The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | 471,431 | 4,135,000 | SH | SOLE | 4,135,000 | 0 | 0 | ||
| ISHARES | IBOXX HI YD ETF | 464288513 | 176,873 | 2,195,000 | SH | SOLE | 2,195,000 | 0 | 0 | ||
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 274,624 | 12,260,000 | SH | SOLE | 12,260,000 | 0 | 0 | ||
| SPDR SERIES TRUST | BRC HIGH YLD BD | 78464A417 | 256,699 | 7,570,000 | SH | SOLE | 7,570,000 | 0 | 0 | ||
| ISHARES TR | U.S.PFD STK ETF | 464288687 | 99,068 | 2,550,000 | SH | SOLE | 2,550,000 | 0 | 0 | ||