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The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 TR JP MOR EM MK ETF 464288281 416,769 3,638,000 SH   SOLE   3,638,000 0 0
ISHARES TR PFD AND INCM SEC 464288687 339,250 9,025,000 SH   SOLE   9,025,000 0 0
ISHARES IBOXX INV CP ETF 464287242 262,318 2,050,000 SH   SOLE   2,050,000 0 0