0001387131-21-005536.txt : 20210512 0001387131-21-005536.hdr.sgml : 20210512 20210512161700 ACCESSION NUMBER: 0001387131-21-005536 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210512 DATE AS OF CHANGE: 20210512 EFFECTIVENESS DATE: 20210512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FEDERAL RESERVE BANK OF NEW YORK CENTRAL INDEX KEY: 0001457970 IRS NUMBER: 135562116 STATE OF INCORPORATION: X1 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-20743 FILM NUMBER: 21915328 BUSINESS ADDRESS: STREET 1: 33 Liberty Street CITY: New York STATE: NY ZIP: 10045 BUSINESS PHONE: 212-720-5000 MAIL ADDRESS: STREET 1: 33 Liberty Street CITY: New York STATE: NY ZIP: 10045 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001457970 XXXXXXXX 03-31-2021 03-31-2021 false FEDERAL RESERVE BANK OF NEW YORK

33 Liberty Street New York NY 10045

13F HOLDINGS REPORT 028-20743 N Andrew Danzig 212-720-5000 /s/ Andrew Danzig New York NY 05-12-2021 2 16 8507259 1 0001844580 028-20744 Corporate Credit Facilities LLC 2 0001086363 028-04293 BLACKROCK FINANCIAL MANAGEMENT INC/DE INFORMATION TABLE 2 infotable.xml HOLDINGS REPORT DBX ETF TR XTRACK USD HIGH 233051432 82232 1644970 SH DFND 1, 2 1644970 0 0 ISHARES TR IBOXX INV CP ETF 464287242 2322779 17860663 SH DFND 1, 2 17860663 0 0 ISHARES TR ISHS 1-5YR INVS 464288646 680682 12448466 SH DFND 1, 2 12448466 0 0 ISHARES TR ISHS 5-10YR INVT 464288638 476607 8046720 SH DFND 1, 2 8046720 0 0 ISHARES TR IBOXX HI YD ETF 464288513 337891 3875790 SH DFND 1, 2 3875790 0 0 ISHARES TR USD INV GRDE ETF 464288620 176950 2997120 SH DFND 1, 2 2997120 0 0 ISHARES TR BROAD USD HIGH 46435U853 64086 1555865 SH DFND 1, 2 1555865 0 0 ISHARES TR 0-5YR INVT GR CP 46434V100 43597 841975 SH DFND 1, 2 841975 0 0 ISHARES TR 0-5YR HI YL CP 46434V407 31419 685850 SH DFND 1, 2 685850 0 0 SPDR SER TR PORTFOLIO INTRMD 78464A375 477827 13181447 SH DFND 1, 2 13181447 0 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 575013 5285048 SH DFND 1, 2 5285048 0 0 SPDR SER TR PORTFOLIO SHORT 78464A474 280364 8954460 SH DFND 1, 2 8954460 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 33356 1220506 SH DFND 1, 2 1220506 0 0 VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 36074 1129770 SH DFND 1, 2 1129770 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1504554 18237015 SH DFND 1, 2 18237015 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1383828 14875069 SH DFND 1, 2 14875069 0 0