Portfolio holdings: Derivative instruments
As of 6/30/2026
Securities are listed alphabetically and values may round to less than a thousand.
| Security description | Maturity date | Par value in<br>thousands<br>(000s) | Market value<br>$US in thousands<br>(000s) |
|---|---|---|---|
| 10700920H TRS USD P V 00MSOFR | 12/31/2099 | (848) | (848) |
| 10700920H TRS USD R E | 12/31/2099 | 586 | 752 |
| 11273345H TRS USD P V 00MSOFR | 12/31/2099 | (510) | (510) |
| 11273345H TRS USD R E | 12/31/2099 | 154 | 657 |
| 11404429H TRS USD P V 00MSOFR | 12/31/2099 | (559) | (559) |
| 11404429H TRS USD R E | 12/31/2099 | 164 | 491 |
| 11592281H TRS USD P V 00MSOFR | 12/31/2099 | (993) | (993) |
| 11592281H TRS USD R E | 12/31/2099 | 477 | 888 |
| 11614977H TRS USD P V 00MSOFR | 12/31/2099 | (691) | (691) |
| 11614977H TRS USD R E | 12/31/2099 | 1,518 | 588 |
| 13249645H TRS USD P V 00MSOFR | 12/31/2099 | (697) | (697) |
| 13249645H TRS USD R E | 12/31/2099 | 351 | 555 |
| 13334864H TRS USD P V 00MSOFR | 12/31/2099 | (703) | (703) |
| 13334864H TRS USD R E | 12/31/2099 | 21 | 965 |
| 13334867H TRS USD P V 00MSOFR | 12/31/2099 | (56) | (56) |
| 13334867H TRS USD R E | 12/31/2099 | 3 | 61 |
| 13643790H TRS USD P V 00MSOFR | 12/31/2099 | (252) | (252) |
| 13643790H TRS USD R E | 12/31/2099 | 27 | 238 |
| 13661275H TRS USD P V 00MSOFR | 12/31/2099 | (122) | (122) |
| 13661275H TRS USD R E | 12/31/2099 | 19 | 118 |
| 13661288H TRS USD P V 00MSOFR | 12/31/2099 | (1,302) | (1,302) |
| 13661288H TRS USD R E | 12/31/2099 | 77 | 1,186 |
| 13661309H TRS USD P V 00MSOFR | 12/31/2099 | (52) | (52) |
| 13661309H TRS USD R E | 12/31/2099 | 7 | 57 |
| 13661310H TRS USD P V 00MSOFR | 12/31/2099 | (169) | (169) |
| 13661310H TRS USD R E | 12/31/2099 | 5 | 167 |
| 13661311H TRS USD P V 00MSOFR | 12/31/2099 | (168) | (168) |
| 13661311H TRS USD R E | 12/31/2099 | 38 | 226 |
| 13853383H TRS USD P V 00MSOFR | 12/31/2099 | (68) | (68) |
| 13853383H TRS USD R E | 12/31/2099 | 9 | 88 |
| 14000613H TRS USD P V 00MSOFR | 12/31/2099 | (302) | (302) |
| 14000613H TRS USD R E | 12/31/2099 | 20 | 308 |
| 14000623H TRS USD P V 00MSOFR | 12/31/2099 | (115) | (115) |
| 14000623H TRS USD R E | 12/31/2099 | 13 | 185 |
| 14595603H TRS USD P V 00MSOFR | 12/31/2099 | (395) | (395) |
| 14595603H TRS USD R E | 12/31/2099 | 34 | 343 |
| 15383897H TRS USD P V 00MSOFR | 12/31/2099 | (3,187) | (3,187) |
| 15383897H TRS USD R E | 12/31/2099 | 97 | 5,283 |
| 15384026H TRS USD P V 00MSOFR | 12/31/2099 | (3,607) | (3,607) |
| 15384026H TRS USD R E | 12/31/2099 | 20 | 4,625 |
| 15384126H TRS USD P V 00MSOFR | 12/31/2099 | (449) | (449) |
| 15384126H TRS USD R E | 12/31/2099 | 14 | 610 |
| 15815274H TRS USD P V 00MSOFR | 12/31/2099 | (2,292) | (2,292) |
| 15815274H TRS USD R E | 12/31/2099 | 24 | 2,946 |
| 1CAI210826 FLEX OPTION | 8/21/2026 | (136) | (231) |
| 21570148D TRS HKD P V 01MHIBOR | 9/16/2026 | (153,502) | (19,574) |
| 21570148D TRS HKD R E | 9/16/2026 | 254 | 18,415 |
| 21570187D TRS BRL P V 01MBZDIO | 9/16/2026 | (14,786) | (2,857) |
| 21570187D TRS BRL R E | 9/16/2026 | 8 | 2,937 |
| 21570215D TRS USD P V 01MLIBOR | 9/16/2026 | (3,961) | (3,961) |
| 21570215D TRS USD R E | 9/16/2026 | 2 | 3,869 |
| 21572459D TRS MXN P V 01MTIEE | 9/17/2026 | (39,934) | (2,285) |
| 21572459D TRS MXN R E | 9/17/2026 | 23 | 2,352 |
| BCS9CGDL5 TRS USD P V 00MSOFR | 9/30/2026 | (101,277) | (101,277) |
| BCS9CGDL5 TRS USD R E | 9/30/2026 | 28 | 101,719 |
| BCS9EP2F8 TRS USD P V 00MSOFR | 10/30/2026 | (101,311) | (101,311) |
| BCS9EP2F8 TRS USD R E | 10/30/2026 | 28 | 101,753 |
| BCS9H1BZ4 TRS USD P F .07000 | 7/16/2026 | (143,696) | (143,696) |
| BCS9H1BZ4 TRS USD R E | 7/16/2026 | 420 | 143,696 |
| BCS9HV254 TRS USD P V 00MSOFR | 11/24/2026 | (1,372) | (1,372) |
| BCS9HV254 TRS USD R E | 11/24/2026 | 166 | 1,258 |
| BCS9HV25S TRS USD P F .00000 | 11/24/2026 | (1,372) | 0 |
| BCS9HV25S TRS USD R V 00MSOFR | 11/24/2026 | 1,372 | 0 |
| BCS9KYG91 TRS USD P F .07000 | 8/19/2026 | (102,289) | (102,289) |
| BCS9KYG91 TRS USD R E | 8/19/2026 | 299 | 102,289 |
| BCS9PFTU6 TRS USD P F .06900 | 9/16/2026 | (168,437) | (168,437) |
| BCS9PFTU6 TRS USD R E | 9/16/2026 | 493 | 168,437 |
| BCS9QHW86 TRS USD P V 00MSOFR | 1/29/2027 | (151,013) | (151,013) |
| BCS9QHW86 TRS USD R E | 1/29/2027 | 42 | 150,000 |
| BCS9S1878 TRS USD P E | 8/6/2026 | (1,917) | (1,189,657) |
| BCS9S1878 TRS USD R V 12MFEDL | 8/6/2026 | 1,099,653 | 1,099,653 |
| BCS9T6YA0 TRS USD P F .06900 | 10/21/2026 | (103,507) | (103,507) |
| BCS9T6YA0 TRS USD R E | 10/21/2026 | 303 | 103,507 |
| BCS9U4WH0 TRS USD P E | 8/27/2027 | (70) | (1,158,910) |
| BCS9U4WH0 TRS USD R V 12MSOFR | 8/27/2027 | 1,117,205 | 1,117,205 |
| BCS9UVBT7 TRS USD P E | 9/4/2026 | (725) | (542,945) |
| BCS9UVBT7 TRS USD R V 01MFEDL | 9/4/2026 | 551,602 | 551,602 |
| BCS9WJ5D4 TRS USD P F .06500 | 11/18/2026 | (194,401) | (194,401) |
| BCS9WJ5D4 TRS USD R E | 11/18/2026 | 1,578 | 194,401 |
| BCS9XG8Z7 TRS USD P V 00MSOFR | 3/25/2027 | (301) | (301) |
| BCS9XG8Z7 TRS USD R E | 3/25/2027 | 21 | 289 |
| BCS9XG8ZS TRS USD P F .00000 | 3/25/2027 | (301) | 0 |
| BCS9XG8ZS TRS USD R V 00MSOFR | 3/25/2027 | 301 | 0 |
| BCS9XG978 TRS USD P V 00MSOFR | 3/25/2027 | (175) | (175) |
| BCS9XG978 TRS USD R E | 3/25/2027 | 14 | 181 |
| BCS9XG97S TRS USD P F .00000 | 3/25/2027 | (175) | 0 |
| BCS9XG97S TRS USD R V 00MSOFR | 3/25/2027 | 175 | 0 |
| BCS9ZNEH3 TRS USD P F .06500 | 12/16/2026 | (181,137) | (181,137) |
| BCS9ZNEH3 TRS USD R E | 12/16/2026 | 530 | 181,137 |
| BCSA1B5X8 TRS USD P E | 7/27/2026 | (348) | (260,539) |
| BCSA1B5X8 TRS USD R V 12MFEDL | 7/27/2026 | 258,904 | 258,904 |
| BCSA3ZD63 TRS USD P E | 11/13/2026 | (1,642) | (1,019,211) |
| BCSA3ZD63 TRS USD R V 12MSOFR | 11/13/2026 | 1,006,989 | 1,006,989 |
| BCSA3ZHG7 TRS USD P E | 10/13/2026 | (670) | (501,607) |
| BCSA3ZHG7 TRS USD R V 12MFEDL | 10/13/2026 | 506,603 | 506,603 |
| BCSA4GHQ6 TRS USD P E | 11/18/2026 | (1,015) | (760,123) |
| BCSA4GHQ6 TRS USD R V 12MFEDL | 11/18/2026 | 761,362 | 761,362 |
| BCSA4QU97 TRS USD P F .06700 | 1/20/2027 | (146,012) | (146,012) |
| BCSA4QU97 TRS USD R E | 1/20/2027 | 427 | 146,012 |
| BCSA6BTU3 TRS USD P V 00MSOFR | 6/1/2027 | (58) | (58) |
| BCSA6BTU3 TRS USD R E | 6/1/2027 | 11 | 55 |
| BCSA6BTUS TRS USD P F .00000 | 6/1/2027 | (58) | 0 |
| BCSA6BTUS TRS USD R V 00MSOFR | 6/1/2027 | 58 | 0 |
| BCSA6BTX7 TRS USD P V 00MSOFR | 6/1/2027 | (255) | (255) |
| BCSA6BTX7 TRS USD R E | 6/1/2027 | 3 | 241 |
| BCSA6BTXS TRS USD P F .00000 | 6/1/2027 | (255) | 0 |
| BCSA6BTXS TRS USD R V 00MSOFR | 6/1/2027 | 255 | 0 |
| BCSA6BU07 TRS USD P V 00MSOFR | 6/1/2027 | (94) | (94) |
| BCSA6BU07 TRS USD R E | 6/1/2027 | 5 | 95 |
| BCSA6BU0S TRS USD P F .00000 | 6/1/2027 | (94) | 0 |
| BCSA6BU0S TRS USD R V 00MSOFR | 6/1/2027 | 94 | 0 |
| BCSA6BU31 TRS USD P V 00MSOFR | 6/1/2027 | (97) | (97) |
| BCSA6BU31 TRS USD R E | 6/1/2027 | 8 | 87 |
| BCSA6BU3S TRS USD P F .00000 | 6/1/2027 | (97) | 0 |
| BCSA6BU3S TRS USD R V 00MSOFR | 6/1/2027 | 97 | 0 |
| BCSA6BU64 TRS USD P V 00MSOFR | 6/1/2027 | (150) | (150) |
| BCSA6BU64 TRS USD R E | 6/1/2027 | 63 | 138 |
| BCSA6BU6S TRS USD P F .00000 | 6/1/2027 | (150) | 0 |
| BCSA6BU6S TRS USD R V 00MSOFR | 6/1/2027 | 150 | 0 |
| BCSA6BU98 TRS USD P V 00MSOFR | 6/1/2027 | (124) | (124) |
| BCSA6BU98 TRS USD R E | 6/1/2027 | 33 | 114 |
| BCSA6BU9S TRS USD P F .00000 | 6/1/2027 | (124) | 0 |
| BCSA6BU9S TRS USD R V 00MSOFR | 6/1/2027 | 124 | 0 |
| BCSA6BUC1 TRS USD P V 00MSOFR | 6/1/2027 | (2,657) | (2,657) |
| BCSA6BUC1 TRS USD R E | 6/1/2027 | 181 | 2,553 |
| BCSA6BUCS TRS USD P F .00000 | 6/1/2027 | (2,657) | 0 |
| BCSA6BUCS TRS USD R V 00MSOFR | 6/1/2027 | 2,657 | 0 |
| BCSA6BUD9 TRS USD P V 00MSOFR | 6/1/2027 | (1,176) | (1,176) |
| BCSA6BUD9 TRS USD R E | 6/1/2027 | 81 | 1,118 |
| BCSA6BUDS TRS USD P F .00000 | 6/1/2027 | (1,176) | 0 |
| BCSA6BUDS TRS USD R V 00MSOFR | 6/1/2027 | 1,176 | 0 |
| BCSA6BUJ6 TRS USD P V 00MSOFR | 6/1/2027 | (137) | (137) |
| BCSA6BUJ6 TRS USD R E | 6/1/2027 | 2 | 128 |
| BCSA6BUJS TRS USD P F .00000 | 6/1/2027 | (137) | 0 |
| BCSA6BUJS TRS USD R V 00MSOFR | 6/1/2027 | 137 | 0 |
| BCSA6BUM9 TRS USD P V 00MSOFR | 6/1/2027 | (99) | (99) |
| BCSA6BUM9 TRS USD R E | 6/1/2027 | 2 | 118 |
| BCSA6BUMS TRS USD P F .00000 | 6/1/2027 | (99) | 0 |
| BCSA6BUMS TRS USD R V 00MSOFR | 6/1/2027 | 99 | 0 |
| BCSA6BUQ0 TRS USD P V 00MSOFR | 6/1/2027 | (269) | (269) |
| BCSA6BUQ0 TRS USD R E | 6/1/2027 | 122 | 263 |
| BCSA6BUQS TRS USD P F .00000 | 6/1/2027 | (269) | 0 |
| BCSA6BUQS TRS USD R V 00MSOFR | 6/1/2027 | 269 | 0 |
| BCSA6BUT4 TRS USD P V 00MSOFR | 6/1/2027 | (69) | (69) |
| BCSA6BUT4 TRS USD R E | 6/1/2027 | 14 | 63 |
| BCSA6BUTS TRS USD P F .00000 | 6/1/2027 | (69) | 0 |
| BCSA6BUTS TRS USD R V 00MSOFR | 6/1/2027 | 69 | 0 |
| BCSA6BUW7 TRS USD P V 00MSOFR | 6/1/2027 | (112) | (112) |
| BCSA6BUW7 TRS USD R E | 6/1/2027 | 8 | 106 |
| BCSA6BUWS TRS USD P F .00000 | 6/1/2027 | (112) | 0 |
| BCSA6BUWS TRS USD R V 00MSOFR | 6/1/2027 | 112 | 0 |
| BCSA6BUZ0 TRS USD P V 00MSOFR | 6/1/2027 | (864) | (864) |
| BCSA6BUZ0 TRS USD R E | 6/1/2027 | 105 | 792 |
| BCSA6BUZS TRS USD P F .00000 | 6/1/2027 | (864) | 0 |
| BCSA6BUZS TRS USD R V 00MSOFR | 6/1/2027 | 864 | 0 |
| BCSA6BV22 TRS USD P V 00MSOFR | 6/1/2027 | (438) | (438) |
| BCSA6BV22 TRS USD R E | 6/1/2027 | 135 | 474 |
| BCSA6BV2S TRS USD P F .00000 | 6/1/2027 | (438) | 0 |
| BCSA6BV2S TRS USD R V 00MSOFR | 6/1/2027 | 438 | 0 |
| BCSA6BV55 TRS USD P V 00MSOFR | 6/1/2027 | (229) | (229) |
| BCSA6BV55 TRS USD R E | 6/1/2027 | 140 | 229 |
| BCSA6BV5S TRS USD P F .00000 | 6/1/2027 | (229) | 0 |
| BCSA6BV5S TRS USD R V 00MSOFR | 6/1/2027 | 229 | 0 |
| BCSA82TG2 TRS USD P F .20000 | 12/9/2026 | (20,000) | (20,000) |
| BCSA82TG2 TRS USD R E | 12/9/2026 | 18 | 19,663 |
| BCSA8VRL9 TRS USD P F .06500 | 2/17/2027 | (173,989) | (173,989) |
| BCSA8VRL9 TRS USD R E | 2/17/2027 | 509 | 173,989 |
| BCSA8ZQF4 TRS USD P E | 7/17/2026 | (334) | (250,129) |
| BCSA8ZQF4 TRS USD R V 12MFEDL | 7/17/2026 | 250,129 | 250,129 |
| BCSA9SQW2 TRS USD P E | 9/25/2026 | (340) | (254,623) |
| BCSA9SQW2 TRS USD R V 12MFEDL | 9/25/2026 | 254,623 | 254,623 |
| BCSAA30U7 TRS USD P E | 7/2/2026 | (15) | (1,135) |
| BCSAA30U7 TRS USD R V 12MSOFR | 7/2/2026 | 1,101 | 1,101 |
| BRENT CRUDE FUTR DEC26 | 10/30/2026 | (196) | 0 |
| BRENT CRUDE FUTR DEC27 | 10/29/2027 | 254 | 0 |
| BRENT CRUDE FUTR DEC28 | 10/31/2028 | 22 | 0 |
| BRENT CRUDE FUTR DEC29 | 10/31/2029 | (206) | 0 |
| BRENT CRUDE FUTR JUN27 | 4/30/2027 | 172 | 0 |
| BRENT CRUDE FUTR MAR27 | 1/29/2027 | 24 | 0 |
| BRENT CRUDE FUTR OCT26 | 8/28/2026 | (390) | 0 |
| BRENT CRUDE FUTR SEP26 | 7/31/2026 | 437 | 0 |
| BRT/DUBAI 1ST LN AUG26 | 8/31/2026 | (165) | 0 |
| BRT/DUBAI 1ST LN JUL26 | 7/31/2026 | (24) | 0 |
| BRT/DUBAI 1ST LN OCT26 | 10/30/2026 | 72 | 0 |
| BRT/DUBAI 1ST LN SEP26 | 9/30/2026 | 112 | 0 |
| BRY16SJW3 CDS EUR P V 03MEVENT | 6/20/2027 | (45) | (51) |
| BRY16SJW3 CDS EUR R F 5.00000 | 6/20/2027 | 45 | 54 |
| BRY84NJ43 CDS EUR P V 03MEVENT | 12/20/2027 | (2) | (2) |
| BRY84NJ43 CDS EUR R F 5.00000 | 12/20/2027 | 2 | 3 |
| BRY84RC33 CDS EUR P V 03MEVENT | 12/20/2027 | (6) | (7) |
| BRY84RC33 CDS EUR R F 5.00000 | 12/20/2027 | 6 | 7 |
| BRY851P27 CDS EUR P V 03MEVENT | 12/20/2027 | (2) | (2) |
| BRY851P27 CDS EUR R F 5.00000 | 12/20/2027 | 2 | 2 |
| BYDPTHZN9 CDS EUR P V 03MEVENT | 12/20/2029 | (45) | (51) |
| BYDPTHZN9 CDS EUR R F 5.00000 | 12/20/2029 | 45 | 58 |
| BYDSUU844 CDS EUR P V 03MEVENT | 12/20/2030 | (56) | (64) |
| BYDSUU844 CDS EUR R F 5.00000 | 12/20/2030 | 56 | 71 |
| BYDY03Y37 CDS EUR P V 03MEVENT | 12/20/2028 | (15) | (17) |
| BYDY03Y37 CDS EUR R F 5.00000 | 12/20/2028 | 15 | 17 |
| CARIS LIFE SCIENCES INC | 7/17/2026 | (45) | (47) |
| CCA VINTAGE 2026 DEC26 | 12/24/2026 | 1,806 | 0 |
| CHNADD2H TRS USD P V 00MSOFR | 12/31/2099 | (3,167) | (3,167) |
| CHNADD2H TRS USD R E | 12/31/2099 | 1,906 | 2,822 |
| CHNAEX2H TRS USD P V 00MSOFR | 12/31/2099 | (2,761) | (2,761) |
| CHNAEX2H TRS USD R E | 12/31/2099 | 1,939 | 2,494 |
| CHNAFY2H TRS USD P V 00MSOFR | 12/31/2099 | (73) | (73) |
| CHNAFY2H TRS USD R E | 12/31/2099 | 4 | 68 |
| CHNAGI5H TRS USD P V 00MSOFR | 12/31/2099 | (3,088) | (3,088) |
| CHNAGI5H TRS USD R E | 12/31/2099 | 2,594 | 2,902 |
| CHNAHJ2H TRS USD P V 00MSOFR | 12/31/2099 | (277) | (277) |
| CHNAHJ2H TRS USD R E | 12/31/2099 | 89 | 267 |
| CHNAPW2H TRS USD P V 00MSOFR | 12/31/2099 | (819) | (819) |
| CHNAPW2H TRS USD R E | 12/31/2099 | 333 | 761 |
| CHNASF2H TRS USD P V 00MSOFR | 12/31/2099 | (485) | (485) |
| CHNASF2H TRS USD R E | 12/31/2099 | 37 | 515 |
| CHNAV32H TRS USD P V 00MSOFR | 12/31/2099 | (433) | (433) |
| CHNAV32H TRS USD R E | 12/31/2099 | 380 | 546 |
| CHNBAS2H TRS USD P V 00MSOFR | 12/31/2099 | (2,766) | (2,766) |
| CHNBAS2H TRS USD R E | 12/31/2099 | 486 | 2,683 |
| CHNBCN2H TRS USD P V 00MSOFR | 12/31/2099 | (1,629) | (1,629) |
| CHNBCN2H TRS USD R E | 12/31/2099 | 401 | 1,309 |
| CHNBCQ2H TRS USD P V 00MSOFR | 12/31/2099 | (496) | (496) |
| CHNBCQ2H TRS USD R E | 12/31/2099 | 42 | 458 |
| CHNBDC2H TRS USD P V 00MSOFR | 12/31/2099 | (383) | (383) |
| CHNBDC2H TRS USD R E | 12/31/2099 | 39 | 383 |
| CHNBFQ2H TRS USD P V 00MSOFR | 12/31/2099 | (903) | (903) |
| CHNBFQ2H TRS USD R E | 12/31/2099 | 193 | 857 |
| CHNBHI3H TRS USD P V 00MSOFR | 12/31/2099 | (1,278) | (1,278) |
| CHNBHI3H TRS USD R E | 12/31/2099 | 431 | 1,485 |
| CHNBHU2H TRS USD P V 00MSOFR | 12/31/2099 | (2,210) | (2,210) |
| CHNBHU2H TRS USD R E | 12/31/2099 | 538 | 2,126 |
| CHNBIW2H TRS USD P V 00MSOFR | 12/31/2099 | (3,045) | (3,045) |
| CHNBIW2H TRS USD R E | 12/31/2099 | 583 | 2,905 |
| CHNBKG2H TRS USD P V 00MSOFR | 12/31/2099 | (1,092) | (1,092) |
| CHNBKG2H TRS USD R E | 12/31/2099 | 340 | 1,127 |
| CHNBKJ2H TRS USD P V 00MSOFR | 12/31/2099 | (3,053) | (3,053) |
| CHNBKJ2H TRS USD R E | 12/31/2099 | 137 | 3,488 |
| CHNBON2H TRS USD P V 00MSOFR | 12/31/2099 | (385) | (385) |
| CHNBON2H TRS USD R E | 12/31/2099 | 678 | 347 |
| CHNBOQ2H TRS USD P V 00MSOFR | 12/31/2099 | (796) | (796) |
| CHNBOQ2H TRS USD R E | 12/31/2099 | 197 | 616 |
| CHNBPS2H TRS USD P V 00MSOFR | 12/31/2099 | (816) | (816) |
| CHNBPS2H TRS USD R E | 12/31/2099 | 1,166 | 686 |
| CHNBQJ2H TRS USD P V 00MSOFR | 12/31/2099 | (1,337) | (1,337) |
| CHNBQJ2H TRS USD R E | 12/31/2099 | 364 | 1,206 |
| CHNBSL2H TRS USD P V 00MSOFR | 12/31/2099 | (3,395) | (3,395) |
| CHNBSL2H TRS USD R E | 12/31/2099 | 1,080 | 2,705 |
| CHNBSZ2H TRS USD P V 00MSOFR | 12/31/2099 | (540) | (540) |
| CHNBSZ2H TRS USD R E | 12/31/2099 | 490 | 419 |
| CHNBUT2H TRS USD P V 00MSOFR | 12/31/2099 | (3,969) | (3,969) |
| CHNBUT2H TRS USD R E | 12/31/2099 | 554 | 4,245 |
| CHNBVM3H TRS USD P V 00MSOFR | 12/31/2099 | (3,242) | (3,242) |
| CHNBVM3H TRS USD R E | 12/31/2099 | 6,040 | 2,866 |
| CHNBVN2H TRS USD P V 00MSOFR | 12/31/2099 | (2,710) | (2,710) |
| CHNBVN2H TRS USD R E | 12/31/2099 | 3,045 | 2,436 |
| CHNBWL2H TRS USD P V 00MSOFR | 12/31/2099 | (615) | (615) |
| CHNBWL2H TRS USD R E | 12/31/2099 | 58 | 587 |
| CHNBYZ2H TRS USD P V 00MSOFR | 12/31/2099 | (1,915) | (1,915) |
| CHNBYZ2H TRS USD R E | 12/31/2099 | 10 | 1,751 |
| CHNBZK3H TRS USD P V 00MSOFR | 12/31/2099 | (2,204) | (2,204) |
| CHNBZK3H TRS USD R E | 12/31/2099 | 1,380 | 1,672 |
| CHNBZR3H TRS USD P V 00MSOFR | 12/31/2099 | (630) | (630) |
| CHNBZR3H TRS USD R E | 12/31/2099 | 99 | 632 |
| CHNBZU2H TRS USD P V 00MSOFR | 12/31/2099 | (67) | (67) |
| CHNBZU2H TRS USD R E | 12/31/2099 | 24 | 60 |
| CHNCAH3H TRS USD P V 00MSOFR | 12/31/2099 | (1,482) | (1,482) |
| CHNCAH3H TRS USD R E | 12/31/2099 | 573 | 1,515 |
| CHNCAI2H TRS USD P V 00MSOFR | 12/31/2099 | (723) | (723) |
| CHNCAI2H TRS USD R E | 12/31/2099 | 433 | 648 |
| CHNCCA2H TRS USD P V 00MSOFR | 12/31/2099 | (1,540) | (1,540) |
| CHNCCA2H TRS USD R E | 12/31/2099 | 200 | 1,791 |
| CHNCDW3H TRS USD P V 00MSOFR | 12/31/2099 | (849) | (849) |
| CHNCDW3H TRS USD R E | 12/31/2099 | 304 | 774 |
| CHNCEL2H TRS USD P V 00MSOFR | 12/31/2099 | (354) | (354) |
| CHNCEL2H TRS USD R E | 12/31/2099 | 106 | 283 |
| CHNCEM2H TRS USD P V 00MSOFR | 12/31/2099 | (2,066) | (2,066) |
| CHNCEM2H TRS USD R E | 12/31/2099 | 503 | 1,711 |
| CHNCET2H TRS USD P V 00MSOFR | 12/31/2099 | (2,715) | (2,715) |
| CHNCET2H TRS USD R E | 12/31/2099 | 2,627 | 2,474 |
| CHNCFC2H TRS USD P V 00MSOFR | 12/31/2099 | (1,936) | (1,936) |
| CHNCFC2H TRS USD R E | 12/31/2099 | 563 | 1,897 |
| CHNCFN2H TRS USD P V 00MSOFR | 12/31/2099 | (2,199) | (2,199) |
| CHNCFN2H TRS USD R E | 12/31/2099 | 526 | 2,051 |
| CHNCFO3H TRS USD P V 00MSOFR | 12/31/2099 | (113) | (113) |
| CHNCFO3H TRS USD R E | 12/31/2099 | 21 | 111 |
| CHNCHD2H TRS USD P V 00MSOFR | 12/31/2099 | (560) | (560) |
| CHNCHD2H TRS USD R E | 12/31/2099 | 119 | 463 |
| CHNCKR3H TRS USD P V 00MSOFR | 12/31/2099 | (2,770) | (2,770) |
| CHNCKR3H TRS USD R E | 12/31/2099 | 347 | 2,440 |
| CHNCKS2H TRS USD P V 00MSOFR | 12/31/2099 | (938) | (938) |
| CHNCKS2H TRS USD R E | 12/31/2099 | 212 | 890 |
| CHNCOK3H TRS USD P V 00MSOFR | 12/31/2099 | (3,045) | (3,045) |
| CHNCOK3H TRS USD R E | 12/31/2099 | 1,413 | 2,762 |
| CHNCOP3H TRS USD P V 00MSOFR | 12/31/2099 | (2,172) | (2,172) |
| CHNCOP3H TRS USD R E | 12/31/2099 | 1,373 | 1,948 |
| CHNCRM2H TRS USD P V 00MSOFR | 12/31/2099 | (1,194) | (1,194) |
| CHNCRM2H TRS USD R E | 12/31/2099 | 494 | 1,278 |
| CHNCTM2H TRS USD P V 00MSOFR | 12/31/2099 | (81) | (81) |
| CHNCTM2H TRS USD R E | 12/31/2099 | 67 | 70 |
| CHNCUE2H TRS USD P V 00MSOFR | 12/31/2099 | (5,028) | (5,028) |
| CHNCUE2H TRS USD R E | 12/31/2099 | 1,844 | 4,500 |
| CHNCWV2H TRS USD P V 00MSOFR | 12/31/2099 | (229) | (229) |
| CHNCWV2H TRS USD R E | 12/31/2099 | 47 | 207 |
| CHNCWW2H TRS USD P V 00MSOFR | 12/31/2099 | (618) | (618) |
| CHNCWW2H TRS USD R E | 12/31/2099 | 353 | 515 |
| CHNCXV2H TRS USD P V 00MSOFR | 12/31/2099 | (1,651) | (1,651) |
| CHNCXV2H TRS USD R E | 12/31/2099 | 2,118 | 1,530 |
| CHNDCB3H TRS USD P V 00MSOFR | 12/31/2099 | (502) | (502) |
| CHNDCB3H TRS USD R E | 12/31/2099 | 103 | 434 |
| CHNDFM2H TRS USD P V 00MSOFR | 12/31/2099 | (371) | (371) |
| CHNDFM2H TRS USD R E | 12/31/2099 | 157 | 383 |
| CHNDKC2H TRS USD P V 00MSOFR | 12/31/2099 | (2,141) | (2,141) |
| CHNDKC2H TRS USD R E | 12/31/2099 | 3,035 | 1,941 |
| CHNDKH2H TRS USD P V 00MSOFR | 12/31/2099 | (2,009) | (2,009) |
| CHNDKH2H TRS USD R E | 12/31/2099 | 66 | 2,511 |
| CHNDKU2H TRS USD P V 00MSOFR | 12/31/2099 | (120) | (120) |
| CHNDKU2H TRS USD R E | 12/31/2099 | 27 | 126 |
| CHNDKV2H TRS USD P V 00MSOFR | 12/31/2099 | (53) | (53) |
| CHNDKV2H TRS USD R E | 12/31/2099 | 133 | 48 |
| CHNDNT2H TRS USD P V 00MSOFR | 12/31/2099 | (58) | (58) |
| CHNDNT2H TRS USD R E | 12/31/2099 | 9 | 57 |
| CHNDPA2H TRS USD P V 00MSOFR | 12/31/2099 | (1,531) | (1,531) |
| CHNDPA2H TRS USD R E | 12/31/2099 | 1,379 | 1,493 |
| CHNDPX2H TRS USD P V 00MSOFR | 12/31/2099 | (197) | (197) |
| CHNDPX2H TRS USD R E | 12/31/2099 | 49 | 181 |
| CHNDQP2H TRS USD P V 00MSOFR | 12/31/2099 | (1,028) | (1,028) |
| CHNDQP2H TRS USD R E | 12/31/2099 | 48 | 1,079 |
| CHNDSQ2H TRS USD P V 00MSOFR | 12/31/2099 | (2,808) | (2,808) |
| CHNDSQ2H TRS USD R E | 12/31/2099 | 87 | 3,375 |
| CHNDYD2H TRS USD P V 00MSOFR | 12/31/2099 | (1,808) | (1,808) |
| CHNDYD2H TRS USD R E | 12/31/2099 | 939 | 1,836 |
| CHNDZA2H TRS USD P V 00MSOFR | 12/31/2099 | (2,599) | (2,599) |
| CHNDZA2H TRS USD R E | 12/31/2099 | 247 | 2,381 |
| CHNDZH2H TRS USD P V 00MSOFR | 12/31/2099 | (705) | (705) |
| CHNDZH2H TRS USD R E | 12/31/2099 | 38 | 858 |
| CHNDZI2H TRS USD P V 00MSOFR | 12/31/2099 | (252) | (252) |
| CHNDZI2H TRS USD R E | 12/31/2099 | 528 | 225 |
| CHNDZV2H TRS USD P V 00MSOFR | 12/31/2099 | (1,871) | (1,871) |
| CHNDZV2H TRS USD R E | 12/31/2099 | 203 | 1,830 |
| CHNEAI2H TRS USD P V 00MSOFR | 12/31/2099 | (1,673) | (1,673) |
| CHNEAI2H TRS USD R E | 12/31/2099 | 172 | 1,783 |
| CHNEDD2H TRS USD P V 00MSOFR | 12/31/2099 | (820) | (820) |
| CHNEDD2H TRS USD R E | 12/31/2099 | 489 | 775 |
| CHNEIB2H TRS USD P V 00MSOFR | 12/31/2099 | (126) | (126) |
| CHNEIB2H TRS USD R E | 12/31/2099 | 36 | 147 |
| CHNEJR2H TRS USD P V 00MSOFR | 12/31/2099 | (663) | (663) |
| CHNEJR2H TRS USD R E | 12/31/2099 | 222 | 621 |
| CHNEKZ2H TRS USD P V 00MSOFR | 12/31/2099 | (629) | (629) |
| CHNEKZ2H TRS USD R E | 12/31/2099 | 29 | 1,071 |
| CHNEOU2H TRS USD P V 00MSOFR | 12/31/2099 | (171) | (171) |
| CHNEOU2H TRS USD R E | 12/31/2099 | 240 | 166 |
| CHNEPC2H TRS USD P V 00MSOFR | 12/31/2099 | (1,181) | (1,181) |
| CHNEPC2H TRS USD R E | 12/31/2099 | 54 | 1,258 |
| CHNEPZ2H TRS USD P V 00MSOFR | 12/31/2099 | (110) | (110) |
| CHNEPZ2H TRS USD R E | 12/31/2099 | 97 | 113 |
| CHNEQB2H TRS USD P V 00MSOFR | 12/31/2099 | (2,043) | (2,043) |
| CHNEQB2H TRS USD R E | 12/31/2099 | 225 | 1,977 |
| CHNEQL2H TRS USD P V 00MSOFR | 12/31/2099 | (58) | (58) |
| CHNEQL2H TRS USD R E | 12/31/2099 | 16 | 56 |
| CHNESM2H TRS USD P V 00MSOFR | 12/31/2099 | (8,389) | (8,389) |
| CHNESM2H TRS USD R E | 12/31/2099 | 49 | 9,227 |
| CHNEWM2H TRS USD P V 00MSOFR | 12/31/2099 | (1,630) | (1,630) |
| CHNEWM2H TRS USD R E | 12/31/2099 | 577 | 1,492 |
| CHNEWR2H TRS USD P V 00MSOFR | 12/31/2099 | (321) | (321) |
| CHNEWR2H TRS USD R E | 12/31/2099 | 346 | 269 |
| CHNEXD2H TRS USD P V 00MSOFR | 12/31/2099 | (325) | (325) |
| CHNEXD2H TRS USD R E | 12/31/2099 | 44 | 336 |
| CHNF1M2H TRS USD P V 00MSOFR | 12/31/2099 | (763) | (763) |
| CHNF1M2H TRS USD R E | 12/31/2099 | 14 | 918 |
| CHNF3C2H TRS USD P V 00MSOFR | 12/31/2099 | (2,035) | (2,035) |
| CHNF3C2H TRS USD R E | 12/31/2099 | 138 | 2,532 |
| CHNF3K2H TRS USD P V 00MSOFR | 12/31/2099 | (1,161) | (1,161) |
| CHNF3K2H TRS USD R E | 12/31/2099 | 112 | 1,191 |
| CHNF3M2H TRS USD P V 00MSOFR | 12/31/2099 | (8,132) | (8,132) |
| CHNF3M2H TRS USD R E | 12/31/2099 | 139 | 8,067 |
| CHNF3Y2H TRS USD P V 00MSOFR | 12/31/2099 | (1,034) | (1,034) |
| CHNF3Y2H TRS USD R E | 12/31/2099 | 15 | 1,231 |
| CHNF4Q2H TRS USD P V 00MSOFR | 12/31/2099 | (991) | (991) |
| CHNF4Q2H TRS USD R E | 12/31/2099 | 955 | 951 |
| CHNFBF2H TRS USD P V 00MSOFR | 12/31/2099 | (950) | (950) |
| CHNFBF2H TRS USD R E | 12/31/2099 | 626 | 921 |
| CHNFCA2H TRS USD P V 00MSOFR | 12/31/2099 | (1,550) | (1,550) |
| CHNFCA2H TRS USD R E | 12/31/2099 | 209 | 1,484 |
| CHNFF12H TRS USD P V 00MSOFR | 12/31/2099 | (213) | (213) |
| CHNFF12H TRS USD R E | 12/31/2099 | 4 | 225 |
| CHNFG62H TRS USD P V 00MSOFR | 12/31/2099 | (726) | (726) |
| CHNFG62H TRS USD R E | 12/31/2099 | 380 | 689 |
| CHNFH92H TRS USD P V 00MSOFR | 12/31/2099 | (3,839) | (3,839) |
| CHNFH92H TRS USD R E | 12/31/2099 | 51 | 4,586 |
| CHNFJ62H TRS USD P V 00MSOFR | 12/31/2099 | (1,800) | (1,800) |
| CHNFJ62H TRS USD R E | 12/31/2099 | 1,024 | 1,626 |
| CHNFJK2H TRS USD P V 00MSOFR | 12/31/2099 | (794) | (794) |
| CHNFJK2H TRS USD R E | 12/31/2099 | 78 | 706 |
| CHNFKN2H TRS USD P V 00MSOFR | 12/31/2099 | (4,094) | (4,094) |
| CHNFKN2H TRS USD R E | 12/31/2099 | 58 | 6,906 |
| CHNFL62H TRS USD P V 00MSOFR | 12/31/2099 | (1,384) | (1,384) |
| CHNFL62H TRS USD R E | 12/31/2099 | 559 | 1,190 |
| CHNFLB2H TRS USD P V 00MSOFR | 12/31/2099 | (1,421) | (1,421) |
| CHNFLB2H TRS USD R E | 12/31/2099 | 138 | 1,359 |
| CHNFMN2H TRS USD P V 00MSOFR | 12/31/2099 | (2,920) | (2,920) |
| CHNFMN2H TRS USD R E | 12/31/2099 | 2,110 | 2,699 |
| CHNFRO2H TRS USD P V 00MSOFR | 12/31/2099 | (1,805) | (1,805) |
| CHNFRO2H TRS USD R E | 12/31/2099 | 358 | 1,784 |
| CHNFZF2H TRS USD P V 00MSOFR | 12/31/2099 | (531) | (531) |
| CHNFZF2H TRS USD R E | 12/31/2099 | 127 | 541 |
| COFFEE 'C' FUTURE DEC26 | 12/18/2026 | (488) | 0 |
| COFFEE 'C' FUTURE SEP26 | 9/18/2026 | (563) | 0 |
| COPPER FUTURE DEC26 | 12/29/2026 | 25 | 0 |
| COPPER FUTURE SEP26 | 9/28/2026 | 725 | 0 |
| CORN FUTURE DEC26 | 12/14/2026 | 3,655 | 0 |
| CORN FUTURE DEC27 | 12/14/2027 | (2,505) | 0 |
| CORN FUTURE SEP26 | 9/14/2026 | (4,500) | 0 |
| COTTON NO.2 FUTR DEC26 | 12/8/2026 | 2,400 | 0 |
| CRUDE OIL FUT OPT NOV26P 61 | 10/15/2026 | 48 | 109 |
| CRUDE OIL OPT IPE NOV26P 65 | 9/25/2026 | 67 | 137 |
| ECX EMISSION DEC26 | 12/14/2026 | 54 | 0 |
| E-MINI RUSS 2000 SEP26 | 9/18/2026 | (32) | 0 |
| FTSE CHINA A50 JUL26 | 7/30/2026 | (7) | 0 |
| FTSE KLCI FUTURE JUL26 | 7/31/2026 | 21 | 0 |
| FTSE TAIWAN INDEX JUL26 | 7/30/2026 | 14 | 0 |
| FTSE/JSE TOP 40 SEP26 | 9/17/2026 | (3) | 0 |
| GASOLINE RBOB FUT DEC26 | 11/30/2026 | 2,142 | 0 |
| GASOLINE RBOB FUT SEP26 | 8/31/2026 | 588 | 0 |
| GOLD 100 OZ FUTR AUG26 | 8/27/2026 | (1) | 0 |
| GOLD 100 OZ FUTR DEC26 | 12/29/2026 | 1 | 0 |
| GOLD FUT OPT(CMX) AUG26P 3900 | 7/28/2026 | (2) | (113) |
| GOODRX HOLDINGS INC | 7/17/2026 | (500) | (15) |
| HCN26H TRS HKD P F .00000 | 7/30/2026 | (359,467) | (45,838) |
| HCN26H TRS HKD R E | 7/30/2026 | 48 | 45,628 |
| HENRY HB LD1 APR31 | 3/27/2031 | 15 | 0 |
| HENRY HB LD1 AUG31 | 7/29/2031 | 18 | 0 |
| HENRY HB LD1 DEC31 | 11/25/2031 | 18 | 0 |
| HENRY HB LD1 FEB31 | 1/29/2031 | 18 | 0 |
| HENRY HB LD1 JAN31 | 12/27/2030 | 18 | 0 |
| HENRY HB LD1 JUL31 | 6/26/2031 | 18 | 0 |
| HENRY HB LD1 JUN31 | 5/28/2031 | 15 | 0 |
| HENRY HB LD1 MAR31 | 2/26/2031 | 18 | 0 |
| HENRY HB LD1 MAY31 | 4/28/2031 | 18 | 0 |
| HENRY HB LD1 NOV31 | 10/29/2031 | 15 | 0 |
| HENRY HB LD1 OCT31 | 9/26/2031 | 18 | 0 |
| HENRY HB LD1 SEP31 | 8/27/2031 | 15 | 0 |
| IODEX IO FUT AUG26 | 8/31/2026 | 38 | 0 |
| IODEX IO FUT SEP26 | 9/30/2026 | (9) | 0 |
| KBCZ26C45 | 12/15/2026 | 261 | 21 |
| KC HRW WHEAT FUT DEC26 | 12/14/2026 | 505 | 0 |
| KC HRW WHEAT FUT SEP26 | 9/14/2026 | 2,715 | 0 |
| KOSPI2 INX FUT SEP26 | 9/10/2026 | 83,750 | 0 |
| LEAN HOGS FUTURE DEC26 | 12/14/2026 | 2,120 | 0 |
| LEAN HOGS FUTURE OCT26 | 10/14/2026 | (7,760) | 0 |
| LIVE CATTLE FUTR DEC26 | 12/31/2026 | 1,520 | 0 |
| LIVE CATTLE FUTR OCT26 | 10/30/2026 | 4,240 | 0 |
| LME LEAD FUTURE SEP26 | 9/14/2026 | (1) | 0 |
| LME PRI ALUM FUTR SEP26 | 9/14/2026 | 1 | 0 |
| LME ZINC FUTURE SEP26 | 9/14/2026 | 2 | 0 |
| LOW SU GASOIL G DEC26 | 12/10/2026 | 3 | 0 |
| LOW SU GASOIL G SEP26 | 9/10/2026 | 2 | 0 |
| MSCI EAFE SEP26 | 9/18/2026 | (218) | 0 |
| MSCI EMGMKT SEP26 | 9/18/2026 | (222) | 0 |
| MSCI SING IX ETS JUL26 | 7/30/2026 | (81) | 0 |
| NATURAL GAS FUTR AUG26 | 7/29/2026 | (5,010) | 0 |
| NATURAL GAS FUTR FEB27 | 1/27/2027 | 620 | 0 |
| NATURAL GAS FUTR JAN27 | 12/29/2026 | (300) | 0 |
| NATURAL GAS FUTR SEP26 | 8/27/2026 | 4,000 | 0 |
| NY HARB ULSD FUT DEC26 | 11/30/2026 | 588 | 0 |
| NY HARB ULSD FUT SEP26 | 8/31/2026 | 462 | 0 |
| PAGAYA TECHNOLOGIES LTD | 11/20/2026 | (129) | (236) |
| PALLADIUM FUTURE SEP26 | 9/28/2026 | (2) | 0 |
| PLATINUM FUTURE OCT26 | 10/28/2026 | (1) | 0 |
| ROOT INC/OH | 9/18/2026 | (56) | (93) |
| S+P 500 INDEX | 10/16/2026 | 449 | 17,058 |
| S+P 500 INDEX | 10/16/2026 | (160) | (2,446) |
| S+P 500 INDEX | 10/16/2026 | (289) | (4,818) |
| S+P/TSX 60 IX FUT SEP26 | 9/17/2026 | 93 | 0 |
| S+P500 EMINI FUT SEP26 | 9/18/2026 | (358) | 0 |
| S1570156D TRS SGD P E | 9/16/2026 | 0 | (1,799) |
| S1570156D TRS SGD R V 01MSIBOR | 9/16/2026 | 2,188 | 1,692 |
| S1570181D TRS PLN P E | 9/16/2026 | (92) | (8,637) |
| S1570181D TRS PLN R V 01MWIBOR | 9/16/2026 | 32,473 | 8,639 |
| S1570183D TRS ZAR P E | 9/16/2026 | (269) | (33,141) |
| S1570183D TRS ZAR R V 01MJIBAR | 9/16/2026 | 540,080 | 32,952 |
| S1570213D TRS ILS P E | 9/16/2026 | (1) | (1,696) |
| S1570213D TRS ILS R V 01MTELBO | 9/16/2026 | 5,052 | 1,696 |
| S97J5BG17 CDS USD P V 03MEVENT | 6/20/2031 | (289,060) | (289,060) |
| S97J5BG17 CDS USD R F 1.00000 | 6/20/2031 | 289,060 | 283,952 |
| S97J5BG58 CDS USD P V 03MEVENT | 6/20/2031 | (537,857) | (537,857) |
| S97J5BG58 CDS USD R F 1.00000 | 6/20/2031 | 537,857 | 549,658 |
| S97JNT7P5 CDS USD P V 03MEVENT | 6/20/2031 | (207,504) | (207,504) |
| S97JNT7P5 CDS USD R F 5.00000 | 6/20/2031 | 207,504 | 224,236 |
| SET50 FUTURES SEP26 | 9/29/2026 | (770) | 0 |
| SILVER FUTURE DEC26 | 12/29/2026 | (5) | 0 |
| SILVER FUTURE SEP26 | 9/28/2026 | 25 | 0 |
| SILVER OPTION DEC26C 100 | 11/24/2026 | (100) | (92) |
| SILVER OPTION DEC26C 120 | 11/24/2026 | (80) | (43) |
| SILVER OPTION DEC26C 65 | 11/24/2026 | (195) | (976) |
| SILVER OPTION DEC26P 65 | 11/24/2026 | (195) | (1,829) |
| SNG KEROS V SNG GAAUG26 | 8/31/2026 | (16) | 0 |
| SNG KEROS V SNG GADEC26 | 12/31/2026 | (7) | 0 |
| SNG KEROS V SNG GADEC26 | 12/31/2026 | 7 | 0 |
| SNG KEROS V SNG GADEC27 | 12/31/2027 | (2) | 0 |
| SNG KEROS V SNG GAJUL26 | 7/31/2026 | (2) | 0 |
| SNG KEROS V SNG GANOV26 | 11/30/2026 | (7) | 0 |
| SNG KEROS V SNG GANOV26 | 11/30/2026 | 7 | 0 |
| SNG KEROS V SNG GANOV27 | 11/30/2027 | (2) | 0 |
| SNG KEROS V SNG GAOCT26 | 10/30/2026 | (7) | 0 |
| SNG KEROS V SNG GAOCT26 | 10/30/2026 | 7 | 0 |
| SNG KEROS V SNG GAOCT27 | 10/29/2027 | (2) | 0 |
| SNG KEROS V SNG GASEP26 | 9/30/2026 | (16) | 0 |
| SOYBEAN FUTURE JAN27 | 1/14/2027 | 445 | 0 |
| SOYBEAN FUTURE NOV26 | 11/13/2026 | 190 | 0 |
| SOYBEAN MEAL FUTR DEC26 | 12/14/2026 | 41 | 0 |
| SOYBEAN MEAL FUTR JAN27 | 1/14/2027 | (2) | 0 |
| SOYBEAN OIL FUTR DEC26 | 12/14/2026 | (780) | 0 |
| SOYBEAN OIL FUTR JAN27 | 1/14/2027 | 600 | 0 |
| SUGAR 11 (WORLD) MAR27 | 2/26/2027 | (19,600) | 0 |
| SWU02OQ13 TRS USD P E | 11/20/2026 | (17) | (135) |
| SWU02OQ13 TRS USD R E | 11/20/2026 | 17 | 17 |
| SWU0AU950 TRS USD P F .00000 | 8/17/2026 | (47,405) | (47,405) |
| SWU0AU950 TRS USD R E | 8/17/2026 | 198 | 45,222 |
| SWU0EI9L8 TRS USD P F .00000 | 9/30/2026 | (29,386) | (29,386) |
| SWU0EI9L8 TRS USD R E | 9/30/2026 | 175 | 29,261 |
| SWU0EI9LS TRS USD P F .00000 | 9/30/2026 | (29,386) | 0 |
| SWU0EI9LS TRS USD R F .55000 | 9/30/2026 | 29,386 | 0 |
| SWU0EJ7V6 TRS USD P F .12000 | 3/15/2027 | (10,040) | (10,040) |
| SWU0EJ7V6 TRS USD R E | 3/15/2027 | 79 | 10,061 |
| SWU0EU238 TRS USD P F .25000 | 8/16/2032 | (26,378) | (26,378) |
| SWU0EU238 TRS USD R E | 8/16/2032 | 39 | 24,852 |
| SWU0EW9I4 TRS USD P E | 5/17/2027 | (61) | (10,507) |
| SWU0EW9I4 TRS USD R F .00000 | 5/17/2027 | 11,140 | 11,140 |
| SWU0EW9IS TRS USD P F .22000 | 5/17/2027 | (11,140) | 0 |
| SWU0EW9IS TRS USD R F .00000 | 5/17/2027 | 11,140 | 0 |
| SWU0EWHJ3 TRS USD P V 03MTBILL | 4/15/2027 | (8,075) | (8,075) |
| SWU0EWHJ3 TRS USD R E | 4/15/2027 | 22 | 8,152 |
| SWU0GGA79 TRS USD P V 12MSOFR | 6/15/2027 | (204,599) | (204,599) |
| SWU0GGA79 TRS USD R E | 6/15/2027 | 622 | 196,472 |
| SWU0GGB37 TRS USD P V 12MSOFR | 4/15/2027 | (13,024) | (13,024) |
| SWU0GGB37 TRS USD R E | 4/15/2027 | 40 | 12,507 |
| SWU0GGB52 TRS USD P V 12MSOFR | 6/15/2027 | (101,524) | (101,524) |
| SWU0GGB52 TRS USD R E | 6/15/2027 | 309 | 97,492 |
| SWU0GGB78 TRS USD P V 12MSOFR | 8/16/2032 | (299,709) | (299,709) |
| SWU0GGB78 TRS USD R E | 8/16/2032 | 911 | 287,805 |
| SWU0GGC10 TRS USD P V 12MSOFR | 6/15/2027 | (180,678) | (180,678) |
| SWU0GGC10 TRS USD R E | 6/15/2027 | 1,651 | 172,676 |
| SWU0GGC28 TRS USD P V 12MSOFR | 8/16/2032 | (182,759) | (182,759) |
| SWU0GGC28 TRS USD R E | 8/16/2032 | 546 | 175,456 |
| SWU0GGC36 TRS USD P V 12MSOFR | 4/15/2027 | (121,023) | (121,023) |
| SWU0GGC36 TRS USD R E | 4/15/2027 | 361 | 116,187 |
| SWU0GGC69 TRS USD P V 12MSOFR | 8/16/2032 | (163,579) | (163,579) |
| SWU0GGC69 TRS USD R E | 8/16/2032 | 310 | 157,418 |
| SWU0GGC85 TRS USD P V 12MSOFR | 6/15/2027 | (46,906) | (46,906) |
| SWU0GGC85 TRS USD R E | 6/15/2027 | 143 | 45,043 |
| SWU0GGC93 TRS USD P V 12MSOFR | 4/15/2027 | (108,323) | (108,323) |
| SWU0GGC93 TRS USD R E | 4/15/2027 | 206 | 104,243 |
| SWU0GGD84 TRS USD P V 12MSOFR | 8/17/2026 | (114,956) | (114,956) |
| SWU0GGD84 TRS USD R E | 8/17/2026 | 349 | 110,390 |
| SWU0GGE75 TRS USD P F .00000 | 6/15/2027 | (102,081) | (102,081) |
| SWU0GGE75 TRS USD R E | 6/15/2027 | 383 | 97,610 |
| SWU0GGE91 TRS USD P V 12MSOFR | 6/15/2027 | (277,148) | (277,148) |
| SWU0GGE91 TRS USD R E | 6/15/2027 | 2,144 | 266,140 |
| SWU0JI9A7 TRS USD P E | 10/18/2027 | (4,490) | (4,539) |
| SWU0JI9A7 TRS USD R E | 10/18/2027 | 4,490 | 4,490 |
| SWU0LI9C0 TRS USD P E | 10/18/2027 | (7,200) | (7,282) |
| SWU0LI9C0 TRS USD R E | 10/18/2027 | 7,200 | 7,200 |
| SWU0NC923 TRS USD P F .00000 | 8/17/2026 | (18,393) | (18,393) |
| SWU0NC923 TRS USD R E | 8/17/2026 | 172 | 18,142 |
| SWU0TD9N9 TRS USD P E | 1/15/2027 | (20) | (5,172) |
| SWU0TD9N9 TRS USD R F .00000 | 1/15/2027 | 5,447 | 5,447 |
| SWU0TD9NS TRS USD P F .07000 | 1/15/2027 | (5,447) | 0 |
| SWU0TD9NS TRS USD R F .00000 | 1/15/2027 | 5,447 | 0 |
| TTF NAT GAS F APR27 | 3/30/2027 | 1 | 0 |
| TTF NAT GAS F AUG26 | 7/30/2026 | (3) | 0 |
| TTF NAT GAS F DEC26 | 11/27/2026 | 1 | 0 |
| TTF NAT GAS F FEB27 | 1/28/2027 | 2 | 0 |
| TTF NAT GAS F JAN27 | 12/30/2026 | 2 | 0 |
| TTF NAT GAS F JUN27 | 5/27/2027 | 1 | 0 |
| TTF NAT GAS F MAR27 | 2/25/2027 | 2 | 0 |
| TTF NAT GAS F MAY27 | 4/29/2027 | 1 | 0 |
| TTF NAT GAS F NOV26 | 10/29/2026 | 1 | 0 |
| TTF NAT GAS F OCT26 | 9/29/2026 | 1 | 0 |
| TTF NAT GAS F SEP26 | 8/27/2026 | (1) | 0 |
| TXN26D TRS TWD P F .00000 | 7/15/2026 | (36,691) | (1,152) |
| TXN26D TRS TWD R E | 7/15/2026 | 1 | 1,175 |
| UK NATURAL GAS FUTSEP26 | 8/27/2026 | 750 | 0 |
| US 10YR NOTE (CBT)SEP26 | 9/21/2026 | 367,500 | 0 |
| US 10YR ULTRA FUT SEP26 | 9/21/2026 | 238,600 | 0 |
| US 2YR NOTE (CBT) SEP26 | 9/30/2026 | 1,407,600 | 0 |
| US 5YR NOTE (CBT) SEP26 | 9/30/2026 | 1,013,600 | 0 |
| US LONG BOND(CBT) SEP26 | 9/21/2026 | 515,100 | 0 |
| US ULTRA BOND CBT SEP26 | 9/21/2026 | 2,797,400 | 0 |
| WHEAT FUTURE(CBT) DEC26 | 12/14/2026 | 355 | 0 |
| WHEAT FUTURE(CBT) SEP26 | 9/14/2026 | (3,705) | 0 |
| WIU26DS TRS PLN P E | 9/18/2026 | (17) | (16,407) |
| WIU26DS TRS PLN R F .00000 | 9/18/2026 | 63,798 | 16,973 |
| WTI CRUDE FUTURE DEC26 | 11/20/2026 | 65 | 0 |
| WTI CRUDE FUTURE DEC27 | 11/19/2027 | 72 | 0 |
| WTI CRUDE FUTURE DEC27 | 11/18/2027 | (92) | 0 |
| WTI CRUDE FUTURE DEC28 | 11/20/2028 | (386) | 0 |
| WTI CRUDE FUTURE DEC29 | 11/19/2029 | 314 | 0 |
| WTI CRUDE FUTURE JUN27 | 5/20/2027 | 4 | 0 |
| WTI CRUDE FUTURE SEP26 | 8/20/2026 | (27) | 0 |