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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 48,685 | 553,618 | SH | OTR | 01 02 | 553,618 | 0 | 0 | |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 621,488 | 5,425,000 | SH | OTR | 01 02 | 5,425,000 | 0 | 0 | |
| ISHARES TR | JPMORGAN USD EMG | 464288281 | 101,042 | 882,000 | SH | Call | OTR | 01 02 | 882,000 | 0 | 0 |