The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
| 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 |
| SELECT SECTOR SPDR TR | SBI HEALTHCARE | 81369Y209 | 18,444,503 | 201,030 | SH | DFND | 34 | 201,030 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 16,214,668 | 288,980 | SH | DFND | 34 | 288,980 | 0 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 1,844,748 | 27,900 | SH | DFND | 34 | 27,900 | 0 | 0 | |
| SELECT SECTOR SPDR TR | ENERGY | 81369Y506 | 128,934 | 1,950 | SH | DFND | 18 | 0 | 1,950 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 11,044,502 | 429,580 | SH | DFND | 34 | 429,580 | 0 | 0 | |
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 575,480 | 7,670 | SH | DFND | 34 | 7,670 | 0 | 0 | |