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Ramsay Health Care Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 4788.00000000 AUD 241.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 450084.00000000 OU Notional Amount -11762976.78000000 -0.22110141492 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANZ Group Holdings Ltd. ANZ Group Holdings Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 450084.00000000 AUD -509094.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 227804.00000000 OU Notional Amount -6040739.86000000 -0.11354405906 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Westpac Banking Corp. Westpac Banking Corp. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 227804.00000000 AUD -249585.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 359599.00000000 OU Notional Amount 4666247.93000000 0.087708582530 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortescue Ltd. Fortescue Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 359599.00000000 AUD -136124.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 829323.00000000 OU Notional Amount 2927819.28000000 0.055032412080 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Telstra Group Ltd. Telstra Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 829323.00000000 AUD 86410.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 197117.00000000 OU Notional Amount -1934657.83000000 -0.03636456924 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lynas Rare Earths Ltd. Lynas Rare Earths Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 197117.00000000 AUD 186140.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3077.00000000 OU Notional Amount -30200.04000000 -0.00056765151 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lynas Rare Earths Ltd. 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Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 142927.00000000 AUD 118346.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 45901.00000000 OU Notional Amount 3968611.86000000 0.074595547873 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CSL Ltd. CSL Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 45901.00000000 AUD 181552.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14929.00000000 OU Notional Amount 1685998.27000000 0.031690668954 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 REA Group Ltd. REA Group Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 14929.00000000 AUD 17948.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1584.00000000 OU Notional Amount 132752.63000000 0.002495269256 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cochlear Ltd. Cochlear Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 1584.00000000 AUD -3355.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 479789.00000000 OU Notional Amount 3619729.23000000 0.068037816393 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Origin Energy Ltd. Origin Energy Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 479789.00000000 AUD 90005.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61502.00000000 OU Notional Amount -7688045.92000000 -0.14450745442 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Commonwealth Bank of Australia Commonwealth Bank of Australia Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 61502.00000000 AUD -301300.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 175886.00000000 OU Notional Amount 20962388.41000000 0.394017077848 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rio Tinto Ltd. Rio Tinto Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 175886.00000000 AUD 659517.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 610192.00000000 OU Notional Amount 4364952.56000000 0.082045319407 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 APA Group APA Group Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 610192.00000000 AUD 28055.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 318106.00000000 OU Notional Amount 14297288.24000000 0.268737303369 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aristocrat Leisure Ltd. Aristocrat Leisure Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 318106.00000000 AUD 493683.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11725.00000000 OU Notional Amount -1333822.82000000 -0.02507104436 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pro Medicus Ltd. Pro Medicus Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 11725.00000000 AUD 88853.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 110329.00000000 OU Notional Amount 2406342.92000000 0.045230542774 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Technology One Ltd. Technology One Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 110329.00000000 AUD 146492.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 712076.00000000 OU Notional Amount 2564813.61000000 0.048209218533 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 GPT Group GPT Group Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 712076.00000000 AUD 109018.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 548351.00000000 OU Notional Amount 8957654.70000000 0.168371507112 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Orica Ltd. Orica Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 548351.00000000 AUD 142548.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 386435.00000000 OU Notional Amount 1655952.32000000 0.031125913775 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Regis Resources Ltd. Regis Resources Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 386435.00000000 AUD -44427.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 313468.00000000 OU Notional Amount 7189784.39000000 0.135141939949 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BlueScope Steel Ltd. BlueScope Steel Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 313468.00000000 AUD 84602.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 63375.00000000 OU Notional Amount 470396.50000000 0.008841752701 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Worley Ltd. Worley Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 63375.00000000 AUD -3090.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 129079.00000000 OU Notional Amount -1736724.86000000 -0.03264414536 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suncorp Group Ltd. Suncorp Group Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 129079.00000000 AUD 9623.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 183115.00000000 OU Notional Amount 5302270.74000000 0.099663510763 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 National Australia Bank Ltd. National Australia Bank Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 183115.00000000 AUD 263947.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 184583.00000000 OU Notional Amount 10618521.07000000 0.199589787253 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JB Hi-Fi Ltd. JB Hi-Fi Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 184583.00000000 AUD 523932.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3008.00000000 OU Notional Amount -52173.05000000 -0.00098066462 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 3008.00000000 AUD 1000.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 454090.00000000 OU Notional Amount -7876083.52000000 -0.14804188114 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 QBE Insurance Group Ltd. QBE Insurance Group Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 454090.00000000 AUD -4499.81000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 827483.00000000 OU Notional Amount -11467921.94000000 -0.21555545119 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northern Star Resources Ltd. Northern Star Resources Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 827483.00000000 AUD 311998.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 118074.00000000 OU Notional Amount 1562989.81000000 0.029378554847 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sandfire Resources Ltd. Sandfire Resources Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 118074.00000000 AUD 19220.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 852938.00000000 OU Notional Amount 4737003.27000000 0.089038526989 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Santos Ltd. Santos Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 852938.00000000 AUD 54168.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9520.00000000 OU Notional Amount 145698.80000000 0.002738610424 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sonic Healthcare Ltd. Sonic Healthcare Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 9520.00000000 AUD -4825.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 56883.00000000 OU Notional Amount -3562885.59000000 -0.06696936157 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Wesfarmers Ltd. Wesfarmers Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 56883.00000000 AUD 14461.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38276.00000000 OU Notional Amount -1068115.14000000 -0.02007670109 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woolworths Group Ltd. Woolworths Group Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 38276.00000000 AUD -16622.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139300.00000000 OU Notional Amount -2900075.15000000 -0.05451092279 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Goodman Group Goodman Group Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 139300.00000000 AUD -77025.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 316400.00000000 OU Notional Amount 5173664.00000000 0.097246169242 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Charter Hall Group Charter Hall Group Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 316400.00000000 AUD 195779.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131904.00000000 OU Notional Amount 5360845.95000000 0.100764512836 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mineral Resources Ltd. Mineral Resources Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 131904.00000000 AUD -213840.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74313.00000000 OU Notional Amount 1020146.42000000 0.019175062665 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brambles Ltd. Brambles Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 74313.00000000 AUD 28779.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 257814.00000000 OU Notional Amount -1273227.03000000 -0.02393206270 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Whitehaven Coal Ltd. Whitehaven Coal Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 257814.00000000 AUD 104676.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 622587.00000000 OU Notional Amount 1809006.57000000 0.034002780054 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PLS Group Ltd. PLS Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 622587.00000000 AUD -215033.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 386342.00000000 OU Notional Amount -1547681.71000000 -0.02909081793 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genesis Minerals Ltd. Genesis Minerals Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 386342.00000000 AUD 100938.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 191016.00000000 OU Notional Amount 33908910.49000000 0.637364863343 N/A DE AU N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Macquarie Group Ltd. Macquarie Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 AUD 0.00000000 AUD 191016.00000000 AUD -156810.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 754101.00000000 OU Notional Amount 5979513.27000000 0.112393220634 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Evolution Mining Ltd. Evolution Mining Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 754101.00000000 AUD -13244.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174791.00000000 OU Notional Amount 2638161.15000000 0.049587886975 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ALS Ltd. ALS Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 174791.00000000 AUD -85512.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 806628.00000000 OU Notional Amount 2372099.69000000 0.044586893913 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aurizon Holdings Ltd. Aurizon Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 806628.00000000 AUD -65575.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67446.00000000 OU Notional Amount -3367243.78000000 -0.06329200321 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Xero Ltd. Xero Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 67446.00000000 AUD -200941.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 66467.00000000 OU Notional Amount -589193.65000000 -0.01107470941 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capricorn Metals Ltd. Capricorn Metals Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 66467.00000000 AUD -1006.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1162229.00000000 OU Notional Amount -2396510.49000000 -0.04504572865 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sigma Healthcare Ltd. Sigma Healthcare Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 1162229.00000000 AUD -46832.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 89190.00000000 OU Notional Amount -244872.49000000 -0.00460271706 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Scentre Group Scentre Group Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 89190.00000000 AUD -1540.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61038.00000000 OU Notional Amount 1722135.99000000 0.032369927374 N/A DE AU N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ampol Ltd. Ampol Ltd. Y equity-performance leg 2027-02-24 0.00000000 AUD 0.00000000 AUD 61038.00000000 AUD 60285.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38280.00000000 OU Notional Amount 895940.57000000 0.016840441957 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Woodside Energy Group Ltd. Woodside Energy Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 AUD 0.00000000 AUD 38280.00000000 AUD 45650.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 420114.00000000 OU Notional Amount -1646000.21000000 -0.03093885010 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lottery Corp. Ltd. Lottery Corp. Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 420114.00000000 AUD -20783.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 668649.00000000 OU Notional Amount -2423679.66000000 -0.04555641077 N/A DE AU N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Medibank Pvt Ltd. Medibank Pvt Ltd. Y equity-performance leg 2028-12-11 0.00000000 AUD 0.00000000 AUD 668649.00000000 AUD -33459.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1021096.00000000 OU Notional Amount 5941582.41000000 0.111680257668 N/A DE AU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AGL Energy Ltd. AGL Energy Ltd. 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International PLC 4PQUHN3JPFGFNF3BB653 Bank of Montreal Bank of Montreal Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 84376.00000000 CAD -23599.57000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 314655.00000000 OU Notional Amount 27601473.30000000 0.518807859164 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of Nova Scotia Bank of Nova Scotia Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 314655.00000000 CAD 123432.06000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162.00000000 OU Notional Amount -26203.59000000 -0.00049253270 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 National Bank of Canada National Bank of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 162.00000000 CAD 945.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20991.00000000 OU Notional Amount -3395305.67000000 -0.06381946524 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Bank of Canada National Bank of Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 20991.00000000 CAD 2245.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30327.00000000 OU Notional Amount 749819.04000000 0.014093885738 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Apartment Properties REIT Canadian Apartment Properties REIT Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 30327.00000000 CAD -12056.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 76432.00000000 OU Notional Amount -444901.47000000 -0.00836253835 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Novagold Resources, Inc. Novagold Resources, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 76432.00000000 CAD -15359.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28131.00000000 OU Notional Amount -2112659.47000000 -0.03971035621 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 28131.00000000 CAD -117874.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53517.00000000 OU Notional Amount -4019167.36000000 -0.07554580840 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Descartes Systems Group, Inc. Descartes Systems Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 53517.00000000 CAD -371066.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount -1186.55000000 -0.00002230284 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CAE, Inc. CAE, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 46.00000000 CAD -57.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 429716.00000000 OU Notional Amount -11084303.28000000 -0.20834480799 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CAE, Inc. CAE, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 429716.00000000 CAD -662138.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42417.00000000 OU Notional Amount -3660597.54000000 -0.06880599279 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cameco Corp. Cameco Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 42417.00000000 CAD 119497.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118648.00000000 OU Notional Amount -10239351.60000000 -0.19246277273 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cameco Corp. Cameco Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 118648.00000000 CAD 485258.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 83593.00000000 OU Notional Amount -2830062.97000000 -0.05319494705 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 83593.00000000 CAD 12972.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 140558.00000000 OU Notional Amount -4758628.01000000 -0.08944499388 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rogers Communications, Inc. Rogers Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 140558.00000000 CAD -132074.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122611.00000000 OU Notional Amount 14522474.19000000 0.272969984696 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 122611.00000000 CAD -31048.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 693805.00000000 OU Notional Amount 33050824.20000000 0.621235944924 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Canadian Natural Resources Ltd. Canadian Natural Resources Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 693805.00000000 CAD 1294722.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72986.00000000 OU Notional Amount 10652306.31000000 0.200224827558 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Canadian Tire Corp. Ltd. Canadian Tire Corp. Ltd. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 72986.00000000 CAD 388114.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 159205.00000000 OU Notional Amount 20243457.75000000 0.380503781925 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canadian National Railway Co. Canadian National Railway Co. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 159205.00000000 CAD 485552.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 210504.00000000 OU Notional Amount -11652538.00000000 -0.21902556533 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 210504.00000000 CAD -616679.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 218876.00000000 OU Notional Amount -12115973.61000000 -0.22773647848 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gildan Activewear, Inc. Gildan Activewear, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 218876.00000000 CAD -458367.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 132610.00000000 OU Notional Amount 3361956.99000000 0.063192630684 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Open Text Corp. Open Text Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 132610.00000000 CAD 335697.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 44916.00000000 OU Notional Amount 1643998.97000000 0.030901234032 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Empire Co. Ltd. Empire Co. Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 44916.00000000 CAD 56814.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48434.00000000 OU Notional Amount 3209700.47000000 0.060330758843 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Finning International, Inc. Finning International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 48434.00000000 CAD -480755.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 181841.00000000 OU Notional Amount 10351258.55000000 0.194566218607 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortis, Inc. Fortis, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 181841.00000000 CAD -253604.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 84372.00000000 OU Notional Amount -2338835.05000000 -0.04396163900 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Quantum Minerals Ltd. First Quantum Minerals Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 84372.00000000 CAD 9407.63000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 842771.00000000 OU Notional Amount 8043853.47000000 0.151195349351 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TELUS Corp. TELUS Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 842771.00000000 CAD -729120.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 118.00000000 OU Notional Amount -7823.18000000 -0.00014704748 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 118.00000000 CAD -105.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81910.00000000 OU Notional Amount -5430477.87000000 -0.10207334106 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Great-West Lifeco, Inc. Great-West Lifeco, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 81910.00000000 CAD -73135.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58314.00000000 OU Notional Amount -825302.11000000 -0.01551269442 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IAMGOLD Corp. IAMGOLD Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 58314.00000000 CAD 45697.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 65401.00000000 OU Notional Amount 8479246.53000000 0.159379163994 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Imperial Oil Ltd. Imperial Oil Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 65401.00000000 CAD 543010.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26519.00000000 OU Notional Amount 1648818.38000000 0.030991821508 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IGM Financial, Inc. IGM Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 26519.00000000 CAD 5533.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3734.00000000 OU Notional Amount 165837.17000000 0.003117138936 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Manulife Financial Corp. Manulife Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 3734.00000000 CAD -552.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35116.00000000 OU Notional Amount 1648524.42000000 0.030986296123 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Loblaw Cos. Ltd. Loblaw Cos. Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 35116.00000000 CAD 39139.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 141519.00000000 OU Notional Amount 9705486.79000000 0.182428045378 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Magna International, Inc. Magna International, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 141519.00000000 CAD 299009.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72140.00000000 OU Notional Amount 5985378.89000000 0.112503473074 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sun Life Financial, Inc. Sun Life Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 72140.00000000 CAD 98975.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75066.00000000 OU Notional Amount -4989585.11000000 -0.09378615195 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Metro, Inc. Metro, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 75066.00000000 CAD -70815.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 112868.00000000 OU Notional Amount 6031274.30000000 0.113366140771 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Emera, Inc. Emera, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 112868.00000000 CAD -99955.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28754.00000000 OU Notional Amount -1598048.39000000 -0.03003752933 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Methanex Corp. Methanex Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 28754.00000000 CAD -4173.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109877.00000000 OU Notional Amount 4731016.67000000 0.088926000563 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pan American Silver Corp. Pan American Silver Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 109877.00000000 CAD -35294.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 43439.00000000 OU Notional Amount 2968545.99000000 0.055797926913 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Power Corp. of Canada Power Corp. of Canada Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 43439.00000000 CAD 121154.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87209.00000000 OU Notional Amount 4035558.60000000 0.075853904429 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Quebecor, Inc. Quebecor, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 87209.00000000 CAD -101457.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30545.00000000 OU Notional Amount -6393129.40000000 -0.12016770776 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 30545.00000000 CAD 225390.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2.00000000 OU Notional Amount -418.60000000 -0.00000786816 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 2.00000000 CAD 4.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55456.00000000 OU Notional Amount -11607051.37000000 -0.21817058122 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Royal Bank of Canada Royal Bank of Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 55456.00000000 CAD 124366.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 540499.00000000 OU Notional Amount 8112208.12000000 0.152480169521 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 540499.00000000 CAD -1224538.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28066.00000000 OU Notional Amount -1980646.56000000 -0.03722899101 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stantec, Inc. Stantec, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 28066.00000000 CAD -72250.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 131.00000000 OU Notional Amount -3243.58000000 -0.00006096757 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 131.00000000 CAD 239.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 89626.00000000 OU Notional Amount -2219152.16000000 -0.04171203358 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lundin Mining Corp. Lundin Mining Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 89626.00000000 CAD 163959.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20328.00000000 OU Notional Amount 2436720.85000000 0.045801537976 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toronto-Dominion Bank Toronto-Dominion Bank Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 20328.00000000 CAD 37412.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 944453.00000000 OU Notional Amount 11830505.89000000 0.222370717929 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TransAlta Corp. TransAlta Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 944453.00000000 CAD -1419798.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2725.00000000 OU Notional Amount 176463.60000000 0.003316877383 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 2725.00000000 CAD -4993.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 73237.00000000 OU Notional Amount 5473510.35000000 0.102882196031 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 George Weston Ltd. George Weston Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 73237.00000000 CAD 76607.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 328729.00000000 OU Notional Amount 7578928.76000000 0.142456446509 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinross Gold Corp. Kinross Gold Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 328729.00000000 CAD -391602.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 118769.00000000 OU Notional Amount 2695040.05000000 0.050657004555 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hudbay Minerals, Inc. Hudbay Minerals, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 118769.00000000 CAD -96994.87000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 OU Notional Amount -2142.16000000 -0.00004026485 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Constellation Software, Inc. Constellation Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 1.00000000 CAD -293.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10004.00000000 OU Notional Amount -21430190.08000000 -0.40281005713 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Constellation Software, Inc. Constellation Software, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 10004.00000000 CAD -2942765.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 250231.00000000 OU Notional Amount -5428201.81000000 -0.10203055936 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BCE, Inc. BCE, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 250231.00000000 CAD -21365.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 147308.00000000 OU Notional Amount -3195517.55000000 -0.06006417124 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BCE, Inc. BCE, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 147308.00000000 CAD -36937.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30535.00000000 OU Notional Amount 114355.14000000 0.002149462991 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 B2Gold Corp. B2Gold Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 30535.00000000 CAD -6184.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 678623.00000000 OU Notional Amount 45572328.87000000 0.856594940466 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Suncor Energy, Inc. Suncor Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 678623.00000000 CAD 1620473.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 434496.00000000 OU Notional Amount 19188677.36000000 0.360677725900 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tourmaline Oil Corp. Tourmaline Oil Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 434496.00000000 CAD -794443.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 72181.00000000 OU Notional Amount 3066733.50000000 0.057643496942 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keyera Corp. Keyera Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 72181.00000000 CAD -35852.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43530.00000000 OU Notional Amount -513597.18000000 -0.00965376922 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Whitecap Resources, Inc. Whitecap Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 43530.00000000 CAD -5806.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7539.00000000 OU Notional Amount -299978.90000000 -0.00563851824 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 7539.00000000 CAD 949.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 208456.00000000 OU Notional Amount -8294522.01000000 -0.15590701119 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AltaGas Ltd. AltaGas Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 208456.00000000 CAD 29832.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64200.00000000 OU Notional Amount 1469613.72000000 0.027623422111 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gibson Energy, Inc. Gibson Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 64200.00000000 CAD 54337.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 376117.00000000 OU Notional Amount -18389313.54000000 -0.34565257750 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pembina Pipeline Corp. Pembina Pipeline Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 376117.00000000 CAD 732583.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 175855.00000000 OU Notional Amount -23956221.67000000 -0.45029031397 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollarama, Inc. Dollarama, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 175855.00000000 CAD -894023.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1048113.00000000 OU Notional Amount 6130846.10000000 0.115237730444 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Algonquin Power & Utilities Corp. Algonquin Power & Utilities Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 1048113.00000000 CAD -120102.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103227.00000000 OU Notional Amount -3112604.98000000 -0.05850571484 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 103227.00000000 CAD -266721.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 214167.00000000 OU Notional Amount -6457780.14000000 -0.12138290782 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cenovus Energy, Inc. Cenovus Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 214167.00000000 CAD -244663.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9781.00000000 OU Notional Amount 459588.74000000 0.008638605907 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capital Power Corp. Capital Power Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 9781.00000000 CAD -51420.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17054.00000000 OU Notional Amount 313014.53000000 0.005883540941 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Peyto Exploration & Development Corp. Peyto Exploration & Development Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 17054.00000000 CAD 4009.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 633240.00000000 OU Notional Amount 9856473.09000000 0.185266041676 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Northland Power, Inc. Northland Power, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 633240.00000000 CAD 21027.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 234577.00000000 OU Notional Amount 5264323.87000000 0.098950246867 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 234577.00000000 CAD 275918.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 206647.00000000 OU Notional Amount -1527169.75000000 -0.02870526728 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Athabasca Oil Corp. Athabasca Oil Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 206647.00000000 CAD 73539.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29787.00000000 OU Notional Amount -284940.38000000 -0.00535584846 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tamarack Valley Energy Ltd. Tamarack Valley Energy Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 29787.00000000 CAD -5776.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 67429.00000000 OU Notional Amount -2464644.55000000 -0.04632640253 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TMX Group Ltd. TMX Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 67429.00000000 CAD -39501.93000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6271.00000000 OU Notional Amount -387483.70000000 -0.00728329197 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 BRP, Inc. BRP, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 6271.00000000 CAD -9162.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41603.00000000 OU Notional Amount 354049.14000000 0.006654843180 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BlackBerry Ltd. BlackBerry Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 41603.00000000 CAD -12892.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 116.00000000 OU Notional Amount -4464.24000000 -0.00008391156 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 116.00000000 CAD 65.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42555.00000000 OU Notional Amount -1637723.19000000 -0.03078327206 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Torex Gold Resources, Inc. Torex Gold Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 42555.00000000 CAD 43649.75000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1256.00000000 OU Notional Amount 125147.54000000 0.002352321073 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aritzia, Inc. Aritzia, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 1256.00000000 CAD -769.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54865.00000000 OU Notional Amount -3786951.10000000 -0.07118098268 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nutrien Ltd. Nutrien Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 54865.00000000 CAD -31769.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11824.00000000 OU Notional Amount 1597422.95000000 0.030025773329 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TFI International, Inc. TFI International, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 11824.00000000 CAD -207847.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40432.00000000 OU Notional Amount -1085608.65000000 -0.02040551580 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ERO Copper Corp. ERO Copper Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 40432.00000000 CAD -61671.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64057.00000000 OU Notional Amount -1719945.41000000 -0.03232875239 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ERO Copper Corp. ERO Copper Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 64057.00000000 CAD 12406.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15171.00000000 OU Notional Amount 1650158.06000000 0.031017002646 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wheaton Precious Metals Corp. Wheaton Precious Metals Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 15171.00000000 CAD -38584.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3.00000000 OU Notional Amount -366.52000000 -0.00000688925 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 3.00000000 CAD 6.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 79807.00000000 OU Notional Amount -9750361.94000000 -0.18327153587 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 WSP Global, Inc. WSP Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 79807.00000000 CAD 173595.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 57608.00000000 OU Notional Amount -1738698.49000000 -0.03268124246 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 57608.00000000 CAD -16743.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 85093.00000000 OU Notional Amount -2568238.28000000 -0.04827358994 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eldorado Gold Corp. Eldorado Gold Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 85093.00000000 CAD 160151.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 293925.00000000 OU Notional Amount 21514173.59000000 0.404388643338 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CGI, Inc. CGI, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 293925.00000000 CAD 2210444.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27771.00000000 OU Notional Amount -4106070.67000000 -0.07717927629 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 iA Financial Corp., Inc. iA Financial Corp., Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 27771.00000000 CAD -48817.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 923.00000000 OU Notional Amount -130017.34000000 -0.00244385569 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstService Corp. FirstService Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 923.00000000 CAD 668.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 76419.00000000 OU Notional Amount -5146023.90000000 -0.09672663534 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 76419.00000000 CAD 138514.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 92104.00000000 OU Notional Amount -6202245.32000000 -0.11657977751 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TC Energy Corp. TC Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 92104.00000000 CAD 227934.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 326250.00000000 OU Notional Amount -13472634.38000000 -0.25323679370 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GFL Environmental, Inc. GFL Environmental, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 326250.00000000 CAD -671478.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153449.00000000 OU Notional Amount -1374839.99000000 -0.02584201879 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equinox Gold Corp. Equinox Gold Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 153449.00000000 CAD 57837.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34.00000000 OU Notional Amount -815.89000000 -0.00001533578 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 34.00000000 CAD 29.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138027.00000000 OU Notional Amount -3312214.77000000 -0.06225765687 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Artemis Gold, Inc. Artemis Gold, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 138027.00000000 CAD 117757.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82926.00000000 OU Notional Amount 5383668.20000000 0.101193488584 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alimentation Couche-Tard, Inc. Alimentation Couche-Tard, Inc. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 82926.00000000 CAD 128434.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6398.00000000 OU Notional Amount 657576.66000000 0.012360062649 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 6398.00000000 CAD -29542.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5.00000000 OU Notional Amount -513.89000000 -0.00000965927 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sprott, Inc. Sprott, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 5.00000000 CAD 28.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 156326.00000000 OU Notional Amount -4147208.29000000 -0.07795251474 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Skeena Resources Ltd. Skeena Resources Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 156326.00000000 CAD 156864.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 97464.00000000 OU Notional Amount -10690205.54000000 -0.20093719599 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RB Global, Inc. RB Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 97464.00000000 CAD 101176.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 324315.00000000 OU Notional Amount 3079240.04000000 0.057878574655 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capstone Copper Corp. Capstone Copper Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 324315.00000000 CAD 53547.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48308.00000000 OU Notional Amount -1462489.94000000 -0.02748952081 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 48308.00000000 CAD 140723.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45657.00000000 OU Notional Amount -1382232.82000000 -0.02598097726 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MDA Space Ltd. MDA Space Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 45657.00000000 CAD 59328.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39910.00000000 OU Notional Amount 1479845.78000000 0.027815747828 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 South Bow Corp. South Bow Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 39910.00000000 CAD -53988.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29831.00000000 OU Notional Amount -7187018.54000000 -0.13508995197 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bombardier, Inc. Bombardier, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 29831.00000000 CAD 283810.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 565280.00000000 OU Notional Amount 20746624.82000000 0.389961502807 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Barrick Mining Corp. Barrick Mining Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 565280.00000000 CAD -436575.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 356782.00000000 OU Notional Amount -17258185.55000000 -0.32439146276 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brookfield Asset Management Ltd. Brookfield Asset Management Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 356782.00000000 CAD -707037.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 113298.00000000 OU Notional Amount 4815276.13000000 0.090509773632 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Brookfield Corp. Brookfield Corp. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 113298.00000000 CAD 75655.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54431.00000000 OU Notional Amount 458558.41000000 0.008619239430 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortuna Mining Corp. Fortuna Mining Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 54431.00000000 CAD -2737.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 548056.00000000 OU Notional Amount -7322530.14000000 -0.13763707988 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aris Mining Corp. Aris Mining Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 548056.00000000 CAD 548829.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30.00000000 OU Notional Amount -1859.47000000 -0.00003495131 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 30.00000000 CAD 27.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59178.00000000 OU Notional Amount -3667993.31000000 -0.06894500651 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AtkinsRealis Group, Inc. AtkinsRealis Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 59178.00000000 CAD 50905.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 121029.00000000 OU Notional Amount -1339058.95000000 -0.02516946467 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Almonty Industries, Inc. Almonty Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 121029.00000000 CAD 389865.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22297.00000000 OU Notional Amount -139172.34000000 -0.00261593658 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Discovery Mining Ltd. Discovery Mining Ltd. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 22297.00000000 CAD -13407.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 348358.00000000 OU Notional Amount -2174364.23000000 -0.04087018250 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Discovery Mining Ltd. Discovery Mining Ltd. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 348358.00000000 CAD 73904.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5573.00000000 OU Notional Amount 1844097.09000000 0.034662354902 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Celestica, Inc. Celestica, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 5573.00000000 CAD -8909.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 154574.00000000 OU Notional Amount 2797405.13000000 0.052581097789 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air Canada Air Canada Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 154574.00000000 CAD 308329.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60176.00000000 OU Notional Amount -1834233.68000000 -0.03447695847 N/A DE CA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2026-08-18 0.00000000 CAD 0.00000000 CAD 60176.00000000 CAD -168856.51000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2874.00000000 OU Notional Amount -87602.82000000 -0.00164661614 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-01-11 0.00000000 CAD 0.00000000 CAD 2874.00000000 CAD 2385.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61512.00000000 OU Notional Amount -1874956.49000000 -0.03524239999 N/A DE CA N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 G Mining Ventures Corp. G Mining Ventures Corp. Y equity-performance leg 2027-12-09 0.00000000 CAD 0.00000000 CAD 61512.00000000 CAD 51046.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 101592.00000000 OU Notional Amount 7513684.46000000 0.141230089668 N/A DE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Restaurant Brands International, Inc. Restaurant Brands International, Inc. Y equity-performance leg 2028-02-22 0.00000000 CAD 0.00000000 CAD 101592.00000000 CAD 64113.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88375.00000000 OU Notional Amount 4948142.63000000 0.093007183232 N/A DE CA N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lundin Gold, Inc. 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International PLC 4PQUHN3JPFGFNF3BB653 000000000 109268.00000000 OU Notional Amount 7711847.00000000 0.144954828635 N/A DE GB N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reckitt Benckiser Group PLC Reckitt Benckiser Group PLC Y equity-performance leg 2027-12-09 0.00000000 GBP 0.00000000 GBP 109268.00000000 GBP 354588.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 202289.00000000 OU Notional Amount -10240172.97000000 -0.19247821151 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Anglo American PLC Anglo American PLC Y equity-performance leg 2028-02-14 0.00000000 GBP 0.00000000 GBP 202289.00000000 GBP -691704.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 197831.00000000 OU Notional Amount -4829825.11000000 -0.09078324183 N/A DE GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hiscox Ltd. Hiscox Ltd. 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ASMPT Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 3800.00000000 HKD -9027.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1000.00000000 OU Notional Amount -9942.34000000 -0.00018688002 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 1000.00000000 HKD -132.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37000.00000000 OU Notional Amount -367866.72000000 -0.00691456370 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CLP Holdings Ltd. CLP Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 37000.00000000 HKD -2174.81000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60000.00000000 OU Notional Amount 217522.03000000 0.004088627352 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Henderson Land Development Co. Ltd. Henderson Land Development Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 60000.00000000 HKD 6944.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10500.00000000 OU Notional Amount -79048.60000000 -0.00148582774 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Power Assets Holdings Ltd. Power Assets Holdings Ltd. Y equity-performance leg 2028-12-11 0.00000000 HKD 0.00000000 HKD 10500.00000000 HKD -378.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2882000.00000000 OU Notional Amount -2580072.06000000 -0.04849602220 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hong Kong & China Gas Co. Ltd. Hong Kong & China Gas Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 2882000.00000000 HKD -33012.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46000.00000000 OU Notional Amount -41180.89000000 -0.00077405177 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 2027-12-09 0.00000000 HKD 0.00000000 HKD 46000.00000000 HKD -526.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2844000.00000000 OU Notional Amount 12402663.18000000 0.233125205398 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Galaxy Entertainment Group Ltd. Galaxy Entertainment Group Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 2844000.00000000 HKD 1025211.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 519000.00000000 OU Notional Amount -3451382.10000000 -0.06487349928 N/A DE HK N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2028-12-11 0.00000000 HKD 0.00000000 HKD 519000.00000000 HKD -312746.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 122000.00000000 OU Notional Amount -811307.54000000 -0.01524964712 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BOC Hong Kong Holdings Ltd. BOC Hong Kong Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 122000.00000000 HKD -70944.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 143000.00000000 OU Notional Amount 2244363.70000000 0.042185919343 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sun Hung Kai Properties Ltd. Sun Hung Kai Properties Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 143000.00000000 HKD 10359.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 29500.00000000 OU Notional Amount 374632.50000000 0.007041735895 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Swire Pacific Ltd. Swire Pacific Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 29500.00000000 HKD 37357.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40000.00000000 OU Notional Amount 671998.23000000 0.012631136000 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Techtronic Industries Co. Ltd. Techtronic Industries Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 40000.00000000 HKD 9353.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 674500.00000000 OU Notional Amount 3362040.36000000 0.063194197738 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Link REIT Link REIT Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 674500.00000000 HKD 49341.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 201800.00000000 OU Notional Amount 2034323.63000000 0.038237925775 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AIA Group Ltd. AIA Group Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 201800.00000000 HKD 55261.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2610800.00000000 OU Notional Amount 4896038.66000000 0.092027817065 N/A DE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sands China Ltd. Sands China Ltd. Y equity-performance leg 2026-08-19 0.00000000 HKD 0.00000000 HKD 2610800.00000000 HKD 583006.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 317500.00000000 OU Notional Amount 341619.78000000 0.006421216171 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WH Group Ltd. WH Group Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 317500.00000000 HKD 3522.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5500.00000000 OU Notional Amount 51531.01000000 0.000968596592 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Hutchison Holdings Ltd. CK Hutchison Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 5500.00000000 HKD 1414.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68500.00000000 OU Notional Amount 546393.20000000 0.010270215769 N/A DE HK N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CK Infrastructure Holdings Ltd. CK Infrastructure Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 HKD 0.00000000 HKD 68500.00000000 HKD 4337.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 291500.00000000 OU Notional Amount 1775531.47000000 0.033373569259 N/A DE HK N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CK Asset Holdings Ltd. CK Asset Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 HKD 0.00000000 HKD 291500.00000000 HKD -3662.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9645.00000000 OU Notional Amount 227895.13000000 0.004283604111 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bank Leumi Le-Israel BM Bank Leumi Le-Israel BM Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 9645.00000000 ILS 672.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 739.00000000 OU Notional Amount -42365.08000000 -0.00079631026 N/A DE IL N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Harel Insurance Investments & Financial Services Ltd. Harel Insurance Investments & Financial Services Ltd. Y equity-performance leg 2026-11-11 0.00000000 ILS 0.00000000 ILS 739.00000000 ILS 918.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4364.00000000 OU Notional Amount 324760.51000000 0.006104322878 N/A DE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mizrahi Tefahot Bank Ltd. Mizrahi Tefahot Bank Ltd. Y equity-performance leg 2026-08-19 0.00000000 ILS 0.00000000 ILS 4364.00000000 ILS 640.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 356.00000000 OU Notional Amount -27662.36000000 -0.00051995230 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 2028-03-27 0.00000000 ILS 0.00000000 ILS 356.00000000 ILS 413.86000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 353200.00000000 OU Notional Amount 4869464.63000000 0.091528321423 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aisin Corp. Aisin Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 353200.00000000 JPY -132334.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31300.00000000 OU Notional Amount -965240.64000000 -0.01814303260 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 31300.00000000 JPY 42505.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24200.00000000 OU Notional Amount -746288.29000000 -0.01402752040 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ajinomoto Co., Inc. Ajinomoto Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 24200.00000000 JPY 32864.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 109900.00000000 OU Notional Amount 2146541.60000000 0.040347217701 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ANA Holdings, Inc. ANA Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 109900.00000000 JPY 110216.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 85500.00000000 OU Notional Amount -5338746.88000000 -0.10034913025 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 85500.00000000 JPY -538526.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 72800.00000000 OU Notional Amount -4545740.03000000 -0.08544346990 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zensho Holdings Co. Ltd. Zensho Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 72800.00000000 JPY -433669.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54200.00000000 OU Notional Amount 1184552.53000000 0.022265302850 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Anritsu Corp. Anritsu Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 54200.00000000 JPY -172570.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144100.00000000 OU Notional Amount 1538259.17000000 0.028913708270 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Asahi Kasei Corp. Asahi Kasei Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 144100.00000000 JPY -101860.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42500.00000000 OU Notional Amount 1602802.16000000 0.030126883020 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AGC, Inc. AGC, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 42500.00000000 JPY -92153.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 98700.00000000 OU Notional Amount -2910112.38000000 -0.05469958640 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Asics Corp. Asics Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 98700.00000000 JPY 29032.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 582400.00000000 OU Notional Amount -17171726.93000000 -0.32276635344 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Asics Corp. Asics Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 582400.00000000 JPY -205362.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46300.00000000 OU Notional Amount -1365128.70000000 -0.02565948167 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Asics Corp. Asics Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 46300.00000000 JPY -16326.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1450000.00000000 OU Notional Amount 4040051.78000000 0.075938359960 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 LY Corp. LY Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1450000.00000000 JPY 106552.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15700.00000000 OU Notional Amount -589533.10000000 -0.01108108984 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Harmonic Drive Systems, Inc. Harmonic Drive Systems, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY 72512.19000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 82600.00000000 OU Notional Amount 3328107.88000000 0.062556389853 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Trend Micro, Inc. Trend Micro, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 82600.00000000 JPY 129006.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 373600.00000000 OU Notional Amount 9226207.81000000 0.173419334181 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bridgestone Corp. Bridgestone Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 373600.00000000 JPY 639523.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 93200.00000000 OU Notional Amount -2673307.78000000 -0.05024851648 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Obic Co. Ltd. Obic Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 93200.00000000 JPY -279741.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8300.00000000 OU Notional Amount 199456.71000000 0.003749064681 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coca-Cola Bottlers Japan Holdings, Inc. Coca-Cola Bottlers Japan Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -35194.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 253200.00000000 OU Notional Amount 7047848.06000000 0.132474050351 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Canon, Inc. Canon, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 253200.00000000 JPY 145431.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 225500.00000000 OU Notional Amount -5664640.43000000 -0.10647475018 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Capcom Co. Ltd. Capcom Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 225500.00000000 JPY -1007706.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 895900.00000000 OU Notional Amount -22294327.50000000 -0.41905271490 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 895900.00000000 JPY -1450121.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 27200.00000000 OU Notional Amount -676867.63000000 -0.01272266310 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Central Japan Railway Co. Central Japan Railway Co. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 27200.00000000 JPY -44026.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1138100.00000000 OU Notional Amount -19706274.42000000 -0.37040667839 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 1138100.00000000 JPY 990257.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6800.00000000 OU Notional Amount -117742.44000000 -0.00221313197 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubu Electric Power Co., Inc. Chubu Electric Power Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6800.00000000 JPY 5916.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12500.00000000 OU Notional Amount 542391.80000000 0.010195003923 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chugai Pharmaceutical Co. Ltd. Chugai Pharmaceutical Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 12500.00000000 JPY -11177.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 637400.00000000 OU Notional Amount 5823478.13000000 0.109460324406 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CyberAgent, Inc. CyberAgent, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 637400.00000000 JPY 307197.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 529300.00000000 OU Notional Amount 2759848.65000000 0.051875171812 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rakuten Group, Inc. Rakuten Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 529300.00000000 JPY 195993.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 101700.00000000 OU Notional Amount -1873691.89000000 -0.03521863009 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 KDDI Corp. KDDI Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 101700.00000000 JPY -81296.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52700.00000000 OU Notional Amount 1941266.93000000 0.036488796415 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Daifuku Co. Ltd. Daifuku Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 52700.00000000 JPY -50503.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 221600.00000000 OU Notional Amount -4692312.62000000 -0.08819850442 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 221600.00000000 JPY -313418.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14600.00000000 OU Notional Amount -309150.56000000 -0.00581091228 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Daito Trust Construction Co. Ltd. Daito Trust Construction Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 14600.00000000 JPY -20649.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20900.00000000 OU Notional Amount -3027464.66000000 -0.05690538479 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Daikin Industries Ltd. Daikin Industries Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 20900.00000000 JPY 77656.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37900.00000000 OU Notional Amount 2891187.23000000 0.054343862044 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SCREEN Holdings Co. Ltd. SCREEN Holdings Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 37900.00000000 JPY -941671.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 723000.00000000 OU Notional Amount 8087938.30000000 0.152023984693 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Daiwa Securities Group, Inc. Daiwa Securities Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 723000.00000000 JPY -286854.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 285800.00000000 OU Notional Amount 5897352.74000000 0.110848899858 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Otsuka Corp. Otsuka Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 285800.00000000 JPY 622958.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60200.00000000 OU Notional Amount 554273.52000000 0.010418337281 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi HC Capital, Inc. Mitsubishi HC Capital, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 60200.00000000 JPY 29520.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24800.00000000 OU Notional Amount -140627.64000000 -0.00264329095 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pan Pacific International Holdings Corp. Pan Pacific International Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 24800.00000000 JPY -10237.17000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14300.00000000 OU Notional Amount 729602.18000000 0.013713881898 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dowa Holdings Co. Ltd. Dowa Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 14300.00000000 JPY -11626.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 122900.00000000 OU Notional Amount -2827749.76000000 -0.05315146707 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 122900.00000000 JPY -68248.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 224100.00000000 OU Notional Amount -5156214.17000000 -0.09691817555 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 East Japan Railway Co. East Japan Railway Co. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 224100.00000000 JPY -188118.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4700.00000000 OU Notional Amount -159553.67000000 -0.00299903186 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ebara Corp. Ebara Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4700.00000000 JPY 20953.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91800.00000000 OU Notional Amount -3116388.61000000 -0.05857683339 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ebara Corp. Ebara Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 91800.00000000 JPY 30541.61000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -6789.52000000 -0.00012761841 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ebara Corp. Ebara Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 66.54000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50700.00000000 OU Notional Amount 1524185.90000000 0.028649181699 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eisai Co. Ltd. Eisai Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 50700.00000000 JPY 110285.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39300.00000000 OU Notional Amount -682850.00000000 -0.01283511002 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 39300.00000000 JPY -78132.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 38700.00000000 OU Notional Amount -672424.81000000 -0.01263915416 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Square Enix Holdings Co. Ltd. Square Enix Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 38700.00000000 JPY -76939.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 299600.00000000 OU Notional Amount 5655931.42000000 0.106311052301 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SBI Holdings, Inc. SBI Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 299600.00000000 JPY 487691.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2800.00000000 OU Notional Amount -1371073.95000000 -0.02577123086 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 2800.00000000 JPY -48038.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40700.00000000 OU Notional Amount -19929539.18000000 -0.37460324830 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 40700.00000000 JPY -327283.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount -244834.63000000 -0.00460200543 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fast Retailing Co. Ltd. Fast Retailing Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -4020.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 653000.00000000 OU Notional Amount 14585733.08000000 0.274159023010 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi UFJ Financial Group, Inc. Mitsubishi UFJ Financial Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 653000.00000000 JPY -94809.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48500.00000000 OU Notional Amount 4232559.58000000 0.079556810269 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fuji Electric Co. Ltd. Fuji Electric Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 48500.00000000 JPY 396871.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43400.00000000 OU Notional Amount 1748823.56000000 0.032871557157 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FANUC Corp. FANUC Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 43400.00000000 JPY -75872.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 529900.00000000 OU Notional Amount 12213810.17000000 0.229575451921 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fujitsu Ltd. Fujitsu Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 529900.00000000 JPY 1393872.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 124100.00000000 OU Notional Amount -2368066.28000000 -0.04451108039 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 124100.00000000 JPY 513051.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22100.00000000 OU Notional Amount -421710.43000000 -0.00792663069 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Furukawa Electric Co. Ltd. Furukawa Electric Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 22100.00000000 JPY 55764.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 152000.00000000 OU Notional Amount 2164035.40000000 0.040676037863 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hamamatsu Photonics KK Hamamatsu Photonics KK Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 152000.00000000 JPY -73738.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 486700.00000000 OU Notional Amount -14400432.38000000 -0.27067604011 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 486700.00000000 JPY -424931.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4000.00000000 OU Notional Amount -118351.61000000 -0.00222458217 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hankyu Hanshin Holdings, Inc. Hankyu Hanshin Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4000.00000000 JPY -3614.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 129600.00000000 OU Notional Amount 2875662.29000000 0.054052049328 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dentsu Group, Inc. Dentsu Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 129600.00000000 JPY 201925.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11100.00000000 OU Notional Amount -150524.87000000 -0.00282932308 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 11100.00000000 JPY 1193.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 667100.00000000 OU Notional Amount -9046408.99000000 -0.17003976672 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 667100.00000000 JPY 447668.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49500.00000000 OU Notional Amount -671259.55000000 -0.01261725148 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Resona Holdings, Inc. Resona Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 49500.00000000 JPY 33217.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 313200.00000000 OU Notional Amount 10263731.70000000 0.192921030426 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hitachi Ltd. Hitachi Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 313200.00000000 JPY 1035988.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52100.00000000 OU Notional Amount 1736507.53000000 0.032640060342 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hitachi Construction Machinery Co. Ltd. Hitachi Construction Machinery Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 52100.00000000 JPY 45983.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 301900.00000000 OU Notional Amount 3043037.96000000 0.057198106500 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Honda Motor Co. Ltd. Honda Motor Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 301900.00000000 JPY 129568.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18900.00000000 OU Notional Amount 2966379.51000000 0.055757204926 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Horiba Ltd. Horiba Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 18900.00000000 JPY -386590.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 34000.00000000 OU Notional Amount 5199175.18000000 0.097725687148 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hoya Corp. Hoya Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 34000.00000000 JPY -109951.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5900.00000000 OU Notional Amount 590252.78000000 0.011094617226 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ibiden Co. Ltd. Ibiden Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 5900.00000000 JPY 84643.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 235500.00000000 OU Notional Amount -4117706.24000000 -0.07739798292 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IHI Corp. IHI Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 235500.00000000 JPY -106462.33000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111400.00000000 OU Notional Amount -1662036.68000000 -0.03124027773 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 111400.00000000 JPY -71827.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8900.00000000 OU Notional Amount -132783.90000000 -0.00249585701 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Isuzu Motors Ltd. Isuzu Motors Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8900.00000000 JPY -5738.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2965100.00000000 OU Notional Amount 37210850.16000000 0.699429385503 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ITOCHU Corp. ITOCHU Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2965100.00000000 JPY 1488737.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 500.00000000 OU Notional Amount -44985.64000000 -0.00084556731 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Organo Corp. Organo Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY 1932.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1100.00000000 OU Notional Amount -98968.40000000 -0.00186024793 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Organo Corp. Organo Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1100.00000000 JPY 4252.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 267500.00000000 OU Notional Amount 11926989.75000000 0.224184265500 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Japan Tobacco, Inc. Japan Tobacco, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 267500.00000000 JPY 1299000.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 303200.00000000 OU Notional Amount -2601370.81000000 -0.04889636166 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Aeon Co. Ltd. Aeon Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 303200.00000000 JPY -84468.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 307900.00000000 OU Notional Amount 10288237.86000000 0.193381657591 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kajima Corp. Kajima Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 307900.00000000 JPY -556014.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 124300.00000000 OU Notional Amount 4134470.52000000 0.077713090745 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kandenko Co. Ltd. Kandenko Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 124300.00000000 JPY -405406.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 569800.00000000 OU Notional Amount 11712842.95000000 0.220159080262 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kao Corp. Kao Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 569800.00000000 JPY 377414.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 900.00000000 OU Notional Amount 15376.18000000 0.000289016565 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kawasaki Heavy Industries Ltd. Kawasaki Heavy Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 900.00000000 JPY 213.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13800.00000000 OU Notional Amount 245899.95000000 0.004622029601 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kawasaki Kisen Kaisha Ltd. Kawasaki Kisen Kaisha Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 13800.00000000 JPY -2015.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 373700.00000000 OU Notional Amount -3848722.88000000 -0.07234206870 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kikkoman Corp. Kikkoman Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 373700.00000000 JPY -140149.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24200.00000000 OU Notional Amount -12138396.14000000 -0.22815794094 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Keyence Corp. Keyence Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 24200.00000000 JPY -1442665.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3900.00000000 OU Notional Amount -1956187.81000000 -0.03676925498 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keyence Corp. Keyence Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY -232495.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 113500.00000000 OU Notional Amount 4994953.33000000 0.093887055071 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinden Corp. Kinden Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 113500.00000000 JPY -111172.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139300.00000000 OU Notional Amount -2577015.20000000 -0.04843856429 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kirin Holdings Co. Ltd. Kirin Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 139300.00000000 JPY -95903.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20500.00000000 OU Notional Amount 265337.88000000 0.004987392375 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kobe Steel Ltd. Kobe Steel Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY 15990.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 335200.00000000 OU Notional Amount -14544405.11000000 -0.27338220666 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 335200.00000000 JPY -1278159.69000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21700.00000000 OU Notional Amount -941567.99000000 -0.01769807241 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 21700.00000000 JPY -84101.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2900.00000000 OU Notional Amount -125831.67000000 -0.00236518024 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Komatsu Ltd. Komatsu Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2900.00000000 JPY -11239.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17000.00000000 OU Notional Amount -2189931.83000000 -0.04116279707 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 17000.00000000 JPY -239722.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1500.00000000 OU Notional Amount -193229.28000000 -0.00363201152 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 1500.00000000 JPY -23237.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21900.00000000 OU Notional Amount -2821147.47000000 -0.05302736790 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Konami Group Corp. Konami Group Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 21900.00000000 JPY -339268.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144300.00000000 OU Notional Amount 2448119.25000000 0.046015786667 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kubota Corp. Kubota Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 144300.00000000 JPY -7708.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 600.00000000 OU Notional Amount -32242.39000000 -0.00060604030 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 600.00000000 JPY 527.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2300.00000000 OU Notional Amount -123595.85000000 -0.00232315491 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kurita Water Industries Ltd. Kurita Water Industries Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2300.00000000 JPY 2022.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 29400.00000000 OU Notional Amount 670519.52000000 0.012603341601 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kyocera Corp. Kyocera Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 29400.00000000 JPY -10624.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 163500.00000000 OU Notional Amount -8332998.90000000 -0.15663023755 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 163500.00000000 JPY -345143.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8200.00000000 OU Notional Amount -417924.10000000 -0.00785546138 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokio Marine Holdings, Inc. Tokio Marine Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8200.00000000 JPY -11449.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 669400.00000000 OU Notional Amount -15508779.21000000 -0.29150895145 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 669400.00000000 JPY -36943.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15700.00000000 OU Notional Amount -363740.41000000 -0.00683700400 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 JX Advanced Metals Corp. JX Advanced Metals Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY -866.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15100.00000000 OU Notional Amount 171326.43000000 0.003220317169 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JFE Holdings, Inc. JFE Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 15100.00000000 JPY 1608.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3900.00000000 OU Notional Amount -125620.58000000 -0.00236121251 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Makita Corp. Makita Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 3900.00000000 JPY 9602.37000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 200.00000000 OU Notional Amount -6442.08000000 -0.00012108780 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Makita Corp. Makita Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 200.00000000 JPY 492.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 178600.00000000 OU Notional Amount -7674246.81000000 -0.14424808106 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 178600.00000000 JPY 138980.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8300.00000000 OU Notional Amount -356641.93000000 -0.00670357825 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Mitsui Financial Group, Inc. Sumitomo Mitsui Financial Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8300.00000000 JPY -8792.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 113600.00000000 OU Notional Amount -3671627.63000000 -0.06901331858 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marubeni Corp. Marubeni Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 113600.00000000 JPY -9245.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 500.00000000 OU Notional Amount 169302.66000000 0.003182277613 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Maruwa Co. Ltd. Maruwa Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 500.00000000 JPY -8258.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 262300.00000000 OU Notional Amount -6935857.76000000 -0.13036903779 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 262300.00000000 JPY 46304.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6000.00000000 OU Notional Amount -158654.77000000 -0.00298213579 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Panasonic Holdings Corp. Panasonic Holdings Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6000.00000000 JPY -8061.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 157300.00000000 OU Notional Amount -8155091.24000000 -0.15328621706 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 157300.00000000 JPY 196124.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3800.00000000 OU Notional Amount -197007.93000000 -0.00370303647 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY 1638.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4100.00000000 OU Notional Amount -212561.18000000 -0.00399538131 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mizuho Financial Group, Inc. Mizuho Financial Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 4100.00000000 JPY 1768.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3800.00000000 OU Notional Amount 126959.88000000 0.002386386510 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sojitz Corp. Sojitz Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 3800.00000000 JPY 1446.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 102800.00000000 OU Notional Amount -2445709.44000000 -0.04597049095 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 102800.00000000 JPY -107498.54000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 16400.00000000 OU Notional Amount -390171.55000000 -0.00733381382 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MISUMI Group, Inc. MISUMI Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 16400.00000000 JPY -17149.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 374100.00000000 OU Notional Amount 9082089.05000000 0.170710422793 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Estate Co. Ltd. Mitsubishi Estate Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 374100.00000000 JPY -557311.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 560300.00000000 OU Notional Amount 16748917.92000000 0.314819073422 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi Corp. Mitsubishi Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 560300.00000000 JPY 902872.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15700.00000000 OU Notional Amount 405535.63000000 0.007622602957 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Gas Chemical Co., Inc. Mitsubishi Gas Chemical Co., Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 15700.00000000 JPY -30663.69000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 439900.00000000 OU Notional Amount 15846556.45000000 0.297857941770 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mitsubishi Electric Corp. Mitsubishi Electric Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 439900.00000000 JPY 338689.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 567600.00000000 OU Notional Amount 13260456.39000000 0.249248614973 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsubishi Heavy Industries Ltd. Mitsubishi Heavy Industries Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 567600.00000000 JPY -279424.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33600.00000000 OU Notional Amount 872069.87000000 0.016391759141 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsubishi Materials Corp. Mitsubishi Materials Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 33600.00000000 JPY 6301.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 208600.00000000 OU Notional Amount 6400739.76000000 0.120310755004 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Mitsui & Co. Ltd. Mitsui & Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 208600.00000000 JPY 121835.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10700.00000000 OU Notional Amount -2014521.00000000 -0.03786570796 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 10700.00000000 JPY 189027.77000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6700.00000000 OU Notional Amount -1261429.04000000 -0.02371030316 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Kinzoku Co. Ltd. Mitsui Kinzoku Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6700.00000000 JPY 118363.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 258000.00000000 OU Notional Amount 3392126.06000000 0.063759700073 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mitsui Chemicals, Inc. Mitsui Chemicals, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 258000.00000000 JPY -90727.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2694300.00000000 OU Notional Amount 26246276.93000000 0.493335069367 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mitsui Fudosan Co. Ltd. Mitsui Fudosan Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 2694300.00000000 JPY 533325.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33200.00000000 OU Notional Amount 759612.67000000 0.014277970557 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DMG Mori Co. Ltd. DMG Mori Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 33200.00000000 JPY 46389.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116400.00000000 OU Notional Amount 5303686.60000000 0.099690123810 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Murata Manufacturing Co. Ltd. Murata Manufacturing Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 116400.00000000 JPY -629927.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11900.00000000 OU Notional Amount 217972.91000000 0.004097102265 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Seiko Epson Corp. Seiko Epson Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 11900.00000000 JPY 3757.59000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 220100.00000000 OU Notional Amount 7530583.80000000 0.141547736132 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NGK Insulators Ltd. NGK Insulators Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 220100.00000000 JPY -835826.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 91500.00000000 OU Notional Amount -5343473.97000000 -0.10043798244 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 91500.00000000 JPY 124485.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3000.00000000 OU Notional Amount -175195.87000000 -0.00329304864 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Niterra Co. Ltd. Niterra Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 3000.00000000 JPY 4081.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 77600.00000000 OU Notional Amount 5011934.38000000 0.094206237388 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Modec, Inc. Modec, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 77600.00000000 JPY 151619.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 124000.00000000 OU Notional Amount 2485425.27000000 0.046717004901 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Renesas Electronics Corp. Renesas Electronics Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 124000.00000000 JPY -444849.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 86200.00000000 OU Notional Amount -4111923.48000000 -0.07728928794 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nintendo Co. Ltd. Nintendo Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 86200.00000000 JPY -355938.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1335100.00000000 OU Notional Amount 16393564.78000000 0.308139719758 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Denso Corp. Denso Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 1335100.00000000 JPY 211535.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1117800.00000000 OU Notional Amount 33219515.34000000 0.624406728174 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NEC Corp. NEC Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 1117800.00000000 JPY 3403293.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173500.00000000 OU Notional Amount -1309219.60000000 -0.02460859282 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 173500.00000000 JPY -141599.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11700.00000000 OU Notional Amount -88287.43000000 -0.00165948433 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nippon Paint Holdings Co. Ltd. Nippon Paint Holdings Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 11700.00000000 JPY -9548.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 74100.00000000 OU Notional Amount -1189885.40000000 -0.02236554151 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NIDEC Corp. NIDEC Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 74100.00000000 JPY 9674.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 57700.00000000 OU Notional Amount 2266584.96000000 0.042603598653 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NH Foods Ltd. NH Foods Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 57700.00000000 JPY 63690.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 24263900.00000000 OU Notional Amount -23257268.18000000 -0.43715251658 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NTT, Inc. NTT, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 24263900.00000000 JPY -661493.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 57700.00000000 OU Notional Amount -55306.21000000 -0.00103955669 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 57700.00000000 JPY -1551.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11300.00000000 OU Notional Amount -10831.20000000 -0.00020358738 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NTT, Inc. NTT, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 11300.00000000 JPY -303.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18200.00000000 OU Notional Amount 129637.59000000 0.002436717772 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NSK Ltd. NSK Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 18200.00000000 JPY 3195.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 741400.00000000 OU Notional Amount 15655705.85000000 0.294270640826 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 741400.00000000 JPY 456499.82000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 199000.00000000 OU Notional Amount 4202165.45000000 0.078985510565 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nitto Denko Corp. Nitto Denko Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 199000.00000000 JPY 184476.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13800.00000000 OU Notional Amount 314282.90000000 0.005907381709 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Minebea Mitsumi, Inc. Minebea Mitsumi, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 13800.00000000 JPY -19816.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 69500.00000000 OU Notional Amount 2289516.29000000 0.043034624711 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nippon Electric Glass Co. Ltd. Nippon Electric Glass Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 69500.00000000 JPY -224573.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 738900.00000000 OU Notional Amount 7148481.54000000 0.134365595768 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Nomura Holdings, Inc. Nomura Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 738900.00000000 JPY -111220.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8700.00000000 OU Notional Amount -140357.04000000 -0.00263820465 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nitori Holdings Co. Ltd. Nitori Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 8700.00000000 JPY -13473.71000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 544600.00000000 OU Notional Amount 10703723.92000000 0.201191292641 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Obayashi Corp. Obayashi Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 544600.00000000 JPY -184547.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 761900.00000000 OU Notional Amount -8708043.16000000 -0.16367971304 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Olympus Corp. Olympus Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 761900.00000000 JPY -647981.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38100.00000000 OU Notional Amount -1274041.96000000 -0.02394738043 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omron Corp. Omron Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 38100.00000000 JPY 1679.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8100.00000000 OU Notional Amount -270859.31000000 -0.00509117528 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Omron Corp. Omron Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 8100.00000000 JPY 357.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 946000.00000000 OU Notional Amount 14137963.05000000 0.265742566101 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ono Pharmaceutical Co. Ltd. Ono Pharmaceutical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 946000.00000000 JPY 191626.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167100.00000000 OU Notional Amount -6744044.19000000 -0.12676363650 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ORIX Corp. ORIX Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 167100.00000000 JPY -11339.31000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 49900.00000000 OU Notional Amount -2013930.61000000 -0.03785461076 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ORIX Corp. ORIX Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 49900.00000000 JPY -864.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34300.00000000 OU Notional Amount 1176795.68000000 0.022119502128 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Osaka Gas Co. Ltd. Osaka Gas Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 34300.00000000 JPY 39664.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 176300.00000000 OU Notional Amount 1640987.21000000 0.030844623838 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Penta-Ocean Construction Co. Ltd. Penta-Ocean Construction Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 176300.00000000 JPY -80356.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 139000.00000000 OU Notional Amount -1546644.84000000 -0.02907132853 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Petroleum Exploration Co. Ltd. Japan Petroleum Exploration Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 139000.00000000 JPY -69362.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 103100.00000000 OU Notional Amount -1402480.11000000 -0.02636155307 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 103100.00000000 JPY -893.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 143200.00000000 OU Notional Amount -1947964.61000000 -0.03661468857 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Japan Exchange Group, Inc. Japan Exchange Group, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 143200.00000000 JPY -1241.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32400.00000000 OU Notional Amount -1021112.82000000 -0.01919322749 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 T&D Holdings, Inc. T&D Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 32400.00000000 JPY -14688.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 133100.00000000 OU Notional Amount 3529351.16000000 0.066339035589 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rohm Co. Ltd. Rohm Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 133100.00000000 JPY -328984.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 276500.00000000 OU Notional Amount -7252667.75000000 -0.13632391965 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 276500.00000000 JPY -193595.07000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58100.00000000 OU Notional Amount -1523978.29000000 -0.02864527938 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryohin Keikaku Co. Ltd. Ryohin Keikaku Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 58100.00000000 JPY -42233.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2700.00000000 OU Notional Amount -1166562.74000000 -0.02192715987 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SMC Corp. SMC Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 2700.00000000 JPY 22459.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 314071.00000000 OU Notional Amount -9782519.63000000 -0.18387598413 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 314071.00000000 JPY 2248110.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41124.00000000 OU Notional Amount -1280908.89000000 -0.02407645388 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 41124.00000000 JPY 156559.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 78500.00000000 OU Notional Amount -2445077.04000000 -0.04595860412 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 78500.00000000 JPY 298850.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 187500.00000000 OU Notional Amount -5840152.16000000 -0.10977373585 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SoftBank Group Corp. SoftBank Group Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 187500.00000000 JPY 713814.93000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 53300.00000000 OU Notional Amount -2295952.40000000 -0.04315560029 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 53300.00000000 JPY -97932.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 76000.00000000 OU Notional Amount -3273778.28000000 -0.06153518989 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Secom Co. Ltd. Secom Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 76000.00000000 JPY -136516.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42600.00000000 OU Notional Amount 709010.21000000 0.013326827346 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sekisui Chemical Co. Ltd. Sekisui Chemical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 42600.00000000 JPY 16047.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39700.00000000 OU Notional Amount 869122.99000000 0.016336368457 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sekisui House Ltd. Sekisui House Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 39700.00000000 JPY 10909.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20500.00000000 OU Notional Amount 521366.52000000 0.009799804711 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shimadzu Corp. Shimadzu Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 20500.00000000 JPY 11489.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 335000.00000000 OU Notional Amount 4934826.59000000 0.092756889847 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Shimizu Corp. Shimizu Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 335000.00000000 JPY -143917.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 142800.00000000 OU Notional Amount 5090835.03000000 0.095689284212 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shin-Etsu Chemical Co. Ltd. Shin-Etsu Chemical Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 142800.00000000 JPY -1678773.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19800.00000000 OU Notional Amount -2499356.52000000 -0.04697886200 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 19800.00000000 JPY -250611.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2200.00000000 OU Notional Amount -277706.28000000 -0.00521987355 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Shimano, Inc. Shimano, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2200.00000000 JPY -27845.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 536800.00000000 OU Notional Amount 12544406.20000000 0.235789461467 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sony Group Corp. Sony Group Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 536800.00000000 JPY 1213222.97000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1650200.00000000 OU Notional Amount 5339730.79000000 0.100367624204 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Chemical Co. Ltd. Sumitomo Chemical Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 1650200.00000000 JPY -202910.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 489000.00000000 OU Notional Amount 6471959.40000000 0.121649426623 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Electric Industries Ltd. Sumitomo Electric Industries Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 489000.00000000 JPY -770540.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 220800.00000000 OU Notional Amount 7137785.22000000 0.134164543642 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Heavy Industries Ltd. Sumitomo Heavy Industries Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 220800.00000000 JPY 71741.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131200.00000000 OU Notional Amount 6594824.75000000 0.123958850780 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Metal Mining Co. Ltd. Sumitomo Metal Mining Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 131200.00000000 JPY 610936.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 213400.00000000 OU Notional Amount 4783217.23000000 0.089907182274 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sumitomo Realty & Development Co. Ltd. Sumitomo Realty & Development Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 213400.00000000 JPY -177870.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 247800.00000000 OU Notional Amount 2572153.38000000 0.048347179660 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Sumitomo Corp. Sumitomo Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 247800.00000000 JPY 135996.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 265900.00000000 OU Notional Amount 3762146.03000000 0.070714737089 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sumitomo Rubber Industries Ltd. Sumitomo Rubber Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 265900.00000000 JPY 116472.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 32400.00000000 OU Notional Amount -422934.84000000 -0.00794964517 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 32400.00000000 JPY -18371.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 194300.00000000 OU Notional Amount -2536303.67000000 -0.04767333478 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 194300.00000000 JPY -87829.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -177528.20000000 -0.00333688801 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Suzuki Motor Corp. Suzuki Motor Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY -6147.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11900.00000000 OU Notional Amount 228818.63000000 0.004300962570 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TDK Corp. TDK Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 11900.00000000 JPY 18772.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74400.00000000 OU Notional Amount 6026580.43000000 0.113277912993 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Taisei Corp. Taisei Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 74400.00000000 JPY -188809.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 96000.00000000 OU Notional Amount 3296219.95000000 0.061957012113 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Takeda Pharmaceutical Co. Ltd. Takeda Pharmaceutical Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 96000.00000000 JPY 29436.83000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4400.00000000 OU Notional Amount -869360.55000000 -0.01634083372 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Advantest Corp. Advantest Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 4400.00000000 JPY -97999.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 42700.00000000 OU Notional Amount 2640615.77000000 0.049634024952 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Taiyo Yuden Co. Ltd. Taiyo Yuden Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 42700.00000000 JPY -342100.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 256200.00000000 OU Notional Amount -3758427.07000000 -0.07064483409 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Terumo Corp. Terumo Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 256200.00000000 JPY -308067.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18800.00000000 OU Notional Amount 1957611.42000000 0.036796013707 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Seimitsu Co. Ltd. Tokyo Seimitsu Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 18800.00000000 JPY -145873.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 47900.00000000 OU Notional Amount 2594160.64000000 0.048760836544 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Ohka Kogyo Co. Ltd. Tokyo Ohka Kogyo Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 47900.00000000 JPY -426837.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 405700.00000000 OU Notional Amount -3880930.20000000 -0.07294744982 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toho Co. Ltd. Toho Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 405700.00000000 JPY -426426.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27600.00000000 OU Notional Amount 582394.84000000 0.010946916378 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Tatemono Co. Ltd. Tokyo Tatemono Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 27600.00000000 JPY -6973.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 123800.00000000 OU Notional Amount 4779281.82000000 0.089833210801 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tokyo Gas Co. Ltd. Tokyo Gas Co. Ltd. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 123800.00000000 JPY 111978.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30700.00000000 OU Notional Amount 10264147.47000000 0.192928845398 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tokyo Electron Ltd. Tokyo Electron Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 30700.00000000 JPY -2006883.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 488100.00000000 OU Notional Amount 3506146.11000000 0.065902864585 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toray Industries, Inc. Toray Industries, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 488100.00000000 JPY -20366.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13200.00000000 OU Notional Amount -572869.07000000 -0.01076786635 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 13200.00000000 JPY 42491.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 31700.00000000 OU Notional Amount -1375753.75000000 -0.02585919418 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TOTO Ltd. TOTO Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 31700.00000000 JPY 102044.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67600.00000000 OU Notional Amount -4386244.34000000 -0.08244552785 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 67600.00000000 JPY 47085.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2500.00000000 OU Notional Amount -162213.18000000 -0.00304902103 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Toyo Suisan Kaisha Ltd. Toyo Suisan Kaisha Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 2500.00000000 JPY 1741.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19400.00000000 OU Notional Amount 514573.47000000 0.009672119942 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Toyo Tire Corp. Toyo Tire Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 19400.00000000 JPY 35266.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 46300.00000000 OU Notional Amount 778695.31000000 0.014636655164 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tosoh Corp. Tosoh Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 46300.00000000 JPY -19008.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 143100.00000000 OU Notional Amount -5939413.37000000 -0.11163948756 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Tsusho Corp. Toyota Tsusho Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 143100.00000000 JPY -278738.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 748300.00000000 OU Notional Amount -14161326.93000000 -0.26618172253 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 748300.00000000 JPY -896606.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71600.00000000 OU Notional Amount -1355006.02000000 -0.02546921190 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toyota Motor Corp. Toyota Motor Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 71600.00000000 JPY -65236.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 166600.00000000 OU Notional Amount -3143710.67000000 -0.05909038929 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Japan Railway Co. West Japan Railway Co. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 166600.00000000 JPY -142654.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61700.00000000 OU Notional Amount 516113.08000000 0.009701059041 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Yamaha Motor Co. Ltd. Yamaha Motor Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 61700.00000000 JPY -22561.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 149400.00000000 OU Notional Amount 2051979.55000000 0.038569793206 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Astellas Pharma, Inc. Astellas Pharma, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 149400.00000000 JPY 59887.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 230100.00000000 OU Notional Amount 6851870.16000000 0.128790374714 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yaskawa Electric Corp. Yaskawa Electric Corp. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 230100.00000000 JPY -500103.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31300.00000000 OU Notional Amount -1116305.03000000 -0.02098249671 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokogawa Electric Corp. Yokogawa Electric Corp. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 31300.00000000 JPY -17625.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40800.00000000 OU Notional Amount -1938034.78000000 -0.03642804368 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Yokohama Rubber Co. Ltd. Yokohama Rubber Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 40800.00000000 JPY -11503.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5600.00000000 OU Notional Amount -132475.54000000 -0.00249006096 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 5600.00000000 JPY -1910.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 33300.00000000 OU Notional Amount -787756.34000000 -0.01480696975 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Electric Power Development Co. Ltd. Electric Power Development Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 33300.00000000 JPY -11358.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 448900.00000000 OU Notional Amount 5952466.21000000 0.111884833740 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Seven & i Holdings Co. Ltd. Seven & i Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 448900.00000000 JPY 486681.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87300.00000000 OU Notional Amount -2529012.76000000 -0.04753629205 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 87300.00000000 JPY -279354.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88000.00000000 OU Notional Amount -2549291.22000000 -0.04791745374 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 88000.00000000 JPY -340593.97000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 139100.00000000 OU Notional Amount -4029618.27000000 -0.07574224771 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bandai Namco Holdings, Inc. Bandai Namco Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 139100.00000000 JPY -538370.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 182400.00000000 OU Notional Amount 3708194.85000000 0.069700650055 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 SUMCO Corp. SUMCO Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 182400.00000000 JPY -418621.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 154200.00000000 OU Notional Amount 3554104.43000000 0.066804307528 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Inpex Corp. Inpex Corp. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 154200.00000000 JPY 126285.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 178600.00000000 OU Notional Amount 3122580.78000000 0.058693223797 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kobe Bussan Co. Ltd. Kobe Bussan Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 178600.00000000 JPY 230692.43000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12200.00000000 OU Notional Amount -153954.19000000 -0.00289378189 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MonotaRO Co. Ltd. MonotaRO Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 12200.00000000 JPY -14647.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22200.00000000 OU Notional Amount 1014766.96000000 0.019073948276 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fukuoka Financial Group, Inc. Fukuoka Financial Group, Inc. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 22200.00000000 JPY -24786.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13600.00000000 OU Notional Amount -253065.29000000 -0.00475671207 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J Front Retailing Co. Ltd. J Front Retailing Co. Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 13600.00000000 JPY 6673.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 167300.00000000 OU Notional Amount -3734026.26000000 -0.07018618712 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 167300.00000000 JPY 210707.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6300.00000000 OU Notional Amount -140611.87000000 -0.00264299454 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Isetan Mitsukoshi Holdings Ltd. Isetan Mitsukoshi Holdings Ltd. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 6300.00000000 JPY 7934.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 51500.00000000 OU Notional Amount -1585353.59000000 -0.02979891301 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 2028-12-11 0.00000000 JPY 0.00000000 JPY 51500.00000000 JPY -69914.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 700.00000000 OU Notional Amount -21548.50000000 -0.00040503385 N/A DE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MS&AD Insurance Group Holdings, Inc. MS&AD Insurance Group Holdings, Inc. Y equity-performance leg 2027-02-24 0.00000000 JPY 0.00000000 JPY 700.00000000 JPY -950.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14300.00000000 OU Notional Amount 991553.45000000 0.018637618255 N/A DE JP N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Otsuka Holdings Co. Ltd. Otsuka Holdings Co. Ltd. Y equity-performance leg 2026-08-19 0.00000000 JPY 0.00000000 JPY 14300.00000000 JPY 11668.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1264800.00000000 OU Notional Amount 15250153.26000000 0.286647719082 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dai-ichi Life Holdings, Inc. Dai-ichi Life Holdings, Inc. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 1264800.00000000 JPY 539750.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 88600.00000000 OU Notional Amount 2109961.35000000 0.039659641317 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MEIJI Holdings Co. Ltd. MEIJI Holdings Co. Ltd. Y equity-performance leg 2028-12-11 0.00000000 JPY 0.00000000 JPY 88600.00000000 JPY 84958.13000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2230100.00000000 OU Notional Amount 18417338.77000000 0.346179350461 N/A DE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ENEOS Holdings, Inc. ENEOS Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 JPY 0.00000000 JPY 2230100.00000000 JPY 379790.53000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 263700.00000000 OU Notional Amount -11707383.57000000 -0.22005646366 N/A DE JP N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sompo Holdings, Inc. 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Singapore Technologies Engineering Ltd. Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 41400.00000000 SGD -9119.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41600.00000000 OU Notional Amount -2400182.63000000 -0.04511475160 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DBS Group Holdings Ltd. DBS Group Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 41600.00000000 SGD -26906.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 115700.00000000 OU Notional Amount -2205726.74000000 -0.04145968425 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Singapore Exchange Ltd. Singapore Exchange Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 115700.00000000 SGD -52479.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1800200.00000000 OU Notional Amount 3493711.71000000 0.065669142842 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CapitaLand Integrated Commercial Trust CapitaLand Integrated Commercial Trust Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 1800200.00000000 SGD 49887.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 61000.00000000 OU Notional Amount -122181.56000000 -0.00229657137 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CapitaLand Ascendas REIT CapitaLand Ascendas REIT Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 61000.00000000 SGD -4350.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31900.00000000 OU Notional Amount -1078828.40000000 -0.02027807162 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Overseas Bank Ltd. United Overseas Bank Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 31900.00000000 SGD -13587.78000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23800.00000000 OU Notional Amount 82345.55000000 0.001547798483 N/A DE SG N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Singapore Telecommunications Ltd. Singapore Telecommunications Ltd. Y equity-performance leg 2028-12-11 0.00000000 SGD 0.00000000 SGD 23800.00000000 SGD 502.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 294200.00000000 OU Notional Amount -1265379.10000000 -0.02378455000 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 294200.00000000 SGD 5862.51000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 716500.00000000 OU Notional Amount -3081727.15000000 -0.05792532332 N/A DE SG N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sembcorp Industries Ltd. Sembcorp Industries Ltd. Y equity-performance leg 2027-12-09 0.00000000 SGD 0.00000000 SGD 716500.00000000 SGD -62898.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100300.00000000 OU Notional Amount -2278136.20000000 -0.04282072018 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 100300.00000000 SGD -71466.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 951200.00000000 OU Notional Amount -21604817.10000000 -0.40609241345 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 2027-12-09 0.00000000 SGD 0.00000000 SGD 951200.00000000 SGD -107689.73000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 41800.00000000 OU Notional Amount 373314.01000000 0.007016953052 N/A DE SG N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keppel Ltd. Keppel Ltd. Y equity-performance leg 2027-02-24 0.00000000 SGD 0.00000000 SGD 41800.00000000 SGD 5866.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68400.00000000 OU Notional Amount -208791.93000000 -0.00392453305 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Yangzijiang Shipbuilding Holdings Ltd. Yangzijiang Shipbuilding Holdings Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 68400.00000000 SGD -15114.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 699900.00000000 OU Notional Amount 1172537.29000000 0.022039459799 N/A DE SG N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Seatrium Ltd. Seatrium Ltd. Y equity-performance leg 2026-08-19 0.00000000 SGD 0.00000000 SGD 699900.00000000 SGD 81191.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6627.00000000 OU Notional Amount USD 1799760.66000000 0.033828990390 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Amazon.com, Inc. Amazon.com, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6627.00000000 USD 177139.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48865.00000000 OU Notional Amount USD 5165030.50000000 0.097083890671 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 48865.00000000 USD 250677.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45030.00000000 OU Notional Amount USD 4759671.00000000 0.089464598320 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Abbott Laboratories Abbott Laboratories Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 45030.00000000 USD 231003.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 730.00000000 OU Notional Amount USD 186661.00000000 0.003508551617 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 730.00000000 USD 2204.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3037.00000000 OU Notional Amount USD 776560.90000000 0.014596535976 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TD SYNNEX Corp. TD SYNNEX Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3037.00000000 USD 17067.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17086.00000000 OU Notional Amount USD 3821283.90000000 0.071826315134 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17086.00000000 USD 174668.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8303.00000000 OU Notional Amount USD 1856965.95000000 0.034904242921 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 International Business Machines Corp. International Business Machines Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8303.00000000 USD 147533.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4114.00000000 OU Notional Amount USD 1958881.10000000 0.036819879098 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4114.00000000 USD -277057.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 820.00000000 OU Notional Amount USD -390443.00000000 -0.00733891610 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Advanced Micro Devices, Inc. Advanced Micro Devices, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 820.00000000 USD -38048.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 85122.00000000 OU Notional Amount USD 21315400.02000000 0.400652419217 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 85122.00000000 USD 2728160.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 180.00000000 OU Notional Amount USD 45073.80000000 0.000847224400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Adobe, Inc. Adobe, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 180.00000000 USD 5769.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38906.00000000 OU Notional Amount USD 2001713.70000000 0.037624977046 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 38906.00000000 USD 70419.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22867.00000000 OU Notional Amount USD -1176507.15000000 -0.02211407880 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alexandria Real Estate Equities, Inc. Alexandria Real Estate Equities, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22867.00000000 USD -41389.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 27832.00000000 OU Notional Amount USD -2843317.12000000 -0.05344407713 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AGCO Corp. AGCO Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 27832.00000000 USD 420819.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -18899.60000000 -0.00035524411 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 AGCO Corp. AGCO Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185.00000000 USD 2797.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8600.00000000 OU Notional Amount USD 2536054.00000000 0.047668641893 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8600.00000000 USD 10320.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20227.00000000 OU Notional Amount USD -5964740.03000000 -0.11211553716 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Air Products & Chemicals, Inc. Air Products & Chemicals, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20227.00000000 USD 42423.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94263.00000000 OU Notional Amount USD -4472779.35000000 -0.08407207303 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alaska Air Group, Inc. Alaska Air Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 94263.00000000 USD -289058.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35645.00000000 OU Notional Amount USD -2499427.40000000 -0.04698019429 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BXP, Inc. BXP, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35645.00000000 USD -96597.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 160.00000000 OU Notional Amount USD 42252.80000000 0.000794199804 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 160.00000000 USD 1960.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 46741.00000000 OU Notional Amount USD -12343363.28000000 -0.23201058177 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Allstate Corp. Allstate Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 46741.00000000 USD -549831.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4160.00000000 OU Notional Amount USD -1098572.80000000 -0.02064919492 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Allstate Corp. Allstate Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4160.00000000 USD -50960.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13274.00000000 OU Notional Amount USD 5112613.84000000 0.096098647062 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13274.00000000 USD 253666.14000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10723.00000000 OU Notional Amount USD 4130070.68000000 0.077630389668 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Amgen, Inc. Amgen, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10723.00000000 USD 204916.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 65997.00000000 OU Notional Amount USD 22191491.25000000 0.417119765381 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Express Co. American Express Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 65997.00000000 USD -1464473.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70.00000000 OU Notional Amount USD -23537.50000000 -0.00044241986 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Express Co. American Express Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 70.00000000 USD 1553.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20431.00000000 OU Notional Amount USD -2612103.35000000 -0.04909809459 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Electric Power Co., Inc. American Electric Power Co., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20431.00000000 USD 106649.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8779.00000000 OU Notional Amount USD -1122395.15000000 -0.02109696894 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Electric Power Co., Inc. American Electric Power Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8779.00000000 USD 45826.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1498.00000000 OU Notional Amount USD 190965.04000000 0.003589452001 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Aflac, Inc. Aflac, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1498.00000000 USD 5842.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 190841.00000000 OU Notional Amount USD 14996285.78000000 0.281875928736 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American International Group, Inc. American International Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 190841.00000000 USD 62977.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12873.00000000 OU Notional Amount USD 1011560.34000000 0.019013675418 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American International Group, Inc. American International Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12873.00000000 USD 4248.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 38863.00000000 OU Notional Amount USD 14278654.83000000 0.268387062661 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38863.00000000 USD -676139.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10469.00000000 OU Notional Amount USD 3846415.29000000 0.072298694362 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Analog Devices, Inc. Analog Devices, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10469.00000000 USD -160390.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2437.00000000 OU Notional Amount USD 4215254.53000000 0.079231537924 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2437.00000000 USD -134737.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1983.00000000 OU Notional Amount USD -3429975.27000000 -0.06447112831 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Comfort Systems USA, Inc. Comfort Systems USA, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1983.00000000 USD 121696.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5625.00000000 OU Notional Amount USD -1997043.75000000 -0.03753719887 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Jones Lang LaSalle, Inc. Jones Lang LaSalle, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5625.00000000 USD -174318.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 189845.00000000 OU Notional Amount USD 3588070.50000000 0.067442746784 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FNB Corp. FNB Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 189845.00000000 USD 4057.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 109498.00000000 OU Notional Amount USD 34261924.20000000 0.644000244185 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 109498.00000000 USD 222698.29000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 144.00000000 OU Notional Amount USD 45057.60000000 0.000846919899 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Valero Energy Corp. Valero Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 144.00000000 USD 285.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7683.00000000 OU Notional Amount USD 388990.29000000 0.007311610412 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7683.00000000 USD 153.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 75.00000000 OU Notional Amount USD -3797.25000000 -0.00007137456 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 75.00000000 USD -201.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 43321.00000000 OU Notional Amount USD -2193342.23000000 -0.04122690025 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Omega Healthcare Investors, Inc. Omega Healthcare Investors, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 43321.00000000 USD -866.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196461.00000000 OU Notional Amount USD 4707205.56000000 0.088478437824 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Comcast Corp. Comcast Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 196461.00000000 USD 101629.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 575.00000000 OU Notional Amount USD 13777.00000000 0.000258957766 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Comcast Corp. Comcast Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 575.00000000 USD 253.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount USD -14065.80000000 -0.00026438616 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 105.00000000 USD -509.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 33427.00000000 OU Notional Amount USD -4477880.92000000 -0.08416796409 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AptarGroup, Inc. AptarGroup, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33427.00000000 USD -160115.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8395.00000000 OU Notional Amount USD 2593299.45000000 0.048744649287 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Apple, Inc. Apple, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8395.00000000 USD -142547.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9849.00000000 OU Notional Amount USD 3042454.59000000 0.057187141254 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Apple, Inc. Apple, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9849.00000000 USD -167236.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13571.00000000 OU Notional Amount USD 6889589.57000000 0.129499363185 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13571.00000000 USD -759468.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7563.00000000 OU Notional Amount USD 3839508.21000000 0.072168866242 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Applied Materials, Inc. Applied Materials, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7563.00000000 USD -318395.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5712.00000000 OU Notional Amount USD 671959.68000000 0.012630411400 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5712.00000000 USD -15496.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 141685.00000000 OU Notional Amount USD 16667823.40000000 0.313294789778 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Albemarle Corp. Albemarle Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 141685.00000000 USD 26920.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 137070.00000000 OU Notional Amount USD 10865538.90000000 0.204232828954 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Archer-Daniels-Midland Co. Archer-Daniels-Midland Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 137070.00000000 USD -1103413.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 451.00000000 OU Notional Amount USD 7748.18000000 0.000145637757 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 American Eagle Outfitters, Inc. American Eagle Outfitters, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 451.00000000 USD -288.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13056.00000000 OU Notional Amount USD 1318525.44000000 0.024783508957 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13056.00000000 USD -57628.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 538.00000000 OU Notional Amount USD -54332.62000000 -0.00102125672 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pinnacle West Capital Corp. Pinnacle West Capital Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 538.00000000 USD 2856.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27455.00000000 OU Notional Amount USD 7948771.60000000 0.149408154121 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27455.00000000 USD -339343.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75.00000000 OU Notional Amount USD 21714.00000000 0.000408144657 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Advanced Energy Industries, Inc. Advanced Energy Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 75.00000000 USD -2084.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 30363.00000000 OU Notional Amount USD -3328088.43000000 -0.06255602426 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ameren Corp. Ameren Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 30363.00000000 USD 74099.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11450.00000000 OU Notional Amount USD -2479726.50000000 -0.04660988863 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arrow Electronics, Inc. Arrow Electronics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11450.00000000 USD -119881.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 64003.00000000 OU Notional Amount USD 4979433.40000000 0.093595336525 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Agree Realty Corp. Agree Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 64003.00000000 USD -157788.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31540.00000000 OU Notional Amount USD 3884781.80000000 0.073019845972 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Autoliv, Inc. Autoliv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31540.00000000 USD 3470.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 25317.00000000 OU Notional Amount USD 5929241.40000000 0.111448291320 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25317.00000000 USD 744456.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2178.00000000 OU Notional Amount USD 510087.60000000 0.009587801812 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Autodesk, Inc. Autodesk, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2178.00000000 USD 66864.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25656.00000000 OU Notional Amount USD 6836297.76000000 0.128497669922 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Automatic Data Processing, Inc. Automatic Data Processing, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 25656.00000000 USD 598811.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5645.00000000 OU Notional Amount USD -17026731.25000000 -0.32004095913 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5645.00000000 USD -248513.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD -3016.25000000 -0.00005669458 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AutoZone, Inc. AutoZone, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1.00000000 USD -45.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1893.00000000 OU Notional Amount USD 321298.89000000 0.006039256943 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1893.00000000 USD 22810.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59.00000000 OU Notional Amount USD -10014.07000000 -0.00018822829 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 59.00000000 USD -763.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26538.00000000 OU Notional Amount USD -4504294.74000000 -0.08466444836 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Avery Dennison Corp. Avery Dennison Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26538.00000000 USD -319782.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51395.00000000 OU Notional Amount USD 4565931.80000000 0.085823002145 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Avnet, Inc. Avnet, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51395.00000000 USD 135168.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8309.00000000 OU Notional Amount USD 738171.56000000 0.013874955245 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Avnet, Inc. Avnet, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8309.00000000 USD -10718.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2692.00000000 OU Notional Amount USD -1377065.68000000 -0.02588385372 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Berkshire Hathaway, Inc. Berkshire Hathaway, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2692.00000000 USD -34689.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 63831.00000000 OU Notional Amount USD -1669818.96000000 -0.03138655644 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Baxter International, Inc. Baxter International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 63831.00000000 USD -282133.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 998.00000000 OU Notional Amount USD 344519.58000000 0.006475721922 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Industrial Technologies, Inc. Applied Industrial Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 998.00000000 USD 3762.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8929.00000000 OU Notional Amount USD -3082380.09000000 -0.05793759623 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Industrial Technologies, Inc. Applied Industrial Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8929.00000000 USD -33662.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19347.00000000 OU Notional Amount USD 3204250.14000000 0.060228312354 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19347.00000000 USD 167874.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12567.00000000 OU Notional Amount USD 2081346.54000000 0.039121786393 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Becton Dickinson & Co. Becton Dickinson & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 12567.00000000 USD 156584.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21944.00000000 OU Notional Amount USD 5304084.24000000 0.099697598004 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21944.00000000 USD 101381.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5310.00000000 OU Notional Amount USD 1283480.10000000 0.024124783330 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 AMETEK, Inc. AMETEK, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5310.00000000 USD 24532.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 185977.00000000 OU Notional Amount USD 8705583.37000000 0.163633477890 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185977.00000000 USD 417882.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 492.00000000 OU Notional Amount USD 23030.52000000 0.000432890470 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Verizon Communications, Inc. Verizon Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 492.00000000 USD 1239.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 144402.00000000 OU Notional Amount USD 10474921.08000000 0.196890626865 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 144402.00000000 USD 384109.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 339.00000000 OU Notional Amount USD 24591.06000000 0.000462222978 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 W.R. Berkley Corp. W.R. Berkley Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 339.00000000 USD 901.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29926.00000000 OU Notional Amount USD 2581416.76000000 0.048521297697 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 29926.00000000 USD -20032.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 39521.00000000 OU Notional Amount USD 3409081.46000000 0.064078400263 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Best Buy Co., Inc. Best Buy Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39521.00000000 USD -42504.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD 8077.98000000 0.000151836804 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aehr Test Systems Aehr Test Systems Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD -788.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11.00000000 OU Notional Amount USD -3580.28000000 -0.00006729631 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11.00000000 USD -327.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4088.00000000 OU Notional Amount USD -1330562.24000000 -0.02500975725 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4088.00000000 USD -79797.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD -16924.96000000 -0.00031812802 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bio-Rad Laboratories, Inc. Bio-Rad Laboratories, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52.00000000 USD -1015.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1309.00000000 OU Notional Amount USD 200643.52000000 0.003771372416 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1309.00000000 USD 7474.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 158325.00000000 OU Notional Amount USD -24268056.00000000 -0.45615167142 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Yum! Brands, Inc. Yum! Brands, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 158325.00000000 USD -904246.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56891.00000000 OU Notional Amount USD 2748404.21000000 0.051660057737 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 56891.00000000 USD -18774.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1028.00000000 OU Notional Amount USD -49662.68000000 -0.00093347874 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FirstEnergy Corp. FirstEnergy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1028.00000000 USD 1048.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1470.00000000 OU Notional Amount USD 64724.10000000 0.001216578962 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 H&R Block, Inc. H&R Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1470.00000000 USD 6585.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 33075.00000000 OU Notional Amount USD -7148830.50000000 -0.13437215495 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Boeing Co. Boeing Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33075.00000000 USD -244300.21000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7016.00000000 OU Notional Amount USD -1516438.24000000 -0.02850355371 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Boeing Co. Boeing Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7016.00000000 USD -52549.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41438.00000000 OU Notional Amount USD 1566356.40000000 0.029441834562 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Robert Half, Inc. Robert Half, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 41438.00000000 USD 45581.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 80964.00000000 OU Notional Amount USD 5160645.36000000 0.097001465901 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BorgWarner, Inc. BorgWarner, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 80964.00000000 USD -41291.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 99720.00000000 OU Notional Amount USD 4659915.60000000 0.087589557631 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 99720.00000000 USD 374947.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 376.00000000 OU Notional Amount USD -17570.48000000 -0.00033026146 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 376.00000000 USD -1387.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15772.00000000 OU Notional Amount USD 2329997.56000000 0.043795526159 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15772.00000000 USD -940326.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12991.00000000 OU Notional Amount USD 1919160.43000000 0.036073274178 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CH Robinson Worldwide, Inc. CH Robinson Worldwide, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12991.00000000 USD -747928.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4628.00000000 OU Notional Amount USD -393657.68000000 -0.00739934046 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Boyd Gaming Corp. Boyd Gaming Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4628.00000000 USD 11940.24000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10310.00000000 OU Notional Amount USD -876968.60000000 -0.01648383754 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Boyd Gaming Corp. Boyd Gaming Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10310.00000000 USD 16496.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 890.00000000 OU Notional Amount USD -79841.90000000 -0.00150073891 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Casella Waste Systems, Inc. Casella Waste Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 890.00000000 USD 640.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 577.00000000 OU Notional Amount USD -51762.67000000 -0.00097295096 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Casella Waste Systems, Inc. Casella Waste Systems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 577.00000000 USD 3808.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4699.00000000 OU Notional Amount USD 1141481.08000000 0.021455715387 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4699.00000000 USD 43888.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34915.00000000 OU Notional Amount USD -8481551.80000000 -0.15942249473 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Take-Two Interactive Software, Inc. Take-Two Interactive Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34915.00000000 USD -316918.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7578.00000000 OU Notional Amount USD 10732721.40000000 0.201736340376 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mettler-Toledo International, Inc. Mettler-Toledo International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7578.00000000 USD 755905.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 351575.00000000 OU Notional Amount USD 22961363.25000000 0.431590574233 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 351575.00000000 USD 1576004.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48092.00000000 OU Notional Amount USD 3140888.52000000 0.059037343087 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bristol-Myers Squibb Co. Bristol-Myers Squibb Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 48092.00000000 USD 218818.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4895.00000000 OU Notional Amount USD -1795143.35000000 -0.03374220166 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Affiliated Managers Group, Inc. Affiliated Managers Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4895.00000000 USD -98046.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37.00000000 OU Notional Amount USD -13569.01000000 -0.00025504830 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Affiliated Managers Group, Inc. Affiliated Managers Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 37.00000000 USD -741.11000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 701.00000000 OU Notional Amount USD 63657.81000000 0.001196536567 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 701.00000000 USD -658.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 121088.00000000 OU Notional Amount USD -10996001.28000000 -0.20668504979 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 121088.00000000 USD 113822.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45072.00000000 OU Notional Amount USD -4092988.32000000 -0.07693337543 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ONEOK, Inc. ONEOK, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 45072.00000000 USD 42367.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11597.00000000 OU Notional Amount USD 704053.87000000 0.013233666082 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Power Integrations, Inc. Power Integrations, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11597.00000000 USD -119565.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35458.00000000 OU Notional Amount USD 5025107.76000000 0.094453849281 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Financial Group, Inc. American Financial Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35458.00000000 USD 46449.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4783.00000000 OU Notional Amount USD -5162100.58000000 -0.09702881877 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4783.00000000 USD -190212.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 40.00000000 OU Notional Amount USD -43170.40000000 -0.00081144736 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 United Rentals, Inc. United Rentals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 40.00000000 USD -1768.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 151199.00000000 OU Notional Amount USD 13388671.45000000 0.251658594327 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sempra Sempra Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 151199.00000000 USD -639571.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75.00000000 OU Notional Amount USD -6641.25000000 -0.00012483147 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sempra Sempra Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 75.00000000 USD 337.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19507.00000000 OU Notional Amount USD 5996451.80000000 0.112711603729 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FedEx Corp. FedEx Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19507.00000000 USD -244919.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34.00000000 OU Notional Amount USD 10451.60000000 0.000196452274 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FedEx Corp. FedEx Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 34.00000000 USD -463.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3303.00000000 OU Notional Amount USD 957936.06000000 0.018005732922 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3303.00000000 USD 64408.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11617.00000000 OU Notional Amount USD 3369162.34000000 0.063328065201 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 VeriSign, Inc. VeriSign, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11617.00000000 USD 318654.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21806.00000000 OU Notional Amount USD 3504224.20000000 0.065866739629 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21806.00000000 USD 69561.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6121.00000000 OU Notional Amount USD 983644.70000000 0.018488962362 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amphenol Corp. Amphenol Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6121.00000000 USD 19525.99000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 271.00000000 OU Notional Amount USD 7785.83000000 0.000146345441 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brown-Forman Corp. Brown-Forman Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 271.00000000 USD 628.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1154.00000000 OU Notional Amount USD 770133.44000000 0.014475722978 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1154.00000000 USD 27949.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 64.00000000 OU Notional Amount USD -42711.04000000 -0.00080281305 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quanta Services, Inc. Quanta Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 64.00000000 USD -1550.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13700.00000000 OU Notional Amount USD 3604470.00000000 0.067750998064 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13700.00000000 USD -1291225.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66.00000000 OU Notional Amount USD -17364.60000000 -0.00032639166 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MasTec, Inc. MasTec, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 66.00000000 USD 6220.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34250.00000000 OU Notional Amount USD 3006465.00000000 0.056510667142 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cal-Maine Foods, Inc. Cal-Maine Foods, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 34250.00000000 USD -2740.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3254.00000000 OU Notional Amount USD -1619678.50000000 -0.03044409716 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3254.00000000 USD -98661.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2537.00000000 OU Notional Amount USD -1262791.75000000 -0.02373591718 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CACI International, Inc. CACI International, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2537.00000000 USD -76921.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13890.00000000 OU Notional Amount USD 700056.00000000 0.013158520587 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CSX Corp. CSX Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13890.00000000 USD 13473.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 64859.00000000 OU Notional Amount USD -3268893.60000000 -0.06144337557 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CSX Corp. CSX Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 64859.00000000 USD -2613.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 311.00000000 OU Notional Amount USD 6835.78000000 0.000128487937 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Campbell's Co. Campbell's Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 311.00000000 USD 27.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24263.00000000 OU Notional Amount USD 2688583.03000000 0.050535635935 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Camden Property Trust Camden Property Trust Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24263.00000000 USD -25718.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 189.00000000 OU Notional Amount USD -20943.09000000 -0.00039365433 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Camden Property Trust Camden Property Trust Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 189.00000000 USD 226.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 83662.00000000 OU Notional Amount USD 10895302.26000000 0.204792272464 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 83662.00000000 USD -116164.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 245.00000000 OU Notional Amount USD -31906.35000000 -0.00059972396 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Constellation Brands, Inc. Constellation Brands, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 245.00000000 USD 345.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27091.00000000 OU Notional Amount USD 6231742.73000000 0.117134222129 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 27091.00000000 USD 257093.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9249.00000000 OU Notional Amount USD 2127547.47000000 0.039990196761 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cardinal Health, Inc. Cardinal Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9249.00000000 USD 87773.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7850.00000000 OU Notional Amount USD 2825372.00000000 0.053106773784 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carlisle Cos., Inc. Carlisle Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7850.00000000 USD 239599.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51985.00000000 OU Notional Amount USD 1625570.95000000 0.030554853913 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 51985.00000000 USD -70699.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1744.00000000 OU Notional Amount USD 54534.88000000 0.001025058482 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Columbia Banking System, Inc. Columbia Banking System, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1744.00000000 USD -2371.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11823.00000000 OU Notional Amount USD 6143940.18000000 0.115483851784 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carpenter Technology Corp. Carpenter Technology Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11823.00000000 USD -679113.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1484.00000000 OU Notional Amount USD 771175.44000000 0.014495308809 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carpenter Technology Corp. Carpenter Technology Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1484.00000000 USD -85240.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23.00000000 OU Notional Amount USD 20033.00000000 0.000376547937 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23.00000000 USD 1437.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2653.00000000 OU Notional Amount USD 2310763.00000000 0.043433986006 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Casey's General Stores, Inc. Casey's General Stores, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2653.00000000 USD 37831.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10004.00000000 OU Notional Amount USD 8151359.24000000 0.153216068962 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10004.00000000 USD -745298.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36.00000000 OU Notional Amount USD -29333.16000000 -0.00055135730 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Caterpillar, Inc. Caterpillar, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 36.00000000 USD 2682.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42380.00000000 OU Notional Amount USD 5387769.40000000 0.101270576309 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Check Point Software Technologies Ltd. Check Point Software Technologies Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42380.00000000 USD -55075.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3718.00000000 OU Notional Amount USD 1978905.50000000 0.037196265387 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chemed Corp. Chemed Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3718.00000000 USD 106818.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17733.00000000 OU Notional Amount USD 6238292.07000000 0.117257326031 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17733.00000000 USD 153530.89000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 175.00000000 OU Notional Amount USD -61563.25000000 -0.00115716641 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 175.00000000 USD -854.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19268.00000000 OU Notional Amount USD -6778289.72000000 -0.12740732859 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 JPMorgan Chase & Co. JPMorgan Chase & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19268.00000000 USD -68979.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD 18649.54000000 0.000350543893 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Eagle Materials, Inc. Eagle Materials, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD 142.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63.00000000 OU Notional Amount USD 6389.46000000 0.000120098736 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cheesecake Factory, Inc. Cheesecake Factory, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 63.00000000 USD 1332.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12678.00000000 OU Notional Amount USD -2709288.60000000 -0.05092482575 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brinker International, Inc. Brinker International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12678.00000000 USD -337529.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2793.00000000 OU Notional Amount USD -235449.90000000 -0.00442560646 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Churchill Downs, Inc. Churchill Downs, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2793.00000000 USD -6032.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70793.00000000 OU Notional Amount USD 6995056.33000000 0.131481756783 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Church & Dwight Co., Inc. Church & Dwight Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 70793.00000000 USD 118932.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 63.00000000 OU Notional Amount USD 11193.84000000 0.000210403702 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 63.00000000 USD -97.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 97.00000000 OU Notional Amount USD -17234.96000000 -0.00032395490 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 97.00000000 USD 150.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 34062.00000000 OU Notional Amount USD -6052136.16000000 -0.11375826827 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cincinnati Financial Corp. Cincinnati Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34062.00000000 USD 52796.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14417.00000000 OU Notional Amount USD 2950150.71000000 0.055452162188 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cintas Corp. Cintas Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14417.00000000 USD 47143.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23257.00000000 OU Notional Amount USD -4759079.91000000 -0.08945348796 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cintas Corp. Cintas Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23257.00000000 USD -192364.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 50537.00000000 OU Notional Amount USD 6536960.95000000 0.122871220642 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cirrus Logic, Inc. Cirrus Logic, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 50537.00000000 USD -466158.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 199.00000000 OU Notional Amount USD -25740.65000000 -0.00048383111 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cirrus Logic, Inc. Cirrus Logic, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 199.00000000 USD 2017.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7396.00000000 OU Notional Amount USD 857862.04000000 0.016124703329 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7396.00000000 USD 27956.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34882.00000000 OU Notional Amount USD 4045963.18000000 0.076049472898 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cisco Systems, Inc. Cisco Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 34882.00000000 USD 130067.51000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16274.00000000 OU Notional Amount USD 5091809.12000000 0.095707593580 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16274.00000000 USD 154765.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 95.00000000 OU Notional Amount USD -29723.60000000 -0.00055869616 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Clean Harbors, Inc. Clean Harbors, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 95.00000000 USD -627.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 546.00000000 OU Notional Amount USD 52159.38000000 0.000980407675 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Clorox Co. Clorox Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 546.00000000 USD -125.58000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22832.00000000 OU Notional Amount USD -2181140.96000000 -0.04099756051 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Clorox Co. Clorox Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22832.00000000 USD 5251.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20556.00000000 OU Notional Amount USD -1800500.04000000 -0.03384288805 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Co. Coca-Cola Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20556.00000000 USD -67559.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1701.00000000 OU Notional Amount USD -319617.90000000 -0.00600766041 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coca-Cola Consolidated, Inc. Coca-Cola Consolidated, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1701.00000000 USD -18523.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 690.00000000 OU Notional Amount USD -20092.80000000 -0.00037767196 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Copart, Inc. Copart, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 690.00000000 USD -1345.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15407.00000000 OU Notional Amount USD 229718.37000000 0.004317874428 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15407.00000000 USD -14328.51000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 565922.00000000 OU Notional Amount USD -8437897.02000000 -0.15860194277 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 565922.00000000 USD 502901.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 64455.00000000 OU Notional Amount USD 4205044.20000000 0.079039620652 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cognex Corp. Cognex Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 64455.00000000 USD 194735.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3894.00000000 OU Notional Amount USD 254044.56000000 0.004775118808 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cognex Corp. Cognex Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3894.00000000 USD 10513.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13420.00000000 OU Notional Amount USD 1225246.00000000 0.023030192892 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Colgate-Palmolive Co. Colgate-Palmolive Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13420.00000000 USD -2281.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2224.00000000 OU Notional Amount USD 829173.92000000 0.015585470443 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marriott International, Inc. Marriott International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2224.00000000 USD 4463.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51116.00000000 OU Notional Amount USD 2429032.32000000 0.045657021423 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NNN REIT, Inc. NNN REIT, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 51116.00000000 USD -72144.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 28204.00000000 OU Notional Amount USD 5517266.48000000 0.103704653002 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 28204.00000000 USD -1064418.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6880.00000000 OU Notional Amount USD -1345865.60000000 -0.02529740507 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Molina Healthcare, Inc. Molina Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6880.00000000 USD 179705.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 48935.00000000 OU Notional Amount USD -6571481.15000000 -0.12352007553 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48935.00000000 USD 228851.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 30762.00000000 OU Notional Amount USD -4131028.98000000 -0.07764840224 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NRG Energy, Inc. NRG Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 30762.00000000 USD 146571.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9353.00000000 OU Notional Amount USD -554352.31000000 -0.01041981824 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9353.00000000 USD -10381.83000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 90106.00000000 OU Notional Amount USD -5340582.62000000 -0.10038363552 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Commerce Bancshares, Inc. Commerce Bancshares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 90106.00000000 USD -51360.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6582.00000000 OU Notional Amount USD -452315.04000000 -0.00850188665 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Commercial Metals Co. Commercial Metals Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6582.00000000 USD -4278.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95.00000000 OU Notional Amount USD -6528.40000000 -0.00012271030 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Commercial Metals Co. Commercial Metals Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 95.00000000 USD -124.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 681530.00000000 OU Notional Amount USD 9889000.30000000 0.185877435568 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 681530.00000000 USD -218089.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2944.00000000 OU Notional Amount USD 42717.44000000 0.000802933356 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Conagra Brands, Inc. Conagra Brands, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2944.00000000 USD -942.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45965.00000000 OU Notional Amount USD -5003290.25000000 -0.09404375901 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45965.00000000 USD 67108.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88997.00000000 OU Notional Amount USD -9687323.45000000 -0.18208664028 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88997.00000000 USD 288350.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1170.00000000 OU Notional Amount USD -127354.50000000 -0.00239380393 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Consolidated Edison, Inc. Consolidated Edison, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1170.00000000 USD 3790.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 219398.00000000 OU Notional Amount USD -14333271.34000000 -0.26941365549 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 219398.00000000 USD 1055304.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 191.00000000 OU Notional Amount USD -12478.03000000 -0.00023454182 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Somnigroup International, Inc. Somnigroup International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 191.00000000 USD 1516.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23553.00000000 OU Notional Amount USD -1695580.47000000 -0.03187077965 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CMS Energy Corp. CMS Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23553.00000000 USD 46870.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4510.00000000 OU Notional Amount USD 623507.50000000 0.011719685675 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corning, Inc. Corning, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4510.00000000 USD -71303.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72045.00000000 OU Notional Amount USD -9960221.25000000 -0.18721613181 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Corning, Inc. Corning, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 72045.00000000 USD 1056647.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3403.00000000 OU Notional Amount USD -213810.49000000 -0.00401886382 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Innodata, Inc. Innodata, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3403.00000000 USD 8439.44000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2524.00000000 OU Notional Amount USD -1435928.84000000 -0.02699026821 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Credit Acceptance Corp. Credit Acceptance Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2524.00000000 USD 71907.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1878.00000000 OU Notional Amount USD 483171.84000000 0.009081882883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1878.00000000 USD 24470.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1672.00000000 OU Notional Amount USD 278120.48000000 0.005227659018 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cullen/Frost Bankers, Inc. Cullen/Frost Bankers, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1672.00000000 USD 6821.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 426.00000000 OU Notional Amount USD 270169.20000000 0.005078203715 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 426.00000000 USD 8727.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12534.00000000 OU Notional Amount USD -7949062.80000000 -0.14941362762 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cummins, Inc. Cummins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12534.00000000 USD 332777.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6.00000000 OU Notional Amount USD 4344.00000000 0.000081651487 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Curtiss-Wright Corp. Curtiss-Wright Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6.00000000 USD -165.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8018.00000000 OU Notional Amount USD -399857.66000000 -0.00751587765 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amkor Technology, Inc. Amkor Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8018.00000000 USD -57362.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22298.00000000 OU Notional Amount USD -1347468.14000000 -0.02532752702 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AXT, Inc. AXT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 22298.00000000 USD -318852.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29560.00000000 OU Notional Amount USD -1792518.40000000 -0.03369286209 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29560.00000000 USD 81280.69000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 9331.00000000 OU Notional Amount USD -565831.84000000 -0.01063559188 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Darling Ingredients, Inc. Darling Ingredients, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9331.00000000 USD 38630.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43947.00000000 OU Notional Amount USD 6287057.82000000 0.118173945737 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 43947.00000000 USD -32771.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 223.00000000 OU Notional Amount USD 31902.38000000 0.000599649348 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DR Horton, Inc. DR Horton, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 223.00000000 USD 120.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5393.00000000 OU Notional Amount USD 1051527.14000000 0.019764906692 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Danaher Corp. Danaher Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5393.00000000 USD 85425.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3161.00000000 OU Notional Amount USD 1512159.18000000 0.028423122866 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Moody's Corp. Moody's Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3161.00000000 USD -35782.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 48034.00000000 OU Notional Amount USD -22978504.92000000 -0.43191277562 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moody's Corp. Moody's Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 48034.00000000 USD 1199641.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 67734.00000000 OU Notional Amount USD 3774138.48000000 0.070940151770 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Amdocs Ltd. Amdocs Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 67734.00000000 USD 304803.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 143314.00000000 OU Notional Amount USD 7932429.90000000 0.149100989271 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 143314.00000000 USD 1502281.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 146832.00000000 OU Notional Amount USD 8127151.20000000 0.152761045374 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cognizant Technology Solutions Corp. Cognizant Technology Solutions Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 146832.00000000 USD 1786945.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10601.00000000 OU Notional Amount USD -1531738.49000000 -0.02879114307 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Target Corp. Target Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10601.00000000 USD -69648.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4902.00000000 OU Notional Amount USD 2905268.34000000 0.054608535978 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Deere & Co. Deere & Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4902.00000000 USD -72982.67000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1935.00000000 OU Notional Amount USD -1146816.45000000 -0.02155600104 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deere & Co. Deere & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1935.00000000 USD 28367.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108631.00000000 OU Notional Amount USD 22858135.02000000 0.429650256902 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Morgan Stanley Morgan Stanley Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 108631.00000000 USD -1937718.63000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 12989.00000000 OU Notional Amount USD -2733145.38000000 -0.05137324692 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Morgan Stanley Morgan Stanley Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 12989.00000000 USD 235490.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3056.00000000 OU Notional Amount USD -643043.52000000 -0.01208689218 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Morgan Stanley Morgan Stanley Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3056.00000000 USD 24692.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1249.00000000 OU Notional Amount USD -262976.95000000 -0.00494301543 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Republic Services, Inc. Republic Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1249.00000000 USD 971.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43361.00000000 OU Notional Amount USD -1247062.36000000 -0.02344026154 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 43361.00000000 USD 15653.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8303.00000000 OU Notional Amount USD -238794.28000000 -0.00448846870 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CoStar Group, Inc. CoStar Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8303.00000000 USD 8343.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23786.00000000 OU Notional Amount USD 2304387.68000000 0.043314153050 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 23786.00000000 USD -136397.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16920.00000000 OU Notional Amount USD -1639209.60000000 -0.03081121120 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Deckers Outdoor Corp. Deckers Outdoor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16920.00000000 USD 94582.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1316.00000000 OU Notional Amount USD 774255.44000000 0.014553201668 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dillard's, Inc. Dillard's, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1316.00000000 USD -1304.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2597.00000000 OU Notional Amount USD 1527918.98000000 0.028719350100 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dillard's, Inc. Dillard's, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2597.00000000 USD -2571.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15923.00000000 OU Notional Amount USD 1531633.37000000 0.028789167196 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15923.00000000 USD 5095.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 155.00000000 OU Notional Amount USD 14909.45000000 0.000280243730 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Walt Disney Co. Walt Disney Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 155.00000000 USD -148.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33521.00000000 OU Notional Amount USD 4264206.41000000 0.080151656201 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 33521.00000000 USD 16115.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6233.00000000 OU Notional Amount USD 792899.93000000 0.014903650640 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6233.00000000 USD 31538.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5620.00000000 OU Notional Amount USD -714920.20000000 -0.01343791378 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollar Tree, Inc. Dollar Tree, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5620.00000000 USD -28437.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59979.00000000 OU Notional Amount USD 5652420.96000000 0.106245068351 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Donaldson Co., Inc. Donaldson Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 59979.00000000 USD 196731.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28210.00000000 OU Notional Amount USD 2261313.60000000 0.042504516152 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Universal Display Corp. Universal Display Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28210.00000000 USD -40340.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18821.00000000 OU Notional Amount USD 3851153.02000000 0.072387746549 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dover Corp. Dover Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18821.00000000 USD -186516.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71707.00000000 OU Notional Amount USD 5643340.90000000 0.106074396067 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Omnicom Group, Inc. Omnicom Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71707.00000000 USD -166037.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22519.00000000 OU Notional Amount USD 3194770.53000000 0.060050129975 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 22519.00000000 USD -150426.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12566.00000000 OU Notional Amount USD -1782738.42000000 -0.03350903385 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 DTE Energy Co. DTE Energy Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12566.00000000 USD 79482.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10916.00000000 OU Notional Amount USD 829506.84000000 0.015591728135 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10916.00000000 USD 72302.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 322.00000000 OU Notional Amount USD 24468.78000000 0.000459924556 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Flowserve Corp. Flowserve Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 322.00000000 USD 2286.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2180.00000000 OU Notional Amount USD 874332.60000000 0.016434290281 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dycom Industries, Inc. Dycom Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2180.00000000 USD -72114.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 86.00000000 OU Notional Amount USD -34492.02000000 -0.00064832521 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dycom Industries, Inc. Dycom Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 86.00000000 USD 2382.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1455.00000000 OU Notional Amount USD 296208.90000000 0.005567655885 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1455.00000000 USD -12589.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14273.00000000 OU Notional Amount USD 2905697.34000000 0.054616599627 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Darden Restaurants, Inc. Darden Restaurants, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14273.00000000 USD 137591.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8638.00000000 OU Notional Amount USD 984818.38000000 0.018511023300 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 eBay, Inc. eBay, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8638.00000000 USD 26432.28000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 633862.00000000 OU Notional Amount USD 39267750.90000000 0.738091679281 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 633862.00000000 USD 205841.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 86821.00000000 OU Notional Amount USD -5378560.95000000 -0.10109749075 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bank of America Corp. Bank of America Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 86821.00000000 USD -28650.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 935.00000000 OU Notional Amount USD 133620.85000000 0.002511588652 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IDACORP, Inc. IDACORP, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 935.00000000 USD -1395.49000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 287501.00000000 OU Notional Amount USD 38079507.45000000 0.715757000485 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 287501.00000000 USD 57464.80000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 18478.00000000 OU Notional Amount USD -2447411.10000000 -0.04600247600 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 18478.00000000 USD 22145.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6188.00000000 OU Notional Amount USD -819600.60000000 -0.01540552665 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citigroup, Inc. Citigroup, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6188.00000000 USD -1237.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7447.00000000 OU Notional Amount USD 520917.65000000 0.009791367578 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eastman Chemical Co. Eastman Chemical Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7447.00000000 USD 4244.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 742.00000000 OU Notional Amount USD 51902.90000000 0.000975586779 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eastman Chemical Co. Eastman Chemical Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 742.00000000 USD 422.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4001.00000000 OU Notional Amount USD 1360420.02000000 0.025570975522 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4001.00000000 USD 12043.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 54861.00000000 OU Notional Amount USD -18653837.22000000 -0.35062466586 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cadence Design Systems, Inc. Cadence Design Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 54861.00000000 USD -169485.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1936.00000000 OU Notional Amount USD 537491.68000000 0.010102899391 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1936.00000000 USD 20812.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32938.00000000 OU Notional Amount USD -9144576.94000000 -0.17188496909 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ecolab, Inc. Ecolab, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32938.00000000 USD -357366.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 59498.00000000 OU Notional Amount USD 6694714.96000000 0.125836425409 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 59498.00000000 USD 91264.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 434.00000000 OU Notional Amount USD -48833.68000000 -0.00091789654 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Revvity, Inc. Revvity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 434.00000000 USD -859.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53033.00000000 OU Notional Amount USD 3970580.71000000 0.074632555132 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Prosperity Bancshares, Inc. Prosperity Bancshares, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53033.00000000 USD 126218.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 112649.00000000 OU Notional Amount USD 20729668.98000000 0.389642794347 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 112649.00000000 USD 1729550.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2785.00000000 OU Notional Amount USD 512495.70000000 0.009633065382 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Salesforce, Inc. Salesforce, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2785.00000000 USD 58540.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 168756.00000000 OU Notional Amount USD 25283023.92000000 0.475229397017 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Emerson Electric Co. Emerson Electric Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 168756.00000000 USD 1638662.48000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 851.00000000 OU Notional Amount USD 147035.78000000 0.002763740812 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Atmos Energy Corp. Atmos Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 851.00000000 USD -4842.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 55.00000000 OU Notional Amount USD -9502.90000000 -0.00017862014 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Atmos Energy Corp. Atmos Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 55.00000000 USD 312.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19592.00000000 OU Notional Amount USD -5566870.88000000 -0.10463703629 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19592.00000000 USD 165877.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 49922.00000000 OU Notional Amount USD -14184837.08000000 -0.26662362831 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 49922.00000000 USD 445803.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 87.00000000 OU Notional Amount USD -24720.18000000 -0.00046464996 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Essex Property Trust, Inc. Essex Property Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 87.00000000 USD 776.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 106906.00000000 OU Notional Amount USD -11505223.72000000 -0.21625658973 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Entergy Corp. Entergy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 106906.00000000 USD 776137.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11792.00000000 OU Notional Amount USD -1269055.04000000 -0.02385364438 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Entergy Corp. Entergy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11792.00000000 USD 85609.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106391.00000000 OU Notional Amount USD 15819277.79000000 0.297345201633 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 106391.00000000 USD 492969.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9784.00000000 OU Notional Amount USD 1454782.96000000 0.027344657468 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EOG Resources, Inc. EOG Resources, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9784.00000000 USD 45886.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 47827.00000000 OU Notional Amount USD 8255896.74000000 0.155180995833 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 47827.00000000 USD 86086.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD -4660.74000000 -0.00008760505 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equifax, Inc. Equifax, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD -27.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16879.00000000 OU Notional Amount USD -1121609.55000000 -0.02108220250 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equity Residential Equity Residential Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16879.00000000 USD 29734.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 61045.00000000 OU Notional Amount USD -4056440.25000000 -0.07624640391 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Equity Residential Equity Residential Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 61045.00000000 USD 112322.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 467.00000000 OU Notional Amount USD -31032.15000000 -0.00058329217 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equity Residential Equity Residential Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 467.00000000 USD 859.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32309.00000000 OU Notional Amount USD 1721746.61000000 0.032362608439 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EQT Corp. EQT Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32309.00000000 USD -23262.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8480.00000000 OU Notional Amount USD -451899.20000000 -0.00849407036 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EQT Corp. EQT Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8480.00000000 USD -34259.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 228409.00000000 OU Notional Amount USD -12171915.61000000 -0.22878798573 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EQT Corp. EQT Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 228409.00000000 USD 164454.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70717.00000000 OU Notional Amount USD 5933156.30000000 0.111521877279 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 70717.00000000 USD 89810.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14982.00000000 OU Notional Amount USD -1256989.80000000 -0.02362686150 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Estee Lauder Cos., Inc. Estee Lauder Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14982.00000000 USD -23821.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135.00000000 OU Notional Amount USD 42564.15000000 0.000800052058 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ESCO Technologies, Inc. ESCO Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 135.00000000 USD -1723.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75499.00000000 OU Notional Amount USD 12675527.11000000 0.238254060290 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 75499.00000000 USD -721770.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17634.00000000 OU Notional Amount USD 2960572.26000000 0.055648049631 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expeditors International of Washington, Inc. Expeditors International of Washington, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 17634.00000000 USD -159847.19000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 137633.00000000 OU Notional Amount USD 11963060.36000000 0.224862262494 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 137633.00000000 USD -333634.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2109.00000000 OU Notional Amount USD 183314.28000000 0.003445645387 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2109.00000000 USD -5251.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5252.00000000 OU Notional Amount USD -456503.84000000 -0.00858062094 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NextEra Energy, Inc. NextEra Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5252.00000000 USD 11449.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14343.00000000 OU Notional Amount USD 3775077.60000000 0.070957803829 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14343.00000000 USD 215120.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 234.00000000 OU Notional Amount USD 61588.80000000 0.001157646663 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 FactSet Research Systems, Inc. FactSet Research Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 234.00000000 USD 4209.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18.00000000 OU Notional Amount USD -20213.46000000 -0.00037993993 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fair Isaac Corp. Fair Isaac Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18.00000000 USD 1490.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 114.00000000 OU Notional Amount USD 31827.66000000 0.000598244882 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 114.00000000 USD 688.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21.00000000 OU Notional Amount USD -5862.99000000 -0.00011020300 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21.00000000 USD -110.67000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13402.00000000 OU Notional Amount USD -3741704.38000000 -0.07033050801 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Assurant, Inc. Assurant, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13402.00000000 USD -80948.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100841.00000000 OU Notional Amount USD 4811124.11000000 0.090431730674 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fastenal Co. Fastenal Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 100841.00000000 USD 240001.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 356667.00000000 OU Notional Amount USD -17016582.57000000 -0.31985020065 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fastenal Co. Fastenal Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 356667.00000000 USD -838167.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1003.00000000 OU Notional Amount USD 56669.50000000 0.001065181617 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1003.00000000 USD -1444.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8024.00000000 OU Notional Amount USD -453356.00000000 -0.00852145293 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8024.00000000 USD 11554.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 158736.00000000 OU Notional Amount USD -8968584.00000000 -0.16857693841 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fifth Third Bancorp Fifth Third Bancorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 158736.00000000 USD 185721.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24617.00000000 OU Notional Amount USD 6062920.93000000 0.113960982944 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 24617.00000000 USD -108012.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 117.00000000 OU Notional Amount USD -28815.93000000 -0.00054163525 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 M&T Bank Corp. M&T Bank Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 117.00000000 USD 519.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 538374.00000000 OU Notional Amount USD 13803909.36000000 0.259463565054 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 538374.00000000 USD -34816.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 628.00000000 OU Notional Amount USD -16101.92000000 -0.00030265785 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Horizon Corp. First Horizon Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 628.00000000 USD 50.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14934.00000000 OU Notional Amount USD -805539.96000000 -0.01514123748 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14934.00000000 USD -53463.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 112221.00000000 OU Notional Amount USD -6053200.74000000 -0.11377827853 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 112221.00000000 USD -417462.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 86591.00000000 OU Notional Amount USD -4670718.54000000 -0.08779261382 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fiserv, Inc. Fiserv, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 86591.00000000 USD -322118.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 270036.00000000 OU Notional Amount USD 9143418.96000000 0.171863203261 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 270036.00000000 USD 399468.83000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1800.00000000 OU Notional Amount USD 60948.00000000 0.001145601941 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Franklin Resources, Inc. Franklin Resources, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1800.00000000 USD 2664.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 268.00000000 OU Notional Amount USD -42713.84000000 -0.00080286568 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 FTI Consulting, Inc. FTI Consulting, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 268.00000000 USD -769.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 95590.00000000 OU Notional Amount USD 5986801.70000000 0.112530216755 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 95590.00000000 USD -226548.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14850.00000000 OU Notional Amount USD 930055.50000000 0.017481679242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Freeport-McMoRan, Inc. Freeport-McMoRan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14850.00000000 USD -16130.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29058.00000000 OU Notional Amount USD 3305347.50000000 0.062128577037 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flex Ltd. Flex Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29058.00000000 USD -345774.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 983.00000000 OU Notional Amount USD 2149476.95000000 0.040402391663 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 983.00000000 USD 86511.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1394.00000000 OU Notional Amount USD -3048190.10000000 -0.05729494809 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 First Citizens BancShares, Inc. First Citizens BancShares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1394.00000000 USD -152057.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 77083.00000000 OU Notional Amount USD -19226041.86000000 -0.36138004334 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77083.00000000 USD -525070.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11780.00000000 OU Notional Amount USD -2938167.60000000 -0.05522692306 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Arthur J Gallagher & Co. Arthur J Gallagher & Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11780.00000000 USD -81517.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87864.00000000 OU Notional Amount USD 1765187.76000000 0.033179144925 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gap, Inc. Gap, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 87864.00000000 USD -16813.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23168.00000000 OU Notional Amount USD -465445.12000000 -0.00874868466 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Gap, Inc. Gap, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23168.00000000 USD -10193.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11313.00000000 OU Notional Amount USD -744847.92000000 -0.01400044666 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Industrial Realty Trust, Inc. First Industrial Realty Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11313.00000000 USD -678.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 60057.00000000 OU Notional Amount USD -3954152.88000000 -0.07432377135 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 First Industrial Realty Trust, Inc. First Industrial Realty Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 60057.00000000 USD 112306.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40901.00000000 OU Notional Amount USD 15682261.42000000 0.294769789487 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 40901.00000000 USD 419644.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5757.00000000 OU Notional Amount USD 2207348.94000000 0.041490175743 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 General Dynamics Corp. General Dynamics Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5757.00000000 USD 40923.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 134087.00000000 OU Notional Amount USD 4793610.25000000 0.090102533456 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 134087.00000000 USD -223938.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1035.00000000 OU Notional Amount USD 37001.25000000 0.000695489660 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 General Mills, Inc. General Mills, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1035.00000000 USD -1521.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29367.00000000 OU Notional Amount USD 3652373.79000000 0.068651416040 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29367.00000000 USD 117468.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2279.00000000 OU Notional Amount USD 283439.23000000 0.005327632279 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Genuine Parts Co. Genuine Parts Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2279.00000000 USD 9116.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 92204.00000000 OU Notional Amount USD 4531826.60000000 0.085181947749 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Golar LNG Ltd. Golar LNG Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 92204.00000000 USD -53478.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 38779.00000000 OU Notional Amount USD 5049413.59000000 0.094910710967 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38779.00000000 USD -5041.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 39735.00000000 OU Notional Amount USD 5173894.35000000 0.097250498989 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gilead Sciences, Inc. Gilead Sciences, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 39735.00000000 USD -5165.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 901.00000000 OU Notional Amount USD 136069.02000000 0.002557605392 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 901.00000000 USD -13183.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7651.00000000 OU Notional Amount USD -1155454.02000000 -0.02171835611 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gartner, Inc. Gartner, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7651.00000000 USD -132056.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39038.00000000 OU Notional Amount USD 33423945.22000000 0.628249270463 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McKesson Corp. McKesson Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 39038.00000000 USD 1645451.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2455.00000000 OU Notional Amount USD 2101946.45000000 0.039508990188 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McKesson Corp. McKesson Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2455.00000000 USD 103478.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13418.00000000 OU Notional Amount USD 2693663.50000000 0.050631130394 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13418.00000000 USD -76063.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20062.00000000 OU Notional Amount USD 4027446.50000000 0.075701426291 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVIDIA Corp. NVIDIA Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 20062.00000000 USD -195878.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14433.00000000 OU Notional Amount USD 1145691.54000000 0.021534856805 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Graco, Inc. Graco, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14433.00000000 USD 61733.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 76234.00000000 OU Notional Amount USD -6051454.92000000 -0.11374546343 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Graco, Inc. Graco, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 76234.00000000 USD -419287.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1297.00000000 OU Notional Amount USD 1792739.34000000 0.033697014971 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1297.00000000 USD 36588.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3600.00000000 OU Notional Amount USD -4975992.00000000 -0.09353065065 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 WW Grainger, Inc. WW Grainger, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3600.00000000 USD -101556.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 203.00000000 OU Notional Amount USD -24556.91000000 -0.00046158108 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Granite Construction, Inc. Granite Construction, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 203.00000000 USD 728.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51064.00000000 OU Notional Amount USD 15188986.80000000 0.285498010883 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MKS, Inc. MKS, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51064.00000000 USD -2815315.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 100.00000000 OU Notional Amount USD 29745.00000000 0.000559098407 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MKS, Inc. MKS, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 100.00000000 USD -4739.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 444163.00000000 OU Notional Amount USD 14324256.75000000 0.269244213807 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Halliburton Co. Halliburton Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 444163.00000000 USD -346447.14000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13220.00000000 OU Notional Amount USD 426345.00000000 0.008013743843 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Halliburton Co. Halliburton Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13220.00000000 USD -10311.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26747.00000000 OU Notional Amount USD 27238609.86000000 0.511987339027 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26747.00000000 USD -1981581.71000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2235.00000000 OU Notional Amount USD -2276079.30000000 -0.04278205790 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2235.00000000 USD 298797.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 662.00000000 OU Notional Amount USD -674167.56000000 -0.01267191155 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Goldman Sachs Group, Inc. Goldman Sachs Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 662.00000000 USD 52840.84000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 56918.00000000 OU Notional Amount USD -1396767.72000000 -0.02625418080 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Harley-Davidson, Inc. Harley-Davidson, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 56918.00000000 USD 175307.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 192780.00000000 OU Notional Amount USD 18109753.20000000 0.340397854331 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 192780.00000000 USD 904470.23000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19895.00000000 OU Notional Amount USD 1868936.30000000 0.035129242203 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hasbro, Inc. Hasbro, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19895.00000000 USD 97485.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 27659.00000000 OU Notional Amount USD 2847494.05000000 0.053522588305 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 27659.00000000 USD -101508.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2321.00000000 OU Notional Amount USD 238946.95000000 0.004491338351 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hexcel Corp. Hexcel Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2321.00000000 USD -5680.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 585.00000000 OU Notional Amount USD -50163.75000000 -0.00094289704 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Henry Schein, Inc. Henry Schein, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 585.00000000 USD -549.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 91.00000000 OU Notional Amount USD -31257.59000000 -0.00058752962 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 WESCO International, Inc. WESCO International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91.00000000 USD -1177.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11115.00000000 OU Notional Amount USD 1061260.20000000 0.019947853014 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Millicom International Cellular SA Millicom International Cellular SA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11115.00000000 USD -26453.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 101360.00000000 OU Notional Amount USD 1431203.20000000 0.026901443272 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hecla Mining Co. Hecla Mining Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 101360.00000000 USD -128994.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22113.00000000 OU Notional Amount USD 7880188.68000000 0.148119043300 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 22113.00000000 USD 444774.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4683.00000000 OU Notional Amount USD 1668833.88000000 0.031368040509 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HEICO Corp. HEICO Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4683.00000000 USD 98904.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11898.00000000 OU Notional Amount USD 2082744.90000000 0.039148070503 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hershey Co. Hershey Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11898.00000000 USD 32362.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1441.00000000 OU Notional Amount USD 252247.05000000 0.004741332122 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hershey Co. Hershey Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1441.00000000 USD 3919.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9354.00000000 OU Notional Amount USD 3765639.78000000 0.070780406951 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 F5, Inc. F5, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9354.00000000 USD 21356.94000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1212.00000000 OU Notional Amount USD 487914.84000000 0.009171034127 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 F5, Inc. F5, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1212.00000000 USD 2375.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 30.00000000 OU Notional Amount USD -12077.10000000 -0.00022700579 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 F5, Inc. F5, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 30.00000000 USD -58.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9703.00000000 OU Notional Amount USD 1143498.55000000 0.021493636525 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9703.00000000 USD 13778.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 79.00000000 OU Notional Amount USD -9310.15000000 -0.00017499714 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Crown Holdings, Inc. Crown Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 79.00000000 USD -112.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9383.00000000 OU Notional Amount USD 4857672.93000000 0.091306680116 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9383.00000000 USD -87824.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15.00000000 OU Notional Amount USD -7765.65000000 -0.00014596613 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 United Therapeutics Corp. United Therapeutics Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15.00000000 USD 140.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 403.00000000 OU Notional Amount USD 34702.33000000 0.000652278280 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Unum Group Unum Group Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 403.00000000 USD -1164.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5011.00000000 OU Notional Amount USD 1663451.56000000 0.031266872361 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5011.00000000 USD 2555.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34064.00000000 OU Notional Amount USD -11307885.44000000 -0.21254734386 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Home Depot, Inc. Home Depot, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34064.00000000 USD -17372.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 42189.00000000 OU Notional Amount USD 2532183.78000000 0.047595895756 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 42189.00000000 USD 68346.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1740.00000000 OU Notional Amount USD 104434.80000000 0.001962996482 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BioMarin Pharmaceutical, Inc. BioMarin Pharmaceutical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1740.00000000 USD 2818.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41964.00000000 OU Notional Amount USD 1049519.64000000 0.019727172954 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 41964.00000000 USD -8392.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1083.00000000 OU Notional Amount USD 27085.83000000 0.000509115630 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hormel Foods Corp. Hormel Foods Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1083.00000000 USD -216.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 50305.00000000 OU Notional Amount USD -2114822.20000000 -0.03975100771 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CenterPoint Energy, Inc. CenterPoint Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 50305.00000000 USD 87238.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD 22457.52000000 0.000422120143 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54.00000000 USD -6312.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5826.00000000 OU Notional Amount USD -2422916.88000000 -0.04554207327 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lennox International, Inc. Lennox International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5826.00000000 USD 772398.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14284.00000000 OU Notional Amount USD -5197376.24000000 -0.09769187358 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Humana, Inc. Humana, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14284.00000000 USD 481942.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 96.00000000 OU Notional Amount USD -34930.56000000 -0.00065656817 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Humana, Inc. Humana, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 96.00000000 USD 3239.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2404.00000000 OU Notional Amount USD 653287.00000000 0.012279432558 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 2027-12-09 0.00000000 USD 0.00000000 USD 2404.00000000 USD -16351.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 429.00000000 OU Notional Amount USD -116580.75000000 -0.00219129640 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 JB Hunt Transport Services, Inc. JB Hunt Transport Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 429.00000000 USD 1943.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 174262.00000000 OU Notional Amount USD 2969424.48000000 0.055814439348 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 174262.00000000 USD -214342.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 810.00000000 OU Notional Amount USD 13802.40000000 0.000259435194 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Huntington Bancshares, Inc. Huntington Bancshares, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 810.00000000 USD -996.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22145.00000000 OU Notional Amount USD 4494327.75000000 0.084477105008 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 22145.00000000 USD 126447.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41.00000000 OU Notional Amount USD -8320.95000000 -0.00015640376 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Biogen, Inc. Biogen, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 41.00000000 USD -234.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10509.00000000 OU Notional Amount USD 2421799.05000000 0.045521062111 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDEX Corp. IDEX Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10509.00000000 USD 74973.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 144759.00000000 OU Notional Amount USD 41538595.05000000 0.780775335300 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 144759.00000000 USD 1679271.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5076.00000000 OU Notional Amount USD 1456558.20000000 0.027378025559 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Illinois Tool Works, Inc. Illinois Tool Works, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5076.00000000 USD 66089.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59877.00000000 OU Notional Amount USD 18925323.39000000 0.355727623857 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 59877.00000000 USD 2168710.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11368.00000000 OU Notional Amount USD 3593083.76000000 0.067536977938 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Intuit, Inc. Intuit, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11368.00000000 USD 359228.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4497.00000000 OU Notional Amount USD 2514137.79000000 0.047256696419 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4497.00000000 USD 63272.79000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8369.00000000 OU Notional Amount USD -4678856.83000000 -0.08794558424 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 IDEXX Laboratories, Inc. IDEXX Laboratories, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8369.00000000 USD -119449.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1584.00000000 OU Notional Amount USD 142876.80000000 0.002685567032 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Intel Corp. Intel Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1584.00000000 USD -1477.08000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2568.00000000 OU Notional Amount USD -231633.60000000 -0.00435387382 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Intel Corp. Intel Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2568.00000000 USD 32844.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174.00000000 OU Notional Amount USD -13784.28000000 -0.00025909460 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 174.00000000 USD -680.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 131146.00000000 OU Notional Amount USD -10389386.12000000 -0.19528287901 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 131146.00000000 USD -264914.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 141.00000000 OU Notional Amount USD -11170.02000000 -0.00020995597 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 International Flavors & Fragrances, Inc. International Flavors & Fragrances, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 141.00000000 USD -284.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4688.00000000 OU Notional Amount USD 191411.04000000 0.003597835188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Paper Co. International Paper Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4688.00000000 USD -8497.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6326.00000000 OU Notional Amount USD 258290.58000000 0.004854928626 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 International Paper Co. International Paper Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6326.00000000 USD 25873.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10744.00000000 OU Notional Amount USD 3275039.80000000 0.061558901905 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10744.00000000 USD 371903.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3323.00000000 OU Notional Amount USD 1012933.48000000 0.019039485484 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 InterDigital, Inc. InterDigital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3323.00000000 USD 152010.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22208.00000000 OU Notional Amount USD 3420920.32000000 0.064300928008 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22208.00000000 USD 149974.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28603.00000000 OU Notional Amount USD 4406006.12000000 0.082816977838 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jack Henry & Associates, Inc. Jack Henry & Associates, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 28603.00000000 USD 225534.65000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 58214.00000000 OU Notional Amount USD 18340320.70000000 0.344731689332 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 58214.00000000 USD -140401.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 138.00000000 OU Notional Amount USD -43476.90000000 -0.00081720845 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jabil, Inc. Jabil, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 138.00000000 USD 447.12000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18892.00000000 OU Notional Amount USD 2257971.84000000 0.042441703152 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Incyte Corp. Incyte Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 18892.00000000 USD 32887.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17125.00000000 OU Notional Amount USD 2046780.00000000 0.038472060474 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Incyte Corp. Incyte Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17125.00000000 USD 63876.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 343.00000000 OU Notional Amount USD -7470.54000000 -0.00014041912 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 343.00000000 USD 10.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 214801.00000000 OU Notional Amount USD -4678365.78000000 -0.08793635427 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rayonier, Inc. Rayonier, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 214801.00000000 USD -53700.25000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2667.00000000 OU Notional Amount USD 2126745.81000000 0.039975128453 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2667.00000000 USD 130025.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1939.00000000 OU Notional Amount USD -1546216.77000000 -0.02906328236 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EMCOR Group, Inc. EMCOR Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1939.00000000 USD -53729.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16243.00000000 OU Notional Amount USD 4163893.05000000 0.078266127883 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16243.00000000 USD 11694.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2779.00000000 OU Notional Amount USD -712396.65000000 -0.01339048016 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Johnson & Johnson Johnson & Johnson Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2779.00000000 USD -1479.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 178.00000000 OU Notional Amount USD -25259.98000000 -0.00047479625 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hartford Insurance Group, Inc. Hartford Insurance Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 178.00000000 USD -190.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3429.00000000 OU Notional Amount USD 626889.78000000 0.011783260304 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KLA Corp. KLA Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3429.00000000 USD -9342.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10914.00000000 OU Notional Amount USD 1995297.48000000 0.037504375318 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KLA Corp. KLA Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10914.00000000 USD -298216.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 664.00000000 OU Notional Amount USD 29966.32000000 0.000563258423 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 664.00000000 USD 166.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37612.00000000 OU Notional Amount USD -1697429.56000000 -0.03190553585 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Devon Energy Corp. Devon Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 37612.00000000 USD -26195.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17234.00000000 OU Notional Amount USD 2257654.00000000 0.042435728909 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17234.00000000 USD -34512.71000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 518.00000000 OU Notional Amount USD 67858.00000000 0.001275484946 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 East West Bancorp, Inc. East West Bancorp, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 518.00000000 USD -310.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1090.00000000 OU Notional Amount USD 24623.10000000 0.000462825214 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KeyCorp KeyCorp Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1090.00000000 USD -1024.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 349671.00000000 OU Notional Amount USD -7899067.89000000 -0.14847390415 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 KeyCorp KeyCorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 349671.00000000 USD 181828.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25128.00000000 OU Notional Amount USD -640261.44000000 -0.01203459914 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25128.00000000 USD 847.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 393367.00000000 OU Notional Amount USD -10022991.16000000 -0.18839597907 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 393367.00000000 USD 259622.22000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1927.00000000 OU Notional Amount USD -49099.96000000 -0.00092290164 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kimco Realty Corp. Kimco Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1927.00000000 USD 1271.82000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6190.00000000 OU Notional Amount USD 676628.90000000 0.012718175846 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6190.00000000 USD -24156.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14400.00000000 OU Notional Amount USD 1574064.00000000 0.029586709562 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14400.00000000 USD 6192.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 358.00000000 OU Notional Amount USD 46948.12000000 0.000882454837 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kirby Corp. Kirby Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 358.00000000 USD -3848.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20323.00000000 OU Notional Amount USD -388982.22000000 -0.00731145872 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kohl's Corp. Kohl's Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20323.00000000 USD -1219.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 288471.00000000 OU Notional Amount USD 16656315.54000000 0.313078483635 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kroger Co. Kroger Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 288471.00000000 USD 329300.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28409.00000000 OU Notional Amount USD -1640335.66000000 -0.03083237705 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kroger Co. Kroger Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28409.00000000 USD -5681.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11807.00000000 OU Notional Amount USD 7740314.99000000 0.145489923873 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 11807.00000000 USD 59861.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1524.00000000 OU Notional Amount USD 999088.68000000 0.018779253322 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teledyne Technologies, Inc. Teledyne Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1524.00000000 USD 7726.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12250.00000000 OU Notional Amount USD 2140932.50000000 0.040241786910 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12250.00000000 USD -391727.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16504.00000000 OU Notional Amount USD -2884404.08000000 -0.05421636336 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Landstar System, Inc. Landstar System, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16504.00000000 USD 551300.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6859.00000000 OU Notional Amount USD 1686216.56000000 0.031694772017 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6859.00000000 USD 121061.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47.00000000 OU Notional Amount USD -11554.48000000 -0.00021718242 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 47.00000000 USD -829.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4184.00000000 OU Notional Amount USD -1028594.56000000 -0.01933385713 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Packaging Corp. of America Packaging Corp. of America Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4184.00000000 USD -73847.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19146.00000000 OU Notional Amount USD 2379273.42000000 0.044721734089 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19146.00000000 USD -209050.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 28.00000000 OU Notional Amount USD 3479.56000000 0.000065403141 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lattice Semiconductor Corp. Lattice Semiconductor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28.00000000 USD -361.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31521.00000000 OU Notional Amount USD 3630588.78000000 0.068241936652 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31521.00000000 USD -261599.87000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9940.00000000 OU Notional Amount USD -1144889.20000000 -0.02151977571 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Akamai Technologies, Inc. Akamai Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9940.00000000 USD 90652.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26939.00000000 OU Notional Amount USD 2218426.65000000 0.041698396621 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lennar Corp. Lennar Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 26939.00000000 USD -79200.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8412.00000000 OU Notional Amount USD 692728.20000000 0.013020784453 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lennar Corp. Lennar Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8412.00000000 USD 1682.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54612.00000000 OU Notional Amount USD 2544919.20000000 0.047835275586 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54612.00000000 USD -70449.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54.00000000 OU Notional Amount USD 2516.40000000 0.000047299217 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kratos Defense & Security Solutions, Inc. Kratos Defense & Security Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 54.00000000 USD -69.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12135.00000000 OU Notional Amount USD 4677071.70000000 0.087912030255 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lithia Motors, Inc. Lithia Motors, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12135.00000000 USD 655896.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15301.00000000 OU Notional Amount USD -5897311.42000000 -0.11084812319 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lithia Motors, Inc. Lithia Motors, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15301.00000000 USD -695736.47000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2259.00000000 OU Notional Amount USD 2595229.56000000 0.048780928374 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2259.00000000 USD -32010.03000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2444.00000000 OU Notional Amount USD -2807764.96000000 -0.05277582512 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Eli Lilly & Co. Eli Lilly & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2444.00000000 USD 41839.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26943.00000000 OU Notional Amount USD -1228870.23000000 -0.02309831530 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26943.00000000 USD -105347.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 138863.00000000 OU Notional Amount USD -6333541.43000000 -0.11904766946 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 138863.00000000 USD -645712.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6419.00000000 OU Notional Amount USD -292770.59000000 -0.00550302809 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lincoln National Corp. Lincoln National Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6419.00000000 USD -25098.29000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 371.00000000 OU Notional Amount USD 96946.01000000 0.001822234319 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 371.00000000 USD 4503.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14453.00000000 OU Notional Amount USD -3776713.43000000 -0.07098855151 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lincoln Electric Holdings, Inc. Lincoln Electric Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14453.00000000 USD -117069.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 91158.00000000 OU Notional Amount USD 9500486.76000000 0.178574786331 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 91158.00000000 USD -1054961.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26991.00000000 OU Notional Amount USD 2813002.02000000 0.052874262904 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 United Parcel Service, Inc. United Parcel Service, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 26991.00000000 USD -313635.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7800.00000000 OU Notional Amount USD 1079286.00000000 0.020286672852 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Agilent Technologies, Inc. Agilent Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7800.00000000 USD 38298.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37092.00000000 OU Notional Amount USD 21614992.08000000 0.406283666274 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 37092.00000000 USD 2519836.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6236.00000000 OU Notional Amount USD 3633966.64000000 0.068305428202 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lockheed Martin Corp. Lockheed Martin Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6236.00000000 USD 426417.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9192.00000000 OU Notional Amount USD -1066363.92000000 -0.02004378448 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Loews Corp. Loews Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9192.00000000 USD -12041.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4075.00000000 OU Notional Amount USD -472740.75000000 -0.00888581612 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Loews Corp. Loews Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4075.00000000 USD -5338.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13395.00000000 OU Notional Amount USD 537675.30000000 0.010106350783 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Range Resources Corp. Range Resources Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13395.00000000 USD 18619.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12298.00000000 OU Notional Amount USD 5437314.74000000 0.102201849488 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12298.00000000 USD 320362.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3644.00000000 OU Notional Amount USD 1611121.72000000 0.030283260655 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Littelfuse, Inc. Littelfuse, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3644.00000000 USD 100439.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5367.00000000 OU Notional Amount USD 388731.81000000 0.007306751923 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Louisiana-Pacific Corp. Louisiana-Pacific Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5367.00000000 USD -1019.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 709.00000000 OU Notional Amount USD 147337.29000000 0.002769408109 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 709.00000000 USD -1611.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54.00000000 OU Notional Amount USD -11221.74000000 -0.00021092812 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lowe's Cos., Inc. Lowe's Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54.00000000 USD -186.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 51460.00000000 OU Notional Amount USD -1329726.40000000 -0.02499404649 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Macerich Co. Macerich Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 51460.00000000 USD -24700.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 139998.00000000 OU Notional Amount USD -6239710.86000000 -0.11728399415 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MGM Resorts International MGM Resorts International Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 139998.00000000 USD 128798.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7965.00000000 OU Notional Amount USD -355000.05000000 -0.00667271684 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MGM Resorts International MGM Resorts International Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7965.00000000 USD 7327.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29.00000000 OU Notional Amount USD -1476.10000000 -0.00002774534 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29.00000000 USD 0.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 173015.00000000 OU Notional Amount USD -8806463.50000000 -0.16552965943 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 173015.00000000 USD 193776.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 196.00000000 OU Notional Amount USD -9976.40000000 -0.00018752023 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 McCormick & Co., Inc. McCormick & Co., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 196.00000000 USD 219.52000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13200.00000000 OU Notional Amount USD 3572448.00000000 0.067149100293 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13200.00000000 USD 93324.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 44938.00000000 OU Notional Amount USD -12162020.32000000 -0.22860199007 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 McDonald's Corp. McDonald's Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 44938.00000000 USD -317711.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 142.00000000 OU Notional Amount USD 53129.30000000 0.000998638662 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 142.00000000 USD 1422.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 19515.00000000 OU Notional Amount USD -7301537.25000000 -0.13724248949 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19515.00000000 USD -21076.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31244.00000000 OU Notional Amount USD -11689942.60000000 -0.21972863651 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Everest Group Ltd. Everest Group Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 31244.00000000 USD -33743.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4714.00000000 OU Notional Amount USD 8873350.76000000 0.166786897981 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4714.00000000 USD -188244.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10.00000000 OU Notional Amount USD -18823.40000000 -0.00035381183 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Markel Group, Inc. Markel Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10.00000000 USD 622.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23098.00000000 OU Notional Amount USD 1988044.86000000 0.037368052296 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23098.00000000 USD 39266.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 114034.00000000 OU Notional Amount USD -9814906.38000000 -0.18448473788 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Edwards Lifesciences Corp. Edwards Lifesciences Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 114034.00000000 USD -194986.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 77930.00000000 OU Notional Amount USD 1958380.90000000 0.036810477147 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77930.00000000 USD 49095.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 179145.00000000 OU Notional Amount USD -4501913.85000000 -0.08461969624 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Host Hotels & Resorts, Inc. Host Hotels & Resorts, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 179145.00000000 USD -112861.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35804.00000000 OU Notional Amount USD 4418213.60000000 0.083046434305 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MSC Industrial Direct Co., Inc. MSC Industrial Direct Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35804.00000000 USD -107540.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3847.00000000 OU Notional Amount USD -729737.43000000 -0.01371642410 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3847.00000000 USD -51819.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8064.00000000 OU Notional Amount USD -1529660.16000000 -0.02875207798 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Marsh & McLennan Cos., Inc. Marsh & McLennan Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8064.00000000 USD -110476.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 550.00000000 OU Notional Amount USD 39314.00000000 0.000738960995 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Masco Corp. Masco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 550.00000000 USD -3591.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16158.00000000 OU Notional Amount USD -1154973.84000000 -0.02170933046 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Masco Corp. Masco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16158.00000000 USD 105511.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12766.00000000 OU Notional Amount USD -6703937.24000000 -0.12600977091 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Martin Marietta Materials, Inc. Martin Marietta Materials, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12766.00000000 USD 343593.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2335.00000000 OU Notional Amount USD -35235.15000000 -0.00066229336 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mattel, Inc. Mattel, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2335.00000000 USD -1611.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 172082.00000000 OU Notional Amount USD 16542242.66000000 0.310934326111 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 172082.00000000 USD 480979.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22905.00000000 OU Notional Amount USD -2201857.65000000 -0.04138695935 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MetLife, Inc. MetLife, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 22905.00000000 USD -65508.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88594.00000000 OU Notional Amount USD 4698139.82000000 0.088308034704 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Exelixis, Inc. Exelixis, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88594.00000000 USD -173568.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34104.00000000 OU Notional Amount USD 3561480.72000000 0.066942955099 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34104.00000000 USD -123529.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20674.00000000 OU Notional Amount USD 2158985.82000000 0.040581124024 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CVS Health Corp. CVS Health Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 20674.00000000 USD -75460.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3466.00000000 OU Notional Amount USD 1354755.42000000 0.025464501532 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nova Ltd. Nova Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3466.00000000 USD -184473.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 212125.00000000 OU Notional Amount USD -17311521.25000000 -0.32539398100 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ON Semiconductor Corp. ON Semiconductor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 212125.00000000 USD 2263002.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14280.00000000 OU Notional Amount USD 6636201.60000000 0.124736585893 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Microsoft Corp. Microsoft Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14280.00000000 USD 1062146.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1341.00000000 OU Notional Amount USD 1103683.23000000 0.020745252527 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1341.00000000 USD -69239.18000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2073.00000000 OU Notional Amount USD 1706141.19000000 0.032069282990 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Micron Technology, Inc. Micron Technology, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2073.00000000 USD -249103.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19725.00000000 OU Notional Amount USD -2610406.50000000 -0.04906619994 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19725.00000000 USD -9782.41000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 55889.00000000 OU Notional Amount USD -7396350.26000000 -0.13902463112 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mid-America Apartment Communities, Inc. Mid-America Apartment Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55889.00000000 USD -43034.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5345.00000000 OU Notional Amount USD 713985.10000000 0.013420337283 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Middleby Corp. Middleby Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5345.00000000 USD 13843.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 769.00000000 OU Notional Amount USD -102723.02000000 -0.00193082121 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Middleby Corp. Middleby Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 769.00000000 USD -1991.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 278952.00000000 OU Notional Amount USD 20723344.08000000 0.389523909105 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 278952.00000000 USD -2922429.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38283.00000000 OU Notional Amount USD 2844044.07000000 0.053457741160 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Microchip Technology, Inc. Microchip Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38283.00000000 USD -403384.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13368.00000000 OU Notional Amount USD 2356511.04000000 0.044293883680 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3M Co. 3M Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13368.00000000 USD 210546.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 54084.00000000 OU Notional Amount USD 9533927.52000000 0.179203351658 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 3M Co. 3M Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 54084.00000000 USD 297087.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13886.00000000 OU Notional Amount USD -2791919.16000000 -0.05247798139 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13886.00000000 USD 674581.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 68.00000000 OU Notional Amount USD -13672.08000000 -0.00025698564 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Modine Manufacturing Co. Modine Manufacturing Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68.00000000 USD 3303.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 190.00000000 OU Notional Amount USD -23389.00000000 -0.00043962859 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Mohawk Industries, Inc. Mohawk Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 190.00000000 USD -2411.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 50670.00000000 OU Notional Amount USD 6032263.50000000 0.113384734153 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 50670.00000000 USD -933848.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 169.00000000 OU Notional Amount USD -20119.45000000 -0.00037817288 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Entegris, Inc. Entegris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 169.00000000 USD 3319.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2494.00000000 OU Notional Amount USD -972285.90000000 -0.01827545800 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Moog, Inc. Moog, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2494.00000000 USD 32571.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 679.00000000 OU Notional Amount USD 157874.29000000 0.002967465595 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Charles River Laboratories International, Inc. Charles River Laboratories International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 679.00000000 USD -1556.61000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5654.00000000 OU Notional Amount USD -1314611.54000000 -0.02470994179 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Charles River Laboratories International, Inc. Charles River Laboratories International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5654.00000000 USD -78081.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34678.00000000 OU Notional Amount USD 2302965.98000000 0.043287430233 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mueller Industries, Inc. Mueller Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34678.00000000 USD 85250.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 70867.00000000 OU Notional Amount USD 14534821.70000000 0.273202073221 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 70867.00000000 USD 1005623.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 128.00000000 OU Notional Amount USD 26252.80000000 0.000493457679 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Illumina, Inc. Illumina, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 128.00000000 USD 2297.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20018.00000000 OU Notional Amount USD 1973774.80000000 0.037099826785 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20018.00000000 USD -160944.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2279.00000000 OU Notional Amount USD 224709.40000000 0.004223723910 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Insmed, Inc. Insmed, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2279.00000000 USD -18323.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46822.00000000 OU Notional Amount USD 3661480.40000000 0.068822587368 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 46822.00000000 USD -92787.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20235.00000000 OU Notional Amount USD -1582377.00000000 -0.02974296389 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Xcel Energy, Inc. Xcel Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20235.00000000 USD 40267.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 650317.00000000 OU Notional Amount USD -9546653.56000000 -0.17944255517 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ford Motor Co. Ford Motor Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 650317.00000000 USD -161639.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5456.00000000 OU Notional Amount USD 342855.04000000 0.006444434591 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bruker Corp. Bruker Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5456.00000000 USD 5987.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5888.00000000 OU Notional Amount USD -370001.92000000 -0.00695469774 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Bruker Corp. Bruker Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5888.00000000 USD -18252.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18121.00000000 OU Notional Amount USD 3022582.80000000 0.056813623482 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Neurocrine Biosciences, Inc. Neurocrine Biosciences, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18121.00000000 USD -106732.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1554.00000000 OU Notional Amount USD 127909.74000000 0.002404240442 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 National Fuel Gas Co. National Fuel Gas Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1554.00000000 USD -854.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 44762.00000000 OU Notional Amount USD 7990017.00000000 0.150183418450 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 44762.00000000 USD 502533.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11496.00000000 OU Notional Amount USD 2052036.00000000 0.038570854262 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NetApp, Inc. NetApp, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11496.00000000 USD 137492.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32357.00000000 OU Notional Amount USD 2423215.73000000 0.045547690571 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 New York Times Co. New York Times Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32357.00000000 USD 61478.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7102.00000000 OU Notional Amount USD -4238260.54000000 -0.07966396769 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sterling Infrastructure, Inc. Sterling Infrastructure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7102.00000000 USD 462323.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 244925.00000000 OU Notional Amount USD 22951921.75000000 0.431413108184 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Newmont Corp. Newmont Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 244925.00000000 USD -492257.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40607.00000000 OU Notional Amount USD 3805281.97000000 0.071525536731 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Newmont Corp. Newmont Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 40607.00000000 USD -55423.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1476.00000000 OU Notional Amount USD 9073045.80000000 0.170540442404 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1476.00000000 USD -298491.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6.00000000 OU Notional Amount USD 36882.30000000 0.000693253830 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NVR, Inc. NVR, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6.00000000 USD -1213.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 106434.00000000 OU Notional Amount USD 4439362.14000000 0.083443950360 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 106434.00000000 USD -59963.29000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 88352.00000000 OU Notional Amount USD 3685161.92000000 0.069267714285 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 NIKE, Inc. NIKE, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 88352.00000000 USD -44176.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11528.00000000 OU Notional Amount USD 3432807.84000000 0.064524370385 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nordson Corp. Nordson Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11528.00000000 USD 71358.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1335.00000000 OU Notional Amount USD 397536.30000000 0.007472244488 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nordson Corp. Nordson Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1335.00000000 USD 8263.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28796.00000000 OU Notional Amount USD -1279406.28000000 -0.02404821025 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28796.00000000 USD 61623.44000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6807.00000000 OU Notional Amount USD -302435.01000000 -0.00568468423 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NiSource, Inc. NiSource, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6807.00000000 USD 10209.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 128.00000000 OU Notional Amount USD -23320.32000000 -0.00043833766 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northern Trust Corp. Northern Trust Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 128.00000000 USD -451.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30206.00000000 OU Notional Amount USD 16386150.88000000 0.308000365256 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 30206.00000000 USD 519543.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 616.00000000 OU Notional Amount USD 334167.68000000 0.006281143646 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Northrop Grumman Corp. Northrop Grumman Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 616.00000000 USD 10595.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 96590.00000000 OU Notional Amount USD 8350205.50000000 0.156953659391 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 96590.00000000 USD -80140.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 55326.00000000 OU Notional Amount USD -4782932.70000000 -0.08990183413 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Wells Fargo & Co. Wells Fargo & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55326.00000000 USD -4751.42000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6893.00000000 OU Notional Amount USD 1773499.97000000 0.033335384407 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Nucor Corp. Nucor Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6893.00000000 USD 147441.27000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5591.00000000 OU Notional Amount USD 1438508.39000000 0.027038754420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nucor Corp. Nucor Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5591.00000000 USD 119591.49000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21738.00000000 OU Notional Amount USD 5729484.66000000 0.107693587159 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21738.00000000 USD -83256.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10418.00000000 OU Notional Amount USD -2745872.26000000 -0.05161246623 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cheniere Energy, Inc. Cheniere Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10418.00000000 USD -80635.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12365.00000000 OU Notional Amount USD 2584408.65000000 0.048577534406 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12365.00000000 USD 94592.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 161.00000000 OU Notional Amount USD -33650.61000000 -0.00063250974 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Capital One Financial Corp. Capital One Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 161.00000000 USD -19.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 154112.00000000 OU Notional Amount USD -8795171.84000000 -0.16531741707 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 154112.00000000 USD -83929.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5172.00000000 OU Notional Amount USD -295166.04000000 -0.00554805388 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Occidental Petroleum Corp. Occidental Petroleum Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5172.00000000 USD -17067.60000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14476.00000000 OU Notional Amount USD 3070938.64000000 0.057722538363 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old Dominion Freight Line, Inc. Old Dominion Freight Line, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14476.00000000 USD -299074.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 147.00000000 OU Notional Amount USD -6960.45000000 -0.00013083128 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OGE Energy Corp. OGE Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 147.00000000 USD 205.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 45078.00000000 OU Notional Amount USD -2134443.30000000 -0.04011981342 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 OGE Energy Corp. OGE Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 45078.00000000 USD 87902.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20482.00000000 OU Notional Amount USD 545640.48000000 0.010256067356 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20482.00000000 USD 3123.89000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1594.00000000 OU Notional Amount USD -42464.16000000 -0.00079817260 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Old National Bancorp Old National Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1594.00000000 USD -398.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 188.00000000 OU Notional Amount USD -8123.48000000 -0.00015269204 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Old Republic International Corp. Old Republic International Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 188.00000000 USD -545.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 38109.00000000 OU Notional Amount USD -1646689.89000000 -0.03095181359 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Old Republic International Corp. Old Republic International Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38109.00000000 USD -61355.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32046.00000000 OU Notional Amount USD -4161814.02000000 -0.07822704963 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Oracle Corp. Oracle Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32046.00000000 USD -129145.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12412.00000000 OU Notional Amount USD -1611946.44000000 -0.03029876240 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Oracle Corp. Oracle Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12412.00000000 USD 19540.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 116.00000000 OU Notional Amount USD 16519.56000000 0.000310507974 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Oshkosh Corp. Oshkosh Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 116.00000000 USD -723.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28062.00000000 OU Notional Amount USD 3723266.16000000 0.069983936168 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 28062.00000000 USD 44057.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 52.00000000 OU Notional Amount USD 6899.36000000 0.000129683011 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PACCAR, Inc. PACCAR, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 52.00000000 USD 81.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 190210.00000000 OU Notional Amount USD 8715422.20000000 0.163818412305 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Exelon Corp. Exelon Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 190210.00000000 USD -61260.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 58417.00000000 OU Notional Amount USD -2676666.94000000 -0.05031165654 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Exelon Corp. Exelon Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 58417.00000000 USD 51406.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 277.00000000 OU Notional Amount USD 270498.81000000 0.005084399191 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 277.00000000 USD 7023.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 46621.00000000 OU Notional Amount USD 45526805.13000000 0.855739258821 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Parker-Hannifin Corp. Parker-Hannifin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 46621.00000000 USD 259814.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 41587.00000000 OU Notional Amount USD 4859025.08000000 0.091332095645 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41587.00000000 USD 253680.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44174.00000000 OU Notional Amount USD -5161290.16000000 -0.09701358580 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44174.00000000 USD -286805.91000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 153729.00000000 OU Notional Amount USD -17961696.36000000 -0.33761492128 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Paychex, Inc. Paychex, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 153729.00000000 USD -937746.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29215.00000000 OU Notional Amount USD 892518.25000000 0.016776114720 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pegasystems, Inc. Pegasystems, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29215.00000000 USD 703.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 39088.00000000 OU Notional Amount USD 6612126.08000000 0.124284053202 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Align Technology, Inc. Align Technology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39088.00000000 USD -128990.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 247702.00000000 OU Notional Amount USD 8721587.42000000 0.163934296140 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PPL Corp. PPL Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 247702.00000000 USD -218427.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1476.00000000 OU Notional Amount USD -51969.96000000 -0.00097684726 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PPL Corp. PPL Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1476.00000000 USD 1313.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 90874.00000000 OU Notional Amount USD -12682375.44000000 -0.23838278412 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 90874.00000000 USD -345028.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 142.00000000 OU Notional Amount USD -19817.52000000 -0.00037249769 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PepsiCo, Inc. PepsiCo, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 142.00000000 USD -555.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 265896.00000000 OU Notional Amount USD 6650058.96000000 0.124997054137 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 265896.00000000 USD 52503.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 165861.00000000 OU Notional Amount USD 4148183.61000000 0.077970847234 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pfizer, Inc. Pfizer, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 165861.00000000 USD 31513.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5069.00000000 OU Notional Amount USD 610713.12000000 0.011479197610 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ConocoPhillips ConocoPhillips Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5069.00000000 USD 8566.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3130.00000000 OU Notional Amount USD -377102.40000000 -0.00708816108 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ConocoPhillips ConocoPhillips Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3130.00000000 USD -4546.33000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 366159.00000000 OU Notional Amount USD 6363843.42000000 0.119617237272 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PG&E Corp. PG&E Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 366159.00000000 USD -267296.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 172812.00000000 OU Notional Amount USD -3003472.56000000 -0.05645442009 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PG&E Corp. PG&E Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 172812.00000000 USD 126152.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 152.00000000 OU Notional Amount USD 38203.68000000 0.000718090995 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Plexus Corp. Plexus Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 152.00000000 USD -1206.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6402.00000000 OU Notional Amount USD 437448.66000000 0.008222452487 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6402.00000000 USD -24583.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2850.00000000 OU Notional Amount USD -194740.50000000 -0.00366041699 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Altria Group, Inc. Altria Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2850.00000000 USD -1118.63000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8333.00000000 OU Notional Amount USD 2082166.71000000 0.039137202623 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PNC Financial Services Group, Inc. PNC Financial Services Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8333.00000000 USD -22750.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 375.00000000 OU Notional Amount USD -93701.25000000 -0.00176124456 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PNC Financial Services Group, Inc. PNC Financial Services Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 375.00000000 USD 990.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 273105.00000000 OU Notional Amount USD -19226592.00000000 -0.36139038398 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 273105.00000000 USD -1368256.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40649.00000000 OU Notional Amount USD -2861689.60000000 -0.05378941329 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 40649.00000000 USD -203651.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3562.00000000 OU Notional Amount USD -250764.80000000 -0.00471347118 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brown & Brown, Inc. Brown & Brown, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3562.00000000 USD 7381.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 992.00000000 OU Notional Amount USD -66543.36000000 -0.00125077447 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Polaris, Inc. Polaris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 992.00000000 USD 4374.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 24711.00000000 OU Notional Amount USD 1239750.87000000 0.023302831981 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fluor Corp. Fluor Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 24711.00000000 USD -35089.62000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 35110.00000000 OU Notional Amount USD -1761468.70000000 -0.03310924005 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fluor Corp. Fluor Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 35110.00000000 USD 42665.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11170.00000000 OU Notional Amount USD -2330955.60000000 -0.04381353384 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Powell Industries, Inc. Powell Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11170.00000000 USD 428146.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51038.00000000 OU Notional Amount USD 5640719.76000000 0.106025128116 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51038.00000000 USD -234369.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 503.00000000 OU Notional Amount USD 55591.56000000 0.001044920244 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PPG Industries, Inc. PPG Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 503.00000000 USD -3455.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6846.00000000 OU Notional Amount USD 6516638.94000000 0.122489240362 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Costco Wholesale Corp. Costco Wholesale Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6846.00000000 USD 168274.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 52189.00000000 OU Notional Amount USD 5832120.75000000 0.109622774400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T. Rowe Price Group, Inc. T. Rowe Price Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 52189.00000000 USD -222325.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19004.00000000 OU Notional Amount USD 4428122.04000000 0.083232677137 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 19004.00000000 USD 440512.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11634.00000000 OU Notional Amount USD 2710838.34000000 0.050953955262 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Quest Diagnostics, Inc. Quest Diagnostics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11634.00000000 USD 269676.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 28133.00000000 OU Notional Amount USD 4064937.17000000 0.076406115278 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 28133.00000000 USD -119465.03000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2043.00000000 OU Notional Amount USD -295193.07000000 -0.00554856195 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Procter & Gamble Co. Procter & Gamble Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2043.00000000 USD 9479.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 11384.00000000 OU Notional Amount USD 2406805.28000000 0.045239233470 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Progressive Corp. Progressive Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 11384.00000000 USD 78321.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8872.00000000 OU Notional Amount USD -1875718.24000000 -0.03525671814 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Progressive Corp. Progressive Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8872.00000000 USD -55006.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 76760.00000000 OU Notional Amount USD -16228599.20000000 -0.30503896356 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Progressive Corp. Progressive Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 76760.00000000 USD -528108.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 70652.00000000 OU Notional Amount USD 5417595.36000000 0.101831196472 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 70652.00000000 USD -204890.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1186.00000000 OU Notional Amount USD -90942.48000000 -0.00170938967 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Public Service Enterprise Group, Inc. Public Service Enterprise Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1186.00000000 USD 3439.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11540.00000000 OU Notional Amount USD 1459463.80000000 0.027432640329 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 PulteGroup, Inc. PulteGroup, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11540.00000000 USD -5764.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 213.00000000 OU Notional Amount USD 26938.11000000 0.000506339028 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 PulteGroup, Inc. PulteGroup, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 213.00000000 USD -59.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18060.00000000 OU Notional Amount USD -1518484.80000000 -0.02854202164 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18060.00000000 USD -105831.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 197292.00000000 OU Notional Amount USD -16588311.36000000 -0.31180025103 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 197292.00000000 USD -1008162.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32747.00000000 OU Notional Amount USD -2753367.76000000 -0.05175335452 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Global Payments, Inc. Global Payments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32747.00000000 USD -167337.17000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14847.00000000 OU Notional Amount USD 2191565.67000000 0.041193507357 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14847.00000000 USD -371249.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19705.00000000 OU Notional Amount USD 2908655.05000000 0.054672193876 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 QUALCOMM, Inc. QUALCOMM, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19705.00000000 USD -481789.19000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 340.00000000 OU Notional Amount USD 59833.20000000 0.001124647733 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Raymond James Financial, Inc. Raymond James Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 340.00000000 USD 2709.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 179.00000000 OU Notional Amount USD 16294.37000000 0.000306275216 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 179.00000000 USD -2291.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2913.00000000 OU Notional Amount USD -265170.39000000 -0.00498424416 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2913.00000000 USD 34548.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17986.00000000 OU Notional Amount USD -1637265.58000000 -0.03077467065 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rambus, Inc. Rambus, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17986.00000000 USD 230220.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22945.00000000 OU Notional Amount USD -1465497.15000000 -0.02754604548 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22945.00000000 USD 26616.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 224.00000000 OU Notional Amount USD -14306.88000000 -0.00026891759 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Realty Income Corp. Realty Income Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 224.00000000 USD 259.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 59064.00000000 OU Notional Amount USD -4742248.56000000 -0.08913711946 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 59064.00000000 USD -7020.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 44398.00000000 OU Notional Amount USD -3564715.42000000 -0.06700375575 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Regency Centers Corp. Regency Centers Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 44398.00000000 USD 85688.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78227.00000000 OU Notional Amount USD -2985142.32000000 -0.05610987788 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UDR, Inc. UDR, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 78227.00000000 USD 102335.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 149664.00000000 OU Notional Amount USD -5711178.24000000 -0.10734949268 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 149664.00000000 USD 206536.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 871.00000000 OU Notional Amount USD -33237.36000000 -0.00062474214 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 UDR, Inc. UDR, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 871.00000000 USD 1201.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4074.00000000 OU Notional Amount USD 1303598.52000000 0.024502936854 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 RenaissanceRe Holdings Ltd. RenaissanceRe Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4074.00000000 USD 1181.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10000.00000000 OU Notional Amount USD 4061000.00000000 0.076332110723 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10000.00000000 USD 198900.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11575.00000000 OU Notional Amount USD 4700607.50000000 0.088354418162 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11575.00000000 USD 230226.75000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 913.00000000 OU Notional Amount USD 370769.30000000 0.006969121709 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Reliance, Inc. Reliance, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 913.00000000 USD 18159.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1364.00000000 OU Notional Amount USD 279933.72000000 0.005261741371 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1364.00000000 USD -13039.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 94.00000000 OU Notional Amount USD -19291.62000000 -0.00036261267 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regal Rexnord Corp. Regal Rexnord Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 94.00000000 USD 898.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7465.00000000 OU Notional Amount USD 5693032.95000000 0.107008426863 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7465.00000000 USD 739331.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4972.00000000 OU Notional Amount USD 3791796.36000000 0.071272056043 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regeneron Pharmaceuticals, Inc. Regeneron Pharmaceuticals, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4972.00000000 USD 554129.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1915.00000000 OU Notional Amount USD -453567.75000000 -0.00852543307 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Reinsurance Group of America, Inc. Reinsurance Group of America, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1915.00000000 USD 1429.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4576.00000000 OU Notional Amount USD -1083825.60000000 -0.02037200091 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Reinsurance Group of America, Inc. Reinsurance Group of America, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4576.00000000 USD -7047.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 132.00000000 OU Notional Amount USD -31264.20000000 -0.00058765387 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 2027-12-09 0.00000000 USD 0.00000000 USD 132.00000000 USD -203.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13321.00000000 OU Notional Amount USD 1878394.21000000 0.035307016700 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Repligen Corp. Repligen Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13321.00000000 USD -7998.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 74.00000000 OU Notional Amount USD 10434.74000000 0.000196135367 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Repligen Corp. Repligen Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 74.00000000 USD 68.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1315.00000000 OU Notional Amount USD 279306.00000000 0.005249942506 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1315.00000000 USD 8455.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16938.00000000 OU Notional Amount USD -3597631.20000000 -0.06762245336 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AutoNation, Inc. AutoNation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16938.00000000 USD -108911.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 41558.00000000 OU Notional Amount USD 8767906.84000000 0.164804933692 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 41558.00000000 USD 430007.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 25679.00000000 OU Notional Amount USD 5417755.42000000 0.101834205021 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ResMed, Inc. ResMed, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25679.00000000 USD 464019.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 208116.00000000 OU Notional Amount USD 13113389.16000000 0.246484283014 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 208116.00000000 USD -272565.99000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 681.00000000 OU Notional Amount USD -42909.81000000 -0.00080654921 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 U.S. Bancorp U.S. Bancorp Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 681.00000000 USD 994.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32358.00000000 OU Notional Amount USD 3252949.74000000 0.061143688680 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32358.00000000 USD 55332.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 204.00000000 OU Notional Amount USD -20508.12000000 -0.00038547847 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arch Capital Group Ltd. Arch Capital Group Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 204.00000000 USD -405.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 44542.00000000 OU Notional Amount USD 11183159.94000000 0.210202955621 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 44542.00000000 USD 564393.69000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10972.00000000 OU Notional Amount USD 2754740.04000000 0.051779148423 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ross Stores, Inc. Ross Stores, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10972.00000000 USD 141099.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 93408.00000000 OU Notional Amount USD 3546701.76000000 0.066665164109 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 93408.00000000 USD -513744.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 251265.00000000 OU Notional Amount USD -9540532.05000000 -0.17932749293 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rollins, Inc. Rollins, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 251265.00000000 USD 1208696.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5961.00000000 OU Notional Amount USD 2336533.17000000 0.043918371987 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5961.00000000 USD 329404.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9121.00000000 OU Notional Amount USD -3575158.37000000 -0.06720004544 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9121.00000000 USD -377181.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 48632.00000000 OU Notional Amount USD -19062285.04000000 -0.35830200746 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Roper Technologies, Inc. Roper Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48632.00000000 USD -2687404.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 72275.00000000 OU Notional Amount USD 34697782.00000000 0.652192794258 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 72275.00000000 USD 1561887.39000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1687.00000000 OU Notional Amount USD 809894.96000000 0.015223095730 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Rockwell Automation, Inc. Rockwell Automation, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1687.00000000 USD 22861.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71.00000000 OU Notional Amount USD 22599.30000000 0.000424785094 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71.00000000 USD 1855.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15624.00000000 OU Notional Amount USD -4973119.20000000 -0.09347665240 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15624.00000000 USD -414711.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31291.00000000 OU Notional Amount USD -9959925.30000000 -0.18721056902 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Royal Caribbean Cruises Ltd. Royal Caribbean Cruises Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31291.00000000 USD -1015392.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14132.00000000 OU Notional Amount USD 2803082.20000000 0.052687806170 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14132.00000000 USD -41124.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7675.00000000 OU Notional Amount USD -1522336.25000000 -0.02861441497 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Royal Gold, Inc. Royal Gold, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7675.00000000 USD 22334.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4551.00000000 OU Notional Amount USD 487275.57000000 0.009159018163 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4551.00000000 USD -1638.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 80.00000000 OU Notional Amount USD -8565.60000000 -0.00016100229 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 80.00000000 USD -322.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 102141.00000000 OU Notional Amount USD -10936236.87000000 -0.20556169506 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 RPM International, Inc. RPM International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 102141.00000000 USD 36770.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25592.00000000 OU Notional Amount USD -832251.84000000 -0.01564332420 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SM Energy Co. SM Energy Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25592.00000000 USD -35883.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 309351.00000000 OU Notional Amount USD -10060094.52000000 -0.18909338803 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SM Energy Co. SM Energy Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 309351.00000000 USD 207265.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50380.00000000 OU Notional Amount USD -1638357.60000000 -0.03079519668 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SM Energy Co. SM Energy Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 50380.00000000 USD -130484.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45787.00000000 OU Notional Amount USD 17140821.32000000 0.322185439766 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Travelers Cos., Inc. Travelers Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 45787.00000000 USD 104394.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 163957.00000000 OU Notional Amount USD 7340354.89000000 0.137972120712 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 163957.00000000 USD 693538.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5236.00000000 OU Notional Amount USD -234415.72000000 -0.00440616761 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fidelity National Information Services, Inc. Fidelity National Information Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5236.00000000 USD -22148.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 41282.00000000 OU Notional Amount USD 5374916.40000000 0.101028986401 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Merck & Co., Inc. Merck & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41282.00000000 USD 112699.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3302.00000000 OU Notional Amount USD -429920.40000000 -0.00808094843 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Merck & Co., Inc. Merck & Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3302.00000000 USD 520.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 157972.00000000 OU Notional Amount USD 7833831.48000000 0.147247695621 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SLB Ltd. SLB Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 157972.00000000 USD 303306.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45763.00000000 OU Notional Amount USD 2269387.17000000 0.042656270065 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SLB Ltd. SLB Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 45763.00000000 USD 87864.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 147622.00000000 OU Notional Amount USD 15535739.28000000 0.292015703248 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 147622.00000000 USD 655441.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3049.00000000 OU Notional Amount USD -320876.76000000 -0.00603132242 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Charles Schwab Corp. Charles Schwab Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3049.00000000 USD -7470.05000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15432.00000000 OU Notional Amount USD 2865876.72000000 0.053868116008 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pool Corp. Pool Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15432.00000000 USD -159364.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3583.00000000 OU Notional Amount USD 665398.93000000 0.012507093031 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pool Corp. Pool Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3583.00000000 USD -37549.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 79529.00000000 OU Notional Amount USD -7470158.97000000 -0.14041196789 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 79529.00000000 USD -305506.73000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 162232.00000000 OU Notional Amount USD -15238451.76000000 -0.28642777320 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 162232.00000000 USD -851718.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 324.00000000 OU Notional Amount USD -30433.32000000 -0.00057203633 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zimmer Biomet Holdings, Inc. Zimmer Biomet Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 324.00000000 USD -1701.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1739.00000000 OU Notional Amount USD 951285.17000000 0.017880720247 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cavco Industries, Inc. Cavco Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1739.00000000 USD -40031.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31578.00000000 OU Notional Amount USD 3251902.44000000 0.061124003228 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31578.00000000 USD 133574.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1351.00000000 OU Notional Amount USD 139125.98000000 0.002615065183 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SEI Investments Co. SEI Investments Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1351.00000000 USD 5714.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11289.00000000 OU Notional Amount USD -3514717.26000000 -0.06606397120 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11289.00000000 USD -77303.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 450.00000000 OU Notional Amount USD -140103.00000000 -0.00263342962 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cencora, Inc. Cencora, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 450.00000000 USD -4842.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1253.00000000 OU Notional Amount USD 147628.46000000 0.002774881052 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Semtech Corp. Semtech Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1253.00000000 USD 4019.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 57346.00000000 OU Notional Amount USD 4942651.74000000 0.092903974362 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Service Corp. International Service Corp. International Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 57346.00000000 USD 470810.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 311.00000000 OU Notional Amount USD -26805.09000000 -0.00050383873 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Service Corp. International Service Corp. International Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 311.00000000 USD -2553.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15454.00000000 OU Notional Amount USD 1757119.80000000 0.033027496461 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15454.00000000 USD 84224.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2443.00000000 OU Notional Amount USD 277769.10000000 0.005221054345 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Principal Financial Group, Inc. Principal Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2443.00000000 USD 13314.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8147.00000000 OU Notional Amount USD 2776904.95000000 0.052195768557 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8147.00000000 USD 161153.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5893.00000000 OU Notional Amount USD 2008629.05000000 0.037754960612 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sherwin-Williams Co. Sherwin-Williams Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5893.00000000 USD 123399.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3173.00000000 OU Notional Amount USD 1809974.39000000 0.034020971569 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Argan, Inc. Argan, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3173.00000000 USD -109629.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18478.00000000 OU Notional Amount USD -1149701.16000000 -0.02161022315 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Centene Corp. Centene Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18478.00000000 USD 67814.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 76038.00000000 OU Notional Amount USD -17440836.06000000 -0.32782463167 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 76038.00000000 USD -491121.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 183.00000000 OU Notional Amount USD -41974.71000000 -0.00078897271 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Simon Property Group, Inc. Simon Property Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 183.00000000 USD -1346.88000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 36614.00000000 OU Notional Amount USD 2201599.82000000 0.041382113082 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 36614.00000000 USD 21227.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59848.00000000 OU Notional Amount USD 3598660.24000000 0.067641795591 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 A.O. Smith Corp. A.O. Smith Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 59848.00000000 USD 46681.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9300.00000000 OU Notional Amount USD 3054027.00000000 0.057404660703 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9300.00000000 USD -57009.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 115.00000000 OU Notional Amount USD 37764.85000000 0.000709842578 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Acuity, Inc. Acuity, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 115.00000000 USD -363.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10110.00000000 OU Notional Amount USD 4149245.10000000 0.077990799407 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10110.00000000 USD 42866.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18834.00000000 OU Notional Amount USD -7729661.94000000 -0.14528968506 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Snap-on, Inc. Snap-on, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18834.00000000 USD -79856.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32283.00000000 OU Notional Amount USD -3941108.64000000 -0.07407858682 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Prudential Financial, Inc. Prudential Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32283.00000000 USD -104274.09000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 538.00000000 OU Notional Amount USD -65679.04000000 -0.00123452838 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Prudential Financial, Inc. Prudential Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 538.00000000 USD -1737.74000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3585.00000000 OU Notional Amount USD 263031.45000000 0.004944039833 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Edison International Edison International Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3585.00000000 USD -25130.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 60389.00000000 OU Notional Amount USD -4430740.93000000 -0.08328190279 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Edison International Edison International Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 60389.00000000 USD 423326.89000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3767.00000000 OU Notional Amount USD -356132.18000000 -0.00669399679 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Southern Co. Southern Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3767.00000000 USD 3650.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20713.00000000 OU Notional Amount USD -1958207.02000000 -0.03680720883 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Southern Co. Southern Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20713.00000000 USD 26098.38000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39639.00000000 OU Notional Amount USD -3747471.06000000 -0.07043890073 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Southern Co. Southern Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 39639.00000000 USD 56704.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 344406.00000000 OU Notional Amount USD 15487937.82000000 0.291117208706 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 344406.00000000 USD -913594.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 285.00000000 OU Notional Amount USD -12816.45000000 -0.00024090290 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Southwest Airlines Co. Southwest Airlines Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 285.00000000 USD 766.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 95374.00000000 OU Notional Amount USD 2217445.50000000 0.041679954550 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AT&T, Inc. AT&T, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 95374.00000000 USD -11292.52000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 202155.00000000 OU Notional Amount USD 39790168.65000000 0.747911243314 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chevron Corp. Chevron Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 202155.00000000 USD 2937400.01000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16436.00000000 OU Notional Amount USD 3235097.88000000 0.060808138285 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chevron Corp. Chevron Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 16436.00000000 USD 63278.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16478.00000000 OU Notional Amount USD 3034588.48000000 0.057039286839 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 State Street Corp. State Street Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16478.00000000 USD -20469.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 340.00000000 OU Notional Amount USD -62614.40000000 -0.00117692423 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 State Street Corp. State Street Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 340.00000000 USD 367.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 30488.00000000 OU Notional Amount USD 3208862.00000000 0.060314998640 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 30488.00000000 USD 36537.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39141.00000000 OU Notional Amount USD -4119590.25000000 -0.07743339549 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Starbucks Corp. Starbucks Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 39141.00000000 USD -27086.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29952.00000000 OU Notional Amount USD 2483320.32000000 0.046677439455 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stifel Financial Corp. Stifel Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29952.00000000 USD 124600.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6984.00000000 OU Notional Amount USD 1754799.84000000 0.032983889604 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6984.00000000 USD 63181.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26077.00000000 OU Notional Amount USD -6552107.02000000 -0.12315591197 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Steel Dynamics, Inc. Steel Dynamics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26077.00000000 USD -329091.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71122.00000000 OU Notional Amount USD -23055618.74000000 -0.43336223650 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Public Storage Public Storage Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71122.00000000 USD -670254.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 114678.00000000 OU Notional Amount USD -691508.34000000 -0.01299785549 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JetBlue Airways Corp. JetBlue Airways Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 114678.00000000 USD -99769.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7292.00000000 OU Notional Amount USD 2375004.40000000 0.044641491955 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Stryker Corp. Stryker Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7292.00000000 USD 105800.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5814.00000000 OU Notional Amount USD 1893619.80000000 0.035593202719 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stryker Corp. Stryker Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5814.00000000 USD 95698.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16574.00000000 OU Notional Amount USD 1188521.54000000 0.022339905882 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 16574.00000000 USD 50343.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27650.00000000 OU Notional Amount USD 1982781.50000000 0.037269120167 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Netflix, Inc. Netflix, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 27650.00000000 USD 87927.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 864.00000000 OU Notional Amount USD 106686.72000000 0.002005324433 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sun Communities, Inc. Sun Communities, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 864.00000000 USD 3300.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 605.00000000 OU Notional Amount USD 235199.80000000 0.004420905485 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 605.00000000 USD -22091.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23628.00000000 OU Notional Amount USD -9185621.28000000 -0.17265645422 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23628.00000000 USD -263452.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13762.00000000 OU Notional Amount USD -5350115.12000000 -0.10056281204 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Synopsys, Inc. Synopsys, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13762.00000000 USD -153446.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8770.00000000 OU Notional Amount USD -747554.80000000 -0.01405132621 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sysco Corp. Sysco Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8770.00000000 USD -8112.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 925.00000000 OU Notional Amount USD -78847.00000000 -0.00148203839 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Sysco Corp. Sysco Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 925.00000000 USD -2886.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38758.00000000 OU Notional Amount USD -13694364.14000000 -0.25740451116 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38758.00000000 USD 440483.63000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 51.00000000 OU Notional Amount USD -18019.83000000 -0.00033870762 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intuitive Surgical, Inc. Intuitive Surgical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 51.00000000 USD -644.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1910.00000000 OU Notional Amount USD -261116.10000000 -0.00490803818 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1910.00000000 USD -3648.10000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25426.00000000 OU Notional Amount USD -3475988.46000000 -0.06533600985 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25426.00000000 USD -48563.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 257.00000000 OU Notional Amount USD -35134.47000000 -0.00066040094 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Teleflex, Inc. Teleflex, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 257.00000000 USD -490.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16378.00000000 OU Notional Amount USD 573393.78000000 0.010777729008 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teva Pharmaceutical Industries Ltd. Teva Pharmaceutical Industries Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16378.00000000 USD 79597.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 787.00000000 OU Notional Amount USD 26096.92000000 0.000490527699 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 787.00000000 USD 1440.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 118130.00000000 OU Notional Amount USD 3917190.80000000 0.073629017944 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tetra Tech, Inc. Tetra Tech, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 118130.00000000 USD 257523.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8083.00000000 OU Notional Amount USD 2972038.27000000 0.055863569145 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Teradyne, Inc. Teradyne, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8083.00000000 USD 205215.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3490.00000000 OU Notional Amount USD 1283238.10000000 0.024120234605 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Teradyne, Inc. Teradyne, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3490.00000000 USD -6177.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12623.00000000 OU Notional Amount USD -793229.32000000 -0.01490984198 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Terex Corp. Terex Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12623.00000000 USD 33829.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 92461.00000000 OU Notional Amount USD -5810249.24000000 -0.10921166912 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Terex Corp. Terex Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 92461.00000000 USD 391110.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101.00000000 OU Notional Amount USD -6346.84000000 -0.00011929763 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Terex Corp. Terex Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101.00000000 USD 270.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 6119.00000000 OU Notional Amount USD 1687253.06000000 0.031714254468 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6119.00000000 USD -112895.55000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17951.00000000 OU Notional Amount USD 4949808.74000000 0.093038500074 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Texas Instruments, Inc. Texas Instruments, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17951.00000000 USD -283519.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22521.00000000 OU Notional Amount USD -1920140.46000000 -0.03609169519 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Textron, Inc. Textron, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22521.00000000 USD 145260.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 765.00000000 OU Notional Amount USD -65223.90000000 -0.00122597339 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Textron, Inc. Textron, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 765.00000000 USD 4934.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26154.00000000 OU Notional Amount USD 15020242.20000000 0.282326222778 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26154.00000000 USD 1229120.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 44.00000000 OU Notional Amount USD -25269.20000000 -0.00047496955 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Thermo Fisher Scientific, Inc. Thermo Fisher Scientific, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 44.00000000 USD -1716.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9201.00000000 OU Notional Amount USD 977146.20000000 0.018366814068 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FormFactor, Inc. FormFactor, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9201.00000000 USD -88421.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9021.00000000 OU Notional Amount USD -1240838.55000000 -0.02332327643 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Timken Co. Timken Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9021.00000000 USD 17320.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12429.00000000 OU Notional Amount USD -1709608.95000000 -0.03213446433 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Timken Co. Timken Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12429.00000000 USD 50834.61000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8899.00000000 OU Notional Amount USD 817551.13000000 0.015367004032 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Toro Co. Toro Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8899.00000000 USD -26608.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16906.00000000 OU Notional Amount USD 1553154.22000000 0.029193681332 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Toro Co. Toro Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16906.00000000 USD -35840.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31360.00000000 OU Notional Amount USD 7529222.40000000 0.141522146737 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31360.00000000 USD 238935.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8870.00000000 OU Notional Amount USD -2129598.30000000 -0.04002874494 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 DaVita, Inc. DaVita, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8870.00000000 USD -71048.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7370.00000000 OU Notional Amount USD 1618967.90000000 0.030430740458 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tower Semiconductor Ltd. Tower Semiconductor Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7370.00000000 USD -220068.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 443492.00000000 OU Notional Amount USD 13646248.84000000 0.256500117561 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tractor Supply Co. Tractor Supply Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 443492.00000000 USD 625323.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88955.00000000 OU Notional Amount USD 2737145.35000000 0.051448431894 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tractor Supply Co. Tractor Supply Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88955.00000000 USD 125426.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95643.00000000 OU Notional Amount USD 5411480.94000000 0.101716267493 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 95643.00000000 USD 445696.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14278.00000000 OU Notional Amount USD 807849.24000000 0.015184643594 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Trimble, Inc. Trimble, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14278.00000000 USD 66535.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38.00000000 OU Notional Amount USD 11764.80000000 0.000221135684 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38.00000000 USD 960.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5937.00000000 OU Notional Amount USD -1838095.20000000 -0.03454954108 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tyler Technologies, Inc. Tyler Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5937.00000000 USD -150087.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 177472.00000000 OU Notional Amount USD 10286277.12000000 0.193344802771 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tyson Foods, Inc. Tyson Foods, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 177472.00000000 USD 121502.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 531.00000000 OU Notional Amount USD -30776.76000000 -0.00057849176 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Tyson Foods, Inc. Tyson Foods, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 531.00000000 USD -477.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2163.00000000 OU Notional Amount USD 631877.19000000 0.011877005572 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2163.00000000 USD -930.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12129.00000000 OU Notional Amount USD 5026257.60000000 0.094475462114 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12129.00000000 USD -199754.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9945.00000000 OU Notional Amount USD 4121208.00000000 0.077463803341 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 UnitedHealth Group, Inc. UnitedHealth Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9945.00000000 USD -168169.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 62.00000000 OU Notional Amount USD -9035.26000000 -0.00016983020 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 62.00000000 USD -26.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17166.00000000 OU Notional Amount USD -2501601.18000000 -0.04702105349 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UMB Financial Corp. UMB Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17166.00000000 USD -84971.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 45627.00000000 OU Notional Amount USD 7685411.88000000 0.144457943999 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 45627.00000000 USD 931703.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1814.00000000 OU Notional Amount USD -305550.16000000 -0.00574323778 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Universal Health Services, Inc. Universal Health Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1814.00000000 USD -34647.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4153.00000000 OU Notional Amount USD -807301.67000000 -0.01517435125 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VSE Corp. VSE Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4153.00000000 USD 39702.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 35373.00000000 OU Notional Amount USD -6876157.47000000 -0.12924688829 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 VSE Corp. VSE Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35373.00000000 USD 95153.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 136320.00000000 OU Notional Amount USD 12747283.20000000 0.239602815229 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 136320.00000000 USD -500294.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14366.00000000 OU Notional Amount USD -1343364.66000000 -0.02525039644 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ventas, Inc. Ventas, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14366.00000000 USD 52723.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 75709.00000000 OU Notional Amount USD -1084152.88000000 -0.02037815259 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 VF Corp. VF Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 75709.00000000 USD 171543.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2908.00000000 OU Notional Amount USD 99511.76000000 0.001870461138 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vishay Intertechnology, Inc. Vishay Intertechnology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2908.00000000 USD -18116.84000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 844.00000000 OU Notional Amount USD -175020.28000000 -0.00328974818 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vicor Corp. Vicor Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 844.00000000 USD 8423.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3106.00000000 OU Notional Amount USD 1481872.60000000 0.027853844713 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3106.00000000 USD 14070.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 978.00000000 OU Notional Amount USD -466603.80000000 -0.00877046366 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vertex Pharmaceuticals, Inc. Vertex Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 978.00000000 USD 2044.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 245.00000000 OU Notional Amount USD 65799.65000000 0.001236795412 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vulcan Materials Co. Vulcan Materials Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 245.00000000 USD -5032.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5965.00000000 OU Notional Amount USD -1602020.05000000 -0.03011218218 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Vulcan Materials Co. Vulcan Materials Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5965.00000000 USD 56315.31000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7185.00000000 OU Notional Amount USD 532983.30000000 0.010018158155 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7185.00000000 USD 3376.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9970.00000000 OU Notional Amount USD 739574.60000000 0.013901327322 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Urban Outfitters, Inc. Urban Outfitters, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9970.00000000 USD 4685.90000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10924.00000000 OU Notional Amount USD -1214748.80000000 -0.02283288350 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Walmart, Inc. Walmart, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10924.00000000 USD -20427.88000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10686.00000000 OU Notional Amount USD 2420913.30000000 0.045504413215 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Waste Management, Inc. Waste Management, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10686.00000000 USD -105043.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 39760.00000000 OU Notional Amount USD -15001845.60000000 -0.28198043324 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Waters Corp. Waters Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39760.00000000 USD -258042.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8386.00000000 OU Notional Amount USD 2593789.80000000 0.048753866093 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8386.00000000 USD -427124.14000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20893.00000000 OU Notional Amount USD 6462204.90000000 0.121466077307 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Watsco, Inc. Watsco, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 20893.00000000 USD -1053051.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2465.00000000 OU Notional Amount USD 852372.35000000 0.016021517014 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Watts Water Technologies, Inc. Watts Water Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2465.00000000 USD -8430.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1176.00000000 OU Notional Amount USD -90469.68000000 -0.00170050274 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1176.00000000 USD -3010.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28185.00000000 OU Notional Amount USD -2168272.05000000 -0.04075567155 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28185.00000000 USD -72153.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 18567.00000000 OU Notional Amount USD -1428359.31000000 -0.02684798842 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Viasat, Inc. Viasat, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18567.00000000 USD -47531.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 17126.00000000 OU Notional Amount USD 6178204.50000000 0.116127897061 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Woodward, Inc. Woodward, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 17126.00000000 USD -750803.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8037.00000000 OU Notional Amount USD -1531289.61000000 -0.02878270575 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nexstar Media Group, Inc. Nexstar Media Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8037.00000000 USD -58911.21000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7008.00000000 OU Notional Amount USD 2389447.68000000 0.044912973375 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 West Pharmaceutical Services, Inc. West Pharmaceutical Services, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7008.00000000 USD -122289.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6600.00000000 OU Notional Amount USD -2071872.00000000 -0.03894369931 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Enpro, Inc. Enpro, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6600.00000000 USD 135762.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23334.00000000 OU Notional Amount USD 2782812.84000000 0.052306815519 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23334.00000000 USD 28234.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 185.00000000 OU Notional Amount USD -22063.10000000 -0.00041470647 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 J.M. Smucker Co. J.M. Smucker Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 185.00000000 USD -223.85000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5177.00000000 OU Notional Amount USD 773340.26000000 0.014535999594 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vail Resorts, Inc. Vail Resorts, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5177.00000000 USD 23037.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3777.00000000 OU Notional Amount USD 2057860.68000000 0.038680337177 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3777.00000000 USD 117087.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19835.00000000 OU Notional Amount USD 10806901.40000000 0.203130656055 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Western Digital Corp. Western Digital Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19835.00000000 USD -209309.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 470.00000000 OU Notional Amount USD -136704.20000000 -0.00256954447 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 470.00000000 USD 5469.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 162.00000000 OU Notional Amount USD -47119.32000000 -0.00088567277 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Westinghouse Air Brake Technologies Corp. Westinghouse Air Brake Technologies Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 162.00000000 USD -5046.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 22533.00000000 OU Notional Amount USD -564000.99000000 -0.01060117853 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 22533.00000000 USD -27264.93000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 407838.00000000 OU Notional Amount USD -10208185.14000000 -0.19187695601 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 407838.00000000 USD -493483.98000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 485.00000000 OU Notional Amount USD -12139.55000000 -0.00022817962 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Weyerhaeuser Co. Weyerhaeuser Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 485.00000000 USD -586.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 43251.00000000 OU Notional Amount USD 2693672.28000000 0.050631295427 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 43251.00000000 USD -31084.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 33183.00000000 OU Notional Amount USD 2066637.24000000 0.038845304759 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 33183.00000000 USD -26984.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70776.00000000 OU Notional Amount USD -7028764.56000000 -0.13211534957 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 70776.00000000 USD -342003.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5324.00000000 OU Notional Amount USD -528726.44000000 -0.00993814458 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wynn Resorts Ltd. Wynn Resorts Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5324.00000000 USD -26300.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12309.00000000 OU Notional Amount USD 1159384.71000000 0.021792238870 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12309.00000000 USD 40496.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8253.00000000 OU Notional Amount USD 777350.07000000 0.014611369518 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Nasdaq, Inc. Nasdaq, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8253.00000000 USD 27152.37000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26484.00000000 OU Notional Amount USD 7092150.36000000 0.133306773343 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 26484.00000000 USD 491278.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16402.00000000 OU Notional Amount USD 4392291.58000000 0.082559194093 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CME Group, Inc. CME Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16402.00000000 USD 304257.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21732.00000000 OU Notional Amount USD 1554707.28000000 0.029222873242 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Williams Cos., Inc. Williams Cos., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21732.00000000 USD -64109.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 319271.00000000 OU Notional Amount USD -22840647.34000000 -0.42932155177 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Williams Cos., Inc. Williams Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 319271.00000000 USD 900192.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9010.00000000 OU Notional Amount USD 2060226.60000000 0.038724807915 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9010.00000000 USD 56943.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 244.00000000 OU Notional Amount USD 55793.04000000 0.001048707339 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Williams-Sonoma, Inc. Williams-Sonoma, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 244.00000000 USD 1542.08000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3024.00000000 OU Notional Amount USD 592431.84000000 0.011135575672 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3024.00000000 USD -43001.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 OU Notional Amount USD -195.91000000 -0.00000368239 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1.00000000 USD 12.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 50100.00000000 OU Notional Amount USD -9815091.00000000 -0.18448820807 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dick's Sporting Goods, Inc. Dick's Sporting Goods, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 50100.00000000 USD 712422.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 186845.00000000 OU Notional Amount USD 4194670.25000000 0.078844627917 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 LKQ Corp. LKQ Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 186845.00000000 USD -511955.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1252.00000000 OU Notional Amount USD 28107.40000000 0.000528317451 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 LKQ Corp. LKQ Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1252.00000000 USD -3430.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 68701.00000000 OU Notional Amount USD -4862656.78000000 -0.09140035846 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68701.00000000 USD 222591.24000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 225.00000000 OU Notional Amount USD -15925.50000000 -0.00029934179 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Alliant Energy Corp. Alliant Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 225.00000000 USD 729.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10415.00000000 OU Notional Amount USD 859654.10000000 0.016158387575 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10415.00000000 USD 49158.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20337.00000000 OU Notional Amount USD -1678615.98000000 -0.03155190860 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Halozyme Therapeutics, Inc. Halozyme Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20337.00000000 USD -95990.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3697.00000000 OU Notional Amount USD 1285188.11000000 0.024156887740 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Saia, Inc. Saia, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3697.00000000 USD -212236.17000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 81408.00000000 OU Notional Amount USD -4661422.08000000 -0.08761787400 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CarMax, Inc. CarMax, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 81408.00000000 USD 15467.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29709.00000000 OU Notional Amount USD 4674414.06000000 0.087862076236 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TJX Cos., Inc. TJX Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 29709.00000000 USD 53790.22000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1216.00000000 OU Notional Amount USD 191325.44000000 0.003596226217 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TJX Cos., Inc. TJX Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1216.00000000 USD 7745.92000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12978.00000000 OU Notional Amount USD 3813195.96000000 0.071674291117 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12978.00000000 USD 403070.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3335.00000000 OU Notional Amount USD -979889.70000000 -0.01841838194 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zebra Technologies Corp. Zebra Technologies Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3335.00000000 USD -103618.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 201.00000000 OU Notional Amount USD 14009.70000000 0.000263331684 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zions Bancorp NA Zions Bancorp NA Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 201.00000000 USD -371.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1591.00000000 OU Notional Amount USD 326982.32000000 0.006146084869 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alnylam Pharmaceuticals, Inc. Alnylam Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1591.00000000 USD -117129.42000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 858.00000000 OU Notional Amount USD -71479.98000000 -0.00134356506 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ultra Clean Holdings, Inc. Ultra Clean Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 858.00000000 USD 15572.70000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10747.00000000 OU Notional Amount USD -1230424.03000000 -0.02312752112 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Corcept Therapeutics, Inc. Corcept Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10747.00000000 USD -253736.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1630.00000000 OU Notional Amount USD 1385760.80000000 0.026047290524 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1630.00000000 USD 157066.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 199.00000000 OU Notional Amount USD -169181.84000000 -0.00318000663 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 199.00000000 USD -14208.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2344.00000000 OU Notional Amount USD -1992775.04000000 -0.03745696257 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NewMarket Corp. NewMarket Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2344.00000000 USD -191528.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 74291.00000000 OU Notional Amount USD 2299306.45000000 0.043218644306 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 74291.00000000 USD 5345.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4530.00000000 OU Notional Amount USD 140203.50000000 0.002635318661 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Regions Financial Corp. Regions Financial Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4530.00000000 USD 407.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8445.00000000 OU Notional Amount USD 2934130.80000000 0.055151045826 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8445.00000000 USD 284365.66000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 777.00000000 OU Notional Amount USD 269960.88000000 0.005074288052 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Domino's Pizza, Inc. Domino's Pizza, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 777.00000000 USD 21452.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1047.00000000 OU Notional Amount USD 1493053.41000000 0.028064003498 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1047.00000000 USD 54173.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5339.00000000 OU Notional Amount USD -7613574.17000000 -0.14310765489 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Monolithic Power Systems, Inc. Monolithic Power Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5339.00000000 USD -147249.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 97052.00000000 OU Notional Amount USD 9220910.52000000 0.173319764290 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CRH PLC CRH PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 97052.00000000 USD -868615.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 105.00000000 OU Notional Amount USD 9976.05000000 0.000187513655 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CRH PLC CRH PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 105.00000000 USD -939.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 92498.00000000 OU Notional Amount USD 6521109.00000000 0.122573261321 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Westlake Corp. Westlake Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 92498.00000000 USD -605861.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7423.00000000 OU Notional Amount USD 1381049.15000000 0.025958728547 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 EnerSys EnerSys Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7423.00000000 USD -113274.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 56.00000000 OU Notional Amount USD -10418.80000000 -0.00019583575 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EnerSys EnerSys Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 56.00000000 USD 908.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 383.00000000 OU Notional Amount USD -56699.32000000 -0.00106574212 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Extra Space Storage, Inc. Extra Space Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 383.00000000 USD -1145.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 399.00000000 OU Notional Amount USD 19507.11000000 0.000366663107 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 399.00000000 USD 1635.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 151148.00000000 OU Notional Amount USD -7389625.72000000 -0.13889823409 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Las Vegas Sands Corp. Las Vegas Sands Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 151148.00000000 USD -496505.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2411.00000000 OU Notional Amount USD 45230.36000000 0.000850167162 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ARES Capital Corp. ARES Capital Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2411.00000000 USD -241.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 19697.00000000 OU Notional Amount USD 4046551.68000000 0.076060534569 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Roadhouse, Inc. Texas Roadhouse, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 19697.00000000 USD 275954.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 65468.00000000 OU Notional Amount USD 12342027.36000000 0.231985471311 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 65468.00000000 USD 661881.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6511.00000000 OU Notional Amount USD -1227453.72000000 -0.02307169004 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Digital Realty Trust, Inc. Digital Realty Trust, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6511.00000000 USD -41487.67000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31308.00000000 OU Notional Amount USD -3055034.64000000 -0.05742360069 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ormat Technologies, Inc. Ormat Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31308.00000000 USD 332038.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29013.00000000 OU Notional Amount USD -468850.08000000 -0.00881268559 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CMB Tech NV CMB Tech NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 29013.00000000 USD -23790.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88721.00000000 OU Notional Amount USD -3967603.12000000 -0.07457658721 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Celanese Corp. Celanese Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88721.00000000 USD 322944.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47676.00000000 OU Notional Amount USD 1981414.56000000 0.037243426639 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47676.00000000 USD 65916.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 428.00000000 OU Notional Amount USD -17787.68000000 -0.00033434404 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Molson Coors Beverage Co. Molson Coors Beverage Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 428.00000000 USD -222.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8459.00000000 OU Notional Amount USD 705903.55000000 0.013268433375 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dexcom, Inc. Dexcom, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8459.00000000 USD 90680.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 30555.00000000 OU Notional Amount USD -2030074.20000000 -0.03815805186 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Builders FirstSource, Inc. Builders FirstSource, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 30555.00000000 USD 121920.35000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1786.00000000 OU Notional Amount USD -143755.14000000 -0.00270207664 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Western Alliance Bancorp Western Alliance Bancorp Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1786.00000000 USD 5215.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3488.00000000 OU Notional Amount USD 436662.72000000 0.008207679658 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3488.00000000 USD -7534.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28767.00000000 OU Notional Amount USD -3601340.73000000 -0.06769217910 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CF Industries Holdings, Inc. CF Industries Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28767.00000000 USD 62136.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27.00000000 OU Notional Amount USD 14885.37000000 0.000279791113 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RBC Bearings, Inc. RBC Bearings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27.00000000 USD -1048.41000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4536.00000000 OU Notional Amount USD 2475930.24000000 0.046538532682 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4536.00000000 USD 86274.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47.00000000 OU Notional Amount USD 25654.48000000 0.000482211427 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ameriprise Financial, Inc. Ameriprise Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 47.00000000 USD 893.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46725.00000000 OU Notional Amount USD -1014867.00000000 -0.01907582866 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GameStop Corp. GameStop Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 46725.00000000 USD 25231.50000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14353.00000000 OU Notional Amount USD 2499287.89000000 0.046977572014 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Live Nation Entertainment, Inc. Live Nation Entertainment, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14353.00000000 USD -54397.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2852.00000000 OU Notional Amount USD -365084.52000000 -0.00686226840 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crocs, Inc. Crocs, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2852.00000000 USD 23357.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 556254.00000000 OU Notional Amount USD 20703773.88000000 0.389156060133 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chipotle Mexican Grill, Inc. Chipotle Mexican Grill, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 556254.00000000 USD 2792395.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10761.00000000 OU Notional Amount USD -13498383.18000000 -0.25372077800 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10761.00000000 USD -642216.48000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1510.00000000 OU Notional Amount USD -1894113.80000000 -0.03560248813 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TransDigm Group, Inc. TransDigm Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1510.00000000 USD -90116.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 455.00000000 OU Notional Amount USD 260760.50000000 0.004901354188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 455.00000000 USD 17239.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9941.00000000 OU Notional Amount USD -5697187.10000000 -0.10708650985 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mastercard, Inc. Mastercard, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9941.00000000 USD -165416.59000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6092.00000000 OU Notional Amount USD -717637.60000000 -0.01348899107 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Commvault Systems, Inc. Commvault Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6092.00000000 USD 78987.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55277.00000000 OU Notional Amount USD 3759388.77000000 0.070662910574 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PTC Therapeutics, Inc. PTC Therapeutics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 55277.00000000 USD -598649.91000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 39007.00000000 OU Notional Amount USD -2652866.07000000 -0.04986428628 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PTC Therapeutics, Inc. PTC Therapeutics, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 39007.00000000 USD 405282.73000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6401.00000000 OU Notional Amount USD 186973.21000000 0.003514420036 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6401.00000000 USD 2096.33000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 13844.00000000 OU Notional Amount USD -404383.24000000 -0.00760094219 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Celsius Holdings, Inc. Celsius Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13844.00000000 USD -10244.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3193.00000000 OU Notional Amount USD 1023548.08000000 0.019239001569 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3193.00000000 USD -105656.37000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5166.00000000 OU Notional Amount USD 1656012.96000000 0.031127053588 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Evercore, Inc. Evercore, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5166.00000000 USD -81647.58000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 327.00000000 OU Notional Amount USD -44942.88000000 -0.00084476357 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 327.00000000 USD 7674.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9174.00000000 OU Notional Amount USD -1260874.56000000 -0.02369988094 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9174.00000000 USD 246964.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4642.00000000 OU Notional Amount USD -637996.48000000 -0.01199202609 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4642.00000000 USD 124962.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 173.00000000 OU Notional Amount USD -23777.12000000 -0.00044692385 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avis Budget Group, Inc. Avis Budget Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 173.00000000 USD 4657.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6582.00000000 OU Notional Amount USD 2481743.10000000 0.046647793424 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6582.00000000 USD -125530.11000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2004.00000000 OU Notional Amount USD 755608.20000000 0.014202701006 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ciena Corp. Ciena Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2004.00000000 USD -40300.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 377.00000000 OU Notional Amount USD 65846.82000000 0.001237682037 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 377.00000000 USD 7072.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21051.00000000 OU Notional Amount USD -3676767.66000000 -0.06910993256 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Armstrong World Industries, Inc. Armstrong World Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21051.00000000 USD -365866.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 144.00000000 OU Notional Amount USD 20001.60000000 0.000375957731 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Owens Corning Owens Corning Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 144.00000000 USD -138.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10678.00000000 OU Notional Amount USD 1611310.20000000 0.030286803397 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AerCap Holdings NV AerCap Holdings NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10678.00000000 USD 3096.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 697.00000000 OU Notional Amount USD 147087.91000000 0.002764720667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 697.00000000 USD -8914.63000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11891.00000000 OU Notional Amount USD -2509357.73000000 -0.04716684858 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 First Solar, Inc. First Solar, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11891.00000000 USD -25803.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5641.00000000 OU Notional Amount USD -842596.17000000 -0.01583776019 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AeroVironment, Inc. AeroVironment, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5641.00000000 USD -45974.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16696.00000000 OU Notional Amount USD 2570349.20000000 0.048313267602 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Broadridge Financial Solutions, Inc. Broadridge Financial Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16696.00000000 USD 164121.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 207123.00000000 OU Notional Amount USD 14993633.97000000 0.281826084300 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AECOM AECOM Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 207123.00000000 USD 997072.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 63314.00000000 OU Notional Amount USD 5536176.16000000 0.104060086587 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Delta Air Lines, Inc. Delta Air Lines, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 63314.00000000 USD 232998.18000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4458.00000000 OU Notional Amount USD 392259.42000000 0.007373058231 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Interactive Brokers Group, Inc. Interactive Brokers Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4458.00000000 USD -24563.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 337.00000000 OU Notional Amount USD 55722.95000000 0.001047389901 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Insulet Corp. Insulet Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 337.00000000 USD 2045.59000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 80803.00000000 OU Notional Amount USD -13360776.05000000 -0.25113426170 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Insulet Corp. Insulet Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 80803.00000000 USD -515389.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9529.00000000 OU Notional Amount USD 1697686.64000000 0.031910368032 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ensign Group, Inc. Ensign Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9529.00000000 USD 102722.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3383.00000000 OU Notional Amount USD -528864.39000000 -0.00994073754 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3383.00000000 USD -12975.55000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 600.00000000 OU Notional Amount USD -93798.00000000 -0.00176306311 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bank of New York Mellon Corp. Bank of New York Mellon Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 600.00000000 USD 2436.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 22931.00000000 OU Notional Amount USD 2725807.97000000 0.051235330159 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 22931.00000000 USD 126120.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2685.00000000 OU Notional Amount USD -319165.95000000 -0.00599916538 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2685.00000000 USD -6347.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12723.00000000 OU Notional Amount USD -1512383.01000000 -0.02842733006 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lululemon Athletica, Inc. Lululemon Athletica, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12723.00000000 USD -69976.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1247.00000000 OU Notional Amount USD 2341803.65000000 0.044017437947 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MercadoLibre, Inc. MercadoLibre, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1247.00000000 USD 98188.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16568.00000000 OU Notional Amount USD -513442.32000000 -0.00965085841 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Teradata Corp. Teradata Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16568.00000000 USD -33851.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4688.00000000 OU Notional Amount USD 2404147.04000000 0.045189268173 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4688.00000000 USD 137405.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 378.00000000 OU Notional Amount USD -193849.74000000 -0.00364367392 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ulta Beauty, Inc. Ulta Beauty, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 378.00000000 USD -11079.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 107674.00000000 OU Notional Amount USD 3187150.40000000 0.059906899095 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 107674.00000000 USD -75371.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 424.00000000 OU Notional Amount USD 12550.40000000 0.000235902123 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invesco Ltd. Invesco Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 424.00000000 USD -381.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1871.00000000 OU Notional Amount USD 1070661.04000000 0.020124554802 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1871.00000000 USD 2413.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6493.00000000 OU Notional Amount USD -3715554.32000000 -0.06983898147 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MSCI, Inc. MSCI, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6493.00000000 USD 321598.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27684.00000000 OU Notional Amount USD -2327947.56000000 -0.04375699357 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27684.00000000 USD 320511.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 358.00000000 OU Notional Amount USD -30104.22000000 -0.00056585044 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 EchoStar Corp. EchoStar Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 358.00000000 USD 2932.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 117501.00000000 OU Notional Amount USD -22421540.82000000 -0.42144386517 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 117501.00000000 USD -1114450.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3836.00000000 OU Notional Amount USD -731985.52000000 -0.01375868006 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Philip Morris International, Inc. Philip Morris International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3836.00000000 USD 13349.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18106.00000000 OU Notional Amount USD 6629149.78000000 0.124604037185 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Visa, Inc. Visa, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18106.00000000 USD 165585.07000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2502.00000000 OU Notional Amount USD 916057.26000000 0.017218562964 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Visa, Inc. Visa, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2502.00000000 USD 27496.98000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1080.00000000 OU Notional Amount USD -11588.40000000 -0.00021782000 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Graphic Packaging Holding Co. Graphic Packaging Holding Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1080.00000000 USD 410.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23895.00000000 OU Notional Amount USD -3205992.15000000 -0.06026105584 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23895.00000000 USD -80452.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 115388.00000000 OU Notional Amount USD -15481607.96000000 -0.29099823023 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 115388.00000000 USD -39231.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17144.00000000 OU Notional Amount USD -2300210.48000000 -0.04323563680 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Water Works Co., Inc. American Water Works Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17144.00000000 USD 885.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10150.00000000 OU Notional Amount USD -3559402.00000000 -0.06690388268 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10150.00000000 USD -28351.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21534.00000000 OU Notional Amount USD -7551543.12000000 -0.14194169553 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21534.00000000 USD -160428.30000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 136.00000000 OU Notional Amount USD -47692.48000000 -0.00089644611 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chubb Ltd. Chubb Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 136.00000000 USD -1013.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4791.00000000 OU Notional Amount USD -663409.77000000 -0.01246970401 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4791.00000000 USD -15474.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 55505.00000000 OU Notional Amount USD -7685777.35000000 -0.14446481351 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55505.00000000 USD -179281.15000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 733.00000000 OU Notional Amount USD -101498.51000000 -0.00190780485 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 JBT Marel Corp. JBT Marel Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 733.00000000 USD -2367.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2083.00000000 OU Notional Amount USD 694097.26000000 0.013046517828 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MYR Group, Inc. MYR Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2083.00000000 USD -170306.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 986.00000000 OU Notional Amount USD -91599.40000000 -0.00172173739 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Signet Jewelers Ltd. Signet Jewelers Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 986.00000000 USD -2248.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 43843.00000000 OU Notional Amount USD 13874994.21000000 0.260799703109 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 43843.00000000 USD 32168.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3318.00000000 OU Notional Amount USD -1050047.46000000 -0.01973709406 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marathon Petroleum Corp. Marathon Petroleum Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3318.00000000 USD -57368.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12181.00000000 OU Notional Amount USD -64802.92000000 -0.00121806049 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Transocean Ltd. Transocean Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12181.00000000 USD -243.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 181.00000000 OU Notional Amount USD 8916.06000000 0.000167589677 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fortune Brands Innovations, Inc. Fortune Brands Innovations, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 181.00000000 USD -171.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 88.00000000 OU Notional Amount USD -6305.20000000 -0.00011851495 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 88.00000000 USD 16.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 51890.00000000 OU Notional Amount USD -3717918.50000000 -0.06988341950 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Terreno Realty Corp. Terreno Realty Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 51890.00000000 USD 75240.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6833.00000000 OU Notional Amount USD -151145.96000000 -0.00284099732 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mosaic Co. Mosaic Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6833.00000000 USD 6286.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 66428.00000000 OU Notional Amount USD -1469387.36000000 -0.02761916736 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mosaic Co. Mosaic Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 66428.00000000 USD 43842.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 76626.00000000 OU Notional Amount USD -1694967.12000000 -0.03185925089 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mosaic Co. Mosaic Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 76626.00000000 USD 50573.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 279849.00000000 OU Notional Amount USD 9005540.82000000 0.169271592956 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 279849.00000000 USD -86753.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 34447.00000000 OU Notional Amount USD 1108504.46000000 0.020835874212 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinder Morgan, Inc. Kinder Morgan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 34447.00000000 USD -12667.09000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 81776.00000000 OU Notional Amount USD 9565338.72000000 0.179793768599 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 81776.00000000 USD 67874.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28417.00000000 OU Notional Amount USD 3323936.49000000 0.062477982810 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Xylem, Inc. Xylem, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28417.00000000 USD 23586.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 385.00000000 OU Notional Amount USD -18861.15000000 -0.00035452139 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Alkermes PLC Alkermes PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 385.00000000 USD 1382.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282660.00000000 OU Notional Amount USD -4516906.80000000 -0.08490150947 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 282660.00000000 USD 192208.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 660715.00000000 OU Notional Amount USD -10558225.70000000 -0.19845645239 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Starwood Property Trust, Inc. Starwood Property Trust, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 660715.00000000 USD 330357.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 50637.00000000 OU Notional Amount USD 4789247.46000000 0.090020528785 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Stanley Black & Decker, Inc. Stanley Black & Decker, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 50637.00000000 USD 269895.21000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5135.00000000 OU Notional Amount USD 485668.30000000 0.009128807301 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Stanley Black & Decker, Inc. Stanley Black & Decker, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5135.00000000 USD 27369.55000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 35151.00000000 OU Notional Amount USD -2348789.82000000 -0.04414875267 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MaxLinear, Inc. MaxLinear, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 35151.00000000 USD 702316.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 234968.00000000 OU Notional Amount USD 14586813.44000000 0.274179329870 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 234968.00000000 USD -56392.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21033.00000000 OU Notional Amount USD 1305728.64000000 0.024542975405 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LyondellBasell Industries NV LyondellBasell Industries NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21033.00000000 USD 83214.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36187.00000000 OU Notional Amount USD -3135965.42000000 -0.05894480661 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PVH Corp. PVH Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 36187.00000000 USD -289134.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 40718.00000000 OU Notional Amount USD 11962134.04000000 0.224844851029 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Garmin Ltd. Garmin Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 40718.00000000 USD 2169047.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2492.00000000 OU Notional Amount USD 813513.40000000 0.015291109313 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2492.00000000 USD 122531.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1597.00000000 OU Notional Amount USD 521340.65000000 0.009799318448 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Huntington Ingalls Industries, Inc. Huntington Ingalls Industries, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1597.00000000 USD 78524.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3705.00000000 OU Notional Amount USD -535780.05000000 -0.01007072693 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Prologis, Inc. Prologis, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3705.00000000 USD 5547.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 170573.00000000 OU Notional Amount USD 28301472.16000000 0.531965305726 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Accenture PLC Accenture PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 170573.00000000 USD 4246699.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 37876.00000000 OU Notional Amount USD 6284385.92000000 0.118123723682 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Accenture PLC Accenture PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 37876.00000000 USD 978337.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 821.00000000 OU Notional Amount USD -357471.61000000 -0.00671917323 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fabrinet Fabrinet Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 821.00000000 USD 42068.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6464.00000000 OU Notional Amount USD -2814490.24000000 -0.05290223605 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fabrinet Fabrinet Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6464.00000000 USD 505872.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 53445.00000000 OU Notional Amount USD 21516422.55000000 0.404430915651 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 53445.00000000 USD 1445035.13000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2799.00000000 OU Notional Amount USD -1126849.41000000 -0.02118069291 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HCA Healthcare, Inc. HCA Healthcare, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2799.00000000 USD -85985.28000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15473.00000000 OU Notional Amount USD -3014914.05000000 -0.05666947872 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Verisk Analytics, Inc. Verisk Analytics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15473.00000000 USD -39765.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11629.00000000 OU Notional Amount USD -1331985.66000000 -0.02503651240 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Allison Transmission Holdings, Inc. Allison Transmission Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11629.00000000 USD -2907.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4450.00000000 OU Notional Amount USD -1125227.00000000 -0.02115019747 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4450.00000000 USD -6329.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 134488.00000000 OU Notional Amount USD 16317429.04000000 0.306708643241 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 134488.00000000 USD 543376.15000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10709.00000000 OU Notional Amount USD -1299322.97000000 -0.02442257198 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 United Airlines Holdings, Inc. United Airlines Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10709.00000000 USD -41328.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1780.00000000 OU Notional Amount USD 677005.20000000 0.012725248925 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1780.00000000 USD -12104.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4335.00000000 OU Notional Amount USD -1648773.90000000 -0.03099098544 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ralph Lauren Corp. Ralph Lauren Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4335.00000000 USD 29478.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 41390.00000000 OU Notional Amount USD 9484932.40000000 0.178282420625 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 NXP Semiconductors NV NXP Semiconductors NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41390.00000000 USD -2032398.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 68927.00000000 OU Notional Amount USD 4805590.44000000 0.090327717694 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68927.00000000 USD 247447.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 257.00000000 OU Notional Amount USD 17918.04000000 0.000336794339 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Booz Allen Hamilton Holding Corp. Booz Allen Hamilton Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 257.00000000 USD 1485.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 160.00000000 OU Notional Amount USD 43259.20000000 0.000813116484 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Targa Resources Corp. Targa Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 160.00000000 USD -1246.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 74740.00000000 OU Notional Amount USD 9764033.60000000 0.183528513632 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lear Corp. Lear Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 74740.00000000 USD -981778.46000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52.00000000 OU Notional Amount USD 16131.96000000 0.000303222496 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cboe Global Markets, Inc. Cboe Global Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52.00000000 USD 1478.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 246266.00000000 OU Notional Amount USD 18974795.30000000 0.356657516817 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 246266.00000000 USD 2470047.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 520.00000000 OU Notional Amount USD -40066.00000000 -0.00075309587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SS&C Technologies Holdings, Inc. SS&C Technologies Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 520.00000000 USD -5215.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 917.00000000 OU Notional Amount USD 230570.48000000 0.004333891014 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 917.00000000 USD -38128.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6744.00000000 OU Notional Amount USD 1695711.36000000 0.031873239912 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MACOM Technology Solutions Holdings, Inc. MACOM Technology Solutions Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6744.00000000 USD -210277.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 159631.00000000 OU Notional Amount USD 20281118.55000000 0.381211668740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dollar General Corp. Dollar General Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 159631.00000000 USD 1087087.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9400.00000000 OU Notional Amount USD -1194270.00000000 -0.02244795613 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dollar General Corp. Dollar General Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9400.00000000 USD -64014.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14847.00000000 OU Notional Amount USD 2404471.65000000 0.045195369667 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14847.00000000 USD 102444.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1772.00000000 OU Notional Amount USD -286975.40000000 -0.00539409948 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fortinet, Inc. Fortinet, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1772.00000000 USD -15473.99000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 34918.00000000 OU Notional Amount USD 15215518.50000000 0.285996710873 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 34918.00000000 USD 1060869.38000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8742.00000000 OU Notional Amount USD 3809326.50000000 0.071601559266 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Motorola Solutions, Inc. Motorola Solutions, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8742.00000000 USD 273122.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6117.00000000 OU Notional Amount USD 1903671.57000000 0.035782139636 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6117.00000000 USD -384147.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12015.00000000 OU Notional Amount USD -3739188.15000000 -0.07028321198 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tesla, Inc. Tesla, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12015.00000000 USD 811361.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16554.00000000 OU Notional Amount USD 3262958.94000000 0.061331825435 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16554.00000000 USD -269995.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1176.00000000 OU Notional Amount USD -231801.36000000 -0.00435702710 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Generac Holdings, Inc. Generac Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1176.00000000 USD 2345.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6643.00000000 OU Notional Amount USD 254161.18000000 0.004777310842 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 STAG Industrial, Inc. STAG Industrial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6643.00000000 USD -11027.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 56946.00000000 OU Notional Amount USD 5088125.10000000 0.095638347330 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 56946.00000000 USD 160587.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 479.00000000 OU Notional Amount USD 42798.65000000 0.000804459810 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 O'Reilly Automotive, Inc. O'Reilly Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 479.00000000 USD 1350.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 21624.00000000 OU Notional Amount USD -811764.96000000 -0.01525824496 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21624.00000000 USD 44112.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 48040.00000000 OU Notional Amount USD -1803421.60000000 -0.03389780282 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Enphase Energy, Inc. Enphase Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48040.00000000 USD 98001.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 104264.00000000 OU Notional Amount USD -3088299.68000000 -0.05804886311 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Acadia Healthcare Co., Inc. Acadia Healthcare Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 104264.00000000 USD 229490.77000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 80642.00000000 OU Notional Amount USD 7165848.12000000 0.134692024654 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 General Motors Co. General Motors Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 80642.00000000 USD 544607.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14811.00000000 OU Notional Amount USD -1316105.46000000 -0.02473802208 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 General Motors Co. General Motors Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14811.00000000 USD -99678.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 135.00000000 OU Notional Amount USD 5597.10000000 0.000105205234 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CubeSmart CubeSmart Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 135.00000000 USD 135.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 41535.00000000 OU Notional Amount USD -1722041.10000000 -0.03236814378 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CubeSmart CubeSmart Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 41535.00000000 USD -14121.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20213.00000000 OU Notional Amount USD -1847670.33000000 -0.03472951888 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Post Holdings, Inc. Post Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20213.00000000 USD -8085.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 78033.00000000 OU Notional Amount USD 11456024.73000000 0.215331826678 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 78033.00000000 USD 758480.76000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 20014.00000000 OU Notional Amount USD -2938255.34000000 -0.05522857225 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CBRE Group, Inc. CBRE Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 20014.00000000 USD -194536.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29400.00000000 OU Notional Amount USD 5908518.00000000 0.111058766360 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 XPO, Inc. XPO, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29400.00000000 USD -113190.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 176.00000000 OU Notional Amount USD -35370.72000000 -0.00066484159 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 XPO, Inc. XPO, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 176.00000000 USD 2231.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 305071.00000000 OU Notional Amount USD 13218726.43000000 0.248464242669 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 305071.00000000 USD -882102.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56265.00000000 OU Notional Amount USD -2437962.45000000 -0.04582487556 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ally Financial, Inc. Ally Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 56265.00000000 USD 75395.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13308.00000000 OU Notional Amount USD 3922399.92000000 0.073726930557 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13308.00000000 USD 367700.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 859.00000000 OU Notional Amount USD -253181.66000000 -0.00475889941 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expedia Group, Inc. Expedia Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 859.00000000 USD -28913.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23581.00000000 OU Notional Amount USD 8340599.70000000 0.156773105097 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23581.00000000 USD 579620.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1848.00000000 OU Notional Amount USD -653637.60000000 -0.01228602256 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 LPL Financial Holdings, Inc. LPL Financial Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1848.00000000 USD -45423.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1179.00000000 OU Notional Amount USD -249570.72000000 -0.00469102679 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Phillips 66 Phillips 66 Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1179.00000000 USD -1276.27000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31738.00000000 OU Notional Amount USD 2500637.02000000 0.047002930778 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31738.00000000 USD 104418.02000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 93698.00000000 OU Notional Amount USD -7382465.42000000 -0.13876364635 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 93698.00000000 USD -308266.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1981.00000000 OU Notional Amount USD -156082.99000000 -0.00293379563 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Globus Medical, Inc. Globus Medical, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1981.00000000 USD -6517.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2283.00000000 OU Notional Amount USD -165015.24000000 -0.00310168962 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2283.00000000 USD -20392.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 38346.00000000 OU Notional Amount USD -2771648.88000000 -0.05209697345 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 PBF Energy, Inc. PBF Energy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 38346.00000000 USD -304850.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 67866.00000000 OU Notional Amount USD 11765249.76000000 0.221144138727 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 American Tower Corp. American Tower Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 67866.00000000 USD 494818.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15636.00000000 OU Notional Amount USD -2710656.96000000 -0.05095054597 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Tower Corp. American Tower Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15636.00000000 USD -114142.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 876.00000000 OU Notional Amount USD 133099.44000000 0.002501788030 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 876.00000000 USD -13422.51000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 67.00000000 OU Notional Amount USD 10179.98000000 0.000191346801 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Guidewire Software, Inc. Guidewire Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 67.00000000 USD 1203.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 531.00000000 OU Notional Amount USD 52813.26000000 0.000992698254 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ingredion, Inc. Ingredion, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 531.00000000 USD 153.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3533.00000000 OU Notional Amount USD -263349.82000000 -0.00495002403 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bright Horizons Family Solutions, Inc. Bright Horizons Family Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3533.00000000 USD -1943.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12970.00000000 OU Notional Amount USD -647073.30000000 -0.01216263747 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Matador Resources Co. Matador Resources Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12970.00000000 USD 35667.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2606.00000000 OU Notional Amount USD 1450786.26000000 0.027269533965 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2606.00000000 USD -183618.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4155.00000000 OU Notional Amount USD -2313130.05000000 -0.04347847798 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Meta Platforms, Inc. Meta Platforms, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4155.00000000 USD 120069.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1663.00000000 OU Notional Amount USD 208590.09000000 0.003920739188 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1663.00000000 USD 1812.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 40231.00000000 OU Notional Amount USD -5046174.33000000 -0.09484982459 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Duke Energy Corp. Duke Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 40231.00000000 USD 103754.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7128.00000000 OU Notional Amount USD 792847.44000000 0.014902664017 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ServiceNow, Inc. ServiceNow, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7128.00000000 USD 112408.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 216433.00000000 OU Notional Amount USD 15929468.80000000 0.299416394043 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 216433.00000000 USD -393221.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 441.00000000 OU Notional Amount USD -32457.60000000 -0.00061008547 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WP Carey, Inc. WP Carey, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 441.00000000 USD -661.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2103.00000000 OU Notional Amount USD -109419.09000000 -0.00205668310 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TG Therapeutics, Inc. TG Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2103.00000000 USD 1366.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29560.00000000 OU Notional Amount USD -5526537.60000000 -0.10387891652 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WEX, Inc. WEX, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29560.00000000 USD -862490.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 50.00000000 OU Notional Amount USD -10856.50000000 -0.00020406293 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Five Below, Inc. Five Below, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 50.00000000 USD -1205.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6647.00000000 OU Notional Amount USD 1164620.87000000 0.021890659738 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Popular, Inc. Popular, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6647.00000000 USD 8774.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8186.00000000 OU Notional Amount USD 2716360.38000000 0.051057749640 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8186.00000000 USD -181647.34000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10016.00000000 OU Notional Amount USD -3323609.28000000 -0.06247183244 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Palo Alto Networks, Inc. Palo Alto Networks, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10016.00000000 USD 27295.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 311924.00000000 OU Notional Amount USD -19435984.44000000 -0.36532620445 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 311924.00000000 USD -458522.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8273.00000000 OU Notional Amount USD -515490.63000000 -0.00968935923 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Mondelez International, Inc. Mondelez International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8273.00000000 USD -3034.93000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31442.00000000 OU Notional Amount USD 8010792.76000000 0.150573927589 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31442.00000000 USD 1868598.06000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10806.00000000 OU Notional Amount USD -2753152.68000000 -0.05174931179 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tenet Healthcare Corp. Tenet Healthcare Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10806.00000000 USD -642200.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 103.00000000 OU Notional Amount USD 16515.02000000 0.000310422638 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Workday, Inc. Workday, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 103.00000000 USD 2875.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 119.00000000 OU Notional Amount USD 49408.80000000 0.000928706720 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 119.00000000 USD 278.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10476.00000000 OU Notional Amount USD -4349635.20000000 -0.08175740844 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eaton Corp. PLC Eaton Corp. PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10476.00000000 USD -86846.04000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11878.00000000 OU Notional Amount USD -1587494.70000000 -0.02983915814 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ryman Hospitality Properties, Inc. Ryman Hospitality Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11878.00000000 USD -33971.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1812.00000000 OU Notional Amount USD -336234.72000000 -0.00631999652 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1812.00000000 USD -39343.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13398.00000000 OU Notional Amount USD -2486132.88000000 -0.04673030540 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sanmina Corp. Sanmina Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13398.00000000 USD 138850.24000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 20298.00000000 OU Notional Amount USD 5093580.12000000 0.095740881974 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AbbVie, Inc. AbbVie, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 20298.00000000 USD -47903.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21219.00000000 OU Notional Amount USD 3470685.74000000 0.065236337895 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ICON PLC ICON PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21219.00000000 USD -133199.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8520.00000000 OU Notional Amount USD -1393573.80000000 -0.02619414666 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 ICON PLC ICON PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8520.00000000 USD 31651.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 13750.00000000 OU Notional Amount USD 2374762.50000000 0.044636945110 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 13750.00000000 USD -250662.50000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 415.00000000 OU Notional Amount USD -71674.65000000 -0.00134722416 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 415.00000000 USD 6187.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 401.00000000 OU Notional Amount USD -69256.71000000 -0.00130177563 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 T-Mobile U.S., Inc. T-Mobile U.S., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 401.00000000 USD 7310.23000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3678.00000000 OU Notional Amount USD 504621.60000000 0.009485060784 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PTC, Inc. PTC, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3678.00000000 USD 49984.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26820.00000000 OU Notional Amount USD 2072917.80000000 0.038963356569 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26820.00000000 USD 79702.16000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73578.00000000 OU Notional Amount USD -5686843.62000000 -0.10689208984 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zoetis, Inc. Zoetis, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 73578.00000000 USD -226034.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 522296.00000000 OU Notional Amount USD -9678144.88000000 -0.18191411637 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 522296.00000000 USD 418269.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 199457.00000000 OU Notional Amount USD -3695938.21000000 -0.06947026955 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Norwegian Cruise Line Holdings Ltd. Norwegian Cruise Line Holdings Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 199457.00000000 USD 160188.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2163.00000000 OU Notional Amount USD 166832.19000000 0.003135841713 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2163.00000000 USD -2719.98000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15921.00000000 OU Notional Amount USD -1227986.73000000 -0.02308170870 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cytokinetics, Inc. Cytokinetics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15921.00000000 USD 80560.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4090.00000000 OU Notional Amount USD 112720.40000000 0.002118735792 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 News Corp. News Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4090.00000000 USD 899.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26760.00000000 OU Notional Amount USD -737505.60000000 -0.01386243760 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 News Corp. News Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 26760.00000000 USD -7197.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 273419.00000000 OU Notional Amount USD -7535427.64000000 -0.14163878280 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 News Corp. News Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 273419.00000000 USD -60152.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5301.00000000 OU Notional Amount USD 783540.81000000 0.014727733037 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CDW Corp. CDW Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5301.00000000 USD -596.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2103.00000000 OU Notional Amount USD 310844.43000000 0.005842750910 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CDW Corp. CDW Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2103.00000000 USD 37811.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 316.00000000 OU Notional Amount USD -11935.32000000 -0.00022434084 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rexford Industrial Realty, Inc. Rexford Industrial Realty, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 316.00000000 USD -316.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27917.00000000 OU Notional Amount USD -932986.14000000 -0.01753676467 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27917.00000000 USD 2512.53000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 60949.00000000 OU Notional Amount USD -2036915.58000000 -0.03828664505 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Homes 4 Rent American Homes 4 Rent Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 60949.00000000 USD -14627.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 549.00000000 OU Notional Amount USD -18347.58000000 -0.00034486813 N/A DE US N 2 Morgan Stanley & Co. 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Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 70307.00000000 USD -929458.54000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 158393.00000000 OU Notional Amount USD 2418661.11000000 0.045462080189 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 158393.00000000 USD 76028.64000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 221470.00000000 OU Notional Amount USD -3381846.90000000 -0.06356648904 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 American Airlines Group, Inc. American Airlines Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 221470.00000000 USD -158402.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 207.00000000 OU Notional Amount USD -125806.32000000 -0.00236470375 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 207.00000000 USD 3108.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 46.00000000 OU Notional Amount USD -27956.96000000 -0.00052548972 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Murphy USA, Inc. Murphy USA, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 46.00000000 USD -648.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6433.00000000 OU Notional Amount USD 2292849.86000000 0.043097283769 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6433.00000000 USD 236798.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 115.00000000 OU Notional Amount USD 40988.30000000 0.000770431778 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Kinsale Capital Group, Inc. Kinsale Capital Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 115.00000000 USD 3539.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 73362.00000000 OU Notional Amount USD -2283025.44000000 -0.04291262020 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 73362.00000000 USD -73404.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 673302.00000000 OU Notional Amount USD -20953158.24000000 -0.39384358403 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 673302.00000000 USD -619437.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8329.00000000 OU Notional Amount USD -259198.48000000 -0.00487199386 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Keurig Dr. Pepper, Inc. Keurig Dr. Pepper, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8329.00000000 USD -7662.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 504.00000000 OU Notional Amount USD 65711.52000000 0.001235138887 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 504.00000000 USD -5831.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2583.00000000 OU Notional Amount USD 1207087.56000000 0.022688879902 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Madrigal Pharmaceuticals, Inc. Madrigal Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2583.00000000 USD -181662.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2303.00000000 OU Notional Amount USD 1076237.96000000 0.020229380725 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Madrigal Pharmaceuticals, Inc. Madrigal Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2303.00000000 USD -161969.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8605.00000000 OU Notional Amount USD -2935337.60000000 -0.05517372930 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Krystal Biotech, Inc. Krystal Biotech, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8605.00000000 USD -37173.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1044.00000000 OU Notional Amount USD -356129.28000000 -0.00669394228 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Krystal Biotech, Inc. Krystal Biotech, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1044.00000000 USD -4510.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 273102.00000000 OU Notional Amount USD -8672586.69000000 -0.16301325966 N/A DE GB N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Compass Group PLC Compass Group PLC Y equity-performance leg 2027-04-01 0.00000000 USD 0.00000000 USD 273102.00000000 USD -199561.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7797.00000000 OU Notional Amount USD 1538737.95000000 0.028922707602 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Twilio, Inc. Twilio, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7797.00000000 USD -110639.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2303.00000000 OU Notional Amount USD 454497.05000000 0.008542900552 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Twilio, Inc. Twilio, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2303.00000000 USD -32679.57000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 139075.00000000 OU Notional Amount USD -4133309.00000000 -0.07769125837 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 139075.00000000 USD 11880.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 569887.00000000 OU Notional Amount USD -16937041.64000000 -0.31835511888 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 569887.00000000 USD -125375.14000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1534.00000000 OU Notional Amount USD -45590.48000000 -0.00085693611 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Invitation Homes, Inc. Invitation Homes, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1534.00000000 USD -337.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 445933.00000000 OU Notional Amount USD 2091425.77000000 0.039311239459 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Snap, Inc. Snap, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 445933.00000000 USD -31215.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 184787.00000000 OU Notional Amount USD -866651.03000000 -0.01628990455 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Snap, Inc. Snap, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 184787.00000000 USD -40653.14000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 93131.00000000 OU Notional Amount USD 1680083.24000000 0.031579487786 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Trade Desk, Inc. Trade Desk, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 93131.00000000 USD 32453.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 38231.00000000 OU Notional Amount USD -1965455.71000000 -0.03694345798 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Solaris Energy Infrastructure, Inc. Solaris Energy Infrastructure, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 38231.00000000 USD 141870.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4.00000000 OU Notional Amount USD -1343.68000000 -0.00002525632 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4.00000000 USD -203.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4249.00000000 OU Notional Amount USD -1427324.08000000 -0.02682852984 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Willis Towers Watson PLC Willis Towers Watson PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4249.00000000 USD -209943.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13189.00000000 OU Notional Amount USD -1802144.96000000 -0.03387380660 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Protagonist Therapeutics, Inc. Protagonist Therapeutics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13189.00000000 USD -2827.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21481.00000000 OU Notional Amount USD -2935163.84000000 -0.05517046324 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Protagonist Therapeutics, Inc. Protagonist Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21481.00000000 USD -25777.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 141240.00000000 OU Notional Amount USD -2642600.40000000 -0.04967132881 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Liberty Energy, Inc. Liberty Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 141240.00000000 USD 476972.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2048.00000000 OU Notional Amount USD -421498.88000000 -0.00792265431 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2048.00000000 USD -86144.78000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2153.00000000 OU Notional Amount USD -443108.93000000 -0.00832884508 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Bloom Energy Corp. Bloom Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2153.00000000 USD -88975.11000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42221.00000000 OU Notional Amount USD -3499698.69000000 -0.06578167641 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 elf Beauty, Inc. elf Beauty, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42221.00000000 USD -162973.06000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 24188.00000000 OU Notional Amount USD 11430039.40000000 0.214843396467 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 24188.00000000 USD -103766.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 82.00000000 OU Notional Amount USD 38749.10000000 0.000728342918 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hubbell, Inc. Hubbell, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 82.00000000 USD -351.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2311.00000000 OU Notional Amount USD 328000.23000000 0.006165217895 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Okta, Inc. Okta, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2311.00000000 USD -4149.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1213.00000000 OU Notional Amount USD -46591.33000000 -0.00087574847 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Valvoline, Inc. Valvoline, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1213.00000000 USD 1176.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10020.00000000 OU Notional Amount USD 480859.80000000 0.009038424894 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CRISPR Therapeutics AG CRISPR Therapeutics AG Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10020.00000000 USD 3481.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 148.00000000 OU Notional Amount USD 8952.52000000 0.000168274993 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 148.00000000 USD 575.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 56290.00000000 OU Notional Amount USD -3404982.10000000 -0.06400134712 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Baker Hughes Co. Baker Hughes Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 56290.00000000 USD -218968.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 58267.00000000 OU Notional Amount USD 3016482.59000000 0.056698961599 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 58267.00000000 USD -130518.08000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3963.00000000 OU Notional Amount USD -205164.51000000 -0.00385635067 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ionis Pharmaceuticals, Inc. Ionis Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3963.00000000 USD 8877.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 33778.00000000 OU Notional Amount USD -1775033.90000000 -0.03336421674 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33778.00000000 USD -153689.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13841.00000000 OU Notional Amount USD -727344.55000000 -0.01367144662 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lamb Weston Holdings, Inc. Lamb Weston Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13841.00000000 USD -62976.55000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 19568.00000000 OU Notional Amount USD 4598871.36000000 0.086442146726 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 19568.00000000 USD 105122.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 8696.00000000 OU Notional Amount USD -2043733.92000000 -0.03841480518 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 IQVIA Holdings, Inc. IQVIA Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 8696.00000000 USD -317404.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2639.00000000 OU Notional Amount USD 509063.10000000 0.009568544918 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2639.00000000 USD 26653.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 169071.00000000 OU Notional Amount USD 32613795.90000000 0.613021393684 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Booking Holdings, Inc. Booking Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 169071.00000000 USD 2453001.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8685.00000000 OU Notional Amount USD -622367.10000000 -0.01169825028 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TechnipFMC PLC TechnipFMC PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8685.00000000 USD 20458.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16537.00000000 OU Notional Amount USD -1709098.95000000 -0.03212487817 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16537.00000000 USD 6660.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4355.00000000 OU Notional Amount USD -450089.25000000 -0.00846004985 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Construction Partners, Inc. Construction Partners, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4355.00000000 USD -1.34000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14884.00000000 OU Notional Amount USD -7855179.84000000 -0.14764896756 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14884.00000000 USD -539842.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 71.00000000 OU Notional Amount USD -37470.96000000 -0.00070431850 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Axon Enterprise, Inc. Axon Enterprise, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 71.00000000 USD -2575.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103.00000000 OU Notional Amount USD -11906.80000000 -0.00022380477 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Leidos Holdings, Inc. Leidos Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 103.00000000 USD -761.17000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 54209.00000000 OU Notional Amount USD 8338970.47000000 0.156742481466 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 54209.00000000 USD -251529.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 113.00000000 OU Notional Amount USD 17382.79000000 0.000326733575 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 nVent Electric PLC nVent Electric PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 113.00000000 USD -524.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 528.00000000 OU Notional Amount USD -49800.96000000 -0.00093607791 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 528.00000000 USD 8553.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19168.00000000 OU Notional Amount USD -1807925.76000000 -0.03398246473 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Optoelectronics, Inc. Applied Optoelectronics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19168.00000000 USD 94312.75000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3596.00000000 OU Notional Amount USD -36859.00000000 -0.00069281587 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 CNH Industrial NV CNH Industrial NV Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3596.00000000 USD 1618.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1164.00000000 OU Notional Amount USD 453121.92000000 0.008517053082 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1164.00000000 USD -8764.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5143.00000000 OU Notional Amount USD 2002067.04000000 0.037631618560 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Broadcom, Inc. Broadcom, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5143.00000000 USD -38726.79000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25915.00000000 OU Notional Amount USD -1441392.30000000 -0.02709296149 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 RingCentral, Inc. RingCentral, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25915.00000000 USD -386910.95000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 66717.00000000 OU Notional Amount USD 10165669.29000000 0.191077811825 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 66717.00000000 USD 582954.30000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 7347.00000000 OU Notional Amount USD 1119462.39000000 0.021041843660 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Tapestry, Inc. Tapestry, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 7347.00000000 USD 63478.08000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9469.00000000 OU Notional Amount USD 658379.57000000 0.012375154453 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Knight-Swift Transportation Holdings, Inc. Knight-Swift Transportation Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9469.00000000 USD -61643.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3573.00000000 OU Notional Amount USD 317675.43000000 0.005971149001 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Hamilton Lane, Inc. Hamilton Lane, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3573.00000000 USD 11147.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20884.00000000 OU Notional Amount USD 1563376.24000000 0.029385818333 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wyndham Hotels & Resorts, Inc. Wyndham Hotels & Resorts, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20884.00000000 USD -87295.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 304.00000000 OU Notional Amount USD 22757.44000000 0.000427757554 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Wyndham Hotels & Resorts, Inc. Wyndham Hotels & Resorts, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 304.00000000 USD -249.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2363.00000000 OU Notional Amount USD 302676.67000000 0.005689226566 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ARES Management Corp. ARES Management Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2363.00000000 USD 20132.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11178.00000000 OU Notional Amount USD 3772351.44000000 0.070906561882 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11178.00000000 USD 49630.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4736.00000000 OU Notional Amount USD 1598305.28000000 0.030042357942 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 MongoDB, Inc. MongoDB, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4736.00000000 USD 153967.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2775.00000000 OU Notional Amount USD 71345.25000000 0.001341032632 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Magnolia Oil & Gas Corp. Magnolia Oil & Gas Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2775.00000000 USD -2830.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6874.00000000 OU Notional Amount USD 682244.50000000 0.012823728814 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6874.00000000 USD -71764.56000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4771.00000000 OU Notional Amount USD -473521.75000000 -0.00890049609 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rhythm Pharmaceuticals, Inc. Rhythm Pharmaceuticals, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4771.00000000 USD 22519.12000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16389.00000000 OU Notional Amount USD 6039018.72000000 0.113511707854 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Burlington Stores, Inc. Burlington Stores, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16389.00000000 USD 380880.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 83206.00000000 OU Notional Amount USD -2978774.80000000 -0.05599019154 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 CNX Resources Corp. CNX Resources Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 83206.00000000 USD -97351.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 14293.00000000 OU Notional Amount USD -511689.40000000 -0.00961790985 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CNX Resources Corp. CNX Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 14293.00000000 USD -36447.15000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1456.00000000 OU Notional Amount USD -114252.32000000 -0.00214753034 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ACM Research, Inc. ACM Research, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1456.00000000 USD 16074.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44929.00000000 OU Notional Amount USD -1184777.73000000 -0.02226953579 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elanco Animal Health, Inc. Elanco Animal Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44929.00000000 USD -46276.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21831.00000000 OU Notional Amount USD -712563.84000000 -0.01339362273 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tenable Holdings, Inc. Tenable Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21831.00000000 USD -7841.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20203.00000000 OU Notional Amount USD -730136.42000000 -0.01372392367 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Antero Resources Corp. Antero Resources Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20203.00000000 USD -51719.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34359.00000000 OU Notional Amount USD 7001677.02000000 0.131606201807 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34359.00000000 USD 638365.66000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 71.00000000 OU Notional Amount USD 14468.38000000 0.000271953209 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Veeva Systems, Inc. Veeva Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 71.00000000 USD 1365.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 813.00000000 OU Notional Amount USD -67487.13000000 -0.00126851393 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Evergy, Inc. Evergy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 813.00000000 USD 1959.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 200.00000000 OU Notional Amount USD 8958.00000000 0.000168377997 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gaming & Leisure Properties, Inc. Gaming & Leisure Properties, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 200.00000000 USD 152.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 52224.00000000 OU Notional Amount USD -613109.76000000 -0.01152424577 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CommScope Holding Co., Inc. CommScope Holding Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52224.00000000 USD 17756.16000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 322.00000000 OU Notional Amount USD 50682.80000000 0.000952653312 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Allegion PLC Allegion PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 322.00000000 USD 5618.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29604.00000000 OU Notional Amount USD -4659669.60000000 -0.08758493372 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Allegion PLC Allegion PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 29604.00000000 USD -516589.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 37254.00000000 OU Notional Amount USD 5680489.92000000 0.106772663269 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 37254.00000000 USD 468549.32000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 30.00000000 OU Notional Amount USD 4574.40000000 0.000085982173 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intercontinental Exchange, Inc. Intercontinental Exchange, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 30.00000000 USD 298.50000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 62413.00000000 OU Notional Amount USD -1966633.63000000 -0.03696559862 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Brixmor Property Group, Inc. Brixmor Property Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 62413.00000000 USD 55547.57000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10567.00000000 OU Notional Amount USD 1711748.33000000 0.032174676940 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Guardant Health, Inc. Guardant Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10567.00000000 USD 118773.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 188.00000000 OU Notional Amount USD -30454.12000000 -0.00057242729 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Guardant Health, Inc. Guardant Health, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 188.00000000 USD 182.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4630.00000000 OU Notional Amount USD -304607.70000000 -0.00572552294 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Elastic NV Elastic NV Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4630.00000000 USD -32919.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20946.00000000 OU Notional Amount USD -1378037.34000000 -0.02590211741 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Elastic NV Elastic NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20946.00000000 USD -148926.06000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6278.00000000 OU Notional Amount USD 1433895.20000000 0.026952043135 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 STERIS PLC STERIS PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6278.00000000 USD 67179.82000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18639.00000000 OU Notional Amount USD 4257147.60000000 0.080018976106 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 STERIS PLC STERIS PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 18639.00000000 USD 332333.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27320.00000000 OU Notional Amount USD -221292.00000000 -0.00415948915 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27320.00000000 USD -1639.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1389.00000000 OU Notional Amount USD -11250.90000000 -0.00021147622 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1389.00000000 USD -263.91000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23103.00000000 OU Notional Amount USD -187134.30000000 -0.00351744794 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23103.00000000 USD -4389.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15379.00000000 OU Notional Amount USD -124569.90000000 -0.00234146353 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Quantum Computing, Inc. Quantum Computing, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15379.00000000 USD -2922.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26744.00000000 OU Notional Amount USD -1466373.52000000 -0.02756251807 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26744.00000000 USD -185603.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 153.00000000 OU Notional Amount USD -8388.99000000 -0.00015768266 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Docusign, Inc. Docusign, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 153.00000000 USD -1061.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31203.00000000 OU Notional Amount USD 15599627.82000000 0.293216576705 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 31203.00000000 USD 804413.34000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 4709.00000000 OU Notional Amount USD 2354217.46000000 0.044250772672 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Spotify Technology SA Spotify Technology SA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4709.00000000 USD 121398.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 58663.00000000 OU Notional Amount USD -5736068.14000000 -0.10781733277 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 58663.00000000 USD -418696.43000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70.00000000 OU Notional Amount USD -6844.60000000 -0.00012865372 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BJ's Wholesale Club Holdings, Inc. BJ's Wholesale Club Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 70.00000000 USD -527.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 91020.00000000 OU Notional Amount USD 4969692.00000000 0.093412233441 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 91020.00000000 USD -123787.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 40455.00000000 OU Notional Amount USD -2208843.00000000 -0.04151825866 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Jefferies Financial Group, Inc. Jefferies Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 40455.00000000 USD 55018.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 288265.00000000 OU Notional Amount USD 9385908.40000000 0.176421127611 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 288265.00000000 USD 1075803.97000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 43371.00000000 OU Notional Amount USD -1412159.76000000 -0.02654349548 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dropbox, Inc. Dropbox, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 43371.00000000 USD -167845.77000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 47719.00000000 OU Notional Amount USD -4840138.17000000 -0.09097709005 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 47719.00000000 USD -91897.81000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 41629.00000000 OU Notional Amount USD -4222429.47000000 -0.07936640084 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 41629.00000000 USD -245611.10000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17188.00000000 OU Notional Amount USD -1743378.84000000 -0.03276921611 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 KKR & Co., Inc. KKR & Co., Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 17188.00000000 USD -101409.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20479.00000000 OU Notional Amount USD 2152752.48000000 0.040463959779 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Futu Holdings Ltd. Futu Holdings Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20479.00000000 USD 117754.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 77064.00000000 OU Notional Amount USD -7403538.48000000 -0.13915974365 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 77064.00000000 USD -776970.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 24314.00000000 OU Notional Amount USD -2335845.98000000 -0.04390545530 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 24314.00000000 USD -249461.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 147.00000000 OU Notional Amount USD -14122.29000000 -0.00026544796 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Zoom Communications, Inc. Zoom Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 147.00000000 USD -1508.22000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 41171.00000000 OU Notional Amount USD 2256994.22000000 0.042423327432 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 41171.00000000 USD -100892.75000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13155.00000000 OU Notional Amount USD -721157.10000000 -0.01355514494 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moderna, Inc. Moderna, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13155.00000000 USD 77378.78000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10963.00000000 OU Notional Amount USD 3059225.15000000 0.057502367120 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Cigna Group Cigna Group Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10963.00000000 USD -63585.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 61.00000000 OU Notional Amount USD 17022.05000000 0.000319952968 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cigna Group Cigna Group Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 61.00000000 USD -353.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 45269.00000000 OU Notional Amount USD 18350694.53000000 0.344926679812 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 45269.00000000 USD -1649149.67000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3090.00000000 OU Notional Amount USD -1252593.30000000 -0.02354422321 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Dell Technologies, Inc. Dell Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3090.00000000 USD 88523.57000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 53756.00000000 OU Notional Amount USD 1318097.12000000 0.024775458091 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Levi Strauss & Co. Levi Strauss & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 53756.00000000 USD -11826.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 360296.00000000 OU Notional Amount USD 10913365.84000000 0.205131802429 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dow, Inc. Dow, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 360296.00000000 USD 212574.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1283.00000000 OU Notional Amount USD 38862.07000000 0.000730466345 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Dow, Inc. Dow, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1283.00000000 USD -1231.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 458.00000000 OU Notional Amount USD -28606.68000000 -0.00053770210 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ovintiv, Inc. Ovintiv, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 458.00000000 USD -2935.78000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 78983.00000000 OU Notional Amount USD -1896381.83000000 -0.03564511889 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Pinterest, Inc. Pinterest, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 78983.00000000 USD -116105.01000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 274494.00000000 OU Notional Amount USD -1754016.66000000 -0.03296916865 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Peloton Interactive, Inc. Peloton Interactive, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 274494.00000000 USD -16469.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 342196.00000000 OU Notional Amount USD 7470138.68000000 0.140411586516 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 342196.00000000 USD -128677.62000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1725.00000000 OU Notional Amount USD -37656.75000000 -0.00070781068 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Healthpeak Properties, Inc. Healthpeak Properties, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1725.00000000 USD 621.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 68381.00000000 OU Notional Amount USD -514908.93000000 -0.00967842537 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Red Cat Holdings, Inc. Red Cat Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 68381.00000000 USD 20514.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 248642.00000000 OU Notional Amount USD -5462664.74000000 -0.10267833779 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Antero Midstream Corp. Antero Midstream Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 248642.00000000 USD 218804.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 477.00000000 OU Notional Amount USD 50538.15000000 0.000949934415 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mirum Pharmaceuticals, Inc. Mirum Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 477.00000000 USD -7178.85000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28187.00000000 OU Notional Amount USD -2424927.61000000 -0.04557986772 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Par Pacific Holdings, Inc. Par Pacific Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28187.00000000 USD -186316.07000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 208509.00000000 OU Notional Amount USD 12141479.07000000 0.228215888874 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fox Corp. Fox Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 208509.00000000 USD 371146.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 14248.00000000 OU Notional Amount USD 2719373.28000000 0.051114381262 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 14248.00000000 USD 34765.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44603.00000000 OU Notional Amount USD -8512928.58000000 -0.16001226470 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crowdstrike Holdings, Inc. Crowdstrike Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44603.00000000 USD -108831.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 89350.00000000 OU Notional Amount USD -2019310.00000000 -0.03795572383 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 89350.00000000 USD -100707.53000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44217.00000000 OU Notional Amount USD -999304.20000000 -0.01878330431 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Chewy, Inc. Chewy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44217.00000000 USD -47754.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10680.00000000 OU Notional Amount USD 147170.40000000 0.002766271181 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10680.00000000 USD 27554.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 210407.00000000 OU Notional Amount USD -2899408.46000000 -0.05449839143 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Avantor, Inc. Avantor, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 210407.00000000 USD -595451.81000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 355497.00000000 OU Notional Amount USD -4518366.87000000 -0.08492895351 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Dynex Capital, Inc. Dynex Capital, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 355497.00000000 USD 216853.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 71704.00000000 OU Notional Amount USD -1624812.64000000 -0.03054060042 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fastly, Inc. Fastly, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 71704.00000000 USD -190732.64000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 28847.00000000 OU Notional Amount USD -1275325.87000000 -0.02397151330 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Parsons Corp. Parsons Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 28847.00000000 USD 208631.23000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 222614.00000000 OU Notional Amount USD -6110754.30000000 -0.11486007727 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 222614.00000000 USD -416288.18000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29478.00000000 OU Notional Amount USD -809171.10000000 -0.01520948978 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29478.00000000 USD -55123.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 735.00000000 OU Notional Amount USD -20175.75000000 -0.00037923112 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Gen Digital, Inc. Gen Digital, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 735.00000000 USD -1374.45000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42067.00000000 OU Notional Amount USD 9378416.98000000 0.176280316013 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42067.00000000 USD -98543.71000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 166.00000000 OU Notional Amount USD 37008.04000000 0.000695617288 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Installed Building Products, Inc. Installed Building Products, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 166.00000000 USD -356.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 8205.00000000 OU Notional Amount USD -130131.30000000 -0.00244599773 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8205.00000000 USD -9846.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 103166.00000000 OU Notional Amount USD -1636212.76000000 -0.03075488144 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lyft, Inc. Lyft, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 103166.00000000 USD -123799.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 72160.00000000 OU Notional Amount USD 3198131.20000000 0.060113298415 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Dynatrace, Inc. Dynatrace, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 72160.00000000 USD 213593.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17314.00000000 OU Notional Amount USD -4830259.72000000 -0.09079141092 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cloudflare, Inc. Cloudflare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17314.00000000 USD -125550.02000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16691.00000000 OU Notional Amount USD 1677445.50000000 0.031529907815 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16691.00000000 USD -3004.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7.00000000 OU Notional Amount USD -703.50000000 -0.00001322325 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7.00000000 USD 1.26000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35683.00000000 OU Notional Amount USD -3586141.50000000 -0.06740648856 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tradeweb Markets, Inc. Tradeweb Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35683.00000000 USD -58876.95000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1732.00000000 OU Notional Amount USD -69193.40000000 -0.00130058563 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Varonis Systems, Inc. Varonis Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1732.00000000 USD 9318.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 30878.00000000 OU Notional Amount USD 2473019.02000000 0.046483812276 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 30878.00000000 USD -79356.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 12424.00000000 OU Notional Amount USD -995038.16000000 -0.01870311819 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bridgebio Pharma, Inc. Bridgebio Pharma, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 12424.00000000 USD 31929.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 312.00000000 OU Notional Amount USD 19284.72000000 0.000362482980 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 312.00000000 USD -2162.16000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 197736.00000000 OU Notional Amount USD -12222062.16000000 -0.22973055948 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carrier Global Corp. Carrier Global Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 197736.00000000 USD 979402.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20777.00000000 OU Notional Amount USD 1494905.15000000 0.028098809512 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Otis Worldwide Corp. Otis Worldwide Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20777.00000000 USD 31996.58000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 95441.00000000 OU Notional Amount USD -6866979.95000000 -0.12907438411 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Otis Worldwide Corp. Otis Worldwide Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 95441.00000000 USD 34302.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 55862.00000000 OU Notional Amount USD 5059979.96000000 0.095109320503 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BioNTech SE BioNTech SE Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 55862.00000000 USD -73223.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6762.00000000 OU Notional Amount USD -475774.32000000 -0.00894283626 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Uber Technologies, Inc. Uber Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6762.00000000 USD -202.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32837.00000000 OU Notional Amount USD -2512358.87000000 -0.04722325915 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TransMedics Group, Inc. TransMedics Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32837.00000000 USD -174364.47000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 100.00000000 OU Notional Amount USD 18225.00000000 0.000342564077 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Globe Life, Inc. Globe Life, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 100.00000000 USD -175.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4498.00000000 OU Notional Amount USD 354037.58000000 0.006654625894 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4498.00000000 USD -44170.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 230616.00000000 OU Notional Amount USD -18151785.36000000 -0.34118790690 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Corteva, Inc. Corteva, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 230616.00000000 USD 2268906.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 130221.00000000 OU Notional Amount USD 5132009.61000000 0.096463217381 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 130221.00000000 USD -87530.54000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 809.00000000 OU Notional Amount USD -31882.69000000 -0.00059927924 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Match Group, Inc. Match Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 809.00000000 USD -1116.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 40459.00000000 OU Notional Amount USD 11209570.54000000 0.210699379370 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 L3Harris Technologies, Inc. L3Harris Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 40459.00000000 USD -327717.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 562.00000000 OU Notional Amount USD 155707.72000000 0.002926741916 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 L3Harris Technologies, Inc. L3Harris Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 562.00000000 USD -4552.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 542.00000000 OU Notional Amount USD 301633.84000000 0.005669625134 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ubiquiti, Inc. Ubiquiti, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 542.00000000 USD 10308.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 21194.00000000 OU Notional Amount USD 9642210.30000000 0.181238676247 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 21194.00000000 USD -395268.10000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1543.00000000 OU Notional Amount USD 701987.85000000 0.013194832379 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Trane Technologies PLC Trane Technologies PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1543.00000000 USD -28776.95000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 16037.00000000 OU Notional Amount USD -723749.81000000 -0.01360387851 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bill Holdings, Inc. Bill Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 16037.00000000 USD -51959.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 345.00000000 OU Notional Amount USD 44073.75000000 0.000828427078 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Blackstone, Inc. Blackstone, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 345.00000000 USD 1700.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3449.00000000 OU Notional Amount USD 973514.74000000 0.018298555755 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3449.00000000 USD -2545.89000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4280.00000000 OU Notional Amount USD -1208072.80000000 -0.02270739885 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Howmet Aerospace, Inc. Howmet Aerospace, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4280.00000000 USD -6676.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8274.00000000 OU Notional Amount USD -1140943.23000000 -0.02144560575 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paylocity Holding Corp. Paylocity Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8274.00000000 USD -122827.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 859.00000000 OU Notional Amount USD -163441.93000000 -0.00307211708 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 859.00000000 USD -16477.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9593.00000000 OU Notional Amount USD -1825260.11000000 -0.03430828781 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MSA Safety, Inc. MSA Safety, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9593.00000000 USD -176894.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 259381.00000000 OU Notional Amount USD 13446311.04000000 0.252742010127 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Truist Financial Corp. Truist Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 259381.00000000 USD 28531.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1000.00000000 OU Notional Amount USD -51840.00000000 -0.00097440448 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Truist Financial Corp. Truist Financial Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1000.00000000 USD -110.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24231.00000000 OU Notional Amount USD 1310412.48000000 0.024631014655 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Vaxcyte, Inc. Vaxcyte, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24231.00000000 USD -64454.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 64342.00000000 OU Notional Amount USD -2961018.84000000 -0.05565644372 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Carlyle Group, Inc. Carlyle Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 64342.00000000 USD -124823.48000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 348.00000000 OU Notional Amount USD 186249.60000000 0.003500818785 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SiTime Corp. SiTime Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 348.00000000 USD -6943.47000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15010.00000000 OU Notional Amount USD 4022229.70000000 0.075603369321 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15010.00000000 USD 52685.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5330.00000000 OU Notional Amount USD 1428280.10000000 0.026846499565 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Datadog, Inc. Datadog, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5330.00000000 USD 18957.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5100.00000000 OU Notional Amount USD 4366263.00000000 0.082069950939 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5100.00000000 USD -246883.79000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2007.00000000 OU Notional Amount USD 1718252.91000000 0.032296939516 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Seagate Technology Holdings PLC Seagate Technology Holdings PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2007.00000000 USD -104303.79000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1318.00000000 OU Notional Amount USD 131048.74000000 0.002463242288 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Voya Financial, Inc. Voya Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1318.00000000 USD 1199.38000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31194.00000000 OU Notional Amount USD -973876.68000000 -0.01830535891 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Oscar Health, Inc. Oscar Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31194.00000000 USD -53653.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11827.00000000 OU Notional Amount USD 3058225.66000000 0.057483580324 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Onto Innovation, Inc. Onto Innovation, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11827.00000000 USD -433696.09000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 122.00000000 OU Notional Amount USD 31546.76000000 0.000592964978 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Onto Innovation, Inc. Onto Innovation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 122.00000000 USD -4473.74000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 125.00000000 OU Notional Amount USD 30196.25000000 0.000567580275 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vertiv Holdings Co. Vertiv Holdings Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 125.00000000 USD -7448.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31676.00000000 OU Notional Amount USD -869189.44000000 -0.01633761747 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Upstart Holdings, Inc. Upstart Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31676.00000000 USD 38011.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 13874.00000000 OU Notional Amount USD 4995611.18000000 0.093899420271 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 General Electric Co. General Electric Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 13874.00000000 USD 256861.41000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1600.00000000 OU Notional Amount USD 576112.00000000 0.010828821712 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 General Electric Co. General Electric Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1600.00000000 USD 30208.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 39325.00000000 OU Notional Amount USD -3278918.50000000 -0.06163180743 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39325.00000000 USD 9558.12000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 633.00000000 OU Notional Amount USD -52779.54000000 -0.00099206444 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ingersoll Rand, Inc. Ingersoll Rand, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 633.00000000 USD 101.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 15960.00000000 OU Notional Amount USD 1085599.20000000 0.020405338176 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 15960.00000000 USD 105495.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9873.00000000 OU Notional Amount USD -671561.46000000 -0.01262292630 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE HealthCare Technologies, Inc. GE HealthCare Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9873.00000000 USD -23726.99000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 45437.00000000 OU Notional Amount USD -2844810.57000000 -0.05347214858 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Circle Internet Group, Inc. Circle Internet Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 45437.00000000 USD 161301.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10138.00000000 OU Notional Amount USD 1901179.14000000 0.035735290967 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Revolution Medicines, Inc. Revolution Medicines, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10138.00000000 USD 45621.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1409.00000000 OU Notional Amount USD 231019.64000000 0.004342333597 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1409.00000000 USD -7469.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9681.00000000 OU Notional Amount USD -1587296.76000000 -0.02983543758 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9681.00000000 USD -186165.63000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3089.00000000 OU Notional Amount USD -506472.44000000 -0.00951984988 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Paycom Software, Inc. Paycom Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3089.00000000 USD -76174.74000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 255065.00000000 OU Notional Amount USD -961595.05000000 -0.01807450869 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Opendoor Technologies, Inc. Opendoor Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 255065.00000000 USD 249963.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 165633.00000000 OU Notional Amount USD -624436.41000000 -0.01173714582 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Opendoor Technologies, Inc. Opendoor Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 165633.00000000 USD 38391.73000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 111615.00000000 OU Notional Amount USD -1698780.30000000 -0.03193092488 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Rivian Automotive, Inc. Rivian Automotive, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 111615.00000000 USD 218765.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11218.00000000 OU Notional Amount USD -2023166.30000000 -0.03802820832 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11218.00000000 USD -94567.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 23640.00000000 OU Notional Amount USD -4263474.00000000 -0.08013788954 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Arista Networks, Inc. Arista Networks, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23640.00000000 USD -129547.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1112.00000000 OU Notional Amount USD 230172.88000000 0.004326417572 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1112.00000000 USD -23663.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53370.00000000 OU Notional Amount USD -11047056.30000000 -0.20764469949 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Credo Technology Group Holding Ltd. Credo Technology Group Holding Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53370.00000000 USD 1054057.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4119.00000000 OU Notional Amount USD 227533.56000000 0.004276807903 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4119.00000000 USD 2430.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2.00000000 OU Notional Amount USD -110.48000000 -0.00000207662 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2.00000000 USD -1.18000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31017.00000000 OU Notional Amount USD -1713379.08000000 -0.03220532914 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Clear Secure, Inc. Clear Secure, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31017.00000000 USD -91189.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 85.00000000 OU Notional Amount USD 6824.65000000 0.000128278734 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Stride, Inc. Stride, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 85.00000000 USD -263.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 619.00000000 OU Notional Amount USD -3794.47000000 -0.00007132231 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SoundHound AI, Inc. SoundHound AI, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 619.00000000 USD 204.27000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 905.00000000 OU Notional Amount USD 127043.90000000 0.002387965782 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Chord Energy Corp. Chord Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 905.00000000 USD 15330.70000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 61246.00000000 OU Notional Amount USD 2686249.56000000 0.050491775140 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 StepStone Group, Inc. StepStone Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 61246.00000000 USD 168426.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4042.00000000 OU Notional Amount USD -128171.82000000 -0.00240916659 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4042.00000000 USD -9862.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 65903.00000000 OU Notional Amount USD -2089784.13000000 -0.03928038256 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Unity Software, Inc. Unity Software, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 65903.00000000 USD -160803.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7392.00000000 OU Notional Amount USD 413138.88000000 0.007765516555 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Travere Therapeutics, Inc. Travere Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7392.00000000 USD -6693.14000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 139917.00000000 OU Notional Amount USD 1110940.98000000 0.020881671975 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Mobileye Global, Inc. Mobileye Global, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 139917.00000000 USD -91650.18000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 55407.00000000 OU Notional Amount USD 3716701.56000000 0.069860545433 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Moelis & Co. Moelis & Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 55407.00000000 USD -144448.95000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17603.00000000 OU Notional Amount USD -1180809.24000000 -0.02219494253 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Moelis & Co. Moelis & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17603.00000000 USD -21475.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2711.00000000 OU Notional Amount USD -181853.88000000 -0.00341819514 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Moelis & Co. Moelis & Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2711.00000000 USD -3307.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 11437.00000000 OU Notional Amount USD 626404.49000000 0.011774138608 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11437.00000000 USD 150053.44000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4155.00000000 OU Notional Amount USD -227569.35000000 -0.00427748062 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Procore Technologies, Inc. Procore Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4155.00000000 USD -54513.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 27554.00000000 OU Notional Amount USD -5676124.00000000 -0.10669059976 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 27554.00000000 USD 454365.46000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 112.00000000 OU Notional Amount USD -23072.00000000 -0.00043367014 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FTAI Aviation Ltd. FTAI Aviation Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 112.00000000 USD 1846.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3195.00000000 OU Notional Amount USD -280489.05000000 -0.00527217956 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Weatherford International PLC Weatherford International PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3195.00000000 USD -19106.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 33795.00000000 OU Notional Amount USD -12184787.25000000 -0.22902992600 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Aon PLC Aon PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33795.00000000 USD -245786.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 36.00000000 OU Notional Amount USD -12979.80000000 -0.00024397329 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Aon PLC Aon PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 36.00000000 USD -194.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 508.00000000 OU Notional Amount USD -25689.56000000 -0.00048287080 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 508.00000000 USD -924.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 6604.00000000 OU Notional Amount USD -333964.28000000 -0.00627732046 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 6604.00000000 USD 6934.20000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12316.00000000 OU Notional Amount USD -622820.12000000 -0.01170676541 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kinetik Holdings, Inc. Kinetik Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12316.00000000 USD 12931.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25069.00000000 OU Notional Amount USD 975936.17000000 0.018344069881 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cogent Biosciences, Inc. Cogent Biosciences, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25069.00000000 USD -9275.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 27743.00000000 OU Notional Amount USD 314050.76000000 0.005903018316 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 27743.00000000 USD 35164.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 26089.00000000 OU Notional Amount USD -295327.48000000 -0.00555108837 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 MARA Holdings, Inc. MARA Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26089.00000000 USD 28437.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23533.00000000 OU Notional Amount USD 1539999.52000000 0.028946420555 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Pentair PLC Pentair PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23533.00000000 USD 37904.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 14252.00000000 OU Notional Amount USD 932650.88000000 0.017530462998 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pentair PLC Pentair PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14252.00000000 USD 34489.84000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 148460.00000000 OU Notional Amount USD 31951561.20000000 0.600573776731 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RTX Corp. RTX Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 148460.00000000 USD 2991750.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2948.00000000 OU Notional Amount USD 634468.56000000 0.011925713955 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 RTX Corp. RTX Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2948.00000000 USD 59962.32000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21267.00000000 OU Notional Amount USD 346864.77000000 0.006519803011 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21267.00000000 USD 22489.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 42409.00000000 OU Notional Amount USD -691690.79000000 -0.01300128489 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SoFi Technologies, Inc. SoFi Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 42409.00000000 USD 45692.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68994.00000000 OU Notional Amount USD -1412997.12000000 -0.02655923482 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Planet Labs PBC Planet Labs PBC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 68994.00000000 USD 227867.97000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 2120.00000000 OU Notional Amount USD -14818.80000000 -0.00027853983 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 POET Technologies, Inc. POET Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 2120.00000000 USD 2713.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 89208.00000000 OU Notional Amount USD -623563.92000000 -0.01172074616 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 POET Technologies, Inc. POET Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 89208.00000000 USD 40102.67000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21663.00000000 OU Notional Amount USD -151424.37000000 -0.00284623043 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 POET Technologies, Inc. POET Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21663.00000000 USD 14297.58000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27330.00000000 OU Notional Amount USD -11002511.40000000 -0.20680741650 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 27330.00000000 USD 834111.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 100.00000000 OU Notional Amount USD -40258.00000000 -0.00075670478 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Texas Pacific Land Corp. Texas Pacific Land Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 100.00000000 USD 1086.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 366053.00000000 OU Notional Amount USD -2108465.28000000 -0.03963152061 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Stellantis NV Stellantis NV Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 366053.00000000 USD 51247.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 76409.00000000 OU Notional Amount USD -440115.84000000 -0.00827258582 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Stellantis NV Stellantis NV Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 76409.00000000 USD 3056.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 51392.00000000 OU Notional Amount USD 2039234.56000000 0.038330233495 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 API Group Corp. API Group Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 51392.00000000 USD 37516.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 255.00000000 OU Notional Amount USD -10118.40000000 -0.00019018932 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 API Group Corp. API Group Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 255.00000000 USD -186.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 73451.00000000 OU Notional Amount USD 2603103.44000000 0.048928928836 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 73451.00000000 USD 344322.28000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1353.00000000 OU Notional Amount USD 47950.32000000 0.000901292572 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bentley Systems, Inc. Bentley Systems, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1353.00000000 USD 7712.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 69667.00000000 OU Notional Amount USD -10189495.42000000 -0.19152565688 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coinbase Global, Inc. Coinbase Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 69667.00000000 USD 1448893.53000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2756.00000000 OU Notional Amount USD -371536.36000000 -0.00698353966 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Duolingo, Inc. Duolingo, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2756.00000000 USD -9894.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5444.00000000 OU Notional Amount USD 149111.16000000 0.002802750449 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5444.00000000 USD 22687.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 79036.00000000 OU Notional Amount USD -2164796.04000000 -0.04069033514 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Applied Digital Corp. Applied Digital Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 79036.00000000 USD 191852.74000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 80018.00000000 OU Notional Amount USD 3150308.66000000 0.059214407645 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Frontline PLC Frontline PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 80018.00000000 USD 112825.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 70991.00000000 OU Notional Amount USD 905845.16000000 0.017026612423 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 70991.00000000 USD 11365.66000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 141704.00000000 OU Notional Amount USD 1808143.04000000 0.033986548813 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UiPath, Inc. UiPath, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 141704.00000000 USD 291910.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 301.00000000 OU Notional Amount USD 6293.91000000 0.000118302741 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Doximity, Inc. Doximity, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 301.00000000 USD -406.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 575777.00000000 OU Notional Amount USD -7427523.30000000 -0.13961057151 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 575777.00000000 USD 299774.65000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 142525.00000000 OU Notional Amount USD -1838572.50000000 -0.03455851259 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rocket Cos., Inc. Rocket Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 142525.00000000 USD 70199.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10741.00000000 OU Notional Amount USD -68527.58000000 -0.00128807062 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10741.00000000 USD 3437.12000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 204010.00000000 OU Notional Amount USD -1301583.80000000 -0.02446506740 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lumen Technologies, Inc. Lumen Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 204010.00000000 USD 65283.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25126.00000000 OU Notional Amount USD -5125955.26000000 -0.09634941750 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 FirstCash Holdings, Inc. FirstCash Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 25126.00000000 USD 118845.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20899.00000000 OU Notional Amount USD -1494487.49000000 -0.02809095901 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20899.00000000 USD 213169.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16811.00000000 OU Notional Amount USD -1202154.61000000 -0.02259615828 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16811.00000000 USD 40430.46000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1353.00000000 OU Notional Amount USD -96753.03000000 -0.00181860699 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Affirm Holdings, Inc. Affirm Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1353.00000000 USD 3253.97000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 327.00000000 OU Notional Amount USD -4898.46000000 -0.00009207332 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Mirion Technologies, Inc. Mirion Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 327.00000000 USD 441.45000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9024.00000000 OU Notional Amount USD -435949.44000000 -0.00819427257 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lemonade, Inc. Lemonade, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9024.00000000 USD 57441.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 109976.00000000 OU Notional Amount USD 16663563.52000000 0.313214719442 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 109976.00000000 USD 390246.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15727.00000000 OU Notional Amount USD 2382955.04000000 0.044790935228 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Airbnb, Inc. Airbnb, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15727.00000000 USD 180388.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 88181.00000000 OU Notional Amount USD -23169557.75000000 -0.43550387776 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 88181.00000000 USD 1065693.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12507.00000000 OU Notional Amount USD -3286214.25000000 -0.06176894114 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Constellation Energy Corp. Constellation Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12507.00000000 USD 151960.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 34382.00000000 OU Notional Amount USD 2996391.30000000 0.056321318020 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 34382.00000000 USD 192248.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 118.00000000 OU Notional Amount USD -10283.70000000 -0.00019329636 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Monday.com Ltd. Monday.com Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 118.00000000 USD -759.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 145674.00000000 OU Notional Amount USD -675927.36000000 -0.01270498943 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Archer Aviation, Inc. Archer Aviation, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 145674.00000000 USD 78663.96000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12903.00000000 OU Notional Amount USD 244382.82000000 0.004593513044 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Klarna Group PLC Klarna Group PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12903.00000000 USD 3997.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 33862.00000000 OU Notional Amount USD 1420172.28000000 0.026694101877 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 33862.00000000 USD 62306.08000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7475.00000000 OU Notional Amount USD 313501.50000000 0.005892694215 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 CareTrust REIT, Inc. CareTrust REIT, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7475.00000000 USD -3289.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 33947.00000000 OU Notional Amount USD -3510119.80000000 -0.06597755558 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Kymera Therapeutics, Inc. Kymera Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 33947.00000000 USD 235860.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25.00000000 OU Notional Amount USD -1914.25000000 -0.00003598097 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25.00000000 USD 47.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 14590.00000000 OU Notional Amount USD -1117156.30000000 -0.02099849750 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 14590.00000000 USD -37204.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 20337.00000000 OU Notional Amount USD -1557204.09000000 -0.02926980423 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 StoneX Group, Inc. StoneX Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 20337.00000000 USD 7524.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3916.00000000 OU Notional Amount USD -334583.04000000 -0.00628895091 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Solventum Corp. Solventum Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3916.00000000 USD -30544.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1083.00000000 OU Notional Amount USD -37374.33000000 -0.00070250221 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Gitlab, Inc. Gitlab, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1083.00000000 USD -1819.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2435.00000000 OU Notional Amount USD -75947.65000000 -0.00142754110 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Corebridge Financial, Inc. Corebridge Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2435.00000000 USD 1655.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 38808.00000000 OU Notional Amount USD 1960192.08000000 0.036844520780 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zurn Elkay Water Solutions Corp. Zurn Elkay Water Solutions Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 38808.00000000 USD 111767.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 282.00000000 OU Notional Amount USD 111643.80000000 0.002098499606 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 282.00000000 USD -16026.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9259.00000000 OU Notional Amount USD -3665638.10000000 -0.06890073708 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 AppLovin Corp. AppLovin Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9259.00000000 USD 143084.48000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12452.00000000 OU Notional Amount USD 1751622.84000000 0.032924173496 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12452.00000000 USD -367886.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 26681.00000000 OU Notional Amount USD -3753216.27000000 -0.07054688990 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Reddit, Inc. Reddit, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 26681.00000000 USD 1243692.37000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15975.00000000 OU Notional Amount USD 933419.25000000 0.017544905575 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Royalty Pharma PLC Royalty Pharma PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15975.00000000 USD 33867.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 61349.00000000 OU Notional Amount USD 2080344.59000000 0.039102953358 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 61349.00000000 USD -61349.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 422.00000000 OU Notional Amount USD -14310.02000000 -0.00026897661 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Roivant Sciences Ltd. Roivant Sciences Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 422.00000000 USD 422.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 601.00000000 OU Notional Amount USD 30043.99000000 0.000564718338 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GLOBALFOUNDRIES, Inc. GLOBALFOUNDRIES, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 601.00000000 USD -6863.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29691.00000000 OU Notional Amount USD -1056999.60000000 -0.01986776914 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29691.00000000 USD 637465.77000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 71155.00000000 OU Notional Amount USD -2533118.00000000 -0.04761345571 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ROBLOX Corp. ROBLOX Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 71155.00000000 USD 977549.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78591.00000000 OU Notional Amount USD 1380057.96000000 0.025940097761 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 78591.00000000 USD 69160.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 31063.00000000 OU Notional Amount USD 545466.28000000 0.010252793026 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viatris, Inc. Viatris, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 31063.00000000 USD 27335.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9495.00000000 OU Notional Amount USD -3628134.45000000 -0.06819580412 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Corpay, Inc. Corpay, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9495.00000000 USD -219429.45000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 31561.00000000 OU Notional Amount USD 2967680.83000000 0.055781665035 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 31561.00000000 USD 27142.46000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 103875.00000000 OU Notional Amount USD -9767366.25000000 -0.18359115539 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 103875.00000000 USD -594046.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 72341.00000000 OU Notional Amount USD -6802224.23000000 -0.12785721080 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Expand Energy Corp. Expand Energy Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 72341.00000000 USD -62213.26000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 170.00000000 OU Notional Amount USD -3774.00000000 -0.00007093754 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amentum Holdings, Inc. Amentum Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 170.00000000 USD -132.60000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5804.00000000 OU Notional Amount USD -128848.80000000 -0.00242189137 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Amentum Holdings, Inc. Amentum Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5804.00000000 USD -4527.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 10619.00000000 OU Notional Amount USD 971319.93000000 0.018257301266 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 10619.00000000 USD 14888.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 76123.00000000 OU Notional Amount USD -6962970.81000000 -0.13087866506 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 HF Sinclair Corp. HF Sinclair Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 76123.00000000 USD -46435.03000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 23565.00000000 OU Notional Amount USD -509004.00000000 -0.00956743405 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Zeta Global Holdings Corp. Zeta Global Holdings Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 23565.00000000 USD -33462.30000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1635.00000000 OU Notional Amount USD 479512.80000000 0.009013106166 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1635.00000000 USD 40708.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 856.00000000 OU Notional Amount USD -251047.68000000 -0.00471878830 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Snowflake, Inc. Snowflake, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 856.00000000 USD -20871.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1571.00000000 OU Notional Amount USD 308167.36000000 0.005792431678 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1571.00000000 USD 9426.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 32989.00000000 OU Notional Amount USD -6471122.24000000 -0.12163369104 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 DoorDash, Inc. DoorDash, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32989.00000000 USD -607987.27000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 11465.00000000 OU Notional Amount USD -474307.05000000 -0.00891525689 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 11465.00000000 USD 21055.28000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 21637.00000000 OU Notional Amount USD -895122.69000000 -0.01682506877 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 21637.00000000 USD 26906.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 25515.00000000 OU Notional Amount USD -1055555.55000000 -0.01984062622 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 MP Materials Corp. MP Materials Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 25515.00000000 USD 109969.65000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3876.00000000 OU Notional Amount USD 164342.40000000 0.003089042667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Noble Corp. PLC Noble Corp. PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3876.00000000 USD 7054.32000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 392.00000000 OU Notional Amount USD -7616.56000000 -0.00014316377 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 NOV, Inc. NOV, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 392.00000000 USD 352.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 10520.00000000 OU Notional Amount USD -204403.60000000 -0.00384204831 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 NOV, Inc. NOV, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10520.00000000 USD 9468.00000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 47495.00000000 OU Notional Amount USD -5964897.05000000 -0.11211848856 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 47495.00000000 USD -311092.25000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10656.00000000 OU Notional Amount USD -1338287.04000000 -0.02515495555 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10656.00000000 USD -40066.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 51937.00000000 OU Notional Amount USD -6522767.83000000 -0.12260444132 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Apollo Global Management, Inc. Apollo Global Management, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 51937.00000000 USD -340187.35000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 54155.00000000 OU Notional Amount USD -809617.25000000 -0.01521787578 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rigetti Computing, Inc. Rigetti Computing, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 54155.00000000 USD 10477.87000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 634.00000000 OU Notional Amount USD -17606.18000000 -0.00033093249 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 634.00000000 USD 5959.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 12379.00000000 OU Notional Amount USD -343764.83000000 -0.00646153535 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12379.00000000 USD 48401.89000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 31727.00000000 OU Notional Amount USD -881058.79000000 -0.01656071832 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 31727.00000000 USD 124052.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2141.00000000 OU Notional Amount USD -59455.57000000 -0.00111754965 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hims & Hers Health, Inc. Hims & Hers Health, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 2141.00000000 USD 8371.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3656.00000000 OU Notional Amount USD -163057.60000000 -0.00306489307 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3656.00000000 USD 3143.87000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 130436.00000000 OU Notional Amount USD -5817445.60000000 -0.10934693466 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 130436.00000000 USD 16956.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 131.00000000 OU Notional Amount USD -5842.60000000 -0.00010981974 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Maplebear, Inc. Maplebear, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 131.00000000 USD 394.31000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3822.00000000 OU Notional Amount USD -102850.02000000 -0.00193320835 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rush Street Interactive, Inc. Rush Street Interactive, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3822.00000000 USD 25750.72000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 23315.00000000 OU Notional Amount USD -827915.65000000 -0.01556181951 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 23315.00000000 USD 4882.11000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 58130.00000000 OU Notional Amount USD -2064196.30000000 -0.03879942391 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Amer Sports, Inc. Amer Sports, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 58130.00000000 USD -65686.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 15834.00000000 OU Notional Amount USD -180349.26000000 -0.00338991373 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Compass, Inc. Compass, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 15834.00000000 USD 19950.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 121560.00000000 OU Notional Amount USD -1384568.40000000 -0.02602487771 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Compass, Inc. Compass, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 121560.00000000 USD -15802.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 150771.00000000 OU Notional Amount USD -1717281.69000000 -0.03227868409 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Compass, Inc. Compass, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 150771.00000000 USD -19600.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 333381.00000000 OU Notional Amount USD 13105207.11000000 0.246330490070 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Global-e Online Ltd. Global-e Online Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 333381.00000000 USD 1237626.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2933.00000000 OU Notional Amount USD 360934.98000000 0.006784272065 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2933.00000000 USD -4428.83000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 115993.00000000 OU Notional Amount USD -14274098.58000000 -0.26830142164 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Palantir Technologies, Inc. Palantir Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 115993.00000000 USD 53992.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 157962.00000000 OU Notional Amount USD 1627008.60000000 0.030581876533 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Blue Owl Capital, Inc. Blue Owl Capital, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 157962.00000000 USD 180076.68000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 3538.00000000 OU Notional Amount USD -52185.50000000 -0.00098089863 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Cellebrite DI Ltd. Cellebrite DI Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3538.00000000 USD -2016.66000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6388.00000000 OU Notional Amount USD 881544.00000000 0.016569838516 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DT Midstream, Inc. DT Midstream, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6388.00000000 USD -34750.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 53572.00000000 OU Notional Amount USD -7392936.00000000 -0.13896045538 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DT Midstream, Inc. DT Midstream, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 53572.00000000 USD 291431.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 104558.00000000 OU Notional Amount USD -12974602.22000000 -0.24387559055 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Federal Realty Investment Trust Federal Realty Investment Trust Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 104558.00000000 USD -181644.77000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3600.00000000 OU Notional Amount USD 874980.00000000 0.016446459059 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Honeywell International, Inc. Honeywell International, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3600.00000000 USD 24469.14000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 646.00000000 OU Notional Amount USD 33327.14000000 0.000626429682 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 646.00000000 USD 943.16000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 22870.00000000 OU Notional Amount USD -1179863.30000000 -0.02217716228 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 22870.00000000 USD -31789.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23558.00000000 OU Notional Amount USD -1215357.22000000 -0.02284431959 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Fidelity National Financial, Inc. Fidelity National Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23558.00000000 USD -32745.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1982.00000000 OU Notional Amount USD -232885.00000000 -0.00437739561 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 DigitalOcean Holdings, Inc. DigitalOcean Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1982.00000000 USD 49906.76000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18512.00000000 OU Notional Amount USD -420222.40000000 -0.00789866110 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Primo Brands Corp. Primo Brands Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18512.00000000 USD 19067.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1142.00000000 OU Notional Amount USD 300220.38000000 0.005643057199 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Coherent Corp. Coherent Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1142.00000000 USD -41671.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 162057.00000000 OU Notional Amount USD 21866351.01000000 0.411008304953 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 162057.00000000 USD 695685.41000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 48.00000000 OU Notional Amount USD -6476.64000000 -0.00012173740 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Jacobs Solutions, Inc. Jacobs Solutions, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 48.00000000 USD -212.64000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 42009.00000000 OU Notional Amount USD 1834112.94000000 0.034474688996 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TPG, Inc. TPG, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 42009.00000000 USD 78556.83000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 45070.00000000 OU Notional Amount USD 1967756.20000000 0.036986698875 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 TPG, Inc. TPG, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 45070.00000000 USD 72450.95000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1838.00000000 OU Notional Amount USD 344735.28000000 0.006479776302 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1838.00000000 USD -34370.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6116.00000000 OU Notional Amount USD -1147116.96000000 -0.02156164954 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Marvell Technology, Inc. Marvell Technology, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6116.00000000 USD -147043.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 16404.00000000 OU Notional Amount USD -967507.92000000 -0.01818564926 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AST SpaceMobile, Inc. AST SpaceMobile, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 16404.00000000 USD 48719.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 40882.00000000 OU Notional Amount USD -607097.70000000 -0.01141124079 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alignment Healthcare, Inc. Alignment Healthcare, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 40882.00000000 USD 248562.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 149777.00000000 OU Notional Amount USD 7512814.32000000 0.141213734183 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 149777.00000000 USD -319025.01000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 28851.00000000 OU Notional Amount USD -1447166.16000000 -0.02720148918 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 GXO Logistics, Inc. GXO Logistics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 28851.00000000 USD 111076.35000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17078.00000000 OU Notional Amount USD -1514477.04000000 -0.02846669025 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Victoria's Secret & Co. Victoria's Secret & Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17078.00000000 USD -22884.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 32804.00000000 OU Notional Amount USD -660016.48000000 -0.01240592244 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Bath & Body Works, Inc. Bath & Body Works, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 32804.00000000 USD -1968.24000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 129776.00000000 OU Notional Amount USD -1488530.72000000 -0.02797899328 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Crescent Energy Co. Crescent Energy Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 129776.00000000 USD -168708.80000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 25317.00000000 OU Notional Amount USD -1165847.85000000 -0.02191372252 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Leonardo DRS, Inc. Leonardo DRS, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25317.00000000 USD -3544.38000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1352.00000000 OU Notional Amount USD -9693.84000000 -0.00018220912 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ImmunityBio, Inc. ImmunityBio, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1352.00000000 USD 459.68000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 141323.00000000 OU Notional Amount USD -1013285.91000000 -0.01904610989 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ImmunityBio, Inc. ImmunityBio, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 141323.00000000 USD 48049.82000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36901.00000000 OU Notional Amount USD -264580.17000000 -0.00497315016 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 ImmunityBio, Inc. ImmunityBio, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 36901.00000000 USD 12546.34000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 21017.00000000 OU Notional Amount USD -5037564.73000000 -0.09468799525 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ARM Holdings PLC ARM Holdings PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 21017.00000000 USD 765454.64000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 501.00000000 OU Notional Amount USD -22028.97000000 -0.00041406495 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Core & Main, Inc. Core & Main, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 501.00000000 USD -110.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 256.00000000 OU Notional Amount USD -11304.96000000 -0.00021249235 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Ryan Specialty Holdings, Inc. Ryan Specialty Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 256.00000000 USD -1246.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7015.00000000 OU Notional Amount USD -1497421.90000000 -0.02814611530 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Crane Co. Crane Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7015.00000000 USD 21071.99000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 770.00000000 OU Notional Amount USD 368352.60000000 0.006923696490 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Linde PLC Linde PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 770.00000000 USD -27542.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9577.00000000 OU Notional Amount USD -4581445.26000000 -0.08611459907 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Linde PLC Linde PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9577.00000000 USD 334194.96000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 36608.00000000 OU Notional Amount USD -17512535.04000000 -0.32917231315 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Linde PLC Linde PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 36608.00000000 USD 1108856.32000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 25411.00000000 OU Notional Amount USD 578608.47000000 0.010875746318 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Remitly Global, Inc. Remitly Global, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25411.00000000 USD -8639.74000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 84198.00000000 OU Notional Amount USD -7288178.88000000 -0.13699140045 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 84198.00000000 USD 1430109.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13961.00000000 OU Notional Amount USD -1208464.16000000 -0.02271475500 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13961.00000000 USD 404589.78000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 104.00000000 OU Notional Amount USD -9002.24000000 -0.00016920954 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Robinhood Markets, Inc. Robinhood Markets, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 104.00000000 USD 3013.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 59637.00000000 OU Notional Amount USD -2182714.20000000 -0.04102713173 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Globant SA Globant SA Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 59637.00000000 USD -353647.41000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 549.00000000 OU Notional Amount USD -20005.56000000 -0.00037603216 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 549.00000000 USD 587.43000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 5867.00000000 OU Notional Amount USD -213793.48000000 -0.00401854409 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5867.00000000 USD -10325.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 21084.00000000 OU Notional Amount USD -768300.96000000 -0.01444127898 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 21084.00000000 USD -37107.84000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2019.00000000 OU Notional Amount USD -85545.03000000 -0.00160793713 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lineage, Inc. Lineage, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2019.00000000 USD 1655.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 76048.00000000 OU Notional Amount USD 2454068.96000000 0.046127619694 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Toast, Inc. Toast, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 76048.00000000 USD 232706.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 82491.00000000 OU Notional Amount USD -2661984.57000000 -0.05003568109 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Toast, Inc. Toast, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 82491.00000000 USD -257440.29000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 174.00000000 OU Notional Amount USD 172310.46000000 0.003238813373 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 174.00000000 USD 8161.90000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 669.00000000 OU Notional Amount USD 662504.01000000 0.012452679006 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GE Vernova, Inc. GE Vernova, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 669.00000000 USD 3518.94000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1235.00000000 OU Notional Amount USD -23539.10000000 -0.00044244993 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SentinelOne, Inc. SentinelOne, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 1235.00000000 USD -1037.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 23.00000000 OU Notional Amount USD -3185.04000000 -0.00005986723 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Advanced Drainage Systems, Inc. Advanced Drainage Systems, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 23.00000000 USD 75.21000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11355.00000000 OU Notional Amount USD 1142426.55000000 0.021473486803 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HealthEquity, Inc. HealthEquity, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11355.00000000 USD 42416.15000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 19529.00000000 OU Notional Amount USD -1480102.91000000 -0.02782058094 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Synchrony Financial Synchrony Financial Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 19529.00000000 USD -58196.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 31211.00000000 OU Notional Amount USD -1343633.55000000 -0.02525545060 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Symbotic, Inc. Symbotic, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 31211.00000000 USD -18414.49000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 126.00000000 OU Notional Amount USD 11865.42000000 0.000223026976 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Veralto Corp. Veralto Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 126.00000000 USD 399.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 85207.00000000 OU Notional Amount USD -8023943.19000000 -0.15082110810 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Veralto Corp. Veralto Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 85207.00000000 USD -244277.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 26255.00000000 OU Notional Amount USD 2180740.30000000 0.040990029558 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 ServiceTitan, Inc. ServiceTitan, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 26255.00000000 USD 345515.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 114292.00000000 OU Notional Amount USD -5154569.20000000 -0.09688725607 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 114292.00000000 USD -334443.13000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6914.00000000 OU Notional Amount USD -311821.40000000 -0.00586111441 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Life Time Group Holdings, Inc. Life Time Group Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6914.00000000 USD -21433.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16611.00000000 OU Notional Amount USD -749156.10000000 -0.01408142486 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 2027-12-09 0.00000000 USD 0.00000000 USD 16611.00000000 USD -50497.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 17828.00000000 OU Notional Amount USD 1064509.88000000 0.020008935244 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 BrightSpring Health Services, Inc. BrightSpring Health Services, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 17828.00000000 USD -152429.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 126955.00000000 OU Notional Amount USD -7580483.05000000 -0.14248566153 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 BrightSpring Health Services, Inc. BrightSpring Health Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 126955.00000000 USD 1289034.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 385.00000000 OU Notional Amount USD 14348.95000000 0.000269708357 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 385.00000000 USD 323.40000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 70737.00000000 OU Notional Amount USD -2636367.99000000 -0.04955418205 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Samsara, Inc. Samsara, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 70737.00000000 USD -278703.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 399.00000000 OU Notional Amount USD -9065.28000000 -0.00017039447 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 399.00000000 USD 175.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 363254.00000000 OU Notional Amount USD -8253130.88000000 -0.15512900767 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 363254.00000000 USD -108976.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 6990.00000000 OU Notional Amount USD -158812.80000000 -0.00298510618 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Annaly Capital Management, Inc. Annaly Capital Management, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 6990.00000000 USD -2097.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 331767.00000000 OU Notional Amount USD 6970424.67000000 0.131018770672 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Healthcare Realty Trust, Inc. Healthcare Realty Trust, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 331767.00000000 USD -114806.33000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32482.00000000 OU Notional Amount USD -2976650.48000000 -0.05595026201 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 UL Solutions, Inc. UL Solutions, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32482.00000000 USD -180599.92000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 695.00000000 OU Notional Amount USD 152635.90000000 0.002869002811 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SPX Technologies, Inc. SPX Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 695.00000000 USD 396.15000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 51.00000000 OU Notional Amount USD 11200.62000000 0.000210531141 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SPX Technologies, Inc. SPX Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 51.00000000 USD 103.53000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 11696.00000000 OU Notional Amount USD -1181471.44000000 -0.02220738950 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 11696.00000000 USD -182633.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9726.00000000 OU Notional Amount USD -982471.89000000 -0.01846691777 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Atlassian Corp. Atlassian Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9726.00000000 USD -89916.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8984.00000000 OU Notional Amount USD -954370.32000000 -0.01793870990 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Bunge Global SA Bunge Global SA Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8984.00000000 USD 158567.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7975.00000000 OU Notional Amount USD -2454944.25000000 -0.04614407198 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Praxis Precision Medicines, Inc. Praxis Precision Medicines, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7975.00000000 USD 39411.43000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12309.00000000 OU Notional Amount USD -1210343.97000000 -0.02275008863 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Spyre Therapeutics, Inc. Spyre Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12309.00000000 USD 10339.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3025.00000000 OU Notional Amount USD 549975.25000000 0.010337545352 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3025.00000000 USD -4969.85000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 39292.00000000 OU Notional Amount USD -7143678.52000000 -0.13427531636 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 TKO Group Holdings, Inc. TKO Group Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 39292.00000000 USD -6286.72000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1378.00000000 OU Notional Amount USD 80902.38000000 0.001520672107 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kodiak Gas Services, Inc. Kodiak Gas Services, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1378.00000000 USD -11423.62000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5454.00000000 OU Notional Amount USD 116224.74000000 0.002184604708 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5454.00000000 USD -490.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 357970.00000000 OU Notional Amount USD -7628340.70000000 -0.14338521225 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Permian Resources Corp. Permian Resources Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 357970.00000000 USD 9398.46000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18541.00000000 OU Notional Amount USD 543436.71000000 0.010214644451 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 StandardAero, Inc. StandardAero, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18541.00000000 USD 26061.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 390.00000000 OU Notional Amount USD 28204.80000000 0.000530148218 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 390.00000000 USD 670.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 9595.00000000 OU Notional Amount USD -693910.40000000 -0.01304300553 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 9595.00000000 USD -17462.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 68279.00000000 OU Notional Amount USD -4937937.28000000 -0.09281535956 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cooper Cos., Inc. Cooper Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68279.00000000 USD -124267.78000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 388658.00000000 OU Notional Amount USD 27847345.70000000 0.523429370925 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 388658.00000000 USD 139019.24000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 362.00000000 OU Notional Amount USD 25937.30000000 0.000487527420 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Citizens Financial Group, Inc. Citizens Financial Group, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 362.00000000 USD -285.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 11225.00000000 OU Notional Amount USD -624110.00000000 -0.01173101049 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 11225.00000000 USD -15827.25000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 17781.00000000 OU Notional Amount USD -988623.60000000 -0.01858254767 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 American Healthcare REIT, Inc. American Healthcare REIT, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17781.00000000 USD 26315.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 59036.00000000 OU Notional Amount USD -1748646.32000000 -0.03286822568 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sirius XM Holdings, Inc. Sirius XM Holdings, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 59036.00000000 USD 12397.56000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 1807.00000000 OU Notional Amount USD -319712.51000000 -0.00600943873 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 1807.00000000 USD -36844.73000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 12653.00000000 OU Notional Amount USD -2238695.29000000 -0.04207937373 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Centrus Energy Corp. Centrus Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 12653.00000000 USD -33530.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 15714.00000000 OU Notional Amount USD -1334118.60000000 -0.02507660396 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15714.00000000 USD -9428.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 29442.00000000 OU Notional Amount USD -2499625.80000000 -0.04698392349 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Wayfair, Inc. Wayfair, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 29442.00000000 USD -17665.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 2910.00000000 OU Notional Amount USD 928522.80000000 0.017452870026 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 2910.00000000 USD -10563.30000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 20332.00000000 OU Notional Amount USD 6487534.56000000 0.121942183293 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Keysight Technologies, Inc. Keysight Technologies, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 20332.00000000 USD -171805.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 35.00000000 OU Notional Amount USD 3145.45000000 0.000059123082 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 35.00000000 USD -674.10000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2359.00000000 OU Notional Amount USD -212003.33000000 -0.00398489575 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nextpower, Inc. Nextpower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2359.00000000 USD 35597.31000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 102.00000000 OU Notional Amount USD 24210.72000000 0.000455073962 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 102.00000000 USD 3310.92000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 805.00000000 OU Notional Amount USD -191074.80000000 -0.00359151509 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 HubSpot, Inc. HubSpot, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 805.00000000 USD -26130.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 19429.00000000 OU Notional Amount USD 1383150.51000000 0.025998226514 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CG oncology, Inc. CG oncology, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 19429.00000000 USD 36526.52000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25322.00000000 OU Notional Amount USD 1651754.06000000 0.031047001673 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Cava Group, Inc. Cava Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 25322.00000000 USD 72927.36000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6432.00000000 OU Notional Amount USD 182668.80000000 0.003433512698 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6432.00000000 USD 17350.32000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 37947.00000000 OU Notional Amount USD -1077694.80000000 -0.02025676404 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Super Micro Computer, Inc. Super Micro Computer, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 37947.00000000 USD 81965.52000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 109377.00000000 OU Notional Amount USD 22497755.13000000 0.422876418521 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TE Connectivity PLC TE Connectivity PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 109377.00000000 USD 570795.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1419.00000000 OU Notional Amount USD 148072.65000000 0.002783230217 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viking Holdings Ltd. Viking Holdings Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1419.00000000 USD 10568.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25602.00000000 OU Notional Amount USD 340506.60000000 0.006400292414 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 QXO, Inc. QXO, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25602.00000000 USD -2624.21000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 39946.00000000 OU Notional Amount USD -531281.80000000 -0.00998617611 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 QXO, Inc. QXO, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 39946.00000000 USD 80690.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 59590.00000000 OU Notional Amount USD -792547.00000000 -0.01489701683 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 QXO, Inc. QXO, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 59590.00000000 USD 32774.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 29956.00000000 OU Notional Amount USD -1576584.28000000 -0.02963408171 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Penguin Solutions, Inc. Penguin Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 29956.00000000 USD 179772.86000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13316.00000000 OU Notional Amount USD 612136.52000000 0.011505952381 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Smurfit Westrock PLC Smurfit Westrock PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13316.00000000 USD -728.33000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8328.00000000 OU Notional Amount USD -2782384.80000000 -0.05229876991 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8328.00000000 USD 367793.61000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9922.00000000 OU Notional Amount USD -3314940.20000000 -0.06230888509 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Talen Energy Corp. Talen Energy Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9922.00000000 USD 346392.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6175.00000000 OU Notional Amount USD 920013.25000000 0.017292921267 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Boot Barn Holdings, Inc. Boot Barn Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6175.00000000 USD -2408.25000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 4849.00000000 OU Notional Amount USD 784422.73000000 0.014744309943 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 SharkNinja, Inc. SharkNinja, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 4849.00000000 USD 54637.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 24062.00000000 OU Notional Amount USD 1019747.56000000 0.019167565540 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Lazard, Inc. Lazard, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 24062.00000000 USD -28874.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5836.00000000 OU Notional Amount USD 274525.44000000 0.005160085270 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Miami International Holdings, Inc. Miami International Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5836.00000000 USD 26903.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5856.00000000 OU Notional Amount USD 1372236.48000000 0.025793082228 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Ferguson Enterprises, Inc. Ferguson Enterprises, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5856.00000000 USD 30990.02000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 5422.00000000 OU Notional Amount USD -322825.88000000 -0.00606795883 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Freshpet, Inc. Freshpet, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 5422.00000000 USD -9922.26000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 3032.00000000 OU Notional Amount USD -196837.44000000 -0.00369983187 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Marex Group Ltd. Marex Group Ltd. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 3032.00000000 USD 2819.76000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 2204.00000000 OU Notional Amount USD -143083.68000000 -0.00268945562 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Marex Group Ltd. Marex Group Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2204.00000000 USD 2049.72000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8638.00000000 OU Notional Amount USD 2670869.60000000 0.050202687524 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8638.00000000 USD 239618.12000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3267.00000000 OU Notional Amount USD 1010156.40000000 0.018987286425 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Labcorp Holdings, Inc. Labcorp Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3267.00000000 USD 90626.58000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1474.00000000 OU Notional Amount USD -106658.64000000 -0.00200479663 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1474.00000000 USD 1960.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9706.00000000 OU Notional Amount USD -702326.16000000 -0.01320119138 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Rubrik, Inc. Rubrik, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9706.00000000 USD 12908.98000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3663.00000000 OU Notional Amount USD 160695.81000000 0.003020499965 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3663.00000000 USD 8489.00000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 385.00000000 OU Notional Amount USD -16889.95000000 -0.00031746996 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 385.00000000 USD 5151.30000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 35820.00000000 OU Notional Amount USD -1571423.40000000 -0.02953707583 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 35820.00000000 USD 73899.26000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1150.00000000 OU Notional Amount USD -50450.50000000 -0.00094828691 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Tempus AI, Inc. Tempus AI, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 1150.00000000 USD 3553.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 25651.00000000 OU Notional Amount USD 7516256.02000000 0.141278425694 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 25651.00000000 USD -1023156.36000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 17025.00000000 OU Notional Amount USD 4988665.50000000 0.093768866611 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Lam Research Corp. Lam Research Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 17025.00000000 USD -279041.91000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 16697.00000000 OU Notional Amount USD 406071.04000000 0.007632666729 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Figma, Inc. Figma, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 16697.00000000 USD -7388.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 42732.00000000 OU Notional Amount USD -1039242.24000000 -0.01953399500 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Figma, Inc. Figma, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 42732.00000000 USD -121786.20000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 169072.00000000 OU Notional Amount USD -1345813.12000000 -0.02529641863 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Paramount Skydance Corp. Paramount Skydance Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 169072.00000000 USD 138639.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 657.00000000 OU Notional Amount USD -798143.31000000 -0.01500220721 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Sandisk Corp. Sandisk Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 657.00000000 USD -130705.22000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 32834.00000000 OU Notional Amount USD 12340330.56000000 0.231953577609 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Elevance Health, Inc. Elevance Health, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 32834.00000000 USD -430316.39000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 249.00000000 OU Notional Amount USD 39830.04000000 0.000748660680 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Lamar Advertising Co. Lamar Advertising Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 249.00000000 USD 261.45000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 87314.00000000 OU Notional Amount USD -1886855.54000000 -0.03546605909 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 FuelCell Energy, Inc. FuelCell Energy, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 87314.00000000 USD -145677.05000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10008.00000000 OU Notional Amount USD 1255303.44000000 0.023595164041 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Everus Construction Group, Inc. Everus Construction Group, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10008.00000000 USD -116092.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 114600.00000000 OU Notional Amount USD -1533348.00000000 -0.02882139603 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 114600.00000000 USD -30207.04000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 456240.00000000 OU Notional Amount USD -6104491.20000000 -0.11474235365 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Venture Global, Inc. Venture Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 456240.00000000 USD 576543.61000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 9816.00000000 OU Notional Amount USD -261301.92000000 -0.00491153092 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Navan, Inc. Navan, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 9816.00000000 USD -33595.26000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6494.00000000 OU Notional Amount USD -170727.26000000 -0.00320905494 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6494.00000000 USD 64.94000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 119504.00000000 OU Notional Amount USD -3141760.16000000 -0.05905372676 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 James Hardie Industries PLC James Hardie Industries PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 119504.00000000 USD -180451.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4314.00000000 OU Notional Amount USD 280194.30000000 0.005266639333 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4314.00000000 USD -48532.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 80649.00000000 OU Notional Amount USD -5238152.55000000 -0.09845832071 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Rocket Lab Corp. Rocket Lab Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 80649.00000000 USD 907301.25000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7614.00000000 OU Notional Amount USD -486763.02000000 -0.00914938407 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Legence Corp. Legence Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7614.00000000 USD 8026.29000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 78186.00000000 OU Notional Amount USD -1111804.92000000 -0.02089791092 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Flagstar Bank NA Flagstar Bank NA Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 78186.00000000 USD 51602.76000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 13312.00000000 OU Notional Amount USD -189296.64000000 -0.00355809211 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Flagstar Bank NA Flagstar Bank NA Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 13312.00000000 USD 8785.92000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 79689.00000000 OU Notional Amount USD 1832050.11000000 0.034435915254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chime Financial, Inc. Chime Financial, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 79689.00000000 USD 93236.13000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36888.00000000 OU Notional Amount USD 848055.12000000 0.015940368707 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Chime Financial, Inc. Chime Financial, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 36888.00000000 USD 43158.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 36264.00000000 OU Notional Amount USD -2047828.08000000 -0.03849176058 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Aptiv PLC Aptiv PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 36264.00000000 USD 63462.00000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 54857.00000000 OU Notional Amount USD -4185589.10000000 -0.07867393514 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 54857.00000000 USD 65828.40000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 18051.00000000 OU Notional Amount USD -1377291.30000000 -0.02588809456 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Crown Castle, Inc. Crown Castle, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 18051.00000000 USD 21661.20000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 101654.00000000 OU Notional Amount USD 8680235.06000000 0.163157021350 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Medtronic PLC Medtronic PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 101654.00000000 USD 500137.68000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 68099.00000000 OU Notional Amount USD 5814973.61000000 0.109300470192 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Medtronic PLC Medtronic PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 68099.00000000 USD 238346.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12954.00000000 OU Notional Amount USD -846802.98000000 -0.01591683300 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Ralliant Corp. Ralliant Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12954.00000000 USD 27980.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 39291.00000000 OU Notional Amount USD -1891861.65000000 -0.03556015585 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 39291.00000000 USD -30354.27000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 27523.00000000 OU Notional Amount USD -1325232.45000000 -0.02490957648 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Karman Holdings, Inc. Karman Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 27523.00000000 USD -15412.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 42632.00000000 OU Notional Amount USD -3059698.64000000 -0.05751126702 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 CoreWeave, Inc. CoreWeave, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 42632.00000000 USD 463409.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 22081.00000000 OU Notional Amount USD -1385582.75000000 -0.02604394382 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Shake Shack, Inc. Shake Shack, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 22081.00000000 USD -60722.75000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 194631.00000000 OU Notional Amount USD -1107450.39000000 -0.02081606150 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fermi, Inc. Fermi, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 194631.00000000 USD 179374.70000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 111.00000000 OU Notional Amount USD -11680.53000000 -0.00021955171 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 111.00000000 USD -601.62000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 82444.00000000 OU Notional Amount USD -8675582.12000000 -0.16306956290 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Pinnacle Financial Partners, Inc. Pinnacle Financial Partners, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 82444.00000000 USD -648834.28000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8930.00000000 OU Notional Amount USD 400778.40000000 0.007533184241 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Amcor PLC Amcor PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8930.00000000 USD -8595.13000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 38055.00000000 OU Notional Amount USD 1707908.40000000 0.032102500146 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Amcor PLC Amcor PLC Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 38055.00000000 USD 63551.85000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 543.00000000 OU Notional Amount USD 57063.87000000 0.001072594346 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Southstate Bank Corp. Southstate Bank Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 543.00000000 USD 1574.70000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 26095.00000000 OU Notional Amount USD -3191940.40000000 -0.05999693376 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 26095.00000000 USD 57148.05000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 8464.00000000 OU Notional Amount USD -1035316.48000000 -0.01946020492 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Iron Mountain, Inc. Iron Mountain, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 8464.00000000 USD 18536.16000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4105.00000000 OU Notional Amount USD -102255.55000000 -0.00192203446 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Figure Technology Solutions, Inc. Figure Technology Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4105.00000000 USD 16656.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 178.00000000 OU Notional Amount USD 181431.84000000 0.003410262324 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 178.00000000 USD -590.96000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 9751.00000000 OU Notional Amount USD 9938999.28000000 0.186817235538 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Equinix, Inc. Equinix, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 9751.00000000 USD -100680.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 132198.00000000 OU Notional Amount USD 5472997.20000000 0.102872550667 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Qiagen NV Qiagen NV Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 132198.00000000 USD 21151.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 10013.00000000 OU Notional Amount USD 414538.20000000 0.007791818710 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Qiagen NV Qiagen NV Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 10013.00000000 USD 8310.79000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4797.00000000 OU Notional Amount USD 745645.68000000 0.014015441666 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 ExxonMobil Holdings Corp. ExxonMobil Holdings Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4797.00000000 USD 4749.03000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 18504.00000000 OU Notional Amount USD -514596.24000000 -0.00967254793 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carnival Corp. Ltd. Carnival Corp. Ltd. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 18504.00000000 USD -22574.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 108.00000000 OU Notional Amount USD -7731.72000000 -0.00014532836 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Eversource Energy Eversource Energy Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 108.00000000 USD 237.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 164616.00000000 OU Notional Amount USD -11784859.44000000 -0.22151272977 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Eversource Energy Eversource Energy Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 164616.00000000 USD 472447.92000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 156.00000000 OU Notional Amount USD -11168.04000000 -0.00020991875 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Eversource Energy Eversource Energy Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 156.00000000 USD 447.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 532093.00000000 OU Notional Amount USD -23736668.73000000 -0.44616351285 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Viper Energy, Inc. Viper Energy, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 532093.00000000 USD 343800.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 60810.00000000 OU Notional Amount USD 8330970.00000000 0.156592101569 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 60810.00000000 USD 106235.04000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 24437.00000000 OU Notional Amount USD 3347869.00000000 0.062927827430 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 DuPont de Nemours, Inc. DuPont de Nemours, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 24437.00000000 USD 53167.39000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 4182.00000000 OU Notional Amount USD -172298.40000000 -0.00323858668 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 4182.00000000 USD 55955.16000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 29236.00000000 OU Notional Amount USD -1204523.20000000 -0.02264067920 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 SolarEdge Technologies, Inc. SolarEdge Technologies, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 29236.00000000 USD 391177.68000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 78396.00000000 OU Notional Amount USD -311232.12000000 -0.00585003808 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Keel Infrastructure Corp. Keel Infrastructure Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 78396.00000000 USD 29790.48000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 44975.00000000 OU Notional Amount USD 3721231.50000000 0.069945691919 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 44975.00000000 USD -299533.50000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 200.00000000 OU Notional Amount USD -16548.00000000 -0.00031104254 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 GoDaddy, Inc. GoDaddy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 200.00000000 USD 1332.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 117445.00000000 OU Notional Amount USD 9592907.60000000 0.180311963822 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 117445.00000000 USD 140934.00000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 29574.00000000 OU Notional Amount USD -2415604.32000000 -0.04540462359 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Etsy, Inc. Etsy, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 29574.00000000 USD -35488.80000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 23269.00000000 OU Notional Amount USD 1366588.37000000 0.025686918190 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Virtu Financial, Inc. Virtu Financial, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 23269.00000000 USD -19313.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1321.00000000 OU Notional Amount USD -322205.11000000 -0.00605629060 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Ascendis Pharma AS Ascendis Pharma AS Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1321.00000000 USD 10594.42000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 17617.00000000 OU Notional Amount USD -1840447.99000000 -0.03459376502 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Flutter Entertainment PLC Flutter Entertainment PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 17617.00000000 USD -82271.39000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1982.00000000 OU Notional Amount USD 290680.12000000 0.005463734820 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1982.00000000 USD 8264.94000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7851.00000000 OU Notional Amount USD -1151427.66000000 -0.02164267511 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Johnson Controls International PLC Johnson Controls International PLC Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7851.00000000 USD -52925.08000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7194.00000000 OU Notional Amount USD 5136084.36000000 0.096539807942 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7194.00000000 USD -273803.64000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12.00000000 OU Notional Amount USD 8567.28000000 0.000161033874 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Lumentum Holdings, Inc. Lumentum Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12.00000000 USD -456.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10260.00000000 OU Notional Amount USD 1710547.20000000 0.032152100041 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10260.00000000 USD 141201.49000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5646.00000000 OU Notional Amount USD -941301.12000000 -0.01769305622 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Glaukos Corp. Glaukos Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5646.00000000 USD -78253.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8530.00000000 OU Notional Amount USD -670628.60000000 -0.01260539191 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 TransUnion TransUnion Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8530.00000000 USD -8700.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 94041.00000000 OU Notional Amount USD -7393503.42000000 -0.13897112082 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 TransUnion TransUnion Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 94041.00000000 USD -302812.02000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 468.00000000 OU Notional Amount USD -36794.16000000 -0.00069159711 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 TransUnion TransUnion Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 468.00000000 USD -1506.96000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 7220.00000000 OU Notional Amount USD -1300971.80000000 -0.02445356402 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Appfolio, Inc. Appfolio, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7220.00000000 USD -129815.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 25421.00000000 OU Notional Amount USD 1150554.46000000 0.021626262111 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 25421.00000000 USD -23133.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 13695.00000000 OU Notional Amount USD -619835.70000000 -0.01165066911 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Alcoa Corp. Alcoa Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 13695.00000000 USD 45467.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 53282.00000000 OU Notional Amount USD 617005.56000000 0.011597472721 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 53282.00000000 USD -158780.36000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1502.00000000 OU Notional Amount USD -17393.16000000 -0.00032692849 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Albertsons Cos., Inc. Albertsons Cos., Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1502.00000000 USD 4536.04000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 326606.00000000 OU Notional Amount USD 26533471.44000000 0.498733287327 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Block, Inc. Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 326606.00000000 USD 1235163.23000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25848.00000000 OU Notional Amount USD -2099891.52000000 -0.03947036493 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Block, Inc. Block, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 25848.00000000 USD -97705.44000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 14617.00000000 OU Notional Amount USD 1834287.33000000 0.034477966897 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 14617.00000000 USD -202883.96000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 212.00000000 OU Notional Amount USD -26603.88000000 -0.00050005671 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Houlihan Lokey, Inc. Houlihan Lokey, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 212.00000000 USD 2942.56000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 281.00000000 OU Notional Amount USD -26537.64000000 -0.00049881164 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 SiteOne Landscape Supply, Inc. SiteOne Landscape Supply, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 281.00000000 USD 2905.54000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3009.00000000 OU Notional Amount USD -254711.85000000 -0.00478766144 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Arrowhead Pharmaceuticals, Inc. Arrowhead Pharmaceuticals, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3009.00000000 USD -38605.47000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 3424.00000000 OU Notional Amount USD 202050.24000000 0.003797813664 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 3424.00000000 USD 19345.60000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8272.00000000 OU Notional Amount USD -488130.72000000 -0.00917509189 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Nutanix, Inc. Nutanix, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8272.00000000 USD -46736.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 1696.00000000 OU Notional Amount USD 667681.28000000 0.012549992955 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Madison Square Garden Sports Corp. Madison Square Garden Sports Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1696.00000000 USD -6054.72000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 69603.00000000 OU Notional Amount USD -4340443.08000000 -0.08158462983 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Carvana Co. Carvana Co. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 69603.00000000 USD 27145.17000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 3797.00000000 OU Notional Amount USD -236780.92000000 -0.00445062482 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Carvana Co. Carvana Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 3797.00000000 USD -6311.87000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 215639.00000000 OU Notional Amount USD -23603844.94000000 -0.44366690604 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Coca-Cola Europacific Partners PLC Coca-Cola Europacific Partners PLC Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 215639.00000000 USD -778101.86000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 7526.00000000 OU Notional Amount USD 2015161.76000000 0.037877751930 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 7526.00000000 USD 26642.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 2310.00000000 OU Notional Amount USD -618525.60000000 -0.01162604397 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Natera, Inc. Natera, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 2310.00000000 USD -8177.40000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 462.00000000 OU Notional Amount USD 11942.70000000 0.000224479561 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Kraft Heinz Co. Kraft Heinz Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 462.00000000 USD -50.82000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 15333.00000000 OU Notional Amount USD -857268.03000000 -0.01611353809 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Planet Fitness, Inc. Planet Fitness, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 15333.00000000 USD -28519.38000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 7165.00000000 OU Notional Amount USD 448385.70000000 0.008428029278 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 7165.00000000 USD 14330.00000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 469.00000000 OU Notional Amount USD -29350.02000000 -0.00055167421 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 OneMain Holdings, Inc. OneMain Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 469.00000000 USD -938.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 341217.00000000 OU Notional Amount USD 20203458.57000000 0.379751942025 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Fortive Corp. Fortive Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 341217.00000000 USD -355477.71000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 619.00000000 OU Notional Amount USD -36650.99000000 -0.00068890603 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Fortive Corp. Fortive Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 619.00000000 USD 643.76000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 485.00000000 OU Notional Amount USD -56827.45000000 -0.00106815050 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 IRhythm Holdings, Inc. IRhythm Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 485.00000000 USD -1896.35000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 2850.00000000 OU Notional Amount USD 1174000.50000000 0.022066962855 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 2850.00000000 USD -48820.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8669.00000000 OU Notional Amount USD -3571021.17000000 -0.06712228105 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8669.00000000 USD 116828.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5188.00000000 OU Notional Amount USD -2137092.84000000 -0.04016961519 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 S&P Global, Inc. S&P Global, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5188.00000000 USD 88870.44000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 63662.00000000 OU Notional Amount USD -6403760.58000000 -0.12036753549 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 63662.00000000 USD -225764.65000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 5953.00000000 OU Notional Amount USD -598812.27000000 -0.01125550467 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 U.S. Foods Holding Corp. U.S. Foods Holding Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 5953.00000000 USD -26967.09000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16416.00000000 OU Notional Amount USD -2747710.08000000 -0.05164701060 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Waste Connections, Inc. Waste Connections, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16416.00000000 USD 45988.85000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1598.00000000 OU Notional Amount USD -134407.78000000 -0.00252638008 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Liquidia Corp. Liquidia Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1598.00000000 USD 4257.07000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 703.00000000 OU Notional Amount USD -225304.47000000 -0.00423490907 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 703.00000000 USD 2629.22000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 18262.00000000 OU Notional Amount USD -5852788.38000000 -0.11001125108 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hilton Worldwide Holdings, Inc. Hilton Worldwide Holdings, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 18262.00000000 USD 68299.88000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 8271.00000000 OU Notional Amount USD 2945551.23000000 0.055365708601 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 8271.00000000 USD 116124.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 5.00000000 OU Notional Amount USD -571.95000000 -0.00001075059 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 5.00000000 USD -19.90000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 48878.00000000 OU Notional Amount USD -5591154.42000000 -0.10509347901 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 48878.00000000 USD -147611.56000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 5094.00000000 OU Notional Amount USD -582702.66000000 -0.01095270228 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Performance Food Group Co. Performance Food Group Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 5094.00000000 USD -15383.88000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 12291.00000000 OU Notional Amount USD -2881502.04000000 -0.05416181550 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 12291.00000000 USD 2265.37000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 84571.00000000 OU Notional Amount USD -19826825.24000000 -0.37267259776 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 84571.00000000 USD 896452.60000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1188.00000000 OU Notional Amount USD -278514.72000000 -0.00523506930 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Welltower, Inc. Welltower, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 1188.00000000 USD 12592.80000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 158940.00000000 OU Notional Amount USD 7613226.00000000 0.143101110562 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 158940.00000000 USD -35224.01000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 11957.00000000 OU Notional Amount USD -572740.30000000 -0.01076544594 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Hewlett Packard Enterprise Co. Hewlett Packard Enterprise Co. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 11957.00000000 USD 2750.11000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 122116.00000000 OU Notional Amount USD -1406776.32000000 -0.02644230628 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 122116.00000000 USD -203933.72000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 162837.00000000 OU Notional Amount USD -1875882.24000000 -0.03525980075 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 162837.00000000 USD -277855.11000000 N N N Merrill Lynch International GGDZP1UYGU9STUHRDP48 000000000 34453.00000000 OU Notional Amount USD -1971056.13000000 -0.03704872562 N/A DE US N 2 Merrill Lynch International GGDZP1UYGU9STUHRDP48 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2028-02-15 0.00000000 USD 0.00000000 USD 34453.00000000 USD -58225.57000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 4547.00000000 OU Notional Amount USD -260133.87000000 -0.00488957581 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PayPal Holdings, Inc. PayPal Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 4547.00000000 USD -7729.90000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 83640.00000000 OU Notional Amount USD 8927733.60000000 0.167809098661 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Sea Ltd. Sea Ltd. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 83640.00000000 USD 155570.40000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 189.00000000 OU Notional Amount USD 4980.15000000 0.000093608806 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 VICI Properties, Inc. VICI Properties, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 189.00000000 USD 7.56000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 7904.00000000 OU Notional Amount USD -215542.08000000 -0.00405141145 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 HP, Inc. HP, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 7904.00000000 USD -17151.68000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 15140.00000000 OU Notional Amount USD -148523.40000000 -0.00279170268 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Sunrun, Inc. Sunrun, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 15140.00000000 USD 17259.60000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 68577.00000000 OU Notional Amount USD 2533920.15000000 0.047628533231 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 68577.00000000 USD -217389.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 498.00000000 OU Notional Amount USD -18401.10000000 -0.00034587412 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Viavi Solutions, Inc. Viavi Solutions, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 498.00000000 USD 1578.66000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 10033.00000000 OU Notional Amount USD -341723.98000000 -0.00642317475 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 10033.00000000 USD -2157.09000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1612.00000000 OU Notional Amount USD -54904.72000000 -0.00103201013 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zillow Group, Inc. Zillow Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1612.00000000 USD -346.58000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 9258.00000000 OU Notional Amount USD -1532384.16000000 -0.02880327933 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 RH RH Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 9258.00000000 USD 88599.06000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 16946.00000000 OU Notional Amount USD 6043790.90000000 0.113601407576 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Alphabet, Inc. Alphabet, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 16946.00000000 USD 249784.04000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 63666.00000000 OU Notional Amount USD 6966333.72000000 0.130941875609 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 63666.00000000 USD -254039.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 797.00000000 OU Notional Amount USD -87207.74000000 -0.00163919006 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 WEC Energy Group, Inc. WEC Energy Group, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 797.00000000 USD 2829.35000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4570.00000000 OU Notional Amount USD -294490.80000000 -0.00553536182 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Red Rock Resorts, Inc. Red Rock Resorts, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 4570.00000000 USD -2513.50000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 43840.00000000 OU Notional Amount USD 467334.40000000 0.008784196297 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 43840.00000000 USD -10631.20000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 241835.00000000 OU Notional Amount USD -2577961.10000000 -0.04845634378 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 AGNC Investment Corp. AGNC Investment Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 241835.00000000 USD 14510.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8260.00000000 OU Notional Amount USD -1069587.40000000 -0.02010437425 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Wingstop, Inc. Wingstop, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8260.00000000 USD 115650.86000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 6518.00000000 OU Notional Amount USD 502994.06000000 0.009454468919 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Everpure, Inc. Everpure, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 6518.00000000 USD 41845.56000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 26453.00000000 OU Notional Amount USD 2041378.01000000 0.038370522602 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Pure Storage, Inc. Pure Storage, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 26453.00000000 USD 68513.27000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 52486.00000000 OU Notional Amount USD -560550.48000000 -0.01053632142 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Intellia Therapeutics, Inc. Intellia Therapeutics, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 52486.00000000 USD 23618.70000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 6711.00000000 OU Notional Amount USD 1462930.89000000 0.027497809080 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Axsome Therapeutics, Inc. Axsome Therapeutics, Inc. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 6711.00000000 USD -145158.93000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 52662.00000000 OU Notional Amount USD 7962494.40000000 0.149666093123 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 52662.00000000 USD 158512.62000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1542.00000000 OU Notional Amount USD -233150.40000000 -0.00438238417 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Zscaler, Inc. Zscaler, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 1542.00000000 USD -4641.42000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 3589.00000000 OU Notional Amount USD 345907.82000000 0.006501815812 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 3589.00000000 USD 2548.19000000 N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 248449.00000000 OU Notional Amount USD -23945514.62000000 -0.45008906015 N/A DE US N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 Monster Beverage Corp. Monster Beverage Corp. Y equity-performance leg 2027-12-09 0.00000000 USD 0.00000000 USD 248449.00000000 USD -185251.01000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 634.00000000 OU Notional Amount USD 106955.80000000 0.002010382164 N/A DE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 BWX Technologies, Inc. BWX Technologies, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 634.00000000 USD -4101.98000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 36001.00000000 OU Notional Amount USD 2644993.47000000 0.049716309878 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Ollie's Bargain Outlet Holdings, Inc. Ollie's Bargain Outlet Holdings, Inc. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 36001.00000000 USD 252727.02000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 10716.00000000 OU Notional Amount USD -1939381.68000000 -0.03645336053 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 10716.00000000 USD -31719.36000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 12490.00000000 OU Notional Amount USD -2260440.20000000 -0.04248809939 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 SBA Communications Corp. SBA Communications Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 12490.00000000 USD -36970.40000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 34958.00000000 OU Notional Amount USD -5068210.84000000 -0.09526403127 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 34958.00000000 USD -546351.69000000 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 000000000 18785.00000000 OU Notional Amount USD -2783749.15000000 -0.05232441476 N/A DE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Vistra Corp. Vistra Corp. Y equity-performance leg 2028-02-22 0.00000000 USD 0.00000000 USD 18785.00000000 USD 225233.31000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 25728.00000000 OU Notional Amount USD -3812632.32000000 -0.07166369672 N/A DE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Vistra Corp. Vistra Corp. Y equity-performance leg 2027-01-11 0.00000000 USD 0.00000000 USD 25728.00000000 USD 384280.21000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 195.00000000 OU Notional Amount USD 38216.10000000 0.000718324446 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 ITT, Inc. ITT, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 195.00000000 USD 354.90000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 8339.00000000 OU Notional Amount USD -1252017.46000000 -0.02353339950 N/A DE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Herc Holdings, Inc. Herc Holdings, Inc. Y equity-performance leg 2026-08-18 0.00000000 USD 0.00000000 USD 8339.00000000 USD -10006.80000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1445590000.00000000 OU Notional Amount 36618200.62000000 0.688289717858 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S45 2I666VDN2 Y sell protection 2031-06-20 30590317.27000000 EUR 0.00000000 EUR 1445590000.00000000 EUR 1124914.27000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1517408000.00000000 OU Notional Amount USD 33118416.14000000 0.622506428905 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y sell protection 2031-06-20 32757629.29000000 USD 0.00000000 USD 1517408000.00000000 USD 360786.85000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 229650000.00000000 OU Notional Amount 27763588.63000000 0.521855040972 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S45 2I667KNC8 Y sell protection 2031-06-20 23093496.83000000 EUR 0.00000000 EUR 229650000.00000000 EUR 997891.01000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 233020260.00000000 OU Notional Amount USD -18927284.93000000 -0.35576449371 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S46 2I65BRAE1 Y buy protection 2031-06-20 0.00000000 USD -18530162.49000000 USD 233020260.00000000 USD -397122.44000000 N N N 2026-08-31 BlackRock ETF Trust Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX