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Y equity-performance leg 2025-10-20 0.00000000 USD 0.00000000 USD 9560.68000000 USD 723.38000000 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 300000.00000000 PA 337828.04000000 0.077627080885 Long DBT CORP DE N 2 2029-01-11 Fixed 5.37500000 N N N N N N SMURFIT KAPPA TREASURY 635400B3DOXSWFOWJT40 000000000 319000.00000000 PA 345614.96000000 0.079416381349 Long DBT CORP IE N 2 2032-11-27 Fixed 3.45400000 N N N N N N UMBS, TBA N/A 01F0606C4 2037839.00000000 PA USD 2062356.65000000 0.473894134081 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 6.00000000 N N N N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 000000000 1.00000000 NC 347.98000000 0.000079959826 N/A DFE NO N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 288789.63000000 USD 3192000.00000000 NOK 2025-02-05 347.98000000 N N N INTERPUBLIC GROUP COS 5493008IUOJ5VWTRC333 460690BU3 178000.00000000 PA USD 179543.26000000 0.041255957221 Long DBT CORP US N 2 2033-06-15 Fixed 5.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 7681.35000000 OU Notional Amount USD 49.96000000 0.000011479949 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 First Majestic Silver Corp. First Majestic Silver Corp. Y equity-performance leg 2025-10-20 0.00000000 USD 0.00000000 USD 7681.35000000 USD 49.96000000 N N N U.K. Gilts ECTRVYYCEF89VWYS6K36 000000000 339000.00000000 PA 435195.62000000 0.100000478334 Long DBT NUSS GB N 2 2043-10-22 Fixed 4.75000000 N N N N N N Tesla Auto Lease Trust N/A 881934AF0 203000.00000000 PA USD 202823.17000000 0.046605280671 Long ABS-O CORP US N 2 2028-08-21 Fixed 5.11000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CS4 265000.00000000 PA USD 268808.05000000 0.061767472705 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 2545.14000000 0.000584829455 N/A DFE XX N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1830521.49000000 USD 1733354.00000000 EUR 2024-12-20 2545.14000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 000000000 18005.61000000 OU Notional Amount USD 235.18000000 0.000054040324 N/A DE US N 2 Morgan Stanley IGJSJL3JD5P30I6NJZ34 First Majestic Silver Corp. 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UMB Financial Corp. 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