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 | 20 YR TR BD ETF | 464287432 | 10,625 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 81369Y407 | 34,568 | 290,000 | SH | DFND | 290,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 20,700 | 750,000 | SH | DFND | 750,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 16,675 | 180,000 | SH | DFND | 180,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 4,770 | 80,000 | SH | DFND | 80,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | COMMUNICATION | 81369Y852 | 12,797 | 260,000 | SH | DFND | 260,000 | 0 | 0 | ||