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 |
| BARCLAYS BK PLC | IPATH S&P500 VIX | 06742E711 | 11,069 | 355,000 | SH | Put | DFND | 1 | 355,000 | 0 | 0 |
| BARCLAYS BK PLC | IPATH S&P500 VIX | 06742E711 | 33,802 | 1,084,116 | SH | DFND | 1 | 1,084,116 | 0 | 0 | |
| CME GROUP INC | COM | 12572Q105 | 8,200 | 102,553 | SH | DFND | 102,553 | 0 | 0 | ||
| GOLDCORP INC NEW | COM | 380956409 | 12,436 | 540,000 | SH | Call | DFND | 540,000 | 0 | 0 | |
| ISHARES TR | CHINA ETF | 46429B671 | 4,833 | 102,000 | SH | DFND | 102,000 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 91,077 | 2,379,222 | SH | DFND | 1 | 2,379,222 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 7,605 | 183,000 | SH | Call | DFND | 183,000 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 18,744 | 451,000 | SH | Put | DFND | 451,000 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 13,881 | 334,000 | SH | DFND | 334,000 | 0 | 0 | ||
| RADIAN GROUP INC | COM | 750236101 | 2,205 | 154,596 | SH | DFND | 154,596 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 9,975 | 250,000 | SH | DFND | 250,000 | 0 | 0 | ||
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 58,966 | 507,412 | SH | DFND | 1 | 507,412 | 0 | 0 | |
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 14,765 | 390,000 | SH | DFND | 390,000 | 0 | 0 | ||