The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| IHS HOLDING LIMITED | ORD SHS | G4701H109 | 4,057,781 | 463,217 | SH | OTR | 1,2 | 463,217 | 0 | 0 | ||
| INVESCO EXCH TRADED FD TR II | SR LN ETF | 46138G508 | 19,760,000 | 950,000 | SH | Put | OTR | 1,2 | 950,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 302,200 | 4,000 | SH | OTR | 1,2 | 4,000 | 0 | 0 | ||
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 125,113,567 | 1,141,443 | SH | OTR | 1,2 | 1,141,443 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 14,469,156 | 167,700 | SH | OTR | 1,2 | 167,700 | 0 | 0 | ||
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 2,372,700 | 27,500 | SH | Call | OTR | 1,2 | 27,500 | 0 | 0 | |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 29,766,600 | 345,000 | SH | Put | OTR | 1,2 | 345,000 | 0 | 0 | |