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General Motors Co. 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U.S. Steel Corp. 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Navient Corp. 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Dell, Inc. Y buy protection 2027-12-20 8296.76000000 USD 0.00000000 USD 150000.00000000 USD -2782.02000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 36000000.00000000 OU Notional Amount 722427.96000000 0.593569904558 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2025-09-18 0.00000000 GBP 0.00000000 GBP 36000000.00000000 GBP 722427.96000000 N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 500000.00000000 PA USD 399977.50000000 0.328634299398 Long DBT CORP US Y 2 2031-03-01 Fixed 3.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount 45521.27000000 0.037401730532 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 United Group BV United Group BV Y sell protection 2027-12-20 45721.14000000 EUR 0.00000000 EUR 200000.00000000 EUR 549.60000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 71000000.00000000 OU Notional Amount -47566.73000000 -0.03908234585 N/A DIR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 N/A N/A Y 2032-02-02 0.00000000 JPY 0.00000000 JPY 71000000.00000000 JPY -47566.75000000 N N N CAISSE NAT REASSURANCE 969500P4HYOPYINEPE06 000000000 100000.00000000 PA 99755.90000000 0.081962636166 Long DBT CORP FR Y 2 2024-05-28 Fixed 6.38000000 N N N N N N INTL CONSOLIDATED AIRLIN 959800TZHQRUSH1ESL13 000000000 300000.00000000 PA 196805.98000000 0.161702084129 Long DBT CORP ES Y 2 2028-05-18 Fixed 1.13000000 N N N N N International Consolidated Airlines Group SA EUR XXXX N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount USD 26759.61000000 0.021986550954 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2062-03-07 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 26759.61000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 685000.00000000 OU Notional Amount USD 6918.67000000 0.005684600429 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Kraft Heinz Foods Co Kraft Heinz Foods Co Y sell protection 2027-06-20 4507.88000000 USD 0.00000000 USD 685000.00000000 USD 2410.79000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 250000.00000000 OU Notional Amount 10432.06000000 0.008571313959 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 J Sainsbury PLC J Sainsbury PLC Y buy protection 2027-12-20 14298.27000000 EUR 0.00000000 EUR 250000.00000000 EUR -3451.00000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 728900000.00000000 OU Notional Amount 346380.20000000 0.284597044465 N/A DIR GB N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 N/A N/A Y 2023-01-27 0.00000000 JPY 0.00000000 JPY 728900000.00000000 JPY 89181.32000000 N N N MACQUARIE BANK LTD 4ZHCHI4KYZG2WVRT8631 556079AD3 400000.00000000 PA USD 282866.85000000 0.232412445882 Long DBT CORP AU Y 2 2036-03-03 Fixed 3.05000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 41.00000000 NC USD -114378.52000000 -0.09397704817 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Three-Month SOFR Futures SFRU4 Comdty 2024-12-17 9959503.52000000 USD -114378.52000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1000000.00000000 OU Notional Amount -610.07000000 -0.00050125301 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S36 2I667KJO7 Red Code Y buy protection 2026-12-20 0.00000000 EUR -58251.45000000 EUR 1000000.00000000 EUR 64702.22000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1000000.00000000 OU Notional Amount -610.07000000 -0.00050125301 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S36 2I667KJO7 Red Code Y buy protection 2026-12-20 0.00000000 EUR -52564.71000000 EUR 1000000.00000000 EUR 59366.30000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 204930.00000000 OU Notional Amount USD 1533.07000000 0.001259619317 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S38 2I65BRZG8 Red Code Y sell protection 2027-06-20 4025.02000000 USD 0.00000000 USD 204930.00000000 USD -2491.95000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD -5681.49000000 -0.00466809379 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Ford Motor Co. Ford Motor Co. Y buy protection 2027-06-20 0.00000000 USD -3679.29000000 USD 100000.00000000 USD -2002.20000000 N N N ICG Euro CLO 549300SLG3EXKMP1U822 000000000 200000.00000000 PA 176834.64000000 0.145292992795 Long ABS-CBDO CORP IE Y 2 2035-05-15 Floating 4.60000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 550000.00000000 OU Notional Amount USD -22709.62000000 -0.01865894971 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Calpine Corp. Calpine Corp. 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5493000F4ZO33MV32P92 Occidental Petroleum Corporation Occidental Petroleum Corporation Y sell protection 2027-06-20 0.00000000 USD -5873.89000000 USD 563000.00000000 USD 2511.97000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 22000000.00000000 OU Notional Amount -132640.72000000 -0.10898185545 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2027-07-06 0.00000000 EUR 0.00000000 EUR 22000000.00000000 EUR -132640.72000000 N N N NOVELIS CORP 549300G5F3W3B52WYL23 670001AH9 326000.00000000 PA USD 252555.46000000 0.207507638945 Long DBT CORP US Y 2 2031-08-15 Fixed 3.88000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 7000000.00000000 OU Notional Amount USD -43957.83000000 -0.03611715825 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2029-09-28 0.00000000 USD -65544.59000000 USD 7000000.00000000 USD 21586.76000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 129.00000000 NC USD -415988.63000000 -0.34178955560 N/A DIR US N 1 Chicago 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Credit Suisse Group Finance U.S., Inc. 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Dell, Inc. 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