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 | 483,128 | 3,884,604 | SH | DFND | 1,2 | 3,884,604 | 0 | 0 | |
| ISHARES TR | INTRMD CR BD ETF | 464288638 | 70,711 | 1,241,632 | SH | DFND | 1 | 1,166,020 | 0 | 0 | |
| SPDR SERIES TRUST | PORTFOLIO INTRMD | 78464A375 | 92,496 | 2,648,041 | SH | DFND | 1 | 2,000,000 | 0 | 0 | |
| VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 92206C813 | 71,848 | 741,704 | SH | DFND | 1 | 741,704 | 0 | 0 | |
| ISHARES TR | SH TR CRPORT ETF | 464288646 | 8,541 | 159,837 | SH | DFND | n/a | 159,837 | 0 | 0 | |