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 |
SPDR SER TR | PORTFOLIO AGRGTE | 78464A649 | 72,171 | 2,343,980 | SH | DFND | 0 | 0 | 2,343,980 | ||
ISHARES TR | US TREAS BD ETF | 46429B267 | 79,083 | 2,903,190 | SH | DFND | 0 | 0 | 2,903,190 | ||
SPDR SER TR | PORTFLI INTRMDIT | 78464A672 | 80,140 | 2,424,083 | SH | DFND | 0 | 0 | 2,424,083 | ||
ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 160,007 | 1,333,951 | SH | DFND | 0 | 0 | 1,333,951 | ||
SPDR GOLD TR | GOLD SHS | 78463V107 | 1,765 | 9,728 | SH | SOLE | 0 | 0 | 9,728 | ||
ISHARES TR | BARCLAYS 7 10 YR | 464287440 | 5,106 | 42,568 | SH | SOLE | 0 | 0 | 42,568 | ||
SPDR SER TR | PORTFOLIO AGRGTE | 78464A649 | 1,067 | 34,654 | SH | SOLE | 0 | 0 | 34,654 | ||
ISHARES TR | US TREAS BD ETF | 46429B267 | 2,534 | 92,751 | SH | SOLE | 0 | 0 | 92,751 | ||
SPDR SER TR | PORTFLI INTRMDIT | 78464A672 | 812 | 24,572 | SH | SOLE | 0 | 0 | 24,572 | ||
SPDR SER TR | PORTFOLIO LN TSR | 78464A664 | 1,429 | 31,715 | SH | SOLE | 0 | 0 | 31,715 |