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 FLOATING | COM | 46429B655 | 50,730 | 1,000,000 | SH | DFND | 1 | 1,000,000 | 0 | 0 | |
ISHARES-C S&P500 | COM | 464287200 | 286,637 | 1,274,000 | SH | DFND | 1,274,000 | 0 | 0 | ||
ISHARES-BAR 1-3Y | COM | 464288646 | 266,526 | 1,192,350 | SH | DFND | 1,192,350 | 0 | 0 | ||
ISHARES IBOXX $ INVE | COM | 464287242 | 27,750 | 3,000,000 | SH | DFND | 3,000,000 | 0 | 0 | ||
ISHARES INT CRED | COM | 464288638 | 60,212 | 1,043,001 | SH | DFND | 1,043,001 | 0 | 0 |