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 |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 746,596 | 5,834,604 | SH | DFND | 1,2 | 5,834,604 | 0 | 0 | |
ISHARES TR | INTRMD CR BD ETF | 464288638 | 74,083 | 1,277,729 | SH | DFND | 1 | 1,277,729 | 0 | 0 | |
SPDR SERIES TRUST | PORTFOLIO INTRMD | 78464A375 | 99,454 | 2,816,590 | SH | DFND | 1 | 2,000,000 | 0 | 0 | |
VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 92206C813 | 75,179 | 741,704 | SH | DFND | 1 | 741,704 | 0 | 0 | |
ISHARES TR | SH TR CRPORT ETF | 464288646 | 12,439 | 231,949 | SH | DFND | n/a | 231,949 | 0 | 0 | |
PIMCO ETF TR | 0-5 HIGH YIELD | 72201R783 | 995 | 9,977 | SH | DFND | 1 | 9,977 | 0 | 0 | |
PIMCO ETF TR | ENHAN SHRT MA AC | 72201R833 | 999 | 9,838 | SH | DFND | 1 | 9,838 | 0 | 0 | |
PIMCO ETF TR | INV GRD CRP BD | 72201R817 | 990 | 9,000 | SH | DFND | 1 | 9,000 | 0 | 0 |