The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
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 |
ENTERGY CORP NEW | COM | 29364G103 | 18,176,960 | 172,000 | SH | DFND | 1,2,3 | 172,000 | 0 | 0 | ||
EVERGY INC | COM | 30034W106 | 15,693,720 | 294,000 | SH | DFND | 1,2,3 | 294,000 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 1,848,600 | 45,000 | SH | DFND | 1,2,3 | 45,000 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 3,311,700 | 35,000 | SH | DFND | 1,2,3 | 35,000 | 0 | 0 | ||
ISHARES TR | JPMORGAN USD EMG | 464288281 | 997,489 | 11,124 | SH | DFND | 1,2,3 | 11,124 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 31,092,000 | 400,000 | SH | Put | DFND | 1,2,3 | 400,000 | 0 | 0 | |
ISHARES TR | IBOXX HI YD ETF | 464288513 | 5,916,963 | 76,122 | SH | DFND | 1,2,3 | 76,122 | 0 | 0 | ||
ISHARES TR | 3 7 YR TREAS BD | 464288661 | 31,152,890 | 269,000 | SH | DFND | 1,2,3 | 269,000 | 0 | 0 | ||
ISHARES TR | MSCI USA MIN VOL | 46429B697 | 39,700,500 | 475,000 | SH | Put | DFND | 1,2,3 | 475,000 | 0 | 0 | |
ISHARES TR | MSCI USA MIN VOL | 46429B697 | 40,118,400 | 480,000 | SH | DFND | 1,2,3 | 480,000 | 0 | 0 | ||
NET POWER INC | *W EXP 06/08/202 64107A113 | 64107A113 | 72,500 | 25,000 | SH | DFND | 1,2,3 | 25,000 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 21,724,164 | 785,400 | SH | DFND | 1,2,3 | 785,400 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 9,002,770 | 133,000 | SH | DFND | 1,2,3 | 133,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 2,520,140 | 2,789 | SH | Call | DFND | 1,2,3 | 2,789 | 0 | 0 | |
NVIDIA CORPORATION | COM | 67066G104 | 2,259,000 | 2,500 | SH | Put | DFND | 1,2,3 | 2,500 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 1,775,369 | 26,502 | SH | Call | DFND | 1,2,3 | 26,502 | 0 | 0 | |
PAYPAL HLDGS INC | COM | 70450Y103 | 321,552 | 4,800 | SH | Put | DFND | 1,2,3 | 4,800 | 0 | 0 | |
PPL CORP | COM | 69351T106 | 27,777,770 | 1,009,000 | SH | DFND | 1,2,3 | 1,009,000 | 0 | 0 | ||
SUNNOVA ENERGY INTL INC. | COM | 86745K104 | 36,339,253 | 5,928,100 | SH | DFND | 1,2,3 | 5,928,100 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 20,962,500 | 390,000 | SH | DFND | 1,2,3 | 390,000 | 0 | 0 |