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Nicolet Bankshares, Inc. 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Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 31681.54000000 CAD -4.81000000 N N N Singapore Exchange Ltd 549300IQ650PPXM76X03 000000000 20800.00000000 NS 298700.86000000 0.069082327211 Long EC CORP SG N 2 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 800.14000000 OU Notional Amount USD 111.48000000 0.000025782643 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 800.14000000 USD 111.48000000 N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 210000.00000000 PA USD 215483.10000000 0.049836060139 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 34.00000000 NC 3976.46000000 0.000919659591 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex 2 Year Euro SCHATZ Futures DUH6 Comdty 2026-03-06 3635654.68000000 EUR 3976.46000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 7448.21000000 OU Notional Amount USD 1808.31000000 0.000418218625 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 7448.21000000 USD 1808.31000000 N N N SAP SE 529900D6BF99LW9R2E68 000000000 1471.00000000 NS 295512.57000000 0.068344952391 Long EC CORP DE N 2 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6387.13000000 OU Notional Amount USD 1470.22000000 0.000340026537 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6387.13000000 USD 1470.22000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -94.22000000 -0.00002179082 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 197134.31000000 CAD 144707.71000000 USD 2026-04-17 -94.22000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 188851.03000000 OU Notional Amount USD -39334.00000000 -0.00909700848 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 188851.03000000 USD -39334.00000000 N N N The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 000000000 -30.00000000 NC -9285.36000000 -0.00214748051 N/A DIR CA N 1 The Montreal Exchange/Bourse De Montreal 549300DKBYNOI0B1NP44 Short Montreal Exchange 10 Year Canadian Bond Futures CNM6 Comdty 2026-06-19 -3672534.30000000 CAD -9285.36000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3263.89000000 OU Notional Amount USD 502.24000000 0.000116156036 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 24956.27000000 USD -467.94000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 10888.01000000 0.002518134931 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1108766.22000000 USD 7669000.00000000 CNY 2026-03-26 10888.01000000 N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 26884UAD1 234000.00000000 PA USD 234257.40000000 0.054178104336 Long DBT US N 2 2027-06-01 Fixed 4.50000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 5820.00000000 NS USD 374982.60000000 0.086724459620 Long EC CORP US N 1 N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 200000.00000000 PA 277729.26000000 0.064232100354 Long DBT CORP NL N 2 2033-05-20 Fixed 6.25000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 30040WBC1 39000.00000000 PA USD 39185.25000000 0.009062606188 Long DBT CORP US N 2 2056-08-15 Fixed 6.10000000 N N N N N N Bundesrepublik Deutschland Bundesanleihe 529900AQBND3S6YJLY83 000000000 1166000.00000000 PA 1306102.96000000 0.302070211832 Long DBT NUSS DE N 2 2041-05-15 Fixed 2.60000000 N N N N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 3880000.00000000 OU Notional Amount 8021.61000000 0.001855205528 N/A DIR US N 2 LCH Ltd. 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Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1581.18000000 USD -25.28000000 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 2906.00000000 NS USD 352730.28000000 0.081578033020 Long EC CORP US N 1 N N N Shell PLC 21380068P1DRHMJ8KU70 000000000 9338.00000000 NS 391102.27000000 0.090452551724 Long EC CORP GB N 2 N N N BANCO DE SABADELL SA SI5RG2M0WQQLZCXKRM20 000000000 300000.00000000 PA 356947.22000000 0.082553309854 Long DBT CORP ES N 2 2032-03-10 Fixed 3.37500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -12707.37000000 -0.00293890915 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 44826416.45000000 THB 1430371.63000000 USD 2026-03-13 -12707.37000000 N N N Clarus Capital Funding LLC N/A 18271JAC6 140000.00000000 PA USD 140773.14000000 0.032557442653 Long ABS-O CORP US N 2 2032-08-20 Fixed 4.79000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 11118.17000000 OU Notional Amount USD -2294.11000000 -0.00053057248 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 11118.17000000 USD -2294.11000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 118461.63000000 OU Notional Amount USD -6158.04000000 -0.00142420659 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Kimberly-Clark Corp. Kimberly-Clark Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 118461.63000000 USD -6158.04000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7134.73000000 OU Notional Amount USD -246.56000000 -0.00005702339 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 7134.73000000 USD -246.56000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1788.17000000 -0.00041356072 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 95019.42000000 USD 14512000.00000000 JPY 2026-04-10 -1788.17000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 74.03000000 OU Notional Amount USD -34.19000000 -0.00000790732 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Coeur Mining, Inc. Coeur Mining, Inc. 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Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6821.56000000 USD -129.39000000 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAE4 269000.00000000 PA USD 286614.12000000 0.066286954852 Long DBT CORP IE N 2 2035-03-28 Fixed 5.87100000 N N N N N N Cantaloupe Inc 529900O54DBQQVWO9Q85 138103106 74997.00000000 NS USD 782968.68000000 0.181081830658 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 19567.86000000 OU Notional Amount USD -3209.96000000 -0.00074238657 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. 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Nicolet Bankshares, Inc. 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Nicolet Bankshares, Inc. 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Mission Produce, Inc. 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Black Hills Corp. 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Mission Produce, Inc. 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Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33879.86000000 USD -209.75000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 6354.42000000 OU Notional Amount 0.86000000 0.000000198897 N/A DE CA N 2 Goldman Sachs & Co. 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Black Hills Corp. 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Mission Produce, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 6241.01000000 USD -845.42000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 2547.02000000 OU Notional Amount 7.09000000 0.000001639746 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 2547.02000000 CAD 7.09000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 62555.52000000 OU Notional Amount USD -11713.88000000 -0.00270913880 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 62555.52000000 USD -11713.88000000 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 235000.00000000 PA USD 236988.10000000 0.054809649592 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N Verus Securitization Trust 213800Z7TIVJRAYLRV98 92540XAA9 115232.71000000 PA USD 116375.17000000 0.026914778796 Long ABS-MBS CORP US N 2 2070-06-25 Variable 5.42700000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2674.95000000 0.000618651620 N/A DFE HU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 282814.50000000 USD 91178243.00000000 HUF 2026-03-27 2674.95000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1497.12000000 -0.00034624786 N/A DFE CZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 342710.55000000 USD 6996000.00000000 CZK 2026-03-27 -1497.12000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1194.02000000 OU Notional Amount USD -22.17000000 -0.00000512738 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. 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Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13656.98000000 USD -179.81000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 8998.31000000 OU Notional Amount USD 1185.02000000 0.000274066634 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 8998.31000000 USD 1185.02000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 177735.66000000 OU Notional Amount USD 27914.21000000 0.006455885627 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 IonQ, Inc. IonQ, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 177735.66000000 USD 27914.21000000 N N N RAPT Therapeutics Inc 549300MB473BIU78ES48 75382E208 16896.00000000 NS USD 979630.08000000 0.226564884121 Long EC CORP US N 1 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 8564.90000000 0.001980855442 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 2441000.00000000 GBP 3298711.26000000 USD 2026-04-24 8564.90000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -7357.43000000 -0.00170159666 N/A DFE JP N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 2317334.26000000 USD 359561686.00000000 JPY 2026-04-10 -7357.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 28944.38000000 OU Notional Amount USD 4088.25000000 0.000945513930 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28944.38000000 USD 4088.25000000 N N N SEMrush Holdings Inc 254900WQEX0OLGK16D27 81686C104 44618.00000000 NS USD 527384.76000000 0.121971415002 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3847.05000000 OU Notional Amount USD 635.81000000 0.000147047566 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 3847.05000000 USD 635.81000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5821.54000000 -0.00134638223 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 418231.80000000 AUD 291747.67000000 USD 2026-04-22 -5821.54000000 N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 100000.00000000 PA 72159.89000000 0.016688847606 Long DBT CORP GB N 2 2029-03-17 Fixed 5.80200000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1113.67000000 -0.00025756509 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 9753000.00000000 THB 312860.78000000 USD 2026-03-13 -1113.67000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 18219.45000000 OU Notional Amount USD 3338.99000000 0.000772228107 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 UWM Holdings Corp. UWM Holdings Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 18219.45000000 USD 3338.99000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 14340.65000000 OU Notional Amount -24.66000000 -0.00000570326 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 14340.65000000 CAD -24.66000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 260.49000000 OU Notional Amount USD 29.41000000 0.000006801825 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 260.49000000 USD 29.41000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 177.02000000 0.000040940469 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 91639.78000000 USD 125000.00000000 CAD 2026-04-17 177.02000000 N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 1670.00000000 NS USD 382814.10000000 0.088535697277 Long EC CORP US N 1 N N N Cencora Inc AI8GXW8LG5WK7E9UD086 03073E105 1009.00000000 NS USD 375489.26000000 0.086841637897 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 45153.94000000 OU Notional Amount USD -6841.19000000 -0.00158220276 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 45153.94000000 USD -6841.19000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC -18221.60000000 -0.00421421797 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1276915.68000000 USD 1063000.00000000 EUR 2026-04-16 -18221.60000000 N N N COLT Funding LLC 213800S6EGXVNRKXHN58 19689AAA3 91967.00000000 PA USD 92967.17000000 0.021501071198 Long ABS-MBS CORP US N 2 2070-05-25 Variable 5.53600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 19126.38000000 OU Notional Amount USD -47.69000000 -0.00001102955 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 CVB Financial Corp. CVB Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 19126.38000000 USD -47.69000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 32554.65000000 OU Notional Amount USD -6105.79000000 -0.00141212242 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 42307.27000000 USD -3736.38000000 N N N GFH Mortgage Trust N/A 36171JAA3 170000.00000000 PA USD 171714.38000000 0.039713407541 Long ABS-MBS CORP US N 2 2033-06-15 Fixed 5.14800000 N N N N N N Euronext NV 724500QJ4QSZ3H9QU415 000000000 1750.00000000 NS 289129.30000000 0.066868655513 Long EC CORP NL N 2 N N N NEXA RESOURCES SA 549300QRMRHM7GAU7L47 65290DAB9 200000.00000000 PA USD 216500.00000000 0.050071244660 Long DBT CORP LU N 2 2034-04-09 Fixed 6.75000000 N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1682.11000000 OU Notional Amount USD -186.75000000 -0.00004319078 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1682.11000000 USD -186.75000000 N N N Angel Oak Mortgage Trust 254900GRN1I3WMM1H095 034937AA0 135071.81000000 PA USD 136503.02000000 0.031569866564 Long ABS-MBS CORP US N 2 2070-04-25 Variable 5.51500000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 2833.34000000 0.000655283419 N/A DFE BR N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 149512.31000000 USD 781000.00000000 BRL 2026-03-03 2833.34000000 N N N Kinross Gold Corp 254900O9KHF2A1ZXPT47 496902404 2195.00000000 NS 81134.78000000 0.018764523879 Long EC CORP CA N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 45081.89000000 OU Notional Amount 69.02000000 0.000015962666 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Laurentian Bank of Canada Laurentian Bank of Canada Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 45081.89000000 CAD 69.02000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 09659W2R4 304000.00000000 PA USD 289143.52000000 0.066871944257 Long DBT CORP FR N 2 2029-09-15 Fixed 2.15900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 24483.02000000 OU Notional Amount -21.50000000 -0.00000497243 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 13453.72000000 USD 1537.58000000 N N N LV Trust N/A 50245XAA5 300000.00000000 PA USD 306878.85000000 0.070973699673 Long ABS-MBS CORP US N 2 2041-10-10 Variable 5.10400000 N N N N N N Alliance Bernstein 5493006YWHO7MNK2U579 018616748 858510.00000000 NS USD 858510.00000000 0.198552721724 Long STIV RF US N 1 N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 233000.00000000 PA USD 217305.12000000 0.050257449558 Long DBT CORP GB N 2 2036-02-18 Fixed 3.26500000 N N N N N N Aegon Ltd O4QK7KMMK83ITNTHUG69 000000000 44195.00000000 NS 336339.14000000 0.077787156433 Long EC CORP BM N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 12007.97000000 OU Notional Amount -1325.12000000 -0.00030646839 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 12007.97000000 EUR -1325.12000000 N N N VICI Properties Inc 254900RKH6RY9KCJQH63 925652109 12191.00000000 NS USD 368290.11000000 0.085176647592 Long EC US N 1 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 11569.44000000 0.002675733306 N/A DFE MX N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 658092.23000000 USD 11542155.92000000 MXN 2026-03-12 11569.44000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 28837.54000000 0.006669429656 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1749111.00000000 EUR 2099952.93000000 USD 2026-04-16 28837.54000000 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 0.32000000 NS USD 47.06000000 0.000010883846 Long EC CORP US N 1 N N N Goldman Sachs & Co. 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Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 8226.54000000 USD -1160.61000000 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CF4 231000.00000000 PA USD 219849.63000000 0.050845933543 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -3838.53000000 -0.00088775969 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 168696.42000000 USD 620069000.00000000 COP 2026-03-13 -3838.53000000 N N N Ventyx Biosciences Inc N/A 92332V107 27291.00000000 NS USD 381255.27000000 0.088175177377 Long EC CORP US N 1 N N N Trinitas CLO Ltd N/A 89643NAA3 250000.00000000 PA USD 250046.00000000 0.057829627909 Long ABS-CBDO CORP KY N 2 2039-01-22 Floating 4.89000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SQ2 7479300.00000000 PA USD 4861545.00000000 1.124358471694 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 4407313.57000000 OU Notional Amount USD 482590.26000000 0.111611524152 N/A DCO US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 Bloomberg Commodity Index 3 Month Forward BCOMF3 INDEX Y equity-performance leg 2026-03-16 0.00000000 USD 0.00000000 USD 4407313.57000000 USD 482590.26000000 N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 200000.00000000 PA USD 198912.00000000 0.046003563131 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 17883.44000000 OU Notional Amount -1726.30000000 -0.00039925168 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 17883.44000000 EUR -1726.30000000 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 988498101 1728.00000000 NS USD 290580.48000000 0.067204278556 Long EC CORP US N 1 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 2458.71000000 0.000568640507 N/A DFE NZ N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 568456.25000000 USD 950000.00000000 NZD 2026-04-22 2458.71000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 2597396.00000000 PA 3527545.70000000 0.815836507136 Long DBT NUSS GB N 2 2031-10-22 Fixed 4.00000000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -39444.97000000 -0.00912267318 N/A DFE JP N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 6814700.95000000 USD 1054609046.00000000 JPY 2026-04-10 -39444.97000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1064.51000000 OU Notional Amount USD 147.80000000 0.000034182586 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 51748.23000000 USD 14505.45000000 N N N CPUK FINANCE LTD 6354003CVDDPNXREIR29 000000000 200000.00000000 PA 274702.44000000 0.063532069662 Long DBT CORP JE N 2 2027-08-28 Fixed 5.87600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 8044.52000000 0.001860504060 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 376623.38000000 USD 1972000.00000000 BRL 2026-03-03 8044.52000000 N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 064058100 3376.00000000 NS USD 402081.60000000 0.092991806775 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 750.00000000 NS USD 124882.50000000 0.028882319682 Long EC CORP US N 1 N N N SYSCO CORPORATION 5RGWIFLMGH3YS7KWI652 871829BW6 197000.00000000 PA USD 197711.17000000 0.045725840023 Long DBT CORP US N 2 2031-07-25 Fixed 4.40000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 13719.80000000 OU Notional Amount USD -5586.43000000 -0.00129200694 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 13719.80000000 USD -5586.43000000 N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 000000000 250000.00000000 PA 177240.01000000 0.040991352906 Long DBT CORP GB N 2 2029-08-28 Fixed 4.75100000 N N N N N N Ulta Beauty Inc 529900CIV6HN8M28YM82 90384S303 300.00000000 NS USD 205437.00000000 0.047512638749 Long EC CORP US N 1 N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAD6 200000.00000000 PA USD 211730.00000000 0.048968058346 Long DBT CORP IE N 2 2029-09-13 Fixed 6.60800000 N N N N N N Juniper Valley Park CLO, Ltd 213800ACSV8GAJ4CCO70 48206KAY2 250000.00000000 PA USD 250167.00000000 0.057857612299 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 5.09000000 N N N N N N Crossroads Asset Trust N/A 227927AB6 113181.89000000 PA USD 114283.41000000 0.026431005001 Long ABS-O CORP US N 2 2030-08-20 Fixed 5.90000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 46501.31000000 OU Notional Amount USD -4774.85000000 -0.00110430800 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 46501.31000000 USD -4774.85000000 N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 000000000 35100.00000000 NS 594003.49000000 0.137378725528 Long EC CORP SG N 2 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EDG7 200000.00000000 PA USD 199990.00000000 0.046252878612 Long DBT CORP GB N 2 2030-05-24 Fixed 4.21900000 N N N N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 -9.00000000 NC 25452.65000000 0.005886585983 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Short HKG Hang Seng Index Futures HIH6 Index 2026-03-30 -12134714.90000000 HKD 25452.65000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 218000.00000000 OU Notional Amount 889.54000000 0.000205729214 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2036-02-24 0.00000000 NZD 0.00000000 NZD 218000.00000000 NZD 889.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 38531.45000000 OU Notional Amount -27.01000000 -0.00000624676 N/A DE GB N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Schroders PLC Schroders PLC Y equity-performance leg 2026-08-12 0.00000000 GBP 0.00000000 GBP 38531.45000000 GBP -27.01000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9510.73000000 OU Notional Amount -1013.19000000 -0.00023432648 N/A DE DE N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Deutsche Boerse AG Deutsche Boerse AG Y equity-performance leg 2026-08-12 0.00000000 EUR 0.00000000 EUR 9510.73000000 EUR -1013.19000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 16386.97000000 OU Notional Amount USD -2256.66000000 -0.00052191120 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 18092.58000000 USD 2486.93000000 N N N EDCON TRANCHE D N/A 000000000 1648.04000000 PA 0.00000000 0.000000 Long DBT CORP ZA N 3 2023-06-25 None 0.00000000 Y N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 121.00000000 NS USD 454425.18000000 0.105097618325 Long EC CORP US N 1 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -3247.42000000 -0.00075105016 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 488000.00000000 ILS 152543.28000000 USD 2026-03-12 -3247.42000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBK0 202000.00000000 PA USD 205951.12000000 0.047631542344 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N DELTA AIR LINES/SKYMILES N/A 830867AB3 247500.00000000 PA USD 249633.45000000 0.057734215013 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 286.98000000 OU Notional Amount USD -18.79000000 -0.00000434567 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Allegiant Travel Co. Allegiant Travel Co. 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Nicolet Bankshares, Inc. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 36106.39000000 USD -6731.98000000 N N N Japan Government Twenty Year Bonds 353800WZS8AXZXFUC241 000000000 331000000.00000000 PA 1731696.03000000 0.400499656329 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.40000000 N N N N N N APL Finance LLC 6354009RKO5CXUKYBH41 03790CAF8 341433.00000000 PA USD 343183.49000000 0.079370090028 Long ABS-O CORP US N 2 2036-03-20 Fixed 4.81000000 N N N N N N WEA FINANCE LLC 3CYEJKBUJZO3UW777J80 92928QAH1 212000.00000000 PA USD 209496.28000000 0.048451452615 Long DBT US N 2 2027-01-15 Fixed 2.87500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 30480.31000000 OU Notional Amount USD -1208.75000000 -0.00027955481 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 30480.31000000 USD -1208.75000000 N N N LOBLAW COMPANIES LIMITED 5493008LN3O1DIDTSH67 53947ZAT4 165000.00000000 PA 139646.17000000 0.032296801588 Long DBT CORP CA N 2 2033-02-17 Fixed 6.54000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 184410.62000000 OU Notional Amount USD 606.14000000 0.000140185608 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Banco Santander SA Banco Santander SA Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 184410.62000000 USD 606.14000000 N N N TEGNA Inc 549300YC5EDBGX85AO10 87901J105 46140.00000000 NS USD 966633.00000000 0.223558972007 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5121.10000000 OU Notional Amount USD 447.07000000 0.000103396542 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5121.10000000 USD 447.07000000 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 000000000 15400.00000000 NS 960931.69000000 0.222240396082 Long EC CORP TW N 2 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 44167.48000000 OU Notional Amount USD -18704.91000000 -0.00432599595 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 44167.48000000 USD -18704.91000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 6829.68000000 OU Notional Amount USD -630.54000000 -0.00014582874 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 6829.68000000 USD -630.54000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -5057.41000000 -0.00116965733 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 11325000.00000000 THB 359523.81000000 USD 2026-03-13 -5057.41000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 13534.93000000 OU Notional Amount USD 1769.23000000 0.000409180361 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 13534.93000000 USD 1769.23000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1249.40000000 OU Notional Amount USD -64.40000000 -0.00001489417 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 1249.40000000 USD -64.40000000 N N N Banca Mediolanum SpA 7LVZJ6XRIE7VNZ4UBX81 000000000 14714.00000000 NS 315593.91000000 0.072989283514 Long EC CORP IT N 2 N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754VAA5 186731.01000000 PA USD 187740.57000000 0.043419879968 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 5.11700000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 349.00000000 NS USD 272802.83000000 0.063092735542 Long EC CORP US N 1 N N N CANADA HOUSING TRUST 549300M44WH89JG50067 13509PJC8 930000.00000000 PA 703416.99000000 0.162683437434 Long DBT NUSS CA N 2 2032-09-15 Fixed 3.55000000 N N N N N N Regatta XX Funding Ltd N/A 75884YAK4 300000.00000000 PA USD 300298.50000000 0.069451822931 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 4.85200000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3457.80000000 OU Notional Amount USD 927.83000000 0.000214584771 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3457.80000000 USD 927.83000000 N N N GLENCORE CAP FIN DAC 213800HCUCI1HC7X6Q34 000000000 355000.00000000 PA 429577.22000000 0.099350882600 Long DBT CORP IE N 2 2032-02-04 Fixed 3.75000000 N N N N N N HEICO Corp 529900O1DTDLCJ7L0I14 422806208 1247.00000000 NS USD 299417.17000000 0.069247992492 Long EC CORP US N 1 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 22.00000000 NC USD 24371.48000000 0.005636537357 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM6 Comdty 2026-06-18 2650691.02000000 USD 24371.48000000 N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503M108 1051.00000000 NS USD 315005.72000000 0.072853249309 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 30699.70000000 OU Notional Amount USD -27747.22000000 -0.00641726485 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coeur Mining, Inc. Coeur Mining, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 30699.70000000 USD -27747.22000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 459000.00000000 OU Notional Amount 5004.46000000 0.001157411275 N/A DIR US N 2 LCH Ltd. 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Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 9258.53000000 CAD -22.80000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8390.40000000 OU Notional Amount USD -1650.73000000 -0.00038177416 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8390.40000000 USD -1650.73000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 2.00000000 NC -8653.16000000 -0.00200126785 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE Japanese 10 Year Bond Futures JBH6 Comdty 2026-03-13 266951320.00000000 JPY -8653.16000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 19634.75000000 OU Notional Amount USD -1901.62000000 -0.00043979898 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. 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Charter Communications, Inc. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 28393.16000000 USD 3649.00000000 N N N Taisei Corp 529900TF7XJKIOWMLQ79 000000000 2900.00000000 NS 376814.65000000 0.087148168737 Long EC CORP JP N 2 N N N ORL TRUST N/A 67120DAA3 260569.00000000 PA USD 260487.57000000 0.060244512001 Long ABS-MBS CORP US N 2 2039-12-15 Floating 5.15200000 N N N N N N National Stock Exchange Of India N/A 000000000 17.00000000 NC USD -11768.32000000 -0.00272172946 N/A DE IN N 1 National Stock Exchange Of India N/A Long IFSC NIFTY 50 Index Futures JGSH6 Index 2026-03-30 872948.85000000 USD -11768.32000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -7692.85000000 -0.00177917124 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 702222.60000000 AUD 491933.97000000 USD 2026-04-22 -7692.85000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 512.84000000 0.000118607561 N/A DFE XX N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1239460.29000000 USD 1047189.67000000 EUR 2026-04-16 512.84000000 N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AV4 96000.00000000 PA USD 96384.00000000 0.022291301826 Long DBT US N 2 2033-01-15 Fixed 5.35000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7263.16000000 OU Notional Amount USD -115.94000000 -0.00002681413 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. 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