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 | IBOXX INV CP ETF | 464287242 | 154,720 | 1,318,000 | SH | SOLE | 1,318,000 | 0 | 0 | ||
ISHARES TR | JP MOR EM MK ETF | 464288281 | 162,461 | 1,440,000 | SH | SOLE | 1,440,000 | 0 | 0 | ||
ISHARES | IBOXX HI YD ETF | 464288513 | 48,815 | 570,000 | SH | SOLE | 570,000 | 0 | 0 | ||
ISHARES TR | U.S. PFD STK ETF | 464288687 | 314,941 | 8,385,000 | SH | SOLE | 8,385,000 | 0 | 0 | ||
POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 333,303 | 14,410,000 | SH | SOLE | 14,410,000 | 0 | 0 | ||
SPDR SERIES TRUST | BLOOMBERG BRCLYS | 78464A417 | 49,115 | 1,370,000 | SH | SOLE | 1,370,000 | 0 | 0 | ||
VANGUARD SCOTTSDALE FDS | INT-TERM CORP | 92206C870 | 269,791 | 3,180,000 | SH | SOLE | 3,180,000 | 0 | 0 |