Form: 13F-HR/A

Quarterly report filed by institutional managers, Holdings

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 (to the nearest dollar) 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