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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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ISHARES TR IBOXX HI YD ETF 464288513   2,367 30,000 SH   SOLE 1 30,000 0 0
ISHARES TR ISHS 1-5YR INVS 464288646   91,216 1,741,758 SH   SOLE 1 1,741,758 0 0
ISHARES TR 0-5YR HI YL CP 46434V407   65,109 1,531,250 SH   SOLE 1 1,531,250 0 0
JANUS DETROIT STR TR HENDRSON AAA CL 47103U845   199,882 3,941,665 SH   SOLE 1 3,941,665 0 0