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Bath & Body Works, Inc. 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PulteGroup, Inc. 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Bath & Body Works, Inc. 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Cleveland-Cliffs, Inc. Y buy protection 2027-06-20 0.00000000 USD -19146.26000000 USD 425000.00000000 USD -17826.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 30.00000000 NC USD -5074.80000000 -0.00491741090 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Three-Month SOFR Futures SFRM4 Comdty 2024-09-17 7242949.80000000 USD -5074.80000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC 103203.98000000 0.100003227159 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 20000000.00000000 AUD 14268000.00000000 USD 2023-05-02 103203.98000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 800000.00000000 OU Notional Amount -101081.19000000 -0.09794627305 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Telecom Italia SpA Telecom Italia SpA Y sell protection 2027-12-20 0.00000000 EUR -126051.59000000 EUR 800000.00000000 EUR 24863.96000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount -17783.68000000 -0.01723213960 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Marks & Spencer PLC Marks & Spencer PLC Y sell protection 2027-12-20 0.00000000 EUR -28555.69000000 EUR 200000.00000000 EUR 10768.70000000 N N N LOGAN GROUP CO LTD 549300NJ0E6Q0S1VOG90 000000000 200000.00000000 PA USD 59000.00000000 0.057170182801 Long DBT CORP KY Y 2 2024-06-09 Fixed 6.90000000 N N N N N N VEOLIA ENVIRONNEMENT SA 969500LENY69X51OOT31 000000000 500000.00000000 PA 441609.16000000 0.427913159389 Long DBT CORP FR Y 2 2029-01-20 Fixed 2.50000000 N N N N N N BofA Securities, Inc. 549300HN4UKV1E2R3U73 000000000 1000000.00000000 OU Notional Amount USD -38653.88000000 -0.03745507433 N/A DIR US N 2 BofA Securities, Inc. 549300HN4UKV1E2R3U73 N/A N/A Y 2052-02-24 0.00000000 USD 0.00000000 USD 1000000.00000000 USD -38653.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 540000.00000000 OU Notional Amount USD 24273.70000000 0.023520879089 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 NRG Energy, Inc. 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Bath & Body Works, Inc. Y buy protection 2027-12-20 39503.31000000 USD 0.00000000 USD 550000.00000000 USD 9020.51000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 150000.00000000 OU Notional Amount 19386.29000000 0.018785046493 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 REXEL SA REXEL SA Y sell protection 2027-06-20 14242.59000000 EUR 0.00000000 EUR 150000.00000000 EUR 4040.23000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 51000.00000000 OU Notional Amount 2406.28000000 0.002331651991 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S37 2I667KJP4 Red Code Y sell protection 2027-06-20 0.00000000 EUR -2165.22000000 EUR 51000.00000000 EUR 4568.89000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1000000.00000000 OU Notional Amount -51821.49000000 -0.05021430603 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Crossover S36 2I667KJO7 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549300HN4UKV1E2R3U73 000000000 600000.00000000 OU Notional Amount 102836.41000000 0.099647056921 N/A DCR US N 2 BofA Securities, Inc. 549300HN4UKV1E2R3U73 Crown European Holdings SA Crown European Holdings SA Y sell protection 2028-06-20 104116.88000000 EUR 0.00000000 EUR 600000.00000000 EUR -9117.22000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -109.00000000 NC USD -3437.27000000 -0.00333066702 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRH3 Comdty 2023-06-20 -25929025.23000000 USD -3437.27000000 N N N TELIA COMPANY AB 213800FSR9RNDUOTXO25 000000000 200000.00000000 PA 193103.99000000 0.187115091660 Long DBT CORP SE Y 2 2083-06-30 Fixed 2.75000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 200000.00000000 OU Notional Amount -12480.36000000 -0.01209329597 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Renault SA Renault SA Y sell protection 2027-06-20 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PulteGroup, Inc. 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Y sell protection 2027-12-20 62189.09000000 USD 0.00000000 USD 645000.00000000 USD 21357.21000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 400000.00000000 OU Notional Amount 58310.75000000 0.056502309098 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Elis SA Elis SA Y sell protection 2027-12-20 24716.71000000 EUR 0.00000000 EUR 400000.00000000 EUR 33704.03000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD 15161.98000000 0.014691748614 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AES Corp. AES Corp. 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General Motors Co. Y sell protection 2027-12-20 60617.29000000 USD 0.00000000 USD 500000.00000000 USD 6890.48000000 N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 3000000.00000000 OU Notional Amount USD -37037.19000000 -0.03588852411 N/A DIR GB N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2042-12-23 0.00000000 USD 0.00000000 USD 3000000.00000000 USD -37037.19000000 N N N Morgan Stanley International Ltd. N/A 000000000 1700000.00000000 OU Notional Amount 9118.07000000 0.008835283537 N/A DIR CA N 2 Morgan Stanley International Ltd. 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Navient Corp. 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Y buy protection 2027-12-20 7889.66000000 USD 0.00000000 USD 150000.00000000 USD -5844.15000000 N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 000000000 685000.00000000 PA 825396.28000000 0.799797562902 Long DBT CORP US Y 2 2027-07-01 Fixed 4.13000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 36000000.00000000 OU Notional Amount 423676.14000000 0.410536311396 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 423676.14000000 N N N ICE Futures Europe 549300UF4R84F48NCH34 000000000 -45.00000000 NC -3255.04000000 -0.00315408867 N/A DIR GB N 1 ICE Futures Europe 549300UF4R84F48NCH34 Short ICF 3 Month Euro Euribor Futures ERU4 Comdty 2024-09-16 -10923005.90000000 EUR -3255.04000000 N N N LEVI STRAUSS & CO MB0UERO0RDFKU8258G77 52736RBJ0 500000.00000000 PA USD 417500.00000000 0.404551717281 Long DBT CORP US Y 2 2031-03-01 Fixed 3.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 150000.00000000 OU Notional Amount USD 4083.61000000 0.003956961528 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Toll Brothers Finance Corp. Toll Brothers Finance Corp. 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AES Corp. 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LLC 9R7GPTSO7KV3UQJZQ078 000000000 700000.00000000 OU Notional Amount 39960.42000000 0.038721093495 N/A DIR US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased FRANCE (GOVT OF) FRANCE (GOVT OF) 1.00000000 134.50000000 EUR 2024-06-03 XXXX -82918.13000000 N N N JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -482091.90000000 -0.46714037373 N/A DFE US N 2 JPMorgan Chase Bank N.A. 7H6GLXDRUGQFU57RNE97 10700000.00000000 EUR 11150416.50000000 USD 2023-02-02 -482091.90000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 100000.00000000 OU Notional Amount USD -7824.30000000 -0.00758163832 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 -3479.24000000 USD 100000.00000000 USD -4345.06000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD -801.38000000 -0.00077652612 N/A DIR US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Three-Month SOFR Futures SFRM5 Comdty 2025-09-16 -242011.12000000 USD -801.38000000 N N N ICG Euro CLO 549300SLG3EXKMP1U822 000000000 200000.00000000 PA 208418.46000000 0.201954600972 Long ABS-CBDO CORP IE Y 2 2035-05-15 Floating 6.40000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 425000.00000000 OU Notional Amount USD 35305.41000000 0.034210453281 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Cleveland-Cliffs, Inc. Cleveland-Cliffs, Inc. Y sell protection 2028-06-20 38077.47000000 USD 0.00000000 USD 425000.00000000 USD -2772.06000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1050000.00000000 OU Notional Amount -38194.94000000 -0.03701036782 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe Sub Financials S38 2I667ECD2 Red Code Y buy protection 2027-12-20 0.00000000 EUR -14318.79000000 EUR 1050000.00000000 EUR -23463.03000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 550000.00000000 OU Notional Amount USD -18334.02000000 -0.01776541143 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Calpine Corp. Calpine Corp. 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