The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 HI YD ETF 464288513   9,800,844 130,800 SH Put SOLE   130,800 0 0
ISHARES TR RUSSELL 2000 ETF 464287655   5,716,410 32,600 SH Put SOLE   32,600 0 0
MALLINCKRODT PLC ORD SHS G5890A102   74,890 10,760 SH   SOLE   10,760 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103   7,396,927 18,100 SH Put SOLE   18,100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103   2,983,291 7,300 SH Put SOLE   7,300 0 0