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 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 695,904 | 50,648 | SH | DFND | 50,648 | 0 | 0 | |||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 3,767,192 | 274,177 | SH | SOLE | 274,177 | 0 | 0 | |||
| AVIENT CORPORATION | COM | 05368V106 | 115,232 | 2,772 | SH | DFND | 2,772 | 0 | 0 | |||
| AVIENT CORPORATION | COM | 05368V106 | 624,714 | 15,028 | SH | SOLE | 15,028 | 0 | 0 | |||
| CLIPPER RLTY INC | COM | 18885T306 | 1,107,000 | 205,000 | SH | SOLE | 205,000 | 0 | 0 | |||
| FORD MTR CO DEL | COM | 345370860 | 3,012,076 | 247,094 | SH | SOLE | 247,094 | 0 | 0 | |||
| FORD MTR CO DEL | COM | 345370860 | 560,204 | 45,956 | SH | DFND | 45,956 | 0 | 0 | |||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 401,420,000 | 2,000,000 | SH | Call | SOLE | 2,000,000 | 0 | 0 | ||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 160,568,000 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | ||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 32,403,588 | 422,582 | SH | SOLE | 422,582 | 0 | 0 | |||
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 5,936,412 | 77,418 | SH | DFND | 77,418 | 0 | 0 | |||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 91,410,000 | 1,000,000 | SH | Put | SOLE | 1,000,000 | 0 | 0 | ||