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 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | BBG001S60QR6 | 298,782,000 | 2,700,000 | SH | Put | OTR | 1,2 | 2,700,000 | 0 | 0 |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | BBG001SQS9Y2 | 583,592,546 | 6,552,802 | SH | OTR | 1,2 | 6,552,802 | 0 | 0 | |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | BBG001SQS9Y2 | 285,882,600 | 3,210,000 | SH | Call | OTR | 1,2 | 3,210,000 | 0 | 0 |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | BBG001SQS9Y2 | 160,308,000 | 1,800,000 | SH | Put | OTR | 1,2 | 1,800,000 | 0 | 0 |