Notional Amount -1203679.58000000 -0.01356027843 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DeNA Co. Ltd. DeNA Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 73400.00000000 JPY 17046.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 805000.00000000 OU Notional Amount -13201118.04000000 -0.14871967528 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 805000.00000000 JPY -233510.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62400.00000000 OU Notional Amount -3603969.13000000 -0.04060119128 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 62400.00000000 JPY 107385.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2847.00000000 OU Notional Amount 1859936.60000000 0.020953465181 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 2847.00000000 JPY -17818.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 849000.00000000 OU Notional Amount -12158186.61000000 -0.13697033533 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seven & i Holdings Co. Ltd. Seven & i Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 849000.00000000 JPY -165076.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23800.00000000 OU Notional Amount -113903.95000000 -0.00128320634 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Create Restaurants Holdings, Inc. Create Restaurants Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 23800.00000000 JPY 1186.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1239600.00000000 OU Notional Amount 22708994.04000000 0.255832438544 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 1239600.00000000 JPY -2730924.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 287200.00000000 OU Notional Amount 5261393.26000000 0.059273214193 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daiichi Sankyo Co. Ltd. Daiichi Sankyo Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 287200.00000000 JPY -522186.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23200.00000000 OU Notional Amount -602010.10000000 -0.00678205787 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 23200.00000000 JPY -6342.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 385500.00000000 OU Notional Amount -10003228.10000000 -0.11269324540 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 385500.00000000 JPY 7586.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 350000.00000000 OU Notional Amount -9082048.86000000 -0.10231552761 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 350000.00000000 JPY 40244.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 231200.00000000 OU Notional Amount -1526428.59000000 -0.01719626804 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 231200.00000000 JPY -27468.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 111000.00000000 OU Notional Amount -732844.18000000 -0.00825599378 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 111000.00000000 JPY -18952.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 509400.00000000 OU Notional Amount -3363160.57000000 -0.03788831721 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Chemical Group Corp. Mitsubishi Chemical Group Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 509400.00000000 JPY -86976.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 504.00000000 OU Notional Amount -1200757.98000000 -0.01352736460 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daiwa Office Investment Corp. Daiwa Office Investment Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 504.00000000 JPY -6134.77000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 192900.00000000 OU Notional Amount 2013878.39000000 0.022687725336 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 192900.00000000 JPY 47984.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 59100.00000000 OU Notional Amount 617004.73000000 0.006950982698 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 59100.00000000 JPY 915.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 290700.00000000 OU Notional Amount -3034911.60000000 -0.03419036677 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 290700.00000000 JPY 76754.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121200.00000000 OU Notional Amount -1918295.13000000 -0.02161091416 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UACJ Corp. UACJ Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 121200.00000000 JPY -106873.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60300.00000000 OU Notional Amount 1905317.91000000 0.021464716854 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 60300.00000000 JPY 1047.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 233200.00000000 OU Notional Amount 6290561.06000000 0.070867497387 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 233200.00000000 JPY 79351.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 45400.00000000 OU Notional Amount -467182.11000000 -0.00526312782 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 45400.00000000 JPY -17031.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 93800.00000000 OU Notional Amount -965235.28000000 -0.01087403937 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 93800.00000000 JPY -35187.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 113000.00000000 OU Notional Amount -1162810.10000000 -0.01309985563 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 113000.00000000 JPY -1714.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 595800.00000000 OU Notional Amount -6130993.41000000 -0.06906985804 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 595800.00000000 JPY -9039.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34900.00000000 OU Notional Amount -359133.38000000 -0.00404588456 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 34900.00000000 JPY -529.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4980.00000000 OU Notional Amount -4339223.86000000 -0.04888434157 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 4980.00000000 JPY 140249.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74.00000000 OU Notional Amount -64478.43000000 -0.00072639386 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 74.00000000 JPY 2084.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4534.00000000 OU Notional Amount -3950610.64000000 -0.04450634633 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 4534.00000000 JPY 4191.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8000.00000000 OU Notional Amount 112268.88000000 0.001264786158 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alpen Co. Ltd. Alpen Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 8000.00000000 JPY -3008.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9700.00000000 OU Notional Amount -338908.69000000 -0.00381803951 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 9700.00000000 JPY 10828.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 288300.00000000 OU Notional Amount -10072925.18000000 -0.11347843094 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 288300.00000000 JPY 121719.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68800.00000000 OU Notional Amount -2403805.94000000 -0.02708052740 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 68800.00000000 JPY 27903.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 355900.00000000 OU Notional Amount 7973660.76000000 0.089828773250 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 355900.00000000 JPY 736158.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86000.00000000 OU Notional Amount 1926762.65000000 0.021706306601 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 86000.00000000 JPY 177833.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12000.00000000 OU Notional Amount -268850.60000000 -0.00302878694 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 12000.00000000 JPY -24821.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 122800.00000000 OU Notional Amount 3001167.97000000 0.033810221575 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 122800.00000000 JPY -39357.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14400.00000000 OU Notional Amount -351928.49000000 -0.00396471651 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 14400.00000000 JPY -15932.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60100.00000000 OU Notional Amount -1468812.66000000 -0.01654718495 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 60100.00000000 JPY -66454.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37000.00000000 OU Notional Amount -904260.71000000 -0.01018711890 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 37000.00000000 JPY -27058.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 142400.00000000 OU Notional Amount -3480181.75000000 -0.03920664130 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 142400.00000000 JPY -31741.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5548.00000000 OU Notional Amount 2982869.80000000 0.033604080103 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Hotel REIT Investment Corp. Japan Hotel REIT Investment Corp. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5548.00000000 JPY 6823.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 93.00000000 OU Notional Amount -89899.20000000 -0.00101277632 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 93.00000000 JPY 26.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1174.00000000 OU Notional Amount -1134856.55000000 -0.01278493966 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 1174.00000000 JPY -10798.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 157300.00000000 OU Notional Amount 5265443.27000000 0.059318840341 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 157300.00000000 JPY 199908.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216200.00000000 OU Notional Amount 7237055.53000000 0.081530408650 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 216200.00000000 JPY 373346.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 289800.00000000 OU Notional Amount -846889.75000000 -0.00954079557 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Infomart Corp. Infomart Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 289800.00000000 JPY 1578.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128600.00000000 OU Notional Amount -1429010.44000000 -0.01609878557 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 128600.00000000 JPY -2917.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 235400.00000000 OU Notional Amount -4143850.32000000 -0.04668332425 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 235400.00000000 JPY -92248.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41100.00000000 OU Notional Amount -723501.48000000 -0.00815074184 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 41100.00000000 JPY -16106.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 506300.00000000 OU Notional Amount 3240002.00000000 0.036500851208 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 506300.00000000 JPY -41808.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195100.00000000 OU Notional Amount -5326447.10000000 -0.06000609044 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 195100.00000000 JPY -536375.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3490900.00000000 OU Notional Amount 23197866.37000000 0.261339921619 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 3490900.00000000 JPY 250552.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1104100.00000000 OU Notional Amount 7337008.87000000 0.082656451779 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 1104100.00000000 JPY 79244.73000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1115100.00000000 OU Notional Amount 7410106.50000000 0.083479946862 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1115100.00000000 JPY 284435.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 894400.00000000 OU Notional Amount 5943502.16000000 0.066957640149 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 894400.00000000 JPY 228140.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1972300.00000000 OU Notional Amount 13106405.75000000 0.147652676189 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 1972300.00000000 JPY 141169.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46200.00000000 OU Notional Amount 307010.06000000 0.003458679506 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 46200.00000000 JPY 3315.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 94600.00000000 OU Notional Amount 628639.65000000 0.007082058075 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 94600.00000000 JPY 2571.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87200.00000000 OU Notional Amount 579464.88000000 0.006528070465 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 87200.00000000 JPY 1275.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56000.00000000 OU Notional Amount 372133.41000000 0.004192338840 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nomura Real Estate Holdings, Inc. Nomura Real Estate Holdings, Inc. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 56000.00000000 JPY 7680.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 358100.00000000 OU Notional Amount 5704149.08000000 0.064261163061 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 358100.00000000 JPY 406404.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 459800.00000000 OU Notional Amount 7324121.04000000 0.082511261509 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Yamaguchi Financial Group, Inc. Yamaguchi Financial Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 459800.00000000 JPY 804374.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4412600.00000000 OU Notional Amount -20265549.63000000 -0.22830535650 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 4412600.00000000 JPY -135524.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4098800.00000000 OU Notional Amount 34779383.43000000 0.391813677800 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 4098800.00000000 JPY 1812263.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1024100.00000000 OU Notional Amount 8689754.70000000 0.097896064058 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 1024100.00000000 JPY 361347.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133400.00000000 OU Notional Amount -1131933.68000000 -0.01275201152 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Idemitsu Kosan Co. Ltd. Idemitsu Kosan Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 133400.00000000 JPY -20558.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 702800.00000000 OU Notional Amount -11386119.38000000 -0.12827246690 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 702800.00000000 JPY 473035.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24000.00000000 OU Notional Amount -388825.93000000 -0.00438039156 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 24000.00000000 JPY -7558.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 129200.00000000 OU Notional Amount -2093179.60000000 -0.02358110801 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aozora Bank Ltd. Aozora Bank Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 129200.00000000 JPY -38519.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9499.00000000 OU Notional Amount -8912217.63000000 -0.10040226198 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 9499.00000000 JPY -45125.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 509900.00000000 OU Notional Amount -6878013.15000000 -0.07748554926 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 250417.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 497600.00000000 OU Notional Amount -6712099.12000000 -0.07561641359 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 497600.00000000 JPY 244376.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 69000.00000000 OU Notional Amount -930737.22000000 -0.01048539500 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 69000.00000000 JPY 104086.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 46800.00000000 OU Notional Amount -631282.63000000 -0.00711183306 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 46800.00000000 JPY 70598.10000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 19900.00000000 OU Notional Amount -268430.01000000 -0.00302404870 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 30019.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154100.00000000 OU Notional Amount -2078646.45000000 -0.02341738208 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 154100.00000000 JPY 29049.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 203600.00000000 OU Notional Amount -2746349.24000000 -0.03093951330 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 203600.00000000 JPY 125984.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25700.00000000 OU Notional Amount 705888.64000000 0.007952321084 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 25700.00000000 JPY -10730.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 57800.00000000 OU Notional Amount 1587562.77000000 0.017884986630 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 57800.00000000 JPY -12965.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24400.00000000 OU Notional Amount 670182.21000000 0.007550063589 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Duskin Co. Ltd. Duskin Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 24400.00000000 JPY -16765.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 109600.00000000 OU Notional Amount -1242273.40000000 -0.01399506436 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 109600.00000000 JPY 23364.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 70200.00000000 OU Notional Amount -795689.71000000 -0.00896399190 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 70200.00000000 JPY 14965.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180500.00000000 OU Notional Amount -2045897.34000000 -0.02304844083 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 180500.00000000 JPY 14974.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54500.00000000 OU Notional Amount -617736.32000000 -0.00695922456 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 eGuarantee, Inc. eGuarantee, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 54500.00000000 JPY 14208.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 726600.00000000 OU Notional Amount 26421959.02000000 0.297661543056 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 726600.00000000 JPY 480628.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29200.00000000 OU Notional Amount -422082.05000000 -0.00475504462 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 29200.00000000 JPY -21434.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114200.00000000 OU Notional Amount -1650745.54000000 -0.01859678399 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SKY Perfect JSAT Holdings, Inc. SKY Perfect JSAT Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 114200.00000000 JPY -123417.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 193400.00000000 OU Notional Amount 2324939.09000000 0.026192038089 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 193400.00000000 JPY -17490.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 772500.00000000 OU Notional Amount -16558759.13000000 -0.18654581176 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 772500.00000000 JPY -127775.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2000.00000000 OU Notional Amount -29198.20000000 -0.00032893780 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 2000.00000000 JPY -253.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 58300.00000000 OU Notional Amount -851127.58000000 -0.00958853764 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 -7377.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 749400.00000000 OU Notional Amount -10940566.17000000 -0.12325300351 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 749400.00000000 JPY -16942.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 117400.00000000 OU Notional Amount -1713934.44000000 -0.01930865041 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 117400.00000000 JPY 4525.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 208300.00000000 OU Notional Amount -3040992.70000000 -0.03425887455 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 -73620.12000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 278300.00000000 OU Notional Amount -4062929.76000000 -0.04577169848 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 -98360.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 95000.00000000 OU Notional Amount -1386914.58000000 -0.01562454675 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 95000.00000000 JPY 5505.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210800.00000000 OU Notional Amount -3077490.46000000 -0.03467004692 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 210800.00000000 JPY -7518.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88900.00000000 OU Notional Amount -1297860.06000000 -0.01462128632 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 88900.00000000 JPY -3170.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 900.00000000 OU Notional Amount -20337.93000000 -0.00022912077 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 900.00000000 JPY -567.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22000.00000000 OU Notional Amount -497149.51000000 -0.00560073120 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 22000.00000000 JPY -13869.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12400.00000000 OU Notional Amount -280211.54000000 -0.00315677574 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nomura Micro Science Co. Ltd. Nomura Micro Science Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 12400.00000000 JPY -7817.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124700.00000000 OU Notional Amount -2817933.80000000 -0.03174596261 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 124700.00000000 JPY 62664.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 17200.00000000 OU Notional Amount -388680.52000000 -0.00437875341 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 17200.00000000 JPY -61030.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 708500.00000000 OU Notional Amount -11344423.62000000 -0.12780273549 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 708500.00000000 JPY -142754.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143200.00000000 OU Notional Amount -2292902.56000000 -0.02583112454 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 143200.00000000 JPY -28921.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462300.00000000 OU Notional Amount -7402296.46000000 -0.08339196139 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 462300.00000000 JPY -15107.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 58500.00000000 OU Notional Amount -936695.53000000 -0.01055251946 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MatsukiyoCocokara & Co. MatsukiyoCocokara & Co. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 58500.00000000 JPY -11479.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 84800.00000000 OU Notional Amount 1545205.48000000 0.017407802622 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 84800.00000000 JPY 90223.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 117700.00000000 OU Notional Amount 2144701.47000000 0.024161537320 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 117700.00000000 JPY 125227.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 178700.00000000 OU Notional Amount 3256229.00000000 0.036683659525 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Doutor Nichires Holdings Co. Ltd. Doutor Nichires Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 178700.00000000 JPY 283588.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7291800.00000000 OU Notional Amount -7326666.45000000 -0.08253993730 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sony Financial Group, Inc. Sony Financial Group, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7291800.00000000 JPY -55116.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6585700.00000000 OU Notional Amount -6617190.17000000 -0.07454719898 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sony Financial Group, Inc. Sony Financial Group, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 6585700.00000000 JPY -44183.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17100.00000000 OU Notional Amount -220227.18000000 -0.00248101066 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pasona Group, Inc. Pasona Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 17100.00000000 JPY 3506.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 496300.00000000 OU Notional Amount -4099166.70000000 -0.04617993254 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ZOZO, Inc. ZOZO, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 496300.00000000 JPY -246294.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 68000.00000000 OU Notional Amount -561642.83000000 -0.00632729281 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ZOZO, Inc. ZOZO, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 68000.00000000 JPY -33761.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 567900.00000000 OU Notional Amount -4690543.56000000 -0.05284219965 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ZOZO, Inc. ZOZO, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 567900.00000000 JPY -157911.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92900.00000000 OU Notional Amount 833939.85000000 0.009394906046 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SHO-BOND Holdings Co. Ltd. SHO-BOND Holdings Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 92900.00000000 JPY -6816.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 343700.00000000 OU Notional Amount -661598.14000000 -0.00745335813 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Seven Bank Ltd. Seven Bank Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 343700.00000000 JPY 7530.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1173800.00000000 OU Notional Amount -2259481.81000000 -0.02545461680 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 1173800.00000000 JPY -28291.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166000.00000000 OU Notional Amount -1756716.78000000 -0.01979062290 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 166000.00000000 JPY -63608.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 961000.00000000 OU Notional Amount -15422675.04000000 -0.17374704301 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 961000.00000000 JPY 823163.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21200.00000000 OU Notional Amount -340229.67000000 -0.00383292126 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 21200.00000000 JPY 18173.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34700.00000000 OU Notional Amount -556885.35000000 -0.00627369652 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 34700.00000000 JPY 12638.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2100.00000000 OU Notional Amount 61106.87000000 0.000688410923 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TIS, Inc. TIS, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 2100.00000000 JPY -297.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36300.00000000 OU Notional Amount -1056275.85000000 -0.01189967402 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 87787.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 298300.00000000 OU Notional Amount -8680085.04000000 -0.09778712868 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 298300.00000000 JPY 294896.65000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64400.00000000 OU Notional Amount -1873943.94000000 -0.02111126750 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 63665.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 344900.00000000 OU Notional Amount -10036075.52000000 -0.11306329418 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 340965.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81300.00000000 OU Notional Amount -2365708.73000000 -0.02665133612 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TIS, Inc. TIS, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 81300.00000000 JPY 80900.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 188000.00000000 OU Notional Amount -5470519.57000000 -0.06162916592 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TIS, Inc. TIS, Inc. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 188000.00000000 JPY 155536.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 153900.00000000 OU Notional Amount 3920996.67000000 0.044172724597 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 153900.00000000 JPY 171547.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 592900.00000000 OU Notional Amount -15105646.02000000 -0.17017549303 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 592900.00000000 JPY -127371.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32200.00000000 OU Notional Amount -261718.21000000 -0.00294843566 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 32200.00000000 JPY 1126.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52900.00000000 OU Notional Amount -429965.63000000 -0.00484385857 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 52900.00000000 JPY 1850.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124700.00000000 OU Notional Amount -1013548.48000000 -0.01141832081 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 124700.00000000 JPY 9221.34000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 39700.00000000 OU Notional Amount -322677.42000000 -0.00363518309 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 JVCKenwood Corp. JVCKenwood Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 39700.00000000 JPY -11193.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16618300.00000000 OU Notional Amount 29105595.15000000 0.327894550035 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 16618300.00000000 JPY -157884.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6300.00000000 OU Notional Amount -131153.13000000 -0.00147753022 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 YAMABIKO Corp. YAMABIKO Corp. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY -4076.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48500.00000000 OU Notional Amount 1598806.39000000 0.018011653743 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 48500.00000000 JPY 11322.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 787100.00000000 OU Notional Amount 5847895.33000000 0.065880563445 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 787100.00000000 JPY 216715.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 813900.00000000 OU Notional Amount -15924797.44000000 -0.17940379724 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 813900.00000000 JPY -255304.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 97300.00000000 OU Notional Amount 2043794.73000000 0.023024753484 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 97300.00000000 JPY 29041.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 152400.00000000 OU Notional Amount 3201174.90000000 0.036063437219 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 152400.00000000 JPY 45487.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7800.00000000 OU Notional Amount 235508.02000000 0.002653159842 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Noevir Holdings Co. Ltd. Noevir Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 7800.00000000 JPY 487.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88500.00000000 OU Notional Amount 1026302.11000000 0.011561999224 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Material Co. Ltd. Japan Material Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 88500.00000000 JPY 38095.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22300.00000000 OU Notional Amount -289188.03000000 -0.00325790207 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 22300.00000000 JPY -185.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 106300.00000000 OU Notional Amount -1378506.15000000 -0.01552982000 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 49204.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8700.00000000 OU Notional Amount -112822.23000000 -0.00127102002 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 8700.00000000 JPY 4027.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102200.00000000 OU Notional Amount -1325337.05000000 -0.01493083351 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 102200.00000000 JPY 47306.22000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 27000.00000000 OU Notional Amount -350137.97000000 -0.00394454507 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 27000.00000000 JPY -8337.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72200.00000000 OU Notional Amount 1273761.41000000 0.014349798457 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 72200.00000000 JPY 10124.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 732300.00000000 OU Notional Amount 9620551.60000000 0.108382131398 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Financial Partners Group Co. Ltd. Financial Partners Group Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 732300.00000000 JPY 25406.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 158700.00000000 OU Notional Amount 9501111.30000000 0.107036554260 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 158700.00000000 JPY 291919.71000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 449200.00000000 OU Notional Amount 26892874.59000000 0.302966730877 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 449200.00000000 JPY 549309.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 865200.00000000 OU Notional Amount 5901563.39000000 0.066485171057 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 865200.00000000 JPY -19281.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 84300.00000000 OU Notional Amount -737463.94000000 -0.00830803855 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 84300.00000000 JPY -16919.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34000.00000000 OU Notional Amount -297435.04000000 -0.00335081032 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 34000.00000000 JPY -3370.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60300.00000000 OU Notional Amount -527509.79000000 -0.00594276063 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 60300.00000000 JPY 2596.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64200.00000000 OU Notional Amount -561627.34000000 -0.00632711830 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pola Orbis Holdings, Inc. Pola Orbis Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 64200.00000000 JPY -1032.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4200.00000000 OU Notional Amount -95340.43000000 -0.00107407552 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 4200.00000000 JPY -2548.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 115800.00000000 OU Notional Amount -2628671.78000000 -0.02961379576 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Paramount Bed Holdings Co. Ltd. Paramount Bed Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 115800.00000000 JPY -42796.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40555.00000000 OU Notional Amount -920602.62000000 -0.01037122176 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 40555.00000000 JPY -22167.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1933400.00000000 OU Notional Amount 17002595.53000000 0.191545934107 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dai-ichi Life Holdings, Inc. Dai-ichi Life Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1933400.00000000 JPY 244244.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16400.00000000 OU Notional Amount -144223.94000000 -0.00162478189 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 16400.00000000 JPY -5935.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22000.00000000 OU Notional Amount 515029.72000000 0.005802164065 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MEIJI Holdings Co. Ltd. MEIJI Holdings Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 22000.00000000 JPY 21903.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44700.00000000 OU Notional Amount 1047907.67000000 0.011805400719 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 ARE Holdings, Inc. ARE Holdings, Inc. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 44700.00000000 JPY -51010.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 133500.00000000 OU Notional Amount 1480796.57000000 0.016682191946 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 133500.00000000 JPY -55.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73800.00000000 OU Notional Amount 2309506.17000000 0.026018175629 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 73800.00000000 JPY -16656.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7700500.00000000 OU Notional Amount 65083953.52000000 0.733215505266 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 7700500.00000000 JPY 5332209.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12038000.00000000 OU Notional Amount 101744124.70000000 1.146217550795 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 12038000.00000000 JPY 8335709.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 400.00000000 OU Notional Amount 13793.80000000 0.000155396645 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 400.00000000 JPY -668.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16500.00000000 OU Notional Amount 568994.42000000 0.006410113531 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 16500.00000000 JPY -5148.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45200.00000000 OU Notional Amount -1558699.85000000 -0.01755982598 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sompo Holdings, Inc. Sompo Holdings, Inc. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 45200.00000000 JPY 14057.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2139.00000000 OU Notional Amount -2321438.07000000 -0.02615259669 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 2139.00000000 JPY -14223.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73900.00000000 OU Notional Amount -1767998.22000000 -0.01991771608 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexon Co. Ltd. Nexon Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 73900.00000000 JPY 263193.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93100.00000000 OU Notional Amount -2227342.81000000 -0.02509254886 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexon Co. Ltd. Nexon Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 93100.00000000 JPY 267312.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 582900.00000000 OU Notional Amount 13987185.99000000 0.157575271449 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 582900.00000000 JPY 146806.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15300.00000000 OU Notional Amount 367543.25000000 0.004140627530 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tama Home Co. Ltd. Tama Home Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 15300.00000000 JPY 7350.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4600.00000000 OU Notional Amount 110503.20000000 0.001244894559 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tama Home Co. Ltd. Tama Home Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 4600.00000000 JPY 1222.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116900.00000000 OU Notional Amount 887675.84000000 0.010000278937 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nippon Paper Industries Co. Ltd. Nippon Paper Industries Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 116900.00000000 JPY -5645.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 138300.00000000 OU Notional Amount 2613207.07000000 0.029439575172 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 138300.00000000 JPY 9266.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 123900.00000000 OU Notional Amount 2341116.10000000 0.026374283234 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2031-01-20 0.00000000 JPY 0.00000000 JPY 123900.00000000 JPY 22878.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 249000.00000000 OU Notional Amount -4704906.44000000 -0.05300400737 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 249000.00000000 JPY -13077.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65000.00000000 OU Notional Amount -1228188.43000000 -0.01383638748 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Airlines Co. Ltd. Japan Airlines Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 65000.00000000 JPY -10932.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6276.00000000 OU Notional Amount 5861366.59000000 0.066032326455 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 6276.00000000 JPY 66246.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 570.00000000 OU Notional Amount -411679.60000000 -0.00463785387 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 570.00000000 JPY 13226.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2112.00000000 OU Notional Amount -1525381.24000000 -0.01718446892 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 2112.00000000 JPY 19172.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 570.00000000 OU Notional Amount -523739.98000000 -0.00590029113 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GLP J-Reit GLP J-Reit Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 570.00000000 JPY 2573.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4200.00000000 OU Notional Amount 83502.68000000 0.000940715128 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zenkoku Hosho Co. Ltd. Zenkoku Hosho Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 4200.00000000 JPY -703.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5500.00000000 OU Notional Amount 118376.62000000 0.001333594051 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Konoike Transport Co. Ltd. Konoike Transport Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 5500.00000000 JPY -579.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 146400.00000000 OU Notional Amount -4637810.61000000 -0.05224812670 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 146400.00000000 JPY 32012.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500600.00000000 OU Notional Amount -15858524.52000000 -0.17865718721 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 500600.00000000 JPY -16512.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 252300.00000000 OU Notional Amount -7992620.33000000 -0.09004236584 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 252300.00000000 JPY -15563.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80400.00000000 OU Notional Amount -2546994.35000000 -0.02869364333 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2027-01-07 0.00000000 JPY 0.00000000 JPY 80400.00000000 JPY 10916.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182500.00000000 OU Notional Amount -5781423.74000000 -0.06513171526 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suntory Beverage & Food Ltd. Suntory Beverage & Food Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 182500.00000000 JPY -6193.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230400.00000000 OU Notional Amount -4881070.97000000 -0.05498862198 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 230400.00000000 JPY 99489.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8200.00000000 OU Notional Amount -38464.76000000 -0.00043333197 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 8200.00000000 JPY 5573.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 257500.00000000 OU Notional Amount -1207887.15000000 -0.01360767960 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 257500.00000000 JPY 175011.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7300.00000000 OU Notional Amount -34243.01000000 -0.00038577106 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 7300.00000000 JPY 3630.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 253400.00000000 OU Notional Amount -1188654.77000000 -0.01339101361 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 253400.00000000 JPY 126005.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29500.00000000 OU Notional Amount -752177.57000000 -0.00847379772 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 29500.00000000 JPY 3708.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90900.00000000 OU Notional Amount -2317726.80000000 -0.02611078668 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 90900.00000000 JPY -6787.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16800.00000000 OU Notional Amount -988541.45000000 -0.01113659941 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 16800.00000000 JPY -630.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31900.00000000 OU Notional Amount -1877051.91000000 -0.02114628092 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 31900.00000000 JPY 11096.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 161300.00000000 OU Notional Amount -1097198.62000000 -0.01236069717 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 161300.00000000 JPY -17425.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 667200.00000000 OU Notional Amount -4538443.39000000 -0.05112868661 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 667200.00000000 JPY 64242.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 318400.00000000 OU Notional Amount -2165827.90000000 -0.02439954108 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 318400.00000000 JPY 30657.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 415500.00000000 OU Notional Amount 10063843.27000000 0.113376116985 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 415500.00000000 JPY 545143.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 592900.00000000 OU Notional Amount -14964928.72000000 -0.16859021585 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 592900.00000000 JPY 692959.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26700.00000000 OU Notional Amount -727720.21000000 -0.00819826873 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 26700.00000000 JPY -13835.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61900.00000000 OU Notional Amount -1687111.64000000 -0.01900647312 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 61900.00000000 JPY -46525.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32900.00000000 OU Notional Amount -896703.93000000 -0.01010198658 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 32900.00000000 JPY -28728.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20600.00000000 OU Notional Amount -92121.73000000 -0.00103781465 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 20600.00000000 JPY 2149.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83500.00000000 OU Notional Amount -373406.05000000 -0.00420667600 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 83500.00000000 JPY 8711.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 474100.00000000 OU Notional Amount -2120141.43000000 -0.02388485157 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 474100.00000000 JPY 46283.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 65900.00000000 OU Notional Amount -375058.26000000 -0.00422528928 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 65900.00000000 JPY 20075.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 752800.00000000 OU Notional Amount -4284428.84000000 -0.04826703798 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 752800.00000000 JPY 229330.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1850800.00000000 OU Notional Amount 17137503.73000000 0.193065767778 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tokyu Fudosan Holdings Corp. Tokyu Fudosan Holdings Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1850800.00000000 JPY -142997.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117800.00000000 OU Notional Amount -1240324.71000000 -0.01397311103 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 117800.00000000 JPY 8753.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13000.00000000 OU Notional Amount -265418.50000000 -0.00299012197 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 13000.00000000 JPY 28350.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 52000.00000000 OU Notional Amount -1061674.00000000 -0.01196048789 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 52000.00000000 JPY 113402.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 232400.00000000 OU Notional Amount -4744866.09000000 -0.05345418032 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PKSHA Technology, Inc. PKSHA Technology, Inc. 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Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 109700.00000000 JPY -14873.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164800.00000000 OU Notional Amount -9003017.16000000 -0.10142518115 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 164800.00000000 JPY 104492.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11000.00000000 OU Notional Amount -600929.54000000 -0.00676988462 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 11000.00000000 JPY 1001.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1800.00000000 OU Notional Amount -98333.93000000 -0.00110779936 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Food & Life Cos. Ltd. Food & Life Cos. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 1800.00000000 JPY -482.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17300.00000000 OU Notional Amount -471177.95000000 -0.00530814371 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 17300.00000000 JPY 4818.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42400.00000000 OU Notional Amount -1154794.52000000 -0.01300955460 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 42400.00000000 JPY 78883.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6800.00000000 OU Notional Amount -185202.89000000 -0.00208643795 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Genky DrugStores Co. Ltd. Genky DrugStores Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY 16249.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11000.00000000 OU Notional Amount -299592.92000000 -0.00337512032 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 11000.00000000 JPY 20465.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10653400.00000000 OU Notional Amount 14480729.50000000 0.163135378579 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 10653400.00000000 JPY -117699.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3299500.00000000 OU Notional Amount 4484874.97000000 0.050525201517 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 3299500.00000000 JPY 23645.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13712200.00000000 OU Notional Amount 18638430.83000000 0.209974743992 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Corp. SoftBank Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 13712200.00000000 JPY 82612.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19700.00000000 OU Notional Amount -325359.19000000 -0.00366539507 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Iida Group Holdings Co. Ltd. Iida Group Holdings Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 19700.00000000 JPY -2703.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 281800.00000000 OU Notional Amount -2713117.08000000 -0.03056513015 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 -59335.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2513600.00000000 OU Notional Amount -24200465.24000000 -0.27263488754 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 2513600.00000000 JPY -529259.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34400.00000000 OU Notional Amount -331196.69000000 -0.00373115853 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 -7243.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41600.00000000 OU Notional Amount -400516.93000000 -0.00451209871 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 -8759.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3944400.00000000 OU Notional Amount -37975936.93000000 -0.42782505176 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2026-09-09 0.00000000 JPY 0.00000000 JPY 3944400.00000000 JPY -820712.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 56300.00000000 OU Notional Amount -542045.75000000 -0.00610651822 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 56300.00000000 JPY -16206.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 125400.00000000 OU Notional Amount -1207327.47000000 -0.01360137442 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 -36096.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 291300.00000000 OU Notional Amount -2804581.29000000 -0.03159553740 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 291300.00000000 JPY -44916.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 130300.00000000 OU Notional Amount -1254503.75000000 -0.01413284767 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2028-01-26 0.00000000 JPY 0.00000000 JPY 130300.00000000 JPY 23361.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 132200.00000000 OU Notional Amount -1272796.59000000 -0.01433892909 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 SG Holdings Co. Ltd. SG Holdings Co. Ltd. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 132200.00000000 JPY 2279.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5574.00000000 OU Notional Amount -4824287.06000000 -0.05434891218 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 5574.00000000 JPY 94619.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2642.00000000 OU Notional Amount -2286646.29000000 -0.02576064335 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 2642.00000000 JPY -3827.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22600.00000000 OU Notional Amount -460335.18000000 -0.00518599245 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 22600.00000000 JPY 18937.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6200.00000000 OU Notional Amount -126286.64000000 -0.00142270586 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 6200.00000000 JPY 5195.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20100.00000000 OU Notional Amount 239634.00000000 0.002699641845 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daishi Hokuetsu Financial Group, Inc. Daishi Hokuetsu Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 20100.00000000 JPY 6102.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15400.00000000 OU Notional Amount -341760.94000000 -0.00385017207 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2029-09-03 0.00000000 JPY 0.00000000 JPY 15400.00000000 JPY -49597.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1800.00000000 OU Notional Amount -39946.08000000 -0.00045002006 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 -2447.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70700.00000000 OU Notional Amount -1568993.39000000 -0.01767578979 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 -96123.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65700.00000000 OU Notional Amount -1458032.05000000 -0.01642573396 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 65700.00000000 JPY -209466.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1039100.00000000 OU Notional Amount -23059986.33000000 -0.25978660812 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 1039100.00000000 JPY -1829139.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 802400.00000000 OU Notional Amount -17807076.34000000 -0.20060896380 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mercari, Inc. Mercari, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 802400.00000000 JPY -1412473.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4700.00000000 OU Notional Amount -111543.34000000 -0.00125661245 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gift Holdings, Inc. Gift Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY 1774.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 441300.00000000 OU Notional Amount 2229608.60000000 0.025118074544 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 441300.00000000 JPY -234961.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1556000.00000000 OU Notional Amount -11738767.96000000 -0.13224529573 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 1556000.00000000 JPY -670780.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 766000.00000000 OU Notional Amount -5778853.64000000 -0.06510276131 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 -330216.93000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 152100.00000000 OU Notional Amount -1147472.11000000 -0.01292706262 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mebuki Financial Group, Inc. Mebuki Financial Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 152100.00000000 JPY -99458.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4700.00000000 OU Notional Amount -128990.06000000 -0.00145316175 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 K&O Energy Group, Inc. K&O Energy Group, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY -3376.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90400.00000000 OU Notional Amount -873593.49000000 -0.00984163157 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 90400.00000000 JPY 252382.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114700.00000000 OU Notional Amount -1108420.06000000 -0.01248711441 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 114700.00000000 JPY 102720.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36200.00000000 OU Notional Amount -795354.74000000 -0.00896021824 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 36200.00000000 JPY 83147.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48900.00000000 OU Notional Amount -1074388.03000000 -0.01210372019 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 48900.00000000 JPY 69983.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 627600.00000000 OU Notional Amount -13789078.27000000 -0.15534345171 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 627600.00000000 JPY 1005708.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 706400.00000000 OU Notional Amount -10908537.55000000 -0.12289217908 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 706400.00000000 JPY 772654.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6500.00000000 OU Notional Amount -114240.63000000 -0.00128699927 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 6500.00000000 JPY 7439.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189600.00000000 OU Notional Amount -3332311.32000000 -0.03754077919 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 189600.00000000 JPY 217004.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 480700.00000000 OU Notional Amount -3085392.17000000 -0.03475906512 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 480700.00000000 JPY -48402.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19600.00000000 OU Notional Amount -125803.38000000 -0.00141726161 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AZ-COM MARUWA Holdings, Inc. AZ-COM MARUWA Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 19600.00000000 JPY 193.05000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 133800.00000000 OU Notional Amount 1840447.62000000 0.020733908415 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 133800.00000000 JPY 15758.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 22500.00000000 OU Notional Amount 309492.31000000 0.003486643760 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Joyful Honda Co. Ltd. Joyful Honda Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 22500.00000000 JPY 3586.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11200.00000000 OU Notional Amount 296757.21000000 0.003343174099 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 11200.00000000 JPY 1983.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36400.00000000 OU Notional Amount -964460.93000000 -0.01086531579 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 5624.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128400.00000000 OU Notional Amount -3402109.44000000 -0.03832710302 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 128400.00000000 JPY -16032.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23700.00000000 OU Notional Amount -627959.45000000 -0.00707439515 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 -4196.51000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 619900.00000000 OU Notional Amount -16424981.61000000 -0.18503871597 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 619900.00000000 JPY 139968.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 547400.00000000 OU Notional Amount -14504008.61000000 -0.16339763376 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Seibu Holdings, Inc. Seibu Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 547400.00000000 JPY 159026.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13000.00000000 OU Notional Amount -344450.33000000 -0.00388046990 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 14507.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 309.00000000 OU Notional Amount 191949.25000000 0.002162440336 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 309.00000000 JPY -1656.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6440.00000000 OU Notional Amount 4000495.61000000 0.045068334840 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NIPPON REIT Investment Corp. NIPPON REIT Investment Corp. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 6440.00000000 JPY -40916.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2000.00000000 OU Notional Amount -52750.71000000 -0.00059427303 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Daiei Kankyo Co. Ltd. Daiei Kankyo Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 39.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 313900.00000000 OU Notional Amount -8279224.21000000 -0.09327115570 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 313900.00000000 JPY -142008.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56000.00000000 OU Notional Amount 2977797.47000000 0.033546936817 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 56000.00000000 JPY 37125.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 3600.00000000 OU Notional Amount 191429.84000000 0.002156588825 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 3600.00000000 JPY 21475.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1069400.00000000 OU Notional Amount 16017032.78000000 0.180442891795 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 1069400.00000000 JPY 518523.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 197000.00000000 OU Notional Amount 3021734.04000000 0.034041912500 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 197000.00000000 JPY 17745.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46500.00000000 OU Notional Amount -6360561.09000000 -0.07165609587 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 46500.00000000 JPY -1026863.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20600.00000000 OU Notional Amount -2817796.96000000 -0.03174442101 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 20600.00000000 JPY -404619.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20600.00000000 OU Notional Amount -2817796.96000000 -0.03174442101 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 20600.00000000 JPY -324109.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18100.00000000 OU Notional Amount -2475831.31000000 -0.02789194274 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kioxia Holdings Corp. Kioxia Holdings Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 18100.00000000 JPY -429875.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16400.00000000 OU Notional Amount 110151.63000000 0.001240933881 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Appier Group, Inc. Appier Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 16400.00000000 JPY -1120.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 492800.00000000 OU Notional Amount -5468758.98000000 -0.06160933166 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 492800.00000000 JPY -112778.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51400.00000000 OU Notional Amount -570402.22000000 -0.00642597336 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 51400.00000000 JPY -11762.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 323600.00000000 OU Notional Amount -4330176.05000000 -0.04878241177 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 323600.00000000 JPY 453168.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 530800.00000000 OU Notional Amount -7102773.32000000 -0.08001762718 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 530800.00000000 JPY 805289.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 258800.00000000 OU Notional Amount -3463070.34000000 -0.03901386949 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Socionext, Inc. Socionext, Inc. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 258800.00000000 JPY 392515.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116400.00000000 OU Notional Amount -2737688.47000000 -0.03084194376 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 116400.00000000 JPY 17297.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 189200.00000000 OU Notional Amount -4570752.25000000 -0.05149266814 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 189200.00000000 JPY -258311.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87200.00000000 OU Notional Amount -2106604.63000000 -0.02373235021 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kyoto Financial Group, Inc. Kyoto Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 87200.00000000 JPY -38480.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40400.00000000 OU Notional Amount -580371.81000000 -0.00653828765 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 40400.00000000 JPY 29021.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 371500.00000000 OU Notional Amount -5336834.84000000 -0.06012311548 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 371500.00000000 JPY 140468.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33300.00000000 OU Notional Amount -349189.32000000 -0.00393385788 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 33300.00000000 JPY 6805.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58100.00000000 OU Notional Amount -609246.23000000 -0.00686357785 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 58100.00000000 JPY 58515.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31900.00000000 OU Notional Amount -334508.69000000 -0.00376847048 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 31900.00000000 JPY 32127.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 59900.00000000 OU Notional Amount -3301085.24000000 -0.03718899592 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 59900.00000000 JPY 399125.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24900.00000000 OU Notional Amount -1372237.44000000 -0.01545919867 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Visional, Inc. Visional, Inc. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 24900.00000000 JPY 50756.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 282400.00000000 OU Notional Amount -15563046.28000000 -0.17532842159 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 282400.00000000 JPY 644410.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 539800.00000000 OU Notional Amount -5679835.99000000 -0.06398725937 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 539800.00000000 JPY 197183.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3700.00000000 OU Notional Amount 153610.31000000 0.001730525805 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 3700.00000000 JPY -5211.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17000.00000000 OU Notional Amount 705777.08000000 0.007951064284 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 17000.00000000 JPY -43858.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9300.00000000 OU Notional Amount 386101.58000000 0.004349699883 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2031-01-06 0.00000000 JPY 0.00000000 JPY 9300.00000000 JPY -13158.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88200.00000000 OU Notional Amount -3661737.55000000 -0.04125199227 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 -186998.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33900.00000000 OU Notional Amount -1407402.53000000 -0.01585535760 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 33900.00000000 JPY -71873.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 181800.00000000 OU Notional Amount -7547663.12000000 -0.08502961680 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 181800.00000000 JPY 256059.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212500.00000000 OU Notional Amount -8822213.49000000 -0.09938830344 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 212500.00000000 JPY 299299.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 75200.00000000 OU Notional Amount -3122025.67000000 -0.03517176669 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 75200.00000000 JPY 111358.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22400.00000000 OU Notional Amount -929965.09000000 -0.01047669642 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kokusai Electric Corp. Kokusai Electric Corp. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 22400.00000000 JPY 31520.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14500.00000000 OU Notional Amount -514470.22000000 -0.00579586091 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aichi Financial Group, Inc. Aichi Financial Group, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 14500.00000000 JPY -7509.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7300.00000000 OU Notional Amount 132131.89000000 0.001488556629 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chugin Financial Group, Inc. Chugin Financial Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 7300.00000000 JPY 5427.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 289400.00000000 OU Notional Amount -8261385.28000000 -0.09307018788 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 289400.00000000 JPY -119947.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 160900.00000000 OU Notional Amount -4593147.52000000 -0.05174496627 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 160900.00000000 JPY 12264.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34000.00000000 OU Notional Amount -970584.31000000 -0.01093429988 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 34000.00000000 JPY 2591.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161700.00000000 OU Notional Amount -3010038.19000000 -0.03391015070 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 161700.00000000 JPY -149875.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 601000.00000000 OU Notional Amount 9817929.21000000 0.110605725943 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 601000.00000000 JPY -128042.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 319300.00000000 OU Notional Amount 5216081.19000000 0.058762742556 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 319300.00000000 JPY -79253.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 146600.00000000 OU Notional Amount 2394855.94000000 0.026979699497 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shizuoka Financial Group, Inc. Shizuoka Financial Group, Inc. Y equity-performance leg 2028-01-21 0.00000000 JPY 0.00000000 JPY 146600.00000000 JPY 76981.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 88500.00000000 OU Notional Amount -1274921.16000000 -0.01436286383 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 88500.00000000 JPY -48768.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5400.00000000 OU Notional Amount -77791.80000000 -0.00087637813 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 5400.00000000 JPY -2975.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2800.00000000 OU Notional Amount -40336.49000000 -0.00045441830 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 2800.00000000 JPY -1542.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28100.00000000 OU Notional Amount -404805.47000000 -0.00456041207 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 28100.00000000 JPY -15484.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7700.00000000 OU Notional Amount -110925.34000000 -0.00124965025 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 -4105.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114800.00000000 OU Notional Amount -1653796.03000000 -0.01863114986 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 114800.00000000 JPY -61203.25000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 82600.00000000 OU Notional Amount -1189926.41000000 -0.01340533951 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Japan Investment Adviser Co. Ltd. Japan Investment Adviser Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 82600.00000000 JPY -121115.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59000.00000000 OU Notional Amount -849947.44000000 -0.00957524255 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 59000.00000000 JPY -31454.64000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1600.00000000 OU Notional Amount -23049.42000000 -0.00025966757 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 1600.00000000 JPY -2346.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 173600.00000000 OU Notional Amount -1291140.23000000 -0.01454558281 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 173600.00000000 JPY 58091.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15300.00000000 OU Notional Amount -113792.89000000 -0.00128195517 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 5080.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84900.00000000 OU Notional Amount -631438.97000000 -0.00711359434 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 84900.00000000 JPY 28191.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57000.00000000 OU Notional Amount -423934.29000000 -0.00477591138 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 57000.00000000 JPY 18927.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2000.00000000 OU Notional Amount 120142.17000000 0.001353484186 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FFRI Security, Inc. FFRI Security, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 2000.00000000 JPY 7039.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27600.00000000 OU Notional Amount -583366.28000000 -0.00657202242 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 -5252.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 642400.00000000 OU Notional Amount -13578061.52000000 -0.15296620287 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 642400.00000000 JPY -494087.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 140100.00000000 OU Notional Amount -2961217.96000000 -0.03336015723 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 140100.00000000 JPY -51049.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 104480.00000000 OU Notional Amount -2208337.28000000 -0.02487843849 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 104480.00000000 JPY -36174.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 506600.00000000 OU Notional Amount -10707730.33000000 -0.12062994762 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kadokawa Corp. Kadokawa Corp. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 506600.00000000 JPY -389640.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7600.00000000 OU Notional Amount -496199.94000000 -0.00559003364 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 7600.00000000 JPY -27203.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2200.00000000 OU Notional Amount -143636.82000000 -0.00161816757 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 2200.00000000 JPY -7874.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21800.00000000 OU Notional Amount -1423310.35000000 -0.01603457013 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 21800.00000000 JPY -70785.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133900.00000000 OU Notional Amount 2724548.33000000 0.030693911054 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 133900.00000000 JPY -2637.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 279400.00000000 OU Notional Amount 5685129.23000000 0.064046891367 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 279400.00000000 JPY -240728.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount 73251.49000000 0.000825228421 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2027-01-20 0.00000000 JPY 0.00000000 JPY 3600.00000000 JPY -70.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8900.00000000 OU Notional Amount 181093.95000000 0.002040147914 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2028-01-14 0.00000000 JPY 0.00000000 JPY 8900.00000000 JPY -4235.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7000.00000000 OU Notional Amount -142433.45000000 -0.00160461078 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skylark Holdings Co. Ltd. Skylark Holdings Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 7000.00000000 JPY 137.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43500.00000000 OU Notional Amount -2291308.64000000 -0.02581316793 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 43500.00000000 JPY 42107.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21300.00000000 OU Notional Amount -1121951.13000000 -0.01263955122 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 21300.00000000 JPY 20618.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24700.00000000 OU Notional Amount -1301041.92000000 -0.01465713216 N/A DE JP N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Recruit Holdings Co. Ltd. Recruit Holdings Co. Ltd. Y equity-performance leg 2028-03-15 0.00000000 JPY 0.00000000 JPY 24700.00000000 JPY 35568.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 289900.00000000 OU Notional Amount -3095501.10000000 -0.03487294917 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 289900.00000000 JPY -120574.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 193400.00000000 OU Notional Amount -2065091.11000000 -0.02326467185 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2028-04-18 0.00000000 JPY 0.00000000 JPY 193400.00000000 JPY -80438.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1196700.00000000 OU Notional Amount -12778151.65000000 -0.14395466795 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 -66424.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 119200.00000000 OU Notional Amount -1272796.59000000 -0.01433892909 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 119200.00000000 JPY -6616.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 490800.00000000 OU Notional Amount -5240675.89000000 -0.05903981876 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 490800.00000000 JPY -27242.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17300.00000000 OU Notional Amount -184726.35000000 -0.00208106939 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 -7195.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 195200.00000000 OU Notional Amount -2084311.19000000 -0.02348119927 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 195200.00000000 JPY -10834.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50100.00000000 OU Notional Amount -534958.97000000 -0.00602668077 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 50100.00000000 JPY -2780.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 149700.00000000 OU Notional Amount -1598470.21000000 -0.01800786644 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 149700.00000000 JPY -8309.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91100.00000000 OU Notional Amount -972749.74000000 -0.01095869493 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokyo Metro Co. Ltd. Tokyo Metro Co. Ltd. Y equity-performance leg 2027-01-26 0.00000000 JPY 0.00000000 JPY 91100.00000000 JPY -5085.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 657200.00000000 OU Notional Amount 3115736.06000000 0.035100909916 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 657200.00000000 JPY -231342.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28300.00000000 OU Notional Amount -1354386.96000000 -0.01525810073 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 -87491.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3300.00000000 OU Notional Amount -157932.05000000 -0.00177921317 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 -10202.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 213200.00000000 OU Notional Amount -10203367.46000000 -0.11494795295 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 213200.00000000 JPY -870148.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4400.00000000 OU Notional Amount -210576.06000000 -0.00237228416 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 -17958.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279300.00000000 OU Notional Amount -13366794.23000000 -0.15058613152 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 -1139927.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 380600.00000000 OU Notional Amount -1650164.14000000 -0.01859023412 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 380600.00000000 JPY 252355.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48700.00000000 OU Notional Amount -211148.17000000 -0.00237872937 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GENDA, Inc. GENDA, Inc. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 48700.00000000 JPY 32290.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 190300.00000000 OU Notional Amount -1486206.56000000 -0.01674313920 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 190300.00000000 JPY 15609.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2164900.00000000 OU Notional Amount -16907454.43000000 -0.19047410417 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 2164900.00000000 JPY 1142488.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 126200.00000000 OU Notional Amount -985597.83000000 -0.01110343751 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 126200.00000000 JPY 66599.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4918.00000000 OU Notional Amount 2887968.53000000 0.032534952018 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sekisui House Reit, Inc. Sekisui House Reit, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 4918.00000000 JPY 49761.22000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 25400.00000000 OU Notional Amount -511904.19000000 -0.00576695282 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ryoyo Ryosan Holdings, Inc. Ryoyo Ryosan Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 25400.00000000 JPY -11997.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56600.00000000 OU Notional Amount -681368.14000000 -0.00767608078 N/A DE JP N 2 UBS AG BFM8T61CT2L1QCEMIK50 U-Next Holdings Co. Ltd. U-Next Holdings Co. Ltd. Y equity-performance leg 2028-04-03 0.00000000 JPY 0.00000000 JPY 56600.00000000 JPY 3652.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 315600.00000000 OU Notional Amount 6759778.79000000 0.076153557873 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 315600.00000000 JPY -202936.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5200.00000000 OU Notional Amount 111377.85000000 0.001254748092 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 METAWATER Co. Ltd. METAWATER Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 5200.00000000 JPY 492.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22400.00000000 OU Notional Amount -463782.01000000 -0.00522482336 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KeePer Technical Laboratory Co. Ltd. KeePer Technical Laboratory Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 22400.00000000 JPY 2700.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64300.00000000 OU Notional Amount -1331302.83000000 -0.01499804213 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 64300.00000000 JPY 1854.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 35800.00000000 OU Notional Amount -375425.25000000 -0.00422942368 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Menicon Co. Ltd. Menicon Co. Ltd. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 35800.00000000 JPY -7128.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 146300.00000000 OU Notional Amount -1534209.88000000 -0.01728392962 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Menicon Co. Ltd. Menicon Co. Ltd. Y equity-performance leg 2027-01-06 0.00000000 JPY 0.00000000 JPY 146300.00000000 JPY -67608.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100.00000000 OU Notional Amount -3523.53000000 -0.00003969498 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BayCurrent, Inc. BayCurrent, Inc. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 100.00000000 JPY 353.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25700.00000000 OU Notional Amount 450886.83000000 0.005079550288 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 25700.00000000 JPY -20897.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 25600.00000000 OU Notional Amount 996643.10000000 0.011227870075 N/A DE JP N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Itoham Yonekyu Holdings, Inc. Itoham Yonekyu Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 JPY 0.00000000 JPY 25600.00000000 JPY 62086.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102700.00000000 OU Notional Amount 3079677.65000000 0.034694687124 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cosmo Energy Holdings Co. Ltd. Cosmo Energy Holdings Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 102700.00000000 JPY 136224.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 142.00000000 OU Notional Amount 153434.64000000 0.001728546761 N/A DE JP N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nomura Real Estate Master Fund, Inc. Nomura Real Estate Master Fund, Inc. Y equity-performance leg 2027-03-24 0.00000000 JPY 0.00000000 JPY 142.00000000 JPY -2488.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2411000.00000000 OU Notional Amount 29011110.42000000 0.326830114559 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 2411000.00000000 JPY 249929.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2691800.00000000 OU Notional Amount 32389924.10000000 0.364894774826 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 2691800.00000000 JPY 1681589.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65200.00000000 OU Notional Amount -2019378.19000000 -0.02274968436 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Insurance Co. Ltd. Japan Post Insurance Co. Ltd. Y equity-performance leg 2027-09-09 0.00000000 JPY 0.00000000 JPY 65200.00000000 JPY -18802.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47300.00000000 OU Notional Amount -1464978.35000000 -0.01650398881 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Insurance Co. Ltd. Japan Post Insurance Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 47300.00000000 JPY -6147.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 405200.00000000 OU Notional Amount -7199351.36000000 -0.08110564524 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2027-05-12 0.00000000 JPY 0.00000000 JPY 405200.00000000 JPY -376431.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1663800.00000000 OU Notional Amount -29561403.73000000 -0.33302954722 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Post Bank Co. Ltd. Japan Post Bank Co. Ltd. Y equity-performance leg 2026-02-26 0.00000000 JPY 0.00000000 JPY 1663800.00000000 JPY -2893114.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27300.00000000 OU Notional Amount -485050.08000000 -0.00546442279 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Post Bank Co. Ltd. Japan Post Bank Co. 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Y equity-performance leg 2027-12-08 0.00000000 NZD 0.00000000 NZD 385864.00000000 NZD -31091.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1169496.00000000 OU Notional Amount -7779783.98000000 -0.08764461796 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-01-06 0.00000000 NZD 0.00000000 NZD 1169496.00000000 NZD -107254.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 14516.00000000 OU Notional Amount -96564.11000000 -0.00108786112 N/A DE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2026-02-10 0.00000000 NZD 0.00000000 NZD 14516.00000000 NZD -1169.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 183237.00000000 OU Notional Amount -1218938.99000000 -0.01373218618 N/A DE NZ N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-12-08 0.00000000 NZD 0.00000000 NZD 183237.00000000 NZD -14764.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 473656.00000000 OU Notional Amount -3150879.83000000 -0.03549682865 N/A DE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Infratil Ltd. Infratil Ltd. Y equity-performance leg 2027-01-07 0.00000000 NZD 0.00000000 NZD 473656.00000000 NZD -44175.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21950.00000000 OU Notional Amount -887460.61000000 -0.00999785422 N/A DE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mainfreight Ltd. Mainfreight Ltd. Y equity-performance leg 2026-08-19 0.00000000 NZD 0.00000000 NZD 21950.00000000 NZD -24784.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5178.00000000 OU Notional Amount -209351.76000000 -0.00235849158 N/A DE NZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mainfreight Ltd. Mainfreight Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 5178.00000000 NZD -5846.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 334910.00000000 OU Notional Amount -1665622.99000000 -0.01876438870 N/A DE NZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2027-03-22 0.00000000 NZD 0.00000000 NZD 334910.00000000 NZD -63053.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 652482.00000000 OU Notional Amount -3245018.12000000 -0.03655736125 N/A DE NZ N 2 UBS AG BFM8T61CT2L1QCEMIK50 Auckland International Airport Ltd. Auckland International Airport Ltd. Y equity-performance leg 2028-04-18 0.00000000 NZD 0.00000000 NZD 652482.00000000 NZD -122842.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4110898.00000000 OU Notional Amount -20444914.17000000 -0.23032602143 N/A DE NZ N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Auckland International Airport Ltd. 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Y equity-performance leg 2027-10-09 0.00000000 NZD 0.00000000 NZD 1166955.00000000 NZD -35202.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 877207.00000000 OU Notional Amount -2975825.35000000 -0.03352471952 N/A DE NZ N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2026-09-07 0.00000000 NZD 0.00000000 NZD 877207.00000000 NZD -197622.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 387504.00000000 OU Notional Amount -1314563.41000000 -0.01480946105 N/A DE NZ N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2027-12-08 0.00000000 NZD 0.00000000 NZD 387504.00000000 NZD -51313.59000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 624433.00000000 OU Notional Amount -2118318.20000000 -0.02386431163 N/A DE NZ N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Meridian Energy Ltd. Meridian Energy Ltd. Y equity-performance leg 2027-12-08 0.00000000 NZD 0.00000000 NZD 624433.00000000 NZD -82687.92000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 14642.00000000 OU Notional Amount -49671.33000000 -0.00055958169 N/A DE NZ N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Meridian Energy Ltd. Meridian Energy Ltd. 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International PLC 4PQUHN3JPFGFNF3BB653 Investment AB Latour Investment AB Latour Y equity-performance leg 2027-01-04 0.00000000 SEK 0.00000000 SEK 174336.00000000 SEK 24204.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48893.00000000 OU Notional Amount -1217544.66000000 -0.01371647809 N/A DE SE N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Investment AB Latour Investment AB Latour Y equity-performance leg 2027-02-19 0.00000000 SEK 0.00000000 SEK 48893.00000000 SEK 23499.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42752.00000000 OU Notional Amount -1064620.07000000 -0.01199367740 N/A DE SE N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Investment AB Latour Investment AB Latour Y equity-performance leg 2028-01-13 0.00000000 SEK 0.00000000 SEK 42752.00000000 SEK 3794.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34328.00000000 OU Notional Amount -854843.70000000 -0.00963040229 N/A DE SE N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Investment AB Latour Investment AB Latour Y equity-performance leg 2028-02-15 0.00000000 SEK 0.00000000 SEK 34328.00000000 SEK 17760.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65854.00000000 OU Notional Amount -1639911.35000000 -0.01847472939 N/A DE SE N 2 UBS AG BFM8T61CT2L1QCEMIK50 Investment AB Latour Investment AB Latour Y equity-performance leg 2031-01-03 0.00000000 SEK 0.00000000 SEK 65854.00000000 SEK -8101.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 498900.00000000 OU Notional Amount 3835337.38000000 0.043207713773 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2028-04-18 0.00000000 SGD 0.00000000 SGD 498900.00000000 SGD 121242.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2588500.00000000 OU Notional Amount 19899320.12000000 0.224179529163 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2027-09-09 0.00000000 SGD 0.00000000 SGD 2588500.00000000 SGD 938287.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1258400.00000000 OU Notional Amount 9674060.05000000 0.108984940894 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Technologies Engineering Ltd. Singapore Technologies Engineering Ltd. Y equity-performance leg 2031-01-20 0.00000000 SGD 0.00000000 SGD 1258400.00000000 SGD 458467.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99400.00000000 OU Notional Amount -4620346.02000000 -0.05205137608 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DBS Group Holdings Ltd. DBS Group Holdings Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 99400.00000000 SGD -61681.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 372800.00000000 OU Notional Amount -2716435.44000000 -0.03060251376 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 City Developments Ltd. City Developments Ltd. Y equity-performance leg 2027-12-24 0.00000000 SGD 0.00000000 SGD 372800.00000000 SGD -9607.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 110100.00000000 OU Notional Amount -2746135.39000000 -0.03093710413 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jardine Cycle & Carriage Ltd. Jardine Cycle & Carriage Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 110100.00000000 SGD 219434.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6400.00000000 OU Notional Amount -19066.52000000 -0.00021479746 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SATS Ltd. SATS Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 6400.00000000 SGD -47.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31100.00000000 OU Notional Amount -92651.35000000 -0.00104378118 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SATS Ltd. SATS Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 31100.00000000 SGD -232.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36800.00000000 OU Notional Amount -509904.63000000 -0.00574442640 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Singapore Exchange Ltd. Singapore Exchange Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 36800.00000000 SGD -4386.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31300.00000000 OU Notional Amount 402785.80000000 0.004537659098 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Haw Par Corp. Ltd. Haw Par Corp. Ltd. Y equity-performance leg 2031-01-03 0.00000000 SGD 0.00000000 SGD 31300.00000000 SGD 4749.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5744096.00000000 OU Notional Amount -10783985.97000000 -0.12148901986 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 -155491.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41045.00000000 OU Notional Amount -77058.03000000 -0.00086811171 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 -275.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 785428.00000000 OU Notional Amount -1474565.28000000 -0.01661199217 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 -21261.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1384000.00000000 OU Notional Amount -2598326.45000000 -0.02927193475 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 1384000.00000000 SGD -30462.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20700.00000000 OU Notional Amount 46323.66000000 0.000521867894 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CapitaLand Ascendas REIT CapitaLand Ascendas REIT Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 20700.00000000 SGD 290.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2437700.00000000 OU Notional Amount 2816314.80000000 0.031727723461 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 2437700.00000000 SGD 18626.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 900.00000000 OU Notional Amount -4492.81000000 -0.00005061459 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2028-04-18 0.00000000 SGD 0.00000000 SGD 900.00000000 SGD -49.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8227000.00000000 OU Notional Amount -41069305.58000000 -0.46267397742 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 8227000.00000000 SGD 109257.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1078400.00000000 OU Notional Amount -5383388.74000000 -0.06064757719 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 1078400.00000000 SGD 14115.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 668800.00000000 OU Notional Amount -3338659.48000000 -0.03761229558 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Airlines Ltd. Singapore Airlines Ltd. Y equity-performance leg 2027-01-26 0.00000000 SGD 0.00000000 SGD 668800.00000000 SGD 8242.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 375700.00000000 OU Notional Amount -11323273.42000000 -0.12756446394 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 375700.00000000 SGD -288543.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 376500.00000000 OU Notional Amount -11347384.73000000 -0.12783609443 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 376500.00000000 SGD -800698.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12500.00000000 OU Notional Amount -376739.20000000 -0.00424422623 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 12500.00000000 SGD -9600.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2177800.00000000 OU Notional Amount 18599663.45000000 0.209538002790 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 2177800.00000000 SGD 933783.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1253200.00000000 OU Notional Amount 10703048.14000000 0.120577199531 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 1253200.00000000 SGD 537339.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48100.00000000 OU Notional Amount 617657.77000000 0.006958339643 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Venture Corp. Ltd. Venture Corp. Ltd. Y equity-performance leg 2027-01-06 0.00000000 SGD 0.00000000 SGD 48100.00000000 SGD -3847.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 297500.00000000 OU Notional Amount 1073585.38000000 0.012094677785 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2028-04-18 0.00000000 SGD 0.00000000 SGD 297500.00000000 SGD -840.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 819500.00000000 OU Notional Amount 2957321.75000000 0.033316263746 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2026-02-25 0.00000000 SGD 0.00000000 SGD 819500.00000000 SGD 20855.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 307100.00000000 OU Notional Amount 1108228.81000000 0.012484959854 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2031-01-20 0.00000000 SGD 0.00000000 SGD 307100.00000000 SGD 38887.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1175500.00000000 OU Notional Amount 1545806.06000000 0.017414568569 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 1175500.00000000 SGD 104938.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2598400.00000000 OU Notional Amount -12312459.47000000 -0.13870832521 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 -251268.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1536800.00000000 OU Notional Amount -7282091.95000000 -0.08203777490 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 -148610.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1872800.00000000 OU Notional Amount -8874220.33000000 -0.09997419626 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 -145160.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2969300.00000000 OU Notional Amount -14069960.71000000 -0.15850778560 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 -230150.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 265700.00000000 OU Notional Amount -1259013.42000000 -0.01418365220 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 -25693.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1213800.00000000 OU Notional Amount -5751563.77000000 -0.06479532215 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 -94081.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1132900.00000000 OU Notional Amount -5368220.96000000 -0.06047670171 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 -87811.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 472800.00000000 OU Notional Amount -2240352.08000000 -0.02523910723 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2028-01-14 0.00000000 SGD 0.00000000 SGD 472800.00000000 SGD -15923.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 658200.00000000 OU Notional Amount -3118865.77000000 -0.03513616825 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 658200.00000000 SGD -12227.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 637200.00000000 OU Notional Amount -10634574.97000000 -0.11980580217 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 637200.00000000 SGD -559465.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 745700.00000000 OU Notional Amount -12445390.08000000 -0.14020587997 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 745700.00000000 SGD -654728.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55400.00000000 OU Notional Amount -924600.52000000 -0.01041626085 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 55400.00000000 SGD -48641.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 646700.00000000 OU Notional Amount -10793125.60000000 -0.12159198407 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. Y equity-performance leg 2027-01-07 0.00000000 SGD 0.00000000 SGD 646700.00000000 SGD -72007.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2387700.00000000 OU Notional Amount -6375256.60000000 -0.07182165090 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 -481531.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2232200.00000000 OU Notional Amount -5960065.25000000 -0.06714423475 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 -450171.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 624100.00000000 OU Notional Amount -1666372.51000000 -0.01877283256 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 624100.00000000 SGD -92540.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2007100.00000000 OU Notional Amount -5359039.04000000 -0.06037326107 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 2007100.00000000 SGD -297608.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 629500.00000000 OU Notional Amount -1680790.73000000 -0.01893526372 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 -126952.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1354300.00000000 OU Notional Amount -3616036.36000000 -0.04073713693 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 -273123.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 743300.00000000 OU Notional Amount -1984641.38000000 -0.02235835030 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 743300.00000000 SGD -192163.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2194300.00000000 OU Notional Amount -5858870.70000000 -0.06600420853 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Wilmar International Ltd. Wilmar International Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 2194300.00000000 SGD -567287.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55100.00000000 OU Notional Amount 474015.54000000 0.005340111115 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-01-27 0.00000000 SGD 0.00000000 SGD 55100.00000000 SGD -3475.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 157000.00000000 OU Notional Amount 1350643.19000000 0.015215924593 N/A DE SG N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2028-02-15 0.00000000 SGD 0.00000000 SGD 157000.00000000 SGD 14594.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 928600.00000000 OU Notional Amount -7988581.34000000 -0.08999686384 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 -93469.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 114500.00000000 OU Notional Amount -985023.22000000 -0.01109696413 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 114500.00000000 SGD -46221.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 174200.00000000 OU Notional Amount -1498611.75000000 -0.01688289220 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 174200.00000000 SGD -17534.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180200.00000000 OU Notional Amount -1550228.69000000 -0.01746439253 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 -18138.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1366300.00000000 OU Notional Amount -3588329.55000000 -0.04042500066 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 303870.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1549100.00000000 OU Notional Amount -4068419.32000000 -0.04583354215 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 1549100.00000000 SGD 19458.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 530400.00000000 OU Notional Amount -892143.56000000 -0.01005061087 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Resources Ltd. First Resources Ltd. Y equity-performance leg 2028-01-14 0.00000000 SGD 0.00000000 SGD 530400.00000000 SGD -31995.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 734900.00000000 OU Notional Amount -1236116.70000000 -0.01392570490 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Resources Ltd. First Resources Ltd. Y equity-performance leg 2031-01-03 0.00000000 SGD 0.00000000 SGD 734900.00000000 SGD -63502.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 757600.00000000 OU Notional Amount -1255902.60000000 -0.01414860667 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 757600.00000000 SGD -5620.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 393900.00000000 OU Notional Amount 842504.14000000 0.009491388664 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 393900.00000000 SGD 10859.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1816100.00000000 OU Notional Amount 3884416.76000000 0.043760626749 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 1816100.00000000 SGD 41944.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8437800.00000000 OU Notional Amount 4871537.73000000 0.054881223480 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2029-09-03 0.00000000 SGD 0.00000000 SGD 8437800.00000000 SGD 90357.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 200.00000000 OU Notional Amount 115.47000000 0.000001300848 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2027-04-12 0.00000000 SGD 0.00000000 SGD 200.00000000 SGD 2.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 173400.00000000 OU Notional Amount 100111.95000000 0.001127829980 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genting Singapore Ltd. Genting Singapore Ltd. Y equity-performance leg 2028-01-21 0.00000000 SGD 0.00000000 SGD 173400.00000000 SGD 1282.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 217200.00000000 OU Notional Amount -389201.36000000 -0.00438462103 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 217200.00000000 SGD -11550.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6900.00000000 OU Notional Amount -57218.74000000 -0.00064460846 N/A DE SG N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 iFAST Corp. Ltd. iFAST Corp. Ltd. Y equity-performance leg 2027-03-22 0.00000000 SGD 0.00000000 SGD 6900.00000000 SGD -3273.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7600.00000000 OU Notional Amount -63023.54000000 -0.00071000352 N/A DE SG N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 iFAST Corp. Ltd. iFAST Corp. Ltd. Y equity-performance leg 2027-12-08 0.00000000 SGD 0.00000000 SGD 7600.00000000 SGD -3605.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2749800.00000000 OU Notional Amount 5904391.92000000 0.066517036393 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 2749800.00000000 SGD -42398.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 194481.00000000 OU Notional Amount USD 46539303.30000000 0.524297264353 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 194481.00000000 USD -1359422.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73395.00000000 OU Notional Amount USD 17563423.50000000 0.197864046962 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 73395.00000000 USD -17441.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23691.00000000 OU Notional Amount USD -2509113.81000000 -0.02826689299 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 23691.00000000 USD -5606.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13556.00000000 OU Notional Amount USD -1435715.96000000 -0.01617432786 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AAR Corp. AAR Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13556.00000000 USD -5556.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71420.00000000 OU Notional Amount USD -2126173.40000000 -0.02395280586 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clearfield, Inc. Clearfield, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 71420.00000000 USD 184263.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27606.00000000 OU Notional Amount USD 3017335.80000000 0.033992363301 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 27606.00000000 USD 53254.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15957.00000000 OU Notional Amount USD 1744100.10000000 0.019648487328 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15957.00000000 USD -20280.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20467.00000000 OU Notional Amount USD 2237043.10000000 0.025201829301 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20467.00000000 USD -45460.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31483.00000000 OU Notional Amount USD 3441091.90000000 0.038766267254 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 31483.00000000 USD -226024.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 135302.00000000 OU Notional Amount USD -14788508.60000000 -0.16660272185 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 135302.00000000 USD 1925347.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20469.00000000 OU Notional Amount USD -2237261.70000000 -0.02520429198 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 20469.00000000 USD -14123.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 193566.00000000 OU Notional Amount USD 2835741.90000000 0.031946583106 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AES Corp. AES Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 193566.00000000 USD 7528.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133311.00000000 OU Notional Amount USD 1953006.15000000 0.022001957681 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AES Corp. AES Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 133311.00000000 USD 5274.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35865.00000000 OU Notional Amount USD 998122.95000000 0.011244541603 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Technical Institute, Inc. Universal Technical Institute, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 35865.00000000 USD -38734.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23051.00000000 OU Notional Amount USD -641509.33000000 -0.00722704387 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Universal Technical Institute, Inc. Universal Technical Institute, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 23051.00000000 USD 468.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17911.00000000 OU Notional Amount USD -498463.13000000 -0.00561553003 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Universal Technical Institute, Inc. Universal Technical Institute, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17911.00000000 USD 5953.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 737.00000000 OU Notional Amount USD -20510.71000000 -0.00023106725 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Technical Institute, Inc. Universal Technical Institute, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 737.00000000 USD -44.22000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1900.00000000 OU Notional Amount USD 301473.00000000 0.003396300717 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1900.00000000 USD 5049.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 93250.00000000 OU Notional Amount USD 9103997.50000000 0.102562794143 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 93250.00000000 USD -931567.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26749.00000000 OU Notional Amount USD 8203918.30000000 0.092422782823 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 26749.00000000 USD 223907.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 50724.00000000 OU Notional Amount USD -15557050.80000000 -0.17526087838 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 50724.00000000 USD -201881.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8203.00000000 OU Notional Amount USD -2515860.10000000 -0.02834289459 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8203.00000000 USD -59020.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 450.00000000 OU Notional Amount USD -138015.00000000 -0.00155483391 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 450.00000000 USD -3937.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2839.00000000 OU Notional Amount USD -870721.30000000 -0.00980927438 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2839.00000000 USD -26008.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5196.00000000 OU Notional Amount USD -1593613.20000000 -0.01795314888 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5196.00000000 USD -63988.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 49546.00000000 OU Notional Amount USD -2117100.58000000 -0.02385059430 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Insperity, Inc. Insperity, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 49546.00000000 USD 74526.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37070.00000000 OU Notional Amount USD 8775581.10000000 0.098862957491 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 37070.00000000 USD -630190.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5518.00000000 OU Notional Amount USD 1306276.14000000 0.014716099256 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 5518.00000000 USD -55543.69000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 108824.00000000 OU Notional Amount USD 31912638.00000000 0.359517818602 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 108824.00000000 USD -4983050.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37938.00000000 OU Notional Amount USD 2072932.32000000 0.023353008478 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 37938.00000000 USD -99397.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20904.00000000 OU Notional Amount USD -1142194.56000000 -0.01286760739 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 20904.00000000 USD 28288.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13353.00000000 OU Notional Amount USD -729607.92000000 -0.00821953508 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13353.00000000 USD 43797.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 380.00000000 OU Notional Amount USD 72390.00000000 0.000815523144 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 380.00000000 USD -3769.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1546.00000000 OU Notional Amount USD 294513.00000000 0.003317891529 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Agnico Eagle Mines Ltd. Agnico Eagle Mines Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1546.00000000 USD -22412.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12180.00000000 OU Notional Amount USD -1381333.80000000 -0.01556167542 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 12180.00000000 USD -1705.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 115533.00000000 OU Notional Amount USD -13102597.53000000 -0.14760977397 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AGCO Corp. AGCO Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 115533.00000000 USD -10397.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69271.00000000 OU Notional Amount USD -7856024.11000000 -0.08850351546 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGCO Corp. AGCO Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 69271.00000000 USD 82432.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 37929.00000000 OU Notional Amount USD -10335652.50000000 -0.11643823492 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 37929.00000000 USD -393553.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46814.00000000 OU Notional Amount USD -3156668.02000000 -0.03556203660 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 46814.00000000 USD -59453.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 66113.00000000 OU Notional Amount USD -4457999.59000000 -0.05022243187 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 66113.00000000 USD -438990.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 85490.00000000 OU Notional Amount USD 4345456.70000000 0.048954558805 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 85490.00000000 USD 100023.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 352917.00000000 OU Notional Amount USD 17938771.11000000 0.202092595976 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 352917.00000000 USD 695246.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40117.00000000 OU Notional Amount USD -2226092.33000000 -0.02507846134 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 40117.00000000 USD 121554.51000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 101468.00000000 OU Notional Amount USD -5630459.32000000 -0.06343099722 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Albany International Corp. Albany International Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 101468.00000000 USD -25367.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1512.00000000 OU Notional Amount USD 370288.80000000 0.004171558040 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alexander's, Inc. Alexander's, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1512.00000000 USD -1103.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 559.00000000 OU Notional Amount USD 136899.10000000 0.001542262529 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alexander's, Inc. Alexander's, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 559.00000000 USD 5494.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1205.00000000 OU Notional Amount USD -295104.50000000 -0.00332455518 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 1205.00000000 USD -11845.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2498.00000000 OU Notional Amount USD -611760.20000000 -0.00689189946 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 2498.00000000 USD -24555.34000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6067.00000000 OU Notional Amount USD -1485808.30000000 -0.01673865253 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 4428.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57626.00000000 OU Notional Amount USD 5442199.44000000 0.061310120180 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maximus, Inc. Maximus, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 57626.00000000 USD -258740.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 458239.00000000 OU Notional Amount USD -29634316.13000000 -0.33385095556 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BXP, Inc. BXP, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 458239.00000000 USD 334514.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37501.00000000 OU Notional Amount USD -2425189.67000000 -0.02732142983 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BXP, Inc. BXP, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 37501.00000000 USD 27302.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47542.00000000 OU Notional Amount USD -3074541.14000000 -0.03463682080 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BXP, Inc. BXP, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 47542.00000000 USD 12354.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 53352.00000000 OU Notional Amount USD -3450273.84000000 -0.03886970812 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BXP, Inc. BXP, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 53352.00000000 USD 51256.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27725.00000000 OU Notional Amount USD -1792975.75000000 -0.02019910514 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BXP, Inc. BXP, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 27725.00000000 USD 38462.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11996.00000000 OU Notional Amount USD 2387084.04000000 0.026892143698 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 11996.00000000 USD -145271.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2623.00000000 OU Notional Amount USD 521950.77000000 0.005880134454 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2623.00000000 USD 4351.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 498.00000000 OU Notional Amount USD 99097.02000000 0.001116396095 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Allstate Corp. Allstate Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 498.00000000 USD 1752.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4699.00000000 OU Notional Amount USD 935054.01000000 0.010534026611 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Allstate Corp. Allstate Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4699.00000000 USD 20249.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12749.00000000 OU Notional Amount USD 2220110.86000000 0.025011075970 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hanover Insurance Group, Inc. Hanover Insurance Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 12749.00000000 USD -33402.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2781.00000000 OU Notional Amount USD -484283.34000000 -0.00545578494 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hanover Insurance Group, Inc. Hanover Insurance Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2781.00000000 USD -6813.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94.00000000 OU Notional Amount USD -16369.16000000 -0.00018440984 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hanover Insurance Group, Inc. Hanover Insurance Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 94.00000000 USD -375.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 204452.00000000 OU Notional Amount USD 46516919.04000000 0.524045090267 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 204452.00000000 USD 1018170.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96814.00000000 OU Notional Amount USD 22027121.28000000 0.248150672867 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 96814.00000000 USD 433678.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12261.00000000 OU Notional Amount USD 2789622.72000000 0.031427018819 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12261.00000000 USD 103499.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3086.00000000 OU Notional Amount USD 702126.72000000 0.007909940468 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3086.00000000 USD 38575.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7988.00000000 OU Notional Amount USD 2730937.44000000 0.030765888773 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7988.00000000 USD 32779.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1335.00000000 OU Notional Amount USD 456409.80000000 0.005141770344 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1335.00000000 USD 15408.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2152.00000000 OU Notional Amount USD 735725.76000000 0.008288456765 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2152.00000000 USD 6278.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3697.00000000 OU Notional Amount USD 1263930.36000000 0.014239044916 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3697.00000000 USD -6362.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 207126.00000000 OU Notional Amount USD 9536081.04000000 0.107430512435 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ABM Industries, Inc. ABM Industries, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 207126.00000000 USD -68351.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 852.00000000 OU Notional Amount USD 300048.84000000 0.003380256575 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Express Co. American Express Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 852.00000000 USD -6339.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 42.00000000 OU Notional Amount USD 14791.14000000 0.000166632366 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Express Co. American Express Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 42.00000000 USD -218.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 35386.00000000 OU Notional Amount USD 3926076.70000000 0.044229954629 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 35386.00000000 USD 47417.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7694.00000000 OU Notional Amount USD 853649.30000000 0.009616946558 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7694.00000000 USD 20389.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4083.00000000 OU Notional Amount USD 453008.85000000 0.005103456303 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4083.00000000 USD 5661.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 524.00000000 OU Notional Amount USD 58137.80000000 0.000654962307 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 524.00000000 USD 702.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19817.00000000 OU Notional Amount USD 1483896.96000000 0.016717119972 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American International Group, Inc. American International Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19817.00000000 USD -49.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4850.00000000 OU Notional Amount USD 1507768.00000000 0.016986043658 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 4850.00000000 USD 42583.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23067.00000000 OU Notional Amount USD 7171068.96000000 0.080787024549 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 23067.00000000 USD 54224.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1085.00000000 OU Notional Amount USD 337304.80000000 0.003799970591 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1085.00000000 USD 2560.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4661.00000000 OU Notional Amount USD 1449011.68000000 0.016324113297 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4661.00000000 USD 32450.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 279.00000000 OU Notional Amount USD 86735.52000000 0.000977135294 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 279.00000000 USD 2449.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1230.00000000 OU Notional Amount USD 382382.40000000 0.004307800762 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1230.00000000 USD 2901.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 22630.00000000 OU Notional Amount USD 25845723.00000000 0.291169847919 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 22630.00000000 USD 3860904.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11454.00000000 OU Notional Amount USD -13081613.40000000 -0.14737337331 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11454.00000000 USD -83258.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1058.00000000 OU Notional Amount USD -1208341.80000000 -0.01361280155 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1058.00000000 USD 28512.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6197.00000000 OU Notional Amount USD -7077593.70000000 -0.07973396144 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6197.00000000 USD -113829.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 858.00000000 OU Notional Amount USD -979921.80000000 -0.01103949312 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 858.00000000 USD -43809.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 170505.00000000 OU Notional Amount USD 1353809.70000000 0.015251597506 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 170505.00000000 USD 52856.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1400.00000000 OU Notional Amount USD 112868.00000000 0.001271535657 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ameris Bancorp Ameris Bancorp Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1400.00000000 USD 304.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1913.00000000 OU Notional Amount USD -684681.83000000 -0.00771341178 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jones Lang LaSalle, Inc. Jones Lang LaSalle, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1913.00000000 USD -5455.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18591.00000000 OU Notional Amount USD -326272.05000000 -0.00367567907 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FNB Corp. FNB Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 18591.00000000 USD -3190.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 210471.00000000 OU Notional Amount USD -3693766.05000000 -0.04161281535 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FNB Corp. FNB Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 210471.00000000 USD 94711.95000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 48996.00000000 OU Notional Amount USD 8889344.28000000 0.100144577967 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 48996.00000000 USD -424679.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10853.00000000 OU Notional Amount USD -1969059.79000000 -0.02218281297 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 10853.00000000 USD 12024.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 764.00000000 OU Notional Amount USD 33524.32000000 0.000377674524 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 764.00000000 USD 481.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21136.00000000 OU Notional Amount USD 927447.68000000 0.010448336072 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 21136.00000000 USD 13873.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23941.00000000 OU Notional Amount USD 1050531.08000000 0.011834955237 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 23941.00000000 USD -18989.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4472.00000000 OU Notional Amount USD 196231.36000000 0.002210681250 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4472.00000000 USD -3763.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 321174.00000000 OU Notional Amount USD -14093115.12000000 -0.15876863596 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 321174.00000000 USD -202339.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 710601.00000000 OU Notional Amount USD 21140379.75000000 0.238160919575 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 710601.00000000 USD 369512.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2142.00000000 OU Notional Amount USD -267642.90000000 -0.00301518137 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2142.00000000 USD -1028.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 111358.00000000 OU Notional Amount USD 28895173.84000000 0.325524009237 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Apple, Inc. Apple, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 111358.00000000 USD 48997.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2477.00000000 OU Notional Amount USD 642731.96000000 0.007240817641 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Apple, Inc. Apple, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2477.00000000 USD 29300.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1524.00000000 OU Notional Amount USD -395447.52000000 -0.00445498832 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Apple, Inc. Apple, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1524.00000000 USD -1847.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7699.00000000 OU Notional Amount USD 2481541.68000000 0.027956273986 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7699.00000000 USD 21999.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137452.00000000 OU Notional Amount USD 23453434.76000000 0.264219075328 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 137452.00000000 USD -2431525.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5350.00000000 OU Notional Amount USD 912870.50000000 0.010284114112 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5350.00000000 USD -73180.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5636.00000000 OU Notional Amount USD 961670.68000000 0.010833881708 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5636.00000000 USD -87869.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 342070.00000000 OU Notional Amount USD -23024731.70000000 -0.25938944046 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 342070.00000000 USD -64993.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1572.00000000 OU Notional Amount USD -105811.32000000 -0.00119203730 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1572.00000000 USD -298.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6189.00000000 OU Notional Amount USD -416581.59000000 -0.00469307816 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6189.00000000 USD 2407.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 608273.00000000 OU Notional Amount USD 14178843.63000000 0.159734426598 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 American Eagle Outfitters, Inc. American Eagle Outfitters, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 608273.00000000 USD -2688370.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 167337.00000000 OU Notional Amount USD 15656049.72000000 0.176376169317 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 167337.00000000 USD 145583.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 48268.00000000 OU Notional Amount USD 4515954.08000000 0.050875329070 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 48268.00000000 USD 54891.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1983.00000000 OU Notional Amount USD 506378.88000000 0.005704706402 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1983.00000000 USD -7825.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1259.00000000 OU Notional Amount USD -321498.24000000 -0.00362189882 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1259.00000000 USD 17171.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21.00000000 OU Notional Amount USD 2168.88000000 0.000024433925 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 21.00000000 USD 0.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3219.00000000 OU Notional Amount USD 332458.32000000 0.003745371660 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ameren Corp. Ameren Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3219.00000000 USD -2739.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42330.00000000 OU Notional Amount USD -5608301.70000000 -0.06318137639 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 42330.00000000 USD -587717.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13549.00000000 OU Notional Amount USD -369345.74000000 -0.00416093382 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Associated Banc-Corp. Associated Banc-Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13549.00000000 USD 528.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5531.00000000 OU Notional Amount USD 269470.32000000 0.003035768513 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Astec Industries, Inc. Astec Industries, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5531.00000000 USD -1714.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17071.00000000 OU Notional Amount USD -1293128.25000000 -0.01456797923 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 17071.00000000 USD -57017.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28078.00000000 OU Notional Amount USD -2126908.50000000 -0.02396108727 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 28078.00000000 USD 5896.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45002.00000000 OU Notional Amount USD 3250494.46000000 0.036619055987 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 45002.00000000 USD 5994.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4099.00000000 OU Notional Amount USD 296070.77000000 0.003335440880 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Agree Realty Corp. Agree Realty Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4099.00000000 USD 159.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30401.00000000 OU Notional Amount USD 3685817.24000000 0.041523266547 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Autoliv, Inc. Autoliv, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30401.00000000 USD -107577.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1365.00000000 OU Notional Amount USD 345167.55000000 0.003888549878 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1365.00000000 USD -26579.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36096.00000000 OU Notional Amount USD 9127595.52000000 0.102828642070 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 36096.00000000 USD -338146.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93715.00000000 OU Notional Amount USD -23130736.30000000 -0.26058365520 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Automatic Data Processing, Inc. Automatic Data Processing, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 93715.00000000 USD 1161948.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 285.00000000 OU Notional Amount USD 1055722.65000000 0.011893441845 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 285.00000000 USD 1613.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54337.00000000 OU Notional Amount USD -10080056.87000000 -0.11355877434 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 54337.00000000 USD 23364.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141.00000000 OU Notional Amount USD -26156.91000000 -0.00029467558 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 141.00000000 USD 60.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5013.00000000 OU Notional Amount USD -929961.63000000 -0.01047665744 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5013.00000000 USD 12603.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 120851.00000000 OU Notional Amount USD 7539893.89000000 0.084942091087 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Avnet, Inc. Avnet, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 120851.00000000 USD 1497642.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5117.00000000 OU Notional Amount USD -750049.86000000 -0.00844982760 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Badger Meter, Inc. Badger Meter, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5117.00000000 USD -3535.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 668.00000000 OU Notional Amount USD -113673.56000000 -0.00128061084 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Balchem Corp. Balchem Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 668.00000000 USD -4275.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 202274.00000000 OU Notional Amount USD 11503322.38000000 0.129592839324 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 202274.00000000 USD 198228.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3863.00000000 OU Notional Amount USD -219688.81000000 -0.00247494556 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ball Corp. Ball Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3863.00000000 USD -2240.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9811.00000000 OU Notional Amount USD -557951.57000000 -0.00628570823 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ball Corp. Ball Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 9811.00000000 USD -9.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4013.00000000 OU Notional Amount USD -228219.31000000 -0.00257104751 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ball Corp. Ball Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4013.00000000 USD -3932.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1077.00000000 OU Notional Amount USD -61248.99000000 -0.00069001200 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ball Corp. Ball Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1077.00000000 USD -1055.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8009.00000000 OU Notional Amount USD 3848564.77000000 0.043356729420 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8009.00000000 USD -31715.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36181.00000000 OU Notional Amount USD 17386055.93000000 0.195865879281 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 36181.00000000 USD -55404.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24775.00000000 OU Notional Amount USD 11905130.75000000 0.134119487001 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24775.00000000 USD 6491.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18070.00000000 OU Notional Amount USD 8683177.10000000 0.097821962870 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18070.00000000 USD -54385.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24493.00000000 OU Notional Amount USD -11769621.29000000 -0.13259287972 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24493.00000000 USD 255176.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25840.00000000 OU Notional Amount USD -518608.80000000 -0.00584248486 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25840.00000000 USD 7752.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95210.00000000 OU Notional Amount USD -1910864.70000000 -0.02152720525 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 95210.00000000 USD -17413.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10435.00000000 OU Notional Amount USD -209430.45000000 -0.00235937807 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10435.00000000 USD 406.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23194.00000000 OU Notional Amount USD -465503.58000000 -0.00524421803 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 23194.00000000 USD -7874.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 81654.00000000 OU Notional Amount USD 21263518.14000000 0.239548158240 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 81654.00000000 USD -1801287.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 118544.00000000 OU Notional Amount USD -24121333.12000000 -0.27174340977 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 118544.00000000 USD 102082.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38595.00000000 OU Notional Amount USD 8644508.10000000 0.097386329986 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 345811.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15350.00000000 OU Notional Amount USD 3438093.00000000 0.038732482583 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 137536.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71202.00000000 OU Notional Amount USD 15947823.96000000 0.179663206832 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 71202.00000000 USD 146676.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1513.00000000 OU Notional Amount USD 338881.74000000 0.003817735905 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1513.00000000 USD -3.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40814.00000000 OU Notional Amount USD 1817039.28000000 0.020470197363 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 40814.00000000 USD 207301.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 92100.00000000 OU Notional Amount USD 4100292.00000000 0.046192609820 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 92100.00000000 USD 461812.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48991.00000000 OU Notional Amount USD 2181079.32000000 0.024571358824 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 48991.00000000 USD 258623.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 162242.00000000 OU Notional Amount USD -7223013.84000000 -0.08137221935 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 162242.00000000 USD -817993.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92429.00000000 OU Notional Amount USD 4819248.06000000 0.054292144379 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 92429.00000000 USD 241239.69000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 63551.00000000 OU Notional Amount USD 3313549.14000000 0.037329410330 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Benchmark Electronics, Inc. Benchmark Electronics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 63551.00000000 USD 486800.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 180701.00000000 OU Notional Amount USD -12392474.58000000 -0.13960975047 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 180701.00000000 USD 23491.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6536.00000000 OU Notional Amount USD -448238.88000000 -0.00504971931 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6536.00000000 USD -11117.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12890.00000000 OU Notional Amount USD -883996.20000000 -0.00995882526 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 12890.00000000 USD -13083.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9111.00000000 OU Notional Amount USD -624832.38000000 -0.00703916655 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9111.00000000 USD -6480.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 89345.00000000 OU Notional Amount USD 5816359.50000000 0.065525290627 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 89345.00000000 USD -89815.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21257.00000000 OU Notional Amount USD -1383830.70000000 -0.01558980472 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 21257.00000000 USD 20307.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6888.00000000 OU Notional Amount USD -448408.80000000 -0.00505163357 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6888.00000000 USD 10049.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 524.00000000 OU Notional Amount USD -34112.40000000 -0.00038429965 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 524.00000000 USD 1592.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 103438.00000000 OU Notional Amount USD -2652150.32000000 -0.02987829767 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 103438.00000000 USD 92059.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13536.00000000 OU Notional Amount USD -347063.04000000 -0.00390990387 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 71334.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12152.00000000 OU Notional Amount USD -311577.28000000 -0.00351013238 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 12152.00000000 USD 64041.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 82593.00000000 OU Notional Amount USD -2117684.52000000 -0.02385717279 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 82593.00000000 USD -242823.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25191.00000000 OU Notional Amount USD 7398596.70000000 0.083350281048 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 25191.00000000 USD -290200.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 215976.00000000 OU Notional Amount USD -33584268.00000000 -0.37834988040 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 215976.00000000 USD -425472.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5718.00000000 OU Notional Amount USD -889149.00000000 -0.01001687509 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5718.00000000 USD -11264.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18675.00000000 OU Notional Amount USD -2903962.50000000 -0.03271513509 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 18675.00000000 USD 4786.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4869.00000000 OU Notional Amount USD -757129.50000000 -0.00852958461 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4869.00000000 USD -102.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5871.00000000 OU Notional Amount USD -912940.50000000 -0.01028490271 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5871.00000000 USD -5021.93000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10537.00000000 OU Notional Amount USD 498821.58000000 0.005619568219 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10537.00000000 USD 5979.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 60548.00000000 OU Notional Amount USD -4418793.04000000 -0.04978074312 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 60548.00000000 USD -36328.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120696.00000000 OU Notional Amount USD -3276896.40000000 -0.03691649200 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SLM Corp. SLM Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 120696.00000000 USD -23923.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26783.00000000 OU Notional Amount USD -727158.45000000 -0.00819194012 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SLM Corp. SLM Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 26783.00000000 USD -993.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 106547.00000000 OU Notional Amount USD 4203279.15000000 0.047352830906 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 H&R Block, Inc. H&R Block, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 106547.00000000 USD -572893.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1042.00000000 OU Notional Amount USD -107117.60000000 -0.00120675344 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Choice Hotels International, Inc. Choice Hotels International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1042.00000000 USD 1268.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 52125.00000000 OU Notional Amount USD -12182655.00000000 -0.13724598857 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Boeing Co. Boeing Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 52125.00000000 USD -330472.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5777.00000000 OU Notional Amount USD -1350200.44000000 -0.01521093670 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Boeing Co. Boeing Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5777.00000000 USD 106455.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1409.00000000 OU Notional Amount USD -329311.48000000 -0.00370992034 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boeing Co. Boeing Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1409.00000000 USD 24925.21000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4272.00000000 OU Notional Amount USD -555103.68000000 -0.00625362479 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BOK Financial Corp. BOK Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4272.00000000 USD 1591.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 854116.00000000 OU Notional Amount USD 29560954.76000000 0.333024489267 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Robert Half, Inc. Robert Half, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 854116.00000000 USD 5081990.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35609.00000000 OU Notional Amount USD 8907235.26000000 0.100346132164 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 35609.00000000 USD -1328927.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 990302.00000000 OU Notional Amount USD 46950217.82000000 0.528926499074 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 990302.00000000 USD -1178459.38000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 727452.00000000 OU Notional Amount USD 34488499.32000000 0.388536668212 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BorgWarner, Inc. BorgWarner, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 727452.00000000 USD -276431.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5250.00000000 OU Notional Amount USD 1121505.00000000 0.012634525267 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boston Beer Co., Inc. Boston Beer Co., Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 5250.00000000 USD -15937.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178264.00000000 OU Notional Amount USD 16673031.92000000 0.187833173345 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 178264.00000000 USD 399311.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2946.00000000 OU Notional Amount USD 574322.70000000 0.006470140271 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2946.00000000 USD -7.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 129204.00000000 OU Notional Amount USD -25188319.80000000 -0.28376374866 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 129204.00000000 USD -2534982.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 699.00000000 OU Notional Amount USD -136270.05000000 -0.00153517584 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 699.00000000 USD -10153.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1885.00000000 OU Notional Amount USD -367480.75000000 -0.00413992342 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1885.00000000 USD -36553.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 221.00000000 OU Notional Amount USD -43083.95000000 -0.00048537033 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 221.00000000 USD -4336.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6029.00000000 OU Notional Amount USD 509691.66000000 0.005742027148 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boyd Gaming Corp. Boyd Gaming Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6029.00000000 USD 13920.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23708.00000000 OU Notional Amount USD -2050030.76000000 -0.02309500665 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brady Corp. Brady Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 23708.00000000 USD -18729.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 258653.00000000 OU Notional Amount USD -26092914.64000000 -0.29395463177 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 258653.00000000 USD 988456.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11510.00000000 OU Notional Amount USD 4077532.60000000 0.045936209524 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 -493088.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22933.00000000 OU Notional Amount USD 5052139.90000000 0.056915831155 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 22933.00000000 USD -551309.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 67569.00000000 OU Notional Amount USD -14885450.70000000 -0.16769484129 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 67569.00000000 USD 1238872.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16380.00000000 OU Notional Amount USD 22493671.20000000 0.253406678639 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 16380.00000000 USD -1062570.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 539.00000000 OU Notional Amount USD 740176.36000000 0.008338595835 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 539.00000000 USD -3346.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 889789.00000000 OU Notional Amount USD 48982884.45000000 0.551825886858 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 889789.00000000 USD 97876.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 82751.00000000 OU Notional Amount USD -6553051.69000000 -0.07382463489 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 82751.00000000 USD -368869.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5704.00000000 OU Notional Amount USD -451699.76000000 -0.00508870850 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5704.00000000 USD -3593.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1845.00000000 OU Notional Amount USD -146105.55000000 -0.00164597952 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1845.00000000 USD -8839.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6221.00000000 OU Notional Amount USD -492640.99000000 -0.00554993962 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6221.00000000 USD -9026.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2405.00000000 OU Notional Amount USD 427296.35000000 0.004813787304 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AvalonBay Communities, Inc. AvalonBay Communities, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2405.00000000 USD -3104.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19905.00000000 OU Notional Amount USD -3536521.35000000 -0.03984134565 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 19905.00000000 USD -36183.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20932.00000000 OU Notional Amount USD -3718988.44000000 -0.04189696293 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AvalonBay Communities, Inc. AvalonBay Communities, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 20932.00000000 USD -40090.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48436.00000000 OU Notional Amount USD -6309757.72000000 -0.07108376096 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 48436.00000000 USD 78950.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31459.00000000 OU Notional Amount USD -4098163.93000000 -0.04616863564 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 31459.00000000 USD -57226.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18334.00000000 OU Notional Amount USD -2388370.18000000 -0.02690663294 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18334.00000000 USD -1626.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7486.00000000 OU Notional Amount USD -975201.22000000 -0.01098631254 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7486.00000000 USD -18123.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3338.00000000 OU Notional Amount USD -2610516.28000000 -0.02940926157 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 3338.00000000 USD 268136.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3508.00000000 OU Notional Amount USD -2743466.48000000 -0.03090703702 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3508.00000000 USD 610115.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 404.00000000 OU Notional Amount USD 35152.04000000 0.000396011910 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sempra Sempra Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 404.00000000 USD 509.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10908.00000000 OU Notional Amount USD 949105.08000000 0.010692321580 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sempra Sempra Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10908.00000000 USD 6678.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3117.00000000 OU Notional Amount USD 271210.17000000 0.003055369120 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sempra Sempra Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3117.00000000 USD -15732.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 109619.00000000 OU Notional Amount USD -9537949.19000000 -0.10745155843 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sempra Sempra Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 109619.00000000 USD 111811.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10647.00000000 OU Notional Amount USD -5206702.41000000 -0.05865708414 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SPDR Dow Jones Industrial Average ETF Trust SPDR Dow Jones Industrial Average ETF Trust Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10647.00000000 USD 38576.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12161.00000000 OU Notional Amount USD -5947093.83000000 -0.06699810278 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SPDR Dow Jones Industrial Average ETF Trust SPDR Dow Jones Industrial Average ETF Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12161.00000000 USD 41485.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 579.00000000 OU Notional Amount USD -283148.37000000 -0.00318986115 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SPDR Dow Jones Industrial Average ETF Trust SPDR Dow Jones Industrial Average ETF Trust Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 579.00000000 USD 3155.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 63957.00000000 OU Notional Amount USD -20610143.25000000 -0.23218744067 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 FedEx Corp. FedEx Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 63957.00000000 USD -788695.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25927.00000000 OU Notional Amount USD 6332151.21000000 0.071336039035 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 25927.00000000 USD -129375.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89620.00000000 OU Notional Amount USD 21887892.60000000 0.246582166017 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 89620.00000000 USD -651537.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5548.00000000 OU Notional Amount USD -1354988.04000000 -0.01526487231 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5548.00000000 USD 201.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1160.00000000 OU Notional Amount USD -108900.80000000 -0.00122684242 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mercury Systems, Inc. Mercury Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1160.00000000 USD 6597.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81664.00000000 OU Notional Amount USD 11766149.12000000 0.132553763339 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 81664.00000000 USD -687610.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 126551.00000000 OU Notional Amount USD 4920302.88000000 0.055430596439 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 126551.00000000 USD -130347.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 268751.00000000 OU Notional Amount USD -7355714.87000000 -0.08286718773 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 268751.00000000 USD -60810.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18491.00000000 OU Notional Amount USD -506098.67000000 -0.00570154964 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18491.00000000 USD -19618.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 85713.00000000 OU Notional Amount USD 6875896.86000000 0.077461707805 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 85713.00000000 USD -729417.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1050.00000000 OU Notional Amount USD -84231.00000000 -0.00094892015 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Brunswick Corp. Brunswick Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1050.00000000 USD 8935.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138594.00000000 OU Notional Amount USD 19164778.32000000 0.215904410522 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 138594.00000000 USD -1442413.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25996.00000000 OU Notional Amount USD 1229610.80000000 0.013852411466 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 25996.00000000 USD -144017.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2133.00000000 OU Notional Amount USD 1012385.79000000 0.011405222307 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2133.00000000 USD 736.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2766.00000000 OU Notional Amount USD 1312826.58000000 0.014789894468 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2766.00000000 USD 16181.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3165.00000000 OU Notional Amount USD 1502203.95000000 0.016923360807 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3165.00000000 USD 4396.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2319.00000000 OU Notional Amount USD 1100666.97000000 0.012399770525 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2319.00000000 USD -777.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20771.00000000 OU Notional Amount USD -9858539.73000000 -0.11106323138 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 20771.00000000 USD -560609.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 116586.00000000 OU Notional Amount USD 28036601.28000000 0.315851598768 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 116586.00000000 USD 535129.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53676.00000000 OU Notional Amount USD 12908004.48000000 0.145417549409 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 53676.00000000 USD 1151350.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19127.00000000 OU Notional Amount USD 4599660.96000000 0.051818344652 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 19127.00000000 USD -78229.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14671.00000000 OU Notional Amount USD 3528082.08000000 0.039746271469 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14671.00000000 USD -47869.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9719.00000000 OU Notional Amount USD 2337225.12000000 0.026330448668 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9719.00000000 USD -13465.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41660.00000000 OU Notional Amount USD 2450024.60000000 0.027601212401 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 41660.00000000 USD 27079.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11785.00000000 OU Notional Amount USD 984401.05000000 0.011089954961 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 11785.00000000 USD 23098.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5380.00000000 OU Notional Amount USD 449391.40000000 0.005062703240 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5380.00000000 USD 10544.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10997.00000000 OU Notional Amount USD 918579.41000000 0.010348428910 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10997.00000000 USD 44306.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13284.00000000 OU Notional Amount USD 1109612.52000000 0.012500548299 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 13284.00000000 USD 7084.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2453.00000000 OU Notional Amount USD 204899.09000000 0.002308329191 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2453.00000000 USD 15723.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 604.00000000 OU Notional Amount USD -374830.32000000 -0.00422272138 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 604.00000000 USD 21067.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33955.00000000 OU Notional Amount USD 1282140.80000000 0.014444198049 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 67230.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62910.00000000 OU Notional Amount USD 2375481.60000000 0.026761434230 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CSX Corp. CSX Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 62910.00000000 USD 124561.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10515.00000000 OU Notional Amount USD 397046.40000000 0.004473000809 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CSX Corp. CSX Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10515.00000000 USD 12922.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2669.00000000 OU Notional Amount USD 100781.44000000 0.001135372245 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CSX Corp. CSX Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2669.00000000 USD 3896.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 693.00000000 OU Notional Amount USD 26167.68000000 0.000294796914 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CSX Corp. CSX Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 693.00000000 USD 1011.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6153.00000000 OU Notional Amount USD 757372.77000000 0.008532325222 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 City Holding Co. City Holding Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6153.00000000 USD -21197.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128227.00000000 OU Notional Amount USD -3699348.95000000 -0.04167571056 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 128227.00000000 USD -201316.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25376.00000000 OU Notional Amount USD -732097.60000000 -0.00824758304 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coterra Energy, Inc. Coterra Energy, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25376.00000000 USD -29602.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22212.00000000 OU Notional Amount USD -640816.20000000 -0.00721923528 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coterra Energy, Inc. Coterra Energy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22212.00000000 USD -53822.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34754.00000000 OU Notional Amount USD 2508891.26000000 0.028264385818 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cabot Corp. Cabot Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 34754.00000000 USD -26760.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1445.00000000 OU Notional Amount USD 40431.10000000 0.000455484152 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Campbell's Co. Campbell's Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1445.00000000 USD 2066.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26152.00000000 OU Notional Amount USD 731732.96000000 0.008243475126 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Campbell's Co. Campbell's Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 26152.00000000 USD 43304.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21323.00000000 OU Notional Amount USD 596617.54000000 0.006721306979 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 21323.00000000 USD 20661.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90579.00000000 OU Notional Amount USD -4048881.30000000 -0.04561343292 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 90579.00000000 USD 138585.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29430.00000000 OU Notional Amount USD 3209341.50000000 0.036155439585 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 29430.00000000 USD 20601.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34728.00000000 OU Notional Amount USD 5441877.60000000 0.061306494431 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 34728.00000000 USD -60588.34000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 48561.00000000 OU Notional Amount USD -1075140.54000000 -0.01211219773 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Provident Financial Services, Inc. Provident Financial Services, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 48561.00000000 USD -85467.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 158038.00000000 OU Notional Amount USD 5199450.20000000 0.058575383014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 158038.00000000 USD -96403.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39933.00000000 OU Notional Amount USD 1313795.70000000 0.014800812272 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 39933.00000000 USD -24359.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44736.00000000 OU Notional Amount USD 1471814.40000000 0.016581001623 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 44736.00000000 USD -12969.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3265.00000000 OU Notional Amount USD 107418.50000000 0.001210143291 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3265.00000000 USD -163.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12045.00000000 OU Notional Amount USD 396280.50000000 0.004464372419 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Radian Group, Inc. Radian Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 12045.00000000 USD -602.25000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 323970.00000000 OU Notional Amount USD 4648969.50000000 0.052373839273 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Topgolf Callaway Brands Corp. Topgolf Callaway Brands Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 323970.00000000 USD 249456.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 160697.00000000 OU Notional Amount USD 34530571.36000000 0.389010638683 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 160697.00000000 USD 1283969.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1542.00000000 OU Notional Amount USD -525652.38000000 -0.00592183563 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 1542.00000000 USD 366.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3109.00000000 OU Notional Amount USD -1059827.01000000 -0.01193968028 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3109.00000000 USD 175.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4227.00000000 OU Notional Amount USD -1440942.03000000 -0.01623320313 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4227.00000000 USD 81351.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 399180.00000000 OU Notional Amount USD -11751859.20000000 -0.13239277756 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 399180.00000000 USD 91811.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9382.00000000 OU Notional Amount USD 2981881.06000000 0.033592941267 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 9382.00000000 USD -209030.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 550.00000000 OU Notional Amount USD 333575.00000000 0.003757951829 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 550.00000000 USD -16978.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7197.00000000 OU Notional Amount USD 4364980.50000000 0.049174507842 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7197.00000000 USD -75166.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 207.00000000 OU Notional Amount USD 125545.50000000 0.001414356415 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 207.00000000 USD -6390.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8453.00000000 OU Notional Amount USD 5126744.50000000 0.057756303291 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8453.00000000 USD -158434.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1693.00000000 OU Notional Amount USD 1026804.50000000 0.011567658993 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1693.00000000 USD -52262.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4109.00000000 OU Notional Amount USD -2492108.50000000 -0.02807531648 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4109.00000000 USD 6031.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4184.00000000 OU Notional Amount USD -2750394.24000000 -0.03098508300 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 4184.00000000 USD -37446.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1977.00000000 OU Notional Amount USD -1299600.72000000 -0.01464089605 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1977.00000000 USD -24995.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8388.00000000 OU Notional Amount USD -5513935.68000000 -0.06211827826 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8388.00000000 USD -69675.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6394.00000000 OU Notional Amount USD -4203159.84000000 -0.04735148679 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6394.00000000 USD -76606.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 94040.00000000 OU Notional Amount USD 16881120.40000000 0.190177433209 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 94040.00000000 USD -765831.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8261.00000000 OU Notional Amount USD -1482932.11000000 -0.01670625027 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8261.00000000 USD 6863.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 678.00000000 OU Notional Amount USD -121707.78000000 -0.00137112186 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 678.00000000 USD 6122.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3194.00000000 OU Notional Amount USD -573354.94000000 -0.00645923778 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3194.00000000 USD 2328.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3169.00000000 OU Notional Amount USD 143650.77000000 0.001618324736 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Century Aluminum Co. Century Aluminum Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3169.00000000 USD 689.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26072.00000000 OU Notional Amount USD 11136394.08000000 0.125459139628 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 26072.00000000 USD -828828.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 85920.00000000 OU Notional Amount USD 26282068.80000000 0.296085583502 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 85920.00000000 USD -1965779.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21808.00000000 OU Notional Amount USD 6670849.12000000 0.075151703969 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 21808.00000000 USD 27644.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1616.00000000 OU Notional Amount USD 494318.24000000 0.005568834996 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1616.00000000 USD 1359.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 720.00000000 OU Notional Amount USD 220240.80000000 0.002481164107 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 720.00000000 USD -2426.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15985.00000000 OU Notional Amount USD -2056949.80000000 -0.02317295439 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 15985.00000000 USD -44438.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40903.00000000 OU Notional Amount USD -5263398.04000000 -0.05929579941 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 40903.00000000 USD -113710.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50324.00000000 OU Notional Amount USD -6475692.32000000 -0.07295312837 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 50324.00000000 USD -139781.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1912.00000000 OU Notional Amount USD -110819.52000000 -0.00124845812 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1912.00000000 USD -1132.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5405.00000000 OU Notional Amount USD -852476.60000000 -0.00960373528 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Brinker International, Inc. Brinker International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5405.00000000 USD 4640.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 694.00000000 OU Notional Amount USD -68261.84000000 -0.00076901658 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Churchill Downs, Inc. Churchill Downs, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 694.00000000 USD 6336.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26868.00000000 OU Notional Amount USD -2586045.00000000 -0.02913357577 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 26868.00000000 USD -156371.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90111.00000000 OU Notional Amount USD -8673183.75000000 -0.09770938090 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 90111.00000000 USD -524446.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1607.00000000 OU Notional Amount USD -154673.75000000 -0.00174250618 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1607.00000000 USD -5303.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7128.00000000 OU Notional Amount USD -686070.00000000 -0.00772905047 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7128.00000000 USD -35544.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3321.00000000 OU Notional Amount USD -319646.25000000 -0.00360103487 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 3321.00000000 USD -14914.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 419.00000000 OU Notional Amount USD -40328.75000000 -0.00045433110 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 419.00000000 USD -2438.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46569.00000000 OU Notional Amount USD -7492486.41000000 -0.08440801321 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 46569.00000000 USD 38908.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7294.00000000 OU Notional Amount USD -1173531.66000000 -0.01322064137 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 7294.00000000 USD -19985.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7892.00000000 OU Notional Amount USD 1510449.88000000 0.017016256881 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 7892.00000000 USD -33067.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10115.00000000 OU Notional Amount USD 1935909.85000000 0.021809356101 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cintas Corp. Cintas Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10115.00000000 USD 11429.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1930.00000000 OU Notional Amount USD 369382.70000000 0.004161350200 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cintas Corp. Cintas Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1930.00000000 USD -3242.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70394.00000000 OU Notional Amount USD -13472707.66000000 -0.15177931917 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cintas Corp. Cintas Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 70394.00000000 USD 43366.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5520.00000000 OU Notional Amount USD -719476.80000000 -0.00810540105 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cirrus Logic, Inc. Cirrus Logic, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5520.00000000 USD -783.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36698.00000000 OU Notional Amount USD 2874187.36000000 0.032379697658 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 36698.00000000 USD 158032.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24859.00000000 OU Notional Amount USD 1946956.88000000 0.021933808493 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24859.00000000 USD 54879.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27986.00000000 OU Notional Amount USD 2191863.52000000 0.024692850255 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 27986.00000000 USD 22521.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 333557.00000000 OU Notional Amount USD -26124184.24000000 -0.29430690533 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 333557.00000000 USD -719089.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2810.00000000 OU Notional Amount USD 117514.20000000 0.001323878296 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BJ's Restaurants, Inc. BJ's Restaurants, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 2810.00000000 USD -5563.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2168.00000000 OU Notional Amount USD 563484.88000000 0.006348044773 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2168.00000000 USD -5.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1242.00000000 OU Notional Amount USD -322808.22000000 -0.00363665664 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1242.00000000 USD 1925.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 161337.00000000 OU Notional Amount USD 4030198.26000000 0.045402955624 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Compass Minerals International, Inc. Compass Minerals International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 161337.00000000 USD 404955.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9.00000000 OU Notional Amount USD -1015.11000000 -0.00001143591 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 9.00000000 USD -14.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 171019.00000000 OU Notional Amount USD -19289233.01000000 -0.21730647821 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Clorox Co. Clorox Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 171019.00000000 USD -1460502.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11213.00000000 OU Notional Amount USD -1264714.27000000 -0.01424787620 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 11213.00000000 USD -6653.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9172.00000000 OU Notional Amount USD -1034509.88000000 -0.01165446539 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 9172.00000000 USD -29072.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1708.00000000 OU Notional Amount USD -192645.32000000 -0.00217028204 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Clorox Co. Clorox Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1708.00000000 USD -2664.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42575.00000000 OU Notional Amount USD 2037639.50000000 0.022955410584 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CNA Financial Corp. CNA Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42575.00000000 USD 36188.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3044.00000000 OU Notional Amount USD 145685.84000000 0.001641251199 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CNA Financial Corp. CNA Financial Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3044.00000000 USD 4748.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8394.00000000 OU Notional Amount USD 401736.84000000 0.004525841842 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CNA Financial Corp. CNA Financial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8394.00000000 USD 12291.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 181470.00000000 OU Notional Amount USD -13575770.70000000 -0.15294039521 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 181470.00000000 USD -314967.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114395.00000000 OU Notional Amount USD -8557889.95000000 -0.09641051694 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 114395.00000000 USD -285.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4718.00000000 OU Notional Amount USD -352953.58000000 -0.00397626486 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4718.00000000 USD -5949.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2661.00000000 OU Notional Amount USD 404631.66000000 0.004558453981 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2661.00000000 USD -3028.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51786.00000000 OU Notional Amount USD -7874579.16000000 -0.08871255087 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 51786.00000000 USD -111339.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 155971.00000000 OU Notional Amount USD -23716950.26000000 -0.26718775869 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 155971.00000000 USD -340016.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 247463.00000000 OU Notional Amount USD 10042048.54000000 0.113130584359 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Copart, Inc. Copart, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 247463.00000000 USD -165800.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38982.00000000 OU Notional Amount USD -1581889.56000000 -0.01782107401 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Copart, Inc. Copart, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 38982.00000000 USD -1852.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25736.00000000 OU Notional Amount USD -1044366.88000000 -0.01176551128 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Copart, Inc. Copart, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25736.00000000 USD 17757.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83129.00000000 OU Notional Amount USD -3373374.82000000 -0.03800338776 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Copart, Inc. Copart, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 83129.00000000 USD 48054.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15103.00000000 OU Notional Amount USD -612879.74000000 -0.00690451184 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Copart, Inc. Copart, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15103.00000000 USD -3186.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22779.00000000 OU Notional Amount USD -924371.82000000 -0.01041368439 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Copart, Inc. Copart, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22779.00000000 USD 3182.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128088.00000000 OU Notional Amount USD 2618118.72000000 0.029494908288 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 128088.00000000 USD -682709.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 153983.00000000 OU Notional Amount USD 3147412.52000000 0.035457767027 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 153983.00000000 USD -528050.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 260612.00000000 OU Notional Amount USD 5326909.28000000 0.060011297224 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 260612.00000000 USD -1354526.95000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 617479.00000000 OU Notional Amount USD -12621270.76000000 -0.14218729682 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 617479.00000000 USD 481633.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32720.00000000 OU Notional Amount USD -668796.80000000 -0.00753445599 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 32720.00000000 USD 174397.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51468.00000000 OU Notional Amount USD -1052005.92000000 -0.01185157032 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 51468.00000000 USD 274284.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7423.00000000 OU Notional Amount USD 287567.02000000 0.003239640287 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cognex Corp. Cognex Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7423.00000000 USD -13732.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 412.00000000 OU Notional Amount USD -15960.88000000 -0.00017981029 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cognex Corp. Cognex Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 412.00000000 USD 1223.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3343.00000000 OU Notional Amount USD -129507.82000000 -0.00145899467 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cognex Corp. Cognex Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3343.00000000 USD 7284.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53401.00000000 OU Notional Amount USD 1524064.54000000 0.017169635391 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 53401.00000000 USD -44518.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26264.00000000 OU Notional Amount USD 2371376.56000000 0.026715188131 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 26264.00000000 USD 109549.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36443.00000000 OU Notional Amount USD 3290438.47000000 0.037069052736 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 36443.00000000 USD 163264.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6016.00000000 OU Notional Amount USD 543184.64000000 0.006119348606 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6016.00000000 USD 33442.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 120696.00000000 OU Notional Amount USD -38055448.80000000 -0.42872080767 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 120696.00000000 USD 1266101.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12907.00000000 OU Notional Amount USD -4069577.10000000 -0.04584658534 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 12907.00000000 USD 82217.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 213711.00000000 OU Notional Amount USD 8905337.37000000 0.100324751127 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 213711.00000000 USD -94032.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12928.00000000 OU Notional Amount USD 538709.76000000 0.006068936005 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NNN REIT, Inc. NNN REIT, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12928.00000000 USD -6087.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10864.00000000 OU Notional Amount USD 1951065.76000000 0.021980097852 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 10864.00000000 USD -153725.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1765.00000000 OU Notional Amount USD -316976.35000000 -0.00357095661 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1765.00000000 USD -4.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 143369.00000000 OU Notional Amount USD 21882410.47000000 0.246520406051 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 143369.00000000 USD 220788.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47801.00000000 OU Notional Amount USD 7295866.63000000 0.082192956145 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 47801.00000000 USD 73613.54000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 14971.00000000 OU Notional Amount USD 2285023.73000000 0.025742364102 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 14971.00000000 USD 136236.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 109933.00000000 OU Notional Amount USD 5786873.12000000 0.065193106274 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 109933.00000000 USD -193626.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9034.00000000 OU Notional Amount USD 475549.76000000 0.005357395159 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9034.00000000 USD -16170.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3577.00000000 OU Notional Amount USD 188293.28000000 0.002121253319 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3577.00000000 USD -5905.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1192871.00000000 OU Notional Amount USD 22080042.21000000 0.248746863546 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1192871.00000000 USD 1111734.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 168070.00000000 OU Notional Amount USD 3110975.70000000 0.035047281186 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 168070.00000000 USD 182570.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87055.00000000 OU Notional Amount USD 1611388.05000000 0.018153394797 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 87055.00000000 USD 100202.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22957.00000000 OU Notional Amount USD 881319.23000000 0.009928667353 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CONMED Corp. CONMED Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 22957.00000000 USD -34392.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36281.00000000 OU Notional Amount USD 3868643.03000000 0.043582924830 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 36281.00000000 USD 125169.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3502.00000000 OU Notional Amount USD 373418.26000000 0.004206813559 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 3502.00000000 USD 12071.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5725.00000000 OU Notional Amount USD 610456.75000000 0.006877215199 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5725.00000000 USD 19751.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10860.00000000 OU Notional Amount USD 1158001.80000000 0.013045686823 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10860.00000000 USD 17637.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12459.00000000 OU Notional Amount USD 1328503.17000000 0.014966502038 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12459.00000000 USD 34748.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8094.00000000 OU Notional Amount USD 863063.22000000 0.009723000842 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8094.00000000 USD 27839.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5552.00000000 OU Notional Amount USD 487743.20000000 0.005494762648 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5552.00000000 USD -38031.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5665.00000000 OU Notional Amount USD 497670.25000000 0.005606597695 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5665.00000000 USD -11326.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1436.00000000 OU Notional Amount USD 126152.60000000 0.001421195814 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1436.00000000 USD -8832.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22370.00000000 OU Notional Amount USD 1965204.50000000 0.022139380484 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22370.00000000 USD -132319.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 366637.00000000 OU Notional Amount USD -32209060.45000000 -0.36285722140 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 366637.00000000 USD 2511463.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1196.00000000 OU Notional Amount USD -105068.60000000 -0.00118367005 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1196.00000000 USD -4.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1865.00000000 OU Notional Amount USD 133328.85000000 0.001502041207 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1865.00000000 USD 969.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5846.00000000 OU Notional Amount USD 417930.54000000 0.004708275012 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5846.00000000 USD -239.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21268.00000000 OU Notional Amount USD -1520449.32000000 -0.01712890745 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21268.00000000 USD -14946.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2166.00000000 OU Notional Amount USD -135375.00000000 -0.00152509249 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 2166.00000000 USD 498.18000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 131724.00000000 OU Notional Amount USD -8232750.00000000 -0.09274759175 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Community Financial System, Inc. Community Financial System, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 131724.00000000 USD -126455.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 167.00000000 OU Notional Amount USD 17242.75000000 0.000194251439 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Corning, Inc. Corning, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 167.00000000 USD 1629.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3241.00000000 OU Notional Amount USD 334633.25000000 0.003769873743 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corning, Inc. Corning, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3241.00000000 USD 31531.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200458.00000000 OU Notional Amount USD -20697288.50000000 -0.23316919185 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 200458.00000000 USD -1956470.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 348050.00000000 OU Notional Amount USD -35936162.50000000 -0.40484558973 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 348050.00000000 USD -3122008.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13806.00000000 OU Notional Amount USD -765404.64000000 -0.00862280976 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 13806.00000000 USD 47273.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8440.00000000 OU Notional Amount USD -467913.60000000 -0.00527136856 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8440.00000000 USD 3367.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29575.00000000 OU Notional Amount USD 10243301.25000000 0.115397834572 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Piper Sandler Cos. Piper Sandler Cos. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 29575.00000000 USD -937823.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 36088.00000000 OU Notional Amount USD 1086970.56000000 0.012245471045 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cracker Barrel Old Country Store, Inc. Cracker Barrel Old Country Store, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 36088.00000000 USD -237459.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7271.00000000 OU Notional Amount USD 3622703.04000000 0.040812241670 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 7271.00000000 USD 393631.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 310.00000000 OU Notional Amount USD -154454.40000000 -0.00174003505 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 310.00000000 USD -0.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5319.00000000 OU Notional Amount USD -2650138.56000000 -0.02985563381 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5319.00000000 USD -260817.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61439.00000000 OU Notional Amount USD 15641755.01000000 0.176215129576 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 -1323396.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 76641.00000000 OU Notional Amount USD -3124653.57000000 -0.03520137180 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Artivion, Inc. Artivion, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 76641.00000000 USD 309202.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16396.00000000 OU Notional Amount USD 2475959.96000000 0.027893392071 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Manhattan Associates, Inc. Manhattan Associates, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 16396.00000000 USD -402309.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6045.00000000 OU Notional Amount USD -912855.45000000 -0.01028394456 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Manhattan Associates, Inc. Manhattan Associates, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 6045.00000000 USD 18536.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19458.00000000 OU Notional Amount USD 2681701.56000000 0.030211212717 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 19458.00000000 USD -83085.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37152.00000000 OU Notional Amount USD -21504320.64000000 -0.24226096404 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 -147864.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17459.00000000 OU Notional Amount USD -10105618.38000000 -0.11384674233 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 17459.00000000 USD 50802.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20764.00000000 OU Notional Amount USD -12018618.48000000 -0.13539800434 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 20764.00000000 USD -15631.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6800.00000000 OU Notional Amount USD 1284792.00000000 0.014474065641 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 6800.00000000 USD -192780.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7500.00000000 OU Notional Amount USD 1417050.00000000 0.015964042986 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 7500.00000000 USD -212625.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 29302.00000000 OU Notional Amount USD 5536319.88000000 0.062370451679 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 29302.00000000 USD -786465.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14273.00000000 OU Notional Amount USD 2696740.62000000 0.030380638073 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 14273.00000000 USD 23304.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93.00000000 OU Notional Amount USD -17571.42000000 -0.00019795413 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 93.00000000 USD 2506.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 405.00000000 OU Notional Amount USD -76520.70000000 -0.00086205832 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 405.00000000 USD 11481.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2219.00000000 OU Notional Amount USD -419257.86000000 -0.00472322818 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CRA International, Inc. CRA International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2219.00000000 USD 54808.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41827.00000000 OU Notional Amount USD 27467372.63000000 0.309438846474 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41827.00000000 USD 3098544.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 364.00000000 OU Notional Amount USD 239035.16000000 0.002692895500 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 364.00000000 USD -0.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1758.00000000 OU Notional Amount USD 1154461.02000000 0.013005797501 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1758.00000000 USD -12676.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4838.00000000 OU Notional Amount USD 3177066.22000000 0.035791836355 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4838.00000000 USD -4487.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8171.00000000 OU Notional Amount USD 5365813.99000000 0.060449585543 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8171.00000000 USD -41004.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5521.00000000 OU Notional Amount USD 3625585.49000000 0.040844714452 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5521.00000000 USD -40022.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10255.00000000 OU Notional Amount USD -495624.15000000 -0.00558354697 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10255.00000000 USD 9994.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26078.00000000 OU Notional Amount USD -1260349.74000000 -0.01419870676 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 26078.00000000 USD 84681.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2377.00000000 OU Notional Amount USD -120941.76000000 -0.00136249211 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TAT Technologies Ltd. TAT Technologies Ltd. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 2377.00000000 USD 3529.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51550.00000000 OU Notional Amount USD 4212666.00000000 0.047458580228 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 51550.00000000 USD -8763.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48890.00000000 OU Notional Amount USD 2604859.20000000 0.029345530675 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 48890.00000000 USD -6355.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 92026.00000000 OU Notional Amount USD 4903145.28000000 0.055237304272 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Federated Hermes, Inc. Federated Hermes, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 92026.00000000 USD 32209.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6417.00000000 OU Notional Amount USD -341897.76000000 -0.00385171344 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Federated Hermes, Inc. Federated Hermes, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6417.00000000 USD 6603.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83303.00000000 OU Notional Amount USD -1544437.62000000 -0.01739915215 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AXT, Inc. AXT, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 83303.00000000 USD -51647.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 93156.00000000 OU Notional Amount USD -1037757.84000000 -0.01169105590 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 93156.00000000 USD 140665.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 274608.00000000 OU Notional Amount USD -3059133.12000000 -0.03446323886 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Integra LifeSciences Holdings Corp. Integra LifeSciences Holdings Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 274608.00000000 USD 746933.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8478.00000000 OU Notional Amount USD -387105.48000000 -0.00436100950 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 8478.00000000 USD -3211.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30991.00000000 OU Notional Amount USD -1415049.06000000 -0.01594150102 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 30991.00000000 USD -51070.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4908.00000000 OU Notional Amount USD -132663.24000000 -0.00149454265 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MarineMax, Inc. MarineMax, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4908.00000000 USD 9325.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 173771.00000000 OU Notional Amount USD 25864075.64000000 0.291376603033 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 173771.00000000 USD 482669.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41828.00000000 OU Notional Amount USD 9155730.92000000 0.103145606705 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Danaher Corp. Danaher Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41828.00000000 USD -673849.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2511.00000000 OU Notional Amount USD 549632.79000000 0.006191991451 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Danaher Corp. Danaher Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2511.00000000 USD -6.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5586.00000000 OU Notional Amount USD -1222719.54000000 -0.01377477668 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Danaher Corp. Danaher Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5586.00000000 USD 118367.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7836.00000000 OU Notional Amount USD -1715222.04000000 -0.01932315611 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Danaher Corp. Danaher Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7836.00000000 USD 21869.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3112.00000000 OU Notional Amount USD -681185.68000000 -0.00767402524 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Danaher Corp. Danaher Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3112.00000000 USD 52465.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10430.00000000 OU Notional Amount USD -2283022.70000000 -0.02571982112 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Danaher Corp. Danaher Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10430.00000000 USD 220434.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 435.00000000 OU Notional Amount USD -255070.95000000 -0.00287354970 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daily Journal Corp. Daily Journal Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 435.00000000 USD 33816.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1215.00000000 OU Notional Amount USD -712439.55000000 -0.00802612159 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daily Journal Corp. Daily Journal Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1215.00000000 USD 94454.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6344.00000000 OU Notional Amount USD 3270712.64000000 0.036846827692 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 6344.00000000 USD -152573.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 580.00000000 OU Notional Amount USD 299024.80000000 0.003368720060 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Moody's Corp. Moody's Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 580.00000000 USD -8514.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30.00000000 OU Notional Amount USD 15466.80000000 0.000174244141 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Moody's Corp. Moody's Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 30.00000000 USD -721.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54977.00000000 OU Notional Amount USD 1272717.55000000 0.014338038656 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 54977.00000000 USD 8826.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 44565.00000000 OU Notional Amount USD -1031679.75000000 -0.01162258203 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 44565.00000000 USD -55260.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91119.00000000 OU Notional Amount USD -2109404.85000000 -0.02376389661 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Daktronics, Inc. Daktronics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91119.00000000 USD -228708.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35278.00000000 OU Notional Amount USD -816685.70000000 -0.00920052617 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 35278.00000000 USD -41628.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3351.00000000 OU Notional Amount USD 274983.06000000 0.003097873321 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3351.00000000 USD -11904.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41355.00000000 OU Notional Amount USD 4361711.85000000 0.049137684251 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 41355.00000000 USD -234069.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5894.00000000 OU Notional Amount USD 155601.60000000 0.001752959056 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Deluxe Corp. Deluxe Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 5894.00000000 USD 9430.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27777.00000000 OU Notional Amount USD -14666256.00000000 -0.16522546221 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deere & Co. Deere & Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 27777.00000000 USD -142359.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29295.00000000 OU Notional Amount USD 5355126.00000000 0.060329177984 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morgan Stanley Morgan Stanley Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 29295.00000000 USD -7323.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 143416.00000000 OU Notional Amount USD 26216444.80000000 0.295346284002 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Morgan Stanley Morgan Stanley Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 143416.00000000 USD -269622.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2038.00000000 OU Notional Amount USD 372546.40000000 0.004196991456 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morgan Stanley Morgan Stanley Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2038.00000000 USD -520.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 64037.00000000 OU Notional Amount USD 13773718.33000000 0.155170411422 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 64037.00000000 USD 275359.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3102.00000000 OU Notional Amount USD 667209.18000000 0.007516570361 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3102.00000000 USD -2047.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2308.00000000 OU Notional Amount USD 496427.72000000 0.005592599740 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2308.00000000 USD -5795.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 791.00000000 OU Notional Amount USD 170136.19000000 0.001916701210 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 791.00000000 USD 3286.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 205.00000000 OU Notional Amount USD 44093.45000000 0.000496743044 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 205.00000000 USD 881.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 94623.00000000 OU Notional Amount USD -5819314.50000000 -0.06555858073 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 94623.00000000 USD 177891.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30064.00000000 OU Notional Amount USD -1848936.00000000 -0.02082953585 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 30064.00000000 USD 143044.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20116.00000000 OU Notional Amount USD -1237134.00000000 -0.01393716548 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 20116.00000000 USD 86231.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19862.00000000 OU Notional Amount USD -1221513.00000000 -0.01376118417 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19862.00000000 USD 69663.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46373.00000000 OU Notional Amount USD -2851939.50000000 -0.03212906021 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 46373.00000000 USD 137146.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4047.00000000 OU Notional Amount USD 207125.46000000 0.002333410780 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cathay General Bancorp Cathay General Bancorp Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4047.00000000 USD -4532.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16322.00000000 OU Notional Amount USD 835359.96000000 0.009410904562 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cathay General Bancorp Cathay General Bancorp Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 16322.00000000 USD 19036.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3870.00000000 OU Notional Amount USD 198066.60000000 0.002231356491 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cathay General Bancorp Cathay General Bancorp Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3870.00000000 USD 1431.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 175664.00000000 OU Notional Amount USD 5589628.48000000 0.062971009727 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 First Financial Bankshares, Inc. First Financial Bankshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 175664.00000000 USD -45672.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11213.00000000 OU Notional Amount USD -356797.66000000 -0.00401957106 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Financial Bankshares, Inc. First Financial Bankshares, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11213.00000000 USD 21069.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40392.00000000 OU Notional Amount USD -2947000.32000000 -0.03319998573 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 40392.00000000 USD 132081.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18690.00000000 OU Notional Amount USD -2230464.60000000 -0.02512771797 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 18690.00000000 USD -304086.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4588.00000000 OU Notional Amount USD -547531.92000000 -0.00616832370 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4588.00000000 USD -81299.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 185.00000000 OU Notional Amount USD -22077.90000000 -0.00024872273 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 185.00000000 USD -3009.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5693.00000000 OU Notional Amount USD -679402.62000000 -0.00765393785 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5693.00000000 USD -110677.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 133851.00000000 OU Notional Amount USD -12188472.06000000 -0.13731152175 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AAON, Inc. AAON, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 133851.00000000 USD 738857.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 58387.00000000 OU Notional Amount USD 2514728.09000000 0.028330141723 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Digi International, Inc. Digi International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 58387.00000000 USD 40870.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12702.00000000 OU Notional Amount USD -7717227.12000000 -0.08693987190 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dillard's, Inc. Dillard's, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 12702.00000000 USD 461463.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3238.00000000 OU Notional Amount USD 365246.40000000 0.004114751935 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3238.00000000 USD -1327.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12023.00000000 OU Notional Amount USD 1356194.40000000 0.015278462792 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12023.00000000 USD 21948.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13953.00000000 OU Notional Amount USD 1573898.40000000 0.017731048102 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13953.00000000 USD -6187.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40369.00000000 OU Notional Amount USD -4553623.20000000 -0.05129969761 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 40369.00000000 USD -68870.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27534.00000000 OU Notional Amount USD -3105835.20000000 -0.03498936991 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 27534.00000000 USD -17804.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3376.00000000 OU Notional Amount USD 396983.84000000 0.004472296028 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 3376.00000000 USD -8.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13342.00000000 OU Notional Amount USD -1568885.78000000 -0.01767457749 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 13342.00000000 USD 122746.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25180.00000000 OU Notional Amount USD 1560908.20000000 0.017584704564 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Andersons, Inc. Andersons, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 25180.00000000 USD 43813.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 66601.00000000 OU Notional Amount USD 4128595.99000000 0.046511473737 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Andersons, Inc. Andersons, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 66601.00000000 USD 525481.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53850.00000000 OU Notional Amount USD 5489469.00000000 0.061842644289 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Donaldson Co., Inc. Donaldson Co., Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 53850.00000000 USD -26868.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7244.00000000 OU Notional Amount USD 942082.20000000 0.010613204006 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 7244.00000000 USD 67803.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27788.00000000 OU Notional Amount USD 3613829.40000000 0.040712274011 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DXP Enterprises, Inc. DXP Enterprises, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 27788.00000000 USD 556037.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81690.00000000 OU Notional Amount USD 9379645.80000000 0.105668161851 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 81690.00000000 USD -389089.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1896.00000000 OU Notional Amount USD -217698.72000000 -0.00245252582 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Display Corp. Universal Display Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1896.00000000 USD -4.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 71433.00000000 OU Notional Amount USD 14393035.17000000 0.162147441630 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dover Corp. Dover Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 71433.00000000 USD -35716.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5041.00000000 OU Notional Amount USD 388358.64000000 0.004375127217 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5041.00000000 USD -11090.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 424.00000000 OU Notional Amount USD 32664.96000000 0.000367993243 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 424.00000000 USD -1611.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26202.00000000 OU Notional Amount USD 2018602.08000000 0.022740940953 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26202.00000000 USD -27304.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 158791.00000000 OU Notional Amount USD -12233258.64000000 -0.13781607338 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 158791.00000000 USD 603405.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2923.00000000 OU Notional Amount USD 392792.74000000 0.004425080403 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2923.00000000 USD -3366.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22293.00000000 OU Notional Amount USD 2995733.34000000 0.033748996730 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 22293.00000000 USD -2075.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4202.00000000 OU Notional Amount USD 564664.76000000 0.006361336933 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4202.00000000 USD -256.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17077.00000000 OU Notional Amount USD 2294807.26000000 0.025852582297 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17077.00000000 USD -30211.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5178.00000000 OU Notional Amount USD 695819.64000000 0.007838886873 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 5178.00000000 USD -11914.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7863.00000000 OU Notional Amount USD 1056629.94000000 0.011903663091 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7863.00000000 USD -12591.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12979.00000000 OU Notional Amount USD 1471169.65000000 0.016573738070 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ducommun, Inc. Ducommun, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 12979.00000000 USD 100846.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45862.00000000 OU Notional Amount USD 3584115.30000000 0.040377524235 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 45862.00000000 USD 70168.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23659.00000000 OU Notional Amount USD 1848950.85000000 0.020829703150 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 23659.00000000 USD -10646.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10799.00000000 OU Notional Amount USD 3935047.61000000 0.044331018101 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 10799.00000000 USD -158853.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30988.00000000 OU Notional Amount USD -6177457.80000000 -0.06959331136 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30988.00000000 USD -40282.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 634.00000000 OU Notional Amount USD -126387.90000000 -0.00142384663 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 634.00000000 USD 9680.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4630.00000000 OU Notional Amount USD -922990.50000000 -0.01039812287 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4630.00000000 USD 8842.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 528087.00000000 OU Notional Amount USD 28094228.40000000 0.316500807914 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 528087.00000000 USD 509081.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 240590.00000000 OU Notional Amount USD 12799388.00000000 0.144193910049 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 240590.00000000 USD 180063.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7678.00000000 OU Notional Amount USD 408469.60000000 0.004601691015 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7678.00000000 USD 5758.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2195.00000000 OU Notional Amount USD 116774.00000000 0.001315539434 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2195.00000000 USD 1338.95000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31867.00000000 OU Notional Amount USD -4231618.93000000 -0.04767209802 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 31867.00000000 USD -150586.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 700.00000000 OU Notional Amount USD -92953.00000000 -0.00104717948 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 700.00000000 USD -42.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 472789.00000000 OU Notional Amount USD 54706415.19000000 0.616305397650 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 472789.00000000 USD 23639.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16163.00000000 OU Notional Amount USD 1870220.73000000 0.021069322979 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16163.00000000 USD -40.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 255000.00000000 OU Notional Amount USD -29506050.00000000 -0.33240594937 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 446250.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3634.00000000 OU Notional Amount USD 1076972.24000000 0.012132833093 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3634.00000000 USD -31014.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54174.00000000 OU Notional Amount USD -16055006.64000000 -0.18087069344 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 54174.00000000 USD 1123027.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 840.00000000 OU Notional Amount USD 236871.60000000 0.002668521509 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 840.00000000 USD -1391.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12308.00000000 OU Notional Amount USD 3470732.92000000 0.039100193733 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 12308.00000000 USD 6173.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1359.00000000 OU Notional Amount USD 383224.41000000 0.004317286584 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1359.00000000 USD 2893.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30048.00000000 OU Notional Amount USD 3269222.40000000 0.036830039114 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30048.00000000 USD 76852.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4537.00000000 OU Notional Amount USD -493625.60000000 -0.00556103193 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4537.00000000 USD 11559.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 743.00000000 OU Notional Amount USD -80838.40000000 -0.00091070018 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 743.00000000 USD 4851.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4146.00000000 OU Notional Amount USD -451084.80000000 -0.00508178055 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4146.00000000 USD 32044.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 99847.00000000 OU Notional Amount USD 6890441.47000000 0.077625562841 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 99847.00000000 USD -293550.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1891.00000000 OU Notional Amount USD 130497.91000000 0.001470148720 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1891.00000000 USD -6393.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 516.00000000 OU Notional Amount USD 35609.16000000 0.000401161681 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 516.00000000 USD -2120.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7935.00000000 OU Notional Amount USD 547594.35000000 0.006169027022 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7935.00000000 USD -31289.21000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 49142.00000000 OU Notional Amount USD 10432355.18000000 0.117527657137 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 49142.00000000 USD -2301973.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27694.00000000 OU Notional Amount USD 5879159.26000000 0.066232773121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 27694.00000000 USD -228370.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7610.00000000 OU Notional Amount USD 1615526.90000000 0.018200021790 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7610.00000000 USD -123594.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2908.00000000 OU Notional Amount USD 617339.32000000 0.006954752084 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2908.00000000 USD -5208.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2767.00000000 OU Notional Amount USD -1944011.19000000 -0.02190062326 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Elbit Systems Ltd. Elbit Systems Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2767.00000000 USD 23835.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4506.00000000 OU Notional Amount USD -1275243.06000000 -0.01436649026 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Erie Indemnity Co. Erie Indemnity Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4506.00000000 USD -25320.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1240.00000000 OU Notional Amount USD -350932.40000000 -0.00395349487 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Erie Indemnity Co. Erie Indemnity Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1240.00000000 USD 74.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6143.00000000 OU Notional Amount USD -1738530.43000000 -0.01958574116 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Erie Indemnity Co. Erie Indemnity Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6143.00000000 USD -9890.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 74985.00000000 OU Notional Amount USD 11019795.60000000 0.124145577547 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 74985.00000000 USD -78305.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 122081.00000000 OU Notional Amount USD 17941023.76000000 0.202117973628 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 122081.00000000 USD -160952.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61880.00000000 OU Notional Amount USD 9093884.80000000 0.102448867621 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 61880.00000000 USD -165396.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21758.00000000 OU Notional Amount USD 3197555.68000000 0.036022664216 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21758.00000000 USD -27590.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17662.00000000 OU Notional Amount USD 2595607.52000000 0.029241304135 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17662.00000000 USD -34081.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5754.00000000 OU Notional Amount USD 112145.46000000 0.001263395747 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ennis, Inc. Ennis, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 5754.00000000 USD -1208.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44237.00000000 OU Notional Amount USD -11141973.19000000 -0.12552199213 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 44237.00000000 USD 47775.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29800.00000000 OU Notional Amount USD -2857522.00000000 -0.03219195091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Entergy Corp. Entergy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 29800.00000000 USD -11924.25000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 202505.00000000 OU Notional Amount USD 22706885.65000000 0.255808686080 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 202505.00000000 USD 1302206.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 704.00000000 OU Notional Amount USD 78939.52000000 0.000889307992 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 704.00000000 USD 4090.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 195.00000000 OU Notional Amount USD 21865.35000000 0.000246328208 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 195.00000000 USD 801.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3471.00000000 OU Notional Amount USD 389203.23000000 0.004384642104 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3471.00000000 USD 20163.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31833.00000000 OU Notional Amount USD 6411166.20000000 0.072226197248 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 31833.00000000 USD -403642.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9687.00000000 OU Notional Amount USD 603693.84000000 0.006801026366 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Equity Residential Equity Residential Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9687.00000000 USD 4270.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13826.00000000 OU Notional Amount USD 861636.32000000 0.009706925832 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equity Residential Equity Residential Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13826.00000000 USD 10851.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21698.00000000 OU Notional Amount USD -1352219.36000000 -0.01523368123 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equity Residential Equity Residential Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21698.00000000 USD -6205.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13689.00000000 OU Notional Amount USD 790265.97000000 0.008902889747 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EQT Corp. EQT Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 13689.00000000 USD -34.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 191590.00000000 OU Notional Amount USD -11060490.70000000 -0.12460403584 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 191590.00000000 USD -1496317.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 92361.00000000 OU Notional Amount USD -5332000.53000000 -0.06006865365 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 EQT Corp. EQT Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 92361.00000000 USD -510756.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9030.00000000 OU Notional Amount USD -654313.80000000 -0.00737129503 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Euronet Worldwide, Inc. Euronet Worldwide, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9030.00000000 USD 8851.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 141043.00000000 OU Notional Amount USD -16259437.04000000 -0.18317374252 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 141043.00000000 USD -706625.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30812.00000000 OU Notional Amount USD 706519.16000000 0.007959424326 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 30812.00000000 USD 2725.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17640.00000000 OU Notional Amount USD 404485.20000000 0.004556804008 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17640.00000000 USD -22575.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 46628.00000000 OU Notional Amount USD 1069180.04000000 0.012045048600 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 46628.00000000 USD -63176.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58952.00000000 OU Notional Amount USD 1351769.36000000 0.015228611672 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 58952.00000000 USD -109169.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30085.00000000 OU Notional Amount USD -689849.05000000 -0.00777162407 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ethan Allen Interiors, Inc. Ethan Allen Interiors, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30085.00000000 USD 36093.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15730.00000000 OU Notional Amount USD 3589114.10000000 0.040433839156 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ESCO Technologies, Inc. ESCO Technologies, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 15730.00000000 USD 59801.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 140028.00000000 OU Notional Amount USD 22480095.12000000 0.253253734759 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 140028.00000000 USD -450890.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1855.00000000 OU Notional Amount USD 297801.70000000 0.003354940997 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1855.00000000 USD 4433.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27183.00000000 OU Notional Amount USD 4363958.82000000 0.049162997914 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 27183.00000000 USD 2148.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1621.00000000 OU Notional Amount USD -260235.34000000 -0.00293173011 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1621.00000000 USD 421.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4330.00000000 OU Notional Amount USD -695138.20000000 -0.00783120998 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 4330.00000000 USD 5746.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2150.00000000 OU Notional Amount USD -345161.00000000 -0.00388847608 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2150.00000000 USD 4233.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 100148.00000000 OU Notional Amount USD 2148174.60000000 0.024200664519 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 100148.00000000 USD -9013.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 91550.00000000 OU Notional Amount USD 1963747.50000000 0.022122966377 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 91550.00000000 USD -8239.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3201.00000000 OU Notional Amount USD 452621.40000000 0.005099091412 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3201.00000000 USD 28813.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 243.00000000 OU Notional Amount USD 34360.20000000 0.000387091288 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 243.00000000 USD 2981.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 241032.00000000 OU Notional Amount USD -34081924.80000000 -0.38395632657 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 241032.00000000 USD -2957462.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51457.00000000 OU Notional Amount USD -7276019.80000000 -0.08196936795 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Exxon Mobil Corp. Exxon Mobil Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 51457.00000000 USD -115066.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 269089.00000000 OU Notional Amount USD 4251606.20000000 0.047897268366 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FMC Corp. FMC Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 269089.00000000 USD -60905.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10555.00000000 OU Notional Amount USD 927784.50000000 0.010452130581 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10555.00000000 USD 24283.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 38098.00000000 OU Notional Amount USD -3348814.20000000 -0.03772669548 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 38098.00000000 USD -107817.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 346.00000000 OU Notional Amount USD 88008.56000000 0.000991476966 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 346.00000000 USD -0.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2711.00000000 OU Notional Amount USD -689569.96000000 -0.00776847992 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2711.00000000 USD 65681.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13018.00000000 OU Notional Amount USD -19047547.06000000 -0.21458371973 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 13018.00000000 USD 1220828.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 298.00000000 OU Notional Amount USD -436024.66000000 -0.00491211772 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fair Isaac Corp. Fair Isaac Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 298.00000000 USD 6087.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72265.00000000 OU Notional Amount USD 5193685.55000000 0.058510440266 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exponent, Inc. Exponent, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 72265.00000000 USD -263044.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 928.00000000 OU Notional Amount USD -220984.64000000 -0.00248954397 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 928.00000000 USD -4401.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 314.00000000 OU Notional Amount USD -74772.82000000 -0.00084236725 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 314.00000000 USD -213.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1374.00000000 OU Notional Amount USD -327190.62000000 -0.00368602739 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1374.00000000 USD 69.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 256387.00000000 OU Notional Amount USD -11116940.32000000 -0.12523997964 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 256387.00000000 USD 298858.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4042.00000000 OU Notional Amount USD 436899.78000000 0.004921976549 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Federal Signal Corp. Federal Signal Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4042.00000000 USD -20401.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3718.00000000 OU Notional Amount USD -401878.62000000 -0.00452743909 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Federal Signal Corp. Federal Signal Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3718.00000000 USD 3473.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130984.00000000 OU Notional Amount USD -6578016.48000000 -0.07410588042 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 130984.00000000 USD 51917.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18812.00000000 OU Notional Amount USD -944738.64000000 -0.01064313063 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18812.00000000 USD 12084.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2334.00000000 OU Notional Amount USD -117213.48000000 -0.00132049047 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2334.00000000 USD -2800.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 339.00000000 OU Notional Amount USD -17024.58000000 -0.00019179360 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 339.00000000 USD -406.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 247.00000000 OU Notional Amount USD 505097.71000000 0.005690273141 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 247.00000000 USD -7269.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 107.00000000 OU Notional Amount USD 218807.51000000 0.002465017109 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 107.00000000 USD -1309.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 844.00000000 OU Notional Amount USD -1725920.92000000 -0.01944368636 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 844.00000000 USD 14339.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1271.00000000 OU Notional Amount USD -2599106.03000000 -0.02928071725 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 White Mountains Insurance Group Ltd. White Mountains Insurance Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1271.00000000 USD 37570.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21168.00000000 OU Notional Amount USD -4690193.76000000 -0.05283825891 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21168.00000000 USD -87460.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1415.00000000 OU Notional Amount USD -313521.55000000 -0.00353203592 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1415.00000000 USD -3.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83960.00000000 OU Notional Amount USD -2056180.40000000 -0.02316428657 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 83960.00000000 USD 11754.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20891.00000000 OU Notional Amount USD 1406591.03000000 0.015846215495 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 20891.00000000 USD 40946.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53764.00000000 OU Notional Amount USD 3619930.12000000 0.040781002818 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 53764.00000000 USD 105377.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122011.00000000 OU Notional Amount USD 7775761.03000000 0.087599296663 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 122011.00000000 USD -447780.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7119.00000000 OU Notional Amount USD 453693.87000000 0.005111173524 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7119.00000000 USD -26126.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2041.00000000 OU Notional Amount USD 130072.93000000 0.001465361028 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2041.00000000 USD -5227.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5330.00000000 OU Notional Amount USD 339680.90000000 0.003826738992 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5330.00000000 USD -10665.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3055.00000000 OU Notional Amount USD 121466.80000000 0.001368407054 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Merchants Corp. First Merchants Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 3055.00000000 USD 366.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43984.00000000 OU Notional Amount USD 880559.68000000 0.009920110499 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Macy's, Inc. Macy's, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 43984.00000000 USD -3500.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3516.00000000 OU Notional Amount USD 244819.08000000 0.002758055338 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CorVel Corp. CorVel Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 3516.00000000 USD -4992.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83252.00000000 OU Notional Amount USD 8293564.24000000 0.093432706002 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 83252.00000000 USD -185248.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 579919.00000000 OU Notional Amount USD 15437443.78000000 0.173913423032 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 579919.00000000 USD 495562.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17551.00000000 OU Notional Amount USD 3065633.17000000 0.034536466396 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 17551.00000000 USD -50897.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 167781.00000000 OU Notional Amount USD 10105449.63000000 0.113844841249 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 167781.00000000 USD 231537.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41886.00000000 OU Notional Amount USD 2522793.78000000 0.028421007268 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41886.00000000 USD 251734.86000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 215913.00000000 OU Notional Amount USD 13004439.99000000 0.146503961764 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 215913.00000000 USD 1297637.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 381831.00000000 OU Notional Amount USD 24070626.24000000 0.271172161894 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Flex Ltd. Flex Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 381831.00000000 USD -641476.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 404422.00000000 OU Notional Amount USD 25494762.88000000 0.287216040755 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Flex Ltd. Flex Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 404422.00000000 USD 1075762.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2495.00000000 OU Notional Amount USD 157284.80000000 0.001771921462 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Flex Ltd. Flex Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2495.00000000 USD -6.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13490.00000000 OU Notional Amount USD 850409.60000000 0.009580449109 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Flex Ltd. Flex Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13490.00000000 USD -22663.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8848.00000000 OU Notional Amount USD 557777.92000000 0.006283751943 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Flex Ltd. Flex Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8848.00000000 USD -31507.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9891.00000000 OU Notional Amount USD 623528.64000000 0.007024479032 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Flex Ltd. Flex Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9891.00000000 USD -23254.65000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 98430.00000000 OU Notional Amount USD -5915643.00000000 -0.06664378754 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 HB Fuller Co. HB Fuller Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 98430.00000000 USD 263128.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2258.00000000 OU Notional Amount USD 4673089.06000000 0.052645562707 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 2258.00000000 USD -302481.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1895.00000000 OU Notional Amount USD 3921835.15000000 0.044182170651 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1895.00000000 USD -253854.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 358.00000000 OU Notional Amount USD 740906.06000000 0.008346816407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 358.00000000 USD -47957.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 960.00000000 OU Notional Amount USD 1986787.20000000 0.022382524446 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 960.00000000 USD -4095.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 622.00000000 OU Notional Amount USD 1287272.54000000 0.014502010630 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 622.00000000 USD -67294.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 185.00000000 OU Notional Amount USD 382870.45000000 0.004313298981 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 185.00000000 USD 10158.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7503.00000000 OU Notional Amount USD -1871023.11000000 -0.02107836234 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 7503.00000000 USD 50870.34000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 176484.00000000 OU Notional Amount USD -44009815.08000000 -0.49580083961 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 176484.00000000 USD 2677262.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48438.00000000 OU Notional Amount USD -12078984.06000000 -0.13607806412 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 48438.00000000 USD 48922.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 312053.00000000 OU Notional Amount USD 8731242.94000000 0.098363457620 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 312053.00000000 USD 218641.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21526.00000000 OU Notional Amount USD -3915794.66000000 -0.04411412037 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GATX Corp. GATX Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 21526.00000000 USD 12689.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 85.00000000 OU Notional Amount USD -15462.35000000 -0.00017419400 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GATX Corp. GATX Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 85.00000000 USD -415.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21867.00000000 OU Notional Amount USD 1424853.72000000 0.016051957260 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 21867.00000000 USD 42859.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23340.00000000 OU Notional Amount USD 3951462.00000000 0.044515937495 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Federal Agricultural Mortgage Corp. Federal Agricultural Mortgage Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 23340.00000000 USD -150605.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5884.00000000 OU Notional Amount USD 2065813.56000000 0.023272810750 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5884.00000000 USD -71615.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27816.00000000 OU Notional Amount USD 9765919.44000000 0.110019800109 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 27816.00000000 USD -410313.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9505.00000000 OU Notional Amount USD 218710.05000000 0.002463919155 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gentex Corp. Gentex Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 9505.00000000 USD -6106.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1138.00000000 OU Notional Amount USD 26185.38000000 0.000294996317 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Gentex Corp. Gentex Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1138.00000000 USD -820.17000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 183574.00000000 OU Notional Amount USD 8492133.24000000 0.095669722375 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 183574.00000000 USD 292509.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11564.00000000 OU Notional Amount USD 534950.64000000 0.006026586932 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11564.00000000 USD 20468.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25115.00000000 OU Notional Amount USD 1161819.90000000 0.013088700346 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 25115.00000000 USD 45262.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317441.00000000 OU Notional Amount USD -44121124.59000000 -0.49705481780 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 317441.00000000 USD -678129.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30028.00000000 OU Notional Amount USD -4173591.72000000 -0.04701838158 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 30028.00000000 USD -64683.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2932.00000000 OU Notional Amount USD -407518.68000000 -0.00459097824 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2932.00000000 USD -6303.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1007.00000000 OU Notional Amount USD -139962.93000000 -0.00157677868 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1007.00000000 USD -2065.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 948.00000000 OU Notional Amount USD -131762.52000000 -0.00148439542 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 948.00000000 USD -2682.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3551.00000000 OU Notional Amount USD -493553.49000000 -0.00556021956 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3551.00000000 USD 3653.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 172164.00000000 OU Notional Amount USD -6988136.76000000 -0.07872616748 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Golar LNG Ltd. Golar LNG Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 172164.00000000 USD -197988.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7624.00000000 OU Notional Amount USD 1082226.80000000 0.012192029326 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7624.00000000 USD 162238.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1883.00000000 OU Notional Amount USD -96522.58000000 -0.00108739325 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gibraltar Industries, Inc. Gibraltar Industries, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1883.00000000 USD -207.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72181.00000000 OU Notional Amount USD 6027835.31000000 0.067907711093 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 State Street Consumer Staples Select Sector SPDR ETF State Street Consumer Staples Select Sector SPDR ETF Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 72181.00000000 USD 77161.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44172.00000000 OU Notional Amount USD 3688803.72000000 0.041556911298 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 State Street Consumer Staples Select Sector SPDR ETF State Street Consumer Staples Select Sector SPDR ETF Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 44172.00000000 USD 50356.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 647338.00000000 OU Notional Amount USD 18999370.30000000 0.214040975399 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G-III Apparel Group Ltd. G-III Apparel Group Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 647338.00000000 USD 134789.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36120.00000000 OU Notional Amount USD -1830561.60000000 -0.02062253560 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Glacier Bancorp, Inc. Glacier Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 36120.00000000 USD -60474.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8407.00000000 OU Notional Amount USD -426066.76000000 -0.00479993512 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Glacier Bancorp, Inc. Glacier Bancorp, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8407.00000000 USD -6809.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1580.00000000 OU Notional Amount USD -80074.40000000 -0.00090209319 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Glacier Bancorp, Inc. Glacier Bancorp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1580.00000000 USD -3618.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91166.00000000 OU Notional Amount USD 19109305.26000000 0.215279468343 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91166.00000000 USD -3391375.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19514.00000000 OU Notional Amount USD 16220231.94000000 0.182732070106 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 -252120.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 84827.00000000 OU Notional Amount USD 16212984.51000000 0.182650422822 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 84827.00000000 USD 516596.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17543.00000000 OU Notional Amount USD 3352993.59000000 0.037773779192 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17543.00000000 USD 5389.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2333.00000000 OU Notional Amount USD 445906.29000000 0.005023441079 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2333.00000000 USD 6086.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9888.00000000 OU Notional Amount USD 1889893.44000000 0.021290949589 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9888.00000000 USD 73657.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6171.00000000 OU Notional Amount USD 1179463.23000000 0.013287464595 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6171.00000000 USD 8630.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125279.00000000 OU Notional Amount USD -10940615.07000000 -0.12325355441 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 125279.00000000 USD 24207.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23564.00000000 OU Notional Amount USD -2057844.12000000 -0.02318302952 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Graco, Inc. Graco, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 23564.00000000 USD -1041.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 481.00000000 OU Notional Amount USD 519451.14000000 0.005851974403 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 481.00000000 USD 6402.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 379.00000000 OU Notional Amount USD 409297.26000000 0.004611015174 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 379.00000000 USD 6306.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1851.00000000 OU Notional Amount USD 1998968.94000000 0.022519760126 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1851.00000000 USD 35059.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24243.00000000 OU Notional Amount USD -26180985.42000000 -0.29494680969 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 24243.00000000 USD -337800.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 203391.00000000 OU Notional Amount USD 24557429.34000000 0.276656333669 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Granite Construction, Inc. Granite Construction, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 203391.00000000 USD 294916.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1891558.00000000 OU Notional Amount USD 15075717.26000000 0.169838324966 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 1891558.00000000 USD 321564.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 161594.00000000 OU Notional Amount USD 8147569.48000000 0.091787974606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Greenbrier Cos., Inc. Greenbrier Cos., Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 161594.00000000 USD -75949.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12150.00000000 OU Notional Amount USD 2860231.50000000 0.032222475295 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MKS, Inc. MKS, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12150.00000000 USD 310863.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6904.00000000 OU Notional Amount USD -1625270.64000000 -0.01830979172 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MKS, Inc. MKS, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6904.00000000 USD -40119.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 146185.00000000 OU Notional Amount USD -4900121.20000000 -0.05520323593 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Halliburton Co. Halliburton Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 146185.00000000 USD -197349.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 137726.00000000 OU Notional Amount USD -4616575.52000000 -0.05200889880 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Halliburton Co. Halliburton Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 137726.00000000 USD 52308.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111289.00000000 OU Notional Amount USD 1622593.62000000 0.018279633251 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extreme Networks, Inc. Extreme Networks, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 111289.00000000 USD -67886.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 33184.00000000 OU Notional Amount USD -1578894.72000000 -0.01778733508 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hub Group, Inc. Hub Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 33184.00000000 USD -53376.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1393.00000000 OU Notional Amount USD 1303026.13000000 0.014679485658 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 1393.00000000 USD -6564.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27.00000000 OU Notional Amount USD 25256.07000000 0.000284527001 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 27.00000000 USD -1092.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 427.00000000 OU Notional Amount USD 399420.07000000 0.004499741834 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 427.00000000 USD -9800.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 507250.00000000 OU Notional Amount USD -10043550.00000000 -0.11314749933 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Harley-Davidson, Inc. Harley-Davidson, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 507250.00000000 USD 684787.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 287393.00000000 OU Notional Amount USD -5437475.56000000 -0.06125690242 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 287393.00000000 USD -103461.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 821521.00000000 OU Notional Amount USD -15543177.32000000 -0.17510458409 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Enviri Corp. Enviri Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 821521.00000000 USD -516691.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144675.00000000 OU Notional Amount USD 12920924.25000000 0.145563099505 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 81018.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 103519.00000000 OU Notional Amount USD 9245281.89000000 0.104154459981 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 103519.00000000 USD 36515.48000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 97322.00000000 OU Notional Amount USD 8691827.82000000 0.097919419181 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 97322.00000000 USD 16544.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1208.00000000 OU Notional Amount USD -107886.48000000 -0.00121541540 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1208.00000000 USD -3.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4865.00000000 OU Notional Amount USD -434493.15000000 -0.00489486420 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4865.00000000 USD 1843.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9904.00000000 OU Notional Amount USD 604243.04000000 0.006807213482 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 9904.00000000 USD -7923.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1325.00000000 OU Notional Amount USD 80838.25000000 0.000910698491 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 1325.00000000 USD -1060.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19988.00000000 OU Notional Amount USD 1219467.88000000 0.013738144495 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 19988.00000000 USD -15990.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8541.00000000 OU Notional Amount USD 521086.41000000 0.005870396844 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 8541.00000000 USD -6832.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 441315.00000000 OU Notional Amount USD -6760945.80000000 -0.07616670504 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 441315.00000000 USD -455953.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48012.00000000 OU Notional Amount USD 3303225.60000000 0.037213108551 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hancock Whitney Corp. Hancock Whitney Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 48012.00000000 USD -19684.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 224.00000000 OU Notional Amount USD -15411.20000000 -0.00017361776 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hancock Whitney Corp. Hancock Whitney Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 224.00000000 USD -85.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64365.00000000 OU Notional Amount USD -5330065.65000000 -0.06004685590 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 64365.00000000 USD 23815.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27601.00000000 OU Notional Amount USD -2285638.81000000 -0.02574929340 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 27601.00000000 USD 10143.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1007.00000000 OU Notional Amount USD -83389.67000000 -0.00093944199 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1007.00000000 USD 1460.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 256.00000000 OU Notional Amount USD -21199.36000000 -0.00023882537 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 256.00000000 USD 371.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96511.00000000 OU Notional Amount USD 7284650.28000000 0.082066596247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henry Schein, Inc. Henry Schein, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 96511.00000000 USD -288567.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17984.00000000 OU Notional Amount USD -5205109.12000000 -0.05863913464 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 -99271.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5974.00000000 OU Notional Amount USD 112430.68000000 0.001266608947 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Healthcare Services Group, Inc. Healthcare Services Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5974.00000000 USD -1135.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42911.00000000 OU Notional Amount USD 2618858.33000000 0.029503240503 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42911.00000000 USD 319486.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57136.00000000 OU Notional Amount USD 3487010.08000000 0.039283567137 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 57136.00000000 USD 26853.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27665.00000000 OU Notional Amount USD 1688394.95000000 0.019020930496 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 27665.00000000 USD -17486.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12905.00000000 OU Notional Amount USD 787592.15000000 0.008872767325 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12905.00000000 USD 6052.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75578.00000000 OU Notional Amount USD 4612525.34000000 0.051963270742 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 75578.00000000 USD 10958.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18873.00000000 OU Notional Amount USD 425019.96000000 0.004788142205 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18873.00000000 USD -165516.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23484.00000000 OU Notional Amount USD 528859.68000000 0.005957968078 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 23484.00000000 USD -109693.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11863.00000000 OU Notional Amount USD 267154.76000000 0.003009682137 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11863.00000000 USD -88391.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 761458.00000000 OU Notional Amount USD -17148034.16000000 -0.19318440031 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 761458.00000000 USD 2055936.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 395797.00000000 OU Notional Amount USD -8913348.44000000 -0.10041500134 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 395797.00000000 USD -597653.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44445.00000000 OU Notional Amount USD -1000901.40000000 -0.01127584275 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 44445.00000000 USD 389740.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 88316.00000000 OU Notional Amount USD 29224647.56000000 0.329235757326 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 88316.00000000 USD -2375457.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2518.00000000 OU Notional Amount USD 833231.38000000 0.009386924644 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2518.00000000 USD -21478.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4024.00000000 OU Notional Amount USD 1331581.84000000 0.015001185373 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HEICO Corp. HEICO Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4024.00000000 USD -76856.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2535.00000000 OU Notional Amount USD 838856.85000000 0.009450299434 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HEICO Corp. HEICO Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2535.00000000 USD -2664.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29961.00000000 OU Notional Amount USD -1015078.68000000 -0.01143555956 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Helmerich & Payne, Inc. Helmerich & Payne, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 29961.00000000 USD -28462.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2519.00000000 OU Notional Amount USD -227440.51000000 -0.00256227379 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pathward Financial, Inc. Pathward Financial, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2519.00000000 USD -34585.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8360.00000000 OU Notional Amount USD 216106.00000000 0.002434582741 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Highwoods Properties, Inc. Highwoods Properties, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 8360.00000000 USD -7189.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1005.00000000 OU Notional Amount USD 25979.25000000 0.000292674121 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Highwoods Properties, Inc. Highwoods Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1005.00000000 USD -1356.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17271.00000000 OU Notional Amount USD 446455.35000000 0.005029626618 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Highwoods Properties, Inc. Highwoods Properties, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17271.00000000 USD -21587.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20119.00000000 OU Notional Amount USD -3918175.25000000 -0.04414093936 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hershey Co. Hershey Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 20119.00000000 USD -55367.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 981.00000000 OU Notional Amount USD -191049.75000000 -0.00215230684 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hershey Co. Hershey Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 981.00000000 USD -4022.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2772.00000000 OU Notional Amount USD -539847.00000000 -0.00608174779 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hershey Co. Hershey Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2772.00000000 USD 3656.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1979.00000000 OU Notional Amount USD -385410.25000000 -0.00434191157 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hershey Co. Hershey Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1979.00000000 USD -9461.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39696.00000000 OU Notional Amount USD -1332991.68000000 -0.01501706819 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 39696.00000000 USD 8733.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8317.00000000 OU Notional Amount USD -279284.86000000 -0.00314633605 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 8317.00000000 USD 1829.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23187.00000000 OU Notional Amount USD -778619.46000000 -0.00877168380 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 23187.00000000 USD 5101.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10441.00000000 OU Notional Amount USD -350608.78000000 -0.00394984907 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 York Water Co. York Water Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10441.00000000 USD -15661.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1144.00000000 OU Notional Amount USD -315297.84000000 -0.00355204704 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 F5, Inc. F5, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1144.00000000 USD -9337.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56.00000000 OU Notional Amount USD -15434.16000000 -0.00017387642 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 F5, Inc. F5, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 56.00000000 USD -762.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 450.00000000 OU Notional Amount USD -124024.50000000 -0.00139722130 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 F5, Inc. F5, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 450.00000000 USD -6124.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169047.00000000 OU Notional Amount USD 17695839.96000000 0.199355809468 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 169047.00000000 USD 355346.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10766.00000000 OU Notional Amount USD 5054529.34000000 0.056942749840 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10766.00000000 USD -27668.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7985.00000000 OU Notional Amount USD 3748877.65000000 0.042233685442 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7985.00000000 USD -170399.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1799.00000000 OU Notional Amount USD -134799.07000000 -0.00151860424 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hologic, Inc. Hologic, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1799.00000000 USD 323.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1565.00000000 OU Notional Amount USD -117265.45000000 -0.00132107595 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Hologic, Inc. Hologic, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1565.00000000 USD 140.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 401.00000000 OU Notional Amount USD -30046.93000000 -0.00033849933 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hologic, Inc. Hologic, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 401.00000000 USD 36.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145362.00000000 OU Notional Amount USD 11043151.14000000 0.124408693770 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 145362.00000000 USD -141001.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1091.00000000 OU Notional Amount USD 408677.69000000 0.004604035292 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1091.00000000 USD -7026.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7214.00000000 OU Notional Amount USD 2702292.26000000 0.030443181116 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7214.00000000 USD -48670.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3423.00000000 OU Notional Amount USD -1282221.57000000 -0.01444510797 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3423.00000000 USD 15643.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 356639.00000000 OU Notional Amount USD 17043777.81000000 0.192009880818 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HNI Corp. HNI Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 356639.00000000 USD -32097.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57453.00000000 OU Notional Amount USD 3248392.62000000 0.036595377314 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 57453.00000000 USD 84455.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 99509.00000000 OU Notional Amount USD 5626238.86000000 0.063383450841 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 99509.00000000 USD -379129.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 308275.00000000 OU Notional Amount USD -7586647.75000000 -0.08546880548 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 308275.00000000 USD -497272.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41326.00000000 OU Notional Amount USD -1640228.94000000 -0.01847830726 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 41326.00000000 USD -4509.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 271581.00000000 OU Notional Amount USD -10779049.89000000 -0.12143341152 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 271581.00000000 USD -223013.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8164.00000000 OU Notional Amount USD -324029.16000000 -0.00365041137 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8164.00000000 USD -1314.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3774.00000000 OU Notional Amount USD -1868431.92000000 -0.02104917080 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3774.00000000 USD 81291.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2066.00000000 OU Notional Amount USD -1022835.28000000 -0.01152294300 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2066.00000000 USD 25089.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 918.00000000 OU Notional Amount USD -454483.44000000 -0.00512006857 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 918.00000000 USD 13402.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142.00000000 OU Notional Amount USD -70301.36000000 -0.00079199317 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 142.00000000 USD 3869.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96873.00000000 OU Notional Amount USD 5347389.60000000 0.060242022117 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Encore Capital Group, Inc. Encore Capital Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 96873.00000000 USD -98810.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 109253.00000000 OU Notional Amount USD 6030765.60000000 0.067940722826 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Encore Capital Group, Inc. Encore Capital Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 109253.00000000 USD -122363.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37922.00000000 OU Notional Amount USD -7402374.40000000 -0.08339283943 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 37922.00000000 USD 2695874.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6820.00000000 OU Notional Amount USD -1331264.00000000 -0.01499760468 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Humana, Inc. Humana, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 6820.00000000 USD 356738.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1610.00000000 OU Notional Amount USD -326379.20000000 -0.00367688619 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 JB Hunt Transport Services, Inc. JB Hunt Transport Services, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1610.00000000 USD 3843.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 445379.00000000 OU Notional Amount USD 7785224.92000000 0.087705913894 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 445379.00000000 USD -209328.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 58011.00000000 OU Notional Amount USD 1014032.28000000 0.011423771149 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 58011.00000000 USD 7976.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 945.00000000 OU Notional Amount USD 26280.45000000 0.000296067346 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 945.00000000 USD -132.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 475356.00000000 OU Notional Amount USD 13219650.36000000 0.148928454617 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NetScout Systems, Inc. NetScout Systems, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 475356.00000000 USD 0.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 189567.00000000 OU Notional Amount USD 5271858.27000000 0.059391109729 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NetScout Systems, Inc. NetScout Systems, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 189567.00000000 USD 115635.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 175473.00000000 OU Notional Amount USD -14174708.94000000 -0.15968784647 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 175473.00000000 USD -797274.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25734.00000000 OU Notional Amount USD 268148.28000000 0.003020874823 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LightPath Technologies, Inc. LightPath Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25734.00000000 USD -100619.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1491.00000000 OU Notional Amount USD 15536.22000000 0.000175026205 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LightPath Technologies, Inc. LightPath Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1491.00000000 USD -4100.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6039.00000000 OU Notional Amount USD 62926.38000000 0.000708908955 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 LightPath Technologies, Inc. LightPath Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6039.00000000 USD -16607.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18745.00000000 OU Notional Amount USD -2809875.50000000 -0.03165518031 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICU Medical, Inc. ICU Medical, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 18745.00000000 USD 161956.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83430.00000000 OU Notional Amount USD -15154225.20000000 -0.17072277091 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 83430.00000000 USD -151743.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20337.00000000 OU Notional Amount USD 3658422.93000000 0.041214650801 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 20337.00000000 USD 230214.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76193.00000000 OU Notional Amount USD -15128120.15000000 -0.17042867956 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDEX Corp. IDEX Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 76193.00000000 USD -100113.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2968.00000000 OU Notional Amount USD -589296.40000000 -0.00663882930 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IDEX Corp. IDEX Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2968.00000000 USD -9646.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 868.00000000 OU Notional Amount USD -172341.40000000 -0.00194154441 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IDEX Corp. IDEX Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 868.00000000 USD 167.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 22810.00000000 OU Notional Amount USD -784435.90000000 -0.00883720999 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 22810.00000000 USD 95345.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 164970.00000000 OU Notional Amount USD -5673318.30000000 -0.06391383311 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 164970.00000000 USD 689574.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34013.00000000 OU Notional Amount USD -1169707.07000000 -0.01317755474 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dine Brands Global, Inc. Dine Brands Global, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 34013.00000000 USD 25509.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90116.00000000 OU Notional Amount USD 23543706.16000000 0.265236044743 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 90116.00000000 USD 164021.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2422.00000000 OU Notional Amount USD 632771.72000000 0.007128608686 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2422.00000000 USD 2609.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3441.00000000 OU Notional Amount USD 898995.66000000 0.010127804496 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3441.00000000 USD 6161.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83465.00000000 OU Notional Amount USD 4482070.50000000 0.050493607234 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 83465.00000000 USD -269591.95000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20791.00000000 OU Notional Amount USD 10373045.72000000 0.116859495273 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20791.00000000 USD -3198279.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1297.00000000 OU Notional Amount USD 647099.24000000 0.007290018054 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1297.00000000 USD -1.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1440.00000000 OU Notional Amount USD 718444.80000000 0.008093774863 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1440.00000000 USD -44796.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1612.00000000 OU Notional Amount USD 804259.04000000 0.009060531305 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1612.00000000 USD -74927.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1061.00000000 OU Notional Amount USD -711358.06000000 -0.00801393786 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1061.00000000 USD 25740.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1191.00000000 OU Notional Amount USD -798517.86000000 -0.00899585296 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 1191.00000000 USD 609.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1578.00000000 OU Notional Amount USD 118129.08000000 0.001330805342 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ingles Markets, Inc. Ingles Markets, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1578.00000000 USD 4008.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54040.00000000 OU Notional Amount USD 2511238.80000000 0.028290832471 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Intel Corp. Intel Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 54040.00000000 USD -424302.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22984.00000000 OU Notional Amount USD -1068066.48000000 -0.01203250358 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intel Corp. Intel Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 22984.00000000 USD -57.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 225777.00000000 OU Notional Amount USD -15761492.37000000 -0.17756405330 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 225777.00000000 USD -277705.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9670.00000000 OU Notional Amount USD -675062.70000000 -0.00760504566 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9670.00000000 USD 29720.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9403.00000000 OU Notional Amount USD -656423.43000000 -0.00739506146 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9403.00000000 USD 14914.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6147.00000000 OU Notional Amount USD -247847.04000000 -0.00279216739 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 20530.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 152170.00000000 OU Notional Amount USD -6135494.40000000 -0.06912056479 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 508247.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 215499.00000000 OU Notional Amount USD -8688919.68000000 -0.09788665698 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 215499.00000000 USD 327558.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 616849.00000000 OU Notional Amount USD -24871351.68000000 -0.28019288476 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 International Paper Co. International Paper Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 616849.00000000 USD 1085654.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64756.00000000 OU Notional Amount USD -2610961.92000000 -0.02941428201 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 64756.00000000 USD 98347.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8739.00000000 OU Notional Amount USD -352356.48000000 -0.00396953812 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 International Paper Co. International Paper Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8739.00000000 USD 23411.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20156.00000000 OU Notional Amount USD -812689.92000000 -0.00915551096 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 International Paper Co. International Paper Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 20156.00000000 USD 50173.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13281.00000000 OU Notional Amount USD -535489.92000000 -0.00603266229 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 13281.00000000 USD -17544.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2900.00000000 OU Notional Amount USD -116928.00000000 -0.00131727435 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 International Paper Co. International Paper Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2900.00000000 USD 9686.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16857.00000000 OU Notional Amount USD -5502799.08000000 -0.06199281680 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 16857.00000000 USD -332925.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24371.00000000 OU Notional Amount USD -5239765.00000000 -0.05902955696 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UniFirst Corp. UniFirst Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24371.00000000 USD -129453.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1144.00000000 OU Notional Amount USD 108680.00000000 0.001224354956 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J&J Snack Foods Corp. J&J Snack Foods Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 1144.00000000 USD 2185.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103879.00000000 OU Notional Amount USD -18616155.59000000 -0.20972379809 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 103879.00000000 USD 985811.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6617.00000000 OU Notional Amount USD -1185832.57000000 -0.01335921959 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6617.00000000 USD 6813.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34621.00000000 OU Notional Amount USD -6204429.41000000 -0.06989716510 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 34621.00000000 USD 210595.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5401.00000000 OU Notional Amount USD -967913.21000000 -0.01090420810 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5401.00000000 USD 50913.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 322730.00000000 OU Notional Amount USD 8684664.30000000 0.097838717201 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 322730.00000000 USD -371139.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9658.00000000 OU Notional Amount USD 2290781.02000000 0.025807223934 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 9658.00000000 USD -67279.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47758.00000000 OU Notional Amount USD 11327720.02000000 0.127614557948 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 47758.00000000 USD -358662.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18223.00000000 OU Notional Amount USD 4322313.37000000 0.048693833273 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 18223.00000000 USD -130225.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14277.00000000 OU Notional Amount USD 3386361.63000000 0.038149693115 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14277.00000000 USD -102285.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13329.00000000 OU Notional Amount USD 3161505.51000000 0.035616534253 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 13329.00000000 USD -173051.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1600.00000000 OU Notional Amount USD 379504.00000000 0.004275373606 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1600.00000000 USD -25584.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19080.00000000 OU Notional Amount USD 1909335.60000000 0.021509978895 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Incyte Corp. Incyte Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 19080.00000000 USD -35672.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5526.00000000 OU Notional Amount USD -552986.82000000 -0.00622977690 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Incyte Corp. Incyte Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5526.00000000 USD 5575.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5735.00000000 OU Notional Amount USD -573901.45000000 -0.00646539459 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Incyte Corp. Incyte Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5735.00000000 USD 29155.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39587.00000000 OU Notional Amount USD 900208.38000000 0.010141466621 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 39587.00000000 USD -45920.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7806.00000000 OU Notional Amount USD 177508.44000000 0.001999754678 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7806.00000000 USD -10694.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2126.00000000 OU Notional Amount USD 48345.24000000 0.000544642383 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2126.00000000 USD -2912.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 65146.00000000 OU Notional Amount USD -6356295.22000000 -0.07160803791 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Interparfums, Inc. Interparfums, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 65146.00000000 USD -610418.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 612.00000000 OU Notional Amount USD 441086.76000000 0.004969145758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 612.00000000 USD 8504.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6627.00000000 OU Notional Amount USD 4776277.71000000 0.053808053829 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 6627.00000000 USD 117283.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 764.00000000 OU Notional Amount USD 550637.72000000 0.006203312679 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 764.00000000 USD 13629.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 687.00000000 OU Notional Amount USD 495141.51000000 0.005578109699 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 687.00000000 USD 12255.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3167.00000000 OU Notional Amount USD 2282551.91000000 0.025714517349 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3167.00000000 USD 27883.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 885.00000000 OU Notional Amount USD 637846.05000000 0.007185774504 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 885.00000000 USD 34161.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85165.00000000 OU Notional Amount USD 7155563.30000000 0.080612342623 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insight Enterprises, Inc. Insight Enterprises, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 85165.00000000 USD 121785.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34655.00000000 OU Notional Amount USD -7875348.75000000 -0.08872122083 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 34655.00000000 USD -303577.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1442.00000000 OU Notional Amount USD -327694.50000000 -0.00369170395 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1442.00000000 USD -12631.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1641.00000000 OU Notional Amount USD -372917.25000000 -0.00420116933 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1641.00000000 USD -12602.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4333.00000000 OU Notional Amount USD -984674.25000000 -0.01109303274 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4333.00000000 USD -16797.02000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4918.00000000 OU Notional Amount USD -1117615.50000000 -0.01259070737 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4918.00000000 USD -44716.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23193.00000000 OU Notional Amount USD 3132446.58000000 0.035289165418 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 23193.00000000 USD 98338.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 517.00000000 OU Notional Amount USD -738244.98000000 -0.00831683751 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 KLA Corp. KLA Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 517.00000000 USD -1.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 668801.00000000 OU Notional Amount USD 26892488.21000000 0.302962378041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 668801.00000000 USD 1491426.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28402.00000000 OU Notional Amount USD 1142044.42000000 0.012865915961 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 28402.00000000 USD 63336.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6947.00000000 OU Notional Amount USD 279338.87000000 0.003146944517 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6947.00000000 USD 27850.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15149.00000000 OU Notional Amount USD 609141.29000000 0.006862395637 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15149.00000000 USD 33767.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 153475.00000000 OU Notional Amount USD -6356934.50000000 -0.07161523984 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Trex Co., Inc. Trex Co., Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 153475.00000000 USD 252091.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21496.00000000 OU Notional Amount USD 1236879.84000000 0.013934302201 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 KB Home KB Home Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 21496.00000000 USD -60833.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2612.00000000 OU Notional Amount USD 298917.28000000 0.003367508773 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2612.00000000 USD 2396.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 518449.00000000 OU Notional Amount USD 11157022.48000000 0.125691532743 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 KeyCorp KeyCorp Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 518449.00000000 USD 150350.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 178299.00000000 OU Notional Amount USD 3758542.92000000 0.042342571357 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 178299.00000000 USD 53489.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96143.00000000 OU Notional Amount USD -2026694.44000000 -0.02283210695 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 96143.00000000 USD -30765.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118506.00000000 OU Notional Amount USD -2498106.48000000 -0.02814288785 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 118506.00000000 USD -20306.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34961.00000000 OU Notional Amount USD -736977.88000000 -0.00830256275 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 34961.00000000 USD -10488.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42236.00000000 OU Notional Amount USD 4223177.64000000 0.047577001083 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 42236.00000000 USD -64528.97000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8017.00000000 OU Notional Amount USD -801619.83000000 -0.00903079878 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8017.00000000 USD 5203.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10837.00000000 OU Notional Amount USD 380920.55000000 0.004291332017 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 10837.00000000 USD 13979.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22316.00000000 OU Notional Amount USD 784407.40000000 0.008836888926 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 22316.00000000 USD 28787.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6251.00000000 OU Notional Amount USD 219722.65000000 0.002475326791 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Independent Bank Corp. Independent Bank Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6251.00000000 USD 10189.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20126.00000000 OU Notional Amount USD 2368025.16000000 0.026677432305 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 20126.00000000 USD -262644.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 162250.00000000 OU Notional Amount USD 19090335.00000000 0.215065755315 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 162250.00000000 USD -2117362.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5275.00000000 OU Notional Amount USD 181882.00000000 0.002049025839 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kilroy Realty Corp. Kilroy Realty Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5275.00000000 USD -17226.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28249.00000000 OU Notional Amount USD 974025.52000000 0.010973067479 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kilroy Realty Corp. Kilroy Realty Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 28249.00000000 USD -30487.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 67917.00000000 OU Notional Amount USD 4268583.45000000 0.048088528766 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kroger Co. Kroger Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 67917.00000000 USD 12769.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79307.00000000 OU Notional Amount USD 4546670.31000000 0.051221368529 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kulicke & Soffa Industries, Inc. Kulicke & Soffa Industries, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 79307.00000000 USD -172889.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 463.00000000 OU Notional Amount USD 16885.61000000 0.000190228011 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 LTC Properties, Inc. LTC Properties, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 463.00000000 USD 50.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118696.00000000 OU Notional Amount USD -4328843.12000000 -0.04876739539 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 118696.00000000 USD 15430.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30013.00000000 OU Notional Amount USD -5765497.30000000 -0.06495229295 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 30013.00000000 USD 119451.74000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 370.00000000 OU Notional Amount USD -71077.00000000 -0.00080073129 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 370.00000000 USD 2947.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77297.00000000 OU Notional Amount USD -3251884.79000000 -0.03663471901 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 77297.00000000 USD -107442.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 96453.00000000 OU Notional Amount USD -4057777.71000000 -0.04571365709 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 German American Bancorp, Inc. German American Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 96453.00000000 USD -139856.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 77712.00000000 OU Notional Amount USD -3269343.84000000 -0.03683140721 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 77712.00000000 USD -35747.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2046.00000000 OU Notional Amount USD -351032.22000000 -0.00395461942 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Marzetti Co. Marzetti Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2046.00000000 USD -6037.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14751.00000000 OU Notional Amount USD 9150045.30000000 0.103081554284 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 14751.00000000 USD -20041.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1090.00000000 OU Notional Amount USD 676127.00000000 0.007617035737 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1090.00000000 USD -2.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40197.00000000 OU Notional Amount USD 6003823.92000000 0.067637206268 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 40197.00000000 USD -340870.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 870.00000000 OU Notional Amount USD -129943.20000000 -0.00146389953 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 870.00000000 USD 3644.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 102.00000000 OU Notional Amount USD -15234.72000000 -0.00017162960 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 102.00000000 USD 677.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 98126.00000000 OU Notional Amount USD -21837941.30000000 -0.24601943026 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 98126.00000000 USD -57894.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36173.00000000 OU Notional Amount USD -8050301.15000000 -0.09069217996 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 36173.00000000 USD -137095.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3148.00000000 OU Notional Amount USD -700587.40000000 -0.00789259896 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3148.00000000 USD -769.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 744.00000000 OU Notional Amount USD -165577.20000000 -0.00186534105 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 744.00000000 USD -438.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7686.00000000 OU Notional Amount USD -618876.72000000 -0.00697207195 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7686.00000000 USD -19.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4735.00000000 OU Notional Amount USD -381262.20000000 -0.00429518093 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4735.00000000 USD 21776.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5329.00000000 OU Notional Amount USD 517712.35000000 0.005832385738 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5329.00000000 USD 12583.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 42795.00000000 OU Notional Amount USD 4157534.25000000 0.046837483141 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 42795.00000000 USD -97546.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1169.00000000 OU Notional Amount USD 113568.35000000 0.001279425582 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1169.00000000 USD 140.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3932.00000000 OU Notional Amount USD 381993.80000000 0.004303422916 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3932.00000000 USD 13482.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9695.00000000 OU Notional Amount USD -275241.05000000 -0.00310077975 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 9695.00000000 USD 15608.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2471.00000000 OU Notional Amount USD -70151.69000000 -0.00079030704 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 2471.00000000 USD 3978.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10507.00000000 OU Notional Amount USD -298293.73000000 -0.00336048405 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 10507.00000000 USD 16916.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8786.00000000 OU Notional Amount USD -249434.54000000 -0.00281005166 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Distribution Solutions Group, Inc. Distribution Solutions Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 8786.00000000 USD 12827.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 423.00000000 OU Notional Amount USD 15401.43000000 0.000173507703 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 La-Z-Boy, Inc. La-Z-Boy, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 423.00000000 USD -1015.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5324.00000000 OU Notional Amount USD 193846.84000000 0.002183817992 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 La-Z-Boy, Inc. La-Z-Boy, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5324.00000000 USD -14699.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9783.00000000 OU Notional Amount USD 356199.03000000 0.004012827089 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 La-Z-Boy, Inc. La-Z-Boy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9783.00000000 USD -30728.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 86424.00000000 OU Notional Amount USD -3146697.84000000 -0.03544971566 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 La-Z-Boy, Inc. La-Z-Boy, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 86424.00000000 USD 225566.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 710833.00000000 OU Notional Amount USD 8295421.11000000 0.093453624919 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 710833.00000000 USD -760591.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93975.00000000 OU Notional Amount USD 10276166.25000000 0.115768081403 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennar Corp. Lennar Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 93975.00000000 USD -503706.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1227.00000000 OU Notional Amount USD 134172.45000000 0.001511544941 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennar Corp. Lennar Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1227.00000000 USD -6576.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 75401.00000000 OU Notional Amount USD 7767057.01000000 0.087501239891 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 75401.00000000 USD -77663.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4136.00000000 OU Notional Amount USD 426049.36000000 0.004799739104 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 4136.00000000 USD -18255.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7309.00000000 OU Notional Amount USD 752900.09000000 0.008481937406 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7309.00000000 USD -79229.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3534.00000000 OU Notional Amount USD 364037.34000000 0.004101131043 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3534.00000000 USD -38312.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 54739.00000000 OU Notional Amount USD 17704782.16000000 0.199456549502 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 54739.00000000 USD -489366.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 495.00000000 OU Notional Amount USD 513389.25000000 0.005783683042 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 495.00000000 USD -1168.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 230.00000000 OU Notional Amount USD 238544.50000000 0.002687367878 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 230.00000000 USD -287.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 265.00000000 OU Notional Amount USD 274844.75000000 0.003096315164 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 265.00000000 USD 1107.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1233.00000000 OU Notional Amount USD 1278805.95000000 0.014406628670 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1233.00000000 USD -21754.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30487.00000000 OU Notional Amount USD -31619592.05000000 -0.35621645440 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 30487.00000000 USD -109678.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 337588.00000000 OU Notional Amount USD -14047036.68000000 -0.15824953064 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 -114779.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23033.00000000 OU Notional Amount USD 6111806.55000000 0.068853704873 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 23033.00000000 USD 330523.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1255.00000000 OU Notional Amount USD 133306.10000000 0.001501784912 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1255.00000000 USD -3865.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10377.00000000 OU Notional Amount USD 1102244.94000000 0.012417547442 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10377.00000000 USD -10535.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 131335.00000000 OU Notional Amount USD -13950403.70000000 -0.15716089365 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 131335.00000000 USD 311282.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 270.00000000 OU Notional Amount USD 36139.50000000 0.000407136326 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 270.00000000 USD -27.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1685.00000000 OU Notional Amount USD 225537.25000000 0.002540832260 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1685.00000000 USD -8061.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37950.00000000 OU Notional Amount USD 24068649.00000000 0.271149886925 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 37950.00000000 USD 2137723.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14370.00000000 OU Notional Amount USD 9113741.40000000 0.102672565879 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 14370.00000000 USD 306437.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28543.00000000 OU Notional Amount USD -3013284.51000000 -0.03394672273 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Loews Corp. Loews Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 28543.00000000 USD -90481.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4514.00000000 OU Notional Amount USD -476542.98000000 -0.00536858446 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Loews Corp. Loews Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4514.00000000 USD -14309.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12328.00000000 OU Notional Amount USD -1301466.96000000 -0.01466192053 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Loews Corp. Loews Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 12328.00000000 USD -22284.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10112.00000000 OU Notional Amount USD -1067523.84000000 -0.01202639036 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Loews Corp. Loews Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10112.00000000 USD -32207.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21710.00000000 OU Notional Amount USD -2291924.70000000 -0.02582010827 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loews Corp. Loews Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 21710.00000000 USD -65750.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 419980.00000000 OU Notional Amount USD 12607799.60000000 0.142035534936 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Carnival Corp. Carnival Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 419980.00000000 USD -519128.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2339.00000000 OU Notional Amount USD -70216.78000000 -0.00079104032 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carnival Corp. Carnival Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2339.00000000 USD -3163.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6170.00000000 OU Notional Amount USD 233534.50000000 0.002630926782 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6170.00000000 USD 7141.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6389.00000000 OU Notional Amount USD -768596.70000000 -0.00865877051 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 6389.00000000 USD 32520.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 174330.00000000 OU Notional Amount USD -20971899.00000000 -0.23626286803 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ATI, Inc. ATI, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 174330.00000000 USD -298104.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1687.00000000 OU Notional Amount USD -202946.10000000 -0.00228632741 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ATI, Inc. ATI, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1687.00000000 USD -4.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2476.00000000 OU Notional Amount USD 801629.76000000 0.009030910658 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2476.00000000 USD -676.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1332.00000000 OU Notional Amount USD -431248.32000000 -0.00485830896 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1332.00000000 USD -31235.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 78.00000000 OU Notional Amount USD -25253.28000000 -0.00028449557 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 78.00000000 USD -2336.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 305.00000000 OU Notional Amount USD -98746.80000000 -0.00111245062 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 305.00000000 USD -9137.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29.00000000 OU Notional Amount USD -7744.74000000 -0.00008724982 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 29.00000000 USD 228.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33753.00000000 OU Notional Amount USD -9014076.18000000 -0.10154976861 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 33753.00000000 USD 266032.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8112.00000000 OU Notional Amount USD -2166390.72000000 -0.02440588164 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8112.00000000 USD 64003.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3049.00000000 OU Notional Amount USD -814265.94000000 -0.00917326591 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3049.00000000 USD -1283.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3226.00000000 OU Notional Amount USD -861535.56000000 -0.00970579070 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3226.00000000 USD 7610.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7115.00000000 OU Notional Amount USD -1900131.90000000 -0.02140629288 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7115.00000000 USD 64250.07000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4311.00000000 OU Notional Amount USD 256935.60000000 0.002894556270 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lakeland Financial Corp. Lakeland Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4311.00000000 USD 8751.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 592614.00000000 OU Notional Amount USD -35657584.38000000 -0.40170721558 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dominion Energy, Inc. Dominion Energy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 592614.00000000 USD -142227.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6121.00000000 OU Notional Amount USD -115870.53000000 -0.00130536122 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Macerich Co. Macerich Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6121.00000000 USD -3733.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 538721.00000000 OU Notional Amount USD 18068702.34000000 0.203556360657 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 538721.00000000 USD -459942.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 387718.00000000 OU Notional Amount USD 10437368.56000000 0.117584136311 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 387718.00000000 USD 15508.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7841.00000000 OU Notional Amount USD 211079.72000000 0.002377958239 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7841.00000000 USD -16936.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89734.00000000 OU Notional Amount USD 2415639.28000000 0.027213838118 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 89734.00000000 USD 14242.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15737.00000000 OU Notional Amount USD 423640.04000000 0.004772596457 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15737.00000000 USD 8568.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2905.00000000 OU Notional Amount USD 78202.60000000 0.000881006081 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2905.00000000 USD 2091.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17351.00000000 OU Notional Amount USD 467088.92000000 0.005262077977 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MGIC Investment Corp. MGIC Investment Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17351.00000000 USD 676.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 87971.00000000 OU Notional Amount USD 11761722.70000000 0.132503896672 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 M/I Homes, Inc. M/I Homes, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 87971.00000000 USD -180340.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3825.00000000 OU Notional Amount USD -236499.75000000 -0.00266433236 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 26277.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 310312.00000000 OU Notional Amount USD -19186590.96000000 -0.21615014491 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 310312.00000000 USD 2103325.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13975.00000000 OU Notional Amount USD -864074.25000000 -0.00973439079 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13975.00000000 USD 405.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 777.00000000 OU Notional Amount USD -487621.89000000 -0.00549339600 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 State Street SPDR S&P MidCap 400 ETF Trust State Street SPDR S&P MidCap 400 ETF Trust Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 777.00000000 USD 6370.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17764.00000000 OU Notional Amount USD 5595660.00000000 0.063038958949 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 17764.00000000 USD 37252.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15666.00000000 OU Notional Amount USD 4934790.00000000 0.055593803810 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 15666.00000000 USD 140524.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3787.00000000 OU Notional Amount USD 1192905.00000000 0.013438895380 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3787.00000000 USD 33969.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6614.00000000 OU Notional Amount USD 2083410.00000000 0.023471046751 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6614.00000000 USD 59070.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5118.00000000 OU Notional Amount USD 1612170.00000000 0.018162204002 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5118.00000000 USD 7179.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8694.00000000 OU Notional Amount USD 971032.86000000 0.010939353105 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McGrath RentCorp McGrath RentCorp Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8694.00000000 USD -38775.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17916.00000000 OU Notional Amount USD 2001038.04000000 0.022543069961 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 McGrath RentCorp McGrath RentCorp Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17916.00000000 USD -37342.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15403.00000000 OU Notional Amount USD 1720361.07000000 0.019381050826 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 McGrath RentCorp McGrath RentCorp Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15403.00000000 USD -59521.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7688.00000000 OU Notional Amount USD 858672.72000000 0.009673538840 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 McGrath RentCorp McGrath RentCorp Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7688.00000000 USD 2018.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60910.00000000 OU Notional Amount USD -2672730.80000000 -0.03011015093 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 60910.00000000 USD 143138.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 190341.00000000 OU Notional Amount USD -8352163.08000000 -0.09409286224 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Steven Madden Ltd. Steven Madden Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 190341.00000000 USD 325483.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39401.00000000 OU Notional Amount USD -3147351.88000000 -0.03545708387 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 39401.00000000 USD 2758.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4378.00000000 OU Notional Amount USD -349714.64000000 -0.00393977597 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 4378.00000000 USD 306.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43169.00000000 OU Notional Amount USD -14301026.32000000 -0.16111089864 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 43169.00000000 USD -413559.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 97288.00000000 OU Notional Amount USD -32229568.64000000 -0.36308826026 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 97288.00000000 USD 663504.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2045.00000000 OU Notional Amount USD -677467.60000000 -0.00763213851 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2045.00000000 USD -19591.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5692.00000000 OU Notional Amount USD -1885645.76000000 -0.02124309655 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5692.00000000 USD -24681.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13436.00000000 OU Notional Amount USD -4451078.08000000 -0.05014445630 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13436.00000000 USD -126684.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3098.00000000 OU Notional Amount USD -1026305.44000000 -0.01156203673 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3098.00000000 USD -24106.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 454776.00000000 OU Notional Amount USD 16522012.08000000 0.186131830967 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ManpowerGroup, Inc. ManpowerGroup, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 454776.00000000 USD 2264784.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 124617.00000000 OU Notional Amount USD -7872055.89000000 -0.08868412449 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 124617.00000000 USD -109688.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28204.00000000 OU Notional Amount USD -1781646.68000000 -0.02007147537 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 28204.00000000 USD -2193.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14259.00000000 OU Notional Amount USD -900741.03000000 -0.01014746728 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 14259.00000000 USD -5717.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14856.00000000 OU Notional Amount USD -938453.52000000 -0.01057232443 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14856.00000000 USD 6373.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84078.00000000 OU Notional Amount USD -5311207.26000000 -0.05983440316 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equity LifeStyle Properties, Inc. Equity LifeStyle Properties, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 84078.00000000 USD -36405.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 186918.00000000 OU Notional Amount USD 2820592.62000000 0.031775916046 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marcus Corp. Marcus Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 186918.00000000 USD -132711.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3995.00000000 OU Notional Amount USD -8152356.80000000 -0.09184190705 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3995.00000000 USD 425507.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 374.00000000 OU Notional Amount USD -763199.36000000 -0.00859796576 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 374.00000000 USD -7487.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1197.00000000 OU Notional Amount USD -2442646.08000000 -0.02751808829 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1197.00000000 USD 28074.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 836.00000000 OU Notional Amount USD -1705975.04000000 -0.01921898230 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 836.00000000 USD -14610.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 408.00000000 OU Notional Amount USD -832581.12000000 -0.00937959901 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 408.00000000 USD 4668.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1133933.00000000 OU Notional Amount USD -22689999.33000000 -0.25561845007 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Acadia Realty Trust Acadia Realty Trust Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1133933.00000000 USD 1164059.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7990.00000000 OU Notional Amount USD -650066.40000000 -0.00732344515 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7990.00000000 USD -19.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4422.00000000 OU Notional Amount USD -359773.92000000 -0.00405310068 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4422.00000000 USD 13619.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7220.00000000 OU Notional Amount USD -587419.20000000 -0.00661768135 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7220.00000000 USD 3602.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15790.00000000 OU Notional Amount USD -1284674.40000000 -0.01447274079 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15790.00000000 USD 55485.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 684.00000000 OU Notional Amount USD -55650.24000000 -0.00062693823 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 684.00000000 USD 2140.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 46030.00000000 OU Notional Amount USD 852935.90000000 0.009608909616 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 46030.00000000 USD -3237.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1313.00000000 OU Notional Amount USD -110738.42000000 -0.00124754447 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSC Industrial Direct Co., Inc. MSC Industrial Direct Co., Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1313.00000000 USD -147.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14609.00000000 OU Notional Amount USD 2749267.71000000 0.030972391873 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 14609.00000000 USD 93360.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64925.00000000 OU Notional Amount USD 12218235.75000000 0.137646830199 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 64925.00000000 USD 489182.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1887.00000000 OU Notional Amount USD 355114.53000000 0.004000609450 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1887.00000000 USD 16056.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 978.00000000 OU Notional Amount USD -139316.10000000 -0.00156949169 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Silicon Laboratories, Inc. Silicon Laboratories, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 978.00000000 USD 8811.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 895.00000000 OU Notional Amount USD -59150.55000000 -0.00066637163 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 4582.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 184051.00000000 OU Notional Amount USD -12163930.59000000 -0.13703504521 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 184051.00000000 USD 942341.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25727.00000000 OU Notional Amount USD -1700297.43000000 -0.01915502012 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 25727.00000000 USD 98019.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13326.00000000 OU Notional Amount USD -880715.34000000 -0.00992186411 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 13326.00000000 USD 3380.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23845.00000000 OU Notional Amount USD -1575916.05000000 -0.01775377831 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Masco Corp. Masco Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 23845.00000000 USD 44652.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11022.00000000 OU Notional Amount USD -728443.98000000 -0.00820642250 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Masco Corp. Masco Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11022.00000000 USD 41982.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66489.00000000 OU Notional Amount USD -4394258.01000000 -0.04950433913 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 66489.00000000 USD 193842.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2194.00000000 OU Notional Amount USD -145001.46000000 -0.00163354118 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Masco Corp. Masco Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2194.00000000 USD 11233.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6049.00000000 OU Notional Amount USD -3943645.55000000 -0.04442787980 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Martin Marietta Materials, Inc. Martin Marietta Materials, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6049.00000000 USD 725.88000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43857.00000000 OU Notional Amount USD 916172.73000000 0.010321316005 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43857.00000000 USD 24051.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20.00000000 OU Notional Amount USD -417.80000000 -0.00000470680 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 20.00000000 USD -0.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26251.00000000 OU Notional Amount USD -548383.39000000 -0.00617791610 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 26251.00000000 USD -278.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15035.00000000 OU Notional Amount USD -314081.15000000 -0.00353834019 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 15035.00000000 USD -15.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 107340.00000000 OU Notional Amount USD 8466979.20000000 0.095386344812 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 107340.00000000 USD 105193.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 208.00000000 OU Notional Amount USD 16407.04000000 0.000184836591 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 208.00000000 USD 203.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 182300.00000000 OU Notional Amount USD 7539928.00000000 0.084942475359 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Exelixis, Inc. Exelixis, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 182300.00000000 USD -572422.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 262663.00000000 OU Notional Amount USD -19573646.76000000 -0.22051059474 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 262663.00000000 USD 2148787.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4442.00000000 OU Notional Amount USD 2033725.28000000 0.022911314204 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 4442.00000000 USD -15229.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29722.00000000 OU Notional Amount USD -662503.38000000 -0.00746355628 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 29722.00000000 USD -7430.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52954.00000000 OU Notional Amount USD -1180344.66000000 -0.01329739451 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 52954.00000000 USD -13238.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3590.00000000 OU Notional Amount USD -80021.10000000 -0.00090149273 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 3590.00000000 USD -897.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 51476.00000000 OU Notional Amount USD -3082897.64000000 -0.03473096252 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 51476.00000000 USD 24827.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26912.00000000 OU Notional Amount USD 3943415.36000000 0.044425286561 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Camtek Ltd. Camtek Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26912.00000000 USD 376468.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 62166.00000000 OU Notional Amount USD 26749408.14000000 0.301350482633 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 -1296161.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28466.00000000 OU Notional Amount USD 12248635.14000000 0.137989300238 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 28466.00000000 USD -593516.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29478.00000000 OU Notional Amount USD 12684088.62000000 0.142894983223 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 29478.00000000 USD -647559.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1105.00000000 OU Notional Amount USD 475470.45000000 0.005356501677 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1105.00000000 USD -55571.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17.00000000 OU Notional Amount USD 7314.93000000 0.000082407718 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17.00000000 USD -448.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30083.00000000 OU Notional Amount USD 12480835.04000000 0.140605191834 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30083.00000000 USD 520435.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17578.00000000 OU Notional Amount USD -2360725.40000000 -0.02659519548 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 2027-01-06 0.00000000 USD 0.00000000 USD 17578.00000000 USD 13518.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17863.00000000 OU Notional Amount USD -935663.94000000 -0.01054089789 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 17863.00000000 USD 48408.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11340.00000000 OU Notional Amount USD -593989.20000000 -0.00669169692 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 11340.00000000 USD 30731.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12831.00000000 OU Notional Amount USD -672087.78000000 -0.00757153114 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 12831.00000000 USD 34772.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14956.00000000 OU Notional Amount USD -783395.28000000 -0.00882548669 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Middlesex Water Co. Middlesex Water Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 14956.00000000 USD 16451.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38638.00000000 OU Notional Amount USD -5686354.46000000 -0.06406069442 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Middleby Corp. Middleby Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 38638.00000000 USD 439314.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18497.00000000 OU Notional Amount USD -2722203.49000000 -0.03066749481 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Middleby Corp. Middleby Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 18497.00000000 USD 9453.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112161.00000000 OU Notional Amount USD 8515263.12000000 0.095930296383 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 112161.00000000 USD 50472.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5326.00000000 OU Notional Amount USD 404349.92000000 0.004555279986 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5326.00000000 USD -13.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33832.00000000 OU Notional Amount USD -2568525.44000000 -0.02893620587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 33832.00000000 USD -15224.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26369.00000000 OU Notional Amount USD -2001934.48000000 -0.02255316897 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 26369.00000000 USD 24670.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7681.00000000 OU Notional Amount USD -583141.52000000 -0.00656949034 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7681.00000000 USD -11291.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1958.00000000 OU Notional Amount USD -148651.36000000 -0.00167465982 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1958.00000000 USD -2878.26000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 648315.00000000 OU Notional Amount USD 13018165.20000000 0.146658585696 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MillerKnoll, Inc. MillerKnoll, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 648315.00000000 USD 518652.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53020.00000000 OU Notional Amount USD 8120543.20000000 0.091483504971 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 3M Co. 3M Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 53020.00000000 USD -619652.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2693.00000000 OU Notional Amount USD 412459.88000000 0.004646644264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 3M Co. 3M Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2693.00000000 USD -20116.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9350.00000000 OU Notional Amount USD 1432046.00000000 0.016132983241 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3M Co. 3M Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 9350.00000000 USD -35748.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7392.00000000 OU Notional Amount USD 1132158.72000000 0.012754546751 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3M Co. 3M Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7392.00000000 USD -34617.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5243.00000000 OU Notional Amount USD -803017.88000000 -0.00904654878 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 3M Co. 3M Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5243.00000000 USD 6679.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 523.00000000 OU Notional Amount USD -17227.62000000 -0.00019408098 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 523.00000000 USD -376.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17625.00000000 OU Notional Amount USD -580567.50000000 -0.00654049223 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 4053.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3277.00000000 OU Notional Amount USD -107944.38000000 -0.00121606769 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Financial Institutions, Inc. Financial Institutions, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3277.00000000 USD -2359.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23531.00000000 OU Notional Amount USD -775111.14000000 -0.00873216016 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 23531.00000000 USD 5412.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 134275.00000000 OU Notional Amount USD -1345435.50000000 -0.01515725638 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 134275.00000000 USD 9399.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60805.00000000 OU Notional Amount USD -609266.10000000 -0.00686380170 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 60805.00000000 USD 4256.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7632.00000000 OU Notional Amount USD 654901.92000000 0.007377920611 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ePlus, Inc. ePlus, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 7632.00000000 USD -25109.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 247092.00000000 OU Notional Amount USD -2979929.52000000 -0.03357095582 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NeoGenomics, Inc. NeoGenomics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 247092.00000000 USD 190260.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9007.00000000 OU Notional Amount USD 1663232.62000000 0.018737459540 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9007.00000000 USD 334519.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37559.00000000 OU Notional Amount USD 6935644.94000000 0.078134811024 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 37559.00000000 USD 1581337.59000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26228.00000000 OU Notional Amount USD 4843262.48000000 0.054562683339 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26228.00000000 USD 650391.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35150.00000000 OU Notional Amount USD -6490799.00000000 -0.07312331551 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 35150.00000000 USD -1305471.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 65343.00000000 OU Notional Amount USD -12066238.38000000 -0.13593447527 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 65343.00000000 USD -4225078.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9982.00000000 OU Notional Amount USD -1843276.12000000 -0.02076577341 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 9982.00000000 USD -370775.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83935.00000000 OU Notional Amount USD -9936225.30000000 -0.11193841276 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 83935.00000000 USD 444855.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3676.00000000 OU Notional Amount USD 336464.28000000 0.003790501555 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Monarch Casino & Resort, Inc. Monarch Casino & Resort, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3676.00000000 USD 3641.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 168126.00000000 OU Notional Amount USD -19850636.82000000 -0.22363107830 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 168126.00000000 USD -761610.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25648.00000000 OU Notional Amount USD -3028259.36000000 -0.03411542471 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 25648.00000000 USD 11541.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20108.00000000 OU Notional Amount USD -2374151.56000000 -0.02674645041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 20108.00000000 USD 22253.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1856.00000000 OU Notional Amount USD -219137.92000000 -0.00246873940 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1856.00000000 USD -1338.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9676.00000000 OU Notional Amount USD -1142445.32000000 -0.01287043237 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9676.00000000 USD 13229.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12374.00000000 OU Notional Amount USD -231641.28000000 -0.00260959835 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Monro, Inc. Monro, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12374.00000000 USD 31924.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1837.00000000 OU Notional Amount USD 560927.95000000 0.006319239198 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Moog, Inc. Moog, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1837.00000000 USD 15318.74000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 66.00000000 OU Notional Amount USD 20153.10000000 0.000227038534 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Moog, Inc. Moog, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 66.00000000 USD 812.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 262.00000000 OU Notional Amount USD 80001.70000000 0.000901274180 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Moog, Inc. Moog, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 262.00000000 USD 3225.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83367.00000000 OU Notional Amount USD 5794840.17000000 0.065282860572 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meritage Homes Corp. Meritage Homes Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 83367.00000000 USD -420169.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16883.00000000 OU Notional Amount USD 3553533.84000000 0.040033003053 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Charles River Laboratories International, Inc. Charles River Laboratories International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 16883.00000000 USD -84921.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 161214.00000000 OU Notional Amount USD -4570416.90000000 -0.05148889020 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 161214.00000000 USD -154765.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 366378.00000000 OU Notional Amount USD -10386816.30000000 -0.11701463032 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 366378.00000000 USD -351722.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29210.00000000 OU Notional Amount USD -3976649.40000000 -0.04479969088 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mueller Industries, Inc. Mueller Industries, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 29210.00000000 USD -70167.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142232.00000000 OU Notional Amount USD 2939935.44000000 0.033120395005 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Myers Industries, Inc. Myers Industries, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 142232.00000000 USD 49781.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 13391.00000000 OU Notional Amount USD 1939150.71000000 0.021845866618 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 13391.00000000 USD -74434.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5126.00000000 OU Notional Amount USD 742296.06000000 0.008362475714 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5126.00000000 USD -46856.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12786.00000000 OU Notional Amount USD -2005739.82000000 -0.02259603874 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 12786.00000000 USD 23446.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16614.00000000 OU Notional Amount USD -2606238.18000000 -0.02936106583 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16614.00000000 USD 15045.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3404.00000000 OU Notional Amount USD -533985.48000000 -0.00601571374 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3404.00000000 USD 19637.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6862.00000000 OU Notional Amount USD 521923.72000000 0.005879829717 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6862.00000000 USD -1859.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7630.00000000 OU Notional Amount USD 580337.80000000 0.006537904510 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7630.00000000 USD 679.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 86218.00000000 OU Notional Amount USD -6557741.08000000 -0.07387746409 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 86218.00000000 USD -60352.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1450335.00000000 OU Notional Amount USD -20130649.80000000 -0.22678561713 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1450335.00000000 USD -246556.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 685082.00000000 OU Notional Amount USD -9508938.16000000 -0.10712472922 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 685082.00000000 USD -116745.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6305.00000000 OU Notional Amount USD 279248.45000000 0.003145925874 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bruker Corp. Bruker Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 6305.00000000 USD -12186.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23292.00000000 OU Notional Amount USD -1031602.68000000 -0.01162171379 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bruker Corp. Bruker Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 23292.00000000 USD 54848.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14012.00000000 OU Notional Amount USD 259081.88000000 0.002918735591 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Innovative Solutions & Support, Inc. Innovative Solutions & Support, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14012.00000000 USD -37552.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14116.00000000 OU Notional Amount USD -465686.84000000 -0.00524628258 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 14116.00000000 USD -8328.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8210.00000000 OU Notional Amount USD -270847.90000000 -0.00305128789 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 8210.00000000 USD -4843.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11647.00000000 OU Notional Amount USD -384234.53000000 -0.00432866628 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mid Penn Bancorp, Inc. Mid Penn Bancorp, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 11647.00000000 USD 16538.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1621.00000000 OU Notional Amount USD -53476.79000000 -0.00060245282 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 1621.00000000 USD 2301.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10022.00000000 OU Notional Amount USD 369711.58000000 0.004165055259 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Napco Security Technologies, Inc. Napco Security Technologies, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10022.00000000 USD -27861.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 848.00000000 OU Notional Amount USD -31282.72000000 -0.00035242135 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Napco Security Technologies, Inc. Napco Security Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 848.00000000 USD 2357.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16254.00000000 OU Notional Amount USD -599610.06000000 -0.00675501977 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Napco Security Technologies, Inc. Napco Security Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 16254.00000000 USD 26126.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53424.00000000 OU Notional Amount USD 7268869.44000000 0.081888814230 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 53424.00000000 USD -69608.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10714.00000000 OU Notional Amount USD -1457746.84000000 -0.01642252088 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10714.00000000 USD -3369.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4253.00000000 OU Notional Amount USD -578663.18000000 -0.00651903876 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4253.00000000 USD 8076.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12240.00000000 OU Notional Amount USD -1665374.40000000 -0.01876158816 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12240.00000000 USD -11920.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22710.00000000 OU Notional Amount USD -3089922.60000000 -0.03481010353 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22710.00000000 USD -25510.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24.00000000 OU Notional Amount USD -2010.00000000 -0.00002264403 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Fuel Gas Co. National Fuel Gas Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 24.00000000 USD -52.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4167.00000000 OU Notional Amount USD -348986.25000000 -0.00393157016 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Fuel Gas Co. National Fuel Gas Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 4167.00000000 USD 134.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18025.00000000 OU Notional Amount USD 1480213.00000000 0.016675617629 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18025.00000000 USD 27266.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30338.00000000 OU Notional Amount USD 2491356.56000000 0.028066845361 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 30338.00000000 USD 10418.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16441.00000000 OU Notional Amount USD 1350134.92000000 0.015210198582 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16441.00000000 USD 40173.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37423.00000000 OU Notional Amount USD 3073176.76000000 0.034621450126 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 National Health Investors, Inc. National Health Investors, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 37423.00000000 USD 61509.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40496.00000000 OU Notional Amount USD -1799237.28000000 -0.02026964558 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 40496.00000000 USD -29157.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7557.00000000 OU Notional Amount USD -335757.51000000 -0.00378253930 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 7557.00000000 USD -5441.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71500.00000000 OU Notional Amount USD -3176745.00000000 -0.03578821759 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NBT Bancorp, Inc. NBT Bancorp, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 71500.00000000 USD 74360.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2601.00000000 OU Notional Amount USD -331367.40000000 -0.00373308169 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 2601.00000000 USD -21380.22000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2202.00000000 OU Notional Amount USD -280534.80000000 -0.00316041749 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 National Presto Industries, Inc. National Presto Industries, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2202.00000000 USD -22526.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90932.00000000 OU Notional Amount USD -929325.04000000 -0.01046948582 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 90932.00000000 USD -69108.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118974.00000000 OU Notional Amount USD -1215914.28000000 -0.01369811074 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 118974.00000000 USD -90420.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 461164.00000000 OU Notional Amount USD -4713096.08000000 -0.05309626930 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Neogen Corp. Neogen Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 461164.00000000 USD -235193.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 559.00000000 OU Notional Amount USD 27659.32000000 0.000311601265 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 New Jersey Resources Corp. New Jersey Resources Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 559.00000000 USD 642.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2023.00000000 OU Notional Amount USD 100098.04000000 0.001127673274 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 New Jersey Resources Corp. New Jersey Resources Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2023.00000000 USD 3904.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34854.00000000 OU Notional Amount USD -1724575.92000000 -0.01942853401 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 34854.00000000 USD -67268.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9414.00000000 OU Notional Amount USD -907038.90000000 -0.01021841712 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 9414.00000000 USD 2924.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4517.00000000 OU Notional Amount USD -435212.95000000 -0.00490297324 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4517.00000000 USD 12308.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7547.00000000 OU Notional Amount USD -727153.45000000 -0.00819188379 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7547.00000000 USD 30626.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6247.00000000 OU Notional Amount USD 457967.57000000 0.005159319695 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 New York Times Co. New York Times Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6247.00000000 USD 15111.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 113582.00000000 OU Notional Amount USD -8326696.42000000 -0.09380596280 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 New York Times Co. New York Times Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 113582.00000000 USD -140519.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3931.00000000 OU Notional Amount USD 1406944.21000000 0.015850194310 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3931.00000000 USD -24922.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1672.00000000 OU Notional Amount USD 598425.52000000 0.006741675117 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1672.00000000 USD 2362.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3224.00000000 OU Notional Amount USD 1153901.84000000 0.012999497954 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3224.00000000 USD 48189.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4657.00000000 OU Notional Amount USD -1666786.87000000 -0.01877750061 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 4657.00000000 USD -100591.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 14420.00000000 OU Notional Amount USD 1416044.00000000 0.015952709704 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TTM Technologies, Inc. TTM Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 14420.00000000 USD 145656.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33267.00000000 OU Notional Amount USD 141384.75000000 0.001592796462 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Newell Brands, Inc. Newell Brands, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 33267.00000000 USD -998.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 101533.00000000 OU Notional Amount USD 11407232.55000000 0.128510321292 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 101533.00000000 USD -188851.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8201.00000000 OU Notional Amount USD 113255.81000000 0.001275904604 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NPK International, Inc. NPK International, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 8201.00000000 USD 1253.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 348.00000000 OU Notional Amount USD 2657234.04000000 0.029935569274 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 348.00000000 USD 4426.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 284.00000000 OU Notional Amount USD 2168547.32000000 0.024430177223 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 284.00000000 USD 3612.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 205.00000000 OU Notional Amount USD 1565324.65000000 0.017634458911 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 2607.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1372.00000000 OU Notional Amount USD 10476221.56000000 0.118021842081 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVR, Inc. NVR, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1372.00000000 USD -173667.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1396.00000000 OU Notional Amount USD 10659479.08000000 0.120086364100 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1396.00000000 USD 349209.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26.00000000 OU Notional Amount USD 198528.98000000 0.002236565520 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 26.00000000 USD -3291.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79.00000000 OU Notional Amount USD 603222.67000000 0.006795718312 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NVR, Inc. NVR, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 79.00000000 USD -9072.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 67694.00000000 OU Notional Amount USD 2307011.52000000 0.025990071681 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 67694.00000000 USD 49416.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 88809.00000000 OU Notional Amount USD 3026610.72000000 0.034096851655 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 National Beverage Corp. National Beverage Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 88809.00000000 USD 55253.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8497.00000000 OU Notional Amount USD 525199.57000000 0.005916734421 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 8497.00000000 USD -21.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97439.00000000 OU Notional Amount USD -6022704.59000000 -0.06784991000 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 97439.00000000 USD 355652.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5695.00000000 OU Notional Amount USD -352007.95000000 -0.00396561169 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5695.00000000 USD 20496.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6693.00000000 OU Notional Amount USD -413694.33000000 -0.00466055119 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6693.00000000 USD 8560.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 851.00000000 OU Notional Amount USD -233625.03000000 -0.00263194666 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nordson Corp. Nordson Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 851.00000000 USD -2229.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1843.00000000 OU Notional Amount USD -505958.79000000 -0.00569997379 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nordson Corp. Nordson Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1843.00000000 USD -2634.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1062.00000000 OU Notional Amount USD 309296.88000000 0.003484442107 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Norfolk Southern Corp. Norfolk Southern Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1062.00000000 USD 2293.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3647.00000000 OU Notional Amount USD 1062152.28000000 0.011965876049 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Norfolk Southern Corp. Norfolk Southern Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3647.00000000 USD 7800.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138.00000000 OU Notional Amount USD 40191.12000000 0.000452780612 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Norfolk Southern Corp. Norfolk Southern Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 138.00000000 USD 64.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1878.00000000 OU Notional Amount USD 546948.72000000 0.006161753556 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Norfolk Southern Corp. Norfolk Southern Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1878.00000000 USD 4261.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4973.00000000 OU Notional Amount USD 113384.40000000 0.001277353258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Movado Group, Inc. Movado Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 4973.00000000 USD 1491.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 320069.00000000 OU Notional Amount USD -14175856.01000000 -0.15970076900 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 320069.00000000 USD -200350.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 157868.00000000 OU Notional Amount USD -6991973.72000000 -0.07876939347 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 157868.00000000 USD -119094.41000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14221.00000000 OU Notional Amount USD -629848.09000000 -0.00709567198 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 14221.00000000 USD -1898.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8596.00000000 OU Notional Amount USD -380716.84000000 -0.00428903708 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8596.00000000 USD -4306.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4237.00000000 OU Notional Amount USD -187656.73000000 -0.00211408214 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4237.00000000 USD -1851.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 69149.00000000 OU Notional Amount USD -1850427.24000000 -0.02084633569 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eagle Bancorp, Inc. Eagle Bancorp, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 69149.00000000 USD -279361.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 51413.00000000 OU Notional Amount USD -7682644.59000000 -0.08655027591 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 51413.00000000 USD -119792.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48965.00000000 OU Notional Amount USD -7316839.95000000 -0.08242923502 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 48965.00000000 USD 180680.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6291.00000000 OU Notional Amount USD -940064.13000000 -0.01059046906 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 6291.00000000 USD 1064.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6383.00000000 OU Notional Amount USD 4418695.58000000 0.049779645167 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 6383.00000000 USD 240319.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7977.00000000 OU Notional Amount USD 5522158.02000000 0.062210908585 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 7977.00000000 USD 173897.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82.00000000 OU Notional Amount USD -7420.18000000 -0.00008359343 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 82.00000000 USD -125.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3808.00000000 OU Notional Amount USD 676757.76000000 0.007624141683 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nucor Corp. Nucor Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3808.00000000 USD 9787.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3547.00000000 OU Notional Amount USD 630372.84000000 0.007101583652 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nucor Corp. Nucor Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3547.00000000 USD -5902.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 168.00000000 OU Notional Amount USD 29856.96000000 0.000336359191 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nucor Corp. Nucor Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 168.00000000 USD 492.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7005.00000000 OU Notional Amount USD -1244928.60000000 -0.01402497701 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nucor Corp. Nucor Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 7005.00000000 USD 1250.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7137.00000000 OU Notional Amount USD 1509618.24000000 0.017006887884 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7137.00000000 USD 26754.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1450.00000000 OU Notional Amount USD 306704.00000000 0.003455231530 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1450.00000000 USD 6849.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19185.00000000 OU Notional Amount USD 4058011.20000000 0.045716287524 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 19185.00000000 USD 90745.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5177.00000000 OU Notional Amount USD 1095039.04000000 0.012336368022 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5177.00000000 USD 24482.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21593.00000000 OU Notional Amount USD 4567351.36000000 0.051454354783 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21593.00000000 USD 64774.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4757.00000000 OU Notional Amount USD 1006200.64000000 0.011335542338 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4757.00000000 USD 26086.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3258.00000000 OU Notional Amount USD 713273.94000000 0.008035521569 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3258.00000000 USD -44043.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3425.00000000 OU Notional Amount USD 749835.25000000 0.008447409875 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3425.00000000 USD -18133.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11350.00000000 OU Notional Amount USD -2484855.50000000 -0.02799360644 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11350.00000000 USD -12112.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31065.00000000 OU Notional Amount USD -6801060.45000000 -0.07661862416 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 31065.00000000 USD -10656.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71706.00000000 OU Notional Amount USD -3254735.34000000 -0.03666683241 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 71706.00000000 USD -160621.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 522411.00000000 OU Notional Amount USD -23712235.29000000 -0.26713464131 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 522411.00000000 USD -1128407.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7870.00000000 OU Notional Amount USD -357219.30000000 -0.00402432113 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7870.00000000 USD -14803.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 195329.00000000 OU Notional Amount USD 5879402.90000000 0.066235517894 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 195329.00000000 USD 591846.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 171047.00000000 OU Notional Amount USD 5148514.70000000 0.058001559569 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oceaneering International, Inc. Oceaneering International, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 171047.00000000 USD 283938.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 171295.00000000 OU Notional Amount USD 5155979.50000000 0.058085655676 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Oceaneering International, Inc. Oceaneering International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 171295.00000000 USD 548144.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60768.00000000 OU Notional Amount USD 10525017.60000000 0.118571563037 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 60768.00000000 USD -304447.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24788.00000000 OU Notional Amount USD -4293281.60000000 -0.04836677041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 24788.00000000 USD 99805.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12907.00000000 OU Notional Amount USD -2235492.40000000 -0.02518435959 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12907.00000000 USD 3632.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5264.00000000 OU Notional Amount USD -911724.80000000 -0.01027120701 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5264.00000000 USD 26542.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 365416.00000000 OU Notional Amount USD 15365742.80000000 0.173105662172 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 365416.00000000 USD 208287.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9131.00000000 OU Notional Amount USD -383958.55000000 -0.00432555717 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CNO Financial Group, Inc. CNO Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9131.00000000 USD -5213.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 135611.00000000 OU Notional Amount USD -5923488.48000000 -0.06673217227 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 5424.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5835.00000000 OU Notional Amount USD -115766.40000000 -0.00130418812 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Old Second Bancorp, Inc. Old Second Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 5835.00000000 USD 6710.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44235.00000000 OU Notional Amount USD 1080661.05000000 0.012174390075 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 44235.00000000 USD 17780.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1056.00000000 OU Notional Amount USD 25798.08000000 0.000290633116 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Old National Bancorp Old National Bancorp Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1056.00000000 USD 1203.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 725926.00000000 OU Notional Amount USD -17734372.18000000 -0.19978990143 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 725926.00000000 USD -137925.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1089162.00000000 OU Notional Amount USD -26608227.66000000 -0.29975998741 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1089162.00000000 USD -1165403.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4688.00000000 OU Notional Amount USD 97557.28000000 0.001099049865 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Olin Corp. Olin Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4688.00000000 USD -13091.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19360.00000000 OU Notional Amount USD -758331.20000000 -0.00854312259 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Old Republic International Corp. Old Republic International Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 19360.00000000 USD -2847.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31531.00000000 OU Notional Amount USD 5189371.98000000 0.058461844933 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oracle Corp. Oracle Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 31531.00000000 USD -471944.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19438.00000000 OU Notional Amount USD 3199106.04000000 0.036040130088 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Oracle Corp. Oracle Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19438.00000000 USD -166429.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54726.00000000 OU Notional Amount USD 7870693.32000000 0.088668774210 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 54726.00000000 USD -699398.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1080.00000000 OU Notional Amount USD -155325.60000000 -0.00174984972 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1080.00000000 USD -2.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2358.00000000 OU Notional Amount USD -339127.56000000 -0.00382050523 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2358.00000000 USD 25817.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4063.00000000 OU Notional Amount USD 362257.08000000 0.004081075189 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Otter Tail Corp. Otter Tail Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 4063.00000000 USD 4199.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 205206.00000000 OU Notional Amount USD -25221869.46000000 -0.28414170866 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 205206.00000000 USD 133383.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 152033.00000000 OU Notional Amount USD -18686376.03000000 -0.21051487965 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 152033.00000000 USD -117733.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 488254.00000000 OU Notional Amount USD -12797137.34000000 -0.14416855481 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 PAR Technology Corp. PAR Technology Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 488254.00000000 USD 5361028.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 246811.00000000 OU Notional Amount USD -11052196.58000000 -0.12451059687 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 246811.00000000 USD -44425.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 307293.00000000 OU Notional Amount USD -11588019.03000000 -0.13054700534 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Renasant Corp. Renasant Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 307293.00000000 USD -374897.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15889.00000000 OU Notional Amount USD 14869561.76000000 0.167515841452 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 15889.00000000 USD -45976.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4567.00000000 OU Notional Amount USD 4273981.28000000 0.048149339034 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4567.00000000 USD -15793.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1235678.00000000 OU Notional Amount USD 9304655.34000000 0.104823342736 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 1235678.00000000 USD 518984.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 853.00000000 OU Notional Amount USD -107623.01000000 -0.00121244723 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 853.00000000 USD -298.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 220860.00000000 OU Notional Amount USD -27865906.20000000 -0.31392860127 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Patrick Industries, Inc. Patrick Industries, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 220860.00000000 USD -2261606.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168.00000000 OU Notional Amount USD 17325.84000000 0.000195187505 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 168.00000000 USD -682.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3925.00000000 OU Notional Amount USD 404785.25000000 0.004560184278 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3925.00000000 USD -15939.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 162121.00000000 OU Notional Amount USD -16719538.73000000 -0.18835710455 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 162121.00000000 USD 1100367.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10567.00000000 OU Notional Amount USD 461672.23000000 0.005201055238 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pegasystems, Inc. Pegasystems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10567.00000000 USD -64574.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 165926.00000000 OU Notional Amount USD -1969541.62000000 -0.02218824112 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 165926.00000000 USD -39822.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2215.00000000 OU Notional Amount USD 228543.70000000 0.002574701987 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Axis Capital Holdings Ltd. Axis Capital Holdings Ltd. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 2215.00000000 USD -605.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 574635.00000000 OU Notional Amount USD 12285696.30000000 0.138406819699 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Pediatrix Medical Group, Inc. Pediatrix Medical Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 574635.00000000 USD -494186.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25535.00000000 OU Notional Amount USD 4162971.05000000 0.046898732433 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 25535.00000000 USD -150401.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2640.00000000 OU Notional Amount USD -430399.20000000 -0.00484874304 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2640.00000000 USD -6.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27830.00000000 OU Notional Amount USD 905031.60000000 0.010195803512 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Peoples Bancorp, Inc. Peoples Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 27830.00000000 USD 22489.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 165184.00000000 OU Notional Amount USD -5987920.00000000 -0.06745803767 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PPL Corp. PPL Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 165184.00000000 USD -76365.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9136.00000000 OU Notional Amount USD -331180.00000000 -0.00373097050 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PPL Corp. PPL Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9136.00000000 USD 3471.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7387.00000000 OU Notional Amount USD 1134864.81000000 0.012785032716 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7387.00000000 USD 66750.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11932.00000000 OU Notional Amount USD 1833113.16000000 0.020651280678 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11932.00000000 USD 90040.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42257.00000000 OU Notional Amount USD 3333654.73000000 0.037555913632 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 42257.00000000 USD 157196.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 91286.00000000 OU Notional Amount USD 7201552.54000000 0.081130443046 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 91286.00000000 USD 339583.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 210842.00000000 OU Notional Amount USD 16633325.38000000 0.187385851859 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tutor Perini Corp. Tutor Perini Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 210842.00000000 USD 1819698.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 516586.00000000 OU Notional Amount USD 6632964.24000000 0.074724904736 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 516586.00000000 USD -898859.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 276748.00000000 OU Notional Amount USD 3553444.32000000 0.040031994548 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Penn Entertainment, Inc. Penn Entertainment, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 276748.00000000 USD -407514.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1075608.00000000 OU Notional Amount USD 28439075.52000000 0.320385747929 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1075608.00000000 USD 365706.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73879.00000000 OU Notional Amount USD 1953360.76000000 0.022005952606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 73879.00000000 USD 30303.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15153.00000000 OU Notional Amount USD 400645.32000000 0.004513545119 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15153.00000000 USD 5136.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11670.00000000 OU Notional Amount USD 308554.80000000 0.003476082065 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11670.00000000 USD 6418.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3704.00000000 OU Notional Amount USD 386067.92000000 0.004349320680 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ConocoPhillips ConocoPhillips Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3704.00000000 USD 26220.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3242.00000000 OU Notional Amount USD 112075.94000000 0.001262612557 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Photronics, Inc. Photronics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3242.00000000 USD -397.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 48106.00000000 OU Notional Amount USD 1005896.46000000 0.011332115541 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 48106.00000000 USD -85147.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1277962.00000000 OU Notional Amount USD 19706174.04000000 0.222003605714 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PG&E Corp. PG&E Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1277962.00000000 USD 408947.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88548.00000000 OU Notional Amount USD 1365410.16000000 0.015382284667 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PG&E Corp. PG&E Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 88548.00000000 USD 28295.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 938.00000000 OU Notional Amount USD -111237.42000000 -0.00125316605 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Climb Global Solutions, Inc. Climb Global Solutions, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 938.00000000 USD 1826.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 281059.00000000 OU Notional Amount USD -2931445.37000000 -0.03302474852 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pitney Bowes, Inc. Pitney Bowes, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 281059.00000000 USD -23466.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3643.00000000 OU Notional Amount USD 120729.02000000 0.001360095455 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 3643.00000000 USD -1420.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14124.00000000 OU Notional Amount USD 468069.36000000 0.005273123308 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 14124.00000000 USD -5508.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22589.00000000 OU Notional Amount USD 748599.46000000 0.008433487850 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 22589.00000000 USD -12464.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10293.00000000 OU Notional Amount USD 341110.02000000 0.003842839012 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Univest Financial Corp. Univest Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10293.00000000 USD -1749.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147983.00000000 OU Notional Amount USD 18799760.32000000 0.211792231670 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brink's Co. Brink's Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 147983.00000000 USD 203235.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89774.00000000 OU Notional Amount USD 17894651.42000000 0.201595557320 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 89774.00000000 USD 1759570.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 394470.00000000 OU Notional Amount USD 24453195.30000000 0.275482065510 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 394470.00000000 USD 2385774.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1170.00000000 OU Notional Amount USD -261261.00000000 -0.00294328487 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 2027-01-06 0.00000000 USD 0.00000000 USD 1170.00000000 USD -2237.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1545.00000000 OU Notional Amount USD -344998.50000000 -0.00388664541 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PNC Financial Services Group, Inc. PNC Financial Services Group, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1545.00000000 USD -3.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174713.00000000 OU Notional Amount USD -12596807.30000000 -0.14191169911 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 174713.00000000 USD 1105560.61000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 301640.00000000 OU Notional Amount USD -21748244.00000000 -0.24500892847 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 301640.00000000 USD 2404763.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 323738.00000000 OU Notional Amount USD 20667433.92000000 0.232832859478 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 323738.00000000 USD -2292065.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 327300.00000000 OU Notional Amount USD 20043852.00000000 0.225807780210 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TriNet Group, Inc. TriNet Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 327300.00000000 USD -769155.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 169843.00000000 OU Notional Amount USD -5973378.31000000 -0.06729421552 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Papa John's International, Inc. Papa John's International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 169843.00000000 USD 439014.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19626.00000000 OU Notional Amount USD 906524.94000000 0.010212627014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fluor Corp. Fluor Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 19626.00000000 USD -2391.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5301.00000000 OU Notional Amount USD -2351470.59000000 -0.02649093368 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 5301.00000000 USD -201650.04000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 130340.00000000 OU Notional Amount USD 3891952.40000000 0.043845520917 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Getty Realty Corp. Getty Realty Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 130340.00000000 USD 207240.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 63615.00000000 OU Notional Amount USD 7355802.45000000 0.082868174385 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 63615.00000000 USD 109200.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2010.00000000 OU Notional Amount USD -232416.30000000 -0.00261832949 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2010.00000000 USD -10758.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114768.00000000 OU Notional Amount USD 10605710.88000000 0.119480628342 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 114768.00000000 USD 665799.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 32705.00000000 OU Notional Amount USD 30750876.25000000 0.346429773355 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Costco Wholesale Corp. Costco Wholesale Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 32705.00000000 USD 815662.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 323.00000000 OU Notional Amount USD 303700.75000000 0.003421397853 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Costco Wholesale Corp. Costco Wholesale Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 323.00000000 USD -13763.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28058.00000000 OU Notional Amount USD -2965169.44000000 -0.03340467337 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 T. Rowe Price Group, Inc. T. Rowe Price Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 28058.00000000 USD 46015.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 29797.00000000 OU Notional Amount USD 5572932.91000000 0.062782922647 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 29797.00000000 USD 276814.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1588.00000000 OU Notional Amount USD -297003.64000000 -0.00334595030 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1588.00000000 USD -7733.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1530.00000000 OU Notional Amount USD -286155.90000000 -0.00322374304 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1530.00000000 USD 3762.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13474.00000000 OU Notional Amount USD 735680.40000000 0.008287945753 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13474.00000000 USD -95934.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5663.00000000 OU Notional Amount USD 309199.80000000 0.003483348434 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5663.00000000 USD -14786.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 119753.00000000 OU Notional Amount USD 18174912.81000000 0.204752894660 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 119753.00000000 USD 220345.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 792.00000000 OU Notional Amount USD 120201.84000000 0.001354156410 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 792.00000000 USD 1457.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8343.00000000 OU Notional Amount USD 1266217.11000000 0.014264806728 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8343.00000000 USD 31681.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3008.00000000 OU Notional Amount USD 456524.16000000 0.005143058688 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3008.00000000 USD 21477.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13276.00000000 OU Notional Amount USD 2014898.52000000 0.022699217802 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13276.00000000 USD 60672.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74000.00000000 OU Notional Amount USD -11230980.00000000 -0.12652471507 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 -528360.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41517.00000000 OU Notional Amount USD 8635536.00000000 0.097285253108 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 41517.00000000 USD 44838.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8777.00000000 OU Notional Amount USD 1825616.00000000 0.020566820014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progressive Corp. Progressive Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8777.00000000 USD -12337.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15525.00000000 OU Notional Amount USD 3229200.00000000 0.036379159248 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Progressive Corp. Progressive Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15525.00000000 USD 80027.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3638.00000000 OU Notional Amount USD 756704.00000000 0.008524791068 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Progressive Corp. Progressive Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3638.00000000 USD 16298.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 136882.00000000 OU Notional Amount USD 5601211.44000000 0.063101499739 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 136882.00000000 USD 0.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 443765.00000000 OU Notional Amount USD 18158863.80000000 0.204572091523 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 443765.00000000 USD -812089.95000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 128359.00000000 OU Notional Amount USD 5252450.28000000 0.059172465372 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Progress Software Corp. Progress Software Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 128359.00000000 USD -148896.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20919.00000000 OU Notional Amount USD 1290702.30000000 0.014540649236 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Community Trust Bancorp, Inc. Community Trust Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20919.00000000 USD 61292.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10657.00000000 OU Notional Amount USD 877710.52000000 0.009888012752 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10657.00000000 USD 19779.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38676.00000000 OU Notional Amount USD 3185355.36000000 0.035885219219 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 38676.00000000 USD 114388.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4730.00000000 OU Notional Amount USD 591675.70000000 0.006665633752 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 PulteGroup, Inc. PulteGroup, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4730.00000000 USD 9128.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26326.00000000 OU Notional Amount USD -1888627.24000000 -0.02127668497 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 26326.00000000 USD 59540.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 137013.00000000 OU Notional Amount USD 20769800.67000000 0.233986091331 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 137013.00000000 USD -2129611.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5749.00000000 OU Notional Amount USD 871490.91000000 0.009817944567 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5749.00000000 USD -14.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19514.00000000 OU Notional Amount USD 2958127.26000000 0.033325338371 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 19514.00000000 USD -59086.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28582.00000000 OU Notional Amount USD 4332745.38000000 0.048811357042 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 28582.00000000 USD -106173.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14055.00000000 OU Notional Amount USD 2130597.45000000 0.024002645834 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14055.00000000 USD -23034.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43779.00000000 OU Notional Amount USD 6636458.61000000 0.074764271218 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 43779.00000000 USD -199053.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15561.00000000 OU Notional Amount USD -2392348.14000000 -0.02695144740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quaker Chemical Corp. Quaker Chemical Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 15561.00000000 USD 103636.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75372.00000000 OU Notional Amount USD -9361202.40000000 -0.10546038426 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 75372.00000000 USD 345957.48000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 3817.00000000 OU Notional Amount USD -474071.40000000 -0.00534074041 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 3817.00000000 USD 15764.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4064.00000000 OU Notional Amount USD 674055.04000000 0.007593693683 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4064.00000000 USD -16672.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11460.00000000 OU Notional Amount USD 1900755.60000000 0.021413319294 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11460.00000000 USD -41575.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2540.00000000 OU Notional Amount USD 421284.40000000 0.004746058552 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2540.00000000 USD -14505.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 67209.00000000 OU Notional Amount USD -11147284.74000000 -0.12558183040 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 67209.00000000 USD 382419.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6373.00000000 OU Notional Amount USD 652212.82000000 0.007347626050 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Exact Sciences Corp. Exact Sciences Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6373.00000000 USD -725.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3504.00000000 OU Notional Amount USD -398860.32000000 -0.00449343586 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3504.00000000 USD 1150.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34262.00000000 OU Notional Amount USD 4129598.86000000 0.046522771757 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 34262.00000000 USD -368316.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 708467.00000000 OU Notional Amount USD -43329841.72000000 -0.48814047198 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 708467.00000000 USD -2033300.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93931.00000000 OU Notional Amount USD -6844751.97000000 -0.07711083919 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 93931.00000000 USD -189292.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29490.00000000 OU Notional Amount USD -2148936.30000000 -0.02420924559 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 29490.00000000 USD -45192.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 679633.00000000 OU Notional Amount USD -25248365.95000000 -0.28444020985 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 679633.00000000 USD -48191.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98464.00000000 OU Notional Amount USD -3657937.60000000 -0.04120918322 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UDR, Inc. UDR, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 98464.00000000 USD 39385.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91843.00000000 OU Notional Amount USD -3411967.45000000 -0.03843816029 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 91843.00000000 USD -22590.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28578.00000000 OU Notional Amount USD -1061672.70000000 -0.01196047325 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 UDR, Inc. UDR, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 28578.00000000 USD 11356.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2.00000000 OU Notional Amount USD 563.40000000 0.000006347088 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 2.00000000 USD 19.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1383.00000000 OU Notional Amount USD 389591.10000000 0.004389011726 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1383.00000000 USD 13830.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29146.00000000 OU Notional Amount USD 9603607.00000000 0.108191238823 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 29146.00000000 USD 37598.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142.00000000 OU Notional Amount USD 46789.00000000 0.000527110269 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 142.00000000 USD -0.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49.00000000 OU Notional Amount USD 16145.50000000 0.000181890163 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 49.00000000 USD 340.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20107.00000000 OU Notional Amount USD 3247280.50000000 0.036582848517 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 20107.00000000 USD 51876.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 385.00000000 OU Notional Amount USD 285458.25000000 0.003215883542 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 385.00000000 USD -0.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 479498.00000000 OU Notional Amount USD -18868246.30000000 -0.21256377334 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CBIZ, Inc. CBIZ, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 479498.00000000 USD 7112862.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6869.00000000 OU Notional Amount USD -270295.15000000 -0.00304506079 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CBIZ, Inc. CBIZ, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6869.00000000 USD -6463.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17288.00000000 OU Notional Amount USD -680282.80000000 -0.00766385368 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CBIZ, Inc. CBIZ, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17288.00000000 USD 74008.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14605.00000000 OU Notional Amount USD -574706.75000000 -0.00647446685 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CBIZ, Inc. CBIZ, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14605.00000000 USD -11406.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 142885.00000000 OU Notional Amount USD -783009.80000000 -0.00882114400 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 142885.00000000 USD 45723.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21587.00000000 OU Notional Amount USD -118296.76000000 -0.00133269437 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 21587.00000000 USD 6907.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6689.00000000 OU Notional Amount USD -1356194.75000000 -0.01527846673 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reinsurance Group of America, Inc. Reinsurance Group of America, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6689.00000000 USD -45758.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60805.00000000 OU Notional Amount USD -9082442.85000000 -0.10231996618 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 60805.00000000 USD 749117.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31310.00000000 OU Notional Amount USD 8087686.10000000 0.091113347138 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 31310.00000000 USD -65556.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23649.00000000 OU Notional Amount USD 6108773.19000000 0.068819531986 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 23649.00000000 USD 174766.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1519.00000000 OU Notional Amount USD -392372.89000000 -0.00442035050 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1519.00000000 USD -3.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1755.00000000 OU Notional Amount USD -453334.05000000 -0.00510711990 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1755.00000000 USD 1700.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 353889.00000000 OU Notional Amount USD 19856711.79000000 0.223699517017 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 353889.00000000 USD -24772.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 472236.00000000 OU Notional Amount USD 26497161.96000000 0.298508755904 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 472236.00000000 USD 273896.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5899.00000000 OU Notional Amount USD 330992.89000000 0.003728862583 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5899.00000000 USD -412.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59001.00000000 OU Notional Amount USD 5666456.04000000 0.063836525037 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 59001.00000000 USD 208273.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 185.00000000 OU Notional Amount USD 17767.40000000 0.000200161982 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 185.00000000 USD 943.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1492.00000000 OU Notional Amount USD 143291.68000000 0.001614279340 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1492.00000000 USD 8040.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48925.00000000 OU Notional Amount USD 559212.75000000 0.006299916290 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flowers Foods, Inc. Flowers Foods, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 48925.00000000 USD 19256.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2634.00000000 OU Notional Amount USD 256130.16000000 0.002885482434 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rogers Corp. Rogers Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2634.00000000 USD -2465.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27388.00000000 OU Notional Amount USD -5166746.20000000 -0.05820694995 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 27388.00000000 USD -2807.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 44908.00000000 OU Notional Amount USD 1586599.64000000 0.017874136308 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kforce, Inc. Kforce, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 44908.00000000 USD 32333.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43243.00000000 OU Notional Amount USD -2739011.62000000 -0.03085684996 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 -50594.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 137021.00000000 OU Notional Amount USD -8678910.14000000 -0.09777389263 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 137021.00000000 USD -160314.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8866.00000000 OU Notional Amount USD -561572.44000000 -0.00632649982 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 8866.00000000 USD -22.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17966.00000000 OU Notional Amount USD 6669518.18000000 0.075136710014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 17966.00000000 USD 4174.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8533.00000000 OU Notional Amount USD 3167705.59000000 0.035686382419 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8533.00000000 USD 92659.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17111.00000000 OU Notional Amount USD 6352116.53000000 0.071560962098 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17111.00000000 USD -204167.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16509.00000000 OU Notional Amount USD 6128636.07000000 0.069043300992 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16509.00000000 USD -574055.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3067.00000000 OU Notional Amount USD 1138562.41000000 0.012826688723 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3067.00000000 USD -51183.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 74743.00000000 OU Notional Amount USD -27746843.89000000 -0.31258728245 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 74743.00000000 USD 2933045.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38911.00000000 OU Notional Amount USD 16406823.15000000 0.184834148436 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 38911.00000000 USD -142803.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43999.00000000 OU Notional Amount USD 18552178.35000000 0.209003050475 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 43999.00000000 USD -162037.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13469.00000000 OU Notional Amount USD -4372710.85000000 -0.04926159555 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 13469.00000000 USD -526637.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 79234.00000000 OU Notional Amount USD -25723318.10000000 -0.28979087252 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 79234.00000000 USD -1610034.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10313.00000000 OU Notional Amount USD -3348115.45000000 -0.03771882359 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10313.00000000 USD -403326.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1454.00000000 OU Notional Amount USD -472041.10000000 -0.00531786769 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1454.00000000 USD -45802.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1670.00000000 OU Notional Amount USD -542165.50000000 -0.00610786729 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1670.00000000 USD 35619.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10947.00000000 OU Notional Amount USD 2882454.57000000 0.032472833465 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10947.00000000 USD -268420.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3002.00000000 OU Notional Amount USD 790456.62000000 0.008905037550 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3002.00000000 USD -73612.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8097.00000000 OU Notional Amount USD 2132021.07000000 0.024018683892 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8097.00000000 USD -232192.93000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3300.00000000 OU Notional Amount USD 868923.00000000 0.009789015295 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3300.00000000 USD -55848.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28512.00000000 OU Notional Amount USD -7507494.72000000 -0.08457709215 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 28512.00000000 USD 49412.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67333.00000000 OU Notional Amount USD 2074529.73000000 0.023371004401 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 COPT Defense Properties COPT Defense Properties Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 67333.00000000 USD 25586.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4764.00000000 OU Notional Amount USD -509557.44000000 -0.00574051506 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4764.00000000 USD 21342.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6268.00000000 OU Notional Amount USD -670425.28000000 -0.00755280194 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6268.00000000 USD -695.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5041.00000000 OU Notional Amount USD -539185.36000000 -0.00607429396 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5041.00000000 USD 26913.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33366.00000000 OU Notional Amount USD 1622588.58000000 0.018279576472 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IDT Corp. IDT Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 33366.00000000 USD -16494.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3777.00000000 OU Notional Amount USD 183675.51000000 0.002069230963 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 IDT Corp. IDT Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3777.00000000 USD 5335.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5480.00000000 OU Notional Amount USD 266492.40000000 0.003002220196 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IDT Corp. IDT Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5480.00000000 USD 3127.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 782.00000000 OU Notional Amount USD 149580.96000000 0.001685132405 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ryder System, Inc. Ryder System, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 782.00000000 USD -1.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 439503.00000000 OU Notional Amount USD 8557123.41000000 0.096401881344 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 439503.00000000 USD 496638.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 71938.00000000 OU Notional Amount USD 1400632.86000000 0.015779092611 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SM Energy Co. SM Energy Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 71938.00000000 USD 60406.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5101.00000000 OU Notional Amount USD -428892.08000000 -0.00483176430 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Selective Insurance Group, Inc. Selective Insurance Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5101.00000000 USD -10099.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3688.00000000 OU Notional Amount USD -310087.04000000 -0.00349334380 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Selective Insurance Group, Inc. Selective Insurance Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3688.00000000 USD -7302.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 188.00000000 OU Notional Amount USD -15807.04000000 -0.00017807717 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Selective Insurance Group, Inc. Selective Insurance Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 188.00000000 USD -208.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 227682.00000000 OU Notional Amount USD 9788049.18000000 0.110269106852 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ScanSource, Inc. ScanSource, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 227682.00000000 USD 580589.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20310.00000000 OU Notional Amount USD -1344318.90000000 -0.01514467711 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 20310.00000000 USD -28434.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25353.00000000 OU Notional Amount USD 7213182.03000000 0.081261457251 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 25353.00000000 USD 333899.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 35729.00000000 OU Notional Amount USD 10165257.79000000 0.114518621312 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 35729.00000000 USD 11790.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5006.00000000 OU Notional Amount USD -1424257.06000000 -0.01604523547 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5006.00000000 USD -23698.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 684.00000000 OU Notional Amount USD -194604.84000000 -0.00219235738 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 684.00000000 USD -10322.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 380811.00000000 OU Notional Amount USD 21039807.75000000 0.237027906815 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 380811.00000000 USD -3122650.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1498.00000000 OU Notional Amount USD 121188.20000000 0.001365268433 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 John B Sanfilippo & Son, Inc. John B Sanfilippo & Son, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 1498.00000000 USD 9632.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16073.00000000 OU Notional Amount USD 3231315.92000000 0.036402996542 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SAP SE SAP SE Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16073.00000000 USD -428153.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7347.00000000 OU Notional Amount USD 1477040.88000000 0.016639881515 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SAP SE SAP SE Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7347.00000000 USD 6090.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 265.00000000 OU Notional Amount USD 53275.60000000 0.000600186280 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SAP SE SAP SE Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 265.00000000 USD -9222.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6285.00000000 OU Notional Amount USD 1263536.40000000 0.014234606686 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SAP SE SAP SE Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6285.00000000 USD -68318.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 466.00000000 OU Notional Amount USD 14786.18000000 0.000166576488 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Saul Centers, Inc. Saul Centers, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 466.00000000 USD -102.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6364.00000000 OU Notional Amount USD -201929.72000000 -0.00227487719 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 6364.00000000 USD -1272.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 277338.00000000 OU Notional Amount USD -30582061.26000000 -0.34452795637 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Merck & Co., Inc. Merck & Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 277338.00000000 USD 166421.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30749.00000000 OU Notional Amount USD -1487636.62000000 -0.01675924981 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SLB Ltd. SLB Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 30749.00000000 USD 30894.30000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 384416.00000000 OU Notional Amount USD 39948510.72000000 0.450047452375 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 384416.00000000 USD 991793.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5939.00000000 OU Notional Amount USD 617180.88000000 0.006952967149 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5939.00000000 USD 2666.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8445.00000000 OU Notional Amount USD 877604.40000000 0.009886817237 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8445.00000000 USD 4115.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2311.00000000 OU Notional Amount USD 240159.12000000 0.002705557683 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2311.00000000 USD 228.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8194.00000000 OU Notional Amount USD 851520.48000000 0.009592963936 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8194.00000000 USD 16789.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 77041.00000000 OU Notional Amount USD -4947573.02000000 -0.05573781332 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Scotts Miracle-Gro Co. Scotts Miracle-Gro Co. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 77041.00000000 USD -28544.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20592.00000000 OU Notional Amount USD 5232221.28000000 0.058944571772 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pool Corp. Pool Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 20592.00000000 USD -262136.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1151.00000000 OU Notional Amount USD 292457.59000000 0.003294735922 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pool Corp. Pool Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1151.00000000 USD -14652.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 301126.00000000 OU Notional Amount USD 3628568.30000000 0.040878317858 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 301126.00000000 USD -319193.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6730.00000000 OU Notional Amount USD -214350.50000000 -0.00241480582 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PDF Solutions, Inc. PDF Solutions, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6730.00000000 USD 26236.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4872.00000000 OU Notional Amount USD -424205.04000000 -0.00477896157 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 4872.00000000 USD 1205.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4309.00000000 OU Notional Amount USD -375184.63000000 -0.00422671293 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4309.00000000 USD -10.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 606.00000000 OU Notional Amount USD -52764.42000000 -0.00059442748 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 606.00000000 USD 284.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2975.00000000 OU Notional Amount USD -259033.25000000 -0.00291818774 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2975.00000000 USD 711.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14942.00000000 OU Notional Amount USD -1300999.94000000 -0.01465665923 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14942.00000000 USD -7851.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15998.00000000 OU Notional Amount USD -1392945.86000000 -0.01569249326 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15998.00000000 USD -3898.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1391.00000000 OU Notional Amount USD 7069451.48000000 0.079642233738 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seaboard Corp. Seaboard Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1391.00000000 USD 346720.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 137627.00000000 OU Notional Amount USD 12090531.95000000 0.136208159050 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 137627.00000000 USD 227084.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15040.00000000 OU Notional Amount USD -5402668.80000000 -0.06086478032 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 15040.00000000 USD -101520.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2932.00000000 OU Notional Amount USD -233827.00000000 -0.00263422199 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Semtech Corp. Semtech Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2932.00000000 USD 6531.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 386.00000000 OU Notional Amount USD 31045.98000000 0.000349754320 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Service Corp. International Service Corp. International Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 386.00000000 USD -220.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4774.00000000 OU Notional Amount USD 383972.82000000 0.004325717938 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Service Corp. International Service Corp. International Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4774.00000000 USD -6115.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1499.00000000 OU Notional Amount USD 120564.57000000 0.001358242812 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Service Corp. International Service Corp. International Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1499.00000000 USD -2503.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 176201.00000000 OU Notional Amount USD -14171846.43000000 -0.15965559832 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 176201.00000000 USD 100434.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 244.00000000 OU Notional Amount USD 61229.36000000 0.000689790857 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Preformed Line Products Co. Preformed Line Products Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 244.00000000 USD 124.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 673.00000000 OU Notional Amount USD 168882.62000000 0.001902578882 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Preformed Line Products Co. Preformed Line Products Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 673.00000000 USD 8128.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 167049.00000000 OU Notional Amount USD 15822881.28000000 0.178255641598 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 167049.00000000 USD 624763.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 857.00000000 OU Notional Amount USD -81175.04000000 -0.00091449266 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 857.00000000 USD -2202.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10551.00000000 OU Notional Amount USD -999390.72000000 -0.01125882390 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10551.00000000 USD -21284.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2128.00000000 OU Notional Amount USD 754673.92000000 0.008501920821 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2128.00000000 USD -4309.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32185.00000000 OU Notional Amount USD -11414088.40000000 -0.12858755715 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 32185.00000000 USD -160764.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10607.00000000 OU Notional Amount USD -3761666.48000000 -0.04237776040 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10607.00000000 USD -42645.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1183.00000000 OU Notional Amount USD 410631.13000000 0.004626042137 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Argan, Inc. Argan, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1183.00000000 USD -17643.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13991.00000000 OU Notional Amount USD 4856416.01000000 0.054710866903 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Argan, Inc. Argan, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13991.00000000 USD -377086.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3641.00000000 OU Notional Amount USD 1263827.51000000 0.014237886240 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Argan, Inc. Argan, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3641.00000000 USD -121066.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11653.00000000 OU Notional Amount USD 4044872.83000000 0.045568274749 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Argan, Inc. Argan, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11653.00000000 USD -151521.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1798.00000000 OU Notional Amount USD 624103.78000000 0.007030958379 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Argan, Inc. Argan, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1798.00000000 USD 31375.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 261661.00000000 OU Notional Amount USD 4987258.66000000 0.056184899357 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 261661.00000000 USD -38644.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 352819.00000000 OU Notional Amount USD 15284119.08000000 0.172186114820 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 352819.00000000 USD -1393635.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 75878.00000000 OU Notional Amount USD -13413712.84000000 -0.15111470194 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Simpson Manufacturing Co., Inc. Simpson Manufacturing Co., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 75878.00000000 USD -286060.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 376.00000000 OU Notional Amount USD -66469.28000000 -0.00074882216 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Simpson Manufacturing Co., Inc. Simpson Manufacturing Co., Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 376.00000000 USD -0.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 498.00000000 OU Notional Amount USD -88036.44000000 -0.00099179105 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Simpson Manufacturing Co., Inc. Simpson Manufacturing Co., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 498.00000000 USD 4735.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 127.00000000 OU Notional Amount USD -22451.06000000 -0.00025292663 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Simpson Manufacturing Co., Inc. Simpson Manufacturing Co., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 127.00000000 USD 1397.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 773726.00000000 OU Notional Amount USD -33386276.90000000 -0.37611937447 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Silgan Holdings, Inc. Silgan Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 773726.00000000 USD -793078.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26271.00000000 OU Notional Amount USD -1367142.84000000 -0.01540180449 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H2O America H2O America Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 26271.00000000 USD 14186.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10541.00000000 OU Notional Amount USD -548553.64000000 -0.00617983408 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 10541.00000000 USD 5692.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7052.00000000 OU Notional Amount USD 1349118.12000000 0.015198743630 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7052.00000000 USD 44937.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1775.00000000 OU Notional Amount USD 339575.25000000 0.003825548772 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1775.00000000 USD 11022.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4393.00000000 OU Notional Amount USD 840424.83000000 0.009467963807 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4393.00000000 USD 34084.14000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8984.00000000 OU Notional Amount USD 1718729.04000000 0.019362664886 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8984.00000000 USD 58548.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 57849.00000000 OU Notional Amount USD 5583585.48000000 0.062902931175 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SkyWest, Inc. SkyWest, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 57849.00000000 USD -397544.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4056.00000000 OU Notional Amount USD 298075.44000000 0.003358024866 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4056.00000000 USD 1622.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3094.00000000 OU Notional Amount USD -227378.06000000 -0.00256157025 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3094.00000000 USD -7649.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20331.00000000 OU Notional Amount USD -1494125.19000000 -0.01683234801 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 20331.00000000 USD -36357.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 714.00000000 OU Notional Amount USD 220797.36000000 0.002487434138 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 714.00000000 USD -3057.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37511.00000000 OU Notional Amount USD -13733152.21000000 -0.15471340617 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 37511.00000000 USD -29927.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18155.00000000 OU Notional Amount USD -6646727.05000000 -0.07487995225 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 18155.00000000 USD 111834.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3265.00000000 OU Notional Amount USD -1195349.15000000 -0.01346643041 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3265.00000000 USD 12569.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 257307.00000000 OU Notional Amount USD 28589380.77000000 0.322079039960 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 257307.00000000 USD -1368873.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 489638.00000000 OU Notional Amount USD -23502624.00000000 -0.26477322595 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sonoco Products Co. Sonoco Products Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 489638.00000000 USD -572876.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22181.00000000 OU Notional Amount USD -1064909.81000000 -0.01199694152 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advance Auto Parts, Inc. Advance Auto Parts, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 22181.00000000 USD -49241.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85.00000000 OU Notional Amount USD -16177.20000000 -0.00018224728 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southern Copper Corp. Southern Copper Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 85.00000000 USD -1182.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3754.00000000 OU Notional Amount USD -714461.28000000 -0.00804889777 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Southern Copper Corp. Southern Copper Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3754.00000000 USD -23503.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3145.00000000 OU Notional Amount USD -598556.40000000 -0.00674314957 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Southern Copper Corp. Southern Copper Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3145.00000000 USD -3501.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 290922.00000000 OU Notional Amount USD 18118622.16000000 0.204118741767 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 290922.00000000 USD 221100.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10995.00000000 OU Notional Amount USD 981963.45000000 0.011062493720 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southern Co. Southern Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10995.00000000 USD 19791.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16979.00000000 OU Notional Amount USD 1516394.49000000 0.017083227001 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Southern Co. Southern Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 16979.00000000 USD 5441.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42409.00000000 OU Notional Amount USD 3787547.79000000 0.042669331169 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Southern Co. Southern Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 42409.00000000 USD 12232.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11361.00000000 OU Notional Amount USD 1014650.91000000 0.011430740442 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Southern Co. Southern Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11361.00000000 USD 10289.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 165679.00000000 OU Notional Amount USD -14796791.49000000 -0.16669603430 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 165679.00000000 USD -87809.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145295.00000000 OU Notional Amount USD -6904418.40000000 -0.07778302257 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 145295.00000000 USD -778308.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11017.00000000 OU Notional Amount USD -523527.84000000 -0.00589790123 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 11017.00000000 USD -12486.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 757297.00000000 OU Notional Amount USD 19848754.37000000 0.223609871207 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 757297.00000000 USD 1499484.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1079.00000000 OU Notional Amount USD 28280.59000000 0.000318600299 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1079.00000000 USD 2837.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19915.00000000 OU Notional Amount USD 521972.15000000 0.005880375315 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19915.00000000 USD 53021.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1374.00000000 OU Notional Amount USD 113794.68000000 0.001281975345 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Southwest Gas Holdings, Inc. Southwest Gas Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1374.00000000 USD 252.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3724.00000000 OU Notional Amount USD -308421.68000000 -0.00347458237 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Southwest Gas Holdings, Inc. Southwest Gas Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3724.00000000 USD 6797.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5066.00000000 OU Notional Amount USD -96000.70000000 -0.00108151392 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STAAR Surgical Co. STAAR Surgical Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5066.00000000 USD 4762.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 208206.00000000 OU Notional Amount USD 8313665.58000000 0.093659161424 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 208206.00000000 USD -39559.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 134641.00000000 OU Notional Amount USD 5376215.13000000 0.060566761540 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Standard Motor Products, Inc. Standard Motor Products, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 134641.00000000 USD 134641.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10154.00000000 OU Notional Amount USD 1796242.60000000 0.020235908458 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chevron Corp. Chevron Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10154.00000000 USD 80234.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 541.00000000 OU Notional Amount USD 95702.90000000 0.001078158999 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chevron Corp. Chevron Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 541.00000000 USD 5810.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 153.00000000 OU Notional Amount USD 27065.70000000 0.000304913728 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chevron Corp. Chevron Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 153.00000000 USD 1643.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 57102.00000000 OU Notional Amount USD 4711486.02000000 0.053078130873 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 57102.00000000 USD -458529.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 89825.00000000 OU Notional Amount USD 7411460.75000000 0.083495203420 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Synaptics, Inc. Synaptics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 89825.00000000 USD 1796.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2322.00000000 OU Notional Amount USD -191588.22000000 -0.00215837308 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Synaptics, Inc. Synaptics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2322.00000000 USD 20534.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136659.00000000 OU Notional Amount USD -94563928.23000000 -1.06532769856 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 136659.00000000 USD -98353.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28410.00000000 OU Notional Amount USD -19658867.70000000 -0.22147066725 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 28410.00000000 USD 98465.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 114600.00000000 OU Notional Amount USD -79299762.00000000 -0.89336636632 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 114600.00000000 USD -85958.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 109162.00000000 OU Notional Amount USD -75536829.14000000 -0.85097433927 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 109162.00000000 USD -136805.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19497.00000000 OU Notional Amount USD -2551377.42000000 -0.02874302163 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 State Street Corp. State Street Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 19497.00000000 USD -53611.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17233.00000000 OU Notional Amount USD -2255110.38000000 -0.02540536963 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 State Street Corp. State Street Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 17233.00000000 USD -6026.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 533.00000000 OU Notional Amount USD -69748.38000000 -0.00078576347 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 State Street Corp. State Street Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 533.00000000 USD -1279.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12095.00000000 OU Notional Amount USD -1582751.70000000 -0.01783078661 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 State Street Corp. State Street Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 12095.00000000 USD -23347.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8376.00000000 OU Notional Amount USD -1096083.36000000 -0.01234813300 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 State Street Corp. State Street Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8376.00000000 USD -4407.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6030.00000000 OU Notional Amount USD -789085.80000000 -0.00888959432 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 State Street Corp. State Street Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6030.00000000 USD -14478.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164771.00000000 OU Notional Amount USD -15150693.45000000 -0.17068298332 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 164771.00000000 USD 639311.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 55507.00000000 OU Notional Amount USD -3197758.27000000 -0.03602494653 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Stepan Co. Stepan Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 55507.00000000 USD -393544.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1716.00000000 OU Notional Amount USD 115709.88000000 0.001303551390 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stewart Information Services Corp. Stewart Information Services Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1716.00000000 USD -1051.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45489.00000000 OU Notional Amount USD 5608793.70000000 0.063186919113 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stifel Financial Corp. Stifel Financial Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 45489.00000000 USD -329529.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1525.00000000 OU Notional Amount USD 273844.25000000 0.003085043843 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1525.00000000 USD -3.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103.00000000 OU Notional Amount USD 18495.71000000 0.000208366895 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 103.00000000 USD 78.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 776.00000000 OU Notional Amount USD 139346.32000000 0.001569832146 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 776.00000000 USD 4647.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95380.00000000 OU Notional Amount USD -17127386.60000000 -0.19295179134 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 95380.00000000 USD -72488.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12898.00000000 OU Notional Amount USD 3562298.62000000 0.040131744328 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 12898.00000000 USD -134010.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1955.00000000 OU Notional Amount USD 539951.45000000 0.006082924497 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Public Storage Public Storage Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1955.00000000 USD -23945.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10443.00000000 OU Notional Amount USD 2884252.17000000 0.032493084666 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Public Storage Public Storage Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10443.00000000 USD -150097.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21416.00000000 OU Notional Amount USD 7914496.96000000 0.089162252346 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stryker Corp. Stryker Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 21416.00000000 USD 234458.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13565.00000000 OU Notional Amount USD 5013081.40000000 0.056475810285 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stryker Corp. Stryker Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13565.00000000 USD 172217.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20265.00000000 OU Notional Amount USD 7489133.40000000 0.084370239251 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stryker Corp. Stryker Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 20265.00000000 USD 154968.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2845.00000000 OU Notional Amount USD -1051398.20000000 -0.01184472394 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Stryker Corp. Stryker Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2845.00000000 USD -7.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 204230.00000000 OU Notional Amount USD 17051162.70000000 0.192093076684 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 204230.00000000 USD -824042.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169.00000000 OU Notional Amount USD 14109.81000000 0.000158956715 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 169.00000000 USD -8.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1541.00000000 OU Notional Amount USD 128658.09000000 0.001449421883 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1541.00000000 USD -6951.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3438.00000000 OU Notional Amount USD 287038.62000000 0.003233687497 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3438.00000000 USD -6432.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 270000.00000000 OU Notional Amount USD -22542300.00000000 -0.25395451552 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 270000.00000000 USD 1231200.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38369.00000000 OU Notional Amount USD 4889361.67000000 0.055082022425 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sun Communities, Inc. Sun Communities, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 38369.00000000 USD 8197.89000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42966.00000000 OU Notional Amount USD -19984131.09000000 -0.22513498307 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42966.00000000 USD 2107340.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 62660.00000000 OU Notional Amount USD 5254041.00000000 0.059190385927 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 62660.00000000 USD 401942.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17569.00000000 OU Notional Amount USD 1473160.65000000 0.016596168055 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sysco Corp. Sysco Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17569.00000000 USD 123158.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37086.00000000 OU Notional Amount USD -18699502.92000000 -0.21066276309 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 37086.00000000 USD 756503.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3398.00000000 OU Notional Amount USD -1713339.56000000 -0.01930194868 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3398.00000000 USD 2841.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155996.00000000 OU Notional Amount USD 5104189.12000000 0.057502201421 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tanger, Inc. Tanger, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 155996.00000000 USD -12479.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3422.00000000 OU Notional Amount USD -357154.14000000 -0.00402358706 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3422.00000000 USD -586.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5827.00000000 OU Notional Amount USD -608163.99000000 -0.00685138568 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 5827.00000000 USD 4177.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83859.00000000 OU Notional Amount USD 2857914.72000000 0.032196375175 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 83859.00000000 USD 162567.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1779.00000000 OU Notional Amount USD 60628.32000000 0.000683019728 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1779.00000000 USD 3077.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43188.00000000 OU Notional Amount USD 1471847.04000000 0.016581369335 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 43188.00000000 USD 98496.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 375453.00000000 OU Notional Amount USD -12795438.24000000 -0.14414941328 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 375453.00000000 USD -649533.69000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 296262.00000000 OU Notional Amount USD 11157226.92000000 0.125693835900 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 296262.00000000 USD 639925.92000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 7890.00000000 OU Notional Amount USD 297137.40000000 0.003347457200 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 17042.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42685.00000000 OU Notional Amount USD 1607517.10000000 0.018109785883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 42685.00000000 USD 3439.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81060.00000000 OU Notional Amount USD -19539513.00000000 -0.22012605445 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 81060.00000000 USD -1082151.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5631.00000000 OU Notional Amount USD -320967.00000000 -0.00361591403 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Terex Corp. Terex Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5631.00000000 USD 18869.51000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10010.00000000 OU Notional Amount USD -114114.00000000 -0.00128557270 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TETRA Technologies, Inc. TETRA Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10010.00000000 USD 375.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15249.00000000 OU Notional Amount USD 3286921.95000000 0.037029436719 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 15249.00000000 USD 313430.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20469.00000000 OU Notional Amount USD 4412092.95000000 0.049705261998 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 20469.00000000 USD 420842.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1932.00000000 OU Notional Amount USD 416442.60000000 0.004691512344 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1932.00000000 USD 36628.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20168.00000000 OU Notional Amount USD 4347212.40000000 0.048974337973 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20168.00000000 USD 393139.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40714.00000000 OU Notional Amount USD 8775902.70000000 0.098866580536 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 40714.00000000 USD 632184.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4755.00000000 OU Notional Amount USD -1024940.25000000 -0.01154665693 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 4755.00000000 USD -90166.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 103014.00000000 OU Notional Amount USD 9071412.84000000 0.102195705534 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 -566577.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10400.00000000 OU Notional Amount USD -915824.00000000 -0.01031738732 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Textron, Inc. Textron, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 10400.00000000 USD 5159.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1445.00000000 OU Notional Amount USD -127246.70000000 -0.00143352160 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Textron, Inc. Textron, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1445.00000000 USD 11516.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9540.00000000 OU Notional Amount USD -840092.40000000 -0.00946421875 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Textron, Inc. Textron, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 9540.00000000 USD 26587.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1533.00000000 OU Notional Amount USD -134995.98000000 -0.00152082257 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Textron, Inc. Textron, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1533.00000000 USD 8431.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5924.00000000 OU Notional Amount USD 3427685.64000000 0.038615236513 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5924.00000000 USD -14.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4355.00000000 OU Notional Amount USD -2519846.55000000 -0.02838780469 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 4355.00000000 USD 209072.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 17585.00000000 OU Notional Amount USD 1408910.20000000 0.015872342540 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tompkins Financial Corp. Tompkins Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 17585.00000000 USD 88980.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6501.00000000 OU Notional Amount USD 281883.36000000 0.003175609947 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ACI Worldwide, Inc. ACI Worldwide, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 6501.00000000 USD -845.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166.00000000 OU Notional Amount USD -18570.42000000 -0.00020920855 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Thor Industries, Inc. Thor Industries, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 166.00000000 USD 1009.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 655.00000000 OU Notional Amount USD -73274.85000000 -0.00082549158 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Thor Industries, Inc. Thor Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 655.00000000 USD 2331.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1552.00000000 OU Notional Amount USD 109400.48000000 0.001232471659 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FormFactor, Inc. FormFactor, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1552.00000000 USD -4411.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 87674.00000000 OU Notional Amount USD -8170340.06000000 -0.09204450085 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Timken Co. Timken Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 87674.00000000 USD -200057.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4993.00000000 OU Notional Amount USD -465297.67000000 -0.00524189831 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Timken Co. Timken Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4993.00000000 USD 6167.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 155657.00000000 OU Notional Amount USD 5795110.11000000 0.065285901632 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 155657.00000000 USD 312870.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 109485.00000000 OU Notional Amount USD 4076126.55000000 0.045920369403 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 United Natural Foods, Inc. United Natural Foods, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 109485.00000000 USD 463121.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28822.00000000 OU Notional Amount USD -1091777.36000000 -0.01229962295 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 28822.00000000 USD -2305.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 50860.00000000 OU Notional Amount USD -1926576.80000000 -0.02170421287 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tootsie Roll Industries, Inc. Tootsie Roll Industries, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 50860.00000000 USD -53403.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24605.00000000 OU Notional Amount USD -932037.40000000 -0.01050004242 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 24605.00000000 USD -3936.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 145863.00000000 OU Notional Amount USD 13346464.50000000 0.150357103135 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toro Co. Toro Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 145863.00000000 USD 147321.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 49689.00000000 OU Notional Amount USD -4546543.50000000 -0.05121993992 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Toro Co. Toro Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 49689.00000000 USD -54747.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 80298.00000000 OU Notional Amount USD 8779783.32000000 0.098910298390 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 80298.00000000 USD -206107.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12190.00000000 OU Notional Amount USD 1642358.70000000 0.018502300473 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 12190.00000000 USD 130798.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9639.00000000 OU Notional Amount USD 1298662.47000000 0.014630326026 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 9639.00000000 USD 45785.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16212.00000000 OU Notional Amount USD -824866.56000000 -0.00929268919 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tractor Supply Co. Tractor Supply Co. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 16212.00000000 USD 45421.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15502.00000000 OU Notional Amount USD -788741.76000000 -0.00888571847 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tractor Supply Co. Tractor Supply Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15502.00000000 USD 52981.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11520.00000000 OU Notional Amount USD 778752.00000000 0.008773176954 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11520.00000000 USD -39257.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4960.00000000 OU Notional Amount USD 335296.00000000 0.003777340077 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4960.00000000 USD -12931.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 421.00000000 OU Notional Amount USD -28459.60000000 -0.00032061697 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 421.00000000 USD 1633.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6094.00000000 OU Notional Amount USD -411954.40000000 -0.00464094968 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6094.00000000 USD 14680.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3353.00000000 OU Notional Amount USD -226662.80000000 -0.00255351235 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3353.00000000 USD 28632.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 37014.00000000 OU Notional Amount USD 1844037.48000000 0.020774350657 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TriCo Bancshares TriCo Bancshares Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 37014.00000000 USD 34793.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 91839.00000000 OU Notional Amount USD 2639452.86000000 0.029735252050 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trinity Industries, Inc. Trinity Industries, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 91839.00000000 USD 73569.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31095.00000000 OU Notional Amount USD -1316251.35000000 -0.01482847685 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Bankshares, Inc. United Bankshares, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 31095.00000000 USD -18229.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1164155.00000000 OU Notional Amount USD -18195742.65000000 -0.20498755713 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 UMH Properties, Inc. UMH Properties, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1164155.00000000 USD 529210.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 512.00000000 OU Notional Amount USD -128583.68000000 -0.00144858360 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UFP Technologies, Inc. UFP Technologies, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 512.00000000 USD 3184.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14258.00000000 OU Notional Amount USD -5266905.20000000 -0.05933530998 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 1094301.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77.00000000 OU Notional Amount USD -28443.80000000 -0.00032043897 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 77.00000000 USD 5480.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1455.00000000 OU Notional Amount USD -537477.00000000 -0.00605504811 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1455.00000000 USD 80261.23000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1167.00000000 OU Notional Amount USD -431089.80000000 -0.00485652312 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1167.00000000 USD 77538.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22148.00000000 OU Notional Amount USD 888356.28000000 0.010007944561 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UGI Corp. UGI Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 22148.00000000 USD 35436.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5673.00000000 OU Notional Amount USD -227544.03000000 -0.00256344001 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 UGI Corp. UGI Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5673.00000000 USD 2935.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10275.00000000 OU Notional Amount USD -412130.25000000 -0.00464293075 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UGI Corp. UGI Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10275.00000000 USD 570.15000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 18371.00000000 OU Notional Amount USD -134659.43000000 -0.00151703110 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 U.S. Antimony Corp. U.S. Antimony Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 18371.00000000 USD 1469.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 136406.00000000 OU Notional Amount USD 4153562.70000000 0.046792740898 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 136406.00000000 USD 73659.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 110981.00000000 OU Notional Amount USD 3379371.45000000 0.038070943929 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 110981.00000000 USD 122079.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58931.00000000 OU Notional Amount USD 13854678.10000000 0.156082478921 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 219812.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56897.00000000 OU Notional Amount USD 13376484.70000000 0.150695301338 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 212225.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11702.00000000 OU Notional Amount USD 2751140.20000000 0.030993486761 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11702.00000000 USD 43648.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6117.00000000 OU Notional Amount USD 1438106.70000000 0.016201261196 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6117.00000000 USD 20632.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 329.00000000 OU Notional Amount USD 94399.97000000 0.001063480596 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 329.00000000 USD -22220.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1751.00000000 OU Notional Amount USD 502414.43000000 0.005660044146 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1751.00000000 USD -12416.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1372.00000000 OU Notional Amount USD 393667.96000000 0.004434940359 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1372.00000000 USD -83446.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84.00000000 OU Notional Amount USD 24102.12000000 0.000271526960 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 84.00000000 USD -4370.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3684.00000000 OU Notional Amount USD -1057050.12000000 -0.01190839670 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3684.00000000 USD 248899.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15575.00000000 OU Notional Amount USD 181448.75000000 0.002044144980 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Gladstone Commercial Corp. Gladstone Commercial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15575.00000000 USD -1099.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7638.00000000 OU Notional Amount USD 971095.32000000 0.010940056760 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7638.00000000 USD 6183.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1097.00000000 OU Notional Amount USD 139472.58000000 0.001571254551 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1097.00000000 USD 5560.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1180.00000000 OU Notional Amount USD 150025.20000000 0.001690137074 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1180.00000000 USD 4531.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89983.00000000 OU Notional Amount USD -11440438.62000000 -0.12888441051 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 89983.00000000 USD -186264.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 46379.00000000 OU Notional Amount USD -2235004.01000000 -0.02517885754 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 46379.00000000 USD 356190.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30070.00000000 OU Notional Amount USD -1449073.30000000 -0.01632480748 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Array Digital Infrastructure, Inc. Array Digital Infrastructure, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30070.00000000 USD 363546.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84718.00000000 OU Notional Amount USD 9827288.00000000 0.110711159150 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 84718.00000000 USD -360898.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60840.00000000 OU Notional Amount USD -5750596.80000000 -0.06478442857 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sensient Technologies Corp. Sensient Technologies Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 60840.00000000 USD 229975.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7369.00000000 OU Notional Amount USD 1483084.94000000 0.016707972008 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 7369.00000000 USD -20179.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15474.00000000 OU Notional Amount USD -3114297.24000000 -0.03508470061 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 15474.00000000 USD 53026.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2447.00000000 OU Notional Amount USD -492483.22000000 -0.00554816223 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2447.00000000 USD 7169.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2850.00000000 OU Notional Amount USD -573591.00000000 -0.00646189716 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2850.00000000 USD 3930.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7654.00000000 OU Notional Amount USD -1540444.04000000 -0.01735416172 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7654.00000000 USD 5317.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 448081.00000000 OU Notional Amount USD 25356903.79000000 0.285662963278 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Universal Corp. Universal Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 448081.00000000 USD 901873.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2350.00000000 OU Notional Amount USD -119638.50000000 -0.00134780999 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Unitil Corp. Unitil Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2350.00000000 USD -3971.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11401.00000000 OU Notional Amount USD 2491916.57000000 0.028073154259 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 VSE Corp. VSE Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11401.00000000 USD 142301.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 23719.00000000 OU Notional Amount USD 5184261.83000000 0.058404275578 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VSE Corp. VSE Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 23719.00000000 USD 99016.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10010.00000000 OU Notional Amount USD 2187885.70000000 0.024648037376 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 10010.00000000 USD 34544.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7366.00000000 OU Notional Amount USD 1609986.62000000 0.018137606725 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VSE Corp. VSE Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7366.00000000 USD 16638.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24262.00000000 OU Notional Amount USD -5302945.34000000 -0.05974132695 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 24262.00000000 USD -175414.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20217.00000000 OU Notional Amount USD -4418829.69000000 -0.04978115600 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 20217.00000000 USD -146168.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 56641.00000000 OU Notional Amount USD -12380023.37000000 -0.13946947902 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 VSE Corp. VSE Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 56641.00000000 USD -1045842.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171.00000000 OU Notional Amount USD -76190.76000000 -0.00085834132 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Valmont Industries, Inc. Valmont Industries, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 171.00000000 USD -0.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2408.00000000 OU Notional Amount USD 95669.84000000 0.001077786555 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Universal Health Realty Income Trust Universal Health Realty Income Trust Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2408.00000000 USD -746.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 133577.00000000 OU Notional Amount USD 10374925.59000000 0.116880673301 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 133577.00000000 USD 340947.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27271.00000000 OU Notional Amount USD -534238.89000000 -0.00601856857 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 VF Corp. VF Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 27271.00000000 USD 14112.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 163192.00000000 OU Notional Amount USD -3288318.80000000 -0.03704517319 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 163192.00000000 USD -664191.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 673.00000000 OU Notional Amount USD -106111.91000000 -0.00119542365 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Vicor Corp. Vicor Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 673.00000000 USD -1.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1020.00000000 OU Notional Amount USD -160823.40000000 -0.00181178622 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vicor Corp. Vicor Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 1020.00000000 USD 3268.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 18971.00000000 OU Notional Amount USD -8914472.90000000 -0.10042766915 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 18971.00000000 USD -4173.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7700.00000000 OU Notional Amount USD 2314158.00000000 0.026070581694 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vulcan Materials Co. Vulcan Materials Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7700.00000000 USD 4790.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 169710.00000000 OU Notional Amount USD 12023953.50000000 0.135458107013 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 169710.00000000 USD 220623.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 515.00000000 OU Notional Amount USD -16418.20000000 -0.00018496231 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 515.00000000 USD 906.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4025.00000000 OU Notional Amount USD -128317.00000000 -0.00144557926 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vornado Realty Trust Vornado Realty Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4025.00000000 USD 7120.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1094266.00000000 OU Notional Amount USD -13634554.36000000 -0.15360263357 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 1094266.00000000 USD -65655.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 200408.00000000 OU Notional Amount USD 23876609.12000000 0.268986425580 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 200408.00000000 USD 1216476.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15809.00000000 OU Notional Amount USD 1883484.26000000 0.021218745768 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15809.00000000 USD 4655.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81082.00000000 OU Notional Amount USD -9660109.48000000 -0.10882777812 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 81082.00000000 USD 17756.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 978.00000000 OU Notional Amount USD 217350.72000000 0.002448605368 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 978.00000000 USD -7836.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 493.00000000 OU Notional Amount USD 109564.32000000 0.001234317430 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 493.00000000 USD 1173.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3222.00000000 OU Notional Amount USD 716057.28000000 0.008066877808 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3222.00000000 USD -13696.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10398.00000000 OU Notional Amount USD 3854746.56000000 0.043426371537 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Waters Corp. Waters Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10398.00000000 USD -141037.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16695.00000000 OU Notional Amount USD -6189170.40000000 -0.06972526185 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 16695.00000000 USD 495841.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3692.00000000 OU Notional Amount USD -1368698.24000000 -0.01541932715 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Waters Corp. Waters Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3692.00000000 USD -3.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1999.00000000 OU Notional Amount USD 129395.27000000 0.001457726722 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WSFS Financial Corp. WSFS Financial Corp. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 1999.00000000 USD 9655.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1901.00000000 OU Notional Amount USD 123051.73000000 0.001386262381 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WSFS Financial Corp. WSFS Financial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1901.00000000 USD 14333.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11474.00000000 OU Notional Amount USD 742712.02000000 0.008367161789 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 WSFS Financial Corp. WSFS Financial Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11474.00000000 USD 56952.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 438720.00000000 OU Notional Amount USD -14311046.40000000 -0.16122378173 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 438720.00000000 USD 463523.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17322.00000000 OU Notional Amount USD -595357.14000000 -0.00670710770 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 17322.00000000 USD -65303.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 84576.00000000 OU Notional Amount USD -2906877.12000000 -0.03274797029 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Washington Trust Bancorp, Inc. Washington Trust Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 84576.00000000 USD -344224.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24058.00000000 OU Notional Amount USD 993354.82000000 0.011190825339 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avista Corp. Avista Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 24058.00000000 USD 18589.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4997.00000000 OU Notional Amount USD -1931090.65000000 -0.02175506449 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4997.00000000 USD -3862.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4644.00000000 OU Notional Amount USD -1794673.80000000 -0.02021823484 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4644.00000000 USD 7980.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2279.00000000 OU Notional Amount USD -880719.55000000 -0.00992191154 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2279.00000000 USD 3942.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44133.00000000 OU Notional Amount USD 6919613.07000000 0.077954200981 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 44133.00000000 USD -280661.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 95.00000000 OU Notional Amount USD 28434.45000000 0.000320333638 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 95.00000000 USD 238.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1887.00000000 OU Notional Amount USD 564797.97000000 0.006362837635 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1887.00000000 USD -1771.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7.00000000 OU Notional Amount USD -2095.17000000 -0.00002360353 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 7.00000000 USD -17.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37475.00000000 OU Notional Amount USD -11216642.25000000 -0.12636319046 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 37475.00000000 USD 157769.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8693.00000000 OU Notional Amount USD -2601901.83000000 -0.02931221386 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 8693.00000000 USD 36518.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24029.00000000 OU Notional Amount USD 5556225.67000000 0.062594704096 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WD-40 Co. WD-40 Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 24029.00000000 USD 387347.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6942.00000000 OU Notional Amount USD 1605198.66000000 0.018083667062 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 WD-40 Co. WD-40 Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6942.00000000 USD 192501.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 90355.00000000 OU Notional Amount USD -5942648.35000000 -0.06694802139 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Webster Financial Corp. Webster Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 90355.00000000 USD -1807.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 58385.00000000 OU Notional Amount USD -2637250.45000000 -0.02971044038 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 58385.00000000 USD -351142.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3314.00000000 OU Notional Amount USD 235791.10000000 0.002656348933 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weis Markets, Inc. Weis Markets, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3314.00000000 USD 7115.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88712.00000000 OU Notional Amount USD 28196222.08000000 0.317649836877 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 88712.00000000 USD -1344873.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3105.00000000 OU Notional Amount USD 986893.20000000 0.011118030745 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3105.00000000 USD -32424.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3790.00000000 OU Notional Amount USD 1204613.60000000 0.013570800813 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3790.00000000 USD -51852.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4893.00000000 OU Notional Amount USD 1555191.12000000 0.017520297725 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4893.00000000 USD -86587.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2149.00000000 OU Notional Amount USD -683038.16000000 -0.00769489470 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2149.00000000 USD 344.73000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6799.00000000 OU Notional Amount USD -119798.38000000 -0.00134961115 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Horizon Bancorp, Inc. Horizon Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6799.00000000 USD -3331.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2829.00000000 OU Notional Amount USD 600823.02000000 0.006768684604 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2829.00000000 USD -2.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6450.00000000 OU Notional Amount USD -1369851.00000000 -0.01543231378 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6450.00000000 USD -10531.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 203.00000000 OU Notional Amount USD -43113.14000000 -0.00048569917 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 203.00000000 USD -0.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 437.00000000 OU Notional Amount USD -92810.06000000 -0.00104556916 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 437.00000000 USD 3010.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2295.00000000 OU Notional Amount USD 116081.10000000 0.001307733439 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Westamerica BanCorp Westamerica BanCorp Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 2295.00000000 USD -1537.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 264.00000000 OU Notional Amount USD 61015.68000000 0.000687383605 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 264.00000000 USD -1259.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 627.00000000 OU Notional Amount USD -144912.24000000 -0.00163253606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 627.00000000 USD 10445.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4443.00000000 OU Notional Amount USD -1026866.16000000 -0.01156835363 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4443.00000000 USD 53768.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 478.00000000 OU Notional Amount USD 114136.84000000 0.001285830013 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Enpro, Inc. Enpro, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 478.00000000 USD 787.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 131785.00000000 OU Notional Amount USD -13818975.10000000 -0.15568026006 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 131785.00000000 USD -10542.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11914.00000000 OU Notional Amount USD -1249302.04000000 -0.01407424682 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11914.00000000 USD -25626.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8491.00000000 OU Notional Amount USD -890366.26000000 -0.01003058836 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8491.00000000 USD 3303.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1032.00000000 OU Notional Amount USD -108215.52000000 -0.00121912227 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1032.00000000 USD -82.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13288.00000000 OU Notional Amount USD 468933.52000000 0.005282858664 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WesBanco, Inc. WesBanco, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13288.00000000 USD 5954.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3293.00000000 OU Notional Amount USD -116209.97000000 -0.00130918524 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WesBanco, Inc. WesBanco, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3293.00000000 USD -2338.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2157.00000000 OU Notional Amount USD 287031.99000000 0.003233612806 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2157.00000000 USD -18550.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11581.00000000 OU Notional Amount USD 1541083.67000000 0.017361367597 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11581.00000000 USD -85118.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3981.00000000 OU Notional Amount USD 529751.67000000 0.005968016959 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3981.00000000 USD -33325.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6875.00000000 OU Notional Amount USD 914856.25000000 0.010306484952 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6875.00000000 USD -997.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD -798.42000000 -0.00000899475 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6.00000000 USD 51.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7143.00000000 OU Notional Amount USD -950519.01000000 -0.01070825047 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 7143.00000000 USD 61399.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11570.00000000 OU Notional Amount USD 2895161.10000000 0.032615981266 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 11570.00000000 USD 325464.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42657.00000000 OU Notional Amount USD -10674061.11000000 -0.12025064069 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 42657.00000000 USD -408274.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6532.00000000 OU Notional Amount USD -1634502.36000000 -0.01841379339 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6532.00000000 USD -49513.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 564.00000000 OU Notional Amount USD -141129.72000000 -0.00158992337 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 564.00000000 USD -15865.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41584.00000000 OU Notional Amount USD 9570141.76000000 0.107814229875 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 41584.00000000 USD -148039.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2871.00000000 OU Notional Amount USD -660731.94000000 -0.00744359979 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2871.00000000 USD 653.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 322732.00000000 OU Notional Amount USD -8320030.96000000 -0.09373087180 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 322732.00000000 USD 329186.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19450.00000000 OU Notional Amount USD -501421.00000000 -0.00564885247 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19450.00000000 USD -48.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4842.00000000 OU Notional Amount USD -124826.76000000 -0.00140625931 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4842.00000000 USD 4890.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5314.00000000 OU Notional Amount USD -136994.92000000 -0.00154334200 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5314.00000000 USD 6796.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18872.00000000 OU Notional Amount USD -486520.16000000 -0.00548098426 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18872.00000000 USD 5076.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15314.00000000 OU Notional Amount USD -394794.92000000 -0.00444763633 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15314.00000000 USD 19406.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1318.00000000 OU Notional Amount USD -105426.82000000 -0.00118770564 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Whirlpool Corp. Whirlpool Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1318.00000000 USD 6217.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 448038.00000000 OU Notional Amount USD 24982598.88000000 0.281446160996 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 448038.00000000 USD -1686783.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3774.00000000 OU Notional Amount USD 210438.24000000 0.002370731526 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3774.00000000 USD -14756.34000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 105254.00000000 OU Notional Amount USD 5868963.04000000 0.066117905689 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 -515744.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66733.00000000 OU Notional Amount USD 3721032.08000000 0.041919985942 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 66733.00000000 USD -261045.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 129.00000000 OU Notional Amount USD 13861.05000000 0.000156154262 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 129.00000000 USD -1279.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 86402.00000000 OU Notional Amount USD -9283894.90000000 -0.10458946209 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 86402.00000000 USD 657519.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95306.00000000 OU Notional Amount USD -9234198.34000000 -0.10402959616 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 95306.00000000 USD 137981.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 481.00000000 OU Notional Amount USD 15021.63000000 0.000169228994 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 John Wiley & Sons, Inc. John Wiley & Sons, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 481.00000000 USD 105.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69062.00000000 OU Notional Amount USD 19963061.72000000 0.224897622133 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 69062.00000000 USD 529705.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18530.00000000 OU Notional Amount USD 5356281.80000000 0.060342198866 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 18530.00000000 USD 141968.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 496.00000000 OU Notional Amount USD 143373.76000000 0.001615204027 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 496.00000000 USD 3804.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2488.00000000 OU Notional Amount USD 719181.28000000 0.008102071817 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2488.00000000 USD 24852.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65.00000000 OU Notional Amount USD 18788.90000000 0.000211669882 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 65.00000000 USD 1070.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 239760.00000000 OU Notional Amount USD -15390194.40000000 -0.17338112626 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 239760.00000000 USD 198889.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 281321.00000000 OU Notional Amount USD -18921650.46000000 -0.21316540794 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Williams Cos., Inc. Williams Cos., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 281321.00000000 USD -601513.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2185.00000000 OU Notional Amount USD 447160.25000000 0.005037567801 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 2185.00000000 USD 322.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2560.00000000 OU Notional Amount USD -523904.00000000 -0.00590213893 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2560.00000000 USD 1415.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 86.00000000 OU Notional Amount USD -17599.90000000 -0.00019827497 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 86.00000000 USD 460.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 540.00000000 OU Notional Amount USD -110511.00000000 -0.00124498243 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 540.00000000 USD 2889.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8329.00000000 OU Notional Amount USD -1704529.85000000 -0.01920270124 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8329.00000000 USD 44208.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26483.00000000 OU Notional Amount USD -5349566.00000000 -0.06026654076 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26483.00000000 USD 376510.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1921.00000000 OU Notional Amount USD -388042.00000000 -0.00437156004 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1921.00000000 USD 2303.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 90.00000000 OU Notional Amount USD -18180.00000000 -0.00020481020 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 90.00000000 USD 979.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 578.00000000 OU Notional Amount USD -116756.00000000 -0.00131533665 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 578.00000000 USD 6288.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 191765.00000000 OU Notional Amount USD -6299480.25000000 -0.07096797819 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 LKQ Corp. LKQ Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 191765.00000000 USD 28764.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24609.00000000 OU Notional Amount USD 1129799.19000000 0.012727965022 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Winnebago Industries, Inc. Winnebago Industries, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 24609.00000000 USD -63491.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 310036.00000000 OU Notional Amount USD -20434472.76000000 -0.23020839176 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 310036.00000000 USD 297634.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10154.00000000 OU Notional Amount USD -669250.14000000 -0.00753956317 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10154.00000000 USD 4942.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4642.00000000 OU Notional Amount USD -305954.22000000 -0.00344678474 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4642.00000000 USD 7097.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2967.00000000 OU Notional Amount USD -195554.97000000 -0.00220306125 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2967.00000000 USD 4089.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 83511.00000000 OU Notional Amount USD -12502431.81000000 -0.14084849430 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 83511.00000000 USD 872476.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7944.00000000 OU Notional Amount USD -1189296.24000000 -0.01339824021 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7944.00000000 USD 89426.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3296.00000000 OU Notional Amount USD -493444.16000000 -0.00555898788 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Strategy, Inc. Strategy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3296.00000000 USD 40555.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58864.00000000 OU Notional Amount USD 4221137.44000000 0.047554016827 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 58864.00000000 USD 33693.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7688.00000000 OU Notional Amount USD -551306.48000000 -0.00621084672 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7688.00000000 USD 12523.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 82286.00000000 OU Notional Amount USD 8324874.62000000 0.093785438970 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Texas Capital Bancshares, Inc. Texas Capital Bancshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 82286.00000000 USD 303635.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3290.00000000 OU Notional Amount USD -332849.30000000 -0.00374977631 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Texas Capital Bancshares, Inc. Texas Capital Bancshares, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3290.00000000 USD 3648.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 124571.00000000 OU Notional Amount USD -2207398.12000000 -0.02486785820 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wolverine World Wide, Inc. Wolverine World Wide, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 124571.00000000 USD 78961.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20829.00000000 OU Notional Amount USD 2525516.25000000 0.028451677766 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 20829.00000000 USD -381170.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4823.00000000 OU Notional Amount USD -1615078.01000000 -0.01819496473 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 4823.00000000 USD 68506.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 521959.00000000 OU Notional Amount USD 23248053.86000000 0.261905318216 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CarMax, Inc. CarMax, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 521959.00000000 USD -41756.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27456.00000000 OU Notional Amount USD 6451610.88000000 0.072681834389 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 27456.00000000 USD -325353.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1626.00000000 OU Notional Amount USD -382077.48000000 -0.00430436562 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1626.00000000 USD -78.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9385.00000000 OU Notional Amount USD -2205287.30000000 -0.02484407837 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9385.00000000 USD 45763.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11001.00000000 OU Notional Amount USD -2585014.98000000 -0.02912197188 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11001.00000000 USD 121611.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6797.00000000 OU Notional Amount USD -1597159.06000000 -0.01799309543 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6797.00000000 USD 61875.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 209268.00000000 OU Notional Amount USD 12537245.88000000 0.141240698749 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zions Bancorp NA Zions Bancorp NA Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 209268.00000000 USD -234380.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22700.00000000 OU Notional Amount USD -192606.59000000 -0.00216984572 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hongkong Land Holdings Ltd. Hongkong Land Holdings Ltd. Y equity-performance leg 2027-10-04 0.00000000 USD 0.00000000 USD 22700.00000000 USD -8509.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 201600.00000000 OU Notional Amount USD 14692188.07000000 0.165517604825 N/A DE SG N 2 UBS AG BFM8T61CT2L1QCEMIK50 Jardine Matheson Holdings Ltd. Jardine Matheson Holdings Ltd. Y equity-performance leg 2030-04-01 0.00000000 USD 0.00000000 USD 201600.00000000 USD -277278.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 54700.00000000 OU Notional Amount USD 3986422.06000000 0.044909786619 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 54700.00000000 USD -71770.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount USD 43726.75000000 0.000492611916 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jardine Matheson Holdings Ltd. Jardine Matheson Holdings Ltd. Y equity-performance leg 2028-05-08 0.00000000 USD 0.00000000 USD 600.00000000 USD -1045.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 775.00000000 OU Notional Amount USD 261996.50000000 0.002951570790 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 775.00000000 USD -18051.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10380.00000000 OU Notional Amount USD 3509062.80000000 0.039532006197 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10380.00000000 USD -331537.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14067.00000000 OU Notional Amount USD 4755490.02000000 0.053573866202 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 14067.00000000 USD -224365.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3650.00000000 OU Notional Amount USD 1233919.00000000 0.013900946302 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3650.00000000 USD -61972.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 722626.00000000 OU Notional Amount USD -5564220.20000000 -0.06268476797 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arbor Realty Trust, Inc. Arbor Realty Trust, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 722626.00000000 USD 187882.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166072.00000000 OU Notional Amount USD 14091209.20000000 0.158747164463 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Assured Guaranty Ltd. Assured Guaranty Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 166072.00000000 USD 69750.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 175.00000000 OU Notional Amount USD 14848.75000000 0.000167281382 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Assured Guaranty Ltd. Assured Guaranty Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 175.00000000 USD -124.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3044.00000000 OU Notional Amount USD 128152.40000000 0.001443724937 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Mid Bancshares, Inc. First Mid Bancshares, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3044.00000000 USD 1826.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4236.00000000 OU Notional Amount USD 715884.00000000 0.008064925690 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Huron Consulting Group, Inc. Huron Consulting Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4236.00000000 USD -18807.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5848.00000000 OU Notional Amount USD 988312.00000000 0.011134014503 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Huron Consulting Group, Inc. Huron Consulting Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5848.00000000 USD -91144.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19053.00000000 OU Notional Amount USD 3219957.00000000 0.036275030495 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Huron Consulting Group, Inc. Huron Consulting Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19053.00000000 USD -108653.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4103.00000000 OU Notional Amount USD 693407.00000000 0.007811706824 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Huron Consulting Group, Inc. Huron Consulting Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4103.00000000 USD 9184.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3003.00000000 OU Notional Amount USD 108168.06000000 0.001218587600 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Orrstown Financial Services, Inc. Orrstown Financial Services, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 3003.00000000 USD -4864.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12557.00000000 OU Notional Amount USD -8423110.03000000 -0.09489212843 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 12557.00000000 USD -300489.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2766.00000000 OU Notional Amount USD -1855405.14000000 -0.02090241516 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2766.00000000 USD -24298.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 137486.00000000 OU Notional Amount USD -3918351.00000000 -0.04414291930 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 137486.00000000 USD -35546.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2645.00000000 OU Notional Amount USD -75382.50000000 -0.00084923571 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2645.00000000 USD 52.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12748.00000000 OU Notional Amount USD -363318.00000000 -0.00409302718 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 12748.00000000 USD 1899.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30210.00000000 OU Notional Amount USD 12396069.30000000 0.139650247465 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30210.00000000 USD 62374.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1485.00000000 OU Notional Amount USD 609340.05000000 0.006864634805 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1485.00000000 USD -3.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2502.00000000 OU Notional Amount USD 1026645.66000000 0.011565869551 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2502.00000000 USD 21150.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1210.00000000 OU Notional Amount USD 496499.30000000 0.005593406138 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1210.00000000 USD 6000.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 126.00000000 OU Notional Amount USD -14806.26000000 -0.00016680270 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Belden, Inc. Belden, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 126.00000000 USD 89.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117100.00000000 OU Notional Amount USD 386430.00000000 0.004353399761 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lightwave Logic, Inc. Lightwave Logic, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 117100.00000000 USD -85483.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5486.00000000 OU Notional Amount USD 18103.80000000 0.000203951759 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lightwave Logic, Inc. Lightwave Logic, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5486.00000000 USD -7076.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7600.00000000 OU Notional Amount USD -8543540.00000000 -0.09624885488 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 7600.00000000 USD -871036.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2397.00000000 OU Notional Amount USD -2694587.55000000 -0.03035638225 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2397.00000000 USD -19494.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7360.00000000 OU Notional Amount USD -8273744.00000000 -0.09320941736 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 7360.00000000 USD -349690.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19702.00000000 OU Notional Amount USD 2411721.82000000 0.027169705237 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CRH PLC CRH PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 19702.00000000 USD -13826.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 184301.00000000 OU Notional Amount USD 14618755.32000000 0.164690334385 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Westlake Corp. Westlake Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 184301.00000000 USD -38703.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60565.00000000 OU Notional Amount USD 10913207.35000000 0.122944787592 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EnerSys EnerSys Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 60565.00000000 USD 227245.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 455.00000000 OU Notional Amount USD -81986.45000000 -0.00092363375 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EnerSys EnerSys Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 455.00000000 USD -1856.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 117.00000000 OU Notional Amount USD -21082.23000000 -0.00023750582 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EnerSys EnerSys Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 117.00000000 USD -1526.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1954.00000000 OU Notional Amount USD -352091.26000000 -0.00396655023 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EnerSys EnerSys Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1954.00000000 USD -12488.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43480.00000000 OU Notional Amount USD 2794024.80000000 0.031476611279 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cohen & Steers, Inc. Cohen & Steers, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 43480.00000000 USD -196529.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14411.00000000 OU Notional Amount USD 1988285.67000000 0.022399405741 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14411.00000000 USD -83439.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7869.00000000 OU Notional Amount USD 1085685.93000000 0.012230998804 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7869.00000000 USD -59742.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43385.00000000 OU Notional Amount USD -5985828.45000000 -0.06743447492 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 43385.00000000 USD 52480.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95048.00000000 OU Notional Amount USD -13113772.56000000 -0.14773566837 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 95048.00000000 USD 550327.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102578.00000000 OU Notional Amount USD 5408937.94000000 0.060935406504 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 102578.00000000 USD -739587.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 249.00000000 OU Notional Amount USD 13129.77000000 0.000147915890 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 249.00000000 USD -1962.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5125.00000000 OU Notional Amount USD 270241.25000000 0.003044453570 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5125.00000000 USD -35213.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8047.00000000 OU Notional Amount USD -424318.31000000 -0.00478023763 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 8047.00000000 USD 147.26000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1275.00000000 OU Notional Amount USD -229321.50000000 -0.00258346443 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Texas Roadhouse, Inc. Texas Roadhouse, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1275.00000000 USD 2406.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7.00000000 OU Notional Amount USD -30.59000000 -0.00000034461 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 7.00000000 USD 0.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1732.00000000 OU Notional Amount USD -103365.76000000 -0.00116448638 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Build-A-Bear Workshop, Inc. Build-A-Bear Workshop, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1732.00000000 USD 9833.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 119367.00000000 OU Notional Amount USD -1046848.59000000 -0.01179346945 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 119367.00000000 USD 47746.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 900397.00000000 OU Notional Amount USD -7896481.69000000 -0.08895929793 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sunstone Hotel Investors, Inc. Sunstone Hotel Investors, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 900397.00000000 USD 468206.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 150722.00000000 OU Notional Amount USD 25012315.90000000 0.281780943667 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 150722.00000000 USD 1091227.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9851.00000000 OU Notional Amount USD 1634773.45000000 0.018416847414 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 9851.00000000 USD 25810.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8874.00000000 OU Notional Amount USD -1108717.56000000 -0.01249046595 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8874.00000000 USD 2272.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 190.00000000 OU Notional Amount USD -23738.60000000 -0.00026743165 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 190.00000000 USD -1715.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 234.00000000 OU Notional Amount USD 15020.46000000 0.000169215813 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dolby Laboratories, Inc. Dolby Laboratories, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 234.00000000 USD 351.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4867.00000000 OU Notional Amount USD 312412.73000000 0.003519544300 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dolby Laboratories, Inc. Dolby Laboratories, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4867.00000000 USD 9923.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11070.00000000 OU Notional Amount USD 349369.20000000 0.003935884356 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11070.00000000 USD -56235.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82725.00000000 OU Notional Amount USD 2610801.00000000 0.029412469139 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 82725.00000000 USD -309721.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 60126.00000000 OU Notional Amount USD 1897576.56000000 0.021377505221 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 60126.00000000 USD -305500.21000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9808.00000000 OU Notional Amount USD 127896.32000000 0.001440840019 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CMB Tech NV CMB Tech NV Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 9808.00000000 USD 16114.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 218007.00000000 OU Notional Amount USD -3758440.68000000 -0.04234141955 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 218007.00000000 USD -122083.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 112180.00000000 OU Notional Amount USD -1933983.20000000 -0.02178765106 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 112180.00000000 USD -62820.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82175.00000000 OU Notional Amount USD -1416697.00000000 -0.01596006619 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 82175.00000000 USD -24652.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1197.00000000 OU Notional Amount USD -20636.28000000 -0.00023248188 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1197.00000000 USD -670.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40788.00000000 OU Notional Amount USD -703185.12000000 -0.00792186407 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 40788.00000000 USD -12295.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37789.00000000 OU Notional Amount USD -651482.36000000 -0.00733939691 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Herbalife Ltd. Herbalife Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 37789.00000000 USD 3601.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 303849.00000000 OU Notional Amount USD -18060784.56000000 -0.20346716141 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 303849.00000000 USD 3600610.65000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 24576.00000000 OU Notional Amount USD -1460797.44000000 -0.01645688799 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bancorp, Inc. Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 24576.00000000 USD 267386.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2339.00000000 OU Notional Amount USD -103945.16000000 -0.00117101372 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Celanese Corp. Celanese Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2339.00000000 USD 8280.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2257366.00000000 OU Notional Amount USD 24424700.12000000 0.275161047706 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Huntsman Corp. Huntsman Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2257366.00000000 USD -1196403.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6403.00000000 OU Notional Amount USD 307600.12000000 0.003465326938 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6403.00000000 USD -16647.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 401.00000000 OU Notional Amount USD 19264.04000000 0.000217022661 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 401.00000000 USD -689.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9862.00000000 OU Notional Amount USD 720320.48000000 0.008114905689 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 9862.00000000 USD -3180.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17138.00000000 OU Notional Amount USD -1251759.52000000 -0.01410193203 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 17138.00000000 USD -42.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6105.00000000 OU Notional Amount USD -445909.20000000 -0.00502347386 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6105.00000000 USD 5372.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4417.00000000 OU Notional Amount USD -322617.68000000 -0.00363451008 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4417.00000000 USD -15463.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5650.00000000 OU Notional Amount USD -412676.00000000 -0.00464907900 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5650.00000000 USD -5260.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19948.00000000 OU Notional Amount USD -1457001.92000000 -0.01641412884 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 19948.00000000 USD 9105.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 556802.00000000 OU Notional Amount USD 21798798.30000000 0.245578457442 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 556802.00000000 USD -1937670.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7205.00000000 OU Notional Amount USD -282075.75000000 -0.00317777735 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ExlService Holdings, Inc. ExlService Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7205.00000000 USD 22812.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2405.00000000 OU Notional Amount USD -94155.75000000 -0.00106072929 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ExlService Holdings, Inc. ExlService Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2405.00000000 USD 8369.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 194920.00000000 OU Notional Amount USD -1789365.60000000 -0.02015843432 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DiamondRock Hospitality Co. DiamondRock Hospitality Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 194920.00000000 USD -3898.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31777.00000000 OU Notional Amount USD -3635288.80000000 -0.04095402891 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 31777.00000000 USD 344780.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14159.00000000 OU Notional Amount USD -1619789.60000000 -0.01824804403 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 14159.00000000 USD 25543.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5778.00000000 OU Notional Amount USD -661003.20000000 -0.00744665572 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5778.00000000 USD 74884.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3707.00000000 OU Notional Amount USD -424080.80000000 -0.00477756192 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3707.00000000 USD 10709.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 227.00000000 OU Notional Amount USD -25968.80000000 -0.00029255639 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 227.00000000 USD 3305.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5353.00000000 OU Notional Amount USD 142710.98000000 0.001607737355 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lincoln Educational Services Corp. Lincoln Educational Services Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5353.00000000 USD -4817.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 80845.00000000 OU Notional Amount USD 2985605.85000000 0.033634903588 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AtriCure, Inc. AtriCure, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 80845.00000000 USD -442626.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143188.00000000 OU Notional Amount USD -12765210.20000000 -0.14380887362 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Alliance Bancorp Western Alliance Bancorp Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 143188.00000000 USD 247715.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14.00000000 OU Notional Amount USD -1305.22000000 -0.00001470420 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 14.00000000 USD -92.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 192378.00000000 OU Notional Amount USD -17935400.94000000 -0.20205462869 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 192378.00000000 USD -2264257.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18389.00000000 OU Notional Amount USD -1714406.47000000 -0.01931396816 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 18389.00000000 USD -73605.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3640.00000000 OU Notional Amount USD -339357.20000000 -0.00382309228 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3640.00000000 USD -14560.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6330.00000000 OU Notional Amount USD -590145.90000000 -0.00664839950 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6330.00000000 USD -30129.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 398.00000000 OU Notional Amount USD 198868.66000000 0.002240392249 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 -2117.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25234.00000000 OU Notional Amount USD 13303112.46000000 0.149868712584 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 481717.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36684.00000000 OU Notional Amount USD 19339437.96000000 0.217872071509 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 36684.00000000 USD 701398.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 222570.00000000 OU Notional Amount USD -1117301.40000000 -0.01258716882 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 222570.00000000 USD 31159.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 377404.00000000 OU Notional Amount USD -1894568.08000000 -0.02134361262 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Medical Properties Trust, Inc. Medical Properties Trust, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 377404.00000000 USD 158509.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 484011.00000000 OU Notional Amount USD -2429735.22000000 -0.02737263857 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 484011.00000000 USD 33880.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5842.00000000 OU Notional Amount USD 219717.62000000 0.002475270124 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMERISAFE, Inc. AMERISAFE, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5842.00000000 USD -2979.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 716001.00000000 OU Notional Amount USD 4417726.17000000 0.049768724096 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 716001.00000000 USD 293560.41000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 120466.00000000 OU Notional Amount USD 1806990.00000000 0.020356985312 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Brookdale Senior Living, Inc. Brookdale Senior Living, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 120466.00000000 USD 457770.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 90079.00000000 OU Notional Amount USD 13101990.55000000 0.147602935924 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 90079.00000000 USD -137253.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1219.00000000 OU Notional Amount USD -177303.55000000 -0.00199744645 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1219.00000000 USD -8910.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7468.00000000 OU Notional Amount USD -1086220.60000000 -0.01223702223 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7468.00000000 USD -42873.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6000.00000000 OU Notional Amount USD -872700.00000000 -0.00983156579 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6000.00000000 USD 10216.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2882.00000000 OU Notional Amount USD -419186.90000000 -0.00472242877 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2882.00000000 USD -19567.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71895.00000000 OU Notional Amount USD -6033428.40000000 -0.06797072110 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 71895.00000000 USD 171829.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5934.00000000 OU Notional Amount USD 102302.16000000 0.001152504202 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Uranium Energy Corp. Uranium Energy Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 5934.00000000 USD -2778.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20598.00000000 OU Notional Amount USD -355109.52000000 -0.00400055300 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Uranium Energy Corp. Uranium Energy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 20598.00000000 USD 53966.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29839.00000000 OU Notional Amount USD -514424.36000000 -0.00579534426 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Uranium Energy Corp. Uranium Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 29839.00000000 USD -29.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46818.00000000 OU Notional Amount USD 1379258.28000000 0.015538293265 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 468.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4164.00000000 OU Notional Amount USD 122671.44000000 0.001381978152 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Koppers Holdings, Inc. Koppers Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 4164.00000000 USD 41.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 109945.00000000 OU Notional Amount USD -4273562.15000000 -0.04814461724 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 109945.00000000 USD 60419.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50025.00000000 OU Notional Amount USD 440220.00000000 0.004959381111 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Perion Network Ltd. Perion Network Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 50025.00000000 USD -25012.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3684.00000000 OU Notional Amount USD -117888.00000000 -0.00132808941 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Liquidity Services, Inc. Liquidity Services, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3684.00000000 USD -2873.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147558.00000000 OU Notional Amount USD 1691014.68000000 0.019050443557 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Green Plains, Inc. Green Plains, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 147558.00000000 USD -60498.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19534.00000000 OU Notional Amount USD -27885566.36000000 -0.31415008650 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 19534.00000000 USD -97501.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 937.00000000 OU Notional Amount USD -1337604.98000000 -0.01506904018 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 937.00000000 USD -3060.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10978.00000000 OU Notional Amount USD 5914836.62000000 0.066634703123 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10978.00000000 USD 133381.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 539.00000000 OU Notional Amount USD 290407.81000000 0.003271643740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 539.00000000 USD 3196.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2736.00000000 OU Notional Amount USD 1474129.44000000 0.016607082141 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2736.00000000 USD 32468.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4559.00000000 OU Notional Amount USD 229089.75000000 0.002580853616 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Portland General Electric Co. Portland General Electric Co. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 4559.00000000 USD 1413.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 267140.00000000 OU Notional Amount USD 749228.59000000 0.008440575433 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 267140.00000000 USD 11011.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28441.00000000 OU Notional Amount USD 3487435.42000000 0.039288358885 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 28441.00000000 USD -244592.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316106.00000000 OU Notional Amount USD 9135463.40000000 0.102917279151 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Home BancShares, Inc. Home BancShares, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 316106.00000000 USD -132764.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3998.00000000 OU Notional Amount USD 301968.94000000 0.003401887822 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PTC Therapeutics, Inc. PTC Therapeutics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3998.00000000 USD -439.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1447.00000000 OU Notional Amount USD -300020.98000000 -0.00337994271 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chart Industries, Inc. Chart Industries, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1447.00000000 USD 217.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 198295.00000000 OU Notional Amount USD -10406521.60000000 -0.11723662408 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 198295.00000000 USD 208209.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118585.00000000 OU Notional Amount USD -6223340.80000000 -0.07011021491 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 327294.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 24340.00000000 OU Notional Amount USD 8598591.80000000 0.096869051282 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 24340.00000000 USD -301816.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2163.00000000 OU Notional Amount USD 544665.03000000 0.006136026218 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ciena Corp. Ciena Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2163.00000000 USD -3722.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2158.00000000 OU Notional Amount USD 543405.98000000 0.006121842153 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2158.00000000 USD 9255.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5095.00000000 OU Notional Amount USD 1282971.95000000 0.014453561526 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5095.00000000 USD 73298.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1867.00000000 OU Notional Amount USD 470129.27000000 0.005296329611 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ciena Corp. Ciena Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1867.00000000 USD 15662.26000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10704.00000000 OU Notional Amount USD -2695374.24000000 -0.03036524486 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 10704.00000000 USD -85846.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77911.00000000 OU Notional Amount USD 7265200.75000000 0.081847483913 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 77911.00000000 USD -211138.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4779.00000000 OU Notional Amount USD 445641.75000000 0.005020460854 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4779.00000000 USD 3870.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6316.00000000 OU Notional Amount USD -588967.00000000 -0.00663511838 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6316.00000000 USD 15088.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6905.00000000 OU Notional Amount USD -643891.25000000 -0.00725387784 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6905.00000000 USD -9486.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 211.00000000 OU Notional Amount USD -19675.75000000 -0.00022166085 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ICF International, Inc. ICF International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 211.00000000 USD 774.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2034.00000000 OU Notional Amount USD -373727.16000000 -0.00421029353 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 2034.00000000 USD 7195.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11136.00000000 OU Notional Amount USD -2046128.64000000 -0.02305104658 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 11136.00000000 USD 14678.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29803.00000000 OU Notional Amount USD 3571591.52000000 0.040236435239 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Owens Corning Owens Corning Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 29803.00000000 USD -163916.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9154.00000000 OU Notional Amount USD -1357080.50000000 -0.01528844531 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 9154.00000000 USD 22077.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8350.00000000 OU Notional Amount USD -1237887.50000000 -0.01394565418 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 8350.00000000 USD 10956.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3258.00000000 OU Notional Amount USD -482998.50000000 -0.00544131033 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Primoris Services Corp. Primoris Services Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3258.00000000 USD 2863.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7278.00000000 OU Notional Amount USD 110771.16000000 0.001247913312 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sally Beauty Holdings, Inc. Sally Beauty Holdings, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 7278.00000000 USD -5967.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179788.00000000 OU Notional Amount USD 7696724.28000000 0.086708893308 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 179788.00000000 USD -293054.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1507.00000000 OU Notional Amount USD 64514.67000000 0.000726802134 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 KBR, Inc. KBR, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1507.00000000 USD -3.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180863.00000000 OU Notional Amount USD 25982778.58000000 0.292713873303 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AerCap Holdings NV AerCap Holdings NV Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 180863.00000000 USD -56067.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14229.00000000 OU Notional Amount USD -2044138.14000000 -0.02302862223 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AerCap Holdings NV AerCap Holdings NV Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 14229.00000000 USD 1076.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12208.00000000 OU Notional Amount USD 2753148.16000000 0.031016107811 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 12208.00000000 USD -100497.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3275.00000000 OU Notional Amount USD 738578.00000000 0.008320589210 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3275.00000000 USD -25200.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5501.00000000 OU Notional Amount USD -1240585.52000000 -0.01397604923 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5501.00000000 USD 83672.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38350.00000000 OU Notional Amount USD 4839770.00000000 0.054523338150 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 38350.00000000 USD -298746.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31919.00000000 OU Notional Amount USD 4028177.80000000 0.045380193752 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Willdan Group, Inc. Willdan Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 31919.00000000 USD 431225.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5208.00000000 OU Notional Amount USD -657249.60000000 -0.00740436884 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Willdan Group, Inc. Willdan Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5208.00000000 USD 28123.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4408.00000000 OU Notional Amount USD -556289.60000000 -0.00626698499 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Willdan Group, Inc. Willdan Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4408.00000000 USD 32023.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 21142.00000000 OU Notional Amount USD -1482054.20000000 -0.01669636001 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RadNet, Inc. RadNet, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 21142.00000000 USD 60631.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 125270.00000000 OU Notional Amount USD 1876544.60000000 0.021140565725 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 125270.00000000 USD -57624.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139627.00000000 OU Notional Amount USD 4282360.09000000 0.048243732092 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Garden & Pet Co. Central Garden & Pet Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 139627.00000000 USD 161967.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9934.00000000 OU Notional Amount USD 2765526.26000000 0.031155555622 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 9934.00000000 USD -995188.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1225.00000000 OU Notional Amount USD 341027.75000000 0.003841912184 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1225.00000000 USD -15236.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1220.00000000 OU Notional Amount USD -339635.80000000 -0.00382623091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1220.00000000 USD 29620.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2500.00000000 OU Notional Amount USD -695975.00000000 -0.00784063711 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2500.00000000 USD 37072.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 907.00000000 OU Notional Amount USD -252499.73000000 -0.00284458314 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 907.00000000 USD 37403.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1472.00000000 OU Notional Amount USD -409790.08000000 -0.00461656713 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1472.00000000 USD 45895.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2824.00000000 OU Notional Amount USD -123182.88000000 -0.00138773987 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Employers Holdings, Inc. Employers Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2824.00000000 USD 1666.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9209.00000000 OU Notional Amount USD -1815185.99000000 -0.02044931877 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 9209.00000000 USD 40886.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81048.00000000 OU Notional Amount USD 7815458.64000000 0.088046517546 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AECOM AECOM Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 81048.00000000 USD -202654.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45447.00000000 OU Notional Amount USD 4382454.21000000 0.049371361205 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AECOM AECOM Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 45447.00000000 USD -127706.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21392.00000000 OU Notional Amount USD 2062830.56000000 0.023239205203 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 -60111.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85232.00000000 OU Notional Amount USD 8218921.76000000 0.092591807121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AECOM AECOM Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 85232.00000000 USD -147451.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 45316.00000000 OU Notional Amount USD 4369821.88000000 0.049229049318 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AECOM AECOM Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 45316.00000000 USD -111930.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98414.00000000 OU Notional Amount USD 9490062.02000000 0.106912076520 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AECOM AECOM Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 98414.00000000 USD -55620.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17226.00000000 OU Notional Amount USD -1661103.18000000 -0.01871346993 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AECOM AECOM Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17226.00000000 USD 29800.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 21981.00000000 OU Notional Amount USD -2119627.83000000 -0.02387906551 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 AECOM AECOM Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 21981.00000000 USD 23687.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34499.00000000 OU Notional Amount USD -3326738.57000000 -0.03747799833 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AECOM AECOM Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 34499.00000000 USD 18661.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68628.00000000 OU Notional Amount USD 1625111.04000000 0.018307993719 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cinemark Holdings, Inc. Cinemark Holdings, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 68628.00000000 USD -45573.03000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 85279.00000000 OU Notional Amount USD 2019406.72000000 0.022750005776 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 85279.00000000 USD -37522.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 176342.00000000 OU Notional Amount USD 11619174.38000000 0.130897991794 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 176342.00000000 USD -952246.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 53936.00000000 OU Notional Amount USD -3553843.04000000 -0.04003648640 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 53936.00000000 USD 36593.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13221.00000000 OU Notional Amount USD -871131.69000000 -0.00981389770 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13221.00000000 USD 40456.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26693.00000000 OU Notional Amount USD -1758801.77000000 -0.01981411175 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 26693.00000000 USD 50010.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 64693.00000000 OU Notional Amount USD -4262621.77000000 -0.04802136634 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 64693.00000000 USD 235848.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30182.00000000 OU Notional Amount USD -1988691.98000000 -0.02240398310 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 30182.00000000 USD 24663.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 196478.00000000 OU Notional Amount USD 14712272.64000000 0.165743871322 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 196478.00000000 USD 235773.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22683.00000000 OU Notional Amount USD 1698503.04000000 0.019134805083 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 22683.00000000 USD 27219.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14353.00000000 OU Notional Amount USD 1074752.64000000 0.012107827772 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14353.00000000 USD -8820.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11184.00000000 OU Notional Amount USD 837457.92000000 0.009434539525 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 11184.00000000 USD -8734.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4195.00000000 OU Notional Amount USD 314121.60000000 0.003538795896 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4195.00000000 USD -3863.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9537.00000000 OU Notional Amount USD 2439659.97000000 0.027484447714 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 -230700.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1573.00000000 OU Notional Amount USD 402389.13000000 0.004533190338 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Insulet Corp. Insulet Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1573.00000000 USD -38050.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13655.00000000 OU Notional Amount USD -474784.35000000 -0.00534877228 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TriMas Corp. TriMas Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13655.00000000 USD -6144.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 784.00000000 OU Notional Amount USD 134581.44000000 0.001516152495 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 784.00000000 USD -2610.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3643.00000000 OU Notional Amount USD 625357.38000000 0.007045081046 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 3643.00000000 USD -6842.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2906.00000000 OU Notional Amount USD 498843.96000000 0.005619820345 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2906.00000000 USD -19449.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24.00000000 OU Notional Amount USD -4119.84000000 -0.00004641283 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 24.00000000 USD 285.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 12823.00000000 OU Notional Amount USD -2201196.18000000 -0.02479798908 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 12823.00000000 USD 42633.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17669.00000000 OU Notional Amount USD -3033060.54000000 -0.03416951331 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 17669.00000000 USD 58745.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12871.00000000 OU Notional Amount USD 1767574.43000000 0.019912941803 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Masimo Corp. Masimo Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 12871.00000000 USD -14153.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2974.00000000 OU Notional Amount USD 356642.08000000 0.004017818352 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2974.00000000 USD 472.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 122.00000000 OU Notional Amount USD 14630.24000000 0.000164819717 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 122.00000000 USD -494.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 344152.00000000 OU Notional Amount USD -41270707.84000000 -0.46494291242 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 344152.00000000 USD 53437.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5100.00000000 OU Notional Amount USD 224910.00000000 0.002533765857 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genpact Ltd. Genpact Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 5100.00000000 USD -2613.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42896.00000000 OU Notional Amount USD 1891713.60000000 0.021311454944 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Genpact Ltd. Genpact Ltd. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 42896.00000000 USD -26455.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5204.00000000 OU Notional Amount USD -908098.00000000 -0.01023034861 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5204.00000000 USD 95181.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7405.00000000 OU Notional Amount USD -1292172.50000000 -0.01455721205 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 7405.00000000 USD 149241.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7685.00000000 OU Notional Amount USD 16505766.15000000 0.185948809390 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 -45802.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1081.00000000 OU Notional Amount USD 2321760.99000000 0.026156234606 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1081.00000000 USD -6442.76000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 6214.00000000 OU Notional Amount USD 13346367.06000000 0.150356005407 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 -198910.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 953170.00000000 OU Notional Amount USD 27184408.40000000 0.306251059783 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 953170.00000000 USD -1324906.30000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 22644.00000000 OU Notional Amount USD -14658819.84000000 -0.16514168876 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 22644.00000000 USD 229726.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11890.00000000 OU Notional Amount USD -324478.10000000 -0.00365546899 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11890.00000000 USD 23185.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2876.00000000 OU Notional Amount USD -78486.04000000 -0.00088419922 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2876.00000000 USD 6039.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1066.00000000 OU Notional Amount USD 649428.52000000 0.007316258995 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1066.00000000 USD -2.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21536.00000000 OU Notional Amount USD -13120161.92000000 -0.14780764890 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 21536.00000000 USD -256493.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 128120.00000000 OU Notional Amount USD -14505746.40000000 -0.16341721116 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 128120.00000000 USD 1323479.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4893.00000000 OU Notional Amount USD -553985.46000000 -0.00624102727 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 4893.00000000 USD 50544.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5873.00000000 OU Notional Amount USD -664941.06000000 -0.00749101842 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5873.00000000 USD -5.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 246325.00000000 OU Notional Amount USD 7118792.50000000 0.080198094268 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 246325.00000000 USD -509892.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134657.00000000 OU Notional Amount USD 3891587.30000000 0.043841407814 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dana, Inc. Dana, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 134657.00000000 USD -278739.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61113.00000000 OU Notional Amount USD -10966116.72000000 -0.12354084804 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 61113.00000000 USD -229889.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4011.00000000 OU Notional Amount USD -719733.84000000 -0.00810829678 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 4011.00000000 USD -687.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135123.00000000 OU Notional Amount USD 43486635.09000000 0.489906857149 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visa, Inc. Visa, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 135123.00000000 USD -606342.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 467.00000000 OU Notional Amount USD -150294.61000000 -0.00169317216 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Visa, Inc. Visa, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 467.00000000 USD 2115.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2212.00000000 OU Notional Amount USD -711887.96000000 -0.00801990755 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Visa, Inc. Visa, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2212.00000000 USD 8773.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4977.00000000 OU Notional Amount USD -1601747.91000000 -0.01804479198 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Visa, Inc. Visa, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4977.00000000 USD 30284.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20928.00000000 OU Notional Amount USD 306595.20000000 0.003454005823 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Graphic Packaging Holding Co. Graphic Packaging Holding Co. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 20928.00000000 USD -15068.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 724174.00000000 OU Notional Amount USD 14425546.08000000 0.162513699395 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Iridium Communications, Inc. Iridium Communications, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 724174.00000000 USD -1354205.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48657.00000000 OU Notional Amount USD 6283078.41000000 0.070783200187 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 48657.00000000 USD -28579.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1803.00000000 OU Notional Amount USD -232821.39000000 -0.00262289310 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1803.00000000 USD 2898.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3168.00000000 OU Notional Amount USD -409083.84000000 -0.00460861085 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3168.00000000 USD 5097.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 156920.00000000 OU Notional Amount USD -2289462.80000000 -0.02579237327 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 156920.00000000 USD 6276.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1739.00000000 OU Notional Amount USD 538324.84000000 0.006064599616 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 1739.00000000 USD -4.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2941.00000000 OU Notional Amount USD -910415.96000000 -0.01025646203 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2941.00000000 USD -25410.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3248.00000000 OU Notional Amount USD -1005450.88000000 -0.01132709577 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3248.00000000 USD -31119.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2118.00000000 OU Notional Amount USD -655648.08000000 -0.00738632661 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2118.00000000 USD -17136.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4659.00000000 OU Notional Amount USD -1442240.04000000 -0.01624782611 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4659.00000000 USD -25040.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3417.00000000 OU Notional Amount USD 537528.27000000 0.006055625707 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3417.00000000 USD -375.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 139409.00000000 OU Notional Amount USD -21930429.79000000 -0.24706137672 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 139409.00000000 USD 313670.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11702.00000000 OU Notional Amount USD -1840841.62000000 -0.02073834709 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 1287.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3576.00000000 OU Notional Amount USD -562540.56000000 -0.00633740635 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 3576.00000000 USD 463.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17363.00000000 OU Notional Amount USD 4341444.52000000 0.048909358838 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 -520.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7635.00000000 OU Notional Amount USD 1909055.40000000 0.021506822250 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MYR Group, Inc. MYR Group, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 7635.00000000 USD -6060.46000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 6498.00000000 OU Notional Amount USD 1624759.92000000 0.018304038111 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 6498.00000000 USD 183503.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37300.00000000 OU Notional Amount USD 3441671.00000000 0.038772791214 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Signet Jewelers Ltd. Signet Jewelers Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 37300.00000000 USD -31124.73000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2055.00000000 OU Notional Amount USD 357241.20000000 0.004024567851 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Grand Canyon Education, Inc. Grand Canyon Education, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2055.00000000 USD -3000.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 47741.00000000 OU Notional Amount USD 8411486.79000000 0.094761184642 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 47741.00000000 USD 50293.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13358.00000000 OU Notional Amount USD -2353546.02000000 -0.02651431483 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 13358.00000000 USD -24203.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24299.00000000 OU Notional Amount USD -120766.03000000 -0.00136051239 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Transocean Ltd. Transocean Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 24299.00000000 USD -6560.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25180.00000000 OU Notional Amount USD -111295.60000000 -0.00125382149 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 25180.00000000 USD 7554.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 212824.00000000 OU Notional Amount USD 11513778.40000000 0.129710633581 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 -1530204.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95113.00000000 OU Notional Amount USD -5145613.30000000 -0.05796887330 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 95113.00000000 USD 189019.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83268.00000000 OU Notional Amount USD -5124312.72000000 -0.05772890761 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 83268.00000000 USD -25037.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 180196.00000000 OU Notional Amount USD -11089261.84000000 -0.12492816252 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 180196.00000000 USD -362927.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 49272.00000000 OU Notional Amount USD -2229558.00000000 -0.02511750450 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 49272.00000000 USD -192160.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12453.00000000 OU Notional Amount USD -563498.25000000 -0.00634819539 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 12453.00000000 USD -48566.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32312.00000000 OU Notional Amount USD -1462118.00000000 -0.01647176500 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 32312.00000000 USD -67855.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19575.00000000 OU Notional Amount USD -885768.75000000 -0.00997879425 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Thermon Group Holdings, Inc. Thermon Group Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19575.00000000 USD -136829.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 144190.00000000 OU Notional Amount USD 3965225.00000000 0.044670987157 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 144190.00000000 USD -11535.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2323.00000000 OU Notional Amount USD -63882.50000000 -0.00071968030 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mosaic Co. Mosaic Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2323.00000000 USD -5.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 115500.00000000 OU Notional Amount USD 3521595.00000000 0.039673190050 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 115500.00000000 USD 57329.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14333.00000000 OU Notional Amount USD 111654.07000000 0.001257859901 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wendy's Co. Wendy's Co. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 14333.00000000 USD -9173.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16226.00000000 OU Notional Amount USD 126400.54000000 0.001423989029 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wendy's Co. Wendy's Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 16226.00000000 USD -8616.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2094.00000000 OU Notional Amount USD 16312.26000000 0.000183768829 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Wendy's Co. Wendy's Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2094.00000000 USD -1570.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5010.00000000 OU Notional Amount USD 690728.70000000 0.007781533932 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5010.00000000 USD -21929.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64116.00000000 OU Notional Amount USD 8839672.92000000 0.099584995930 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 64116.00000000 USD -32875.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74476.00000000 OU Notional Amount USD 2523991.64000000 0.028434501985 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 74476.00000000 USD 198850.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92706.00000000 OU Notional Amount USD 3141806.34000000 0.035394609553 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alkermes PLC Alkermes PLC Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 92706.00000000 USD -5562.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91679.00000000 OU Notional Amount USD 3107001.31000000 0.035002506949 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Alkermes PLC Alkermes PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91679.00000000 USD 393302.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 377839.00000000 OU Notional Amount USD 5021480.31000000 0.056570429784 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 377839.00000000 USD -491190.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53622.00000000 OU Notional Amount USD 712636.38000000 0.008028339017 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 QuinStreet, Inc. QuinStreet, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 53622.00000000 USD -109388.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43472.00000000 OU Notional Amount USD 779452.96000000 0.008781073751 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 43472.00000000 USD -12015.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1602.00000000 OU Notional Amount USD 28723.86000000 0.000323594040 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1602.00000000 USD -672.84000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32459.00000000 OU Notional Amount USD 581989.87000000 0.006556516215 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 32459.00000000 USD -14192.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 544.00000000 OU Notional Amount USD -9753.92000000 -0.00010988461 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 544.00000000 USD 228.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 265587.00000000 OU Notional Amount USD -4761974.91000000 -0.05364692294 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 265587.00000000 USD 82331.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 675318.00000000 OU Notional Amount USD -12108451.74000000 -0.13641003781 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 675318.00000000 USD 297139.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82698.00000000 OU Notional Amount USD -6505024.68000000 -0.07328357758 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Stanley Black & Decker, Inc. Stanley Black & Decker, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 82698.00000000 USD 150827.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 98494.00000000 OU Notional Amount USD -774162.84000000 -0.00872147691 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 98494.00000000 USD 30533.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31879.00000000 OU Notional Amount USD 553100.65000000 0.006231059279 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 31879.00000000 USD -58657.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 324819.00000000 OU Notional Amount USD 5635609.65000000 0.063489019236 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MaxLinear, Inc. MaxLinear, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 324819.00000000 USD -659382.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2411.00000000 OU Notional Amount USD 107699.37000000 0.001213307485 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Calix, Inc. Calix, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 2411.00000000 USD -6.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1034277.00000000 OU Notional Amount USD 12835377.57000000 0.144599357311 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 1034277.00000000 USD -579195.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 81085.00000000 OU Notional Amount USD 3973165.00000000 0.044760436719 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 81085.00000000 USD -152439.80000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 40933.00000000 OU Notional Amount USD 2005717.00000000 0.022595781664 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 55668.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11702.00000000 OU Notional Amount USD -573398.00000000 -0.00645972288 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11702.00000000 USD 17190.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3568.00000000 OU Notional Amount USD -174832.00000000 -0.00196960274 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3568.00000000 USD 6811.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29510.00000000 OU Notional Amount USD -1445990.00000000 -0.01629007199 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 29510.00000000 USD 72199.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117335.00000000 OU Notional Amount USD -3677278.90000000 -0.04142707627 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 117335.00000000 USD 161922.30000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 72982.00000000 OU Notional Amount USD -2287255.88000000 -0.02576751080 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 72982.00000000 USD -150342.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 493.00000000 OU Notional Amount USD -15450.62000000 -0.00017406186 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 493.00000000 USD 680.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13294.00000000 OU Notional Amount USD -416633.96000000 -0.00469366814 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ameresco, Inc. Ameresco, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 13294.00000000 USD 7431.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 79283.00000000 OU Notional Amount USD 2237366.26000000 0.025205469921 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ryerson Holding Corp. Ryerson Holding Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 79283.00000000 USD 58669.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130597.00000000 OU Notional Amount USD -1544962.51000000 -0.01740506539 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 130597.00000000 USD 184141.77000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 125085.00000000 OU Notional Amount USD -1479755.55000000 -0.01667046414 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 PennyMac Mortgage Investment Trust PennyMac Mortgage Investment Trust Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 125085.00000000 USD 116329.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60308.00000000 OU Notional Amount USD 1238726.32000000 0.013955104069 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 60308.00000000 USD -6633.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42526.00000000 OU Notional Amount USD 8574942.64000000 0.096602627227 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Garmin Ltd. Garmin Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 42526.00000000 USD -183829.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1977.00000000 OU Notional Amount USD 398642.28000000 0.004490979495 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Garmin Ltd. Garmin Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1977.00000000 USD -5794.59000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10597.00000000 OU Notional Amount USD 4456144.47000000 0.050201532672 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 10597.00000000 USD -38601.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3113.00000000 OU Notional Amount USD -1309047.63000000 -0.01474732199 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3113.00000000 USD 1256.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1363.00000000 OU Notional Amount USD -573155.13000000 -0.00645698679 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1363.00000000 USD 9717.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1039.00000000 OU Notional Amount USD -436909.89000000 -0.00492209044 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1039.00000000 USD 2253.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 262.00000000 OU Notional Amount USD -110173.62000000 -0.00124118161 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 262.00000000 USD -432.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84326.00000000 OU Notional Amount USD -11009602.56000000 -0.12403074594 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 84326.00000000 USD -328028.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10790.00000000 OU Notional Amount USD -1408742.40000000 -0.01587045215 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10790.00000000 USD -42014.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13284.00000000 OU Notional Amount USD -1734359.04000000 -0.01953874758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13284.00000000 USD -22222.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6110.00000000 OU Notional Amount USD -797721.60000000 -0.00898688254 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6110.00000000 USD -20963.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40412.00000000 OU Notional Amount USD -5276190.72000000 -0.05943991775 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 40412.00000000 USD -26628.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1428.00000000 OU Notional Amount USD -186439.68000000 -0.00210037124 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1428.00000000 USD 3127.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1623.00000000 OU Notional Amount USD 338557.80000000 0.003814086498 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1623.00000000 USD -15601.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 478.00000000 OU Notional Amount USD 99710.80000000 0.001123310749 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 478.00000000 USD -1.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 534.00000000 OU Notional Amount USD -111392.40000000 -0.00125491200 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 534.00000000 USD 5580.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2236.00000000 OU Notional Amount USD -466429.60000000 -0.00525465028 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EPAM Systems, Inc. EPAM Systems, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2236.00000000 USD 26472.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42508.00000000 OU Notional Amount USD -2308609.48000000 -0.02600807379 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Marriott Vacations Worldwide Corp. Marriott Vacations Worldwide Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42508.00000000 USD 378686.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1203927.00000000 OU Notional Amount USD -126316020.80000000 -1.42303686246 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vanguard Russell 2000 ETF Vanguard Russell 2000 ETF Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1203927.00000000 USD 2568698.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 606247.00000000 OU Notional Amount USD -63607435.24000000 -0.71658151119 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vanguard Russell 2000 ETF Vanguard Russell 2000 ETF Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 606247.00000000 USD 1375881.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 881500.00000000 OU Notional Amount USD -92486980.00000000 -1.04192944809 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vanguard Russell 2000 ETF Vanguard Russell 2000 ETF Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 881500.00000000 USD 2052582.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9075.00000000 OU Notional Amount USD 2392533.00000000 0.026953529980 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Accenture PLC Accenture PLC Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 9075.00000000 USD -5695.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20947.00000000 OU Notional Amount USD -5522467.08000000 -0.06221439035 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Accenture PLC Accenture PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 20947.00000000 USD 391514.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9070.00000000 OU Notional Amount USD -2391214.80000000 -0.02693867955 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accenture PLC Accenture PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9070.00000000 USD 107013.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7680.00000000 OU Notional Amount USD -2024755.20000000 -0.02281026008 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Accenture PLC Accenture PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7680.00000000 USD 35475.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4979.00000000 OU Notional Amount USD -1312663.56000000 -0.01478805793 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Accenture PLC Accenture PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4979.00000000 USD -12054.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1052.00000000 OU Notional Amount USD 514890.88000000 0.005800599937 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fabrinet Fabrinet Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1052.00000000 USD -10356.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 162.00000000 OU Notional Amount USD 79289.28000000 0.000893248279 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fabrinet Fabrinet Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 162.00000000 USD -1318.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 735.00000000 OU Notional Amount USD -359738.40000000 -0.00405270052 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fabrinet Fabrinet Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 735.00000000 USD -11262.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69127.00000000 OU Notional Amount USD -747262.87000000 -0.00841843024 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 69127.00000000 USD -49771.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114630.00000000 OU Notional Amount USD -1239150.30000000 -0.01395988049 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 114630.00000000 USD -82533.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82813.00000000 OU Notional Amount USD -895208.53000000 -0.01008513987 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 82813.00000000 USD -59625.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 133171.00000000 OU Notional Amount USD -1439578.51000000 -0.01621784214 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 133171.00000000 USD -95883.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 135794.00000000 OU Notional Amount USD -1467933.14000000 -0.01653727655 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 2026-12-23 0.00000000 USD 0.00000000 USD 135794.00000000 USD -111351.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11056.00000000 OU Notional Amount USD 5398313.12000000 0.060815710598 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 11056.00000000 USD 153946.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50.00000000 OU Notional Amount USD 24413.50000000 0.000275034870 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 50.00000000 USD 1096.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 715.00000000 OU Notional Amount USD 349113.05000000 0.003932998650 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 715.00000000 USD 16322.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 191.00000000 OU Notional Amount USD 93259.57000000 0.001050633205 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 191.00000000 USD 853.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1232.00000000 OU Notional Amount USD 111939.52000000 0.001261075691 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Visteon Corp. Visteon Corp. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 1232.00000000 USD -1222.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18333.00000000 OU Notional Amount USD -1158278.94000000 -0.01304880899 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First American Financial Corp. First American Financial Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 18333.00000000 USD 19284.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1362.00000000 OU Notional Amount USD -86051.16000000 -0.00096942550 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 First American Financial Corp. First American Financial Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1362.00000000 USD -3.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 32255.00000000 OU Notional Amount USD 7014172.30000000 0.079019475751 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 32255.00000000 USD -33545.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1267.00000000 OU Notional Amount USD 275521.82000000 0.003103942823 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1267.00000000 USD -3.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3959.00000000 OU Notional Amount USD -860924.14000000 -0.00969890263 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3959.00000000 USD 5866.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6604.00000000 OU Notional Amount USD -1436105.84000000 -0.01617872013 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6604.00000000 USD 4006.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5179.00000000 OU Notional Amount USD -1126225.34000000 -0.01268770314 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5179.00000000 USD 19457.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11355.00000000 OU Notional Amount USD -2469258.30000000 -0.02781789326 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11355.00000000 USD -10716.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32212.00000000 OU Notional Amount USD 3501444.40000000 0.039446179681 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 32212.00000000 USD -70558.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18246.00000000 OU Notional Amount USD 1983340.20000000 0.022343691619 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18246.00000000 USD -35528.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36712.00000000 OU Notional Amount USD -3990594.40000000 -0.04495679089 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 36712.00000000 USD 57146.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4029.00000000 OU Notional Amount USD 662730.21000000 0.007466111683 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 4029.00000000 USD 255.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3546.00000000 OU Notional Amount USD 362826.72000000 0.004087492575 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3546.00000000 USD -19299.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 69938.00000000 OU Notional Amount USD -2480700.86000000 -0.02794680157 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Interstate BancSystem, Inc. First Interstate BancSystem, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 69938.00000000 USD 186653.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 65568.00000000 OU Notional Amount USD 4123571.52000000 0.046454869626 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Walker & Dunlop, Inc. Walker & Dunlop, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 65568.00000000 USD 29311.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3250.00000000 OU Notional Amount USD 1148582.50000000 0.012939571930 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3250.00000000 USD 1361.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9360.00000000 OU Notional Amount USD 3307917.60000000 0.037265967159 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9360.00000000 USD -150414.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10522.00000000 OU Notional Amount USD 3718580.02000000 0.041892361800 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10522.00000000 USD -68757.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5842.00000000 OU Notional Amount USD -2064621.22000000 -0.02325937822 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 5842.00000000 USD 42308.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11446.00000000 OU Notional Amount USD -4045130.86000000 -0.04557118163 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11446.00000000 USD 37839.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 48774.00000000 OU Notional Amount USD -731122.26000000 -0.00823659517 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mechanics Bancorp Mechanics Bancorp Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 48774.00000000 USD -14632.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42608.00000000 OU Notional Amount USD 1531331.52000000 0.017251502919 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Fire Group, Inc. United Fire Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 42608.00000000 USD 30251.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 15035.00000000 OU Notional Amount USD 540357.90000000 0.006087503435 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 United Fire Group, Inc. United Fire Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 15035.00000000 USD -1954.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4658.00000000 OU Notional Amount USD -1053360.12000000 -0.01186682631 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NXP Semiconductors NV NXP Semiconductors NV Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 4658.00000000 USD 49421.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6731.00000000 OU Notional Amount USD -1770522.24000000 -0.01994615091 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Primerica, Inc. Primerica, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6731.00000000 USD -25779.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28961.00000000 OU Notional Amount USD 2560731.62000000 0.028848403132 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 28961.00000000 USD -31019.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19214.00000000 OU Notional Amount USD -1698901.88000000 -0.01913929829 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 19214.00000000 USD 56724.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6844.00000000 OU Notional Amount USD -605146.48000000 -0.00681739135 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6844.00000000 USD 7713.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15365.00000000 OU Notional Amount USD -1358573.30000000 -0.01530526273 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 15365.00000000 USD 65792.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1026.00000000 OU Notional Amount USD -90718.92000000 -0.00102201103 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1026.00000000 USD 8915.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21587.00000000 OU Notional Amount USD -2233822.76000000 -0.02516554995 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 21587.00000000 USD 148734.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29193.00000000 OU Notional Amount USD 3418208.37000000 0.038508468548 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 29193.00000000 USD -234711.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52343.00000000 OU Notional Amount USD 6128841.87000000 0.069045619470 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lear Corp. Lear Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 52343.00000000 USD -243062.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16215.00000000 OU Notional Amount USD -1447350.90000000 -0.01630540346 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SPS Commerce, Inc. SPS Commerce, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 16215.00000000 USD 43632.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 106801.00000000 OU Notional Amount USD 8745933.89000000 0.098528961277 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 106801.00000000 USD -354078.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72887.00000000 OU Notional Amount USD 5968716.43000000 0.067241696244 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 72887.00000000 USD -263221.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35863.00000000 OU Notional Amount USD 2936821.07000000 0.033085309484 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 35863.00000000 USD -138830.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13743.00000000 OU Notional Amount USD 1125414.27000000 0.012678565882 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13743.00000000 USD -38906.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21111.00000000 OU Notional Amount USD -4624575.66000000 -0.05209902588 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 21111.00000000 USD 5038.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105912.00000000 OU Notional Amount USD 15190958.16000000 0.171136592975 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 105912.00000000 USD -879069.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8038.00000000 OU Notional Amount USD 653167.88000000 0.007358385458 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 8038.00000000 USD -20.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 154824.00000000 OU Notional Amount USD -12580998.24000000 -0.14173359918 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 154824.00000000 USD -142706.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13962.00000000 OU Notional Amount USD -2183237.94000000 -0.02459567716 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 13962.00000000 USD 186253.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 200168.00000000 OU Notional Amount USD -31300270.16000000 -0.35261907365 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 200168.00000000 USD 2550140.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9892.00000000 OU Notional Amount USD -1546812.04000000 -0.01742590162 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 9892.00000000 USD 89671.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12846.00000000 OU Notional Amount USD -2008729.02000000 -0.02262971414 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hyatt Hotels Corp. Hyatt Hotels Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 12846.00000000 USD 116513.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77803.00000000 OU Notional Amount USD 31318819.62000000 0.352828046086 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 77803.00000000 USD 389200.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19441.00000000 OU Notional Amount USD 7825780.14000000 0.088162796344 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 19441.00000000 USD 97945.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22903.00000000 OU Notional Amount USD 1951106.57000000 0.021980557605 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nebius Group NV Nebius Group NV Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 22903.00000000 USD -305223.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4042.00000000 OU Notional Amount USD -344337.98000000 -0.00387920420 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nebius Group NV Nebius Group NV Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 4042.00000000 USD 61589.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 879.00000000 OU Notional Amount USD -74882.01000000 -0.00084359735 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nebius Group NV Nebius Group NV Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 879.00000000 USD 8541.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33191.00000000 OU Notional Amount USD 621667.43000000 0.007003511221 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sabra Health Care REIT, Inc. Sabra Health Care REIT, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 33191.00000000 USD -8111.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 254970.00000000 OU Notional Amount USD 4775588.10000000 0.053800284898 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 254970.00000000 USD -73941.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28561.00000000 OU Notional Amount USD 534947.53000000 0.006026551896 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sabra Health Care REIT, Inc. Sabra Health Care REIT, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 28561.00000000 USD 7968.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38235.00000000 OU Notional Amount USD 716141.55000000 0.008067827168 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sabra Health Care REIT, Inc. Sabra Health Care REIT, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 38235.00000000 USD -22214.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3585.00000000 OU Notional Amount USD 1543019.85000000 0.017383179996 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3585.00000000 USD 5023.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1421.00000000 OU Notional Amount USD 611612.61000000 0.006890236757 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1421.00000000 USD -26927.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 869.00000000 OU Notional Amount USD 374026.29000000 0.004213663435 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 869.00000000 USD -16468.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19685.00000000 OU Notional Amount USD -8472620.85000000 -0.09544990188 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 19685.00000000 USD 285113.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77098.00000000 OU Notional Amount USD -12955547.92000000 -0.14595315896 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 77098.00000000 USD -509617.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5941.00000000 OU Notional Amount USD -998325.64000000 -0.01124682504 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5941.00000000 USD 14311.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 107879.00000000 OU Notional Amount USD 6785589.10000000 0.076444328769 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 107879.00000000 USD -178000.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21493.00000000 OU Notional Amount USD 1351909.70000000 0.015230192699 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chefs' Warehouse, Inc. Chefs' Warehouse, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 21493.00000000 USD -27831.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2143.00000000 OU Notional Amount USD -80383.93000000 -0.00090558026 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 STAG Industrial, Inc. STAG Industrial, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2143.00000000 USD -150.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 546.00000000 OU Notional Amount USD -20480.46000000 -0.00023072646 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 STAG Industrial, Inc. STAG Industrial, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 546.00000000 USD -38.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11093.00000000 OU Notional Amount USD -1091662.13000000 -0.01229832480 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 11093.00000000 USD 22232.87000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 39034.00000000 OU Notional Amount USD -1443477.32000000 -0.01626176492 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 39034.00000000 USD 60261.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 24232.00000000 OU Notional Amount USD 2035488.00000000 0.022931172457 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 General Motors Co. General Motors Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 24232.00000000 USD -27382.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17958.00000000 OU Notional Amount USD -1508472.00000000 -0.01699397470 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 General Motors Co. General Motors Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17958.00000000 USD -6550.82000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 295719.00000000 OU Notional Amount USD 11098334.07000000 0.125030367435 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CubeSmart CubeSmart Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 295719.00000000 USD -476107.59000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 439920.00000000 OU Notional Amount USD 16510197.60000000 0.185998732723 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CubeSmart CubeSmart Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 439920.00000000 USD 206762.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44612.00000000 OU Notional Amount USD 7598761.96000000 0.085605280388 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 44612.00000000 USD 8764.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6.00000000 OU Notional Amount USD -429.96000000 -0.00000484379 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 6.00000000 USD 22.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2141.00000000 OU Notional Amount USD -153424.06000000 -0.00172842757 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 2141.00000000 USD 8157.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1070.00000000 OU Notional Amount USD -76676.20000000 -0.00086381013 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 1070.00000000 USD 4076.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9.00000000 OU Notional Amount USD -644.94000000 -0.00000726569 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 64.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD -429.96000000 -0.00000484379 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6.00000000 USD 42.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2584.00000000 OU Notional Amount USD -185169.44000000 -0.00208606111 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Power Solutions International, Inc. Power Solutions International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2584.00000000 USD -21938.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6.00000000 OU Notional Amount USD -429.96000000 -0.00000484379 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 6.00000000 USD 42.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 60999.00000000 OU Notional Amount USD 9034561.89000000 0.101780554234 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 60999.00000000 USD -57243.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11517.00000000 OU Notional Amount USD 1705782.87000000 0.019216817375 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 XPO, Inc. XPO, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 11517.00000000 USD -7091.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2241.00000000 OU Notional Amount USD 331914.51000000 0.003739245266 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 XPO, Inc. XPO, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2241.00000000 USD -3349.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 621.00000000 OU Notional Amount USD -91976.31000000 -0.00103617639 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 XPO, Inc. XPO, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 621.00000000 USD 3918.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8125.00000000 OU Notional Amount USD -1203393.75000000 -0.01355705836 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 XPO, Inc. XPO, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8125.00000000 USD 8589.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2704.00000000 OU Notional Amount USD -400489.44000000 -0.00451178902 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 XPO, Inc. XPO, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2704.00000000 USD 2416.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 568654.00000000 OU Notional Amount USD -7557411.66000000 -0.08513944081 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TripAdvisor, Inc. TripAdvisor, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 568654.00000000 USD 881413.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 93020.00000000 OU Notional Amount USD -3241747.00000000 -0.03652050983 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Axogen, Inc. Axogen, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 93020.00000000 USD -137669.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26389.00000000 OU Notional Amount USD -919656.65000000 -0.01036056476 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 26389.00000000 USD -75208.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 84566.00000000 OU Notional Amount USD 3575450.48000000 0.040279909078 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 84566.00000000 USD -76943.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18327.00000000 OU Notional Amount USD 4853722.68000000 0.054680524687 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 18327.00000000 USD -192963.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36309.00000000 OU Notional Amount USD -13234630.50000000 -0.14909721619 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 36309.00000000 USD 440142.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17276.00000000 OU Notional Amount USD -6297102.00000000 -0.07094118557 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 17276.00000000 USD 237176.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8647.00000000 OU Notional Amount USD 1241363.32000000 0.013984811688 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Phillips 66 Phillips 66 Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 8647.00000000 USD 12775.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12772.00000000 OU Notional Amount USD -1833548.32000000 -0.02065618305 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Phillips 66 Phillips 66 Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12772.00000000 USD -4812.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4952.00000000 OU Notional Amount USD -449047.36000000 -0.00505882739 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4952.00000000 USD 11397.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28586.00000000 OU Notional Amount USD -2592178.48000000 -0.02920267364 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 28586.00000000 USD 111911.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 157926.00000000 OU Notional Amount USD 5284203.96000000 0.059530192419 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 157926.00000000 USD 211088.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180553.00000000 OU Notional Amount USD 32369541.84000000 0.364665154647 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 180553.00000000 USD 420688.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5712.00000000 OU Notional Amount USD 1024047.36000000 0.011536597915 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Tower Corp. American Tower Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5712.00000000 USD -14.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25520.00000000 OU Notional Amount USD 4575225.60000000 0.051543063513 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Tower Corp. American Tower Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 25520.00000000 USD -35997.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29350.00000000 OU Notional Amount USD 5261868.00000000 0.059278562465 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American Tower Corp. American Tower Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 29350.00000000 USD 50265.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49674.00000000 OU Notional Amount USD 8905554.72000000 0.100327199725 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Tower Corp. American Tower Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 49674.00000000 USD -25323.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30630.00000000 OU Notional Amount USD 4311478.80000000 0.048571774390 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30630.00000000 USD -472607.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6126.00000000 OU Notional Amount USD 862295.76000000 0.009714354878 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6126.00000000 USD -119646.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26417.00000000 OU Notional Amount USD 3119847.70000000 0.035147230369 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ingredion, Inc. Ingredion, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26417.00000000 USD 137104.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 281072.00000000 OU Notional Amount USD 7695751.36000000 0.086697932695 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Yelp, Inc. Yelp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 281072.00000000 USD -823540.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 75158.00000000 OU Notional Amount USD -1392677.74000000 -0.01568947271 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 75158.00000000 USD -20292.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 111736.00000000 OU Notional Amount USD -2070468.08000000 -0.02332524712 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 111736.00000000 USD -30168.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9809.00000000 OU Notional Amount USD -181760.77000000 -0.00204766010 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 -1078.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14581.00000000 OU Notional Amount USD -270185.93000000 -0.00304383035 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Navigator Holdings Ltd. Navigator Holdings Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 14581.00000000 USD -1603.91000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26415.00000000 OU Notional Amount USD -883581.75000000 -0.00995415619 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 26415.00000000 USD 19547.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5675.00000000 OU Notional Amount USD -189828.75000000 -0.00213855144 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hyster-Yale, Inc. Hyster-Yale, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5675.00000000 USD -4653.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61056.00000000 OU Notional Amount USD 5655617.28000000 0.063714418950 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 61056.00000000 USD -77214.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4604.00000000 OU Notional Amount USD 426468.52000000 0.004804461229 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4604.00000000 USD -6077.28000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 96979.00000000 OU Notional Amount USD 8983164.77000000 0.101201530323 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 96979.00000000 USD 5427.76000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24929.00000000 OU Notional Amount USD 2309173.27000000 0.026014425282 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24929.00000000 USD -55457.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 598.00000000 OU Notional Amount USD 428467.00000000 0.004826975481 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 598.00000000 USD -1.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7782.00000000 OU Notional Amount USD -5575803.00000000 -0.06281525618 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 7782.00000000 USD -406633.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82547.00000000 OU Notional Amount USD 10017078.45000000 0.112849279119 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 82547.00000000 USD 86321.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11147.00000000 OU Notional Amount USD 1352688.45000000 0.015238965853 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 11147.00000000 USD 25094.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5888.00000000 OU Notional Amount USD 714508.80000000 0.008049433116 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5888.00000000 USD 13485.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4678.00000000 OU Notional Amount USD 567675.30000000 0.006395252737 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4678.00000000 USD 5187.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14168.00000000 OU Notional Amount USD 1719286.80000000 0.019368948436 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14168.00000000 USD 20522.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 112243.00000000 OU Notional Amount USD 14804851.70000000 0.166786838114 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 112243.00000000 USD -214797.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 113.00000000 OU Notional Amount USD -14904.70000000 -0.00016791169 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 113.00000000 USD 213.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2272.00000000 OU Notional Amount USD -299676.80000000 -0.00337606528 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Qualys, Inc. Qualys, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2272.00000000 USD 1360.93000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 147932.00000000 OU Notional Amount USD -24253451.40000000 -0.27323181308 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Diamondback Energy, Inc. Diamondback Energy, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 147932.00000000 USD -2383418.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21350.00000000 OU Notional Amount USD 2498163.50000000 0.028143530222 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 21350.00000000 USD -279722.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43993.00000000 OU Notional Amount USD 5147620.93000000 0.057991490635 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 43993.00000000 USD -411163.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4365.00000000 OU Notional Amount USD 510748.65000000 0.005753934867 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4365.00000000 USD -64562.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2100.00000000 OU Notional Amount USD 245721.00000000 0.002768216087 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2100.00000000 USD -21632.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 136821.00000000 OU Notional Amount USD 9543264.75000000 0.107511441870 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 136821.00000000 USD 113561.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2383.00000000 OU Notional Amount USD 166214.25000000 0.001872517858 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2383.00000000 USD 1977.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8971.00000000 OU Notional Amount USD 264016.53000000 0.002974327817 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TG Therapeutics, Inc. TG Therapeutics, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8971.00000000 USD -15901.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8177.00000000 OU Notional Amount USD 223395.64000000 0.002516705550 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 2026-12-23 0.00000000 USD 0.00000000 USD 8177.00000000 USD 10793.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 571025.00000000 OU Notional Amount USD 5076412.25000000 0.057189275873 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 571025.00000000 USD 28551.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 489452.00000000 OU Notional Amount USD -4351228.28000000 -0.04901957962 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Legalzoom.com, Inc. Legalzoom.com, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 489452.00000000 USD -489.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7727.00000000 OU Notional Amount USD 470960.65000000 0.005305695678 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 -24726.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 228196.00000000 OU Notional Amount USD 13908546.20000000 0.156689340121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 228196.00000000 USD -536260.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 167666.00000000 OU Notional Amount USD 10219242.70000000 0.115126798457 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 167666.00000000 USD 36886.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 571.00000000 OU Notional Amount USD 34802.45000000 0.000392073538 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 571.00000000 USD -1827.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2362.00000000 OU Notional Amount USD 143963.90000000 0.001621852360 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Taylor Morrison Home Corp. Taylor Morrison Home Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2362.00000000 USD -7558.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 263143.00000000 OU Notional Amount USD -1578858.00000000 -0.01778692140 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 263143.00000000 USD 544706.01000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 223430.00000000 OU Notional Amount USD -1340580.00000000 -0.01510255583 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bloomin' Brands, Inc. Bloomin' Brands, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 223430.00000000 USD 198852.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 309525.00000000 OU Notional Amount USD -11653616.25000000 -0.13128600315 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 United Parks & Resorts, Inc. United Parks & Resorts, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 309525.00000000 USD -166892.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 14179.00000000 OU Notional Amount USD 2717263.56000000 0.030611843109 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Five Below, Inc. Five Below, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 14179.00000000 USD -90320.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2474.00000000 OU Notional Amount USD -474117.36000000 -0.00534125818 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Five Below, Inc. Five Below, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2474.00000000 USD -6078.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 84.00000000 OU Notional Amount USD 11216.52000000 0.000126361813 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Popular, Inc. Popular, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 84.00000000 USD 393.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28586.00000000 OU Notional Amount USD 3817088.58000000 0.043002128488 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Popular, Inc. Popular, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 28586.00000000 USD 123039.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5871.00000000 OU Notional Amount USD 783954.63000000 0.008831788160 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Popular, Inc. Popular, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5871.00000000 USD 16107.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23279.00000000 OU Notional Amount USD 3108444.87000000 0.035018769645 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Popular, Inc. Popular, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 23279.00000000 USD 82638.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37928.00000000 OU Notional Amount USD 6712118.16000000 0.075616628092 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 37928.00000000 USD -107706.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35835.00000000 OU Notional Amount USD -6341719.95000000 -0.07144383747 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 35835.00000000 USD -14433.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3021.00000000 OU Notional Amount USD -534626.37000000 -0.00602293380 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3021.00000000 USD 20039.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7008.00000000 OU Notional Amount USD -1240205.76000000 -0.01397177097 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7008.00000000 USD 14733.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 849.00000000 OU Notional Amount USD -150247.53000000 -0.00169264177 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 849.00000000 USD 9135.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17527.00000000 OU Notional Amount USD 1024803.69000000 0.011545118492 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17527.00000000 USD 12952.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54520.00000000 OU Notional Amount USD 3187784.40000000 0.035912584025 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 54520.00000000 USD 63565.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 112857.00000000 OU Notional Amount USD 6598748.79000000 0.074339444156 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 112857.00000000 USD 129265.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44082.00000000 OU Notional Amount USD 2577474.54000000 0.029037023643 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 44082.00000000 USD 11166.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 254147.00000000 OU Notional Amount USD -14859975.09000000 -0.16740784102 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 254147.00000000 USD -1138578.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 72465.00000000 OU Notional Amount USD -4237028.55000000 -0.04773304111 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 72465.00000000 USD -181.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 52977.00000000 OU Notional Amount USD 10027486.56000000 0.112966533638 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 52977.00000000 USD -9006.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8800.00000000 OU Notional Amount USD 1665664.00000000 0.018764850709 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 8800.00000000 USD -1496.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6108.00000000 OU Notional Amount USD -1156122.24000000 -0.01302451228 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 6108.00000000 USD 705.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287377.00000000 OU Notional Amount USD 12794024.04000000 0.144133481350 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Artisan Partners Asset Management, Inc. Artisan Partners Asset Management, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 287377.00000000 USD 168991.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38483.00000000 OU Notional Amount USD 6168824.90000000 0.069496055806 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Matson, Inc. Matson, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 38483.00000000 USD 1124088.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26428.00000000 OU Notional Amount USD 844638.88000000 0.009515437979 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gentherm, Inc. Gentherm, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26428.00000000 USD -187374.52000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 359.00000000 OU Notional Amount USD 63051.17000000 0.000710314800 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 359.00000000 USD -0.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4211.00000000 OU Notional Amount USD 739577.93000000 0.008331854109 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4211.00000000 USD -54536.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 908.00000000 OU Notional Amount USD 159472.04000000 0.001796562225 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Workday, Inc. Workday, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 908.00000000 USD -10197.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 85547.00000000 OU Notional Amount USD -15024619.61000000 -0.16926267479 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 85547.00000000 USD 1461998.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30926.00000000 OU Notional Amount USD 10868014.92000000 0.122435663782 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 30926.00000000 USD 391109.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 55936.00000000 OU Notional Amount USD 19657029.12000000 0.221449954385 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 55936.00000000 USD 971607.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4380.00000000 OU Notional Amount USD 1539219.60000000 0.017340367566 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4380.00000000 USD 76124.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3391.00000000 OU Notional Amount USD 1191665.22000000 0.013424928406 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3391.00000000 USD 59946.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2061.00000000 OU Notional Amount USD 724276.62000000 0.008159474327 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2061.00000000 USD 20529.38000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 123989.00000000 OU Notional Amount USD -11741758.30000000 -0.13227898397 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 123989.00000000 USD 0.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 123569.00000000 OU Notional Amount USD -11701984.30000000 -0.13183090250 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 123569.00000000 USD 208831.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47587.00000000 OU Notional Amount USD -4506488.90000000 -0.05076869730 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 47587.00000000 USD 80284.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70544.00000000 OU Notional Amount USD 1324110.88000000 0.014917019870 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dave & Buster's Entertainment, Inc. Dave & Buster's Entertainment, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 70544.00000000 USD -135444.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 438869.00000000 OU Notional Amount USD 23804254.56000000 0.268171301691 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 438869.00000000 USD -276487.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1901.00000000 OU Notional Amount USD 103110.24000000 0.001161607779 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EPR Properties EPR Properties Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1901.00000000 USD -1197.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 503.00000000 OU Notional Amount USD 27282.72000000 0.000307358607 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 EPR Properties EPR Properties Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 503.00000000 USD -276.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6841.00000000 OU Notional Amount USD 371055.84000000 0.004180199273 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 EPR Properties EPR Properties Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6841.00000000 USD -4316.67000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 367113.00000000 OU Notional Amount USD 12243218.55000000 0.137928278626 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tri Pointe Homes, Inc. Tri Pointe Homes, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 367113.00000000 USD 279005.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8389.00000000 OU Notional Amount USD -1188553.52000000 -0.01338987296 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 8389.00000000 USD 60553.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2690.00000000 OU Notional Amount USD -381119.20000000 -0.00429356994 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2690.00000000 USD 101748.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5541.00000000 OU Notional Amount USD 1235698.41000000 0.013920992580 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AbbVie, Inc. AbbVie, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5541.00000000 USD 21267.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3352.00000000 OU Notional Amount USD -747529.52000000 -0.00842143424 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AbbVie, Inc. AbbVie, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3352.00000000 USD 3080.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18341.00000000 OU Notional Amount USD 3305965.25000000 0.037243972593 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ICON PLC ICON PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 18341.00000000 USD -119033.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2028.00000000 OU Notional Amount USD -365547.00000000 -0.00411813840 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ICON PLC ICON PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2028.00000000 USD 13159.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 571.00000000 OU Notional Amount USD -102922.75000000 -0.00115949557 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ICON PLC ICON PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 571.00000000 USD 1319.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3076.00000000 OU Notional Amount USD -554449.00000000 -0.00624624937 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ICON PLC ICON PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3076.00000000 USD 21614.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89639.00000000 OU Notional Amount USD 17677707.19000000 0.199151531341 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 89639.00000000 USD 582077.09000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1634.00000000 OU Notional Amount USD 322241.14000000 0.003630268099 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1634.00000000 USD 22237.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 267757.00000000 OU Notional Amount USD -5154322.25000000 -0.05806698561 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 267757.00000000 USD 66939.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78523.00000000 OU Notional Amount USD -12259795.99000000 -0.13811503489 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC, Inc. PTC, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 78523.00000000 USD 673727.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2602.00000000 OU Notional Amount USD -406250.26000000 -0.00457668862 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC, Inc. PTC, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2602.00000000 USD 22325.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3888.00000000 OU Notional Amount USD -607033.44000000 -0.00683864925 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PTC, Inc. PTC, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3888.00000000 USD 26732.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 826.00000000 OU Notional Amount USD -128963.38000000 -0.00145286118 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 PTC, Inc. PTC, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 826.00000000 USD 8887.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19418.00000000 OU Notional Amount USD 2423754.76000000 0.027305264583 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19418.00000000 USD -8932.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75405.00000000 OU Notional Amount USD 9412052.10000000 0.106033241111 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 75405.00000000 USD 31670.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69483.00000000 OU Notional Amount USD 5614921.23000000 0.063255949954 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Boise Cascade Co. Boise Cascade Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 69483.00000000 USD -326570.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 46317.00000000 OU Notional Amount USD 1017121.32000000 0.011458571310 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 46317.00000000 USD 47590.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26665.00000000 OU Notional Amount USD -585563.40000000 -0.00659677448 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 26665.00000000 USD -30414.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15728.00000000 OU Notional Amount USD -345386.88000000 -0.00389102078 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 15728.00000000 USD -17929.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD 5.07000000 0.000000057117 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 -0.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1625.00000000 OU Notional Amount USD -102683.75000000 -0.00115680307 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1625.00000000 USD 3167.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6671.00000000 OU Notional Amount USD -421540.49000000 -0.00474894358 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6671.00000000 USD -6.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4579.00000000 OU Notional Amount USD 123770.37000000 0.001394358355 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 News Corp. News Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4579.00000000 USD 1511.07000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1179.00000000 OU Notional Amount USD 31868.37000000 0.000359019109 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 News Corp. News Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1179.00000000 USD 389.07000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189984.00000000 OU Notional Amount USD -5135267.52000000 -0.05785232097 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 News Corp. News Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 189984.00000000 USD -46988.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 30665.00000000 OU Notional Amount USD 3875749.35000000 0.043662982413 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CDW Corp. CDW Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 30665.00000000 USD -130109.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31132.00000000 OU Notional Amount USD -4939714.44000000 -0.05564928101 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HCI Group, Inc. HCI Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 31132.00000000 USD 42028.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29423.00000000 OU Notional Amount USD -99743.97000000 -0.00112368443 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Esperion Therapeutics, Inc. Esperion Therapeutics, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 29423.00000000 USD -6473.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25630.00000000 OU Notional Amount USD 1038783.90000000 0.011702615174 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 25630.00000000 USD 812.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 534746.00000000 OU Notional Amount USD -21673255.38000000 -0.24416413009 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 534746.00000000 USD -90906.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5565.00000000 OU Notional Amount USD -111188.70000000 -0.00125261718 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Banc of California, Inc. Banc of California, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5565.00000000 USD 6218.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36567.00000000 OU Notional Amount USD 2993008.95000000 0.033718304602 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANI Pharmaceuticals, Inc. ANI Pharmaceuticals, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 36567.00000000 USD -129447.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88223.00000000 OU Notional Amount USD -2763144.36000000 -0.03112872188 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 88223.00000000 USD 18526.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112466.00000000 OU Notional Amount USD -3522435.12000000 -0.03968265458 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 112466.00000000 USD 9492.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28242.00000000 OU Notional Amount USD -884539.44000000 -0.00996494523 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 28242.00000000 USD -14996.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 43100.00000000 OU Notional Amount USD -1349892.00000000 -0.01520746192 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 43100.00000000 USD 12724.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34112.00000000 OU Notional Amount USD -1068387.84000000 -0.01203612392 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 34112.00000000 USD 8055.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 183348.00000000 OU Notional Amount USD 13001206.68000000 0.146467536303 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sprouts Farmers Market, Inc. Sprouts Farmers Market, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 183348.00000000 USD 66005.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134751.00000000 OU Notional Amount USD -2157363.51000000 -0.02430418391 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expro Group Holdings NV Expro Group Holdings NV Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 134751.00000000 USD 10780.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 37482.00000000 OU Notional Amount USD -600086.82000000 -0.00676039080 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Expro Group Holdings NV Expro Group Holdings NV Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 37482.00000000 USD -51350.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12536.00000000 OU Notional Amount USD -230662.40000000 -0.00259857060 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Factory Holding Corp. Fox Factory Holding Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 12536.00000000 USD 6058.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79928.00000000 OU Notional Amount USD -1334797.60000000 -0.01503741312 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Independence Realty Trust, Inc. Independence Realty Trust, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 79928.00000000 USD 30372.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 24508.00000000 OU Notional Amount USD -409283.60000000 -0.00461086128 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Independence Realty Trust, Inc. Independence Realty Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 24508.00000000 USD 8798.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 229222.00000000 OU Notional Amount USD 3048652.60000000 0.034345168595 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 229222.00000000 USD -557009.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 103.00000000 OU Notional Amount USD -43518.53000000 -0.00049026617 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 103.00000000 USD -0.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34753.00000000 OU Notional Amount USD -3018645.58000000 -0.03400711887 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Integer Holdings Corp. Integer Holdings Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 34753.00000000 USD -39869.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6916.00000000 OU Notional Amount USD 334181.12000000 0.003764780187 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Innovative Industrial Properties, Inc. Innovative Industrial Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6916.00000000 USD -9613.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4076.00000000 OU Notional Amount USD 196952.32000000 0.002218803361 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Innovative Industrial Properties, Inc. Innovative Industrial Properties, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4076.00000000 USD -9115.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6563.00000000 OU Notional Amount USD -2598160.44000000 -0.02927006453 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6563.00000000 USD 75999.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 491572.00000000 OU Notional Amount USD -14914294.48000000 -0.16801978631 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 491572.00000000 USD 1341991.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14564.00000000 OU Notional Amount USD 245257.76000000 0.002762997370 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBG SMITH Properties JBG SMITH Properties Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 14564.00000000 USD -7573.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8561.00000000 OU Notional Amount USD 119597.17000000 0.001347344386 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 8561.00000000 USD 3766.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42204.00000000 OU Notional Amount USD 589589.88000000 0.006642135555 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 42204.00000000 USD 18569.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130437.00000000 OU Notional Amount USD 1822204.89000000 0.020528391513 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 130437.00000000 USD 23478.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3395.00000000 OU Notional Amount USD 47428.15000000 0.000534310733 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bandwidth, Inc. Bandwidth, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3395.00000000 USD -441.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69687.00000000 OU Notional Amount USD -1912211.28000000 -0.02154237540 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 69687.00000000 USD -12179.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 89706.00000000 OU Notional Amount USD -2461532.64000000 -0.02773085838 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 89706.00000000 USD 20683.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26199.00000000 OU Notional Amount USD -718900.56000000 -0.00809890931 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26199.00000000 USD -16269.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29576.00000000 OU Notional Amount USD -811565.44000000 -0.00914284292 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 29576.00000000 USD 3223.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17703.00000000 OU Notional Amount USD -1716128.82000000 -0.01933337161 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Acushnet Holdings Corp. Acushnet Holdings Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 17703.00000000 USD -69218.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 103090.00000000 OU Notional Amount USD -4790592.30000000 -0.05396931753 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BlackLine, Inc. BlackLine, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 103090.00000000 USD 672662.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 97772.00000000 OU Notional Amount USD 8610780.04000000 0.097006360190 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 97772.00000000 USD -824217.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 110845.00000000 OU Notional Amount USD 9762119.15000000 0.109976987228 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 110845.00000000 USD -201183.68000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10267.00000000 OU Notional Amount USD -675465.93000000 -0.00760958832 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 10267.00000000 USD 11704.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13878.00000000 OU Notional Amount USD -6790644.18000000 -0.07650127772 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 13878.00000000 USD 121154.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1567.00000000 OU Notional Amount USD -167089.21000000 -0.00188237488 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 1567.00000000 USD 1911.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3328.00000000 OU Notional Amount USD -354864.64000000 -0.00399779426 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 3328.00000000 USD 4060.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2538.00000000 OU Notional Amount USD -270626.94000000 -0.00304879863 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Esquire Financial Holdings, Inc. Esquire Financial Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2538.00000000 USD 10405.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3399.00000000 OU Notional Amount USD -362435.37000000 -0.00408308374 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 3399.00000000 USD 12916.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50070.00000000 OU Notional Amount USD 742538.10000000 0.008365202461 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 50070.00000000 USD -131684.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 139210.00000000 OU Notional Amount USD 2064484.30000000 0.023257835722 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Alphatec Holdings, Inc. Alphatec Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 139210.00000000 USD -1092798.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 28620.00000000 OU Notional Amount USD -7991848.80000000 -0.09003367403 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Krystal Biotech, Inc. Krystal Biotech, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 28620.00000000 USD -582487.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18708.00000000 OU Notional Amount USD 2253565.68000000 0.025387967530 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Twilio, Inc. Twilio, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 18708.00000000 USD -90138.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 505841.00000000 OU Notional Amount USD 13521129.93000000 0.152324829350 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 505841.00000000 USD -166927.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 313575.00000000 OU Notional Amount USD -7635551.25000000 -0.08601973704 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Comstock Resources, Inc. Comstock Resources, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 313575.00000000 USD -890553.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41659.00000000 OU Notional Amount USD 866507.20000000 0.009761799646 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 41659.00000000 USD -108729.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 356560.00000000 OU Notional Amount USD 7416448.00000000 0.083551388222 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Adient PLC Adient PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 356560.00000000 USD 156886.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 546129.00000000 OU Notional Amount USD 16564092.57000000 0.186605896632 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 546129.00000000 USD -3222161.10000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 123998.00000000 OU Notional Amount USD 3760859.34000000 0.042368667422 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 123998.00000000 USD -864266.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 940.00000000 OU Notional Amount USD -28510.20000000 -0.00032118701 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 940.00000000 USD -2.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 118.00000000 OU Notional Amount USD -15875.72000000 -0.00017885090 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Novanta, Inc. Novanta, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 118.00000000 USD -160.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1014.00000000 OU Notional Amount USD -136423.56000000 -0.00153690524 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Novanta, Inc. Novanta, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1014.00000000 USD 29.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3651.00000000 OU Notional Amount USD -491205.54000000 -0.00553376829 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Novanta, Inc. Novanta, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3651.00000000 USD 16243.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12030.00000000 OU Notional Amount USD 663935.70000000 0.007479692357 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 12030.00000000 USD -21172.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34642.00000000 OU Notional Amount USD 1911891.98000000 0.021538778275 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 34642.00000000 USD -62736.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11518.00000000 OU Notional Amount USD 635678.42000000 0.007161354661 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11518.00000000 USD -2418.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38227.00000000 OU Notional Amount USD 2109748.13000000 0.023767763902 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 38227.00000000 USD 2320.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 96416.00000000 OU Notional Amount USD -5321199.04000000 -0.05994696744 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 96416.00000000 USD -425751.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1214.00000000 OU Notional Amount USD -67000.66000000 -0.00075480852 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 1214.00000000 USD 2136.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 164.00000000 OU Notional Amount USD 62367.56000000 0.000702613463 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 164.00000000 USD -14896.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5526.00000000 OU Notional Amount USD 2101482.54000000 0.023674646345 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5526.00000000 USD -526301.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6518.00000000 OU Notional Amount USD 2478730.22000000 0.027924600955 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6518.00000000 USD -582363.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1423.00000000 OU Notional Amount USD 541152.67000000 0.006096457066 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1423.00000000 USD -134830.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3225.00000000 OU Notional Amount USD 1226435.25000000 0.013816636711 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IES Holdings, Inc. IES Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3225.00000000 USD -303604.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 339283.00000000 OU Notional Amount USD 5248708.01000000 0.059130306126 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Riot Platforms, Inc. Riot Platforms, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 339283.00000000 USD -707371.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount USD 15.44000000 0.000000173942 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 0.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 180895.00000000 OU Notional Amount USD -57428735.65000000 -0.64697421021 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 180895.00000000 USD 904475.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13913.00000000 OU Notional Amount USD -1288343.80000000 -0.01451407911 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 13913.00000000 USD -144277.81000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 14679.00000000 OU Notional Amount USD 8550223.92000000 0.096324153844 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Medpace Holdings, Inc. Medpace Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 14679.00000000 USD -257469.66000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11087.00000000 OU Notional Amount USD -146237.53000000 -0.00164746636 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Camping World Holdings, Inc. Camping World Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11087.00000000 USD -2328.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67339.00000000 OU Notional Amount USD 1659906.35000000 0.018699986821 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 67339.00000000 USD 211444.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6795.00000000 OU Notional Amount USD 167496.75000000 0.001886966103 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liberty Energy, Inc. Liberty Energy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6795.00000000 USD 21336.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74724.00000000 OU Notional Amount USD -3731716.56000000 -0.04204035395 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 74724.00000000 USD 367463.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1976.00000000 OU Notional Amount USD -299107.12000000 -0.00336964745 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1976.00000000 USD -11342.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3799.00000000 OU Notional Amount USD -575054.63000000 -0.00647838596 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 3799.00000000 USD -21822.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29565.00000000 OU Notional Amount USD -2512729.35000000 -0.02830762454 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 29565.00000000 USD 123877.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42105.00000000 OU Notional Amount USD -3578503.95000000 -0.04031430851 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42105.00000000 USD 44631.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 335441.00000000 OU Notional Amount USD 6708820.00000000 0.075579472051 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Innoviva, Inc. Innoviva, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 335441.00000000 USD 87214.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30459.00000000 OU Notional Amount USD 14862164.46000000 0.167432505779 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30459.00000000 USD 824525.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1381.00000000 OU Notional Amount USD 673845.14000000 0.007591329015 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1381.00000000 USD 2898.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 959.00000000 OU Notional Amount USD -467934.46000000 -0.00527160356 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 959.00000000 USD -3647.61000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1563.00000000 OU Notional Amount USD -762650.22000000 -0.00859177932 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1563.00000000 USD -8183.69000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4254.00000000 OU Notional Amount USD 359377.92000000 0.004048639471 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Okta, Inc. Okta, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4254.00000000 USD -10.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13969.00000000 OU Notional Amount USD -1180101.12000000 -0.01329465086 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Okta, Inc. Okta, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 13969.00000000 USD 93305.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10727.00000000 OU Notional Amount USD -906216.96000000 -0.01020915740 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Okta, Inc. Okta, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10727.00000000 USD -10.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 452018.00000000 OU Notional Amount USD 4086242.72000000 0.046034335017 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 452018.00000000 USD -140125.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 145730.00000000 OU Notional Amount USD -8166709.20000000 -0.09200359671 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 145730.00000000 USD -588749.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 177916.00000000 OU Notional Amount USD -2151004.44000000 -0.02423254461 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 177916.00000000 USD -33804.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20846.00000000 OU Notional Amount USD -252028.14000000 -0.00283927035 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Select Water Solutions, Inc. Select Water Solutions, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 20846.00000000 USD -496.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9609.00000000 OU Notional Amount USD 794376.03000000 0.008949192400 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 9609.00000000 USD 52465.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 98163.00000000 OU Notional Amount USD 8115135.21000000 0.091422580244 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 98163.00000000 USD 110924.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40622.00000000 OU Notional Amount USD 25261603.14000000 0.284589335901 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco QQQ Trust Invesco QQQ Trust Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 40622.00000000 USD 43211.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 58381.00000000 OU Notional Amount USD 36305392.47000000 0.409005219321 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Invesco QQQ Trust Invesco QQQ Trust Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 58381.00000000 USD -215906.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13123.00000000 OU Notional Amount USD 8160800.01000000 0.091937025627 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invesco QQQ Trust Invesco QQQ Trust Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13123.00000000 USD -76736.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 176905.00000000 OU Notional Amount USD -8125246.65000000 -0.09153649257 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 176905.00000000 USD -353810.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11715.00000000 OU Notional Amount USD 2696207.25000000 0.030374629293 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 11715.00000000 USD -117049.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30539.00000000 OU Notional Amount USD 1951442.10000000 0.021984337581 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REV Group, Inc. REV Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 30539.00000000 USD -107199.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36693.00000000 OU Notional Amount USD 2344682.70000000 0.026414463436 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 REV Group, Inc. REV Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 36693.00000000 USD -135753.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 35402.00000000 OU Notional Amount USD 2262187.80000000 0.025485101642 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 REV Group, Inc. REV Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 35402.00000000 USD -124125.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5458.00000000 OU Notional Amount USD 27300042.72000000 0.307553759938 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5458.00000000 USD -1894340.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31.00000000 OU Notional Amount USD 155057.04000000 0.001746824213 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 31.00000000 USD -3921.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 85.00000000 OU Notional Amount USD 425156.40000000 0.004789679295 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 85.00000000 USD -12883.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26787.00000000 OU Notional Amount USD 1706599.77000000 0.019226020316 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 26787.00000000 USD 6428.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9622.00000000 OU Notional Amount USD 613017.62000000 0.006906065161 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 9622.00000000 USD -13402.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17836.00000000 OU Notional Amount USD -1136331.56000000 -0.01280155666 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17836.00000000 USD 1123.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 270.00000000 OU Notional Amount USD -17201.70000000 -0.00019378898 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Spectrum Brands Holdings, Inc. Spectrum Brands Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 270.00000000 USD -64.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 212973.00000000 OU Notional Amount USD 11866855.56000000 0.133688290657 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 212973.00000000 USD 726237.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64387.00000000 OU Notional Amount USD 3587643.64000000 0.040417273413 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 64387.00000000 USD 12354.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26032.00000000 OU Notional Amount USD 1450503.04000000 0.016340914493 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26032.00000000 USD 60847.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45950.00000000 OU Notional Amount USD 2560334.00000000 0.028843923669 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 45950.00000000 USD 87952.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 560902.00000000 OU Notional Amount USD -6685951.84000000 -0.07532184649 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Talos Energy, Inc. Talos Energy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 560902.00000000 USD -375804.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42650.00000000 OU Notional Amount USD 4686382.00000000 0.052795316820 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 42650.00000000 USD -153791.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 63727.00000000 OU Notional Amount USD 7002322.76000000 0.078885982532 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 63727.00000000 USD -227719.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4865.00000000 OU Notional Amount USD -534566.20000000 -0.00602225595 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4865.00000000 USD 8010.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 21670.00000000 OU Notional Amount USD -10479178.60000000 -0.11805515517 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 21670.00000000 USD 2744057.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 458.00000000 OU Notional Amount USD -221479.64000000 -0.00249512049 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 458.00000000 USD -1.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48.00000000 OU Notional Amount USD -94503.36000000 -0.00106464535 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Biglari Holdings, Inc. Biglari Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 48.00000000 USD 21327.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95722.00000000 OU Notional Amount USD 9740670.72000000 0.109735355910 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Science Applications International Corp. Science Applications International Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 95722.00000000 USD -699727.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1488.00000000 OU Notional Amount USD 280160.64000000 0.003156202321 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1488.00000000 USD -1819.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 477.00000000 OU Notional Amount USD 89809.56000000 0.001011766470 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 477.00000000 USD -1.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7885.00000000 OU Notional Amount USD 885170.10000000 0.009972050052 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 7885.00000000 USD -11549.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2740.00000000 OU Notional Amount USD 307592.40000000 0.003465239967 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2740.00000000 USD 1890.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47825.00000000 OU Notional Amount USD -2085648.25000000 -0.02349626217 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 47825.00000000 USD -316123.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 572145.00000000 OU Notional Amount USD -6156280.20000000 -0.06935473113 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 165922.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 60500.00000000 OU Notional Amount USD -650980.00000000 -0.00733373748 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 60500.00000000 USD 2359.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 49792.00000000 OU Notional Amount USD -535761.92000000 -0.00603572655 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 49792.00000000 USD 14389.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38239.00000000 OU Notional Amount USD -411451.64000000 -0.00463528574 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 38239.00000000 USD 2294.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 306352.00000000 OU Notional Amount USD -3296347.52000000 -0.03713562224 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 306352.00000000 USD 46869.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5907.00000000 OU Notional Amount USD 1956989.10000000 0.022046828352 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 5907.00000000 USD 3628.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 450879.00000000 OU Notional Amount USD 11668748.52000000 0.131456478581 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 450879.00000000 USD -477931.74000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 346612.00000000 OU Notional Amount USD 8970318.56000000 0.101056808931 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 346612.00000000 USD -1074497.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19442.00000000 OU Notional Amount USD -503158.96000000 -0.00566843178 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 19442.00000000 USD 21722.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 33199.00000000 OU Notional Amount USD -859190.12000000 -0.00967936770 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 33199.00000000 USD 5868.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91544.00000000 OU Notional Amount USD 11617849.04000000 0.130883060927 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91544.00000000 USD -605105.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3909.00000000 OU Notional Amount USD 496091.19000000 0.005588808498 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3909.00000000 USD 2849.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15494.00000000 OU Notional Amount USD 1966343.54000000 0.022152212553 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15494.00000000 USD -28490.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21291.00000000 OU Notional Amount USD 2702040.81000000 0.030440348359 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 21291.00000000 USD -55604.32000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 107900.00000000 OU Notional Amount USD 5945290.00000000 0.066977781396 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Knight-Swift Transportation Holdings, Inc. Knight-Swift Transportation Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 107900.00000000 USD -189904.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7429.00000000 OU Notional Amount USD -1111898.43000000 -0.01252630064 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARES Management Corp. ARES Management Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7429.00000000 USD 15387.24000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1863.00000000 OU Notional Amount USD -278835.21000000 -0.00314127044 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ARES Management Corp. ARES Management Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1863.00000000 USD 37073.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3273.00000000 OU Notional Amount USD -489869.91000000 -0.00551872149 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ARES Management Corp. ARES Management Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3273.00000000 USD 41465.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125875.00000000 OU Notional Amount USD -7077951.25000000 -0.07973798949 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 125875.00000000 USD -112028.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 81434.00000000 OU Notional Amount USD 1451968.22000000 0.016357420753 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 81434.00000000 USD 34031.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 157263.00000000 OU Notional Amount USD 2803999.29000000 0.031588980770 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 157263.00000000 USD 53821.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83882.00000000 OU Notional Amount USD 1495616.06000000 0.016849143695 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 83882.00000000 USD 12817.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31214.00000000 OU Notional Amount USD 556545.62000000 0.006269869236 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 31214.00000000 USD 5478.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 172018.00000000 OU Notional Amount USD -3067080.94000000 -0.03455277652 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Newmark Group, Inc. Newmark Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 172018.00000000 USD -80848.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 250993.00000000 OU Notional Amount USD -4711138.61000000 -0.05307421706 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 250993.00000000 USD 597363.34000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 171759.00000000 OU Notional Amount USD -3223916.43000000 -0.03631963619 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Simply Good Foods Co. Simply Good Foods Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 171759.00000000 USD 322906.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2131.00000000 OU Notional Amount USD 19242.93000000 0.000216784842 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TPG RE Finance Trust, Inc. TPG RE Finance Trust, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2131.00000000 USD -170.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8333.00000000 OU Notional Amount USD 75246.99000000 0.000847709101 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TPG RE Finance Trust, Inc. TPG RE Finance Trust, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8333.00000000 USD -999.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 20289.00000000 OU Notional Amount USD -7533914.37000000 -0.08487472768 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 20289.00000000 USD 667665.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8179.00000000 OU Notional Amount USD -3037108.07000000 -0.03421511152 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 8179.00000000 USD 276155.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 223955.00000000 OU Notional Amount USD -4974040.55000000 -0.05603598825 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 223955.00000000 USD 774884.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57809.00000000 OU Notional Amount USD -1283937.89000000 -0.01446444350 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 57809.00000000 USD 146256.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 64179.00000000 OU Notional Amount USD 1637206.29000000 0.018444255030 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Magnolia Oil & Gas Corp. Magnolia Oil & Gas Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 64179.00000000 USD 110361.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20380.00000000 OU Notional Amount USD 64400.80000000 0.000725519310 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Resources Corp. American Resources Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 20380.00000000 USD -20991.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 116935.00000000 OU Notional Amount USD 369514.60000000 0.004162836144 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Resources Corp. American Resources Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 116935.00000000 USD -88484.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 127467.00000000 OU Notional Amount USD -11382803.10000000 -0.12823510673 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Warrior Met Coal, Inc. Warrior Met Coal, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 127467.00000000 USD 804316.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5407.00000000 OU Notional Amount USD -554325.64000000 -0.00624485963 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 5407.00000000 USD 19140.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39513.00000000 OU Notional Amount USD -4050872.76000000 -0.04563586808 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 39513.00000000 USD 230755.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23196.00000000 OU Notional Amount USD -2378053.92000000 -0.02679041318 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 23196.00000000 USD -117371.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13583.00000000 OU Notional Amount USD -1392529.16000000 -0.01568779885 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 79324.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54774.00000000 OU Notional Amount USD -16205435.64000000 -0.18256537960 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 54774.00000000 USD 643046.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 452.00000000 OU Notional Amount USD -133728.72000000 -0.00150654601 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 452.00000000 USD -492.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100112.00000000 OU Notional Amount USD 663742.56000000 0.007477516502 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 100112.00000000 USD -9871.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 68486.00000000 OU Notional Amount USD 454062.18000000 0.005115322790 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 68486.00000000 USD 5012.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 186774.00000000 OU Notional Amount USD 1238311.62000000 0.013950432188 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Empire State Realty Trust, Inc. Empire State Realty Trust, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 186774.00000000 USD 3882.85000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 118525.00000000 OU Notional Amount USD -785820.75000000 -0.00885281128 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 118525.00000000 USD -27260.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 307883.00000000 OU Notional Amount USD -2041264.29000000 -0.02299624633 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 307883.00000000 USD -70813.09000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 590617.00000000 OU Notional Amount USD -3915790.71000000 -0.04411407587 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 590617.00000000 USD -135841.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 291262.00000000 OU Notional Amount USD 5793201.18000000 0.065264396223 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tandem Diabetes Care, Inc. Tandem Diabetes Care, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 291262.00000000 USD -203883.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 13696.00000000 OU Notional Amount USD -796011.52000000 -0.00896761731 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ACM Research, Inc. ACM Research, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 13696.00000000 USD -81401.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4360.00000000 OU Notional Amount USD -122821.20000000 -0.00138366530 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 4360.00000000 USD -3706.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 131.00000000 OU Notional Amount USD -3690.27000000 -0.00004157342 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 131.00000000 USD 0.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16106.00000000 OU Notional Amount USD -453706.02000000 -0.00511131040 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Business First Bancshares, Inc. Business First Bancshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 16106.00000000 USD -24159.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8585.00000000 OU Notional Amount USD -241839.45000000 -0.00272448775 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 8585.00000000 USD 0.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 776085.00000000 OU Notional Amount USD -18688126.80000000 -0.21053460327 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 644150.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16726.00000000 OU Notional Amount USD -402762.08000000 -0.00453739187 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Elanco Animal Health, Inc. Elanco Animal Health, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16726.00000000 USD 13882.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 339236.00000000 OU Notional Amount USD 10010854.36000000 0.112779160464 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Delek U.S. Holdings, Inc. Delek U.S. Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 339236.00000000 USD 489649.38000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 72244.00000000 OU Notional Amount USD 2131920.44000000 0.024017550226 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Delek U.S. Holdings, Inc. Delek U.S. Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 72244.00000000 USD -9232.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 737432.00000000 OU Notional Amount USD 16267749.92000000 0.183267392837 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenable Holdings, Inc. Tenable Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 737432.00000000 USD -494079.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5941.00000000 OU Notional Amount USD -569028.98000000 -0.00641050287 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 5941.00000000 USD 106403.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12100.00000000 OU Notional Amount USD -1158938.00000000 -0.01305623376 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 12100.00000000 USD 216711.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2516.00000000 OU Notional Amount USD -240982.48000000 -0.00271483340 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Coastal Financial Corp. Coastal Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2516.00000000 USD 44237.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 195161.00000000 OU Notional Amount USD -6686215.86000000 -0.07532482086 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resideo Technologies, Inc. Resideo Technologies, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 195161.00000000 USD 538644.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 218765.00000000 OU Notional Amount USD -7494888.90000000 -0.08443507891 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Resideo Technologies, Inc. Resideo Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 218765.00000000 USD 562019.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37347.00000000 OU Notional Amount USD 1358310.39000000 0.015302300875 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 37347.00000000 USD 19130.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11151.00000000 OU Notional Amount USD -405561.87000000 -0.00456893343 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 11151.00000000 USD -23277.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 101889.00000000 OU Notional Amount USD -1357161.48000000 -0.01528935761 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 101889.00000000 USD -99851.22000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91697.00000000 OU Notional Amount USD -1221404.04000000 -0.01375995666 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Avanos Medical, Inc. Avanos Medical, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91697.00000000 USD -97198.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44650.00000000 OU Notional Amount USD 9105028.00000000 0.102574403434 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 44650.00000000 USD -953724.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13599.00000000 OU Notional Amount USD 2773108.08000000 0.031240970040 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13599.00000000 USD -175198.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4626.00000000 OU Notional Amount USD 943333.92000000 0.010627305493 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4626.00000000 USD -84614.17000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7728.00000000 OU Notional Amount USD 1575893.76000000 0.017753527205 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7728.00000000 USD -157759.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13613.00000000 OU Notional Amount USD 2775962.96000000 0.031273132227 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13613.00000000 USD -204804.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27300.00000000 OU Notional Amount USD -944307.00000000 -0.01063826790 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sensata Technologies Holding PLC Sensata Technologies Holding PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 27300.00000000 USD 17199.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114057.00000000 OU Notional Amount USD -8751593.61000000 -0.09859272191 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 114057.00000000 USD -37019.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1269.00000000 OU Notional Amount USD -97370.37000000 -0.00109694419 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1269.00000000 USD -1205.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 331.00000000 OU Notional Amount USD -25397.63000000 -0.00028612177 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 331.00000000 USD -314.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 286958.00000000 OU Notional Amount USD 3925585.44000000 0.044224420247 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 286958.00000000 USD 140609.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 65756.00000000 OU Notional Amount USD 899542.08000000 0.010133960293 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amneal Pharmaceuticals, Inc. Amneal Pharmaceuticals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 65756.00000000 USD 31562.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 561964.00000000 OU Notional Amount USD -7687667.52000000 -0.08660686267 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amneal Pharmaceuticals, Inc. Amneal Pharmaceuticals, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 561964.00000000 USD 42235.36000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 187206.00000000 OU Notional Amount USD -8716311.36000000 -0.09819524310 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Northwest Natural Holding Co. Northwest Natural Holding Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 187206.00000000 USD 76249.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5803.00000000 OU Notional Amount USD 259684.25000000 0.002925521703 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5803.00000000 USD -1566.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84185.00000000 OU Notional Amount USD -3767278.75000000 -0.04244098649 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 84185.00000000 USD 22424.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13737.00000000 OU Notional Amount USD -614730.75000000 -0.00692536474 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13737.00000000 USD 3708.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69439.00000000 OU Notional Amount USD -3107395.25000000 -0.03500694495 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 69439.00000000 USD 20316.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 234829.00000000 OU Notional Amount USD 4226922.00000000 0.047619183874 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vistance Networks, Inc. Vistance Networks, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 234829.00000000 USD -202516.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 248148.00000000 OU Notional Amount USD -4466664.00000000 -0.05032004241 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CommScope Holding Co., Inc. CommScope Holding Co., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 248148.00000000 USD -54592.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13555.00000000 OU Notional Amount USD -2241861.45000000 -0.02525611132 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allegion PLC Allegion PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13555.00000000 USD 13829.35000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4289.00000000 OU Notional Amount USD -709357.71000000 -0.00799140254 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Allegion PLC Allegion PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4289.00000000 USD 6429.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20704.00000000 OU Notional Amount USD -3424234.56000000 -0.03857635772 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Allegion PLC Allegion PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 20704.00000000 USD 9395.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 80472.00000000 OU Notional Amount USD 13984424.16000000 0.157544157534 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 80472.00000000 USD 40236.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1973.00000000 OU Notional Amount USD 342867.94000000 0.003862643190 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1973.00000000 USD -1124.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 70162.00000000 OU Notional Amount USD 1879639.98000000 0.021175437310 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 70162.00000000 USD 43677.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 51342.00000000 OU Notional Amount USD -1375452.18000000 -0.01549541493 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 51342.00000000 USD -20074.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 296285.00000000 OU Notional Amount USD 2370280.00000000 0.026702834628 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ADT, Inc. ADT, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 296285.00000000 USD -49019.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 95947.00000000 OU Notional Amount USD 767576.00000000 0.008647271627 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ADT, Inc. ADT, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 95947.00000000 USD -26865.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 334727.00000000 OU Notional Amount USD 2677816.00000000 0.030167439211 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ADT, Inc. ADT, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 334727.00000000 USD -389.74000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 397494.00000000 OU Notional Amount USD 3179952.00000000 0.035824346652 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ADT, Inc. ADT, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 397494.00000000 USD -36668.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 113772.00000000 OU Notional Amount USD 7158534.24000000 0.080645812306 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 203651.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 72677.00000000 OU Notional Amount USD 4572836.84000000 0.051516152489 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 72677.00000000 USD -127184.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16981.00000000 OU Notional Amount USD 1068444.52000000 0.012036762461 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16981.00000000 USD 12167.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8936.00000000 OU Notional Amount USD 562253.12000000 0.006334168150 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8936.00000000 USD -5191.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 32637.00000000 OU Notional Amount USD 2053520.04000000 0.023134315791 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 32637.00000000 USD 39029.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9351.00000000 OU Notional Amount USD 588364.92000000 0.006628335538 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Essent Group Ltd. Essent Group Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9351.00000000 USD 16738.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40526.00000000 OU Notional Amount USD 4621585.04000000 0.052065334494 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 40526.00000000 USD 83483.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 209934.00000000 OU Notional Amount USD 13840948.62000000 0.155927806884 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 209934.00000000 USD -1444345.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4933.00000000 OU Notional Amount USD 325232.69000000 0.003663969968 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 4933.00000000 USD -28967.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14803.00000000 OU Notional Amount USD -3887267.80000000 -0.04379274567 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 STERIS PLC STERIS PLC Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 14803.00000000 USD -25165.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6405.00000000 OU Notional Amount USD -1681953.00000000 -0.01894835749 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 STERIS PLC STERIS PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6405.00000000 USD -6395.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4557.00000000 OU Notional Amount USD -1196668.20000000 -0.01348129041 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 STERIS PLC STERIS PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4557.00000000 USD 441.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2128.00000000 OU Notional Amount USD -558812.80000000 -0.00629541057 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 STERIS PLC STERIS PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2128.00000000 USD -2045.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1081.00000000 OU Notional Amount USD -283870.60000000 -0.00319799757 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 STERIS PLC STERIS PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1081.00000000 USD 6118.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 165102.00000000 OU Notional Amount USD 8600163.18000000 0.096886753959 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 165102.00000000 USD 94108.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63330.00000000 OU Notional Amount USD 3298859.70000000 0.037163923685 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ASGN, Inc. ASGN, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 63330.00000000 USD 36098.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 693740.00000000 OU Notional Amount USD 6430969.80000000 0.072449298425 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 693740.00000000 USD -1893910.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40019.00000000 OU Notional Amount USD 2365523.09000000 0.026649244765 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Frontdoor, Inc. Frontdoor, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 40019.00000000 USD -22010.45000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 72847.00000000 OU Notional Amount USD -3827381.38000000 -0.04311808396 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 72847.00000000 USD 505639.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3776.00000000 OU Notional Amount USD -198391.04000000 -0.00223501153 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3776.00000000 USD -9.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10161.00000000 OU Notional Amount USD -533858.94000000 -0.00601428818 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10161.00000000 USD 35451.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2046.00000000 OU Notional Amount USD -107496.84000000 -0.00121102584 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2046.00000000 USD 14628.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1803.00000000 OU Notional Amount USD 127165.59000000 0.001432607843 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Victory Capital Holdings, Inc. Victory Capital Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1803.00000000 USD 2488.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 43074.00000000 OU Notional Amount USD 21552075.90000000 0.242798959895 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 43074.00000000 USD -353829.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15728.00000000 OU Notional Amount USD 7869504.80000000 0.088655384715 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 15728.00000000 USD 21448.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 927.00000000 OU Notional Amount USD 463824.45000000 0.005225301477 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 927.00000000 USD 1571.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 30054.00000000 OU Notional Amount USD -1167297.36000000 -0.01315040770 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 30054.00000000 USD -14425.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 666934.00000000 OU Notional Amount USD -25903716.56000000 -0.29182318526 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Atlantic Union Bankshares Corp. Atlantic Union Bankshares Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 666934.00000000 USD -896051.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10456.00000000 OU Notional Amount USD 907999.04000000 0.010229233764 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 10456.00000000 USD -10273.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42136.00000000 OU Notional Amount USD 3659090.24000000 0.041222168507 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 42136.00000000 USD 96070.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 55271.00000000 OU Notional Amount USD 4799733.64000000 0.054072301015 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 55271.00000000 USD -265694.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8590.00000000 OU Notional Amount USD 745955.60000000 0.008403702949 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Wix.com Ltd. Wix.com Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8590.00000000 USD -26895.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 39897.00000000 OU Notional Amount USD 3688078.68000000 0.041548743224 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 39897.00000000 USD 88970.31000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3255.00000000 OU Notional Amount USD -300892.20000000 -0.00338975760 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3255.00000000 USD 7190.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60081.00000000 OU Notional Amount USD -2740294.41000000 -0.03087130147 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 60081.00000000 USD -106944.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30316.00000000 OU Notional Amount USD -1382712.76000000 -0.01557721035 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 30316.00000000 USD -53962.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7029.00000000 OU Notional Amount USD -320592.69000000 -0.00361169717 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 7029.00000000 USD -12511.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34581.00000000 OU Notional Amount USD -1577239.41000000 -0.01776868687 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 nLight, Inc. nLight, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 34581.00000000 USD 82648.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 201323.00000000 OU Notional Amount USD 12316941.14000000 0.138758814313 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 201323.00000000 USD -436870.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5409.00000000 OU Notional Amount USD 330922.62000000 0.003728070943 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5409.00000000 USD -13.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 649717.00000000 OU Notional Amount USD 16554789.16000000 0.186501087319 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 649717.00000000 USD -493784.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 346114.00000000 OU Notional Amount USD 8818984.72000000 0.099351929126 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 346114.00000000 USD -685305.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 68291.00000000 OU Notional Amount USD -7802929.66000000 -0.08790536996 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 1165044.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64494.00000000 OU Notional Amount USD -7369084.44000000 -0.08301780513 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 64494.00000000 USD 594634.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 22026.00000000 OU Notional Amount USD -2516690.76000000 -0.02835225255 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 22026.00000000 USD 426863.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19664.00000000 OU Notional Amount USD 985363.04000000 0.011100792440 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 19664.00000000 USD -55452.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41915.00000000 OU Notional Amount USD 951470.50000000 0.010718969664 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 EverQuote, Inc. EverQuote, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41915.00000000 USD -114008.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 547692.00000000 OU Notional Amount USD 21206634.24000000 0.238907321979 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NMI Holdings, Inc. NMI Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 547692.00000000 USD 16430.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73967.00000000 OU Notional Amount USD 6288674.34000000 0.070846242188 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Strategic Education, Inc. Strategic Education, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 73967.00000000 USD -95417.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3829.00000000 OU Notional Amount USD 622480.53000000 0.007012671351 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Futu Holdings Ltd. Futu Holdings Ltd. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 3829.00000000 USD -17303.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 414245.00000000 OU Notional Amount USD 10086865.75000000 0.113635481058 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LiveRamp Holdings, Inc. LiveRamp Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 414245.00000000 USD -592370.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22454.00000000 OU Notional Amount USD 405070.16000000 0.004563393985 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 22454.00000000 USD -5838.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 178403.00000000 OU Notional Amount USD 3218390.12000000 0.036257378514 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 178403.00000000 USD -58830.28000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 74948.00000000 OU Notional Amount USD 1352061.92000000 0.015231907562 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 74948.00000000 USD -23142.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25423.00000000 OU Notional Amount USD 458630.92000000 0.005166792789 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Garrett Motion, Inc. Garrett Motion, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 25423.00000000 USD -29872.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1331.00000000 OU Notional Amount USD -1552784.53000000 -0.01749318583 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Graham Holdings Co. Graham Holdings Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1331.00000000 USD 20617.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 334.00000000 OU Notional Amount USD -389654.42000000 -0.00438972507 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Graham Holdings Co. Graham Holdings Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 334.00000000 USD 9050.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24877.00000000 OU Notional Amount USD 2847670.19000000 0.032080963498 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 -54729.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16938.00000000 OU Notional Amount USD 1938892.86000000 0.021842961761 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arcosa, Inc. Arcosa, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 16938.00000000 USD -37263.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 599639.00000000 OU Notional Amount USD -27409498.69000000 -0.30878685673 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 YETI Holdings, Inc. YETI Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 599639.00000000 USD 2061020.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 345216.00000000 OU Notional Amount USD 6914676.48000000 0.077898586899 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Upwork, Inc. Upwork, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 345216.00000000 USD -379737.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70959.00000000 OU Notional Amount USD 6535323.90000000 0.073624919142 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 70959.00000000 USD 336635.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60143.00000000 OU Notional Amount USD 5539170.30000000 0.062402563621 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 60143.00000000 USD 425822.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7972.00000000 OU Notional Amount USD 734221.20000000 0.008271506861 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7972.00000000 USD -18662.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6435.00000000 OU Notional Amount USD 592663.50000000 0.006676761998 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6435.00000000 USD -6.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 154417.00000000 OU Notional Amount USD -14221805.70000000 -0.16021842386 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 154417.00000000 USD -995989.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52036.00000000 OU Notional Amount USD -4792515.60000000 -0.05399098482 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 52036.00000000 USD -387668.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 59320.00000000 OU Notional Amount USD -5463372.00000000 -0.06154864363 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 59320.00000000 USD 100685.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 181146.00000000 OU Notional Amount USD 7983104.22000000 0.089935160322 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 181146.00000000 USD 1849500.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10891.00000000 OU Notional Amount USD 479966.37000000 0.005407151309 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10891.00000000 USD -13406.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2037.00000000 OU Notional Amount USD 203537.04000000 0.002292984761 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2037.00000000 USD -101108.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 203997.00000000 OU Notional Amount USD -20383380.24000000 -0.22963279938 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 203997.00000000 USD 10556844.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1655.00000000 OU Notional Amount USD -165367.60000000 -0.00186297976 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PennyMac Financial Services, Inc. PennyMac Financial Services, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 1655.00000000 USD 16671.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4193.00000000 OU Notional Amount USD 111953.10000000 0.001261228679 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FLEX LNG Ltd. FLEX LNG Ltd. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 4193.00000000 USD 125.79000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 155345.00000000 OU Notional Amount USD -6269724.20000000 -0.07063275582 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 155345.00000000 USD 161558.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54259.00000000 OU Notional Amount USD -2189893.24000000 -0.02467065369 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Enerpac Tool Group Corp. Enerpac Tool Group Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 54259.00000000 USD -542.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114531.00000000 OU Notional Amount USD -4294912.50000000 -0.04838514362 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 114531.00000000 USD 6871.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 94292.00000000 OU Notional Amount USD -3153124.48000000 -0.03552211618 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Seacoast Banking Corp. of Florida Seacoast Banking Corp. of Florida Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 94292.00000000 USD 22125.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 54064.00000000 OU Notional Amount USD 14819483.04000000 0.166951670224 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cigna Group Cigna Group Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 54064.00000000 USD -529827.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 50697.00000000 OU Notional Amount USD 6849174.79000000 0.077160665305 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2031-01-02 0.00000000 USD 0.00000000 USD 50697.00000000 USD -73306.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 17092.00000000 OU Notional Amount USD 2309132.60000000 0.026013967106 N/A DE GB N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 17092.00000000 USD -20628.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26981.00000000 OU Notional Amount USD 3645138.47000000 0.041064992221 N/A DE GB N 2 UBS AG BFM8T61CT2L1QCEMIK50 InterContinental Hotels Group PLC InterContinental Hotels Group PLC Y equity-performance leg 2031-01-21 0.00000000 USD 0.00000000 USD 26981.00000000 USD -97126.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 155653.00000000 OU Notional Amount USD 17812929.32000000 0.200674901650 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 155653.00000000 USD -305398.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30714.00000000 OU Notional Amount USD -3514910.16000000 -0.03959788073 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 30714.00000000 USD 44019.04000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8951.00000000 OU Notional Amount USD -1024352.44000000 -0.01154003485 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8951.00000000 USD -10571.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2647.00000000 OU Notional Amount USD -302922.68000000 -0.00341263235 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2647.00000000 USD 14943.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9381.00000000 OU Notional Amount USD -1073561.64000000 -0.01209441033 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 9381.00000000 USD 21530.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4546.00000000 OU Notional Amount USD -186113.24000000 -0.00209669366 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 4546.00000000 USD 34322.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12913.00000000 OU Notional Amount USD -528658.22000000 -0.00595569849 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 12913.00000000 USD 56558.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 7402.00000000 OU Notional Amount USD -303037.88000000 -0.00341393016 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Harrow, Inc. Harrow, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 7402.00000000 USD 74760.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 76286.00000000 OU Notional Amount USD -1516565.68000000 -0.01708515557 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Levi Strauss & Co. Levi Strauss & Co. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 76286.00000000 USD 127348.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 362053.00000000 OU Notional Amount USD 9974560.15000000 0.112370281223 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dow, Inc. Dow, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 362053.00000000 USD -282401.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118235.00000000 OU Notional Amount USD 7522110.70000000 0.084741751219 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Scorpio Tankers, Inc. Scorpio Tankers, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 118235.00000000 USD 735005.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 62852.00000000 OU Notional Amount USD 1828993.20000000 0.020604866495 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Element Solutions, Inc. Element Solutions, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 62852.00000000 USD -6243.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117775.00000000 OU Notional Amount USD 3256478.75000000 0.036686473130 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Revolve Group, Inc. Revolve Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 117775.00000000 USD -275593.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3277.00000000 OU Notional Amount USD -90609.05000000 -0.00102077327 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Revolve Group, Inc. Revolve Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3277.00000000 USD 7668.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14841.00000000 OU Notional Amount USD -410353.65000000 -0.00462291613 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Revolve Group, Inc. Revolve Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14841.00000000 USD 35306.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 333345.00000000 OU Notional Amount USD -7523596.65000000 -0.08475849146 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Capri Holdings Ltd. Capri Holdings Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 333345.00000000 USD 945214.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12365.00000000 OU Notional Amount USD -273637.45000000 -0.00308271409 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pinterest, Inc. Pinterest, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 12365.00000000 USD 46585.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31528.00000000 OU Notional Amount USD 1024660.00000000 0.011543499726 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 31528.00000000 USD -48553.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7249.00000000 OU Notional Amount USD -134106.50000000 -0.00151080196 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Adaptive Biotechnologies Corp. Adaptive Biotechnologies Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7249.00000000 USD -5219.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3117.00000000 OU Notional Amount USD 117012.18000000 0.001318222696 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Global Ship Lease, Inc. Global Ship Lease, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 3117.00000000 USD 3219.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 132314.00000000 OU Notional Amount USD -1402528.40000000 -0.01580044717 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PagerDuty, Inc. PagerDuty, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 132314.00000000 USD 53385.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 705113.00000000 OU Notional Amount USD 3941581.67000000 0.044404628781 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Peloton Interactive, Inc. Peloton Interactive, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 705113.00000000 USD -155124.86000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 329009.00000000 OU Notional Amount USD 18233678.78000000 0.205414933735 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Acadian Asset Management, Inc. Acadian Asset Management, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 329009.00000000 USD 1503571.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 428742.00000000 OU Notional Amount USD -7391512.08000000 -0.08327046793 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 428742.00000000 USD 235808.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51016.00000000 OU Notional Amount USD -879515.84000000 -0.00990835092 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 51016.00000000 USD 28058.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 242558.00000000 OU Notional Amount USD -4181699.92000000 -0.04710972603 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 242558.00000000 USD 124296.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 161466.00000000 OU Notional Amount USD -2783673.84000000 -0.03136000059 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 161466.00000000 USD 46758.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59403.00000000 OU Notional Amount USD -801940.50000000 -0.00903441135 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Red Cat Holdings, Inc. Red Cat Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 59403.00000000 USD 229295.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29044.00000000 OU Notional Amount USD -392094.00000000 -0.00441720861 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Red Cat Holdings, Inc. Red Cat Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 29044.00000000 USD 61253.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1120500.00000000 OU Notional Amount USD -21087810.00000000 -0.23756868518 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Antero Midstream Corp. Antero Midstream Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1120500.00000000 USD -56025.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93469.00000000 OU Notional Amount USD -1759086.58000000 -0.01981732033 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Antero Midstream Corp. Antero Midstream Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 93469.00000000 USD -4726.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9151.00000000 OU Notional Amount USD 98190.23000000 0.001106180482 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fulcrum Therapeutics, Inc. Fulcrum Therapeutics, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 9151.00000000 USD -2928.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 471971.00000000 OU Notional Amount USD 17812185.54000000 0.200666522456 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Par Pacific Holdings, Inc. Par Pacific Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 471971.00000000 USD 823601.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 92104.00000000 OU Notional Amount USD 3476004.96000000 0.039159586890 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Par Pacific Holdings, Inc. Par Pacific Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 92104.00000000 USD 10699.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37906.00000000 OU Notional Amount USD -396875.82000000 -0.00447107910 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Trevi Therapeutics, Inc. Trevi Therapeutics, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 37906.00000000 USD 10992.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317653.00000000 OU Notional Amount USD 663894.77000000 0.007479231252 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clear Channel Outdoor Holdings, Inc. Clear Channel Outdoor Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 317653.00000000 USD -6353.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12600.00000000 OU Notional Amount USD 26334.00000000 0.000296670624 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Clear Channel Outdoor Holdings, Inc. Clear Channel Outdoor Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12600.00000000 USD 0.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479001.00000000 OU Notional Amount USD 34861692.78000000 0.392740949245 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Corp. Fox Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 479001.00000000 USD 215550.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 83734.00000000 OU Notional Amount USD 6094160.52000000 0.068654910207 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Fox Corp. Fox Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 83734.00000000 USD -243665.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54699.00000000 OU Notional Amount USD -3980993.22000000 -0.04484862700 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fox Corp. Fox Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 54699.00000000 USD -31530.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5238.00000000 OU Notional Amount USD -381221.64000000 -0.00429472400 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Corp. Fox Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5238.00000000 USD -319.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8673.00000000 OU Notional Amount USD -631220.94000000 -0.00711113808 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fox Corp. Fox Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8673.00000000 USD -702.51000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8075.00000000 OU Notional Amount USD -587698.50000000 -0.00662082785 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fox Corp. Fox Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8075.00000000 USD -7598.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15234.00000000 OU Notional Amount USD -1108730.52000000 -0.01249061196 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fox Corp. Fox Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15234.00000000 USD -11263.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 327350.00000000 OU Notional Amount USD 21464339.50000000 0.241810548999 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fox Corp. Fox Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 327350.00000000 USD 176769.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8937.00000000 OU Notional Amount USD 585999.09000000 0.006601682836 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fox Corp. Fox Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8937.00000000 USD 7766.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 27372.00000000 OU Notional Amount USD 1794782.04000000 0.020219454245 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fox Corp. Fox Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 27372.00000000 USD 17362.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2570.00000000 OU Notional Amount USD -168514.90000000 -0.00189843626 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fox Corp. Fox Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2570.00000000 USD -6.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10004.00000000 OU Notional Amount USD 4415815.62000000 0.049747200436 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 10004.00000000 USD -159951.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27768.00000000 OU Notional Amount USD -12256934.04000000 -0.13808279305 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 27768.00000000 USD 623808.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 83749.00000000 OU Notional Amount USD -2437933.39000000 -0.02746499660 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 83749.00000000 USD 306521.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 193959.00000000 OU Notional Amount USD -2118032.28000000 -0.02386109055 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 193959.00000000 USD 213354.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95260.00000000 OU Notional Amount USD -1040239.20000000 -0.01171901013 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 95260.00000000 USD 125708.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36820.00000000 OU Notional Amount USD -402074.40000000 -0.00452964468 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 36820.00000000 USD 48588.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3128.00000000 OU Notional Amount USD -378800.80000000 -0.00426745157 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Esab Corp. Esab Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3128.00000000 USD 938.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 707.00000000 OU Notional Amount USD -85617.70000000 -0.00096454228 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Esab Corp. Esab Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 707.00000000 USD 501.97000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 181.00000000 OU Notional Amount USD -21919.10000000 -0.00024693373 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Esab Corp. Esab Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 181.00000000 USD 128.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 134903.00000000 OU Notional Amount USD 2973262.12000000 0.033495842979 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Enovis Corp. Enovis Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 134903.00000000 USD -203703.53000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 370573.00000000 OU Notional Amount USD -5143553.24000000 -0.05794566531 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 370573.00000000 USD 140817.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 635696.00000000 OU Notional Amount USD -8823460.48000000 -0.09940235164 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 635696.00000000 USD 241564.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 567714.00000000 OU Notional Amount USD -7879870.32000000 -0.08877215942 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 567714.00000000 USD 215731.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 547520.00000000 OU Notional Amount USD -7599577.60000000 -0.08561446913 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 547520.00000000 USD 306611.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 739020.00000000 OU Notional Amount USD -10257597.60000000 -0.11555889278 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 739020.00000000 USD 413851.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 825481.00000000 OU Notional Amount USD -11457676.28000000 -0.12907860460 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 825481.00000000 USD 462269.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1844.00000000 OU Notional Amount USD -25594.72000000 -0.00028834212 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1844.00000000 USD 1032.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8430.00000000 OU Notional Amount USD -117008.40000000 -0.00131818011 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 8430.00000000 USD 3203.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 83714.00000000 OU Notional Amount USD -1161950.32000000 -0.01309016961 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 83714.00000000 USD 50003.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46604.00000000 OU Notional Amount USD 3265076.24000000 0.036783329769 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Parsons Corp. Parsons Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 46604.00000000 USD -60509.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4601.00000000 OU Notional Amount USD -322346.06000000 -0.00363145009 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Parsons Corp. Parsons Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 4601.00000000 USD 10582.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 248.00000000 OU Notional Amount USD -5949.52000000 -0.00006702543 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 248.00000000 USD 592.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 435990.00000000 OU Notional Amount USD -10459400.10000000 -0.11783233676 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 435990.00000000 USD 536267.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 763112.00000000 OU Notional Amount USD -18307056.88000000 -0.20624158850 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 763112.00000000 USD 1945935.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 307194.00000000 OU Notional Amount USD -7369584.06000000 -0.08302343370 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 307194.00000000 USD 377848.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 961.00000000 OU Notional Amount USD -23054.39000000 -0.00025972356 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 961.00000000 USD 1182.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18133.00000000 OU Notional Amount USD -435010.67000000 -0.00490069442 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18133.00000000 USD 26181.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 129908.00000000 OU Notional Amount USD 1471857.64000000 0.016581488751 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cerence, Inc. Cerence, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 129908.00000000 USD -167581.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 207033.00000000 OU Notional Amount USD -5225512.92000000 -0.05886899748 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 207033.00000000 USD 289215.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13588.00000000 OU Notional Amount USD -342961.12000000 -0.00386369292 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cousins Properties, Inc. Cousins Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13588.00000000 USD 12500.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13705.00000000 OU Notional Amount USD -128415.85000000 -0.00144669288 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Personalis, Inc. Personalis, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 13705.00000000 USD 25765.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1380.00000000 OU Notional Amount USD 397633.20000000 0.004479611515 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 1380.00000000 USD -36238.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19967.00000000 OU Notional Amount USD 5753291.38000000 0.064814784873 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 -325661.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 185599.00000000 OU Notional Amount USD 3131055.13000000 0.035273489777 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 185599.00000000 USD -246846.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66205.00000000 OU Notional Amount USD 1116878.35000000 0.012582402872 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 66205.00000000 USD -88052.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 422761.00000000 OU Notional Amount USD 7131978.07000000 0.080346638784 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 422761.00000000 USD -611998.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 407897.00000000 OU Notional Amount USD 6881222.39000000 0.077521703563 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 407897.00000000 USD -281514.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9823.00000000 OU Notional Amount USD -165714.01000000 -0.00186688231 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9823.00000000 USD -24.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 17315.00000000 OU Notional Amount USD 1034224.95000000 0.011651255467 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kontoor Brands, Inc. Kontoor Brands, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 17315.00000000 USD 17271.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7732.00000000 OU Notional Amount USD -294511.88000000 -0.00331787891 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 7732.00000000 USD 20857.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54528.00000000 OU Notional Amount USD -2076971.52000000 -0.02339851284 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 54528.00000000 USD 155985.02000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 14659.00000000 OU Notional Amount USD -558361.31000000 -0.00629032423 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 14659.00000000 USD -14.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 62337.00000000 OU Notional Amount USD -2374416.33000000 -0.02674943323 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 62337.00000000 USD 128560.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 62098.00000000 OU Notional Amount USD -2365312.82000000 -0.02664687592 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 62098.00000000 USD 80714.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19481.00000000 OU Notional Amount USD -1003466.31000000 -0.01130473822 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 19481.00000000 USD 54351.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17214.00000000 OU Notional Amount USD -886693.14000000 -0.00998920814 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 17214.00000000 USD 48027.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34343.00000000 OU Notional Amount USD -1769007.93000000 -0.01992909116 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 34343.00000000 USD 91542.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32054.00000000 OU Notional Amount USD -1651101.54000000 -0.01860079458 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 32054.00000000 USD 89430.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61989.00000000 OU Notional Amount USD -3193053.39000000 -0.03597194282 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 XPEL, Inc. XPEL, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 61989.00000000 USD 167990.19000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 85687.00000000 OU Notional Amount USD -15196589.45000000 -0.17120003333 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 85687.00000000 USD 823452.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42979.00000000 OU Notional Amount USD 4429845.53000000 0.049905257023 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 42979.00000000 USD -25501.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27106.00000000 OU Notional Amount USD 2793815.42000000 0.031474252469 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 27106.00000000 USD -19279.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14603.00000000 OU Notional Amount USD 1505131.21000000 0.016956338405 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14603.00000000 USD -14.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14510.00000000 OU Notional Amount USD 1495545.70000000 0.016848351041 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14510.00000000 USD -11460.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24386.00000000 OU Notional Amount USD -2513465.02000000 -0.02831591237 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 24386.00000000 USD 25361.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 27955.00000000 OU Notional Amount USD -3221254.65000000 -0.03628964941 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 27955.00000000 USD 8106.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32816.00000000 OU Notional Amount USD -3781387.68000000 -0.04259993329 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northeast Bank Northeast Bank Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 32816.00000000 USD 164736.32000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20784.00000000 OU Notional Amount USD -2394940.32000000 -0.02698065009 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Northeast Bank Northeast Bank Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20784.00000000 USD -55677.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17226.00000000 OU Notional Amount USD -1984951.98000000 -0.02236184943 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 17226.00000000 USD 86474.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 255306.00000000 OU Notional Amount USD -5016762.90000000 -0.05651728491 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 OneSpaWorld Holdings Ltd. OneSpaWorld Holdings Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 255306.00000000 USD 158289.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2328.00000000 OU Notional Amount USD 287717.52000000 0.003241335773 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 2328.00000000 USD -15876.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14773.00000000 OU Notional Amount USD 1825795.07000000 0.020568837360 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 14773.00000000 USD -100751.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 77475.00000000 OU Notional Amount USD 9575135.25000000 0.107870484975 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palomar Holdings, Inc. Palomar Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 77475.00000000 USD -328494.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3356.00000000 OU Notional Amount USD -100143.04000000 -0.00112818023 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Varonis Systems, Inc. Varonis Systems, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3356.00000000 USD 9187.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 161837.00000000 OU Notional Amount USD 7107881.04000000 0.080075169166 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 161837.00000000 USD -31165.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24560.00000000 OU Notional Amount USD -1078675.20000000 -0.01215201810 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 24560.00000000 USD 5813.74000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 53820.00000000 OU Notional Amount USD -2363774.40000000 -0.02662954456 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 53820.00000000 USD -23265.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10415.00000000 OU Notional Amount USD -457426.80000000 -0.00515322754 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10415.00000000 USD -5519.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19729.00000000 OU Notional Amount USD -866497.68000000 -0.00976169239 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 19729.00000000 USD 10362.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 205843.00000000 OU Notional Amount USD 1961683.79000000 0.022099717264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Grocery Outlet Holding Corp. Grocery Outlet Holding Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 205843.00000000 USD -67928.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6292.00000000 OU Notional Amount USD -486182.84000000 -0.00547718411 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6292.00000000 USD 3409.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6357.00000000 OU Notional Amount USD -491205.39000000 -0.00553376660 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6357.00000000 USD 1392.18000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6012.00000000 OU Notional Amount USD -464547.24000000 -0.00523344420 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6012.00000000 USD 4895.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1026.00000000 OU Notional Amount USD -79279.02000000 -0.00089313269 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1026.00000000 USD -1036.26000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 40642.00000000 OU Notional Amount USD -2421450.36000000 -0.02727930393 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 40642.00000000 USD -232472.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65567.00000000 OU Notional Amount USD 5600733.14000000 0.063096111360 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Otis Worldwide Corp. Otis Worldwide Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 65567.00000000 USD -317999.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4814.00000000 OU Notional Amount USD -112984.58000000 -0.00127284901 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Envista Holdings Corp. Envista Holdings Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4814.00000000 USD 4176.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 76085.00000000 OU Notional Amount USD 8654668.75000000 0.097500796697 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BioNTech SE BioNTech SE Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 76085.00000000 USD 1133666.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4269.00000000 OU Notional Amount USD 221347.65000000 0.002493633534 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 A-Mark Precious Metals, Inc. A-Mark Precious Metals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4269.00000000 USD 50203.44000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38387.00000000 OU Notional Amount USD 3072879.35000000 0.034618099598 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Uber Technologies, Inc. Uber Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 38387.00000000 USD -289437.98000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 126695.00000000 OU Notional Amount USD 17765172.90000000 0.200136892729 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 126695.00000000 USD 50678.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19542.00000000 OU Notional Amount USD 2740179.24000000 0.030870004007 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19542.00000000 USD -43969.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 661.00000000 OU Notional Amount USD -92685.42000000 -0.00104416501 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 661.00000000 USD -1262.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2190.00000000 OU Notional Amount USD -307081.80000000 -0.00345948770 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2190.00000000 USD -3265.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 47447.00000000 OU Notional Amount USD 68798.15000000 0.000775058483 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ocugen, Inc. Ocugen, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 47447.00000000 USD -8065.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 242008.00000000 OU Notional Amount USD 350911.60000000 0.003953260553 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ocugen, Inc. Ocugen, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 242008.00000000 USD -13535.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 223184.00000000 OU Notional Amount USD 16247795.20000000 0.183042589190 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 223184.00000000 USD 276748.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9386.00000000 OU Notional Amount USD 683300.80000000 0.007697853529 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 9386.00000000 USD 11638.64000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 96091.00000000 OU Notional Amount USD 6995424.80000000 0.078808272268 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 255602.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 75494.00000000 OU Notional Amount USD -5495963.20000000 -0.06191580591 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 75494.00000000 USD 17183.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38586.00000000 OU Notional Amount USD 436407.66000000 0.004916432478 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 38586.00000000 USD -12733.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22784.00000000 OU Notional Amount USD 257687.04000000 0.002903021759 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 22784.00000000 USD -7518.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8015.00000000 OU Notional Amount USD 90649.65000000 0.001021230661 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 8015.00000000 USD -2644.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13549.00000000 OU Notional Amount USD 153239.19000000 0.001726344882 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 13549.00000000 USD -4471.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 83092.00000000 OU Notional Amount USD 939770.52000000 0.010587161341 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accel Entertainment, Inc. Accel Entertainment, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 83092.00000000 USD -10801.96000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 8627.00000000 OU Notional Amount USD 268731.05000000 0.003027440128 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 8627.00000000 USD -8083.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60849.00000000 OU Notional Amount USD -3941798.22000000 -0.04440706836 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 60849.00000000 USD -113787.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12598.00000000 OU Notional Amount USD -816098.44000000 -0.00919391029 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Helios Technologies, Inc. Helios Technologies, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 12598.00000000 USD 28597.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53309.00000000 OU Notional Amount USD 3563173.56000000 0.040141601129 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nabors Industries Ltd. Nabors Industries Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 53309.00000000 USD 94890.02000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20957.00000000 OU Notional Amount USD 1400765.88000000 0.015780591173 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Nabors Industries Ltd. Nabors Industries Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20957.00000000 USD 40623.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 73116.00000000 OU Notional Amount USD 1236391.56000000 0.013928801391 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LendingClub Corp. LendingClub Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 73116.00000000 USD -341451.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26915.00000000 OU Notional Amount USD -455132.65000000 -0.00512738237 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LendingClub Corp. LendingClub Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 26915.00000000 USD 71566.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 54134.00000000 OU Notional Amount USD -915405.94000000 -0.01031267758 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 LendingClub Corp. LendingClub Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 54134.00000000 USD 214690.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 83892.00000000 OU Notional Amount USD -437077.32000000 -0.00492397665 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 83892.00000000 USD 90603.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15999.00000000 OU Notional Amount USD -83354.79000000 -0.00093904904 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SimilarWeb Ltd. SimilarWeb Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 15999.00000000 USD 7679.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6947.00000000 OU Notional Amount USD 2381778.95000000 0.026832378210 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 6947.00000000 USD -89616.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 220.00000000 OU Notional Amount USD 75427.00000000 0.000849737038 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 L3Harris Technologies, Inc. L3Harris Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 220.00000000 USD -0.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 522.00000000 OU Notional Amount USD -287841.24000000 -0.00324272956 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 522.00000000 USD 5757.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2940.00000000 OU Notional Amount USD -1621174.80000000 -0.01826364926 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 2940.00000000 USD 2339.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22982.00000000 OU Notional Amount USD 9665769.56000000 0.108891542821 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 22982.00000000 USD 765530.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33410.00000000 OU Notional Amount USD 490124.70000000 0.005521591884 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RealReal, Inc. RealReal, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 33410.00000000 USD -35571.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56108.00000000 OU Notional Amount USD -2422182.36000000 -0.02728755041 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 285028.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 62069.00000000 OU Notional Amount USD -2679518.73000000 -0.03018662163 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 62069.00000000 USD 706345.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2984.00000000 OU Notional Amount USD -64752.80000000 -0.00072948483 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 2984.00000000 USD -2088.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31746.00000000 OU Notional Amount USD -688888.20000000 -0.00776079943 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 31746.00000000 USD -22222.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50612.00000000 OU Notional Amount USD -1098280.40000000 -0.01237288417 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amerant Bancorp, Inc. Amerant Bancorp, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 50612.00000000 USD 25812.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51041.00000000 OU Notional Amount USD 492035.24000000 0.005543115431 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Babcock & Wilcox Enterprises, Inc. Babcock & Wilcox Enterprises, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 51041.00000000 USD -41913.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 75058.00000000 OU Notional Amount USD 723559.12000000 0.008151391196 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Babcock & Wilcox Enterprises, Inc. Babcock & Wilcox Enterprises, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 75058.00000000 USD 105582.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3748.00000000 OU Notional Amount USD 36130.72000000 0.000407037413 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Babcock & Wilcox Enterprises, Inc. Babcock & Wilcox Enterprises, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3748.00000000 USD 4984.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 196150.00000000 OU Notional Amount USD 2634294.50000000 0.029677139577 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Phreesia, Inc. Phreesia, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 196150.00000000 USD -680640.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30183.00000000 OU Notional Amount USD 505565.25000000 0.005695540301 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fiverr International Ltd. Fiverr International Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30183.00000000 USD 7847.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77625.00000000 OU Notional Amount USD 3057648.75000000 0.034446516413 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 77625.00000000 USD -105570.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 117118.00000000 OU Notional Amount USD 4613278.02000000 0.051971750199 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 117118.00000000 USD -159280.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14008.00000000 OU Notional Amount USD -2914784.64000000 -0.03283705394 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 14008.00000000 USD 134756.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18814.00000000 OU Notional Amount USD -3914817.12000000 -0.04410310771 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 18814.00000000 USD 32369.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 408999.00000000 OU Notional Amount USD -6249504.72000000 -0.07040496947 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 408999.00000000 USD 216769.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40192.00000000 OU Notional Amount USD -205381.12000000 -0.00231375959 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 40192.00000000 USD 21703.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21807.00000000 OU Notional Amount USD 1335678.75000000 0.015047339883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Q2 Holdings, Inc. Q2 Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 21807.00000000 USD -157882.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144876.00000000 OU Notional Amount USD 19555362.48000000 0.220304609753 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 144876.00000000 USD -1800808.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 426.00000000 OU Notional Amount USD -75465.90000000 -0.00085017527 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 426.00000000 USD 2675.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 107.00000000 OU Notional Amount USD -18955.05000000 -0.00021354167 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 107.00000000 USD 629.16000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 493.00000000 OU Notional Amount USD -16762.00000000 -0.00018883545 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Option Care Health, Inc. Option Care Health, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 493.00000000 USD 1040.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2125.00000000 OU Notional Amount USD -72250.00000000 -0.00081394594 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Option Care Health, Inc. Option Care Health, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2125.00000000 USD 4483.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 217914.00000000 OU Notional Amount USD -6404492.46000000 -0.07215101297 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 InvenTrust Properties Corp. InvenTrust Properties Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 217914.00000000 USD -52400.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 150168.00000000 OU Notional Amount USD 7721638.56000000 0.086989569810 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 150168.00000000 USD 171191.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 15769.00000000 OU Notional Amount USD 810841.98000000 0.009134692653 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Truist Financial Corp. Truist Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 15769.00000000 USD 7411.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 312455.00000000 OU Notional Amount USD -2143441.30000000 -0.02414734063 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 312455.00000000 USD 71864.65000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 18481.00000000 OU Notional Amount USD -126779.66000000 -0.00142826007 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Janus International Group, Inc. Janus International Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 18481.00000000 USD 2032.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 751716.00000000 OU Notional Amount USD 16891058.52000000 0.190289392967 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Constellium SE Constellium SE Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 751716.00000000 USD 1647278.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1446412.00000000 OU Notional Amount USD 25225425.28000000 0.284181767423 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 A10 Networks, Inc. A10 Networks, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1446412.00000000 USD -44672.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17863.00000000 OU Notional Amount USD -828843.20000000 -0.00933748877 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Equitable Holdings, Inc. Equitable Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17863.00000000 USD -535.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 113386.00000000 OU Notional Amount USD -5261110.40000000 -0.05927002758 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Equitable Holdings, Inc. Equitable Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 113386.00000000 USD -48660.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11340.00000000 OU Notional Amount USD -526176.00000000 -0.00592773457 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Equitable Holdings, Inc. Equitable Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11340.00000000 USD 10319.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16087.00000000 OU Notional Amount USD -746436.80000000 -0.00840912399 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equitable Holdings, Inc. Equitable Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 16087.00000000 USD -4842.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 477.00000000 OU Notional Amount USD 15278.31000000 0.000172120671 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Perdoceo Education Corp. Perdoceo Education Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 477.00000000 USD 104.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13203.00000000 OU Notional Amount USD -776072.34000000 -0.00874298874 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carlyle Group, Inc. Carlyle Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13203.00000000 USD 31993.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88709.00000000 OU Notional Amount USD 1791921.80000000 0.020187231674 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10X Genomics, Inc. 10X Genomics, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 88709.00000000 USD -265239.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5774.00000000 OU Notional Amount USD -2096597.14000000 -0.02361960895 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SiTime Corp. SiTime Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 5774.00000000 USD 4537.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 80825.00000000 OU Notional Amount USD 2951729.00000000 0.033253257571 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 80825.00000000 USD 8890.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 744350.00000000 OU Notional Amount USD 27183662.00000000 0.306242651073 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Harmony Biosciences Holdings, Inc. Harmony Biosciences Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 744350.00000000 USD -1004872.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 105884.00000000 OU Notional Amount USD -1369080.12000000 -0.01542362929 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 105884.00000000 USD 182120.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27707.00000000 OU Notional Amount USD -3583069.24000000 -0.04036573965 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 27707.00000000 USD 37681.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 157750.00000000 OU Notional Amount USD 1427637.50000000 0.016083318456 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 157750.00000000 USD -171947.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69016.00000000 OU Notional Amount USD -1512830.72000000 -0.01704307868 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 69016.00000000 USD 293318.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50116.00000000 OU Notional Amount USD -1098542.72000000 -0.01237583938 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 50116.00000000 USD 212993.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 99186.00000000 OU Notional Amount USD -2174157.12000000 -0.02449337547 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 99186.00000000 USD 421540.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178058.00000000 OU Notional Amount USD -3903031.36000000 -0.04397033302 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 178058.00000000 USD 785235.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 193810.00000000 OU Notional Amount USD -4248315.20000000 -0.04786019298 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Baldwin Insurance Group, Inc. Baldwin Insurance Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 193810.00000000 USD 831444.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 164310.00000000 OU Notional Amount USD 2295410.70000000 0.025859380464 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Schrodinger, Inc. Schrodinger, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 164310.00000000 USD -762398.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 749722.00000000 OU Notional Amount USD -17371058.74000000 -0.19569692561 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Reynolds Consumer Products, Inc. Reynolds Consumer Products, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 749722.00000000 USD 262402.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3649.00000000 OU Notional Amount USD -1487660.81000000 -0.01675952233 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3649.00000000 USD -86539.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22217.00000000 OU Notional Amount USD -9057648.73000000 -0.10204064336 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 22217.00000000 USD -1198223.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33683.00000000 OU Notional Amount USD -1347656.83000000 -0.01518228119 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 33683.00000000 USD 120248.31000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 49850.00000000 OU Notional Amount USD -1994498.50000000 -0.02246939754 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 49850.00000000 USD 177964.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 77024.00000000 OU Notional Amount USD -3081730.24000000 -0.03471781096 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 77024.00000000 USD 274975.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 635978.00000000 OU Notional Amount USD 15180794.86000000 0.171022096409 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progyny, Inc. Progyny, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 635978.00000000 USD -718655.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168614.00000000 OU Notional Amount USD 12925949.24000000 0.145619709474 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 168614.00000000 USD -5058.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1415.00000000 OU Notional Amount USD -108473.90000000 -0.00122203309 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1415.00000000 USD 42.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4281.00000000 OU Notional Amount USD -328181.46000000 -0.00369718989 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4281.00000000 USD -8780.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174776.00000000 OU Notional Amount USD 3086544.16000000 0.034772043082 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Five9, Inc. Five9, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 174776.00000000 USD -211478.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5192.00000000 OU Notional Amount USD -91690.72000000 -0.00103295903 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Five9, Inc. Five9, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5192.00000000 USD 6282.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33331.00000000 OU Notional Amount USD -588625.46000000 -0.00663127070 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Five9, Inc. Five9, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 33331.00000000 USD -421.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28930.00000000 OU Notional Amount USD -510903.80000000 -0.00575568273 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Five9, Inc. Five9, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28930.00000000 USD -7550.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1175.00000000 OU Notional Amount USD -20750.50000000 -0.00023376865 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Five9, Inc. Five9, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1175.00000000 USD 1586.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6799.00000000 OU Notional Amount USD 97565.65000000 0.001099144159 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Oscar Health, Inc. Oscar Health, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6799.00000000 USD -9110.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20608.00000000 OU Notional Amount USD 1629886.72000000 0.018361795040 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 20608.00000000 USD -22462.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8485.00000000 OU Notional Amount USD 671078.65000000 0.007560162602 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 8485.00000000 USD -9248.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49545.00000000 OU Notional Amount USD 3918514.05000000 0.044144756175 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cimpress PLC Cimpress PLC Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 49545.00000000 USD -77785.65000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3760.00000000 OU Notional Amount USD 297378.40000000 0.003350172231 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cimpress PLC Cimpress PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3760.00000000 USD 19928.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34991.00000000 OU Notional Amount USD 7069931.55000000 0.079647642057 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 34991.00000000 USD -552857.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 103880.00000000 OU Notional Amount USD -1206046.80000000 -0.01358694679 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 103880.00000000 USD -106996.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 164203.00000000 OU Notional Amount USD -2553356.65000000 -0.02876531902 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 164203.00000000 USD 13136.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 84695.00000000 OU Notional Amount USD -1317007.25000000 -0.01483699259 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Driven Brands Holdings, Inc. Driven Brands Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 84695.00000000 USD -17785.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39483.00000000 OU Notional Amount USD 7350944.94000000 0.082813451194 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 39483.00000000 USD 199783.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21145.00000000 OU Notional Amount USD 3936776.10000000 0.044350490730 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 21145.00000000 USD 106993.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 56521.00000000 OU Notional Amount USD 10523079.78000000 0.118549732162 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 56521.00000000 USD 110772.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82819.00000000 OU Notional Amount USD 3250645.75000000 0.036620760373 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Upstart Holdings, Inc. Upstart Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 82819.00000000 USD -579678.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 75650.00000000 OU Notional Amount USD -2969262.50000000 -0.03345078450 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Upstart Holdings, Inc. Upstart Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 75650.00000000 USD 240869.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 179702.00000000 OU Notional Amount USD 1838351.46000000 0.020710293731 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teekay Corp. Ltd. Teekay Corp. Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 179702.00000000 USD 100608.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22890.00000000 OU Notional Amount USD 7022423.10000000 0.079112426688 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Electric Co. General Electric Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 22890.00000000 USD 269280.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227680.00000000 OU Notional Amount USD -2675240.00000000 -0.03013841879 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Redwire Corp. Redwire Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 227680.00000000 USD 52366.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54312.00000000 OU Notional Amount USD -638166.00000000 -0.00718937896 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Redwire Corp. Redwire Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 54312.00000000 USD 12491.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 421243.00000000 OU Notional Amount USD -36264809.87000000 -0.40854802841 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 421243.00000000 USD -701343.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1155.00000000 OU Notional Amount USD -99433.95000000 -0.00112019184 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1155.00000000 USD 1420.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13162.00000000 OU Notional Amount USD -1133116.58000000 -0.01276533770 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13162.00000000 USD 28732.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 218236.00000000 OU Notional Amount USD -2546814.12000000 -0.02869161292 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 218236.00000000 USD -161494.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95910.00000000 OU Notional Amount USD -1119269.70000000 -0.01260934307 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 95910.00000000 USD -70973.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69550.00000000 OU Notional Amount USD -811648.50000000 -0.00914377865 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlas Energy Solutions, Inc. Atlas Energy Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 69550.00000000 USD 10432.50000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 340318.00000000 OU Notional Amount USD -26874912.46000000 -0.30276437512 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 340318.00000000 USD 3127522.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8273.00000000 OU Notional Amount USD -653318.81000000 -0.00736008578 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8273.00000000 USD -20.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1640.00000000 OU Notional Amount USD 104845.20000000 0.001181153297 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1640.00000000 USD -12168.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19831.00000000 OU Notional Amount USD 1267795.83000000 0.014282592095 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19831.00000000 USD -172747.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17865.00000000 OU Notional Amount USD 1142109.45000000 0.012866648569 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17865.00000000 USD -132576.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 24783.00000000 OU Notional Amount USD -1584377.19000000 -0.01784909888 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 24783.00000000 USD 122065.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10721.00000000 OU Notional Amount USD 1039400.95000000 0.011709566667 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Revolution Medicines, Inc. Revolution Medicines, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 10721.00000000 USD -147220.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1263.00000000 OU Notional Amount USD 122447.85000000 0.001379459257 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Revolution Medicines, Inc. Revolution Medicines, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1263.00000000 USD -33242.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1729.00000000 OU Notional Amount USD -232982.75000000 -0.00262471093 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1729.00000000 USD 30810.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 98688.00000000 OU Notional Amount USD 3962323.20000000 0.044638296384 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Phibro Animal Health Corp. Phibro Animal Health Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 98688.00000000 USD -144084.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 802922.00000000 OU Notional Amount USD 4135048.30000000 0.046584163447 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Opendoor Technologies, Inc. Opendoor Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 802922.00000000 USD -327913.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34244.00000000 OU Notional Amount USD -505099.00000000 -0.00569028767 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rivian Automotive, Inc. Rivian Automotive, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 34244.00000000 USD 53763.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25593.00000000 OU Notional Amount USD -377496.75000000 -0.00425276055 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rivian Automotive, Inc. Rivian Automotive, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25593.00000000 USD 40181.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11705.00000000 OU Notional Amount USD -1659066.70000000 -0.01869052758 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 11705.00000000 USD -53.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32267.00000000 OU Notional Amount USD 347838.26000000 0.003918637264 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 P10, Inc. P10, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 32267.00000000 USD -3481.61000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 65521.00000000 OU Notional Amount USD 706316.38000000 0.007957139869 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 P10, Inc. P10, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 65521.00000000 USD -2446.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1898.00000000 OU Notional Amount USD 20460.44000000 0.000230500930 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 P10, Inc. P10, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1898.00000000 USD 128.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 162908.00000000 OU Notional Amount USD -1844933.10000000 -0.02078444043 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Array Technologies, Inc. Array Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 162908.00000000 USD -403197.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3139.00000000 OU Notional Amount USD 348899.85000000 0.003930596805 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Abivax SA Abivax SA Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 3139.00000000 USD -17735.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45117.00000000 OU Notional Amount USD -1750088.43000000 -0.01971594998 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Essential Utilities, Inc. Essential Utilities, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 45117.00000000 USD 12799.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 31788.00000000 OU Notional Amount USD -1233056.52000000 -0.01389122987 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Essential Utilities, Inc. Essential Utilities, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 31788.00000000 USD 25716.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 126064.00000000 OU Notional Amount USD -4890022.56000000 -0.05508946780 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Essential Utilities, Inc. Essential Utilities, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 126064.00000000 USD 33705.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30347.00000000 OU Notional Amount USD -1177160.13000000 -0.01326151858 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Essential Utilities, Inc. Essential Utilities, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 30347.00000000 USD 17838.87000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10315.00000000 OU Notional Amount USD -89637.35000000 -0.00100982640 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ermenegildo Zegna NV Ermenegildo Zegna NV Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10315.00000000 USD 21867.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24985.00000000 OU Notional Amount USD 3130120.80000000 0.035262963907 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 24985.00000000 USD -166012.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18016.00000000 OU Notional Amount USD 2257044.48000000 0.025427158605 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 18016.00000000 USD -348335.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22287.00000000 OU Notional Amount USD 2792115.36000000 0.031455100124 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22287.00000000 USD -357108.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4331.00000000 OU Notional Amount USD -542587.68000000 -0.00611262344 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 4331.00000000 USD 42530.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3487.00000000 OU Notional Amount USD -436851.36000000 -0.00492143106 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3487.00000000 USD 5259.99000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 324202.00000000 OU Notional Amount USD -27427489.20000000 -0.30898953220 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Stride, Inc. Stride, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 324202.00000000 USD -4928673.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34692.00000000 OU Notional Amount USD -293494.32000000 -0.00330641539 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 34692.00000000 USD 42553.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 59435.00000000 OU Notional Amount USD 4076052.30000000 0.045919532926 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 59435.00000000 USD -202069.86000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7525.00000000 OU Notional Amount USD 516064.50000000 0.005813821574 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7525.00000000 USD -44322.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7219.00000000 OU Notional Amount USD 495079.02000000 0.005577405706 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7219.00000000 USD -32557.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 127845.00000000 OU Notional Amount USD -8767610.10000000 -0.09877315869 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 127845.00000000 USD 576580.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 44691.00000000 OU Notional Amount USD -3064908.78000000 -0.03452830564 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Loar Holdings, Inc. Loar Holdings, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 44691.00000000 USD 220773.54000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 51837.00000000 OU Notional Amount USD 1426035.87000000 0.016065274993 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 51837.00000000 USD -112050.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46352.00000000 OU Notional Amount USD -1275143.52000000 -0.01436536887 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 46352.00000000 USD 172044.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20931.00000000 OU Notional Amount USD -575811.81000000 -0.00648691611 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20931.00000000 USD 54608.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2890.00000000 OU Notional Amount USD -79503.90000000 -0.00089566612 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 DraftKings, Inc. DraftKings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2890.00000000 USD 22975.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23100.00000000 OU Notional Amount USD 2315544.00000000 0.026086195937 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Chord Energy Corp. Chord Energy Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 23100.00000000 USD 101914.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37871.00000000 OU Notional Amount USD -2235903.84000000 -0.02518899475 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 37871.00000000 USD 260173.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 33504.00000000 OU Notional Amount USD -1978076.16000000 -0.02228438858 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 33504.00000000 USD 233187.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11144.00000000 OU Notional Amount USD -657941.76000000 -0.00741216650 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shift4 Payments, Inc. Shift4 Payments, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 11144.00000000 USD 77562.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120499.00000000 OU Notional Amount USD -2688332.69000000 -0.03028591695 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 120499.00000000 USD -33739.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25591.00000000 OU Notional Amount USD -570935.21000000 -0.00643197786 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Perella Weinberg Partners Perella Weinberg Partners Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25591.00000000 USD 4672.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26461.00000000 OU Notional Amount USD -590344.91000000 -0.00665064148 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Perella Weinberg Partners Perella Weinberg Partners Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 26461.00000000 USD -8839.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25721.00000000 OU Notional Amount USD -263640.25000000 -0.00297008876 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Asana, Inc. Asana, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 25721.00000000 USD 11867.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8156.00000000 OU Notional Amount USD 576547.64000000 0.006495205750 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8156.00000000 USD -20398.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD -424.14000000 -0.00000477822 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6.00000000 USD 28.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 45112.00000000 OU Notional Amount USD -3188967.28000000 -0.03592590998 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 45112.00000000 USD 16691.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7914.00000000 OU Notional Amount USD -559440.66000000 -0.00630248385 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 7914.00000000 USD 37177.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20048.00000000 OU Notional Amount USD 583396.80000000 0.006572366249 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20048.00000000 USD -192634.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3112.00000000 OU Notional Amount USD 90559.20000000 0.001020211680 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3112.00000000 USD -46306.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3654.00000000 OU Notional Amount USD 106331.40000000 0.001197896362 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3654.00000000 USD -45469.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10655.00000000 OU Notional Amount USD 310060.50000000 0.003493044811 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10655.00000000 USD -135659.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12834.00000000 OU Notional Amount USD -373469.40000000 -0.00420738968 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 12834.00000000 USD 32054.22000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 286183.00000000 OU Notional Amount USD 2569923.34000000 0.028951954181 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Mobileye Global, Inc. Mobileye Global, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 286183.00000000 USD -646773.58000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 24455.00000000 OU Notional Amount USD 219605.90000000 0.002474011522 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mobileye Global, Inc. Mobileye Global, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 24455.00000000 USD -15371.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8409.00000000 OU Notional Amount USD 252101.82000000 0.002840100413 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Warner Music Group Corp. Warner Music Group Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8409.00000000 USD -2904.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4331.00000000 OU Notional Amount USD 110483.81000000 0.001244676117 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4331.00000000 USD -5370.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 59956.00000000 OU Notional Amount USD 1529477.56000000 0.017230616784 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 59956.00000000 USD -48180.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 126409.00000000 OU Notional Amount USD 3224693.59000000 0.036328391439 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 126409.00000000 USD -135654.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17984.00000000 OU Notional Amount USD 458771.84000000 0.005168380349 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17984.00000000 USD -47675.59000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 30775.00000000 OU Notional Amount USD -785070.25000000 -0.00884435638 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Warby Parker, Inc. Warby Parker, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 30775.00000000 USD 40329.27000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3582.00000000 OU Notional Amount USD 202347.18000000 0.002279580169 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3582.00000000 USD -32800.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5905.00000000 OU Notional Amount USD -333573.45000000 -0.00375793436 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 5905.00000000 USD 14572.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7563.00000000 OU Notional Amount USD 2059556.16000000 0.023202316835 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7563.00000000 USD -107244.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34089.00000000 OU Notional Amount USD 9283116.48000000 0.104580692662 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 34089.00000000 USD -96854.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6424.00000000 OU Notional Amount USD 1749383.68000000 0.019708010492 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6424.00000000 USD -23710.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54502.00000000 OU Notional Amount USD -14841984.64000000 -0.16720516622 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 54502.00000000 USD 1153807.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5119.00000000 OU Notional Amount USD -1394006.08000000 -0.01570443737 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 5119.00000000 USD 28355.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 82381.00000000 OU Notional Amount USD -431676.44000000 -0.00486313203 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nuvation Bio, Inc. Nuvation Bio, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 82381.00000000 USD 74142.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 230.00000000 OU Notional Amount USD -21638.40000000 -0.00024377146 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weatherford International PLC Weatherford International PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 230.00000000 USD -1140.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 908.00000000 OU Notional Amount USD -85424.64000000 -0.00096236733 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Weatherford International PLC Weatherford International PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 908.00000000 USD -9052.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21756.00000000 OU Notional Amount USD 7606767.84000000 0.085695472134 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aon PLC Aon PLC Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 21756.00000000 USD 128423.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 49396.00000000 OU Notional Amount USD -17270817.44000000 -0.19456763842 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Aon PLC Aon PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 49396.00000000 USD -527016.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25236.00000000 OU Notional Amount USD -1032404.76000000 -0.01163074977 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 25236.00000000 USD -40629.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139246.00000000 OU Notional Amount USD -5696553.86000000 -0.06417559768 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 139246.00000000 USD -173787.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118921.00000000 OU Notional Amount USD 1720786.87000000 0.019385847756 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Magnite, Inc. Magnite, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 118921.00000000 USD -72541.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1678.00000000 OU Notional Amount USD -24280.66000000 -0.00027353833 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Magnite, Inc. Magnite, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1678.00000000 USD 1023.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7762.00000000 OU Notional Amount USD -112316.14000000 -0.00126531857 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Magnite, Inc. Magnite, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7762.00000000 USD 3337.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 88003.00000000 OU Notional Amount USD -1273403.41000000 -0.01434576534 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Magnite, Inc. Magnite, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 88003.00000000 USD 4467.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22021.00000000 OU Notional Amount USD 855295.64000000 0.009635493711 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amalgamated Financial Corp. Amalgamated Financial Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 22021.00000000 USD 14095.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19376.00000000 OU Notional Amount USD 752563.84000000 0.008478149318 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amalgamated Financial Corp. Amalgamated Financial Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 19376.00000000 USD -2497.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 551403.00000000 OU Notional Amount USD 5238328.50000000 0.059013373806 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 551403.00000000 USD -435608.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36569.00000000 OU Notional Amount USD -347405.50000000 -0.00391376192 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 36569.00000000 USD -91.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 17043.00000000 OU Notional Amount USD -174349.89000000 -0.00196417143 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 MediaAlpha, Inc. MediaAlpha, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 17043.00000000 USD 25223.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90081.00000000 OU Notional Amount USD -921528.63000000 -0.01038165390 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 90081.00000000 USD 84676.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17740.00000000 OU Notional Amount USD 1869263.80000000 0.021058542504 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pentair PLC Pentair PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 17740.00000000 USD -23707.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1357.00000000 OU Notional Amount USD -142987.09000000 -0.00161084792 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pentair PLC Pentair PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1357.00000000 USD 3758.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9587.00000000 OU Notional Amount USD -1010182.19000000 -0.01138039723 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pentair PLC Pentair PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 9587.00000000 USD 7658.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8555.00000000 OU Notional Amount USD -771832.10000000 -0.00869521952 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ArcBest Corp. ArcBest Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8555.00000000 USD 9702.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3889.00000000 OU Notional Amount USD 114842.17000000 0.001293776040 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Dorian LPG Ltd. Dorian LPG Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3889.00000000 USD 1166.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6431.00000000 OU Notional Amount USD 1292180.83000000 0.014557305893 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RTX Corp. RTX Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6431.00000000 USD 36104.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 15361.00000000 OU Notional Amount USD 3086485.73000000 0.034771384828 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RTX Corp. RTX Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 15361.00000000 USD 70416.51000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1528.00000000 OU Notional Amount USD 307021.04000000 0.003458803204 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RTX Corp. RTX Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1528.00000000 USD 5239.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 77.00000000 OU Notional Amount USD 15471.61000000 0.000174298329 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RTX Corp. RTX Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 77.00000000 USD 84.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 42144.00000000 OU Notional Amount USD 961304.64000000 0.010829758015 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 42144.00000000 USD -64241.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74779.00000000 OU Notional Amount USD 1705708.99000000 0.019215985066 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 74779.00000000 USD -115982.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 39574.00000000 OU Notional Amount USD 902682.94000000 0.010169344241 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 39574.00000000 USD -129842.29000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 69812.00000000 OU Notional Amount USD 1592411.72000000 0.017939613387 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 69812.00000000 USD -197871.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 182549.00000000 OU Notional Amount USD 4163942.69000000 0.046909678626 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 182549.00000000 USD -575438.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23600.00000000 OU Notional Amount USD -2254036.00000000 -0.02539326600 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sphere Entertainment Co. Sphere Entertainment Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 23600.00000000 USD 67732.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 69851.00000000 OU Notional Amount USD -6671469.01000000 -0.07515868745 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sphere Entertainment Co. Sphere Entertainment Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 69851.00000000 USD -289183.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34929.00000000 OU Notional Amount USD 60776.46000000 0.000684688627 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invivyd, Inc. Invivyd, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 34929.00000000 USD -16416.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 159478.00000000 OU Notional Amount USD 277491.72000000 0.003126135102 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invivyd, Inc. Invivyd, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 159478.00000000 USD -75879.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282420.00000000 OU Notional Amount USD -2996476.20000000 -0.03375736555 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 282420.00000000 USD 50835.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 239737.00000000 OU Notional Amount USD -2543609.57000000 -0.02865551146 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ecovyst, Inc. Ecovyst, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 239737.00000000 USD -35960.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 876915.00000000 OU Notional Amount USD 4419651.60000000 0.049790415390 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BigBear.ai Holdings, Inc. BigBear.ai Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 876915.00000000 USD -780454.35000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41111.00000000 OU Notional Amount USD -14321427.96000000 -0.16134073715 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41111.00000000 USD -1847305.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1486.00000000 OU Notional Amount USD -517662.96000000 -0.00583182932 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1486.00000000 USD -3166.67000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11831.00000000 OU Notional Amount USD -103994.49000000 -0.00117156946 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Certara, Inc. Certara, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 11831.00000000 USD 8198.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3993.00000000 OU Notional Amount USD -108489.81000000 -0.00122221233 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 QuidelOrtho Corp. QuidelOrtho Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 3993.00000000 USD 13536.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14697.00000000 OU Notional Amount USD -433414.53000000 -0.00488271281 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 14697.00000000 USD -25719.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63735.00000000 OU Notional Amount USD -1879545.15000000 -0.02117436898 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 63735.00000000 USD -111536.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42865.00000000 OU Notional Amount USD -1264088.85000000 -0.01424083041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 F&G Annuities & Life, Inc. F&G Annuities & Life, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 42865.00000000 USD -32577.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 284956.00000000 OU Notional Amount USD -15245146.00000000 -0.17174705626 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 284956.00000000 USD -1792373.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3970.00000000 OU Notional Amount USD -106118.10000000 -0.00119549339 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Paymentus Holdings, Inc. Paymentus Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3970.00000000 USD 10957.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2730.00000000 OU Notional Amount USD -72972.90000000 -0.00082208991 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Paymentus Holdings, Inc. Paymentus Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2730.00000000 USD 7043.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17020.00000000 OU Notional Amount USD -454944.60000000 -0.00512526385 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Paymentus Holdings, Inc. Paymentus Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 17020.00000000 USD 37325.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 96574.00000000 OU Notional Amount USD -1216832.40000000 -0.01370845400 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 96574.00000000 USD 111060.10000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7825.00000000 OU Notional Amount USD 325285.25000000 0.003664562093 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 API Group Corp. API Group Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7825.00000000 USD -3080.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 112388.00000000 OU Notional Amount USD -2355652.48000000 -0.02653804555 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vitesse Energy, Inc. Vitesse Energy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 112388.00000000 USD -149476.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8727.00000000 OU Notional Amount USD 306492.24000000 0.003452845908 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 8727.00000000 USD -18394.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16822.00000000 OU Notional Amount USD -590788.64000000 -0.00665564041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16822.00000000 USD 68633.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60874.00000000 OU Notional Amount USD -2137894.88000000 -0.02408485640 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 60874.00000000 USD 149073.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11275.00000000 OU Notional Amount USD -395978.00000000 -0.00446096454 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11275.00000000 USD 22989.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18015.00000000 OU Notional Amount USD -632686.80000000 -0.00712765200 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18015.00000000 USD 46573.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26741.00000000 OU Notional Amount USD 106964.00000000 0.001205023036 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Taboola.com Ltd. Taboola.com Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 26741.00000000 USD -5348.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4889.00000000 OU Notional Amount USD -104380.15000000 -0.00117591418 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 nCino, Inc. nCino, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4889.00000000 USD 7747.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70519.00000000 OU Notional Amount USD -13732870.06000000 -0.15471022756 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 70519.00000000 USD 2002739.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12390.00000000 OU Notional Amount USD -2412828.60000000 -0.02718217387 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12390.00000000 USD 122522.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 508.00000000 OU Notional Amount USD -98927.92000000 -0.00111449106 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 508.00000000 USD 14427.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5399.00000000 OU Notional Amount USD -1051401.26000000 -0.01184475841 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5399.00000000 USD 130125.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2604.00000000 OU Notional Amount USD -507102.96000000 -0.00571286366 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2604.00000000 USD 65926.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11232.00000000 OU Notional Amount USD -238343.04000000 -0.00268509829 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 D-Wave Quantum, Inc. D-Wave Quantum, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11232.00000000 USD 69750.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 10786.00000000 OU Notional Amount USD -108938.60000000 -0.00122726826 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TIC Solutions, Inc. TIC Solutions, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 10786.00000000 USD 2944.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 189643.00000000 OU Notional Amount USD 3021012.99000000 0.034033789376 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dole PLC Dole PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 189643.00000000 USD 301532.37000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9001.00000000 OU Notional Amount USD 1206674.06000000 0.013594013312 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 9001.00000000 USD -150293.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189008.00000000 OU Notional Amount USD -6403591.04000000 -0.07214085786 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 189008.00000000 USD 162546.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34571.00000000 OU Notional Amount USD -1171265.48000000 -0.01319511130 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 34571.00000000 USD 92960.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 347103.00000000 OU Notional Amount USD 3668878.71000000 0.041332442355 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Joby Aviation, Inc. Joby Aviation, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 347103.00000000 USD -1377998.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20048.00000000 OU Notional Amount USD -844221.28000000 -0.00951073342 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cadence Bank Cadence Bank Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20048.00000000 USD 14214.03000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 41004.00000000 OU Notional Amount USD 1171894.32000000 0.013202195617 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Frontline PLC Frontline PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 41004.00000000 USD 103227.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 172175.00000000 OU Notional Amount USD 2167683.25000000 0.024420442881 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 172175.00000000 USD -378785.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 45214.00000000 OU Notional Amount USD 569244.26000000 0.006412928151 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 45214.00000000 USD -115768.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 125879.00000000 OU Notional Amount USD 4716686.13000000 0.053136713689 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 -419177.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 25869.00000000 OU Notional Amount USD -268002.84000000 -0.00301923634 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 25869.00000000 USD 63637.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 295180.00000000 OU Notional Amount USD -3058064.80000000 -0.03445120350 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ondas Holdings, Inc. Ondas Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 295180.00000000 USD 667106.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82437.00000000 OU Notional Amount USD 1478095.41000000 0.016651761521 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 82437.00000000 USD -268151.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 74533.00000000 OU Notional Amount USD 1336376.69000000 0.015055202657 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 74533.00000000 USD -261150.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 76535.00000000 OU Notional Amount USD 1372272.55000000 0.015459594211 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 76535.00000000 USD -217435.94000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 333697.00000000 OU Notional Amount USD -5983187.21000000 -0.06740471953 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 333697.00000000 USD 1104537.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7161.00000000 OU Notional Amount USD -570158.82000000 -0.00642323129 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Oklo, Inc. Oklo, Inc. Y equity-performance leg 2028-02-24 0.00000000 USD 0.00000000 USD 7161.00000000 USD 80990.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 136557.00000000 OU Notional Amount USD 1926819.27000000 0.021706944464 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Safehold, Inc. Safehold, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 136557.00000000 USD -73740.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1372623.00000000 OU Notional Amount USD -12106534.86000000 -0.13638844283 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 -233345.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 140137.00000000 OU Notional Amount USD -1236008.34000000 -0.01392448415 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 140137.00000000 USD -91089.05000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 244287.00000000 OU Notional Amount USD -2306069.28000000 -0.02597945669 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 244287.00000000 USD -205201.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8990.00000000 OU Notional Amount USD -84865.60000000 -0.00095606935 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8990.00000000 USD 1977.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 61202.00000000 OU Notional Amount USD -577746.88000000 -0.00650871601 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 61202.00000000 USD -23929.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 58875.00000000 OU Notional Amount USD -555780.00000000 -0.00626124400 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Shoals Technologies Group, Inc. Shoals Technologies Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 58875.00000000 USD 32826.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 91277.00000000 OU Notional Amount USD -448170.07000000 -0.00504894411 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 UWM Holdings Corp. UWM Holdings Corp. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 91277.00000000 USD 81236.53000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 391652.00000000 OU Notional Amount USD 9094159.44000000 0.102451961630 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Privia Health Group, Inc. Privia Health Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 391652.00000000 USD 27415.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485540.00000000 OU Notional Amount USD 13400904.00000000 0.150970401550 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 485540.00000000 USD -369010.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59568.00000000 OU Notional Amount USD 1644076.80000000 0.018521656052 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Centuri Holdings, Inc. Centuri Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 59568.00000000 USD -19455.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 16937.00000000 OU Notional Amount USD 467461.20000000 0.005266271967 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Centuri Holdings, Inc. Centuri Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 16937.00000000 USD 15582.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 76307.00000000 OU Notional Amount USD 2106073.20000000 0.023726363288 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Centuri Holdings, Inc. Centuri Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 76307.00000000 USD -44318.03000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22053.00000000 OU Notional Amount USD 608662.80000000 0.006857005118 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centuri Holdings, Inc. Centuri Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22053.00000000 USD -16782.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6815.00000000 OU Notional Amount USD 108971.85000000 0.001227642847 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 First Watch Restaurant Group, Inc. First Watch Restaurant Group, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 6815.00000000 USD -1206.26000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1121732.00000000 OU Notional Amount USD 12137140.24000000 0.136733233497 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 1121732.00000000 USD 291650.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 263463.00000000 OU Notional Amount USD -1106544.60000000 -0.01246598607 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 97481.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 934022.00000000 OU Notional Amount USD -3922892.40000000 -0.04419408129 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Aurora Innovation, Inc. Aurora Innovation, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 934022.00000000 USD 438990.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22079.00000000 OU Notional Amount USD -3764469.50000000 -0.04240933835 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 22079.00000000 USD -32897.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 84127.00000000 OU Notional Amount USD -14343653.50000000 -0.16159112315 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 84127.00000000 USD 124507.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1008.00000000 OU Notional Amount USD -171864.00000000 -0.00193616617 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1008.00000000 USD 1491.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6790.00000000 OU Notional Amount USD -1157695.00000000 -0.01304223051 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6790.00000000 USD -14198.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 369.00000000 OU Notional Amount USD -62914.50000000 -0.00070877511 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 369.00000000 USD -549.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40714.00000000 OU Notional Amount USD 2455054.20000000 0.027657874304 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 40714.00000000 USD -238311.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38772.00000000 OU Notional Amount USD 2337951.60000000 0.026338632965 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 38772.00000000 USD -472328.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6076.00000000 OU Notional Amount USD 114471.84000000 0.001289604018 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NETSTREIT Corp. NETSTREIT Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 6076.00000000 USD 3888.64000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32927.00000000 OU Notional Amount USD -620344.68000000 -0.00698860953 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NETSTREIT Corp. NETSTREIT Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 32927.00000000 USD -11499.10000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 23953.00000000 OU Notional Amount USD 5025339.40000000 0.056613905087 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 23953.00000000 USD -954527.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49809.00000000 OU Notional Amount USD 253029.72000000 0.002850553845 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ThredUp, Inc. ThredUp, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 49809.00000000 USD -21915.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 254699.00000000 OU Notional Amount USD -4110841.86000000 -0.04631146125 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 254699.00000000 USD 147740.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5198.00000000 OU Notional Amount USD 618146.16000000 0.006963841692 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Jackson Financial, Inc. Jackson Financial, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5198.00000000 USD -5.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 154029.00000000 OU Notional Amount USD -2832593.31000000 -0.03191111207 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dream Finders Homes, Inc. Dream Finders Homes, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 154029.00000000 USD 147867.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 82847.00000000 OU Notional Amount USD -1523556.33000000 -0.01716391005 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dream Finders Homes, Inc. Dream Finders Homes, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 82847.00000000 USD -62135.25000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 30804.00000000 OU Notional Amount USD -1047952.08000000 -0.01180590102 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 30804.00000000 USD -89023.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 158862.00000000 OU Notional Amount USD -3946132.08000000 -0.04445589228 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 158862.00000000 USD 285896.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3570.00000000 OU Notional Amount USD -88678.80000000 -0.00099902768 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3570.00000000 USD 6604.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11319.00000000 OU Notional Amount USD -107190.93000000 -0.00120757955 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Super Group SGHC Ltd. Super Group SGHC Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11319.00000000 USD 2184.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18765.00000000 OU Notional Amount USD -84067.20000000 -0.00094707483 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Solid Power, Inc. Solid Power, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 18765.00000000 USD 20453.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45122.00000000 OU Notional Amount USD 629451.90000000 0.007091208630 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ventyx Biosciences, Inc. Ventyx Biosciences, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 45122.00000000 USD -259.76000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10652.00000000 OU Notional Amount USD 148595.40000000 0.001674029394 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ventyx Biosciences, Inc. Ventyx Biosciences, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10652.00000000 USD 958.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2941.00000000 OU Notional Amount USD 41026.95000000 0.000462196812 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ventyx Biosciences, Inc. Ventyx Biosciences, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2941.00000000 USD 264.69000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 40198.00000000 OU Notional Amount USD 560762.10000000 0.006317370784 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ventyx Biosciences, Inc. Ventyx Biosciences, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 40198.00000000 USD 3175.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 13683.00000000 OU Notional Amount USD -117400.14000000 -0.00132259333 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 13683.00000000 USD 37001.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63168.00000000 OU Notional Amount USD -541981.44000000 -0.00610579373 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Navitas Semiconductor Corp. Navitas Semiconductor Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 63168.00000000 USD 61841.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 660379.00000000 OU Notional Amount USD 7270772.79000000 0.081910256777 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 C3.ai, Inc. C3.ai, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 660379.00000000 USD -1813557.93000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4084.00000000 OU Notional Amount USD 354205.32000000 0.003990366574 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lemonade, Inc. Lemonade, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 4084.00000000 USD -12874.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 436813.00000000 OU Notional Amount USD 7910683.43000000 0.089119290307 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 436813.00000000 USD -561464.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113047.00000000 OU Notional Amount USD 14624890.39000000 0.164759450168 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 113047.00000000 USD -500798.21000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6201.00000000 OU Notional Amount USD 1740496.68000000 0.019607892323 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 6201.00000000 USD -38662.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38243.00000000 OU Notional Amount USD -10734045.24000000 -0.12092640318 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 38243.00000000 USD 255080.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 55117.00000000 OU Notional Amount USD -3557251.18000000 -0.04007488144 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Tarsus Pharmaceuticals, Inc. Tarsus Pharmaceuticals, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 55117.00000000 USD 487115.07000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 52782.00000000 OU Notional Amount USD -1057223.46000000 -0.01191034950 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 WillScot Holdings Corp. WillScot Holdings Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 52782.00000000 USD 36839.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 569001.00000000 OU Notional Amount USD -12057131.19000000 -0.13583187651 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 569001.00000000 USD -5690.01000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2151.00000000 OU Notional Amount USD 114755.85000000 0.001292803586 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vita Coco Co., Inc. Vita Coco Co., Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2151.00000000 USD -3284.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7271.00000000 OU Notional Amount USD 387907.85000000 0.004370048757 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vita Coco Co., Inc. Vita Coco Co., Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7271.00000000 USD 8216.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11246.00000000 OU Notional Amount USD 599974.10000000 0.006759120936 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Vita Coco Co., Inc. Vita Coco Co., Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11246.00000000 USD -11538.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38592.00000000 OU Notional Amount USD 2058883.20000000 0.023194735478 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Vita Coco Co., Inc. Vita Coco Co., Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 38592.00000000 USD 5585.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34976.00000000 OU Notional Amount USD 1865969.60000000 0.021021431076 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Vita Coco Co., Inc. Vita Coco Co., Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 34976.00000000 USD -14938.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4567.00000000 OU Notional Amount USD -524063.25000000 -0.00590393299 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4567.00000000 USD 52059.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2396.00000000 OU Notional Amount USD -274941.00000000 -0.00309739948 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2396.00000000 USD 29660.08000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7687.00000000 OU Notional Amount USD -241679.28000000 -0.00272268333 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Smartstop Self Storage REIT, Inc. Smartstop Self Storage REIT, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7687.00000000 USD 3860.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34479.00000000 OU Notional Amount USD -247904.01000000 -0.00279280919 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Archer Aviation, Inc. Archer Aviation, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 34479.00000000 USD 62751.78000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 123897.00000000 OU Notional Amount USD -2580774.51000000 -0.02907420007 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ouster, Inc. Ouster, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 123897.00000000 USD 848694.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15332.00000000 OU Notional Amount USD -554251.80000000 -0.00624402777 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 15332.00000000 USD -2484.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10174.00000000 OU Notional Amount USD -367790.10000000 -0.00414340846 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Avient Corp. Avient Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10174.00000000 USD 15149.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 177233.00000000 OU Notional Amount USD 3356793.02000000 0.037816582385 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 177233.00000000 USD -207362.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 342373.00000000 OU Notional Amount USD -12784207.82000000 -0.14402289487 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 342373.00000000 USD 44508.49000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 719690.00000000 OU Notional Amount USD -26873224.60000000 -0.30274536022 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 719690.00000000 USD -295072.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 106436.00000000 OU Notional Amount USD 10992710.08000000 0.123840440533 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UFP Industries, Inc. UFP Industries, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 106436.00000000 USD -387427.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8251.00000000 OU Notional Amount USD 443408.74000000 0.004995304460 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 IREN Ltd. IREN Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8251.00000000 USD -75917.45000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 382320.00000000 OU Notional Amount USD -2347444.80000000 -0.02644558039 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 382320.00000000 USD 745524.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 66373.00000000 OU Notional Amount USD -7451032.98000000 -0.08394101181 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 66373.00000000 USD -603330.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 210747.00000000 OU Notional Amount USD 2982070.05000000 0.033595070369 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Groupon, Inc. Groupon, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 210747.00000000 USD -518437.62000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 170020.00000000 OU Notional Amount USD 2405783.00000000 0.027102800344 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 170020.00000000 USD -418249.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26672.00000000 OU Notional Amount USD -4017336.64000000 -0.04525806062 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 26672.00000000 USD 686270.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1023.00000000 OU Notional Amount USD -154084.26000000 -0.00173586517 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Astera Labs, Inc. Astera Labs, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1023.00000000 USD -2.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10680.00000000 OU Notional Amount USD -822039.60000000 -0.00926084154 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Solventum Corp. Solventum Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 10680.00000000 USD 4630.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2795.00000000 OU Notional Amount USD -215131.15000000 -0.00242360038 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solventum Corp. Solventum Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2795.00000000 USD -439.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19865.00000000 OU Notional Amount USD -1529009.05000000 -0.01722533869 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Solventum Corp. Solventum Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 19865.00000000 USD -139.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 55545.00000000 OU Notional Amount USD -4275298.65000000 -0.04816418011 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Solventum Corp. Solventum Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 55545.00000000 USD 104313.07000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17743.00000000 OU Notional Amount USD -1365678.71000000 -0.01538531006 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Solventum Corp. Solventum Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17743.00000000 USD 52247.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11929.00000000 OU Notional Amount USD -918175.13000000 -0.01034387441 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Solventum Corp. Solventum Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11929.00000000 USD 39234.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18470.00000000 OU Notional Amount USD -267445.60000000 -0.00301295865 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 51531.30000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4229.00000000 OU Notional Amount USD -61235.92000000 -0.00068986476 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 11798.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5968.00000000 OU Notional Amount USD -86416.64000000 -0.00097354289 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 16650.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28359.00000000 OU Notional Amount USD -410638.32000000 -0.00462612313 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 28359.00000000 USD 81957.51000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 52511.00000000 OU Notional Amount USD -760359.28000000 -0.00856597031 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Summit Therapeutics, Inc. Summit Therapeutics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 52511.00000000 USD 228422.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66939.00000000 OU Notional Amount USD -969276.72000000 -0.01091956898 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 193453.71000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9561.00000000 OU Notional Amount USD -334443.78000000 -0.00376773923 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gitlab, Inc. Gitlab, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 9561.00000000 USD -23.90000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3117.00000000 OU Notional Amount USD -96097.11000000 -0.00108260004 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corebridge Financial, Inc. Corebridge Financial, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3117.00000000 USD -16.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 75501.00000000 OU Notional Amount USD -3481351.11000000 -0.03921981494 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 87581.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 941.00000000 OU Notional Amount USD 445196.51000000 0.005015444919 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 941.00000000 USD -66294.39000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18326.00000000 OU Notional Amount USD -8670213.86000000 -0.09767592305 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 2453484.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 28884.00000000 OU Notional Amount USD -13665309.24000000 -0.15394910845 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 28884.00000000 USD 4142543.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2044.00000000 OU Notional Amount USD -967036.84000000 -0.01089433519 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2044.00000000 USD 66377.38000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7900.00000000 OU Notional Amount USD 72680.00000000 0.000818790193 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 MNTN, Inc. MNTN, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 7900.00000000 USD -15642.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 44941.00000000 OU Notional Amount USD -4623979.49000000 -0.05209230962 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nuvalent, Inc. Nuvalent, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 44941.00000000 USD 408963.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62762.00000000 OU Notional Amount USD 290588.06000000 0.003273674380 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Immuneering Corp. Immuneering Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 62762.00000000 USD -44561.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7419.00000000 OU Notional Amount USD 1337423.13000000 0.015066991523 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 7419.00000000 USD -254249.13000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 20807.00000000 OU Notional Amount USD 3750877.89000000 0.042256219522 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 20807.00000000 USD -469428.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12749.00000000 OU Notional Amount USD 2298262.23000000 0.025891504911 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 12749.00000000 USD -400243.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5778.00000000 OU Notional Amount USD -1041600.06000000 -0.01173434115 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 5778.00000000 USD 145670.79000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2617.00000000 OU Notional Amount USD -471766.59000000 -0.00531477514 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2617.00000000 USD -6.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18201.00000000 OU Notional Amount USD 758617.68000000 0.008546349990 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18201.00000000 USD 28575.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 42465.00000000 OU Notional Amount USD 1769941.20000000 0.019939605095 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 42465.00000000 USD 83188.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14520.00000000 OU Notional Amount USD 605193.60000000 0.006817922194 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14520.00000000 USD 30913.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 41755.00000000 OU Notional Amount USD 1740348.40000000 0.019606221847 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 41755.00000000 USD 36213.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 313702.00000000 OU Notional Amount USD 6782237.24000000 0.076406567760 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 -527019.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57691.00000000 OU Notional Amount USD 128650.93000000 0.001449341220 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 fuboTV, Inc. fuboTV, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 57691.00000000 USD -24807.13000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 163307.00000000 OU Notional Amount USD -7992244.58000000 -0.09003813276 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sylvamo Corp. Sylvamo Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 163307.00000000 USD -99617.27000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 12204.00000000 OU Notional Amount USD 515008.80000000 0.005801928387 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 12204.00000000 USD -8029.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 87577.00000000 OU Notional Amount USD 3695749.40000000 0.041635159161 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 87577.00000000 USD -149200.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 165451.00000000 OU Notional Amount USD 10880057.76000000 0.122571334658 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 165451.00000000 USD -1479131.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13980.00000000 OU Notional Amount USD -919324.80000000 -0.01035682624 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13980.00000000 USD -34.95000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 729731.00000000 OU Notional Amount USD 5874334.55000000 0.066178419444 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ZoomInfo Technologies, Inc. ZoomInfo Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 729731.00000000 USD -1846219.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 OU Notional Amount USD -113.57000000 -0.00000127944 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 -1.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4257.00000000 OU Notional Amount USD -483467.49000000 -0.00544659383 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4257.00000000 USD 8211.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4216.00000000 OU Notional Amount USD -478811.12000000 -0.00539413662 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4216.00000000 USD 10493.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5093.00000000 OU Notional Amount USD -277008.27000000 -0.00312068870 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dutch Bros, Inc. Dutch Bros, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5093.00000000 USD -12.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 100833.00000000 OU Notional Amount USD -5484306.87000000 -0.06178448934 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dutch Bros, Inc. Dutch Bros, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 100833.00000000 USD -100.83000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 79613.00000000 OU Notional Amount USD -1042134.17000000 -0.01174035827 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 79613.00000000 USD -3149.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1985.00000000 OU Notional Amount USD -25983.65000000 -0.00029272369 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1985.00000000 USD -496.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28681.00000000 OU Notional Amount USD -125909.59000000 -0.00141845813 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ardagh Metal Packaging SA Ardagh Metal Packaging SA Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 28681.00000000 USD -1720.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1714.00000000 OU Notional Amount USD -539275.82000000 -0.00607531306 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1714.00000000 USD 6559.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1547.00000000 OU Notional Amount USD -486732.61000000 -0.00548337765 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1547.00000000 USD -3.87000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3296.00000000 OU Notional Amount USD -1037020.48000000 -0.01168274903 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3296.00000000 USD 10984.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 105649.00000000 OU Notional Amount USD -1959788.95000000 -0.02207837058 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertex, Inc. Vertex, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 105649.00000000 USD 110931.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17907.00000000 OU Notional Amount USD -981303.60000000 -0.01105506005 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 JFrog Ltd. JFrog Ltd. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 17907.00000000 USD 32604.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7405.00000000 OU Notional Amount USD 227851.85000000 0.002566907821 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fluence Energy, Inc. Fluence Energy, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 7405.00000000 USD 25917.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20059.00000000 OU Notional Amount USD 410908.62000000 0.004629168253 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 20059.00000000 USD 7849.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 170562.00000000 OU Notional Amount USD -3493962.57000000 -0.03936189171 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 170562.00000000 USD -155010.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 223805.00000000 OU Notional Amount USD -4584645.43000000 -0.05164918437 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 223805.00000000 USD -207019.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 863543.00000000 OU Notional Amount USD -17689678.36000000 -0.19928639480 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 863543.00000000 USD -107942.88000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 56840.00000000 OU Notional Amount USD -1164367.40000000 -0.01311739968 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 56840.00000000 USD -59966.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73790.00000000 OU Notional Amount USD -1511588.15000000 -0.01702908027 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eastern Bankshares, Inc. Eastern Bankshares, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 73790.00000000 USD -9223.75000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 38318.00000000 OU Notional Amount USD -406553.98000000 -0.00458011023 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 38318.00000000 USD 76252.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62191.00000000 OU Notional Amount USD -659846.51000000 -0.00743362481 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 62191.00000000 USD 123760.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 195935.00000000 OU Notional Amount USD -2078870.35000000 -0.02341990447 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 195935.00000000 USD 389910.65000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 138391.00000000 OU Notional Amount USD -1468328.51000000 -0.01654173067 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 138391.00000000 USD 275398.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263673.00000000 OU Notional Amount USD -2797570.53000000 -0.03151655636 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Embecta Corp. Embecta Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 263673.00000000 USD 387599.31000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 50609.00000000 OU Notional Amount USD -3519349.86000000 -0.03964789700 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Travel & Leisure Co. Travel & Leisure Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 50609.00000000 USD 274300.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4509.00000000 OU Notional Amount USD -313555.86000000 -0.00353242244 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Travel & Leisure Co. Travel & Leisure Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4509.00000000 USD 10230.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 200.00000000 OU Notional Amount USD -13908.00000000 -0.00015668318 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Travel & Leisure Co. Travel & Leisure Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 200.00000000 USD 788.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38904.00000000 OU Notional Amount USD -830989.44000000 -0.00936166764 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Consensus Cloud Solutions, Inc. Consensus Cloud Solutions, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 38904.00000000 USD 21397.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20666.00000000 OU Notional Amount USD -121929.40000000 -0.00137361856 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NioCorp Developments Ltd. NioCorp Developments Ltd. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 20666.00000000 USD 9506.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 61595.00000000 OU Notional Amount USD -363410.50000000 -0.00409406925 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NioCorp Developments Ltd. NioCorp Developments Ltd. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 61595.00000000 USD 28333.70000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 163628.00000000 OU Notional Amount USD 1477560.84000000 0.016645739222 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cognyte Software Ltd. Cognyte Software Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 163628.00000000 USD -86722.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 121835.00000000 OU Notional Amount USD -3528341.60000000 -0.03974919514 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 121835.00000000 USD 187625.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51809.00000000 OU Notional Amount USD -404110.20000000 -0.00455257937 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 51809.00000000 USD 16578.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 937392.00000000 OU Notional Amount USD -7311657.60000000 -0.08237085228 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 937392.00000000 USD 300619.73000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 727251.00000000 OU Notional Amount USD -5672557.80000000 -0.06390526556 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 727251.00000000 USD 232720.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1280788.00000000 OU Notional Amount USD -9990146.40000000 -0.11254587105 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1280788.00000000 USD 536207.39000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1026489.00000000 OU Notional Amount USD -8006614.20000000 -0.09020001641 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1026489.00000000 USD -338741.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1608900.00000000 OU Notional Amount USD -12549420.00000000 -0.14137784858 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 1608900.00000000 USD 675738.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 55395.00000000 OU Notional Amount USD -432081.00000000 -0.00486768967 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 55395.00000000 USD 23265.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9536.00000000 OU Notional Amount USD -74380.80000000 -0.00083795087 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Orchid Island Capital, Inc. Orchid Island Capital, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9536.00000000 USD 3051.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3177.00000000 OU Notional Amount USD 357126.57000000 0.004023276465 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 3177.00000000 USD -21.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2946.00000000 OU Notional Amount USD 331159.86000000 0.003730743615 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2946.00000000 USD 8569.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 187.00000000 OU Notional Amount USD 21020.67000000 0.000236812306 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 187.00000000 USD 2410.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 749.00000000 OU Notional Amount USD 84195.09000000 0.000948515603 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 749.00000000 USD 9654.61000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 145059.00000000 OU Notional Amount USD -16306082.19000000 -0.18369923222 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 145059.00000000 USD -1176428.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1022.00000000 OU Notional Amount USD 36567.16000000 0.000411954210 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amentum Holdings, Inc. Amentum Holdings, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1022.00000000 USD -4.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 312443.00000000 OU Notional Amount USD -11179210.54000000 -0.12594149650 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amentum Holdings, Inc. Amentum Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 312443.00000000 USD -1034186.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 115080.00000000 OU Notional Amount USD -1109371.20000000 -0.01249782966 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 115080.00000000 USD 31071.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 169544.00000000 OU Notional Amount USD 8814592.56000000 0.099302448423 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 169544.00000000 USD 355525.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5185.00000000 OU Notional Amount USD -269568.15000000 -0.00303687063 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5185.00000000 USD -12.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2315613.00000000 OU Notional Amount USD 16371383.91000000 0.184434901020 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LifeStance Health Group, Inc. LifeStance Health Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2315613.00000000 USD -694683.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56933.00000000 OU Notional Amount USD -10970989.10000000 -0.12359573875 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 56933.00000000 USD 1049275.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2480.00000000 OU Notional Amount USD -477896.00000000 -0.00538382716 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2480.00000000 USD 49721.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 35998.00000000 OU Notional Amount USD -7365910.76000000 -0.08298205145 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 35998.00000000 USD 701241.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50454.00000000 OU Notional Amount USD -623106.90000000 -0.00701972784 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 50454.00000000 USD 41876.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 517480.00000000 OU Notional Amount USD -6390878.00000000 -0.07199763672 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Chimera Investment Corp. Chimera Investment Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 517480.00000000 USD 196642.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1524.00000000 OU Notional Amount USD 15636.24000000 0.000176152999 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franklin BSP Realty Trust, Inc. Franklin BSP Realty Trust, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1524.00000000 USD 30.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 202147.00000000 OU Notional Amount USD -2074028.22000000 -0.02336535454 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 202147.00000000 USD -4042.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79585.00000000 OU Notional Amount USD 4677210.45000000 0.052691993000 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 79585.00000000 USD -764016.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53982.00000000 OU Notional Amount USD 3172522.14000000 0.035740644168 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 53982.00000000 USD -518337.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8172.00000000 OU Notional Amount USD -305224.20000000 -0.00343856056 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Excelerate Energy, Inc. Excelerate Energy, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8172.00000000 USD -36610.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10287.00000000 OU Notional Amount USD -384219.45000000 -0.00432849639 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Excelerate Energy, Inc. Excelerate Energy, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10287.00000000 USD -29773.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 252630.00000000 OU Notional Amount USD -8998680.60000000 -0.10137632682 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 252630.00000000 USD -666943.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 88637.00000000 OU Notional Amount USD -3157249.94000000 -0.03556859233 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 88637.00000000 USD -224696.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 346020.00000000 OU Notional Amount USD -12325232.40000000 -0.13885222106 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 346020.00000000 USD -1833258.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 777737.00000000 OU Notional Amount USD 14271473.95000000 0.160777970869 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 NOV, Inc. NOV, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 777737.00000000 USD 614412.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 177469.00000000 OU Notional Amount USD -3256556.15000000 -0.03668734509 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOV, Inc. NOV, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 177469.00000000 USD 34526.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1133.00000000 OU Notional Amount USD -20790.55000000 -0.00023421984 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOV, Inc. NOV, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1133.00000000 USD 147.29000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 26991.00000000 OU Notional Amount USD -495284.85000000 -0.00557972452 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NOV, Inc. NOV, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 26991.00000000 USD -307.73000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 187938.00000000 OU Notional Amount USD -25285178.52000000 -0.28485492877 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 187938.00000000 USD 2169602.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2792.00000000 OU Notional Amount USD -375635.68000000 -0.00423179432 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2792.00000000 USD -8322.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 115.00000000 OU Notional Amount USD -15472.10000000 -0.00017430384 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 115.00000000 USD 1105.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12358.00000000 OU Notional Amount USD -1662645.32000000 -0.01873084320 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12358.00000000 USD 41428.23000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1237.00000000 OU Notional Amount USD -166425.98000000 -0.00187490314 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1237.00000000 USD 11552.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31132.00000000 OU Notional Amount USD -843365.88000000 -0.00950109675 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 128886.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 104099.00000000 OU Notional Amount USD -2820041.91000000 -0.03176971191 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 104099.00000000 USD 705791.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 189673.00000000 OU Notional Amount USD -12190283.71000000 -0.13733193124 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Centerspace Centerspace Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 189673.00000000 USD 68377.33000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7258.00000000 OU Notional Amount USD -262957.34000000 -0.00296239531 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Phillips Edison & Co., Inc. Phillips Edison & Co., Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7258.00000000 USD -4229.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17297.00000000 OU Notional Amount USD 384166.37000000 0.004327898411 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Klaviyo, Inc. Klaviyo, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17297.00000000 USD -52600.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31671.00000000 OU Notional Amount USD 703412.91000000 0.007924430283 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 31671.00000000 USD -100177.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 55.00000000 OU Notional Amount USD -1221.55000000 -0.00001376160 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 55.00000000 USD 186.45000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 137503.00000000 OU Notional Amount USD -3053941.63000000 -0.03440475315 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Klaviyo, Inc. Klaviyo, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 137503.00000000 USD 801642.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70644.00000000 OU Notional Amount USD -1569003.24000000 -0.01767590075 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 70644.00000000 USD 298768.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3471.00000000 OU Notional Amount USD 128982.36000000 0.001453075007 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3471.00000000 USD -4338.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 116455.00000000 OU Notional Amount USD -4327467.80000000 -0.04875190147 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 116455.00000000 USD 145568.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 477868.00000000 OU Notional Amount USD -17757574.88000000 -0.20005129580 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 477868.00000000 USD 2805085.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6622.00000000 OU Notional Amount USD -244418.02000000 -0.00275353712 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Allegro MicroSystems, Inc. Allegro MicroSystems, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6622.00000000 USD 7068.98000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 95309.00000000 OU Notional Amount USD -321191.33000000 -0.00361844126 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Aspen Aerogels, Inc. Aspen Aerogels, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 95309.00000000 USD 18804.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 130693.00000000 OU Notional Amount USD -440435.41000000 -0.00496180785 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Aspen Aerogels, Inc. Aspen Aerogels, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 130693.00000000 USD 21734.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 560601.00000000 OU Notional Amount USD 9905819.67000000 0.111595872432 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 560601.00000000 USD -1154838.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1442.00000000 OU Notional Amount USD -25480.14000000 -0.00028705130 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rush Street Interactive, Inc. Rush Street Interactive, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1442.00000000 USD 129.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 72789.00000000 OU Notional Amount USD -1286181.63000000 -0.01448972077 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rush Street Interactive, Inc. Rush Street Interactive, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 72789.00000000 USD 44166.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141113.00000000 OU Notional Amount USD 3527825.00000000 0.039743375286 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Oil & Gas, Inc. Northern Oil & Gas, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 141113.00000000 USD 234247.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11814.00000000 OU Notional Amount USD -432746.82000000 -0.00487519059 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 11814.00000000 USD 14524.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37160.00000000 OU Notional Amount USD -1361170.80000000 -0.01533452536 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 37160.00000000 USD -4692.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21022.00000000 OU Notional Amount USD 522817.14000000 0.005889894708 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BellRing Brands, Inc. BellRing Brands, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 21022.00000000 USD -63696.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58709.00000000 OU Notional Amount USD -3632325.83000000 -0.04092064901 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Madison Square Garden Entertainment Corp. Madison Square Garden Entertainment Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 58709.00000000 USD -80250.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34774.00000000 OU Notional Amount USD -435370.48000000 -0.00490474793 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Compass, Inc. Compass, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 34774.00000000 USD 36626.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2597.00000000 OU Notional Amount USD 380694.23000000 0.004288782366 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2597.00000000 USD -49631.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22518.00000000 OU Notional Amount USD -3300913.62000000 -0.03718706250 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 22518.00000000 USD 486738.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6775.00000000 OU Notional Amount USD 92411.00000000 0.001041073481 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Blue Owl Capital, Inc. Blue Owl Capital, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6775.00000000 USD -10179.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194749.00000000 OU Notional Amount USD 2656376.36000000 0.029925906919 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Blue Owl Capital, Inc. Blue Owl Capital, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 194749.00000000 USD -194.75000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 123186.00000000 OU Notional Amount USD -1812066.06000000 -0.02041417061 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cellebrite DI Ltd. Cellebrite DI Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 123186.00000000 USD 448397.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3010.00000000 OU Notional Amount USD -44277.10000000 -0.00049881198 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Cellebrite DI Ltd. Cellebrite DI Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3010.00000000 USD -7.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 217656.00000000 OU Notional Amount USD -3867747.12000000 -0.04357283178 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 217656.00000000 USD 102298.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9722.00000000 OU Notional Amount USD -172759.94000000 -0.00194625955 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 9722.00000000 USD 4569.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 241244.00000000 OU Notional Amount USD -4286905.88000000 -0.04829494354 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CTO Realty Growth, Inc. CTO Realty Growth, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 241244.00000000 USD 41011.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 99568.00000000 OU Notional Amount USD 5477235.68000000 0.061704827524 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 99568.00000000 USD -201127.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 277352.00000000 OU Notional Amount USD -4060433.28000000 -0.04574357392 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 277352.00000000 USD 992920.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18591.00000000 OU Notional Amount USD -272172.24000000 -0.00306620750 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Eos Energy Enterprises, Inc. Eos Energy Enterprises, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18591.00000000 USD 53709.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 147753.00000000 OU Notional Amount USD -18619833.06000000 -0.20976522732 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 147753.00000000 USD -656218.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6553.00000000 OU Notional Amount USD -662901.48000000 -0.00746804115 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Federal Realty Investment Trust Federal Realty Investment Trust Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6553.00000000 USD -1209.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2344.00000000 OU Notional Amount USD -237119.04000000 -0.00267130909 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Federal Realty Investment Trust Federal Realty Investment Trust Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 2344.00000000 USD 1164.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 807399.00000000 OU Notional Amount USD -4828246.02000000 -0.05439351258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BrightSpire Capital, Inc. BrightSpire Capital, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 807399.00000000 USD 8073.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 124484.00000000 OU Notional Amount USD 7840002.32000000 0.088323018984 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Century Communities, Inc. Century Communities, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 124484.00000000 USD -634868.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19089.00000000 OU Notional Amount USD 1202225.22000000 0.013543894069 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Century Communities, Inc. Century Communities, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19089.00000000 USD 26533.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118833.00000000 OU Notional Amount USD 2199598.83000000 0.024779993843 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadstone Net Lease, Inc. Broadstone Net Lease, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 118833.00000000 USD 10694.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263827.00000000 OU Notional Amount USD 4883437.77000000 0.055015285616 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadstone Net Lease, Inc. Broadstone Net Lease, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 263827.00000000 USD 23101.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 156780.00000000 OU Notional Amount USD 2901997.80000000 0.032693001394 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Broadstone Net Lease, Inc. Broadstone Net Lease, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 156780.00000000 USD 42443.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31853.00000000 OU Notional Amount USD -635467.35000000 -0.00715897681 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 31853.00000000 USD 26756.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38187.00000000 OU Notional Amount USD -761830.65000000 -0.00858254630 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 38187.00000000 USD 32077.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79596.00000000 OU Notional Amount USD -1587940.20000000 -0.01788923863 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Metallus, Inc. Metallus, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 79596.00000000 USD 31838.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71393.00000000 OU Notional Amount USD -3883065.27000000 -0.04374540128 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 71393.00000000 USD 34268.64000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38169.00000000 OU Notional Amount USD -2076011.91000000 -0.02338770217 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 38169.00000000 USD 9915.53000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14333.00000000 OU Notional Amount USD -779571.87000000 -0.00878241335 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14333.00000000 USD -1017.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 40340.00000000 OU Notional Amount USD -346520.60000000 -0.00390379291 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 40340.00000000 USD 28641.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 956804.00000000 OU Notional Amount USD -8218946.36000000 -0.09259208425 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 956804.00000000 USD 679330.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 297821.00000000 OU Notional Amount USD -2558282.39000000 -0.02882081087 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 297821.00000000 USD 211452.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 348119.00000000 OU Notional Amount USD -2990342.21000000 -0.03368826194 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 149691.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1150361.00000000 OU Notional Amount USD -9881600.99000000 -0.11132303234 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco Mortgage Capital, Inc. Invesco Mortgage Capital, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1150361.00000000 USD 494655.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1573859.00000000 OU Notional Amount USD -13519448.81000000 -0.15230589037 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 1573859.00000000 USD 676759.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13202.00000000 OU Notional Amount USD 403453.12000000 0.004545176917 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 13202.00000000 USD -14390.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10231.00000000 OU Notional Amount USD 312659.36000000 0.003522322757 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 10231.00000000 USD -11151.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 29976.00000000 OU Notional Amount USD 916066.56000000 0.010320119926 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 29976.00000000 USD -32673.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 62013.00000000 OU Notional Amount USD 1895117.28000000 0.021349799740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 62013.00000000 USD -51470.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19540.00000000 OU Notional Amount USD 597142.40000000 0.006727219888 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Global Industrial Co. Global Industrial Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19540.00000000 USD -6448.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 72465.00000000 OU Notional Amount USD -4003691.25000000 -0.04510433592 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DigitalOcean Holdings, Inc. DigitalOcean Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 72465.00000000 USD 5527.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18582.00000000 OU Notional Amount USD 3793886.94000000 0.042740746054 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gulfport Energy Corp. Gulfport Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 18582.00000000 USD 156091.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6639.00000000 OU Notional Amount USD 1355484.63000000 0.015270466745 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Gulfport Energy Corp. Gulfport Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6639.00000000 USD 80371.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7246.00000000 OU Notional Amount USD 1479415.82000000 0.016666636848 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Gulfport Energy Corp. Gulfport Energy Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7246.00000000 USD 122969.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 37676.00000000 OU Notional Amount USD -7692308.92000000 -0.08665915124 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Gulfport Energy Corp. Gulfport Energy Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 37676.00000000 USD -369978.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94993.00000000 OU Notional Amount USD 1075320.76000000 0.012114228035 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GCM Grosvenor, Inc. GCM Grosvenor, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 94993.00000000 USD -4799.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52215.00000000 OU Notional Amount USD 591073.80000000 0.006658852934 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GCM Grosvenor, Inc. GCM Grosvenor, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 52215.00000000 USD 1153.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 106186.00000000 OU Notional Amount USD -2011162.84000000 -0.02265713279 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Primo Brands Corp. Primo Brands Corp. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 106186.00000000 USD -23668.42000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 109623.00000000 OU Notional Amount USD 4050569.85000000 0.045632455598 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 IAC, Inc. IAC, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 109623.00000000 USD -245555.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 132550.00000000 OU Notional Amount USD -3511249.50000000 -0.03955664087 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amphastar Pharmaceuticals, Inc. Amphastar Pharmaceuticals, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 132550.00000000 USD 165687.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4038.00000000 OU Notional Amount USD 856782.84000000 0.009652248042 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coherent Corp. Coherent Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4038.00000000 USD 38199.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7656.00000000 OU Notional Amount USD 1624450.08000000 0.018300547550 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Coherent Corp. Coherent Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7656.00000000 USD 22718.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12770.00000000 OU Notional Amount USD 2709538.60000000 0.030524816121 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coherent Corp. Coherent Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12770.00000000 USD 105504.18000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8057.00000000 OU Notional Amount USD 1709534.26000000 0.019259079364 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coherent Corp. Coherent Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8057.00000000 USD 68752.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 46297.00000000 OU Notional Amount USD -9823297.46000000 -0.11066620297 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 46297.00000000 USD -750937.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31538.00000000 OU Notional Amount USD 4265829.88000000 0.048057507906 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 31538.00000000 USD -45656.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84806.00000000 OU Notional Amount USD 11470859.56000000 0.129227123326 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 84806.00000000 USD -292353.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8515.00000000 OU Notional Amount USD 1151738.90000000 0.012975130947 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8515.00000000 USD -5875.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5357.00000000 OU Notional Amount USD 724587.82000000 0.008162980209 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5357.00000000 USD -8090.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2421.00000000 OU Notional Amount USD 327464.46000000 0.003689112392 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2421.00000000 USD -7763.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118285.00000000 OU Notional Amount USD -933268.65000000 -0.01051391330 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 118285.00000000 USD 59142.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27390.00000000 OU Notional Amount USD 198851.40000000 0.002240197803 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PubMatic, Inc. PubMatic, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 27390.00000000 USD -15886.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 128793.00000000 OU Notional Amount USD 2445779.07000000 0.027553383585 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Intuitive Machines, Inc. Intuitive Machines, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 128793.00000000 USD -171968.86000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15121.00000000 OU Notional Amount USD -287147.79000000 -0.00323491737 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Intuitive Machines, Inc. Intuitive Machines, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15121.00000000 USD 8754.87000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 111924.00000000 OU Notional Amount USD 6593442.84000000 0.074279668979 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TPG, Inc. TPG, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 111924.00000000 USD 9681.43000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 134640.00000000 OU Notional Amount USD -7931642.40000000 -0.08935540752 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 134640.00000000 USD 1125590.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7986.00000000 OU Notional Amount USD -470455.26000000 -0.00530000211 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TPG, Inc. TPG, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 7986.00000000 USD 32807.36000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 573703.00000000 OU Notional Amount USD -3660225.14000000 -0.04123495393 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 573703.00000000 USD 332747.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 228959.00000000 OU Notional Amount USD -3090946.50000000 -0.03482163847 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 228959.00000000 USD 331990.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 551923.00000000 OU Notional Amount USD -7450960.50000000 -0.08394019527 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 551923.00000000 USD 778690.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 556428.00000000 OU Notional Amount USD -7511778.00000000 -0.08462534624 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 First Advantage Corp. First Advantage Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 556428.00000000 USD 1099697.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19832.00000000 OU Notional Amount USD 1565141.44000000 0.017632394924 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19832.00000000 USD -57244.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1687.00000000 OU Notional Amount USD 133138.04000000 0.001499891601 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 1687.00000000 USD -6776.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66552.00000000 OU Notional Amount USD 5252283.84000000 0.059170590310 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 66552.00000000 USD -178318.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5476.00000000 OU Notional Amount USD 432165.92000000 0.004868646359 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5476.00000000 USD -7994.96000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47343.00000000 OU Notional Amount USD 3736309.56000000 0.042092097263 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 47343.00000000 USD -177392.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 65994.00000000 OU Notional Amount USD 5208246.48000000 0.058674479158 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 65994.00000000 USD -295564.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 138592.00000000 OU Notional Amount USD -2708087.68000000 -0.03050847050 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 138592.00000000 USD 11087.36000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 37465.00000000 OU Notional Amount USD -732066.10000000 -0.00824722817 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 37465.00000000 USD 2997.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5865.00000000 OU Notional Amount USD -106273.80000000 -0.00119724745 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sotera Health Co. Sotera Health Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5865.00000000 USD 3301.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19758.00000000 OU Notional Amount USD -358014.96000000 -0.00403328478 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sotera Health Co. Sotera Health Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 19758.00000000 USD 15391.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3568.00000000 OU Notional Amount USD -396797.28000000 -0.00447019430 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3568.00000000 USD -35537.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23052.00000000 OU Notional Amount USD -2563612.92000000 -0.02888086295 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 23052.00000000 USD -142534.47000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52056.00000000 OU Notional Amount USD -811032.48000000 -0.00913683876 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 52056.00000000 USD 282143.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 110396.00000000 OU Notional Amount USD -1719969.68000000 -0.01937664154 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Stevanato Group SpA Stevanato Group SpA Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 110396.00000000 USD 395217.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 259.00000000 OU Notional Amount USD -4496.24000000 -0.00005065323 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 259.00000000 USD 12.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2469.00000000 OU Notional Amount USD -42861.84000000 -0.00048286811 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 2469.00000000 USD 123.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 310.00000000 OU Notional Amount USD -5381.60000000 -0.00006062742 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Titan America SA Titan America SA Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 310.00000000 USD -93.00000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 484460.00000000 OU Notional Amount USD -2373854.00000000 -0.02674309819 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 484460.00000000 USD 334277.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 84355.00000000 OU Notional Amount USD -816556.40000000 -0.00919906952 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 84355.00000000 USD 160274.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 95432.00000000 OU Notional Amount USD -923781.76000000 -0.01040703696 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 95432.00000000 USD 181320.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66789.00000000 OU Notional Amount USD -646517.52000000 -0.00728346457 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 66789.00000000 USD 181666.08000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 277965.00000000 OU Notional Amount USD -2690701.20000000 -0.03031259985 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 277965.00000000 USD -97287.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28317.00000000 OU Notional Amount USD -274108.56000000 -0.00308802147 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sable Offshore Corp. Sable Offshore Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 28317.00000000 USD 52465.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 561887.00000000 OU Notional Amount USD -14839435.67000000 -0.16717645032 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 APA Corp. APA Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 561887.00000000 USD -584362.48000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15595.00000000 OU Notional Amount USD -411863.95000000 -0.00463993070 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 APA Corp. APA Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15595.00000000 USD -15766.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71666.00000000 OU Notional Amount USD 1614634.98000000 0.018189973697 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alignment Healthcare, Inc. Alignment Healthcare, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 71666.00000000 USD -77399.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 15524.00000000 OU Notional Amount USD 692680.88000000 0.007803526582 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Skyward Specialty Insurance Group, Inc. Skyward Specialty Insurance Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 15524.00000000 USD -13151.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15011.00000000 OU Notional Amount USD -669790.82000000 -0.00754565431 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyward Specialty Insurance Group, Inc. Skyward Specialty Insurance Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 15011.00000000 USD 6385.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 552.00000000 OU Notional Amount USD -24630.24000000 -0.00027747659 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Skyward Specialty Insurance Group, Inc. Skyward Specialty Insurance Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 552.00000000 USD 1026.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13468.00000000 OU Notional Amount USD -600942.16000000 -0.00677002679 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Skyward Specialty Insurance Group, Inc. Skyward Specialty Insurance Group, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 13468.00000000 USD 9683.49000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 63158.00000000 OU Notional Amount USD 3574111.22000000 0.040264821393 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 63158.00000000 USD -49336.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 157905.00000000 OU Notional Amount USD -8935843.95000000 -0.10066842873 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 157905.00000000 USD -124744.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 364.00000000 OU Notional Amount USD -20598.76000000 -0.00023205920 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 364.00000000 USD 400.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1441.00000000 OU Notional Amount USD -81546.19000000 -0.00091867392 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1441.00000000 USD 792.55000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 539890.00000000 OU Notional Amount USD -14371871.80000000 -0.16190902171 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ConnectOne Bancorp, Inc. ConnectOne Bancorp, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 539890.00000000 USD 16196.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 145520.00000000 OU Notional Amount USD -3873742.40000000 -0.04364037274 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 145520.00000000 USD 311412.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 371188.00000000 OU Notional Amount USD -3626506.76000000 -0.04085509319 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 371188.00000000 USD -512239.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 586499.00000000 OU Notional Amount USD -5730095.23000000 -0.06455346428 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 586499.00000000 USD -809368.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 652848.00000000 OU Notional Amount USD -6378324.96000000 -0.07185621809 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 652848.00000000 USD -992328.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1984.00000000 OU Notional Amount USD 115012.48000000 0.001295694700 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1984.00000000 USD 12.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25500.00000000 OU Notional Amount USD 1478235.00000000 0.016653334098 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 25500.00000000 USD 8415.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 109987.00000000 OU Notional Amount USD 6375946.39000000 0.071829421862 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 109987.00000000 USD 120826.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 25620.00000000 OU Notional Amount USD 1485191.40000000 0.016731702729 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 25620.00000000 USD 17391.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21964.00000000 OU Notional Amount USD 1273253.08000000 0.014344071770 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atmus Filtration Technologies, Inc. Atmus Filtration Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 21964.00000000 USD 2363.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 135388.00000000 OU Notional Amount USD 820451.28000000 0.009242948027 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 135388.00000000 USD -56862.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 348034.00000000 OU Notional Amount USD 2109086.04000000 0.023760305003 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 348034.00000000 USD -146174.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 313940.00000000 OU Notional Amount USD 1902476.40000000 0.021432705289 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 313940.00000000 USD -131854.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 731252.00000000 OU Notional Amount USD 4431387.12000000 0.049922624095 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 731252.00000000 USD -307125.84000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 174528.00000000 OU Notional Amount USD 1057639.68000000 0.011915038506 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 174528.00000000 USD -219905.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19417.00000000 OU Notional Amount USD 797262.02000000 0.008981705062 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 19417.00000000 USD -17443.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26571.00000000 OU Notional Amount USD -1091005.26000000 -0.01229092471 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 26571.00000000 USD 19805.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3524.00000000 OU Notional Amount USD -144695.44000000 -0.00163009366 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3524.00000000 USD 4228.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5377.00000000 OU Notional Amount USD 566520.72000000 0.006382245599 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ARM Holdings PLC ARM Holdings PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5377.00000000 USD -57606.62000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11501.00000000 OU Notional Amount USD -1211745.36000000 -0.01365114499 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ARM Holdings PLC ARM Holdings PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11501.00000000 USD 15890.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 552394.00000000 OU Notional Amount USD -5175931.78000000 -0.05831043183 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hillman Solutions Corp. Hillman Solutions Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 552394.00000000 USD 303816.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58984.00000000 OU Notional Amount USD 2269704.32000000 0.025569780411 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 58984.00000000 USD 23593.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28469.00000000 OU Notional Amount USD -1095487.12000000 -0.01234141595 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Seadrill Ltd. Seadrill Ltd. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 28469.00000000 USD 7991.25000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 58718.00000000 OU Notional Amount USD 2102104.40000000 0.023681652026 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 58718.00000000 USD -78682.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 16971.00000000 OU Notional Amount USD 607561.80000000 0.006844601596 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CBL & Associates Properties, Inc. CBL & Associates Properties, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 16971.00000000 USD -38693.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64161.00000000 OU Notional Amount USD -921351.96000000 -0.01037966359 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NextNav, Inc. NextNav, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 64161.00000000 USD 170026.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12585.00000000 OU Notional Amount USD 128115.30000000 0.001443306980 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Arhaus, Inc. Arhaus, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 12585.00000000 USD 2221.25000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2526.00000000 OU Notional Amount USD 25714.68000000 0.000289693558 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Arhaus, Inc. Arhaus, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2526.00000000 USD -1593.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 8713.00000000 OU Notional Amount USD 88698.34000000 0.000999247812 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arhaus, Inc. Arhaus, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 8713.00000000 USD -3470.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 233423.00000000 OU Notional Amount USD -835654.34000000 -0.00941422095 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Richtech Robotics, Inc. Richtech Robotics, Inc. Y equity-performance leg 2026-06-25 0.00000000 USD 0.00000000 USD 233423.00000000 USD 184404.17000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 31397.00000000 OU Notional Amount USD -1950695.61000000 -0.02197592785 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Root, Inc. Root, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 31397.00000000 USD 431080.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7643.00000000 OU Notional Amount USD -214386.15000000 -0.00241520744 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 7643.00000000 USD -76.43000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25511.00000000 OU Notional Amount USD -715583.55000000 -0.00806154091 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 25511.00000000 USD -255.11000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 194121.00000000 OU Notional Amount USD -10358296.56000000 -0.11669333584 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 194121.00000000 USD 832603.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 191070.00000000 OU Notional Amount USD -9224859.60000000 -0.10392438883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 191070.00000000 USD 405068.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 351598.00000000 OU Notional Amount USD -16975151.44000000 -0.19123675755 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 351598.00000000 USD 706711.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23349.00000000 OU Notional Amount USD 4264461.36000000 0.048042090586 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 23349.00000000 USD -521201.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 99348.00000000 OU Notional Amount USD 2493634.80000000 0.028092511301 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 BitMine Immersion Technologies, Inc. BitMine Immersion Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 99348.00000000 USD -99.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12313.00000000 OU Notional Amount USD -309056.30000000 -0.00348173180 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BitMine Immersion Technologies, Inc. BitMine Immersion Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 12313.00000000 USD -30.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4544.00000000 OU Notional Amount USD 21356.80000000 0.000240599042 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Energy Vault Holdings, Inc. Energy Vault Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4544.00000000 USD -4044.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91585.00000000 OU Notional Amount USD 430449.50000000 0.004849309707 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Energy Vault Holdings, Inc. Energy Vault Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 91585.00000000 USD -82602.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 123820.00000000 OU Notional Amount USD 2496211.20000000 0.028121536220 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coupang, Inc. Coupang, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 123820.00000000 USD 22941.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 256406.00000000 OU Notional Amount USD 5169144.96000000 0.058233973639 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Coupang, Inc. Coupang, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 256406.00000000 USD -47618.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 122912.00000000 OU Notional Amount USD -1123415.68000000 -0.01265605039 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 122912.00000000 USD 243365.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2886.00000000 OU Notional Amount USD -114776.22000000 -0.00129303306 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Enact Holdings, Inc. Enact Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2886.00000000 USD -3858.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14397.00000000 OU Notional Amount USD 6578997.09000000 0.074116927669 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Linde PLC Linde PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 14397.00000000 USD 163118.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10272.00000000 OU Notional Amount USD 4693995.84000000 0.052881091965 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Linde PLC Linde PLC Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 10272.00000000 USD 2181.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1457924.00000000 OU Notional Amount USD 19273755.28000000 0.217132110938 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Remitly Global, Inc. Remitly Global, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1457924.00000000 USD -1545399.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 120140.00000000 OU Notional Amount USD -1588250.80000000 -0.01789273776 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Remitly Global, Inc. Remitly Global, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 120140.00000000 USD 57547.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1613.00000000 OU Notional Amount USD -225078.02000000 -0.00253565871 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 1613.00000000 USD -15742.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2377.00000000 OU Notional Amount USD -331686.58000000 -0.00373667747 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 2377.00000000 USD -23199.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4186.00000000 OU Notional Amount USD -584114.44000000 -0.00658045095 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 4186.00000000 USD -40855.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 670.00000000 OU Notional Amount USD -93491.80000000 -0.00105324943 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 670.00000000 USD -2492.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11185.00000000 OU Notional Amount USD 1112683.80000000 0.012535148381 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11185.00000000 USD -64436.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 177578.00000000 OU Notional Amount USD -17665459.44000000 -0.19901355201 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 177578.00000000 USD 1922326.84000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4026.00000000 OU Notional Amount USD -400506.48000000 -0.00451198099 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 4026.00000000 USD 27256.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 518.00000000 OU Notional Amount USD 0.01000000 0.000000000112 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 0.000000000112 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 8069.00000000 OU Notional Amount USD 414020.39000000 0.004664224482 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8069.00000000 USD -4422.62000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15374.00000000 OU Notional Amount USD 788839.94000000 0.008886824538 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 15374.00000000 USD -5737.57000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2143.00000000 OU Notional Amount USD -109957.33000000 -0.00123874495 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 U-Haul Holding Co. U-Haul Holding Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2143.00000000 USD 370.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15907.00000000 OU Notional Amount USD 635166.51000000 0.007155587642 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GigaCloud Technology, Inc. GigaCloud Technology, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 15907.00000000 USD -15.91000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 69079.00000000 OU Notional Amount USD 2758324.47000000 0.031074422504 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GigaCloud Technology, Inc. GigaCloud Technology, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 69079.00000000 USD -62643.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1544.00000000 OU Notional Amount USD -61651.92000000 -0.00069455128 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 GigaCloud Technology, Inc. GigaCloud Technology, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1544.00000000 USD -93.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22918.00000000 OU Notional Amount USD 733146.82000000 0.008259403232 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 -10542.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 142289.00000000 OU Notional Amount USD 4551825.11000000 0.051279440897 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trupanion, Inc. Trupanion, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 142289.00000000 USD -65452.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 150304.00000000 OU Notional Amount USD 10052331.52000000 0.113246429202 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Globant SA Globant SA Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 150304.00000000 USD -326159.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4854.00000000 OU Notional Amount USD 194062.92000000 0.002186252282 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4854.00000000 USD -45384.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 90678.00000000 OU Notional Amount USD -3625306.44000000 -0.04084157076 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 90678.00000000 USD 847839.30000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 490823.00000000 OU Notional Amount USD -3720438.34000000 -0.04191329705 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 240503.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2402925.00000000 OU Notional Amount USD -18214171.50000000 -0.20519517080 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 2402925.00000000 USD 1177433.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13690.00000000 OU Notional Amount USD 1339977.20000000 0.015095764879 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 13690.00000000 USD -82276.90000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 368531.00000000 OU Notional Amount USD 4171770.92000000 0.046997869021 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Grindr, Inc. Grindr, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 368531.00000000 USD -692838.28000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 4331.00000000 OU Notional Amount USD -154660.01000000 -0.00174235139 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lineage, Inc. Lineage, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 4331.00000000 USD 3638.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71363.00000000 OU Notional Amount USD -2548372.73000000 -0.02870917173 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 -33540.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 130270.00000000 OU Notional Amount USD 4052699.70000000 0.045656449823 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toast, Inc. Toast, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 130270.00000000 USD -353876.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 123183.00000000 OU Notional Amount USD 3832223.13000000 0.043172629605 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Toast, Inc. Toast, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 123183.00000000 USD -78326.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 123460.00000000 OU Notional Amount USD 3840840.60000000 0.043269711332 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Toast, Inc. Toast, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 123460.00000000 USD -300022.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24313.00000000 OU Notional Amount USD 17660233.81000000 0.198954681696 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 24313.00000000 USD 1571575.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1082.00000000 OU Notional Amount USD 785932.34000000 0.008854068424 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 1082.00000000 USD 34055.39000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3876.00000000 OU Notional Amount USD 89148.00000000 0.001004313541 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 3876.00000000 USD -15697.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 304973.00000000 OU Notional Amount USD 7014379.00000000 0.079021804368 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kyndryl Holdings, Inc. Kyndryl Holdings, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 304973.00000000 USD -573349.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 611307.00000000 OU Notional Amount USD 2628620.10000000 0.029613213557 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Grab Holdings Ltd. Grab Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 611307.00000000 USD -354558.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 138877.00000000 OU Notional Amount USD -597171.10000000 -0.00672754321 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Grab Holdings Ltd. Grab Holdings Ltd. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 138877.00000000 USD 5045.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 122016.00000000 OU Notional Amount USD 1705783.68000000 0.019216826501 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SentinelOne, Inc. SentinelOne, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 122016.00000000 USD -49936.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1823.00000000 OU Notional Amount USD 104147.99000000 0.001173298746 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Xometry, Inc. Xometry, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1823.00000000 USD -6356.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 168584.00000000 OU Notional Amount USD 1116026.08000000 0.012572801464 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TMC the metals Co., Inc. TMC the metals Co., Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 168584.00000000 USD -101150.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 102970.00000000 OU Notional Amount USD -6890752.40000000 -0.07762906568 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 102970.00000000 USD -98070.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 130302.00000000 OU Notional Amount USD 11162972.34000000 0.125758562009 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 130302.00000000 USD -97726.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28296.00000000 OU Notional Amount USD 2055138.48000000 0.023152548631 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Synchrony Financial Synchrony Financial Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 28296.00000000 USD -13306.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7452.00000000 OU Notional Amount USD -541238.76000000 -0.00609742692 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Synchrony Financial Synchrony Financial Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7452.00000000 USD -18.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14170.00000000 OU Notional Amount USD 89837.80000000 0.001012084613 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ASP Isotopes, Inc. ASP Isotopes, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 14170.00000000 USD -12852.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 230081.00000000 OU Notional Amount USD 4143758.81000000 0.046682293334 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 230081.00000000 USD 490072.53000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 36148.00000000 OU Notional Amount USD 651025.48000000 0.007334249848 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 36148.00000000 USD 98322.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144099.00000000 OU Notional Amount USD 3384885.51000000 0.038133063608 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kite Realty Group Trust Kite Realty Group Trust Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 144099.00000000 USD 33142.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20781.00000000 OU Notional Amount USD -488145.69000000 -0.00549929697 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kite Realty Group Trust Kite Realty Group Trust Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 20781.00000000 USD -4779.63000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 204069.00000000 OU Notional Amount USD -1399913.34000000 -0.01577098672 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 204069.00000000 USD 175499.34000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 534563.00000000 OU Notional Amount USD -6478903.56000000 -0.07298930520 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 534563.00000000 USD -256590.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 770885.00000000 OU Notional Amount USD 8310140.30000000 0.093619446720 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 770885.00000000 USD -431695.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 174416.00000000 OU Notional Amount USD 7892324.00000000 0.088912458700 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 On Holding AG On Holding AG Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 174416.00000000 USD -223266.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46111.00000000 OU Notional Amount USD -788036.99000000 -0.00887777875 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ivanhoe Electric, Inc. Ivanhoe Electric, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 46111.00000000 USD 93144.22000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 80643.00000000 OU Notional Amount USD -4384559.91000000 -0.04939508336 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 1023359.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 55312.00000000 OU Notional Amount USD -3007313.44000000 -0.03387945452 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 55312.00000000 USD 701909.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12207.00000000 OU Notional Amount USD -663694.59000000 -0.00747697608 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 154906.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42121.00000000 OU Notional Amount USD -2290118.77000000 -0.02579976323 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 42121.00000000 USD 384985.94000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2736.00000000 OU Notional Amount USD -148756.32000000 -0.00167584226 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 2736.00000000 USD -6.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64094.00000000 OU Notional Amount USD 2870129.32000000 0.032333981046 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SL Green Realty Corp. SL Green Realty Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 64094.00000000 USD -111523.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 102934.00000000 OU Notional Amount USD 10188407.32000000 0.114779416691 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Veralto Corp. Veralto Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 102934.00000000 USD -270421.42000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 7707.00000000 OU Notional Amount USD 762838.86000000 0.008593904486 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Veralto Corp. Veralto Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 7707.00000000 USD -41.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8000.00000000 OU Notional Amount USD 626720.00000000 0.007060431897 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 8000.00000000 USD -97440.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7739.00000000 OU Notional Amount USD 606273.26000000 0.006830085307 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7739.00000000 USD -75076.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 447.00000000 OU Notional Amount USD 35017.98000000 0.000394501632 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 447.00000000 USD -5261.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2241.00000000 OU Notional Amount USD 175559.94000000 0.001977803485 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2241.00000000 USD -26376.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 271953.00000000 OU Notional Amount USD 7932869.01000000 0.089369226127 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 271953.00000000 USD 245908.66000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39645.00000000 OU Notional Amount USD 1156444.65000000 0.013028144458 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 39645.00000000 USD -6779.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 29460.00000000 OU Notional Amount USD 859348.20000000 0.009681148587 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 29460.00000000 USD 16960.43000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138957.00000000 OU Notional Amount USD -4053375.69000000 -0.04566406531 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 138957.00000000 USD -12020.82000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19623.00000000 OU Notional Amount USD -572402.91000000 -0.00644851251 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 19623.00000000 USD 266.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 90949.00000000 OU Notional Amount USD -2551119.45000000 -0.02874011542 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 90949.00000000 USD 366524.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2194.00000000 OU Notional Amount USD -61541.70000000 -0.00069330958 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2194.00000000 USD 8841.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9747.00000000 OU Notional Amount USD -273403.35000000 -0.00308007680 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9747.00000000 USD 36541.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 734639.00000000 OU Notional Amount USD 6773371.58000000 0.076306690002 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ADTRAN Holdings, Inc. ADTRAN Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 734639.00000000 USD -499554.52000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 812080.00000000 OU Notional Amount USD 7487377.60000000 0.084350458956 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ADTRAN Holdings, Inc. ADTRAN Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 812080.00000000 USD 316711.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 41477.00000000 OU Notional Amount USD 2862327.77000000 0.032246091219 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Diebold Nixdorf, Inc. Diebold Nixdorf, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 41477.00000000 USD 27175.73000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 257.00000000 OU Notional Amount USD 17735.57000000 0.000199803395 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Diebold Nixdorf, Inc. Diebold Nixdorf, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 257.00000000 USD -716.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 90134.00000000 OU Notional Amount USD 6054300.78000000 0.068205862818 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Knife River Corp. Knife River Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 90134.00000000 USD -739868.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 148755.00000000 OU Notional Amount USD -2484208.50000000 -0.02798631754 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 148755.00000000 USD 110078.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 266542.00000000 OU Notional Amount USD -4451251.40000000 -0.05014640887 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 266542.00000000 USD 130605.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 77655.00000000 OU Notional Amount USD -1296838.50000000 -0.01460977775 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Bausch & Lomb Corp. Bausch & Lomb Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 77655.00000000 USD 46593.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31829.00000000 OU Notional Amount USD -531544.30000000 -0.00598821216 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 31829.00000000 USD 15596.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 47266.00000000 OU Notional Amount USD -984078.12000000 -0.01108631693 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 47266.00000000 USD 220259.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 220876.00000000 OU Notional Amount USD -4598638.32000000 -0.05180682390 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Braze, Inc. Braze, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 220876.00000000 USD 1462311.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 49.00000000 OU Notional Amount USD -4263.98000000 -0.00004803666 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 49.00000000 USD 170.52000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 52155.00000000 OU Notional Amount USD -4538528.10000000 -0.05112964093 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 2031-01-22 0.00000000 USD 0.00000000 USD 52155.00000000 USD 19297.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 297743.00000000 OU Notional Amount USD -6672420.63000000 -0.07516940811 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 297743.00000000 USD -472327.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 317172.00000000 OU Notional Amount USD -7298127.72000000 -0.08221842888 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 317172.00000000 USD 269596.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 441480.00000000 OU Notional Amount USD -10158454.80000000 -0.11444198095 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 441480.00000000 USD 374941.99000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29560.00000000 OU Notional Amount USD -534740.40000000 -0.00602421843 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 29560.00000000 USD 31924.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21111.00000000 OU Notional Amount USD -381897.99000000 -0.00430234355 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 21111.00000000 USD 22799.88000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2863.00000000 OU Notional Amount USD -51791.67000000 -0.00058346878 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 2863.00000000 USD 3092.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 66819.00000000 OU Notional Amount USD -1208755.71000000 -0.01361746453 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 66819.00000000 USD 72164.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93306.00000000 OU Notional Amount USD -1687905.54000000 -0.01901541695 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Adeia, Inc. Adeia, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 93306.00000000 USD 169816.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9740.00000000 OU Notional Amount USD 163534.60000000 0.001842329758 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 -1655.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27400.00000000 OU Notional Amount USD -460046.00000000 -0.00518273463 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 27400.00000000 USD 4658.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 41072.00000000 OU Notional Amount USD -689598.88000000 -0.00776880573 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 41072.00000000 USD 3652.19000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 958.00000000 OU Notional Amount USD -16084.82000000 -0.00018120656 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 958.00000000 USD 335.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2785.00000000 OU Notional Amount USD -109951.80000000 -0.00123868265 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 2785.00000000 USD -278.50000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57062.00000000 OU Notional Amount USD -709851.28000000 -0.00799696294 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 57062.00000000 USD -130671.98000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 157021.00000000 OU Notional Amount USD -1953341.24000000 -0.02200573270 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amprius Technologies, Inc. Amprius Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 157021.00000000 USD -502467.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 353637.00000000 OU Notional Amount USD -4399244.28000000 -0.04956051289 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 353637.00000000 USD -173282.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 46842.00000000 OU Notional Amount USD 95089.26000000 0.001071245922 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SES AI Corp. SES AI Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 46842.00000000 USD -6089.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 160354.00000000 OU Notional Amount USD 325518.62000000 0.003667191166 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SES AI Corp. SES AI Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 160354.00000000 USD -53550.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11482.00000000 OU Notional Amount USD -387632.32000000 -0.00436694472 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PACS Group, Inc. PACS Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11482.00000000 USD 22194.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 28918.00000000 OU Notional Amount USD 2030911.14000000 0.022879610981 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 28918.00000000 USD -19197.68000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6836.00000000 OU Notional Amount USD 480092.28000000 0.005408569772 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6836.00000000 USD -13200.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18348.00000000 OU Notional Amount USD 1288580.04000000 0.014516740517 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18348.00000000 USD -53044.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8045.00000000 OU Notional Amount USD -565000.35000000 -0.00636511758 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 8045.00000000 USD 14783.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 119515.00000000 OU Notional Amount USD -1839335.85000000 -0.02072138356 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 DigitalBridge Group, Inc. DigitalBridge Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 119515.00000000 USD -1219.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39953.00000000 OU Notional Amount USD 2843455.01000000 0.032033476596 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Phinia, Inc. Phinia, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 39953.00000000 USD 73660.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16293.00000000 OU Notional Amount USD -2667001.17000000 -0.03004560271 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 16293.00000000 USD 462232.41000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2072.00000000 OU Notional Amount USD -339165.68000000 -0.00382093468 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Dave, Inc. Dave, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2072.00000000 USD 151069.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 277.00000000 OU Notional Amount USD -45342.13000000 -0.00051081028 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dave, Inc. Dave, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 277.00000000 USD 7398.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7621.00000000 OU Notional Amount USD -1247481.49000000 -0.01405373708 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Dave, Inc. Dave, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7621.00000000 USD 148282.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 500458.00000000 OU Notional Amount USD -3428137.30000000 -0.03862032477 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 500458.00000000 USD 400366.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 154216.00000000 OU Notional Amount USD -1056379.60000000 -0.01190084283 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Global Business Travel Group I Global Business Travel Group I Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 154216.00000000 USD 215902.40000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 17463.00000000 OU Notional Amount USD -3639463.83000000 -0.04100106349 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 17463.00000000 USD 90807.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26579.00000000 OU Notional Amount USD 3141106.22000000 0.035386722220 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 26579.00000000 USD -332848.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16869.00000000 OU Notional Amount USD -1993578.42000000 -0.02245903221 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16869.00000000 USD 173075.94000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5641.00000000 OU Notional Amount USD -666653.38000000 -0.00751030889 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5641.00000000 USD -5.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18710.00000000 OU Notional Amount USD -2211147.80000000 -0.02491010093 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 18710.00000000 USD 112774.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7882.00000000 OU Notional Amount USD -931494.76000000 -0.01049392921 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7882.00000000 USD 124038.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 307158.00000000 OU Notional Amount USD -34979153.04000000 -0.39406421987 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 -1551147.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3351.00000000 OU Notional Amount USD -381611.88000000 -0.00429912032 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bunge Global SA Bunge Global SA Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3351.00000000 USD -4088.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1163.00000000 OU Notional Amount USD -132442.44000000 -0.00149205518 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bunge Global SA Bunge Global SA Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1163.00000000 USD -5873.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10227.00000000 OU Notional Amount USD 90815.76000000 0.001023102005 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 10227.00000000 USD -9204.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 95350.00000000 OU Notional Amount USD 846708.00000000 0.009538748039 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 95350.00000000 USD -85815.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 90707.00000000 OU Notional Amount USD 805478.16000000 0.009074265531 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 90707.00000000 USD -95893.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 28538.00000000 OU Notional Amount USD 253417.44000000 0.002854921778 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 28538.00000000 USD -60529.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26462.00000000 OU Notional Amount USD 234982.56000000 0.002647240174 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sharplink Gaming, Inc. Sharplink Gaming, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 26462.00000000 USD -41280.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1027.00000000 OU Notional Amount USD -322478.00000000 -0.00363293649 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Praxis Precision Medicines, Inc. Praxis Precision Medicines, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1027.00000000 USD -9879.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58476.00000000 OU Notional Amount USD 2954207.52000000 0.033281179803 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crane NXT Co. Crane NXT Co. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 58476.00000000 USD -71044.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 13876.00000000 OU Notional Amount USD -2811000.08000000 -0.03166784948 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 13876.00000000 USD 87418.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 37837.00000000 OU Notional Amount USD -7665019.46000000 -0.08635171670 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 37837.00000000 USD -92700.65000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 97630.00000000 OU Notional Amount USD -19777885.40000000 -0.22281148351 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 97630.00000000 USD -47838.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5782.00000000 OU Notional Amount USD -1171317.56000000 -0.01319569801 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 5782.00000000 USD -6996.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 99.00000000 OU Notional Amount USD -20055.42000000 -0.00022593810 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 99.00000000 USD 623.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 631.00000000 OU Notional Amount USD -127827.98000000 -0.00144007012 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 631.00000000 USD 3975.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3133.00000000 OU Notional Amount USD -634683.14000000 -0.00715014214 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3133.00000000 USD -18690.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 37949.00000000 OU Notional Amount USD -2399894.76000000 -0.02703646527 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 37949.00000000 USD 232627.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16408.00000000 OU Notional Amount USD -1037641.92000000 -0.01168974998 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 16408.00000000 USD 100581.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20685.00000000 OU Notional Amount USD -83567.40000000 -0.00094144424 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 20685.00000000 USD 14169.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 535759.00000000 OU Notional Amount USD 6804139.30000000 0.076653309532 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nomad Foods Ltd. Nomad Foods Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 535759.00000000 USD 380833.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 277146.00000000 OU Notional Amount USD 2946061.98000000 0.033189414692 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 277146.00000000 USD -72057.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 94263.00000000 OU Notional Amount USD -2276451.45000000 -0.02564579147 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 McEwen, Inc. McEwen, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 94263.00000000 USD 187583.37000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 33352.00000000 OU Notional Amount USD -635022.08000000 -0.00715396053 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 33352.00000000 USD -14674.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 158775.00000000 OU Notional Amount USD -3023076.00000000 -0.03405703060 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 158775.00000000 USD -69861.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79361.00000000 OU Notional Amount USD -1511033.44000000 -0.01702283108 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fidelis Insurance Holdings Ltd. Fidelis Insurance Holdings Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 79361.00000000 USD -36506.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 566495.00000000 OU Notional Amount USD -9137564.35000000 -0.10294094779 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 566495.00000000 USD -861072.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59698.00000000 OU Notional Amount USD -1844071.22000000 -0.02077473076 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StandardAero, Inc. StandardAero, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 59698.00000000 USD 31687.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 691948.00000000 OU Notional Amount USD -21374273.72000000 -0.24079589603 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StandardAero, Inc. StandardAero, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 691948.00000000 USD 957855.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 190590.00000000 OU Notional Amount USD -15510214.20000000 -0.17473323187 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 190590.00000000 USD 143099.22000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 48443.00000000 OU Notional Amount USD -3942291.34000000 -0.04441262370 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 48443.00000000 USD 68789.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2549.00000000 OU Notional Amount USD -45983.96000000 -0.00051804094 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 2549.00000000 USD 10221.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 107701.00000000 OU Notional Amount USD -1942926.04000000 -0.02188839830 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 107701.00000000 USD 431881.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100396.00000000 OU Notional Amount USD 5605108.68000000 0.063145404828 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hut 8 Corp. Hut 8 Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 100396.00000000 USD -863508.81000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6406.00000000 OU Notional Amount USD 403449.88000000 0.004545140416 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 6406.00000000 USD 368.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6486.00000000 OU Notional Amount USD 408488.28000000 0.004601901458 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 6486.00000000 USD -8237.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1398.00000000 OU Notional Amount USD 88046.04000000 0.000991899204 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1398.00000000 USD 3313.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 421.00000000 OU Notional Amount USD 26514.58000000 0.000298704982 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 421.00000000 USD 997.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25681.00000000 OU Notional Amount USD 1767623.23000000 0.019913491569 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 V2X, Inc. V2X, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 25681.00000000 USD -23112.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 136187.00000000 OU Notional Amount USD -2957981.64000000 -0.03332369786 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 136187.00000000 USD -205642.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1692.00000000 OU Notional Amount USD -36750.24000000 -0.00041401673 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 1692.00000000 USD -2554.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1051.00000000 OU Notional Amount USD 452802.33000000 0.005101129713 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CyberArk Software Ltd. CyberArk Software Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1051.00000000 USD -16428.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 974.00000000 OU Notional Amount USD 419628.42000000 0.004727402798 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CyberArk Software Ltd. CyberArk Software Ltd. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 974.00000000 USD -14328.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 87711.00000000 OU Notional Amount USD 4114523.01000000 0.046352931937 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 87711.00000000 USD -93850.77000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 56021.00000000 OU Notional Amount USD 2627945.11000000 0.029605609331 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 56021.00000000 USD 44256.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 420808.00000000 OU Notional Amount USD -19740103.28000000 -0.22238584194 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 420808.00000000 USD -420.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 155548.00000000 OU Notional Amount USD 3165401.80000000 0.035660428640 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 155548.00000000 USD -87106.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88456.00000000 OU Notional Amount USD 1800079.60000000 0.020279134902 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 88456.00000000 USD 1329.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 237447.00000000 OU Notional Amount USD 4832046.45000000 0.054436327046 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 237447.00000000 USD -1353.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 96034.00000000 OU Notional Amount USD 1954291.90000000 0.022016442539 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 96034.00000000 USD -26574.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14702.00000000 OU Notional Amount USD 4091272.56000000 0.046090999624 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14702.00000000 USD -668487.65000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 18530.00000000 OU Notional Amount USD 5156528.40000000 0.058091839412 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 18530.00000000 USD -446377.47000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6151.00000000 OU Notional Amount USD 1711700.28000000 0.019283481070 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6151.00000000 USD -99653.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1911.00000000 OU Notional Amount USD -531793.08000000 -0.00599101484 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 1911.00000000 USD 23338.30000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 87599.00000000 OU Notional Amount USD 9065620.51000000 0.102130450952 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 87599.00000000 USD -872486.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3483.00000000 OU Notional Amount USD -360455.67000000 -0.00406078106 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3483.00000000 USD 23123.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 53287.00000000 OU Notional Amount USD 11527576.71000000 0.129866081035 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 53287.00000000 USD 514752.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15578.00000000 OU Notional Amount USD 3369988.74000000 0.037965241247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 15578.00000000 USD -39687.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43956.00000000 OU Notional Amount USD -5146808.04000000 -0.05798233287 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 43956.00000000 USD -523515.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4137.00000000 OU Notional Amount USD -484401.33000000 -0.00545711418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4137.00000000 USD -46255.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5989.00000000 OU Notional Amount USD -701252.01000000 -0.00790008625 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5989.00000000 USD -101726.65000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 35609.00000000 OU Notional Amount USD 2907830.94000000 0.032758715729 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Howard Hughes Holdings, Inc. Howard Hughes Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 35609.00000000 USD 3021.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 31816.00000000 OU Notional Amount USD 2598094.56000000 0.029269322352 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Howard Hughes Holdings, Inc. Howard Hughes Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 31816.00000000 USD -19258.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 74268.00000000 OU Notional Amount USD -6064724.88000000 -0.06832329747 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 74268.00000000 USD 130711.68000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 2266.00000000 OU Notional Amount USD -185041.56000000 -0.00208462045 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 2266.00000000 USD 1540.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152368.00000000 OU Notional Amount USD -1218944.00000000 -0.01373224262 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 152368.00000000 USD 50281.44000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7316.00000000 OU Notional Amount USD 2048480.00000000 0.023077536274 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 7316.00000000 USD -243229.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2283.00000000 OU Notional Amount USD 639240.00000000 0.007201478309 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2283.00000000 USD -90546.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1772.00000000 OU Notional Amount USD 496160.00000000 0.005589583690 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1772.00000000 USD -86812.05000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1604.00000000 OU Notional Amount USD 449120.00000000 0.005059645733 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1604.00000000 USD -35802.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 568.00000000 OU Notional Amount USD -54675.68000000 -0.00061595914 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GeneDx Holdings Corp. GeneDx Holdings Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 568.00000000 USD 3192.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 41929.00000000 OU Notional Amount USD -4036085.54000000 -0.04546927988 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 GeneDx Holdings Corp. GeneDx Holdings Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 41929.00000000 USD 1727894.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 257280.00000000 OU Notional Amount USD -15596313.60000000 -0.17570320083 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 257280.00000000 USD 1407321.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13123.00000000 OU Notional Amount USD -795516.26000000 -0.00896203787 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 13123.00000000 USD 71756.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 218326.00000000 OU Notional Amount USD -6355469.86000000 -0.07159873966 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 218326.00000000 USD 172477.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2586.00000000 OU Notional Amount USD -75278.46000000 -0.00084806363 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2586.00000000 USD 801.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 28067.00000000 OU Notional Amount USD -817030.37000000 -0.00920440912 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 28067.00000000 USD 71246.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21681.00000000 OU Notional Amount USD 4830093.18000000 0.054414322116 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TE Connectivity PLC TE Connectivity PLC Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 21681.00000000 USD -185806.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23273.00000000 OU Notional Amount USD 5184758.94000000 0.058409875864 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TE Connectivity PLC TE Connectivity PLC Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 23273.00000000 USD -50588.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22354.00000000 OU Notional Amount USD 666149.20000000 0.007504628957 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Millrose Properties, Inc. Millrose Properties, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 22354.00000000 USD -18553.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 51451.00000000 OU Notional Amount USD 3712189.65000000 0.041820369886 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Viking Holdings Ltd. Viking Holdings Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 51451.00000000 USD -46305.90000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 111689.00000000 OU Notional Amount USD -2477262.02000000 -0.02790806067 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 111689.00000000 USD 317196.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 208033.00000000 OU Notional Amount USD -4614171.94000000 -0.05198182082 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 590813.72000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 601841.00000000 OU Notional Amount USD -13348833.38000000 -0.15038379019 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 QXO, Inc. QXO, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 601841.00000000 USD 1486547.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 67194.00000000 OU Notional Amount USD -1490362.92000000 -0.01678996345 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 QXO, Inc. QXO, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 67194.00000000 USD 44280.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 33057.00000000 OU Notional Amount USD -1319966.01000000 -0.01487032505 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 33057.00000000 USD 6611.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 172335.00000000 OU Notional Amount USD -6881336.55000000 -0.07752298965 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Atlanta Braves Holdings, Inc. Atlanta Braves Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 172335.00000000 USD 58593.90000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 330487.00000000 OU Notional Amount USD -5750473.80000000 -0.06478304289 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 330487.00000000 USD 469291.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 38866.00000000 OU Notional Amount USD -676268.40000000 -0.00761862870 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 38866.00000000 USD 55189.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 92840.00000000 OU Notional Amount USD -1615416.00000000 -0.01819877242 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 92840.00000000 USD 131832.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 656929.00000000 OU Notional Amount USD -11430564.60000000 -0.12877317288 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 656929.00000000 USD 683206.16000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 47570.00000000 OU Notional Amount USD -827718.00000000 -0.00932481262 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 ARMOUR Residential REIT, Inc. ARMOUR Residential REIT, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 47570.00000000 USD 31871.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1680138.00000000 OU Notional Amount USD -29234401.20000000 -0.32934563878 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 1680138.00000000 USD 1745983.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 48920.00000000 OU Notional Amount USD 535184.80000000 0.006029224905 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rithm Capital Corp. Rithm Capital Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 48920.00000000 USD -22014.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34832.00000000 OU Notional Amount USD 381062.08000000 0.004292926449 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rithm Capital Corp. Rithm Capital Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 34832.00000000 USD -38228.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 127436.00000000 OU Notional Amount USD 2448045.56000000 0.027578917154 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 127436.00000000 USD -193702.72000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7061.00000000 OU Notional Amount USD -435098.82000000 -0.00490168749 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Globalstar, Inc. Globalstar, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 7061.00000000 USD 28597.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46154.00000000 OU Notional Amount USD 85846.44000000 0.000967119197 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NovaBay Pharmaceuticals, Inc. NovaBay Pharmaceuticals, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 46154.00000000 USD -167077.48000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 201747.00000000 OU Notional Amount USD 375249.42000000 0.004227442836 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 NovaBay Pharmaceuticals, Inc. NovaBay Pharmaceuticals, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 201747.00000000 USD -65063.41000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12595.00000000 OU Notional Amount USD 23426.70000000 0.000263917889 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 NovaBay Pharmaceuticals, Inc. NovaBay Pharmaceuticals, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12595.00000000 USD -136403.85000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 111531.00000000 OU Notional Amount USD 207447.66000000 0.002337040585 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 NovaBay Pharmaceuticals, Inc. NovaBay Pharmaceuticals, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 111531.00000000 USD -583426.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 281599.00000000 OU Notional Amount USD 2565366.89000000 0.028900622637 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 281599.00000000 USD 2954.82000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 745976.00000000 OU Notional Amount USD 6795841.36000000 0.076559827530 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BGC Group, Inc. BGC Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 745976.00000000 USD 192266.78000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 80553.00000000 OU Notional Amount USD 733837.83000000 0.008267187935 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 80553.00000000 USD 23360.37000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36555.00000000 OU Notional Amount USD -530413.05000000 -0.00597546785 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 36555.00000000 USD 21567.45000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34257.00000000 OU Notional Amount USD -497069.07000000 -0.00559982498 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 34257.00000000 USD 20211.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3498.00000000 OU Notional Amount USD -145621.74000000 -0.00164052906 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Smurfit WestRock PLC Smurfit WestRock PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3498.00000000 USD 524.70000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 16205.00000000 OU Notional Amount USD -674614.15000000 -0.00759999244 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Smurfit WestRock PLC Smurfit WestRock PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 16205.00000000 USD 13662.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11597.00000000 OU Notional Amount USD -482783.11000000 -0.00543888382 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Smurfit WestRock PLC Smurfit WestRock PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11597.00000000 USD 4752.22000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 194502.00000000 OU Notional Amount USD 5875905.42000000 0.066196116376 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 194502.00000000 USD -227567.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 274966.00000000 OU Notional Amount USD -10256231.80000000 -0.11554350611 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NCR Atleos Corp. NCR Atleos Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 274966.00000000 USD 332708.86000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8246.00000000 OU Notional Amount USD 2872576.56000000 0.032361550888 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8246.00000000 USD -100591.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3107.00000000 OU Notional Amount USD 1082354.52000000 0.012193468179 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3107.00000000 USD -77792.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 67.00000000 OU Notional Amount USD 23340.12000000 0.000262942506 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 67.00000000 USD -4737.57000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6686.00000000 OU Notional Amount USD -2329134.96000000 -0.02623930745 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 6686.00000000 USD 61705.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 9096.00000000 OU Notional Amount USD 1623454.08000000 0.018289326925 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Boot Barn Holdings, Inc. Boot Barn Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 9096.00000000 USD -75187.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 943.00000000 OU Notional Amount USD 111462.60000000 0.001255702860 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 943.00000000 USD -5441.11000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3760.00000000 OU Notional Amount USD 444432.00000000 0.005006832188 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 3760.00000000 USD -17509.83000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3643.00000000 OU Notional Amount USD 430602.60000000 0.004851034484 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3643.00000000 USD -18072.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1059.00000000 OU Notional Amount USD 125173.80000000 0.001410168959 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1059.00000000 USD -9383.80000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 60516.00000000 OU Notional Amount USD -7152991.20000000 -0.08058336614 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 60516.00000000 USD 482312.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 52886.00000000 OU Notional Amount USD 2841035.92000000 0.032006223883 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lazard, Inc. Lazard, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 52886.00000000 USD 54631.81000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6481.00000000 OU Notional Amount USD 348159.32000000 0.003922254225 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lazard, Inc. Lazard, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6481.00000000 USD 5294.33000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 92385.00000000 OU Notional Amount USD -4444642.35000000 -0.05007195337 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Liberty Broadband Corp. Liberty Broadband Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 92385.00000000 USD 67441.05000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 527.00000000 OU Notional Amount USD 13438.50000000 0.000151393946 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Neptune Insurance Holdings, Inc. Neptune Insurance Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 527.00000000 USD 86.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 511.00000000 OU Notional Amount USD 13030.50000000 0.000146797545 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Neptune Insurance Holdings, Inc. Neptune Insurance Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 511.00000000 USD -26.06000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 42.00000000 OU Notional Amount USD 1071.00000000 0.000012065551 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Neptune Insurance Holdings, Inc. Neptune Insurance Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 42.00000000 USD 15.92000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 295327.00000000 OU Notional Amount USD -8195324.25000000 -0.09232596493 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Hamilton Insurance Group Ltd. Hamilton Insurance Group Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 295327.00000000 USD -245121.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 104284.00000000 OU Notional Amount USD -2893881.00000000 -0.03260156005 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 104284.00000000 USD -75084.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2808.00000000 OU Notional Amount USD -260778.96000000 -0.00293785436 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Anglogold Ashanti PLC Anglogold Ashanti PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2808.00000000 USD 23837.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 141320.00000000 OU Notional Amount USD 2375589.20000000 0.026762646418 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortrea Holdings, Inc. Fortrea Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 141320.00000000 USD -76312.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 131114.00000000 OU Notional Amount USD 21656099.38000000 0.243970855951 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Enova International, Inc. Enova International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 131114.00000000 USD 44578.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2502.00000000 OU Notional Amount USD 16237.98000000 0.000182932014 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Forward Industries, Inc. Forward Industries, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2502.00000000 USD -3102.48000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 52294.00000000 OU Notional Amount USD 339388.06000000 0.003823439948 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Forward Industries, Inc. Forward Industries, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 52294.00000000 USD -67074.67000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2676.00000000 OU Notional Amount USD 80815.20000000 0.000910438817 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Guardian Pharmacy Services, Inc. Guardian Pharmacy Services, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2676.00000000 USD 1873.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5085.00000000 OU Notional Amount USD 153567.00000000 0.001730037888 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Guardian Pharmacy Services, Inc. Guardian Pharmacy Services, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5085.00000000 USD 577.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 48429.00000000 OU Notional Amount USD -1828679.04000000 -0.02060132726 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Birkenstock Holding PLC Birkenstock Holding PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 48429.00000000 USD 120103.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11080.00000000 OU Notional Amount USD 2797256.80000000 0.031513021982 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 11080.00000000 USD 28808.00000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 10206.00000000 OU Notional Amount USD 2576606.76000000 0.029027247504 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 10206.00000000 USD 235146.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 434.00000000 OU Notional Amount USD -109567.64000000 -0.00123435483 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 434.00000000 USD -1.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2428.00000000 OU Notional Amount USD -612972.88000000 -0.00690556113 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2428.00000000 USD 4950.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6353.00000000 OU Notional Amount USD -1603878.38000000 -0.01806879319 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6353.00000000 USD 10396.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7907.00000000 OU Notional Amount USD -1996201.22000000 -0.02248857985 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7907.00000000 USD -23571.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3143.00000000 OU Notional Amount USD -126442.89000000 -0.00142446613 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 3143.00000000 USD -4651.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 62281.00000000 OU Notional Amount USD -2505564.63000000 -0.02822690904 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Worthington Steel, Inc. Worthington Steel, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 62281.00000000 USD -246632.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 639731.00000000 OU Notional Amount USD 7094616.79000000 0.079925738265 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liberty Global Ltd. Liberty Global Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 639731.00000000 USD 364646.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10331.00000000 OU Notional Amount USD -720070.70000000 -0.00811209174 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Freshpet, Inc. Freshpet, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10331.00000000 USD 28427.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 72400.00000000 OU Notional Amount USD -5023836.00000000 -0.05659696825 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Green Brick Partners, Inc. Green Brick Partners, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 72400.00000000 USD -144076.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12979.00000000 OU Notional Amount USD -818845.11000000 -0.00922485341 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 12979.00000000 USD 96174.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5360.00000000 OU Notional Amount USD -338162.40000000 -0.00380963204 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 5360.00000000 USD 39717.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 20590.00000000 OU Notional Amount USD -1299023.10000000 -0.01463438877 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 20590.00000000 USD 147436.00000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 69217.00000000 OU Notional Amount USD -4366900.53000000 -0.04919613830 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Triumph Financial, Inc. Triumph Financial, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 69217.00000000 USD 357373.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7393.00000000 OU Notional Amount USD -117400.84000000 -0.00132260121 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 7393.00000000 USD -15229.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 95761.00000000 OU Notional Amount USD -1222867.97000000 -0.01377644884 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 95761.00000000 USD 675115.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 89755.00000000 OU Notional Amount USD -1146171.35000000 -0.01291240866 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 89755.00000000 USD 495447.60000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9142.00000000 OU Notional Amount USD 2482235.84000000 0.027964094176 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 9142.00000000 USD 24043.46000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1191.00000000 OU Notional Amount USD -323380.32000000 -0.00364310174 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1191.00000000 USD -2889.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 883.00000000 OU Notional Amount USD -239752.16000000 -0.00270097299 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 883.00000000 USD -586.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2192.00000000 OU Notional Amount USD -595171.84000000 -0.00670502017 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2192.00000000 USD -7318.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 25831.00000000 OU Notional Amount USD -211039.27000000 -0.00237750254 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Ardent Health, Inc. Ardent Health, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 25831.00000000 USD 18856.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 462.00000000 OU Notional Amount USD 13522.74000000 0.000152342967 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Forte Biosciences, Inc. Forte Biosciences, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 462.00000000 USD -1261.26000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9865.00000000 OU Notional Amount USD 288748.55000000 0.003252951035 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Forte Biosciences, Inc. Forte Biosciences, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9865.00000000 USD -23916.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41053.00000000 OU Notional Amount USD 2631086.77000000 0.029641002292 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 41053.00000000 USD -228254.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1759.00000000 OU Notional Amount USD -112734.31000000 -0.00127002954 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1759.00000000 USD 9780.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8964.00000000 OU Notional Amount USD -574502.76000000 -0.00647216877 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 8964.00000000 USD 65293.78000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7134.00000000 OU Notional Amount USD -457218.06000000 -0.00515087594 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Bio-Techne Corp. Bio-Techne Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 7134.00000000 USD 30206.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15182.00000000 OU Notional Amount USD -126466.06000000 -0.00142472715 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T1 Energy, Inc. T1 Energy, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 15182.00000000 USD 607.28000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 70040.00000000 OU Notional Amount USD -583433.20000000 -0.00657277632 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 T1 Energy, Inc. T1 Energy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 70040.00000000 USD -39547.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2285.00000000 OU Notional Amount USD -113221.75000000 -0.00127552089 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 LXP Industrial Trust LXP Industrial Trust Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 2285.00000000 USD -724.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 OU Notional Amount USD -49.55000000 -0.00000055821 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LXP Industrial Trust LXP Industrial Trust Y equity-performance leg 2026-02-08 0.00000000 USD 0.00000000 USD 1.00000000 USD -2.14000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 3826.00000000 OU Notional Amount USD 214064.70000000 0.002411586092 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 3826.00000000 USD -60144.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6571.00000000 OU Notional Amount USD -367647.45000000 -0.00414180141 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6571.00000000 USD 41456.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 68459.00000000 OU Notional Amount USD -4095217.38000000 -0.04613544073 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 68459.00000000 USD 622976.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19814.00000000 OU Notional Amount USD -1185273.48000000 -0.01335292105 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 169211.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 84439.00000000 OU Notional Amount USD 4837510.31000000 0.054497881187 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Life360, Inc. Life360, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 84439.00000000 USD -450076.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 82243.00000000 OU Notional Amount USD -4711701.47000000 -0.05308055806 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 82243.00000000 USD 6224.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2053.00000000 OU Notional Amount USD -117616.37000000 -0.00132502931 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Life360, Inc. Life360, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2053.00000000 USD 22178.56000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6346.00000000 OU Notional Amount USD -363562.34000000 -0.00409577984 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Life360, Inc. Life360, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6346.00000000 USD 31859.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81597.00000000 OU Notional Amount USD -4674692.13000000 -0.05266362239 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 81597.00000000 USD -202360.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10939.00000000 OU Notional Amount USD 2553818.94000000 0.028770527037 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 10939.00000000 USD 139581.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12947.00000000 OU Notional Amount USD 3022606.62000000 0.034051742714 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 12947.00000000 USD 165203.72000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 2221.00000000 OU Notional Amount USD 518514.66000000 0.005841424312 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 72182.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1763.00000000 OU Notional Amount USD -411589.98000000 -0.00463684424 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1763.00000000 USD -7.04000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 26893.00000000 OU Notional Amount USD -697066.56000000 -0.00785293428 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Figma, Inc. Figma, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 26893.00000000 USD 37530.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2848.00000000 OU Notional Amount USD -423753.92000000 -0.00477387939 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nutex Health, Inc. Nutex Health, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 2848.00000000 USD 30274.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31167.00000000 OU Notional Amount USD -758916.45000000 -0.00854971584 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sila Realty Trust, Inc. Sila Realty Trust, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 31167.00000000 USD -12778.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 211497.00000000 OU Notional Amount USD -1759655.04000000 -0.01982372442 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Uniti Group, Inc. Uniti Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 211497.00000000 USD -133243.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 721840.00000000 OU Notional Amount USD -6005708.80000000 -0.06765844073 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Uniti Group, Inc. Uniti Group, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 721840.00000000 USD -736276.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 772.00000000 OU Notional Amount USD 444865.00000000 0.005011710231 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 772.00000000 USD 56209.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1547.00000000 OU Notional Amount USD 891458.75000000 0.010042896020 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1547.00000000 USD 146684.99000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2953.00000000 OU Notional Amount USD 1701666.25000000 0.019170440820 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2953.00000000 USD 221353.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4198.00000000 OU Notional Amount USD -2419097.50000000 -0.02725279734 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4198.00000000 USD -323056.76000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 244507.00000000 OU Notional Amount USD -5929294.75000000 -0.06679758390 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Curbline Properties Corp. Curbline Properties Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 244507.00000000 USD -190715.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6633.00000000 OU Notional Amount USD -2293293.42000000 -0.02583552784 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 6633.00000000 USD 47958.64000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 527755.00000000 OU Notional Amount USD -13114711.75000000 -0.14774624899 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Innovex International, Inc. Innovex International, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 527755.00000000 USD -791632.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1341.00000000 OU Notional Amount USD 103283.82000000 0.001163563277 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Workiva, Inc. Workiva, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 1341.00000000 USD -6262.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19298.00000000 OU Notional Amount USD 118489.72000000 0.001334868200 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hafnia Ltd. Hafnia Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 19298.00000000 USD 9070.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93367.00000000 OU Notional Amount USD 8262045.83000000 0.093077629433 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everus Construction Group, Inc. Everus Construction Group, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 93367.00000000 USD -333320.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79832.00000000 OU Notional Amount USD -1770673.76000000 -0.01994785788 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Concentra Group Holdings Parent, Inc. Concentra Group Holdings Parent, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 79832.00000000 USD -33353.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20102.00000000 OU Notional Amount USD -533909.12000000 -0.00601485349 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waystar Holding Corp. Waystar Holding Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 20102.00000000 USD 7081.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43489.00000000 OU Notional Amount USD -426192.20000000 -0.00480134829 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 43489.00000000 USD -12720.53000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27048.00000000 OU Notional Amount USD 426006.00000000 0.004799250623 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 JBS NV JBS NV Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 27048.00000000 USD 22709.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 85636.00000000 OU Notional Amount USD 1348767.00000000 0.015194788022 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 JBS NV JBS NV Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 85636.00000000 USD 33508.44000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 470594.00000000 OU Notional Amount USD -10818956.06000000 -0.12188298197 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 470594.00000000 USD 457750.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1567634.00000000 OU Notional Amount USD 2150508.05000000 0.024226952438 N/A DE ZA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Optasia Group Optasia Group Y equity-performance leg 2027-10-29 0.00000000 USD 0.00000000 USD 1567634.00000000 USD 17585.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 11982.00000000 OU Notional Amount USD -959398.74000000 -0.01080828674 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 11982.00000000 USD 36065.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 110205.00000000 OU Notional Amount USD -8824114.35000000 -0.09940971793 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 110205.00000000 USD 871721.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 358.00000000 OU Notional Amount USD -28665.06000000 -0.00032293161 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 358.00000000 USD 2831.78000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6464.00000000 OU Notional Amount USD -517572.48000000 -0.00583081000 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6464.00000000 USD 44789.06000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15179.00000000 OU Notional Amount USD -1215382.53000000 -0.01369212021 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 15179.00000000 USD 118305.27000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3954.00000000 OU Notional Amount USD -316596.78000000 -0.00356668050 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3954.00000000 USD 53119.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9459.00000000 OU Notional Amount USD -125047.98000000 -0.00140875151 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 9459.00000000 USD 567.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100171.00000000 OU Notional Amount USD 7587953.25000000 0.085483512835 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aptiv PLC Aptiv PLC Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 100171.00000000 USD -180604.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 49722.00000000 OU Notional Amount USD 3766441.50000000 0.042431554294 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aptiv PLC Aptiv PLC Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 49722.00000000 USD -88620.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13504.00000000 OU Notional Amount USD -1022928.00000000 -0.01152398755 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aptiv PLC Aptiv PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13504.00000000 USD 33587.70000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1662.00000000 OU Notional Amount USD -125896.50000000 -0.00141831067 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Aptiv PLC Aptiv PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1662.00000000 USD 4751.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 668448.00000000 OU Notional Amount USD -16256655.36000000 -0.18314240498 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 668448.00000000 USD 80213.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 257621.00000000 OU Notional Amount USD -6265342.72000000 -0.07058339544 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 257621.00000000 USD 180334.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59.00000000 OU Notional Amount USD 5121.79000000 0.000057700487 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 59.00000000 USD 36.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31851.00000000 OU Notional Amount USD 2764985.31000000 0.031149461449 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 31851.00000000 USD 19665.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17908.00000000 OU Notional Amount USD 1554593.48000000 0.017513564900 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17908.00000000 USD 11102.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 637.00000000 OU Notional Amount USD 55297.97000000 0.000622969669 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 637.00000000 USD -2293.20000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9844.00000000 OU Notional Amount USD 854557.64000000 0.009627179633 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9844.00000000 USD -14210.63000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5368.00000000 OU Notional Amount USD 465996.08000000 0.005249766382 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5368.00000000 USD 3322.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1161.00000000 OU Notional Amount USD -236797.56000000 -0.00266768739 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Resolute Holdings Management, Inc. Resolute Holdings Management, Inc. Y equity-performance leg 2027-01-04 0.00000000 USD 0.00000000 USD 1161.00000000 USD 290.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35767.00000000 OU Notional Amount USD 997183.96000000 0.011233963235 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Forward Air Corp. Forward Air Corp. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 35767.00000000 USD -8616.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13115.00000000 OU Notional Amount USD 756473.20000000 0.008522190948 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RAPT Therapeutics, Inc. RAPT Therapeutics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 13115.00000000 USD 436.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 754.00000000 OU Notional Amount USD 43490.72000000 0.000489952876 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RAPT Therapeutics, Inc. RAPT Therapeutics, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 754.00000000 USD 19219.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13998.00000000 OU Notional Amount USD 807404.64000000 0.009095968653 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RAPT Therapeutics, Inc. RAPT Therapeutics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13998.00000000 USD 1038.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3015.00000000 OU Notional Amount USD 173905.20000000 0.001959161701 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RAPT Therapeutics, Inc. RAPT Therapeutics, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3015.00000000 USD 76852.35000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10306446.00000000 OU Notional Amount USD 4406023.20000000 0.049636882089 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 -251940.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120522.00000000 OU Notional Amount USD -12408945.12000000 -0.13979530243 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Medtronic PLC Medtronic PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 120522.00000000 USD -248242.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2238.00000000 OU Notional Amount USD -232304.40000000 -0.00261706885 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 2238.00000000 USD 10982.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36131.00000000 OU Notional Amount USD 311449.22000000 0.003508689697 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hudson Pacific Properties, Inc. Hudson Pacific Properties, Inc. Y equity-performance leg 2027-02-08 0.00000000 USD 0.00000000 USD 36131.00000000 USD -25421.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 46107.00000000 OU Notional Amount USD 4296711.33000000 0.048405408682 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 46107.00000000 USD -9025.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3760.00000000 OU Notional Amount USD 350394.40000000 0.003947433939 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3760.00000000 USD 766.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4381.00000000 OU Notional Amount USD -408265.39000000 -0.00459939044 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4381.00000000 USD 22426.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 9372.00000000 OU Notional Amount USD -873376.68000000 -0.00983918906 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 9372.00000000 USD 27868.61000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4425.00000000 OU Notional Amount USD -412365.75000000 -0.00464558382 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4425.00000000 USD 69335.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111206.00000000 OU Notional Amount USD 3934468.28000000 0.044324491550 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Indivior Pharmaceuticals, Inc. Indivior Pharmaceuticals, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 111206.00000000 USD 204619.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25416.00000000 OU Notional Amount USD 2251095.12000000 0.025360134972 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shake Shack, Inc. Shake Shack, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 25416.00000000 USD -102172.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10247.00000000 OU Notional Amount USD 539197.14000000 0.006074426676 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Amrize Ltd. Amrize Ltd. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10247.00000000 USD -10.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6597.00000000 OU Notional Amount USD 627308.73000000 0.007067064346 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 6597.00000000 USD 5344.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16836.00000000 OU Notional Amount USD -1600935.24000000 -0.01803563670 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 16836.00000000 USD -2037.16000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1.00000000 OU Notional Amount USD 44.25000000 0.000000498506 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Amcor PLC Amcor PLC Y equity-performance leg 2026-02-23 0.00000000 USD 0.00000000 USD 1.00000000 USD 1.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 121725.00000000 OU Notional Amount USD -5386331.25000000 -0.06068072659 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Amcor PLC Amcor PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 121725.00000000 USD -109552.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46587.00000000 OU Notional Amount USD 1316548.62000000 0.014831825809 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 46587.00000000 USD -106862.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 57334.00000000 OU Notional Amount USD 1620258.84000000 0.018253330349 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 57334.00000000 USD -157635.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34972.00000000 OU Notional Amount USD 988308.72000000 0.011133977552 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 34972.00000000 USD -172097.21000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34076.00000000 OU Notional Amount USD 962987.76000000 0.010848719520 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Galaxy Digital, Inc. Galaxy Digital, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 34076.00000000 USD -100886.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 138317.00000000 OU Notional Amount USD 4827263.30000000 0.054382441571 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hinge Health, Inc. Hinge Health, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 138317.00000000 USD -950237.79000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11859.00000000 OU Notional Amount USD 2681319.90000000 0.030206913055 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 11859.00000000 USD 131160.54000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 19642.00000000 OU Notional Amount USD 4441056.20000000 0.050031552932 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 19642.00000000 USD 340788.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3468.00000000 OU Notional Amount USD 784114.80000000 0.008833592585 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 3468.00000000 USD -8867.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 50337.00000000 OU Notional Amount USD 1276042.95000000 0.014375501574 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 50337.00000000 USD -61411.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3674.00000000 OU Notional Amount USD -375960.42000000 -0.00423545274 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3674.00000000 USD -7879.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30014.00000000 OU Notional Amount USD -3071332.62000000 -0.03460067462 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 30014.00000000 USD -53215.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 118262.00000000 OU Notional Amount USD 4414720.46000000 0.049734862706 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 118262.00000000 USD 164489.47000000 N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 4462.00000000 OU Notional Amount USD 166566.46000000 0.001876485746 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 4462.00000000 USD -18338.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14105.00000000 OU Notional Amount USD 526539.65000000 0.005931831344 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nektar Therapeutics Nektar Therapeutics Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14105.00000000 USD 11284.00000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2991.00000000 OU Notional Amount USD 111654.03000000 0.001257859450 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nektar Therapeutics Nektar Therapeutics Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 2991.00000000 USD 5892.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 300903.00000000 OU Notional Amount USD 1570713.66000000 0.017695169816 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 15045.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 484271.00000000 OU Notional Amount USD 2527894.62000000 0.028478471740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Turbine, Inc. Digital Turbine, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 484271.00000000 USD 24213.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16354.00000000 OU Notional Amount USD -1506694.02000000 -0.01697394453 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 16354.00000000 USD 22926.96000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 479954.00000000 OU Notional Amount USD 6949733.92000000 0.078293533075 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 479954.00000000 USD -47732.77000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 143345.00000000 OU Notional Amount USD 650786.30000000 0.007331555321 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hyperliquid Strategies, Inc. Hyperliquid Strategies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 143345.00000000 USD -9987.82000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 15296.00000000 OU Notional Amount USD 12556945.28000000 0.141462626041 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 15296.00000000 USD 292306.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19.00000000 OU Notional Amount USD 15597.67000000 0.000175718481 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 19.00000000 USD 363.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42972.00000000 OU Notional Amount USD 586997.52000000 0.006612930836 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Accelerant Holdings Accelerant Holdings Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 42972.00000000 USD -13607.05000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 42239.00000000 OU Notional Amount USD 576984.74000000 0.006500129982 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Accelerant Holdings Accelerant Holdings Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 42239.00000000 USD -44777.56000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14881.00000000 OU Notional Amount USD 203274.46000000 0.002290026616 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Accelerant Holdings Accelerant Holdings Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14881.00000000 USD -21604.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 650022.00000000 OU Notional Amount USD 34886680.74000000 0.393022455803 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 650022.00000000 USD -384072.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32788.00000000 OU Notional Amount USD 1068233.04000000 0.012034379993 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Versant Media Group, Inc. Versant Media Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 32788.00000000 USD -8885.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19039.00000000 OU Notional Amount USD -620290.62000000 -0.00698800050 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Versant Media Group, Inc. Versant Media Group, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19039.00000000 USD -429.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144323.00000000 OU Notional Amount USD 9977048.99000000 0.112398319718 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eversource Energy Eversource Energy Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 144323.00000000 USD -190506.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2058.00000000 OU Notional Amount USD -103537.98000000 -0.00116642656 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Blue Bird Corp. Blue Bird Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2058.00000000 USD -514.50000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 22543.00000000 OU Notional Amount USD -1134138.33000000 -0.01277684841 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Blue Bird Corp. Blue Bird Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 22543.00000000 USD -22578.23000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 732696.00000000 OU Notional Amount USD -31022348.64000000 -0.34948809656 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Viper Energy, Inc. Viper Energy, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 732696.00000000 USD -4425483.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1610.00000000 OU Notional Amount USD -154849.80000000 -0.00174448951 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Qnity Electronics, Inc. Qnity Electronics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1610.00000000 USD 4153.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4985.00000000 OU Notional Amount USD -479457.30000000 -0.00540141628 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Qnity Electronics, Inc. Qnity Electronics, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4985.00000000 USD -1404.19000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 662.00000000 OU Notional Amount USD 40891.74000000 0.000460673579 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Solstice Advanced Materials, Inc. Solstice Advanced Materials, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 662.00000000 USD -4.47000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 103821.00000000 OU Notional Amount USD -8573538.18000000 -0.09658680502 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Liberty Live Holdings, Inc. Liberty Live Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 103821.00000000 USD 32184.51000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 158012.00000000 OU Notional Amount USD 4890471.40000000 0.055094524296 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 158012.00000000 USD 109028.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39203.00000000 OU Notional Amount USD 1184714.66000000 0.013346625566 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NexPoint Residential Trust, Inc. NexPoint Residential Trust, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 39203.00000000 USD -9016.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 128324.00000000 OU Notional Amount USD 12899128.48000000 0.145317555164 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 128324.00000000 USD -700649.04000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10118.00000000 OU Notional Amount USD -1017061.36000000 -0.01145789581 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10118.00000000 USD 32701.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 230385.00000000 OU Notional Amount USD 267246.60000000 0.003010716778 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lexicon Pharmaceuticals, Inc. Lexicon Pharmaceuticals, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 230385.00000000 USD -143990.63000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 49591.00000000 OU Notional Amount USD -1483762.72000000 -0.01671560766 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 49591.00000000 USD 32730.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17524.00000000 OU Notional Amount USD -524318.08000000 -0.00590680383 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 17524.00000000 USD 26310.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 17535.00000000 OU Notional Amount USD -524647.20000000 -0.00591051159 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 17535.00000000 USD 32591.31000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3015.00000000 OU Notional Amount USD -90208.80000000 -0.00101626418 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 American Superconductor Corp. American Superconductor Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3015.00000000 USD 3497.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30008.00000000 OU Notional Amount USD -112830.08000000 -0.00127110846 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AtaiBeckley, Inc. AtaiBeckley, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 30008.00000000 USD 6301.68000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 141159.00000000 OU Notional Amount USD 7475780.64000000 0.084219811224 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 141159.00000000 USD -1167384.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80781.00000000 OU Notional Amount USD 4278161.76000000 0.048196435016 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 80781.00000000 USD -769842.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 803.00000000 OU Notional Amount USD 33332.53000000 0.000375513878 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Virtu Financial, Inc. Virtu Financial, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 803.00000000 USD -2.01000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 298451.00000000 OU Notional Amount USD 9493726.31000000 0.106953357268 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 298451.00000000 USD -516320.23000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11898.00000000 OU Notional Amount USD 378475.38000000 0.004263785495 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 National Storage Affiliates Trust National Storage Affiliates Trust Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 11898.00000000 USD -20583.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 107174.00000000 OU Notional Amount USD -1309666.28000000 -0.01475429151 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 107174.00000000 USD 167191.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21680.00000000 OU Notional Amount USD -3580452.00000000 -0.04033625464 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 21680.00000000 USD 347747.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4986.00000000 OU Notional Amount USD -113381.64000000 -0.00127732216 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Astrana Health, Inc. Astrana Health, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 4986.00000000 USD 23135.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23697.00000000 OU Notional Amount USD 1088166.24000000 0.012258941203 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Collegium Pharmaceutical, Inc. Collegium Pharmaceutical, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 23697.00000000 USD -27962.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 118557.00000000 OU Notional Amount USD -2307119.22000000 -0.02599128499 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Edgewell Personal Care Co. Edgewell Personal Care Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 118557.00000000 USD -209845.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 219840.00000000 OU Notional Amount USD 2558937.60000000 0.028828192263 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Apple Hospitality REIT, Inc. Apple Hospitality REIT, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 219840.00000000 USD -180268.80000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 33139.00000000 OU Notional Amount USD -258152.81000000 -0.00290826897 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Kearny Financial Corp. Kearny Financial Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 33139.00000000 USD -2319.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7187.00000000 OU Notional Amount USD 857121.62000000 0.009656064631 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 7187.00000000 USD 30095.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1849.00000000 OU Notional Amount USD 220511.74000000 0.002484216433 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1849.00000000 USD 8782.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4588.00000000 OU Notional Amount USD 547164.88000000 0.006164188747 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4588.00000000 USD 18446.73000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 3252.00000000 OU Notional Amount USD 1274263.68000000 0.014355456874 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 3252.00000000 USD 193128.15000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1521.00000000 OU Notional Amount USD 595988.64000000 0.006714221988 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 1521.00000000 USD 73874.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2404.00000000 OU Notional Amount USD 941983.36000000 0.010612090506 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2404.00000000 USD 121964.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 433.00000000 OU Notional Amount USD 169666.72000000 0.001911412308 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 433.00000000 USD 21030.81000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 266824.00000000 OU Notional Amount USD 4447956.08000000 0.050109284826 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 266824.00000000 USD 4503.54000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 171240.00000000 OU Notional Amount USD 2854570.80000000 0.032158703616 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Lindblad Expeditions Holdings, Inc. Lindblad Expeditions Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 171240.00000000 USD 332205.60000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 60172.00000000 OU Notional Amount USD -953124.48000000 -0.01073760288 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AdvanSix, Inc. AdvanSix, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 60172.00000000 USD 140802.48000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 91465.00000000 OU Notional Amount USD 6010165.15000000 0.067708644586 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 LivaNova PLC LivaNova PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 91465.00000000 USD 69513.40000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5152.00000000 OU Notional Amount USD -338537.92000000 -0.00381386253 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 LivaNova PLC LivaNova PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 5152.00000000 USD -12576.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3826.00000000 OU Notional Amount USD -456747.88000000 -0.00514557904 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3826.00000000 USD 18229.33000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 753.00000000 OU Notional Amount USD -89893.14000000 -0.00101270805 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 753.00000000 USD -1.88000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23030.00000000 OU Notional Amount USD -1819830.60000000 -0.02050164350 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TransUnion TransUnion Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 23030.00000000 USD 41330.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14457.00000000 OU Notional Amount USD -1142392.14000000 -0.01286983326 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TransUnion TransUnion Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14457.00000000 USD 94513.33000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6034.00000000 OU Notional Amount USD -476806.68000000 -0.00537155522 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 TransUnion TransUnion Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6034.00000000 USD 12967.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6735.00000000 OU Notional Amount USD 231010.50000000 0.002602492186 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 6735.00000000 USD -3775.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 100415.00000000 OU Notional Amount USD 3444234.50000000 0.038801670805 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 100415.00000000 USD -113468.95000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 81258.00000000 OU Notional Amount USD 2787149.40000000 0.031399155168 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 81258.00000000 USD -48135.34000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 60712.00000000 OU Notional Amount USD 2082421.60000000 0.023459911745 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 60712.00000000 USD -29206.89000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 60827.00000000 OU Notional Amount USD 2086366.10000000 0.023504349251 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Laureate Education, Inc. Laureate Education, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 60827.00000000 USD -565.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 27395.00000000 OU Notional Amount USD -1094704.20000000 -0.01233259581 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Live Oak Bancshares, Inc. Live Oak Bancshares, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 27395.00000000 USD -60195.19000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 265487.00000000 OU Notional Amount USD 12950455.86000000 0.145895793406 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 265487.00000000 USD -525471.62000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 246734.00000000 OU Notional Amount USD 12035684.52000000 0.135590265023 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Alarm.com Holdings, Inc. Alarm.com Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 246734.00000000 USD -768880.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41787.00000000 OU Notional Amount USD -7934515.56000000 -0.08938777564 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 1362256.20000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 179355.00000000 OU Notional Amount USD 2148672.90000000 0.024206278211 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hope Bancorp, Inc. Hope Bancorp, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 179355.00000000 USD 32363.46000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 197227.00000000 OU Notional Amount USD -12062403.32000000 -0.13589127068 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ashland, Inc. Ashland, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 197227.00000000 USD -238262.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 120595.00000000 OU Notional Amount USD -6851001.95000000 -0.07718124951 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 120595.00000000 USD 763366.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21341.00000000 OU Notional Amount USD -1212382.21000000 -0.01365831954 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 21341.00000000 USD 88557.32000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 262428.00000000 OU Notional Amount USD -4369426.20000000 -0.04922459171 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 262428.00000000 USD 10621.59000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 15028.00000000 OU Notional Amount USD -250216.20000000 -0.00281885760 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 15028.00000000 USD 7964.84000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8.00000000 OU Notional Amount USD 1384.24000000 0.000015594415 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PJT Partners, Inc. PJT Partners, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8.00000000 USD -109.12000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9609.00000000 OU Notional Amount USD 1662645.27000000 0.018730842639 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 PJT Partners, Inc. PJT Partners, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 9609.00000000 USD -176764.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 141979.00000000 OU Notional Amount USD 8579790.97000000 0.096657247000 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Block, Inc. Block, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 141979.00000000 USD -672691.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 141012.00000000 OU Notional Amount USD 8521355.16000000 0.095998927404 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 141012.00000000 USD -651475.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 6294.00000000 OU Notional Amount USD -380346.42000000 -0.00428486404 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Block, Inc. Block, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 6294.00000000 USD 22463.29000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 249491.00000000 OU Notional Amount USD -6574087.85000000 -0.07406162170 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 National Vision Holdings, Inc. National Vision Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 249491.00000000 USD 84826.94000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61440.00000000 OU Notional Amount USD 1714176.00000000 0.019311371758 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 61440.00000000 USD -87859.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52344.00000000 OU Notional Amount USD 1460397.60000000 0.016452383517 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Appian Corp. Appian Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 52344.00000000 USD -74851.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 4253.00000000 OU Notional Amount USD 204696.89000000 0.002306051269 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Janus Henderson Group PLC Janus Henderson Group PLC Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 4253.00000000 USD 1020.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43638.00000000 OU Notional Amount USD 7345148.16000000 0.082748146480 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 43638.00000000 USD -1036653.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 115949.00000000 OU Notional Amount USD -17008558.81000000 -0.19161311455 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 LCI Industries LCI Industries Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 115949.00000000 USD 365239.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48886.00000000 OU Notional Amount USD 7017096.44000000 0.079052418199 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 48886.00000000 USD -179349.56000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 13626.00000000 OU Notional Amount USD 1955876.04000000 0.022034288965 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 13626.00000000 USD -69681.49000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 37022.00000000 OU Notional Amount USD 5314137.88000000 0.059867418618 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 37022.00000000 USD -48169.36000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4215.00000000 OU Notional Amount USD -605021.10000000 -0.00681597886 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 4215.00000000 USD 1322.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19074.00000000 OU Notional Amount USD -2737881.96000000 -0.03084412356 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 19074.00000000 USD 93568.39000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2085.00000000 OU Notional Amount USD 252597.75000000 0.002845687406 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Turning Point Brands, Inc. Turning Point Brands, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2085.00000000 USD 4365.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 11216.00000000 OU Notional Amount USD -1358818.40000000 -0.01530802395 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Turning Point Brands, Inc. Turning Point Brands, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 11216.00000000 USD -6231.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1161.00000000 OU Notional Amount USD -140655.15000000 -0.00158457701 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Turning Point Brands, Inc. Turning Point Brands, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1161.00000000 USD -3645.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66897.00000000 OU Notional Amount USD -4637969.01000000 -0.05224991118 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 66897.00000000 USD -54124.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 9127.00000000 OU Notional Amount USD -632774.91000000 -0.00712864462 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 9127.00000000 USD -6909.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85316.00000000 OU Notional Amount USD 2235279.20000000 0.025181957754 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fulgent Genetics, Inc. Fulgent Genetics, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 85316.00000000 USD -168072.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 40604.00000000 OU Notional Amount USD -1596955.32000000 -0.01799080016 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 40604.00000000 USD 95725.34000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10255.00000000 OU Notional Amount USD -403329.15000000 -0.00454378031 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10255.00000000 USD 22960.94000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1520.00000000 OU Notional Amount USD -59781.60000000 -0.00067348084 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1520.00000000 USD 5546.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3758.00000000 OU Notional Amount USD -1065580.90000000 -0.01200450181 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Madison Square Garden Sports Corp. Madison Square Garden Sports Corp. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 3758.00000000 USD 6990.24000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 89704.00000000 OU Notional Amount USD -24218285.92000000 -0.27283564975 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 CSW Industrials, Inc. CSW Industrials, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 89704.00000000 USD 4521663.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16481.00000000 OU Notional Amount USD -1087086.76000000 -0.01224678011 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 16481.00000000 USD 56046.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5409.00000000 OU Notional Amount USD -356777.64000000 -0.00401934552 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 5409.00000000 USD 53699.06000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6128.00000000 OU Notional Amount USD -404202.88000000 -0.00455362347 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Floor & Decor Holdings, Inc. Floor & Decor Holdings, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6128.00000000 USD 36026.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 38824.00000000 OU Notional Amount USD -15572694.64000000 -0.17543711700 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 38824.00000000 USD 2103153.39000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4046.00000000 OU Notional Amount USD -1622891.06000000 -0.01828298411 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Carvana Co. Carvana Co. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4046.00000000 USD 55984.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1652.00000000 OU Notional Amount USD -662633.72000000 -0.00746502465 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carvana Co. Carvana Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1652.00000000 USD 127765.68000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 138.00000000 OU Notional Amount USD -55353.18000000 -0.00062359164 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Carvana Co. Carvana Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 138.00000000 USD 5797.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2989.00000000 OU Notional Amount USD -1198917.79000000 -0.01350663359 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Carvana Co. Carvana Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2989.00000000 USD 161134.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 8402.00000000 OU Notional Amount USD 584443.12000000 0.006584153763 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 8402.00000000 USD -79230.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5797.00000000 OU Notional Amount USD 403239.32000000 0.004542768313 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 5797.00000000 USD -54665.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36624.00000000 OU Notional Amount USD 2547565.44000000 0.028700077058 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 36624.00000000 USD -205094.40000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 28770.00000000 OU Notional Amount USD 2001241.20000000 0.022545358698 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BlueLinx Holdings, Inc. BlueLinx Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 28770.00000000 USD 73651.20000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 9868.00000000 OU Notional Amount USD 904895.60000000 0.010194271378 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 9868.00000000 USD 7264.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1022.00000000 OU Notional Amount USD 93717.40000000 0.001055790975 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 1022.00000000 USD 2514.12000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 228847.00000000 OU Notional Amount USD -20985269.90000000 -0.23641350042 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 228847.00000000 USD -814695.32000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4333.00000000 OU Notional Amount USD -397336.10000000 -0.00447626447 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4333.00000000 USD -10.83000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 16786.00000000 OU Notional Amount USD 3879916.04000000 0.043709923042 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 16786.00000000 USD -154431.20000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 20172.00000000 OU Notional Amount USD 4662556.08000000 0.052526901442 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Natera, Inc. Natera, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 20172.00000000 USD -169848.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 478947.00000000 OU Notional Amount USD 14172041.73000000 0.159657798515 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Archrock, Inc. Archrock, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 478947.00000000 USD 804630.96000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1427710.00000000 OU Notional Amount USD -33893835.40000000 -0.38183737010 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 1427710.00000000 USD 713855.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88910.00000000 OU Notional Amount USD -2110723.40000000 -0.02377875099 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 88910.00000000 USD -58526.09000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 36131.00000000 OU Notional Amount USD -857749.94000000 -0.00966314308 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 36131.00000000 USD -19908.18000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 57618.00000000 OU Notional Amount USD -1367851.32000000 -0.01540978601 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 57618.00000000 USD -58827.98000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 150765.00000000 OU Notional Amount USD -3579161.10000000 -0.04032171176 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 150765.00000000 USD -162934.58000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26670.00000000 OU Notional Amount USD 2428036.80000000 0.027353504709 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26670.00000000 USD -59876.99000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4555.00000000 OU Notional Amount USD 414687.20000000 0.004671736556 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4555.00000000 USD -26787.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 199285.00000000 OU Notional Amount USD 2471134.00000000 0.027839024312 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Novocure Ltd. Novocure Ltd. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 199285.00000000 USD -356720.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 5701.00000000 OU Notional Amount USD 373643.54000000 0.004209351493 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 5701.00000000 USD 2331.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 917.00000000 OU Notional Amount USD -60100.18000000 -0.00067706986 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 917.00000000 USD -2.29000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 791.00000000 OU Notional Amount USD 41772.71000000 0.000470598312 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortive Corp. Fortive Corp. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 791.00000000 USD -1.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 314659.00000000 OU Notional Amount USD -16617141.79000000 -0.18720353258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortive Corp. Fortive Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 314659.00000000 USD 600998.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2979.00000000 OU Notional Amount USD -157320.99000000 -0.00177232916 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortive Corp. Fortive Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 2979.00000000 USD 5689.89000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8914.00000000 OU Notional Amount USD -470748.34000000 -0.00530330386 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Fortive Corp. Fortive Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 8914.00000000 USD 14520.91000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10557.00000000 OU Notional Amount USD -557515.17000000 -0.00628079188 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Fortive Corp. Fortive Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 10557.00000000 USD -116.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 10972.00000000 OU Notional Amount USD -579431.32000000 -0.00652769238 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Fortive Corp. Fortive Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 10972.00000000 USD 23770.79000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 440339.00000000 OU Notional Amount USD -6543437.54000000 -0.07371632487 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Surgery Partners, Inc. Surgery Partners, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 440339.00000000 USD 374288.15000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 26838.00000000 OU Notional Amount USD 606002.04000000 0.006827029827 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Apellis Pharmaceuticals, Inc. Apellis Pharmaceuticals, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 26838.00000000 USD 19092.55000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 431828.00000000 OU Notional Amount USD -9750676.24000000 -0.10984807497 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Apellis Pharmaceuticals, Inc. Apellis Pharmaceuticals, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 431828.00000000 USD -431.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28847.00000000 OU Notional Amount USD 15225158.13000000 0.171521879162 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 28847.00000000 USD -346919.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46252.00000000 OU Notional Amount USD -3867592.24000000 -0.04357108695 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 46252.00000000 USD -64708.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27017.00000000 OU Notional Amount USD -2259161.54000000 -0.02545100874 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 27017.00000000 USD -46805.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17373.00000000 OU Notional Amount USD -2911714.80000000 -0.03280247008 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 17373.00000000 USD 44301.15000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 90689.00000000 OU Notional Amount USD -3844306.71000000 -0.04330875944 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 90689.00000000 USD -326480.40000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 27753.00000000 OU Notional Amount USD -1176449.67000000 -0.01325351476 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 27753.00000000 USD -99910.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 157104.00000000 OU Notional Amount USD -6659638.56000000 -0.07502540929 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 157104.00000000 USD -207377.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71130.00000000 OU Notional Amount USD -3015200.70000000 -0.03396830993 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 71130.00000000 USD -93891.60000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 853195.00000000 OU Notional Amount USD 9325421.35000000 0.105057286122 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 853195.00000000 USD -477789.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 631827.00000000 OU Notional Amount USD 6905869.11000000 0.077799365818 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 631827.00000000 USD -417005.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5069.00000000 OU Notional Amount USD -1513147.19000000 -0.01704664393 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 5069.00000000 USD -1803.03000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 265.00000000 OU Notional Amount USD -79105.15000000 -0.00089117392 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 265.00000000 USD -0.66000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 26361.00000000 OU Notional Amount USD -707529.24000000 -0.00797080357 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Schneider National, Inc. Schneider National, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 26361.00000000 USD 73844.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9263.00000000 OU Notional Amount USD 631273.45000000 0.007111729644 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 9263.00000000 USD 30154.77000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 905.00000000 OU Notional Amount USD 61675.75000000 0.000694819748 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 905.00000000 USD 1981.95000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 18944.00000000 OU Notional Amount USD 1291033.60000000 0.014544381558 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 18944.00000000 USD 13816.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32264.00000000 OU Notional Amount USD -2198791.60000000 -0.02477089984 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Establishment Labs Holdings, Inc. Establishment Labs Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 32264.00000000 USD -22907.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3401.00000000 OU Notional Amount USD 1149538.00000000 0.012950336295 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 3401.00000000 USD 13326.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26016.00000000 OU Notional Amount USD 8793408.00000000 0.099063789782 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 26016.00000000 USD 172328.13000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6340.00000000 OU Notional Amount USD 605153.00000000 0.006817464807 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 6340.00000000 USD -2912.97000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 250076.00000000 OU Notional Amount USD -47104315.36000000 -0.53066251386 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 250076.00000000 USD -508596.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 23122.00000000 OU Notional Amount USD 923030.24000000 0.010398570572 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 SmartFinancial, Inc. SmartFinancial, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 23122.00000000 USD 43006.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22448.00000000 OU Notional Amount USD 483080.96000000 0.005442239308 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2027-02-05 0.00000000 USD 0.00000000 USD 22448.00000000 USD -4321.24000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 91773.00000000 OU Notional Amount USD 1974954.96000000 0.022249226123 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 91773.00000000 USD -27271.75000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 45891.00000000 OU Notional Amount USD 987574.32000000 0.011125704030 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 45891.00000000 USD -3717.17000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2184702.00000000 OU Notional Amount USD 30061499.52000000 0.338663470295 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 2184702.00000000 USD -1179739.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 47584.00000000 OU Notional Amount USD 654755.84000000 0.007376274920 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 47584.00000000 USD -27598.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11537.00000000 OU Notional Amount USD -607884.53000000 -0.00684823737 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 11537.00000000 USD 45080.83000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 38462.00000000 OU Notional Amount USD 4480438.38000000 0.050475220279 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Sea Ltd. Sea Ltd. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 38462.00000000 USD -679238.92000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 163946.00000000 OU Notional Amount USD 4603603.68000000 0.051862762105 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 163946.00000000 USD -60157.54000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 32519.00000000 OU Notional Amount USD 913133.52000000 0.010287077213 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 32519.00000000 USD -3577.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 29575.00000000 OU Notional Amount USD 830466.00000000 0.009355770737 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 29575.00000000 USD -11592.72000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 112939.00000000 OU Notional Amount USD 3171327.12000000 0.035727181446 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 112939.00000000 USD -16835.54000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14503.00000000 OU Notional Amount USD 407244.24000000 0.004587886491 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14503.00000000 USD -4220.37000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 11616.00000000 OU Notional Amount USD 326177.28000000 0.003674611424 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 11616.00000000 USD -10466.02000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 10116.00000000 OU Notional Amount USD -176625.36000000 -0.00198980617 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 10116.00000000 USD 12645.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 110383.00000000 OU Notional Amount USD -1583996.05000000 -0.01784480507 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sonos, Inc. Sonos, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 110383.00000000 USD 130251.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 78346.00000000 OU Notional Amount USD 445788.74000000 0.005022116797 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CytomX Therapeutics, Inc. CytomX Therapeutics, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 78346.00000000 USD -2350.38000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4401.00000000 OU Notional Amount USD 25041.69000000 0.000282111863 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 CytomX Therapeutics, Inc. CytomX Therapeutics, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 4401.00000000 USD 6337.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 13142.00000000 OU Notional Amount USD 74777.98000000 0.000842425381 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 CytomX Therapeutics, Inc. CytomX Therapeutics, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 13142.00000000 USD 18924.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 96788.00000000 OU Notional Amount USD 9149369.64000000 0.103073942510 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Encompass Health Corp. Encompass Health Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 96788.00000000 USD -468453.92000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 5204.00000000 OU Notional Amount USD -27529.16000000 -0.00031013492 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 -1092.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32185.00000000 OU Notional Amount USD -170258.65000000 -0.00191808080 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 -6758.85000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 77893.00000000 OU Notional Amount USD 1514239.92000000 0.017058954288 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 77893.00000000 USD -91134.81000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 4971.00000000 OU Notional Amount USD -96636.24000000 -0.00108867371 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 HP, Inc. HP, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 4971.00000000 USD -12.43000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 17985.00000000 OU Notional Amount USD -349628.40000000 -0.00393880442 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 HP, Inc. HP, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 17985.00000000 USD 1600.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 19990.00000000 OU Notional Amount USD 379810.00000000 0.004278820907 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Sunrun, Inc. Sunrun, Inc. Y equity-performance leg 2028-04-21 0.00000000 USD 0.00000000 USD 19990.00000000 USD -18926.13000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 520566.00000000 OU Notional Amount USD 7511767.38000000 0.084625226604 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 520566.00000000 USD -213432.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1249409.00000000 OU Notional Amount USD 18028971.87000000 0.203108769583 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 DXC Technology Co. DXC Technology Co. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1249409.00000000 USD -787127.67000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 251408.00000000 OU Notional Amount USD -2855994.88000000 -0.03217474685 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Cars.com, Inc. Cars.com, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 251408.00000000 USD 286605.12000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 23318.00000000 OU Notional Amount USD -1469733.54000000 -0.01655755930 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 23318.00000000 USD 35604.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 87244.00000000 OU Notional Amount USD -7371245.56000000 -0.08304215164 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 87244.00000000 USD -37063.58000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 184.00000000 OU Notional Amount USD -15546.16000000 -0.00017513818 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Spire, Inc. Spire, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 184.00000000 USD -281.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1145.00000000 OU Notional Amount USD -227660.35000000 -0.00256475044 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 RH RH Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 1145.00000000 USD 35979.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 434.00000000 OU Notional Amount USD -86292.22000000 -0.00097214121 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RH RH Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 434.00000000 USD 13966.12000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 4488.00000000 OU Notional Amount USD -892349.04000000 -0.01005292574 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 RH RH Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 4488.00000000 USD 136879.51000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3194.00000000 OU Notional Amount USD -635063.02000000 -0.00715442175 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 RH RH Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3194.00000000 USD 19223.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10934.00000000 OU Notional Amount USD 125631.66000000 0.001415327067 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ProPetro Holding Corp. ProPetro Holding Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 10934.00000000 USD 5357.66000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 185388.00000000 OU Notional Amount USD -10665371.64000000 -0.12015274784 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 185388.00000000 USD 569901.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 198776.00000000 OU Notional Amount USD -11435583.28000000 -0.12882971176 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 198776.00000000 USD 640058.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63508.00000000 OU Notional Amount USD 21499363.24000000 0.242205115521 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 63508.00000000 USD 488376.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 434.00000000 OU Notional Amount USD 146922.02000000 0.001655177617 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 434.00000000 USD 3337.46000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 588.00000000 OU Notional Amount USD 199055.64000000 0.002242498707 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 588.00000000 USD 4372.55000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 39669.00000000 OU Notional Amount USD 4390168.23000000 0.049458264946 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2028-04-18 0.00000000 USD 0.00000000 USD 39669.00000000 USD 97299.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4486.00000000 OU Notional Amount USD 496465.62000000 0.005593026709 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4486.00000000 USD 2821.69000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10736.00000000 OU Notional Amount USD 1188153.12000000 0.013385362183 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10736.00000000 USD 17019.67000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3950.00000000 OU Notional Amount USD 437146.50000000 0.004924756019 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 3950.00000000 USD 5836.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 8661.00000000 OU Notional Amount USD -1196084.10000000 -0.01347471012 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Impinj, Inc. Impinj, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 8661.00000000 USD 50243.07000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1563.00000000 OU Notional Amount USD -215850.30000000 -0.00243170210 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Impinj, Inc. Impinj, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1563.00000000 USD 35691.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 412976.00000000 OU Notional Amount USD 4707926.40000000 0.053038029305 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 412976.00000000 USD -107227.71000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 210133.00000000 OU Notional Amount USD 2395516.20000000 0.026987137780 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 210133.00000000 USD -101148.72000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 70269.00000000 OU Notional Amount USD 801066.60000000 0.009024566273 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 70269.00000000 USD -43686.24000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 237326.00000000 OU Notional Amount USD 2705516.40000000 0.030479503271 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 237326.00000000 USD -144690.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 243393.00000000 OU Notional Amount USD -2774680.20000000 -0.03125868105 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 68150.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1463949.00000000 OU Notional Amount USD -16689018.60000000 -0.18801327429 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 1463949.00000000 USD 570940.11000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 2994254.00000000 OU Notional Amount USD -34134495.60000000 -0.38454857280 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 2994254.00000000 USD -628793.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29359.00000000 OU Notional Amount USD -7792759.37000000 -0.08779079465 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 29359.00000000 USD 86315.46000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 1406.00000000 OU Notional Amount USD -373194.58000000 -0.00420429365 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Wingstop, Inc. Wingstop, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 1406.00000000 USD 11626.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17924.00000000 OU Notional Amount USD 1246434.96000000 0.014041947201 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 17924.00000000 USD -33697.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14891.00000000 OU Notional Amount USD 1035520.14000000 0.011665846673 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14891.00000000 USD -70747.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 427.00000000 OU Notional Amount USD 29693.58000000 0.000334518603 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 427.00000000 USD -1204.14000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 14371.00000000 OU Notional Amount USD 999359.34000000 0.011258470387 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 14371.00000000 USD -40342.08000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 21800.00000000 OU Notional Amount USD -1515972.00000000 -0.01707846736 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 21800.00000000 USD 39844.85000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 5441.00000000 OU Notional Amount USD 118777.03000000 0.001338104945 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Energizer Holdings, Inc. Energizer Holdings, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 5441.00000000 USD 10759.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1206.00000000 OU Notional Amount USD -222205.50000000 -0.00250329780 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Axsome Therapeutics, Inc. Axsome Therapeutics, Inc. Y equity-performance leg 2027-01-06 0.00000000 USD 0.00000000 USD 1206.00000000 USD 322.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9321.00000000 OU Notional Amount USD 1864293.21000000 0.021002545389 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2027-02-23 0.00000000 USD 0.00000000 USD 9321.00000000 USD -27120.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10940.00000000 OU Notional Amount USD -2188109.40000000 -0.02465055751 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 10940.00000000 USD 90802.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3619.00000000 OU Notional Amount USD -723836.19000000 -0.00815451258 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3619.00000000 USD 30037.70000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5657.00000000 OU Notional Amount USD -1131456.57000000 -0.01274663654 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 5657.00000000 USD 35922.57000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 14730.00000000 OU Notional Amount USD -2946147.30000000 -0.03319037588 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 14730.00000000 USD 147417.30000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3115.00000000 OU Notional Amount USD -623031.15000000 -0.00701887446 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3115.00000000 USD 55157.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27937.00000000 OU Notional Amount USD 5533760.96000000 0.062341623685 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Invesco S&P 500 Equal Weight ETF Invesco S&P 500 Equal Weight ETF Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 27937.00000000 USD -5056.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 135899.00000000 OU Notional Amount USD 26918873.92000000 0.303259631214 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Invesco S&P 500 Equal Weight ETF Invesco S&P 500 Equal Weight ETF Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 135899.00000000 USD -135774.34000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 89831.00000000 OU Notional Amount USD 17793724.48000000 0.200458545917 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Invesco S&P 500 Equal Weight ETF Invesco S&P 500 Equal Weight ETF Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 89831.00000000 USD -126873.92000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 320791.00000000 OU Notional Amount USD 25907081.16000000 0.291861089797 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 320791.00000000 USD 914254.35000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 180149.00000000 OU Notional Amount USD -2700433.51000000 -0.03042224101 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 180149.00000000 USD 102684.93000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 790.00000000 OU Notional Amount USD -369759.50000000 -0.00416559511 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 TopBuild Corp. TopBuild Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 790.00000000 USD 20720.91000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 6542.00000000 OU Notional Amount USD 1343923.06000000 0.015140217706 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 6542.00000000 USD -12790.49000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 7064.00000000 OU Notional Amount USD 1451157.52000000 0.016348287660 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2031-01-22 0.00000000 USD 0.00000000 USD 7064.00000000 USD -34689.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1868.00000000 OU Notional Amount USD 383743.24000000 0.004323131561 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 1868.00000000 USD -1141.35000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 6715.00000000 OU Notional Amount USD 1379462.45000000 0.015540593380 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 6715.00000000 USD -46810.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 3270.00000000 OU Notional Amount USD 671756.10000000 0.007567794542 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 3270.00000000 USD -13377.57000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 2403.00000000 OU Notional Amount USD 493648.29000000 0.005561287549 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 2403.00000000 USD -26123.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5859.00000000 OU Notional Amount USD 97142.22000000 0.001094373928 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SI-BONE, Inc. SI-BONE, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 5859.00000000 USD -1992.06000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 62599.00000000 OU Notional Amount USD 6482126.45000000 0.073025613276 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Adtalem Global Education, Inc. Adtalem Global Education, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 62599.00000000 USD -599072.43000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 1307.00000000 OU Notional Amount USD -435453.19000000 -0.00490567971 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Ferrari NV Ferrari NV Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 1307.00000000 USD 3289.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21894.00000000 OU Notional Amount USD -539687.10000000 -0.00607994641 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Busey Corp. First Busey Corp. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 21894.00000000 USD 23207.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16967.00000000 OU Notional Amount USD -418236.55000000 -0.00471172242 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 16967.00000000 USD 17985.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114409.00000000 OU Notional Amount USD 10891736.80000000 0.122702907078 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 114409.00000000 USD -1376340.27000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 2724.00000000 OU Notional Amount USD -259324.80000000 -0.00292147225 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Roku, Inc. Roku, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 2724.00000000 USD 13681.42000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 43548.00000000 OU Notional Amount USD 4803779.88000000 0.054117884692 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 43548.00000000 USD -304400.52000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 1074.00000000 OU Notional Amount USD -118472.94000000 -0.00133467916 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 1074.00000000 USD -2.69000000 N N N SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 000000000 498062.00000000 OU Notional Amount USD 5936899.04000000 0.066883251460 N/A DE US N 2 SG AMERICAS SECURITIES, LLC 549300F35UE0BOM1WJ55 Rapid7, Inc. Rapid7, Inc. Y equity-performance leg 2027-12-08 0.00000000 USD 0.00000000 USD 498062.00000000 USD -1150523.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14971.00000000 OU Notional Amount USD -1410268.20000000 -0.01588764134 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 VanEck Gold Miners ETF VanEck Gold Miners ETF Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 14971.00000000 USD 177386.42000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10734.00000000 OU Notional Amount USD -1011142.80000000 -0.01139121917 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VanEck Gold Miners ETF VanEck Gold Miners ETF Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10734.00000000 USD 110342.44000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 36302.00000000 OU Notional Amount USD -3419648.40000000 -0.03852469147 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 VanEck Gold Miners ETF VanEck Gold Miners ETF Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 36302.00000000 USD 275475.41000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 6494.00000000 OU Notional Amount USD -611734.80000000 -0.00689161331 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VanEck Gold Miners ETF VanEck Gold Miners ETF Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 6494.00000000 USD 116625.75000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 7640.00000000 OU Notional Amount USD -948047.60000000 -0.01068040834 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 VanEck Junior Gold Miners ETF VanEck Junior Gold Miners ETF Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 7640.00000000 USD 137512.36000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 31099.00000000 OU Notional Amount USD -3859074.91000000 -0.04347513337 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 VanEck Junior Gold Miners ETF VanEck Junior Gold Miners ETF Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 31099.00000000 USD 396214.67000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 12742.00000000 OU Notional Amount USD -1581154.78000000 -0.01781279621 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 VanEck Junior Gold Miners ETF VanEck Junior Gold Miners ETF Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 12742.00000000 USD 137652.01000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 5612.00000000 OU Notional Amount USD 1033225.32000000 0.011639993947 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 5612.00000000 USD -5696.62000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 22972.00000000 OU Notional Amount USD 4229374.92000000 0.047646817705 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2028-01-24 0.00000000 USD 0.00000000 USD 22972.00000000 USD -26746.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3212.00000000 OU Notional Amount USD -591361.32000000 -0.00666209204 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 3212.00000000 USD 7521.17000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 652.00000000 OU Notional Amount USD -120039.72000000 -0.00135233001 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 652.00000000 USD 5137.76000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 171.00000000 OU Notional Amount USD -31482.81000000 -0.00035467551 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 171.00000000 USD 1347.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66461.00000000 OU Notional Amount USD 13698941.32000000 0.154327996968 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 66461.00000000 USD 908701.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4423.00000000 OU Notional Amount USD -911668.76000000 -0.01027057568 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-02-16 0.00000000 USD 0.00000000 USD 4423.00000000 USD -63675.54000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 10454.00000000 OU Notional Amount USD -2154778.48000000 -0.02427506177 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2028-01-28 0.00000000 USD 0.00000000 USD 10454.00000000 USD -198376.64000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 19276.00000000 OU Notional Amount USD -3973169.12000000 -0.04476048313 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 19276.00000000 USD -330516.80000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 3534.00000000 OU Notional Amount USD -728428.08000000 -0.00820624338 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2031-01-14 0.00000000 USD 0.00000000 USD 3534.00000000 USD -81744.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93355.00000000 OU Notional Amount USD 14782764.25000000 0.166538007797 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 93355.00000000 USD -187643.55000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 19236.00000000 OU Notional Amount USD -113684.76000000 -0.00128073702 N/A DE US N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 Priority Technology Holdings, Inc. Priority Technology Holdings, Inc. Y equity-performance leg 2026-04-16 0.00000000 USD 0.00000000 USD 19236.00000000 USD -1923.60000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 106337.00000000 OU Notional Amount USD -1298374.77000000 -0.01462708488 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 106337.00000000 USD 27647.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21789.00000000 OU Notional Amount USD -266043.69000000 -0.00299716516 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 21789.00000000 USD 5665.14000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 114835.00000000 OU Notional Amount USD -1402135.35000000 -0.01579601919 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 114835.00000000 USD 29857.10000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 77732.00000000 OU Notional Amount USD -949107.72000000 -0.01069235132 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 77732.00000000 USD 20210.32000000 N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 000000000 34668.00000000 OU Notional Amount USD 6319976.40000000 0.071198881425 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 34668.00000000 USD -32073.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27260.00000000 OU Notional Amount USD -3907448.40000000 -0.04402009401 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Herc Holdings, Inc. Herc Holdings, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 27260.00000000 USD 608595.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 628085.00000000 OU Notional Amount USD -5941684.10000000 -0.06693715845 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global Net Lease, Inc. Global Net Lease, Inc. Y equity-performance leg 2026-12-23 0.00000000 USD 0.00000000 USD 628085.00000000 USD 0.00000000 N N N 2026-02-27 BlackRock Funds Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX