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 |
| ISHARES TR | IBOXX INV CP ETF | 464287242 | 384,093 | 3,271,938 | SH | DFND | 1,2 | 3,271,938 | 0 | 0 | |
| ISHARES TR | INTRMD CR BD ETF | 464288638 | 66,318 | 618,046 | SH | DFND | 1 | 618,046 | 0 | 0 | |
| SPDR SERIE TRUSTISHARES TR | PORTFOLIO INTRMD | 78464A375 | 67,080 | 2,000,000 | SH | DFND | 1 | 2,000,000 | 0 | 0 | |
| ISHARES TR | 1 3 YR CR BD ETF | 464288646 | 6,796 | 65,470 | SH | DFND | 1 | 65,470 | 0 | 0 | |
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 92206C409 | 6,902 | 88,000 | SH | DFND | 1 | 88,000 | 0 | 0 | |