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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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Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 2079.17000000 USD 236.76000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 100322.39000000 OU Notional Amount USD 29407.37000000 0.006801217635 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, 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. 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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. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 74.03000000 USD -34.19000000 N N N Digital Intrepid Holding BV 5493003H2CB2KXPP7461 000000000 140000.00000000 PA 143463.98000000 0.033179769249 Long DBT NL N 2 2031-07-15 Fixed 0.62500000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112103 1546.00000000 NS USD 637524.02000000 0.147443977746 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6821.56000000 OU Notional Amount USD -129.39000000 -0.00002992479 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 6821.56000000 USD -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. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 3520.05000000 USD -589.27000000 N N N ABB Ltd 5493000LKVGOO9PELI61 000000000 7666.00000000 NS 713982.14000000 0.165126902609 Long EC CORP CH N 2 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -122.05000000 -0.00002822723 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 16181.18000000 USD 2499700.00000000 JPY 2026-04-10 -122.05000000 N N N ALPHABET INC 5493006MHB84DD0ZWV18 000000000 146000.00000000 PA 198500.28000000 0.045908342194 Long DBT CORP US N 2 2032-11-13 Fixed 4.62500000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -26681.88000000 -0.00617087732 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10111000.00000000 MXN 559945.89000000 USD 2026-03-12 -26681.88000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -81.94000000 -0.00001895075 N/A DFE CA N 2 Citibank NA E57ODZWZ7FF32TWEFA76 4365419.79000000 USD 5943000.00000000 CAD 2026-04-17 -81.94000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7036.16000000 OU Notional Amount USD -187.92000000 -0.00004346137 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Mission Produce, Inc. Mission Produce, Inc. 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Guardian Capital Group Ltd. Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 15554.23000000 CAD -31.29000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 42690.05000000 OU Notional Amount USD 9867.95000000 0.002282219578 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 42690.05000000 USD 9867.95000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 33819.53000000 OU Notional Amount USD -831.04000000 -0.00019219957 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 American Water Works Co., Inc. American Water Works Co., Inc. 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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 6155.02000000 USD -903.35000000 N N N Dryden Senior Loan Fund 254900XN9Y85HJGYJ219 26253EBK3 255000.00000000 PA USD 255426.87000000 0.059074093767 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 4.76200000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 1430.00000000 NS USD 532389.00000000 0.123128775396 Long EC CORP US N 1 N N N ING GROEP NV 549300NYKK9MWM7GGW15 000000000 100000.00000000 PA 136678.74000000 0.031610506375 Long DBT CORP NL N 2 2029-10-02 Fixed 4.87500000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -4268.15000000 -0.00098712047 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 2110972.99000000 CNY 303928.47000000 USD 2026-03-26 -4268.15000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 4372.37000000 OU Notional Amount -548.62000000 -0.00012688261 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 4372.37000000 EUR -548.62000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33879.86000000 OU Notional Amount USD -209.75000000 -0.00004851013 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 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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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 12604.05000000 USD -1142.86000000 N N N BX Trust N/A 05608BAA8 190077.89000000 PA USD 189127.50000000 0.043740643531 Long ABS-MBS CORP US N 2 2034-04-15 Floating 4.70600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 7024.74000000 OU Notional Amount 4.94000000 0.000001142503 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 7024.74000000 CAD 4.94000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 1475.16000000 OU Notional Amount 0.73000000 0.000000168831 N/A DE CA N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Guardian Capital Group Ltd. Guardian Capital Group Ltd. 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Y equity-performance leg 2026-10-20 0.00000000 CAD 0.00000000 CAD 536.04000000 CAD 0.17000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 000000000 1.00000000 NC 7363.00000000 0.001702884870 N/A DE GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Long FTSE 100 Index Futures Z H6 Index 2026-03-20 103650.55000000 GBP 7363.00000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 19917.16000000 OU Notional Amount USD -2906.85000000 -0.00067228451 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 19917.16000000 USD -2906.85000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 850.54000000 OU Notional Amount USD 27.15000000 0.000006279142 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coursera, Inc. Coursera, Inc. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 805.31000000 USD -125.72000000 N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 000000000 2487.00000000 NS 122746.97000000 0.028388422938 Long EC CORP NL N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 3040.19000000 OU Notional Amount USD 173.38000000 0.000040098625 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. OceanFirst Financial Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 3040.19000000 USD 173.38000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 54644.26000000 OU Notional Amount -114.32000000 -0.00002643946 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 54644.26000000 CAD -114.32000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 3466.21000000 OU Notional Amount USD -768.16000000 -0.00017765693 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 3466.21000000 USD -768.16000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 15018.29000000 OU Notional Amount USD 1953.62000000 0.000451825334 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 15018.29000000 USD 1953.62000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 15324.14000000 OU Notional Amount USD 1592.94000000 0.000368408722 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 15324.14000000 USD 1592.94000000 N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 15339000000.00000000 PA 918937.21000000 0.212528082537 Long DBT NUSS ID N 2 2031-03-15 Fixed 5.87500000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 33087.43000000 OU Notional Amount USD 3095.26000000 0.000715859218 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Skyworks Solutions, Inc. Skyworks Solutions, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 33087.43000000 USD 3095.26000000 N N N TELUS CORP 894500TX134IMF6NW757 87971MCC5 271000.00000000 PA 219989.77000000 0.050878344556 Long DBT CORP CA N 2 2033-09-08 Fixed 5.75000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -1401.54000000 -0.00032414250 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 766600.00000000 SGD 606884.36000000 USD 2026-04-24 -1401.54000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 1822.29000000 0.000421451863 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 3170701.80000000 PLN 889127.81000000 USD 2026-03-27 1822.29000000 N N N United States Treasury 254900HROIFWPRGM1V77 912810SZ2 666600.00000000 PA USD 398710.13000000 0.092212066825 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Goldman Sachs & Co. 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Black Hills Corp. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 61052.01000000 USD -987.63000000 N N N TXNM Energy Inc 5493003JOBJGLZSDDQ28 69349H107 14147.00000000 NS USD 834955.94000000 0.193105233959 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 262.45000000 OU Notional Amount USD 32.34000000 0.000007479464 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 262.45000000 USD 32.34000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -71.35000000 -0.00001650153 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 110000.00000000 CAD 80727.43000000 USD 2026-04-17 -71.35000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 19360.29000000 OU Notional Amount 1286.23000000 0.000297474073 N/A DE GB N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 International Personal Finance PLC International Personal Finance PLC Y equity-performance leg 2026-10-20 0.00000000 GBP 0.00000000 GBP 19360.29000000 GBP 1286.23000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -99.00000000 NC USD 31775.19000000 0.007348837471 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX FTSE China A50 Futures Contract XUH6 Index 2026-03-30 -1479755.06000000 USD 31775.19000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 45.32000000 0.000010481426 N/A DFE NZ N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 243344.74000000 USD 405000.00000000 NZD 2026-04-22 45.32000000 N N N CENOVUS ENERGY INC 254900LJGL2N2XEMD470 15135UBB4 109000.00000000 PA USD 110928.21000000 0.025655027910 Long DBT CORP CA N 2 2036-03-20 Fixed 5.40000000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1425.52000000 OU Notional Amount USD 201.77000000 0.000046664549 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 Boston Scientific Corp. Boston Scientific Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1425.52000000 USD 201.77000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 55425.25000000 OU Notional Amount USD -8175.37000000 -0.00189076651 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Allegiant Travel Co. Allegiant Travel Co. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 55425.25000000 USD -8175.37000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 459000.00000000 OU Notional Amount -5002.89000000 -0.00115704817 N/A DIR US N 2 LCH Ltd. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 10873.24000000 USD 1447.27000000 N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 91098.00000000 NS USD 1741793.76000000 0.402835018497 Long EC CORP US N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1009.08000000 OU Notional Amount USD -153.98000000 -0.00003561187 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1009.08000000 USD -153.98000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 66891.54000000 OU Notional Amount USD -8916.74000000 -0.00206222757 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Black Hills Corp. Black Hills Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 66891.54000000 USD -8916.74000000 N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAT8 86000.00000000 PA USD 85994.84000000 0.019888538906 Long DBT CORP US N 2 2031-04-15 Fixed 4.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 440.54000000 OU Notional Amount USD -68.93000000 -0.00001594185 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Allegiant Travel Co. Allegiant Travel Co. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 440.54000000 USD -68.93000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 37909.15000000 0.008767474940 N/A DFE BR N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1794140.01000000 USD 9392000.00000000 BRL 2026-03-03 37909.15000000 N N N Italy Buoni Poliennali Del Tesoro 815600DE60799F5A9309 000000000 725000.00000000 PA 909832.98000000 0.210422493032 Long DBT NUSS IT N 2 2037-10-30 Fixed 4.05000000 N N N N N N ESC SOUTHEASTERN GROCE N/A 841ESC015 8714.00000000 NS USD 0.01000000 0.000000002312 Long EC CORP US N 3 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -106.00000000 NC 48074.44000000 0.011118462111 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX MSCI Singapore Index Futures QZH6 Index 2026-03-30 -4945385.53000000 SGD 48074.44000000 N N N Voya CLO Ltd 254900MS3D9HONB0N824 92917JAC1 500000.00000000 PA USD 500152.50000000 0.115673248013 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.18400000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 000000000 15557.00000000 NS 191744.24000000 0.044345832578 Long EC CORP ES N 2 N N N LCH Ltd. 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Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 8531.81000000 USD -154.62000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 13782.51000000 0.003187563188 N/A DFE AU N 2 Bank of America NA B4TYDEB6GKMZO031MB27 1838706.10000000 USD 2603662.00000000 AUD 2026-04-22 13782.51000000 N N N South African Futures Exchange N/A 000000000 44.00000000 NC 304676.96000000 0.070464455457 N/A DE ZA N 1 South African Futures Exchange N/A Long SAFEX FTSE/JSE Top 40 Index Futures AIH6 Index 2026-03-19 48000320.20000000 ZAR 304676.96000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 11596.62000000 OU Notional Amount USD -1908.05000000 -0.00044128608 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 11596.62000000 USD -1908.05000000 N N N ROYAL BK CANADA TORONTO ES7IP3U3RHIGC71XBU11 000000000 180000.00000000 PA 125204.58000000 0.028956809042 Long DBT CORP CA N 2 2031-09-09 Fixed 4.73800000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC -398.88000000 -0.00009225135 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 85686.82000000 EUR 101062.54000000 USD 2026-04-16 -398.88000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3358.58000000 OU Notional Amount USD 368.88000000 0.000085313074 N/A DE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Charter Communications, Inc. Charter Communications, Inc. 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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. 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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 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 2029-08-22 0.00000000 USD 0.00000000 USD 3209.70000000 USD 787.09000000 N N N JOHN DEERE FINANCIAL LTD C4WFU2AMZQ28CSQ23X49 000000000 320000.00000000 PA 228449.92000000 0.052834973842 Long DBT CORP AU N 2 2029-06-28 Fixed 5.05000000 N N N N N N TE Connectivity PLC 6367003TB6K484NFHE54 000000000 1600.00000000 NS USD 368240.00000000 0.085165058354 Long EC CORP IE N 1 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 32565.15000000 OU Notional Amount -67.59000000 -0.00001563194 N/A DE GB N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Just Group PLC Just Group PLC Y equity-performance leg 2027-07-15 0.00000000 GBP 0.00000000 GBP 32565.15000000 GBP -67.59000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 5934.26000000 OU Notional Amount USD 1449.26000000 0.000335178993 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Masterbrand, Inc. Masterbrand, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 5934.26000000 USD 1449.26000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 5.82000000 OU Notional Amount USD -0.59000000 -0.00000013645 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 5.82000000 USD -0.59000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC -6161.57000000 -0.00142502299 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 548748000.00000000 KRW 375291.86000000 USD 2026-04-14 -6161.57000000 N N N Vinci SA 213800WFQ334R8UXUG83 000000000 1410.00000000 NS 234040.38000000 0.054127912828 Long EC CORP FR N 2 N N N iShares Core MSCI EAFE ETF 5493009FT582MI7Y3I36 46432F842 356646.00000000 NS USD 35065434.72000000 8.109791967593 Long EC RF US N 1 N N N Dext ABS N/A 252153AD3 140000.00000000 PA USD 140735.83000000 0.032548813747 Long ABS-O CORP US N 2 2036-04-15 Fixed 4.66000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 2488.05000000 0.000575426144 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 43871000.00000000 JPY 284333.97000000 USD 2026-04-10 2488.05000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 8226.54000000 OU Notional Amount USD -1160.61000000 -0.00026842118 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 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. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 1064.51000000 USD 147.80000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 337.88000000 0.000078143520 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 167723.59000000 USD 228800.00000000 CAD 2026-04-17 337.88000000 N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 000000000 250000.00000000 PA 178553.00000000 0.041295015925 Long DBT CORP CA N 2 2029-07-23 Fixed 5.24800000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29251ZBW6 171000.00000000 PA 141111.07000000 0.032635597737 Long DBT CORP CA N 2 2032-11-09 Fixed 6.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RQ3 1323000.00000000 PA USD 956074.22000000 0.221116980060 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N DIGITAL INTREPID HOLDING 5493003H2CB2KXPP7461 000000000 100000.00000000 PA 103709.04000000 0.023985407461 Long DBT NL N 2 2032-07-18 Fixed 1.37500000 N N N N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 1037.36000000 OU Notional Amount USD 70.54000000 0.000016314205 N/A DE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 CECO Environmental Corp. CECO Environmental Corp. Y equity-performance leg 2026-08-12 0.00000000 USD 0.00000000 USD 1037.36000000 USD 70.54000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 7022.66000000 OU Notional Amount USD 2.45000000 0.000000566626 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 7022.66000000 USD 2.45000000 N N N Osaka Exchange 3538001249AILNPRUX57 000000000 19.00000000 NC 99991.80000000 0.023125699223 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long TSE TOPIX Futures TPH6 Index 2026-03-12 730828849.00000000 JPY 99991.80000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 000000000 1.00000000 NC 12469.98000000 0.002884006556 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3015167.44000000 USD 15635000.00000000 BRL 2026-04-02 12469.98000000 N N N iShares Core MSCI Emerging Markets ETF 5493007C24Z3ZDJ0VD06 46434G103 374070.00000000 NS USD 28713613.20000000 6.640768367748 Long EC RF US N 1 N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAR8 150000.00000000 PA USD 151246.50000000 0.034979679009 Long DBT CORP DE N 2 2032-02-06 Fixed 4.72500000 N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 50468.42000000 OU Notional Amount USD 5874.57000000 0.001358646797 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Axcelis Technologies, Inc. Axcelis Technologies, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 50468.42000000 USD 5874.57000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 47231.02000000 OU Notional Amount USD -7278.14000000 -0.00168325879 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 47231.02000000 USD -7278.14000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 15003.49000000 OU Notional Amount USD -1850.55000000 -0.00042798772 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 15003.49000000 USD -1850.55000000 N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 105328.96000000 PA USD 105395.32000000 0.024375403481 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 4.96700000 N N N N N N WOOLWORTHS GROUP LTD QNWEWQBS7HP85QHXQL92 000000000 400000.00000000 PA 290939.63000000 0.067287341316 Long DBT CORP AU N 2 2031-04-18 Fixed 5.76200000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC 2666.22000000 0.000616632581 N/A DFE CO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 315686.00000000 USD 1197397000.00000000 COP 2026-03-13 2666.22000000 N N N New Gold Inc 5493005G0GNCHP0H6L96 644535106 84254.00000000 NS USD 1130688.68000000 0.261501106378 Long EC CORP CA N 1 N N N Nice Ltd 254900YTY4EF5Z4W0A51 000000000 1760.00000000 NS 201551.75000000 0.046614073838 Long EC CORP IL N 2 N N N Clearwater Analytics Holdings Inc N/A 185123106 46488.00000000 NS USD 1087354.32000000 0.251478910804 Long EC CORP US N 1 N N N AGC Inc JE4WFFEELMVPFZ0G1E77 000000000 8300.00000000 NS 368113.50000000 0.085135801945 Long EC CORP JP N 2 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 9576.54000000 OU Notional Amount USD 1094.58000000 0.000253150036 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 9576.54000000 USD 1094.58000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 10499.57000000 OU Notional Amount USD 2294.31000000 0.000530618740 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 Coursera, Inc. Coursera, Inc. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 10499.57000000 USD 2294.31000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 51748.23000000 OU Notional Amount USD 14505.45000000 0.003354761828 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 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. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 16386.97000000 USD -2256.66000000 N N N ARTSONIG EQUITY N/A 000000000 51133.00000000 NS USD 0.05000000 0.000000011563 Long EC CORP US N 3 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 5861.63000000 OU Notional Amount 6.43000000 0.000001487104 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 5861.63000000 CAD 6.43000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -237132.90000000 -0.05484313835 N/A DFE US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 83088966.11000000 MXN 4583586.60000000 USD 2026-03-12 -237132.90000000 N N N Allied Gold Corp 894500S5G4JFSRGK8L37 01921D204 43200.00000000 NS 1367527.58000000 0.316276249597 Long EC CORP CA N 1 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 36692.38000000 0.008486065293 N/A DFE CO N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1418139.46000000 USD 5471961999.82000000 COP 2026-03-13 36692.38000000 N N N NN Group NV 724500OHYNDT9OY6Q215 000000000 2230.00000000 NS 182899.11000000 0.042300166674 Long EC CORP NL N 2 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 50572.11000000 OU Notional Amount USD -1613.08000000 -0.00037306662 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 50572.11000000 USD -1613.08000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 3067.42000000 0.000709420495 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 117886.48000000 USD 170000.00000000 AUD 2026-04-22 3067.42000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 18092.58000000 OU Notional Amount USD 2486.93000000 0.000575167115 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 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. Y equity-performance leg 2026-10-20 0.00000000 USD 0.00000000 USD 286.98000000 USD -18.79000000 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 000000000 302000.00000000 PA 363177.20000000 0.083994154439 Long DBT CORP GB N 2 2033-03-17 Fixed 3.86400000 N N N N N N Webster Financial Corp KMRURHT0VWKYS6Z5KU67 947890109 20195.00000000 NS USD 1456665.35000000 0.336891672646 Long EC CORP US N 1 N N N ALA Trust N/A 009920AA7 221735.00000000 PA USD 222847.44000000 0.051539254919 Long ABS-MBS CORP US N 2 2040-06-15 Floating 5.40300000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 124.90000000 0.000028886367 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 276926.00000000 CAD 203536.57000000 USD 2026-04-17 124.90000000 N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAV4 120000.00000000 PA USD 120414.00000000 0.027848863069 Long DBT CORP US N 2 2028-11-15 Fixed 4.50000000 N N N N N N Haleon PLC 549300PSB3WWEODCUP19 000000000 31937.00000000 NS 175300.23000000 0.040542728431 Long EC CORP GB N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC -7736.43000000 -0.00178925025 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 15789935922.00000000 IDR 931559.64000000 USD 2026-04-23 -7736.43000000 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 8640.37000000 OU Notional Amount USD -2124.89000000 -0.00049143596 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Nicolet Bankshares, Inc. 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Nicolet Bankshares, Inc. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 20473.90000000 USD -1295.78000000 N N N NIAGARA MOHAWK POWER 3T97Y9RR5EN5Y18QHB56 653522DT6 209000.00000000 PA USD 212358.63000000 0.049113445350 Long DBT CORP US N 2 2030-10-03 Fixed 4.64700000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 5440.00000000 NS USD 1091100.80000000 0.252345381551 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 1130.00000000 NS USD 1115728.10000000 0.258041083923 Long EC CORP US N 1 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 1.00000000 NC -7668.32000000 -0.00177349804 N/A DFE JP N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 1435104.17000000 USD 222188913.00000000 JPY 2026-04-10 -7668.32000000 N N N Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 000000000 -12.00000000 NC USD -25847.35000000 -0.00597787060 N/A DE SG N 1 Singapore Exchange Derivatives Clearing Ltd. 549300ZLWT3FK3F0FW61 Short SGX FTSE Taiwan Index Futures TWTH6 Index 2026-03-30 -1313752.89000000 USD -25847.35000000 N N N Idemitsu Kosan Co Ltd 549300P0R46FF6DUA630 000000000 37100.00000000 NS 354726.87000000 0.082039796283 Long EC CORP JP N 2 N N N ECN Capital Corp 549300E2G773NN59KY61 26829L107 161629.00000000 NS 362585.49000000 0.083857306143 Long EC CORP CA N 1 N N N Goldman Sachs & Co. 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Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 111723.55000000 USD -18893.44000000 N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 26875PBB6 191000.00000000 PA USD 193259.53000000 0.044696282723 Long DBT CORP US N 2 2031-01-15 Fixed 4.40000000 N N N N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 1.00000000 NC -12587.56000000 -0.00291119998 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1723000.00000000 AUD 1213315.75000000 USD 2026-04-22 -12587.56000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 4324.52000000 0.001000157500 N/A DFE KR N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 608210.24000000 USD 881175000.00000000 KRW 2026-04-14 4324.52000000 N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030107 2343.00000000 NS USD 364266.21000000 0.084246016269 Long EC CORP US N 1 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC 4635.69000000 0.001072123640 N/A DFE US N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1005120000.00000000 CLP 1156307.16000000 USD 2026-03-13 4635.69000000 N N N GM FINANCIAL CAD 5493001CSMJPUBB7NS44 37045YAM6 280000.00000000 PA 214100.91000000 0.049516392824 Long DBT CORP CA N 2 2028-07-14 Fixed 5.10000000 N N N N N N International Money Express Inc N/A 46005L101 39066.00000000 NS USD 616461.48000000 0.142572718654 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 6981.63000000 OU Notional Amount USD 474.10000000 0.000109647931 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 OceanFirst Financial Corp. 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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. 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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. Y equity-performance leg 2027-07-15 0.00000000 USD 0.00000000 USD 19634.75000000 USD -1901.62000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 18877.80000000 OU Notional Amount USD 2315.81000000 0.000535591173 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 18877.80000000 USD 2315.81000000 N N N Howmet Aerospace Inc 549300HO5WFZUT5N2T22 443201108 1561.00000000 NS USD 409809.33000000 0.094779044926 Long EC CORP US N 1 N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 39393.27000000 OU Notional Amount USD -5292.10000000 -0.00122393549 N/A DE US N 2 UBS Switzerland AG 549300WOIFUSNYH0FL22 Union Pacific Corp. Union Pacific Corp. Y equity-performance leg 2029-08-22 0.00000000 USD 0.00000000 USD 39393.27000000 USD -5292.10000000 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 690.00000000 NS USD 147908.40000000 0.034207656737 Long EC CORP US N 1 N N N Bankers Healthcare Group Securitization Trust N/A 08860AAA7 117683.79000000 PA USD 119500.80000000 0.027637661865 Long ABS-O CORP US N 2 2036-04-17 Fixed 4.82000000 N N N N N N UBS Switzerland AG 549300WOIFUSNYH0FL22 000000000 17166.03000000 OU Notional Amount USD -97.62000000 -0.00002257715 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 17166.03000000 USD -97.62000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 000000000 530000.00000000 OU Notional Amount 2605.12000000 0.000602501620 N/A DIR US N 2 LCH Ltd. 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