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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| CME GROUP INC | COM CL A | 12572Q105 | 5,644 | 30,000 | SH | DFND | 1 | 30,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 26,125 | 215,000 | SH | DFND | 1 | 215,000 | 0 | 0 | ||
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 73,781 | 607,200 | SH | Call | DFND | 1 | 607,200 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 72,906 | 600,000 | SH | Put | DFND | 1 | 600,000 | 0 | 0 | |
| ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 116,746 | 1,120,400 | SH | Put | DFND | 1 | 1,120,400 | 0 | 0 | |
| ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 761 | 7,300 | SH | DFND | 1 | 7,300 | 0 | 0 | ||
| ISHARES TR | CHINA LG-CAP ETF | 464287184 | 7,816 | 200,000 | SH | Call | DFND | 1 | 200,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 133,693 | 1,648,500 | SH | Put | DFND | 1 | 1,648,500 | 0 | 0 | |
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 7,812 | 200,000 | SH | Call | DFND | 1 | 200,000 | 0 | 0 | |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 7,494 | 100,000 | SH | Put | DFND | 1 | 100,000 | 0 | 0 | |
| MORGAN STANLEY | COM NEW | 617446448 | 55,907 | 1,410,000 | SH | Call | DFND | 1 | 1,410,000 | 0 | 0 | |
| PENNEY J C INC | COM | 708160106 | 5,888 | 5,661,650 | SH | DFND | 1 | 5,661,650 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 28,584 | 1,200,000 | SH | Call | DFND | 1 | 1,200,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 12,882 | 200,000 | SH | Call | DFND | 1 | 200,000 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI MATERIALS | 81369Y100 | 10,104 | 200,000 | SH | Call | DFND | 1 | 200,000 | 0 | 0 | |
| SPDR SERIES TRUST | S&P METALS MNG | 78464A755 | 7,857 | 300,000 | SH | Call | DFND | 1 | 300,000 | 0 | 0 | |
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 725,245 | 15,500,000 | SH | Call | DFND | 1 | 15,500,000 | 0 | 0 | |