0001387131-21-002190.txt : 20210212 0001387131-21-002190.hdr.sgml : 20210212 20210212120653 ACCESSION NUMBER: 0001387131-21-002190 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210212 DATE AS OF CHANGE: 20210212 EFFECTIVENESS DATE: 20210212 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: 21624670 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 12-31-2020 12-31-2020 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 02-11-2021 2 16 8776258 1 0001844580 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 82397 1644970 SH DFND 1, 2 1644970 0 0 ISHARES TR IBOXX INV CP ETF 464287242 2467093 17860663 SH DFND 1, 2 17860663 0 0 ISHARES TR ISHS 1-5YR INVS 464288646 686782 12448466 SH DFND 1, 2 12448466 0 0 ISHARES TR ISHS 5-10YR INVT 464288638 497207 8046720 SH DFND 1, 2 8046720 0 0 ISHARES TR IBOXX HI YD ETF 464288513 338356 3875790 SH DFND 1, 2 3875790 0 0 ISHARES TR USD INV GRDE ETF 464288620 185732 2997120 SH DFND 1, 2 2997120 0 0 ISHARES TR BROAD USD HIGH 46435U853 64195 1555865 SH DFND 1, 2 1555865 0 0 ISHARES TR 0-5YR INVT GR CP 46434V100 43968 841975 SH DFND 1, 2 841975 0 0 ISHARES TR 0-5YR HI YL CP 46434V407 31165 685850 SH DFND 1, 2 685850 0 0 SPDR SER TR PORTFOLIO INTRMD 78464A375 490086 13181447 SH DFND 1, 2 13181447 0 0 SPDR SER TR BLOOMBERG BRCLYS 78468R622 575753 5285048 SH DFND 1, 2 5285048 0 0 SPDR SER TR PORTFOLIO SHORT 78464A474 281170 8954460 SH DFND 1, 2 8954460 0 0 SPDR SER TR BLOOMBERG SRT TR 78468R408 32893 1220506 SH DFND 1, 2 1220506 0 0 VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 36266 1129770 SH DFND 1, 2 1129770 0 0 VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 1518231 18237015 SH DFND 1, 2 18237015 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 1444964 14875069 SH DFND 1, 2 14875069 0 0