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reference instrument 2025-02-10 0.00000000 USD 2293.76000000 USD 3717870.60000000 USD -117494.59000000 N N N N/A N/A N/A 1.00000000 NC 85607.78000000 0.019002344147 N/A DE N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MSCI Japan Quality Index M4JPQU Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-08-21 0.00000000 JPY 0.00000000 JPY 466310514.10000000 JPY 85607.78000000 N N N N/A N/A N/A 1.00000000 NC 22162.87000000 0.004919488427 N/A DE N/A N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 MSCI JAPAN MINIMUM VOLATILITY OPTIMIZED IN JPY NET TOTAL RETURN LOCAL INDEX M4JPVOJ M4JPVOJ Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-08-21 0.00000000 JPY 0.00000000 JPY 205999543.40000000 JPY 22162.87000000 N N N N/A N/A N/A 1.00000000 NC USD -65320.74000000 -0.01449923338 N/A DCO N/A N 2 Cargill Inc QXZYQNMR4JZ5RIRN4T31 CARGILL SOYBEAN OIL INDEX CARGILL SOYBEAN OIL INDEX 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Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-08-23 0.00000000 GBP 0.00000000 GBP 2081408.30000000 GBP 19029.62000000 N N N N/A N/A N/A 1.00000000 NC USD -70520.46000000 -0.01565341433 N/A DCO N/A N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Barclays Soybeans Seasonal Excess Return Index BCC2SOSP Index comprised of Soybean Futures Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-02-18 0.00000000 USD 0.00000000 USD 3036446.16000000 USD -70520.46000000 N N N N/A N/A N/A 1.00000000 NC USD -142298.21000000 -0.03158590910 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Enhanced Strategy AB42 on the S&P GSCI Soybeans Excess Return AGGSSO42 Index comprised of Soybean Futures Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-02-18 0.00000000 USD 0.01000000 USD 3129868.15000000 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instrument 2025-02-28 0.00000000 USD 0.00000000 USD 11486814.72000000 USD 15079.88000000 N N N N/A N/A N/A 1.00000000 NC USD 8363.10000000 0.001856355863 N/A DE N/A N 2 Macquarie Bank Ltd 4ZHCHI4KYZG2WVRT8631 MACQUARIE VOLATILITY PRODUCT VMAQWSL5 VMAQWSL5 VMAQWSL5 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-02-28 0.00000000 USD 0.00000000 USD 11471437.35000000 USD 8363.10000000 N N N N/A N/A N/A 1.00000000 NC USD 24790.00000000 0.005502632020 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CITI EQ US VOLATILITY CARRY SERIES 5 INDEX CIEQVRU5 CIEQVRU5 Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-02-28 0.00000000 USD 0.00000000 USD 11440920.00000000 USD 24790.00000000 N N N N/A N/A N/A 1.00000000 NC USD -204606.51000000 -0.04541647170 N/A DCO N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 GOLDMAN SACHS GSCI A48 WHEAT ENHANCED ER AGGSWH48 AGGSWH48 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7218.13000000 0.001602207070 N/A DE N/A N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco UK Broad Price Momentum Net Total Return Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-08-23 0.00000000 GBP 0.00000000 GBP 789499.70000000 GBP 7218.13000000 N N N N/A N/A N/A 17.00000000 NC 17514.10000000 0.003887601753 N/A DE N/A N 1 ICE FUTURES EUROPE - EQUITY PRODUCTS DIVISION N/A Put Purchased FTSE 100 Index UKX N/A 10.00000000 7550.00000000 GBP 2025-02-21 XXXX -57787.56000000 N N N N/A N/A N/A 8.00000000 NC 94225.87000000 0.020915300097 N/A DE N/A N 1 Osaka Exchange 3538001249AILNPRUX57 Put Purchased Nikkei 225 Index NKY N/A 1000.00000000 38500.00000000 JPY 2025-03-14 XXXX -42956.86000000 N N N N/A N/A N/A 24.00000000 NC USD 37800.00000000 0.008390459474 N/A DE N/A N 1 Chicago Board Options Exchange N/A Put Purchased MSCI Emerging Markets Index MXEF N/A 100.00000000 980.00000000 USD 2025-02-21 XXXX -102707.66000000 N N 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reference instrument 2024-11-28 0.00000000 GBP 0.00000000 GBP 4521680.10000000 GBP 41340.23000000 N N N N/A N/A N/A 1.00000000 NC 13780.08000000 0.003058761978 N/A DE N/A N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Invesco UK Broad Price Momentum Net Total Return Index IIBBMPN Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2024-11-27 0.00000000 GBP 0.00000000 GBP 1507226.70000000 GBP 13780.08000000 N N N N/A N/A N/A 1.00000000 NC USD 38194.20000000 0.008477959980 N/A DE N/A N 2 Morgan Stanley & Co International PLC 4PQUHN3JPFGFNF3BB653 MSVCDRPS MSVCDRPS MSVCDRPS Y The Fund makes or receives payments based on any positive or negative return on the reference instrument 2025-02-28 0.00000000 USD 0.00000000 USD 11485320.00000000 USD 38194.20000000 N N N N/A N/A N/A 1.00000000 NC USD 47106.50000000 0.010456221672 N/A DE N/A N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 SYSTEMATIC VOLATILITY CARRY DO SERIES 04 EXCESS 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