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 |
| WISDOMTREE TR | JAPAN HDG EQT | 97717W851 | 17,888 | 353,369 | SH | DFND | 1 | 353,369 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 18,946 | 271,050 | SH | DFND | 1 | 271,050 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 49,379 | 2,080,876 | SH | DFND | 1 | 2,080,876 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 939 | 18,302 | SH | DFND | 1 | 18,302 | 0 | 0 | |
| WISDOMTREE TR | JAPAN HDG EQT | 97717W851 | 25,310 | 500,000 | SH | Call | DFND | 1 | 500,000 | 0 | 0 |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 7,878 | 200,000 | SH | Put | DFND | 1 | 200,000 | 0 | 0 |
| ISHARES | MSCI MEX CAP ETF | 464286822 | 10,234 | 200,000 | SH | Put | DFND | 1 | 200,000 | 0 | 0 |
| SPDR GOLD TRUST | GOLD SHS | 78463V107 | 29,680 | 250,000 | SH | Call | DFND | 1 | 250,000 | 0 | 0 |
| BARCLAYS BK PLC | IPATH S&P500 VIX | 06740Q252 | 7,895 | 500,000 | SH | Call | DFND | 1 | 500,000 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 34,950 | 500,000 | SH | Put | DFND | 1 | 500,000 | 0 | 0 |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 70,004 | 2,250,000 | SH | Call | DFND | 1 | 2,250,000 | 0 | 0 |