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Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33727.49000000 USD -7166.20000000 N N N Onslow Bay Financial LLC 549300T9OLE6UGS5GU41 67124HAC6 255684.05000000 PA USD 255194.42000000 0.058945637707 Long ABS-MBS CORP US N 2 2066-04-25 Variable 5.22000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -2292.53000000 -0.00052953604 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3283000.00000000 SEK 353700.99000000 USD 2026-06-25 -2292.53000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 71345.82000000 OU Notional Amount USD -1746.83000000 -0.00040348847 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. 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OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 18.76000000 USD 0.13000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 1125000.00000000 OU Notional Amount 10240.71000000 0.002365432526 N/A DIR US N 2 LCH Ltd. 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Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 63947.75000000 USD 23248.96000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 400.83000000 OU Notional Amount USD 117.83000000 0.000027216756 N/A DE GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 400.83000000 USD 117.83000000 N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051ED5 376000.00000000 PA 216044.06000000 0.049902560133 Long DBT NUSS CA N 2 2050-06-01 Fixed 3.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 8811.04000000 OU Notional Amount USD -444.47000000 -0.00010266512 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 8811.04000000 USD -444.47000000 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 20257.20000000 OU Notional Amount USD 1916.24000000 0.000442619351 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 QXO, Inc. QXO, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 20257.20000000 USD 1916.24000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 69865.65000000 OU Notional Amount USD 6194.30000000 0.001430779574 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 69865.65000000 USD 6194.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -4098.74000000 -0.00094674030 N/A DFE CH N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 594438.13000000 USD 460000.00000000 CHF 2026-06-18 -4098.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -1865.65000000 -0.00043093390 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 190256.26000000 USD 283830000.00000000 KRW 2026-07-16 -1865.65000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBK5 285000.00000000 PA USD 278983.65000000 0.064440551479 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 28027.12000000 OU Notional Amount USD 311.56000000 0.000071965142 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28027.12000000 USD 311.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 29970.69000000 OU Notional Amount 12.37000000 0.000002857262 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Beazley PLC Beazley PLC Y equity-performance leg 2026-08-12 0.00000000 GBP 0.00000000 GBP 29970.69000000 GBP 12.37000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 5602.07000000 OU Notional Amount USD -26.50000000 -0.00000612105 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 5602.07000000 USD -26.50000000 N N N BX Trust N/A 05613GAA0 280986.00000000 PA USD 280259.15000000 0.064735170621 Long ABS-MBS CORP US N 2 2041-08-13 Variable 5.41300000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 4713.81000000 0.001088811175 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 892000.00000000 CAD 652765.40000000 USD 2026-07-09 4713.81000000 N N N E.ON INTL FINANCE BV 549300TG53AWJ719M814 000000000 101000.00000000 PA 142884.16000000 0.033003848319 Long DBT CORP NL N 2 2030-06-03 Fixed 6.25000000 N N N N N N MVW Owner Trust N/A 627924AA1 82708.03000000 PA USD 82973.73000000 0.019165542208 Long ABS-O CORP US N 2 2042-09-22 Fixed 4.97000000 N N N N N N Macquarie Group Ltd ACMHD8HWFMFUIQQ8Y590 000000000 2224.00000000 NS 381369.56000000 0.088089982204 Long EC CORP AU N 2 N N N CONTRA MIRATI THERAPEU 529900GYRW59IDQV6N54 604CVR027 25914.00000000 NS USD 18139.80000000 0.004189990043 N/A DE US N 3 N/A N/A Mirati Therapeutics, Inc. Mirati Therapeutics, Inc. 2099-12-31 XXXX 0.00000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 664.96000000 OU Notional Amount USD 51.45000000 0.000011884088 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 9212.66000000 USD 2222.52000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 827000.00000000 OU Notional Amount -7672.34000000 -0.00177218206 N/A DIR US N 2 LCH Ltd. 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Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 53831.76000000 USD 15505.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 23904.07000000 OU Notional Amount USD 9125.86000000 0.002107920844 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 23904.07000000 USD 9125.86000000 N N N VAR ENERGI ASA 549300LIVN3FFOJN2K47 92212WAF7 200000.00000000 PA USD 206614.00000000 0.047724374182 Long DBT CORP NO N 2 2030-05-22 Fixed 5.87500000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBV8 200000.00000000 PA USD 232020.00000000 0.053592734751 Long DBT CORP IT N 2 2033-11-21 Fixed 8.24800000 N N N N N CONTRA BLUEPRINT MEDIC 5299004CC60O9T5HVM83 096CVR048 6638.00000000 NS USD 3053.48000000 0.000705302748 N/A DE US N 3 N/A N/A Blueprint Medicines Corp. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33708.11000000 USD -7104.67000000 N N N OCP CLO Ltd 25490028U8Y2XMZWXO46 671026AY8 250000.00000000 PA USD 249989.50000000 0.057743388346 Long ABS-CBDO CORP KY N 2 2039-01-17 Floating 5.13000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 744.03000000 0.000171858470 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 78000.00000000 EUR 91787.73000000 USD 2026-06-18 744.03000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 000000000 320000.00000000 PA 232454.16000000 0.053693018440 Long DBT CORP ES N 2 2029-01-23 Fixed 5.79600000 N N N N N N FEDEX CORP 549300E707U7WNPZN687 000000000 136000.00000000 PA 157558.03000000 0.036393266570 Long DBT CORP US N 2 2032-07-30 Fixed 3.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5599.92000000 OU Notional Amount USD 1782.69000000 0.000411771538 N/A DE US N 2 Goldman Sachs & Co. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 800.14000000 USD 389.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC N/A 1433.77000000 0.000331176861 N/A DFE XX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 970816.00000000 GBP 1121281.70000000 EUR 2026-06-18 1433.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 607.38000000 0.000140294609 N/A DFE CH N 2 Bank of America NA B4TYDEB6GKMZO031MB27 892601.79000000 USD 696000.00000000 CHF 2026-06-18 607.38000000 N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 210000.00000000 PA USD 211709.40000000 0.048901326258 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 7448.21000000 OU Notional Amount USD 2691.43000000 0.000621675261 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 7448.21000000 USD 2691.43000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1992.79000000 0.000460301120 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 70972000.00000000 JPY 447949.22000000 USD 2026-06-11 1992.79000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3755.77000000 OU Notional Amount USD -161.34000000 -0.00003726683 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 3755.77000000 USD -161.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 6115.45000000 0.001412566544 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 88789721.00000000 JPY 564030.50000000 USD 2026-06-11 6115.45000000 N N N SAP SE 529900D6BF99LW9R2E68 000000000 981.00000000 NS 177457.40000000 0.040989687819 Long EC CORP DE N 2 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3025.89000000 -0.00069892992 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1206270.98000000 USD 191491152.00000000 JPY 2026-06-11 -3025.89000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6387.13000000 OU Notional Amount USD 2237.65000000 0.000516859679 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6387.13000000 USD 2237.65000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 188851.03000000 OU Notional Amount USD -35701.90000000 -0.00824654106 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 188851.03000000 USD -35701.90000000 N N N LiveRamp Holdings Inc 254900GXS75LG1X7RF88 53815P108 3652.00000000 NS USD 137169.12000000 0.031683769779 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3263.89000000 OU Notional Amount USD 1616.65000000 0.000373419078 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3263.89000000 USD 1616.65000000 N N N Amadeus IT Group SA 9598004A3FTY3TEHHN09 000000000 2640.00000000 NS 168410.61000000 0.038900030820 Long EC CORP ES N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5649.55000000 OU Notional Amount 34.92000000 0.000008065935 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Schroders PLC Schroders PLC Y equity-performance leg 2026-08-12 0.00000000 GBP 0.00000000 GBP 5649.55000000 GBP 34.92000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 198074.52000000 OU Notional Amount USD -4723.17000000 -0.00109097317 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 198074.52000000 USD -4723.17000000 N N N Verus Securitization Trust 213800IHMG1PWP37P355 924936AE7 233564.36000000 PA USD 232725.84000000 0.053755771971 Long ABS-MBS CORP US N 2 2071-04-25 Variable 4.99800000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13848.60000000 OU Notional Amount USD -3779.91000000 -0.00087309591 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 13848.60000000 USD -3779.91000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 29273.30000000 OU Notional Amount -2570.54000000 -0.00059375169 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Secure Waste Infrastructure Corp. Secure Waste Infrastructure Corp. Y equity-performance leg 2026-08-12 0.00000000 CAD 0.00000000 CAD 29273.30000000 CAD -2570.54000000 N N N Goldman Sachs & Co. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 17224.23000000 USD 2585.21000000 N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 000000000 300000.00000000 PA 352831.26000000 0.081498112787 Long DBT CORP GB N 2 2035-07-30 Fixed 4.00000000 N N N N N N Expedia Group Inc 2549009GW3Z3DQCB8H87 30212P303 1317.00000000 NS USD 297365.43000000 0.068686434850 Long EC CORP US N 1 N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 251799AA0 139000.00000000 PA USD 159790.23000000 0.036908867391 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 000000000 2500000.00000000 PA 378430.39000000 0.087411083152 Long DBT CORP KY N 2 2029-11-28 Fixed 2.80000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6745.27000000 OU Notional Amount USD 576.53000000 0.000133168775 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 21193.48000000 USD 3470.22000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6821.56000000 OU Notional Amount USD 7.07000000 0.000001633051 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6821.56000000 USD 7.07000000 N N N VAT Group AG 529900MVFK7NVALR7Y83 000000000 477.00000000 NS 372435.10000000 0.086026271555 Long EC CORP CH N 2 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 269000.00000000 PA USD 278880.37000000 0.064416695529 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N HubSpot Inc 529900BLNVEW0MVKJB37 443573100 1854.00000000 NS USD 409048.02000000 0.094483242980 Long EC CORP US N 1 N N N PK ALIFT LOAN FUNDING N/A 72585CAA3 430000.00000000 PA USD 420144.31000000 0.097046300159 Long ABS-O CORP US N 2 2043-09-15 Fixed 4.61400000 N N N N N N Mitsui Fudosan Co Ltd 353800ND4ZKNZDYKMF33 000000000 13300.00000000 NS 127312.38000000 0.029407027893 Long EC CORP JP N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 55664.61000000 OU Notional Amount USD 8354.24000000 0.001929689545 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 55664.61000000 USD 8354.24000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 4150.96000000 0.000958802250 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 60267509.00000000 JPY 382845.14000000 USD 2026-06-11 4150.96000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1258.06000000 OU Notional Amount USD -2.20000000 -0.00000050816 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1258.06000000 USD -2.20000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1352.64000000 OU Notional Amount USD -505.12000000 -0.00011667426 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1352.64000000 USD -505.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 42901.97000000 OU Notional Amount USD 821.31000000 0.000189708856 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 42901.97000000 USD 821.31000000 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 4165.00000000 NS USD 524373.50000000 0.121121497698 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 4725.89000000 OU Notional Amount USD 1094.98000000 0.000252922044 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 4725.89000000 USD 1094.98000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 36548.80000000 OU Notional Amount USD -4331.72000000 -0.00100055478 N/A DE US N 2 Goldman Sachs & Co. 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Black Hills Corp. 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Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 22194.10000000 USD 5210.52000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3701.82000000 OU Notional Amount USD 1774.69000000 0.000409923672 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3701.82000000 USD 1774.69000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 40957.62000000 OU Notional Amount USD -730.37000000 -0.00016870323 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Brink's Co. Brink's Co. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 40957.62000000 USD -730.37000000 N N N TORY Commercial Mortgage Trust N/A 89148WAA3 350000.00000000 PA USD 344049.76000000 0.079469733336 Long ABS-MBS CORP US N 2 2046-01-13 Variable 4.91200000 N N N N N N Goldman Sachs & Co. 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Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 41153.74000000 USD -499.92000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 193.95000000 OU Notional Amount USD 52.16000000 0.000012048086 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 193.95000000 USD 52.16000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 28389.84000000 OU Notional Amount USD -5613.98000000 -0.00129673537 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28389.84000000 USD -5613.98000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 439.53000000 OU Notional Amount -1.33000000 -0.00000030720 N/A DE CA N 2 Goldman Sachs & Co. 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Boston Scientific Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 20778.66000000 USD 7508.42000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 200000.00000000 PA 232685.09000000 0.053746359403 Long DBT CORP US N 2 2031-01-28 Fixed 3.26100000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 1871.00000000 NS USD 160943.42000000 0.037175234971 Long EC CORP US N 1 N N N CONTRA APELLIS PHARMAC 254900HS0ZFRXXSB9D42 037CVR016 20143.00000000 NS USD 604.29000000 0.000139580870 N/A DE US N 3 N/A N/A Apellis Pharmaceuticals, Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46666.35000000 USD -10881.68000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 122626.29000000 OU Notional Amount USD 3352.55000000 0.000774382910 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 122626.29000000 USD 3352.55000000 N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 000000000 100000.00000000 PA 109106.20000000 0.025201705181 Long DBT CORP GB N 2 2030-02-26 Fixed 0.78000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 239.89000000 OU Notional Amount -8.29000000 -0.00000191485 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 239.89000000 EUR -8.29000000 N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 509000.00000000 PA 516457.43000000 0.119293018085 Long DBT NUSS DE N 2 2046-08-15 Fixed 2.50000000 N N N N N N PenFed Auto Receivables Owner Trust N/A 70687FAC3 120090.27000000 PA USD 120405.75000000 0.027811712017 Long ABS-O CORP US N 2 2029-06-15 Fixed 4.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 35754.33000000 OU Notional Amount USD 3094.34000000 0.000714740724 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 35754.33000000 USD 3094.34000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 113409.12000000 OU Notional Amount USD -17073.94000000 -0.00394379423 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 113409.12000000 USD -17073.94000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 280760.00000000 PA 164862.69000000 0.038080520711 Long DBT NUSS GB N 2 2053-07-31 Fixed 1.50000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3781.07000000 -0.00087336385 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 348729.36000000 USD 54897000.00000000 JPY 2026-06-11 -3781.07000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 15977.39000000 OU Notional Amount USD 4464.93000000 0.001031324063 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 15977.39000000 USD 4464.93000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 6891.59000000 OU Notional Amount USD 1184.77000000 0.000273662030 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. 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Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28571.08000000 USD -4281.65000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 2239.00000000 NS USD 1106021.22000000 0.255472381141 Long EC CORP US N 1 N N N Invesco CLO LTD 2138006HTEY9GGW6XF50 46151RAE0 500000.00000000 PA USD 502125.00000000 0.115982466756 Long ABS-CBDO CORP KY N 2 2038-07-15 Floating 5.37300000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 477.07000000 OU Notional Amount -19.53000000 -0.00000451110 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 477.07000000 EUR -19.53000000 N N N BPCE SFH - SOCIETE DE FI 969500T1UBNNTYVWOS04 000000000 700000.00000000 PA 757791.26000000 0.175037091603 Long DBT CORP FR N 2 2029-01-29 Fixed 0.01000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 6720.00000000 NS USD 3002294.40000000 0.693479732021 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46090.57000000 OU Notional Amount USD -4265.21000000 -0.00098519208 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 17667.95000000 USD 7366.47000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 29806.81000000 OU Notional Amount USD -4210.07000000 -0.00097245567 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 29806.81000000 USD -4210.07000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 91733.10000000 OU Notional Amount USD -1910.34000000 -0.00044125655 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 91733.10000000 USD -1910.34000000 N N N Tesla Inc 54930043XZGB27CTOV49 88160R101 1209.00000000 NS USD 526870.11000000 0.121698172801 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12580.32000000 OU Notional Amount USD 2904.57000000 0.000670907032 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 12580.32000000 USD 2904.57000000 N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 225000.00000000 PA USD 212310.00000000 0.049040054801 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N Accelerated Assets N/A 00440MAA7 237659.86000000 PA USD 235194.31000000 0.054325947206 Long ABS-O CORP US N 2 2044-08-22 Fixed 4.68000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -2.00000000 NC USD -1221.91000000 -0.00028224074 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU6 Comdty 2026-09-21 -227590.59000000 USD -1221.91000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 242000.00000000 OU Notional Amount -1274.07000000 -0.00029428883 N/A DIR US N 2 LCH Ltd. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 16511.99000000 USD 1846.19000000 N N N CAIXABANK SA 7CUNS533WID6K7DGFI87 12803RAL8 421000.00000000 PA USD 421025.26000000 0.097249784857 Long DBT CORP ES N 2 2031-07-03 Fixed 4.88500000 N N N N N N NATURGY FIN IBERIA SA 2138005FTXOJUBQ5J563 000000000 200000.00000000 PA 232020.24000000 0.053592790187 Long DBT CORP ES N 2 2030-10-02 Fixed 3.25000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 248.70000000 OU Notional Amount 1.83000000 0.000000422699 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 248.70000000 EUR 1.83000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4703.44000000 -0.00108641587 N/A DFE GB N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 419452.76000000 USD 308000.00000000 GBP 2026-07-16 -4703.44000000 N N N JP Morgan Mortgage Trust 529900371ZWA9WXVGB88 46660GAA6 254801.16000000 PA USD 253357.66000000 0.058521376905 Long ABS-MBS CORP US N 2 2056-04-25 Variable 5.05500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 28390.91000000 OU Notional Amount USD 3425.20000000 0.000791163843 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 28390.91000000 USD 3425.20000000 N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 000000000 300000.00000000 PA 363780.25000000 0.084027146133 Long DBT CORP DE N 2 2031-01-17 Fixed 4.62500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 551.00000000 NS USD 63188.68000000 0.014595526965 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 212119.91000000 OU Notional Amount USD 4265.30000000 0.000985212876 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 NextEra Energy, Inc. NextEra Energy, Inc. 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Brink's Co. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 11856.24000000 USD -234.01000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 92716.50000000 OU Notional Amount USD 6134.39000000 0.001416941367 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 92716.50000000 USD 6134.39000000 N N N CAISSE REFINANCE L'HABIT 969500TVVZM86W7W5I94 000000000 200000.00000000 PA 231313.40000000 0.053429521983 Long DBT CORP FR N 2 2030-09-06 Fixed 2.75000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -9843.45000000 -0.00227367211 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 44826416.45000000 THB 1374621.79000000 USD 2026-08-07 -9843.45000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -44427.25000000 -0.01026195080 N/A DFE KR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1990092.13000000 USD 2931346000.00000000 KRW 2026-07-16 -44427.25000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 19917.16000000 OU Notional Amount USD -2473.58000000 -0.00057135555 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 19917.16000000 USD -2473.58000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 000000000 11974.00000000 NS USD 384009.45000000 0.088699752589 Long EC CORP GB N 2 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 18.00000000 NC 1763.18000000 0.000407265054 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long EUX 2 Year Euro SCHATZ Futures DUM6 Comdty 2026-06-08 1906758.36000000 EUR 1763.18000000 N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114DN5 110000.00000000 PA USD 111059.30000000 0.025652838576 Long DBT CORP US N 2 2031-04-15 Fixed 5.10000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 432166.85000000 OU Notional Amount USD 4081.51000000 0.000942760463 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 432166.85000000 USD 4081.51000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1711.30000000 0.000395281643 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 299225.04000000 USD 419000.00000000 AUD 2026-07-09 1711.30000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 25589.88000000 OU Notional Amount USD 2055.25000000 0.000474728334 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 25589.88000000 USD 2055.25000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 56963.68000000 OU Notional Amount USD -7121.54000000 -0.00164495648 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 56963.68000000 USD -7121.54000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -27.45000000 -0.00000634049 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 47700.00000000 GBP 64204.83000000 USD 2026-07-16 -27.45000000 N N N Hertz Vehicle Financing LLC 549300MNOMKDMDFI8J66 42806MCT4 205000.00000000 PA USD 205613.30000000 0.047493229239 Long ABS-O CORP US N 2 2029-09-25 Fixed 4.91000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 18.00000000 NC USD 6349.26000000 0.001466572739 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYU6 Comdty 2026-09-21 1970556.99000000 USD 6349.26000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 31517.40000000 OU Notional Amount 183.51000000 0.000042387737 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Beazley PLC Beazley PLC Y equity-performance leg 2026-08-12 0.00000000 GBP 0.00000000 GBP 31517.40000000 GBP 183.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -14532.26000000 -0.00335670871 N/A DFE KR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 768121.91000000 USD 1135361000.00000000 KRW 2026-07-16 -14532.26000000 N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 23641.00000000 NS USD 386293.94000000 0.089227431524 Long EC CORP US N 1 N N N Goldman Sachs & Co. 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F226TOH6YD6XJB17KS62 N/A N/A Y 2036-05-13 0.00000000 SEK 0.00000000 SEK 1635000.00000000 SEK -573.53000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3040.19000000 OU Notional Amount USD 82.56000000 0.000019069977 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 3040.19000000 USD 82.56000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2086.19000000 OU Notional Amount USD -154.71000000 -0.00003573541 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 2086.19000000 USD -154.71000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 15018.29000000 OU Notional Amount USD 7242.85000000 0.001672977066 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 15018.29000000 USD 7242.85000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 15324.14000000 OU Notional Amount USD 3696.92000000 0.000853926613 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 15324.14000000 USD 3696.92000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 15339000000.00000000 PA 826177.25000000 0.190833110148 Long DBT NUSS ID N 2 2031-03-15 Fixed 5.87500000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33087.43000000 OU Notional Amount USD -5884.38000000 -0.00135919324 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33087.43000000 USD -5884.38000000 N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 74519.00000000 NS USD 994083.46000000 0.229616633015 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 12876.07000000 OU Notional Amount USD 448.04000000 0.000103489737 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 12876.07000000 USD 448.04000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -8888.59000000 -0.00205311544 N/A DFE JP N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1635280.74000000 USD 258833140.00000000 JPY 2026-06-11 -8888.59000000 N N N TELUS CORP 894500TX134IMF6NW757 87971MCC5 271000.00000000 PA 214124.87000000 0.049459259380 Long DBT CORP CA N 2 2033-09-08 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 13080.12000000 0.003021288689 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 840255.33000000 USD 1423290.00000000 NZD 2026-07-09 13080.12000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 666600.00000000 PA USD 375795.75000000 0.086802525430 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC -4337.94000000 -0.00100199149 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 491200.00000000 USD 2456000.00000000 BRL 2026-06-02 -4337.94000000 N N N Goldman Sachs & Co. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 23703.24000000 USD 7378.67000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -8900.02000000 -0.00205575558 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1121000.00000000 NZD 663197.05000000 USD 2026-07-09 -8900.02000000 N N N RAIZEN FUELS FINANCE 52990010NH26VC32Q522 75102XAB2 200000.00000000 PA USD 113216.00000000 0.026151000161 Long DBT CORP LU N 2 2034-03-05 Fixed 6.45000000 Y Y N N N N Veralto Corp 635400FJE6GSOJUSNY27 92338C103 2922.00000000 NS USD 240276.06000000 0.055499746360 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 32080.31000000 OU Notional Amount USD 1919.19000000 0.000443300752 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 32080.31000000 USD 1919.19000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -41.00000000 NC 1284.61000000 0.000296723398 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX MSCI Singapore Index Futures QZM6 Index 2026-06-29 -1891874.89000000 SGD 1284.61000000 N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 80413TBJ7 307000.00000000 PA USD 309686.25000000 0.071532337954 Long DBT NUSS SA N 2 2028-01-13 Fixed 5.12500000 N N N N N N IBERDROLA INTL BV 549300ZMLFJKWC63XN87 000000000 100000.00000000 PA 109778.05000000 0.025356891281 Long DBT CORP NL N 2 2029-08-09 Fixed 1.82500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 61052.01000000 OU Notional Amount USD 231.81000000 0.000053544228 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 61052.01000000 USD 231.81000000 N N N TXNM Energy Inc 5493003JOBJGLZSDDQ28 69349H107 16692.00000000 NS USD 988333.32000000 0.228288446963 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 262.45000000 OU Notional Amount USD 125.14000000 0.000028905244 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 262.45000000 USD 125.14000000 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 24210.00000000 NS USD 422222.40000000 0.097526304151 Long EC CORP US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1425.52000000 OU Notional Amount USD 670.24000000 0.000154814216 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1425.52000000 USD 670.24000000 N N N Masterbrand Inc 549300E0Y4BR5Z9RDZ64 57638P104 69586.00000000 NS USD 604006.48000000 0.139515382598 Long EC CORP US N 1 N N N EXIDE TECHNOLOGIES 549300KITCGPNNNXQP63 000000000 24220.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2049-01-31 Fixed 11.00000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 25203.00000000 OU Notional Amount 148.18000000 0.000034227098 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Schroders PLC Schroders PLC Y equity-performance leg 2026-10-20 0.00000000 GBP 0.00000000 GBP 25203.00000000 GBP 148.18000000 N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 100679.00000000 PA 51370.61000000 0.011865750692 Long DBT NUSS DE N 2 2050-08-15 None 0.00000000 N N N N N N COLT Funding LLC 213800IHRVKO9R6JZ883 19689EAD9 225000.00000000 PA USD 224813.14000000 0.051928070772 Long ABS-MBS CORP US N 2 2071-06-25 Variable 5.28800000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -641.11000000 -0.00014808567 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 94019.26000000 USD 80000.00000000 EUR 2026-06-18 -641.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3268.87000000 -0.00075505423 N/A DFE CH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 562807.95000000 USD 436000.00000000 CHF 2026-06-18 -3268.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5139358.45000000 OU Notional Amount USD 111780.65000000 0.025819458347 N/A DCO US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bloomberg Commodity Index 3 Month Forward BCOMF3 INDEX Y equity-performance leg 2026-06-15 0.00000000 USD 0.00000000 USD 5139358.45000000 USD 111780.65000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 10873.24000000 OU Notional Amount USD 2892.52000000 0.000668123683 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10873.24000000 USD 2892.52000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 14358.86000000 0.003316656216 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 3576797.56000000 USD 18249000.00000000 BRL 2026-07-02 14358.86000000 N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 94778.00000000 NS USD 1637763.84000000 0.378296022161 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1009.08000000 OU Notional Amount USD 307.39000000 0.000071001942 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1009.08000000 USD 307.39000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -10.00000000 NC -168749.39000000 -0.03897828332 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE TOPIX Futures TPM6 Index 2026-06-11 -368642387.00000000 JPY -168749.39000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1984.15000000 OU Notional Amount USD 293.20000000 0.000067724290 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1984.15000000 USD 293.20000000 N N N Arista Networks Inc 635400H1WKBLOQERUU95 040413205 216.00000000 NS USD 34445.52000000 0.007956338318 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 66891.54000000 OU Notional Amount USD -7469.49000000 -0.00172532711 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 66891.54000000 USD -7469.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 147.04000000 OU Notional Amount 67.42000000 0.000015572891 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boralex, Inc. Boralex, Inc. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 65315.22000000 USD 1297.91000000 N N N NIDEC CORP 353800IF171MZTNL6Y31 000000000 15000.00000000 NS 263042.90000000 0.060758505162 Long EC CORP JP N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 114073.51000000 OU Notional Amount USD 17481.49000000 0.004037931456 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 114073.51000000 USD 17481.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 158160.28000000 OU Notional Amount -2567.95000000 -0.00059315344 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Schroders PLC Schroders PLC Y equity-performance leg 2026-08-12 0.00000000 GBP 0.00000000 GBP 158160.28000000 GBP -2567.95000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 31.00000000 NC USD 11601.94000000 0.002679853861 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USU6 Comdty 2026-09-21 3467179.31000000 USD 11601.94000000 N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBW9 96000.00000000 PA USD 96768.00000000 0.022351787588 Long DBT CORP US N 2 2031-01-17 Fixed 5.54300000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1584.86000000 OU Notional Amount USD 593.56000000 0.000137102420 N/A DE US N 2 Goldman Sachs & Co. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 5232.90000000 USD 1666.84000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 420000.00000000 PA 567356.00000000 0.131049735442 Long DBT NUSS GB N 2 2030-03-07 Fixed 4.37500000 N N N N N N Mitsubishi Chemical Group Corp 353800YNKX4RQUGAR072 000000000 55500.00000000 NS 398816.42000000 0.092119914711 Long EC CORP JP N 2 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 204299.87000000 0.047189848903 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 12519031.36000000 EUR 14811214.67000000 USD 2026-06-09 204299.87000000 N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670G102 14550.00000000 NS USD 536749.50000000 0.123980146458 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 2335.00000000 NS USD 290403.95000000 0.067078449543 Long EC CORP US N 1 N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AW4 262000.00000000 PA 204328.20000000 0.047196392659 Long DBT CORP FR N 2 2030-05-23 Fixed 5.99300000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MED8 206000.00000000 PA USD 203050.08000000 0.046901168341 Long DBT CORP JP N 2 2032-01-15 Fixed 4.49400000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 3736.27000000 0.000863015804 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 694971.67000000 USD 2772658.98000000 MYR 2026-06-18 3736.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 6700.57000000 0.001547719466 N/A DFE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2014385.02000000 USD 2814000.00000000 AUD 2026-07-09 6700.57000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 4778.52000000 OU Notional Amount USD -240.67000000 -0.00005559073 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6152.94000000 USD 2206.82000000 N N N TRUST 2401 N/A 89834MAA4 200000.00000000 PA USD 191680.00000000 0.044274870257 Long DBT MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 23520.35000000 OU Notional Amount -57.90000000 -0.00001337393 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 23520.35000000 CAD -57.90000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5940.78000000 OU Notional Amount USD 2037.68000000 0.000470669958 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. 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OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1560.74000000 USD -24.02000000 N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 000000000 9800.00000000 NS 357434.13000000 0.082561298681 Long EC CORP JP N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 380.85000000 OU Notional Amount USD 11.66000000 0.000002693264 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 380.85000000 USD 11.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 747385.82000000 OU Notional Amount 1444.77000000 0.000333717676 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boralex, Inc. Boralex, Inc. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 26589.00000000 USD 2454.54000000 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 1165.00000000 NS USD 482135.25000000 0.111365169241 Long EC CORP US N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 65.00000000 NS 27955.60000000 0.006457275474 Long EC CORP CH N 2 N N N Allfunds Group Plc 9598005U8TZQ8Q64SC71 000000000 89229.00000000 NS 891167.85000000 0.205844850459 Long EC CORP GB N 2 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 5478.00000000 NS USD 478503.30000000 0.110526249609 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 898.05000000 OU Notional Amount USD 328.53000000 0.000075884928 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 898.05000000 USD 328.53000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 34107.09000000 OU Notional Amount USD 3878.76000000 0.000895928608 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 34107.09000000 USD 3878.76000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 47351.37000000 OU Notional Amount 392.36000000 0.000090628589 N/A DE GB N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Senior PLC Senior PLC Y equity-performance leg 2029-08-22 0.00000000 GBP 0.00000000 GBP 47351.37000000 GBP 392.36000000 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 199400.00000000 0.046058060983 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 68807.41000000 OU Notional Amount USD 8259.88000000 0.001907893965 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 68807.41000000 USD 8259.88000000 N N N Veeco Instruments Inc 5493004201F72ADDZW04 922417100 1079.00000000 NS USD 62193.56000000 0.014365670908 Long EC CORP US N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -10772.76000000 -0.00248832716 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 936000.00000000 NZD 550407.31000000 USD 2026-07-09 -10772.76000000 N N N F5 Inc 54930015FPK9KT966303 315616102 969.00000000 NS USD 371563.05000000 0.085824842608 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAF0 250000.00000000 PA USD 221765.00000000 0.051224001474 Long DBT CORP FR N 2 2032-10-19 Fixed 3.11600000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 4694.51000000 0.001084353198 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2764067.65000000 MYR 701237.45000000 USD 2026-06-18 4694.51000000 N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M102 1362.00000000 NS USD 861478.62000000 0.198987135485 Long EC CORP US N 1 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 20676.63000000 0.004775955293 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1366000.00000000 EUR 1615108.54000000 USD 2026-06-18 20676.63000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 23792.38000000 OU Notional Amount USD 3924.78000000 0.000906558458 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 23792.38000000 USD 3924.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -2700.58000000 -0.00062378875 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 344455.54000000 USD 1724000.00000000 BRL 2026-06-02 -2700.58000000 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343E102 563.00000000 NS USD 160668.94000000 0.037111834687 Long EC CORP US N 1 N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 778296103 1787.00000000 NS USD 414101.51000000 0.095650514548 Long EC CORP US N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3341.97000000 -0.00077193910 N/A DFE KR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 149790.56000000 USD 220640000.00000000 KRW 2026-07-16 -3341.97000000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XBA9 86000.00000000 PA USD 85774.68000000 0.019812514755 Long DBT CORP US N 2 2028-03-15 Fixed 4.55000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 345.00000000 NC USD 149363.40000000 0.034500444262 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU6 Comdty 2026-09-30 36838410.21000000 USD 149363.40000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -42.00000000 NC 22257.24000000 0.005141049735 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex EURO STOXX 50 Futures VGM6 Index 2026-06-19 -2565962.00000000 EUR 22257.24000000 N N N CLIP Trust N/A 12570SAE3 109270.04000000 PA USD 109009.35000000 0.025179334453 Long ABS-MBS CORP US N 2 2071-05-25 Variable 5.22100000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608102 1883.00000000 NS USD 203307.51000000 0.046960630360 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 22140.92000000 OU Notional Amount USD 2100.45000000 0.000485168777 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 52386.26000000 USD 782.22000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 320000.00000000 PA 228603.96000000 0.052803686713 Long DBT CORP FR N 2 2034-08-23 Fixed 5.83000000 N N N N N N Experian PLC 635400RXXHHYT1JTSZ26 000000000 4359.00000000 NS 150532.43000000 0.034770470616 Long EC CORP JE N 2 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 12002.97000000 OU Notional Amount USD 4136.54000000 0.000955471472 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 7415.26000000 USD -6865.07000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4177.79000000 OU Notional Amount -34.58000000 -0.00000798740 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 4177.79000000 EUR -34.58000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 177735.66000000 OU Notional Amount USD -102678.31000000 -0.02371697022 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 177735.66000000 USD -102678.31000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 57083.33000000 OU Notional Amount USD 5784.08000000 0.001336025623 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 42307.27000000 USD -43893.01000000 N N N GFH Mortgage Trust N/A 36171JAA3 170000.00000000 PA USD 169799.37000000 0.039220811125 Long ABS-MBS CORP US N 2 2033-06-15 Fixed 5.14800000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 26344.60000000 0.006085161451 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 389553000.00000000 JPY 2474122.11000000 USD 2026-06-11 26344.60000000 N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 1750.00000000 NS 284391.81000000 0.065689745878 Long EC CORP NL N 2 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1682.11000000 OU Notional Amount USD 552.03000000 0.000127509686 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1682.11000000 USD 552.03000000 N N N Angel Oak Mortgage Trust 254900GRN1I3WMM1H095 034937AA0 126918.73000000 PA USD 127379.27000000 0.029422478363 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.51500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 45081.89000000 OU Notional Amount -107.11000000 -0.00002474061 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 45081.89000000 CAD -107.11000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 304000.00000000 PA USD 287432.00000000 0.066391978859 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 5523.36000000 OU Notional Amount USD -2062.35000000 -0.00047636831 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13453.72000000 USD 6360.67000000 N N N LV Trust N/A 50245XAA5 300000.00000000 PA USD 301457.58000000 0.069631652976 Long ABS-MBS CORP US N 2 2041-10-10 Variable 5.10400000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 1901427.70000000 NS USD 1901427.70000000 0.439197958686 Long STIV RF US N 1 N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 233000.00000000 PA USD 214189.91000000 0.049474282531 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 12007.97000000 OU Notional Amount -2388.88000000 -0.00055179127 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 12007.97000000 EUR -2388.88000000 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 6195.00000000 NS USD 431048.10000000 0.099564893061 Long EC CORP US N 1 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 13593.00000000 NS USD 383594.46000000 0.088603896848 Long EC US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10324.72000000 OU Notional Amount USD 141.08000000 0.000032587117 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Brink's Co. Brink's Co. 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Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3209.70000000 USD 1165.88000000 N N N JOHN DEERE FINANCIAL LTD C4WFU2AMZQ28CSQ23X49 000000000 320000.00000000 PA 228799.46000000 0.052848843940 Long DBT CORP AU N 2 2029-06-28 Fixed 5.05000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5934.26000000 OU Notional Amount USD 2150.90000000 0.000496821882 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5934.26000000 USD 2150.90000000 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 1410.00000000 NS 205067.89000000 0.047367248662 Long EC CORP FR N 2 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 356646.00000000 NS USD 34958440.92000000 8.074814462267 Long EC RF US N 1 N N N Dext ABS N/A 252153AD3 140000.00000000 PA USD 139240.29000000 0.032162175366 Long ABS-O CORP US N 2 2036-04-15 Fixed 4.66000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 2164.00000000 0.000499847763 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 4377000.00000000 BRL 869833.07000000 USD 2026-06-02 2164.00000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC 8154.26000000 0.001883497514 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 3161772621.00000000 CLP 3561557.44000000 USD 2026-07-15 8154.26000000 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 828806109 321.00000000 NS USD 65776.11000000 0.015193179968 Long EC US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8226.54000000 OU Notional Amount USD -9348.84000000 -0.00215942549 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IonQ, Inc. 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Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28410.01000000 USD 481.71000000 N N N ALA Trust N/A 009920AA7 221735.00000000 PA USD 222635.80000000 0.051425141692 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.37100000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 120000.00000000 PA USD 119014.80000000 0.027490425859 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 23200.89000000 OU Notional Amount 16.45000000 0.000003799674 N/A DE CA N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Information Services Corp. Information Services Corp. Y equity-performance leg 2029-08-22 0.00000000 CAD 0.00000000 CAD 23200.89000000 CAD 16.45000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 55209.11000000 OU Notional Amount USD -7524.63000000 -0.00173806352 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 65658.34000000 USD 8942.26000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 40454.68000000 OU Notional Amount USD -3776.03000000 -0.00087219969 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 40454.68000000 USD -3776.03000000 N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 000000000 293000.00000000 PA 349072.11000000 0.080629812086 Long DBT CORP GB N 2 2032-04-12 Fixed 4.12500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 21880.32000000 OU Notional Amount 154.28000000 0.000035636096 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Beazley PLC Beazley PLC Y equity-performance leg 2026-10-20 0.00000000 GBP 0.00000000 GBP 21880.32000000 GBP 154.28000000 N N N SEKISUI HOUSE US 5299005FV4VNV75R8R35 552676AQ1 197000.00000000 PA USD 180239.24000000 0.041632246276 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 403000.00000000 OU Notional Amount 903.70000000 0.000208739567 N/A DIR US N 2 LCH Ltd. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 7426.02000000 USD -371.95000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 000000000 66.00000000 NC USD 305957.66000000 0.070671096101 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESM6 Index 2026-06-19 5464092.34000000 USD 305957.66000000 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 276.00000000 NS USD 530391.96000000 0.122511661177 Long EC CORP US N 1 N N N Glencore PLC 2138002658CPO9NBH955 000000000 52166.00000000 NS 396742.84000000 0.091640952454 Long EC CORP JE N 2 N N N AES Corp/The 2NUNNB7D43COUIRE5295 00130H105 77396.00000000 NS USD 1135399.32000000 0.262258230295 Long EC CORP US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 000000000 34707.69000000 OU Notional Amount USD 4501.42000000 0.001039752642 N/A DE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 QXO, Inc. QXO, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 34707.69000000 USD 4501.42000000 N N N Onslow Bay Financial LLC 254900NDJVO62R77II89 67121LAA4 204102.98000000 PA USD 204837.63000000 0.047314062458 Long ABS-MBS CORP US N 2 2065-05-25 Variable 5.45300000 N N N N N N Stantec Inc 549300MZ7NGUZDCP2T16 85472N109 3721.00000000 NS 281156.62000000 0.064942471162 Long EC CORP CA N 1 N N N DIGITAL DUTCH FINCO BV 549300ONZ5IS6B6IMJ70 000000000 100000.00000000 PA 100236.90000000 0.023153045401 Long DBT NL N 2 2032-01-15 Fixed 1.00000000 N N N N N N BRAVO Residential Funding Trust 254900I1LYOO3G3UAT10 10570TAP0 121905.74000000 PA USD 122238.81000000 0.028235118182 Long ABS-MBS CORP US N 2 2065-07-25 Variable 5.45900000 N N N N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 2860610.00000000 PA 3836511.04000000 0.886169806637 Long DBT NUSS GB N 2 2035-10-22 Fixed 4.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 78.18000000 OU Notional Amount USD -8.56000000 -0.00000197721 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 78.18000000 USD -8.56000000 N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 653522DT6 209000.00000000 PA USD 207762.72000000 0.047989709266 Long DBT CORP US N 2 2030-10-03 Fixed 4.64700000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 5639.00000000 NS USD 1137499.08000000 0.262743239694 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 696.00000000 NS USD 516738.24000000 0.119357880493 Long EC CORP US N 1 N N N Idemitsu Kosan Co Ltd 549300P0R46FF6DUA630 000000000 14400.00000000 NS 126431.70000000 0.029203605560 Long EC CORP JP N 2 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 27823.71000000 OU Notional Amount USD 329.00000000 0.000075993490 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 27823.71000000 USD 329.00000000 N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660107 32240.00000000 NS USD 331104.80000000 0.076479664344 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 111723.55000000 OU Notional Amount USD -16783.15000000 -0.00387662661 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 111723.55000000 USD -16783.15000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 191000.00000000 PA USD 188948.66000000 0.043643976454 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 2670.00000000 NS USD 388378.20000000 0.089708860683 Long EC CORP US N 1 N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338L103 1149.00000000 NS USD 388741.17000000 0.089792700675 Long EC CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2736.37000000 0.000632055648 N/A DFE ZA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 162745.83000000 USD 2693000.00000000 ZAR 2026-07-16 2736.37000000 N N N ENI SPA BUCRF72VH5RBN7X3VL35 000000000 200000.00000000 PA 236230.94000000 0.054565391377 Long DBT CORP IT N 2 2031-01-21 Fixed 4.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 2188.57000000 OU Notional Amount -38.23000000 -0.00000883048 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 2188.57000000 EUR -38.23000000 N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAM6 280000.00000000 PA 209856.92000000 0.048473434398 Long DBT CORP CA N 2 2028-07-14 Fixed 5.10000000 N N N N N N International Money Express Inc N/A 46005L101 39066.00000000 NS USD 584818.02000000 0.135083169655 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6981.63000000 OU Notional Amount USD 268.56000000 0.000062032862 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6981.63000000 USD 268.56000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 000000000 318000.00000000 PA 399427.37000000 0.092261033931 Long DBT CORP CH N 2 2029-03-01 Fixed 7.75000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A4R9 166000.00000000 PA USD 164491.06000000 0.037994680404 Long DBT CORP US N 2 2030-07-17 Fixed 5.03300000 N N N N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087S70 2219000.00000000 PA 1522292.79000000 0.351624143211 Long DBT NUSS CA N 2 2057-12-01 Fixed 3.50000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 37315.88000000 OU Notional Amount USD 4825.78000000 0.001114674370 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 37315.88000000 USD 4825.78000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAP6 68000.00000000 PA USD 68428.40000000 0.015805814544 Long DBT CORP US N 2 2030-09-15 Fixed 4.90000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1168.84000000 0.000269982467 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 129000.00000000 CAD 94889.30000000 USD 2026-07-09 1168.84000000 N N N Twilio Inc 5493004W8TRGD63APX93 90138F102 2117.00000000 NS USD 403584.88000000 0.093221349122 Long EC CORP US N 1 N N N Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 000000000 -92.00000000 NC -68180.84000000 -0.01574863233 N/A DE SE N 1 Nasdaq Stockholm AB 549300KBQIVNEJEZVL96 Short OML Stockholm OMXS30 Index Futures QCM6 Index 2026-06-18 -28218967.21000000 SEK -68180.84000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -92.49000000 -0.00002136364 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3875000.00000000 NOK 418831.44000000 USD 2026-06-25 -92.49000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 79960.08000000 OU Notional Amount 184.61000000 0.000042641818 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boralex, Inc. Boralex, Inc. Y equity-performance leg 2026-08-12 0.00000000 CAD 0.00000000 CAD 79960.08000000 CAD 184.61000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 124.94000000 OU Notional Amount USD 1.83000000 0.000000422699 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 124.94000000 USD 1.83000000 N N N NCR Atleos Corp 9845005FC3S0VA714741 63001N106 35581.00000000 NS USD 1586912.60000000 0.366550237241 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810UK2 1617000.00000000 PA USD 1556615.16000000 0.359552035942 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N EUROPEAN UNION 529900FZRK8FGMPEOM08 000000000 830428.00000000 PA 860242.82000000 0.198701686379 Long DBT NUSS XX N 2 2054-10-05 Fixed 3.37500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 16872.00000000 NS USD 5265076.32000000 1.216144464536 Long EC CORP US N 1 N N N Canada Government Bonds 4BFD7AQU0A75QLAHK410 135087ZS6 284000.00000000 PA 200986.35000000 0.046424481269 Long DBT NUSS CA N 2 2045-12-01 Fixed 3.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 36106.39000000 OU Notional Amount USD -6047.44000000 -0.00139685737 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 36106.39000000 USD -6047.44000000 N N N Japan Government Twenty Year Bonds 353800WZS8AXZXFUC241 000000000 331000000.00000000 PA 1572127.90000000 0.363135219116 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N APL Finance LLC 6354009RKO5CXUKYBH41 03790CAF8 271516.07000000 PA USD 270080.10000000 0.062383980522 Long ABS-O CORP US N 2 2036-03-20 Fixed 4.81000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAH1 212000.00000000 PA USD 209761.28000000 0.048451343160 Long DBT US N 2 2027-01-15 Fixed 2.87500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 30480.31000000 OU Notional Amount USD 10831.26000000 0.002501839687 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 30480.31000000 USD 10831.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 50844.62000000 0.011744255810 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 10363155.67000000 GBP 14005753.07000000 USD 2026-07-16 50844.62000000 N N N LOBLAW COMPANIES LIMITED 5493008LN3O1DIDTSH67 53947ZAT4 165000.00000000 PA 135610.36000000 0.031323722321 Long DBT CORP CA N 2 2033-02-17 Fixed 6.54000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 184410.62000000 OU Notional Amount USD 349.33000000 0.000080689380 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 184410.62000000 USD 349.33000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5121.10000000 OU Notional Amount USD -952.42000000 -0.00021999307 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5121.10000000 USD -952.42000000 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 10950.00000000 NS 811233.77000000 0.187381416501 Long EC CORP TW N 2 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 13534.93000000 OU Notional Amount USD 3575.55000000 0.000825892176 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 13534.93000000 USD 3575.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1395.47000000 OU Notional Amount USD -312.18000000 -0.00007210835 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1395.47000000 USD -312.18000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1249.40000000 OU Notional Amount USD -38.91000000 -0.00000898755 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1249.40000000 USD -38.91000000 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJC8 930000.00000000 PA 683399.91000000 0.157853935460 Long DBT NUSS CA N 2 2032-09-15 Fixed 3.55000000 N N N N N N Regatta XX Funding Ltd N/A 75884YAK4 300000.00000000 PA USD 300000.00000000 0.069294976404 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 4.85300000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3457.80000000 OU Notional Amount USD 1324.57000000 0.000305953489 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3457.80000000 USD 1324.57000000 N N N GLENCORE CAP FIN DAC 213800HCUCI1HC7X6Q34 000000000 355000.00000000 PA 417107.06000000 0.096344746269 Long DBT CORP IE N 2 2032-02-04 Fixed 3.75000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 1051.00000000 NS USD 350571.56000000 0.080976159927 Long EC CORP US N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 7816.91000000 0.001805575313 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 116687000.00000000 JPY 741026.04000000 USD 2026-06-11 7816.91000000 N N N BX Trust N/A 12433LAA3 210000.00000000 PA USD 210525.00000000 0.048627749691 Long ABS-MBS CORP US N 2 2043-02-15 Floating 5.02700000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 11398.87000000 0.002632948092 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 568952000.00000000 KRW 389037.65000000 USD 2026-07-16 11398.87000000 N N N Japan Government Thirty Year Bonds 353800WZS8AXZXFUC241 000000000 97350000.00000000 PA 394540.57000000 0.091132264962 Long DBT NUSS JP N 2 2054-03-20 Fixed 1.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PN5 404000.00000000 PA USD 410080.20000000 0.094721659276 Long DBT CORP US N 2 2034-11-19 Fixed 5.59200000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 10252.05000000 OU Notional Amount USD 174.21000000 0.000040239592 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Brink's Co. Brink's Co. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 10252.05000000 USD 174.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -24218.22000000 -0.00559400327 N/A DFE XX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1951020.32000000 USD 1650752.00000000 EUR 2026-06-18 -24218.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2290.14000000 0.000528983990 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 267000.00000000 CAD 196269.71000000 USD 2026-07-09 2290.14000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 8185.01000000 0.001890600249 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 620000.00000000 EUR 731865.67000000 USD 2026-06-18 8185.01000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 19634.75000000 OU Notional Amount USD 6596.55000000 0.001523692588 N/A DE US N 2 Goldman Sachs & Co. 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Masterbrand, Inc. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 38976.03000000 USD -5873.35000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -224.59000000 -0.00005187652 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 261000.00000000 CAD 189395.89000000 USD 2026-07-09 -224.59000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7082.48000000 OU Notional Amount USD -7990.80000000 -0.00184574099 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IonQ, Inc. IonQ, Inc. 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LLC FOR8UP27PHTHYVLBNG30 000000000 1964.05000000 OU Notional Amount USD 831.66000000 0.000192099533 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1964.05000000 USD 831.66000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1282.14000000 OU Notional Amount 2.37000000 0.000000547430 N/A DE CA N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boralex, Inc. Boralex, Inc. Y equity-performance leg 2026-08-12 0.00000000 CAD 0.00000000 CAD 1282.14000000 CAD 2.37000000 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 2341.00000000 NS USD 700684.71000000 0.161846434820 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 210012.71000000 OU Notional Amount USD 22862.05000000 0.005280750717 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 QXO, Inc. QXO, Inc. 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