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 (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
APPLE INC PUT 037833950 998 5,900 SH Put DFND 1 0 0 5,900
ISHARES TR PUT 464287955 9,731 138,400 SH Put SOLE   0 0 138,400
ISHARES TR PUT 464287954 1,786 37,900 SH Put SOLE   0 0 37,900
ISHARES TR PUT 464287955 28,659 358,300 SH Put DFND 1 0 0 358,300
ISHARES TR PUT 464287954 7,162 152,000 SH Put DFND 1 0 0 152,000
SALESFORCE COM INC PUT 79466L952 7,596 74,300 SH Put DFND 1 0 0 74,300
SPDR S&P 500 ETF TR CALL 78462F903 934 3,500 SH Call OTR 3 0 0 3,500
SPDR S&P 500 ETF TR PUT 78462F953 640 2,400 SH Put OTR 3 0 0 2,400
SPDR S&P 500 ETF TR CALL 78462F903 326,583 1,223,800 SH Call DFND 1 0 0 1,223,800
SPDR S&P 500 ETF TR PUT 78462F953 534 2,000 SH Put OTR 2 0 0 2,000
SPDR S&P 500 ETF TR PUT 78462F953 240 900 SH Put OTR   0 0 900
SPDR S&P 500 ETF TR CALL 78462F903 801 3,000 SH Call OTR 2 0 0 3,000
SPDR S&P 500 ETF TR PUT 78462F953 180,985 678,200 SH Put DFND 1 0 0 678,200
SPDR S&P 500 ETF TR PUT 78462F953 20,388 76,400 SH Put SOLE   0 0 76,400
SPDR S&P 500 ETF TR CALL 78462F903 240 900 SH Call OTR   0 0 900
SPDR S&P 500 ETF TR CALL 78462F903 80 300 SH Call SOLE 1 0 0 300
SPDR S&P 500 ETF TR CALL 78462F903 95,829 359,100 SH Call SOLE   0 0 359,100