The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
XTRACKERS LOW BETA HIGH YIELD BOND ETF | ETF | 233051267 | 761,668 | 15,001,000 | SH | DFND | 1,2 | 15,001,000 | 0 | 0 | |
XTRACKERS USD HIGH YIELD CORPORATE BOND ETF | ETF | 233051432 | 668,424 | 16,677,256 | SH | DFND | 1,2 | 16,677,256 | 0 | 0 | |
ISHARES RUSSELL MID-CAP VALUE ETF | ETF | 464287473 | 22,039 | 194,604 | SH | DFND | 1,2 | 194,604 | 0 | 0 | |
ISHARES RUSSELL MID-CAP GROWTH ETF | ETF | 464287481 | 214,426 | 1,913,318 | SH | DFND | 1,2 | 1,913,318 | 0 | 0 | |
ISHARES IBOXX $ INV GRADE CORPORATE ETF | ETF | 464287242 | 4,151 | 31,200 | SH | DFND | 1,2 | 31,200 | 0 | 0 | |
ISHARES IBONDS DEC 22 CORPORATE ETF | ETF | 46434VBA7 | 1,013 | 40,000 | SH | DFND | 1,2 | 40,000 | 0 | 0 | |
ISHARES IBONDS DEC 23 CORPORATE ETF | ETF | 46434VAX8 | 1,300 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
ISHARES IBONDS DEC 21 CORPORATE ETF | ETF | 46434VBK5 | 495 | 20,000 | SH | DFND | 1,2 | 20,000 | 0 | 0 | |
ISHARES IBONDS DEC 24 CORPORATE ETF | ETF | 46434VBG4 | 1,314 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 | |
SPDR NUVEEN BLOOMBERG BARCLAYS HIGH YIELD MUNICIPAL BOND ETF | ETF | 78464A284 | 13,189 | 220,000 | SH | DFND | 1,2 | 220,000 | 0 | 0 | |
TIDEWATER INC | COM | 88642R109 | 1,445 | 119,817 | SH | DFND | 1,2 | 119,817 | 0 | 0 | |
VANECK VECTORS HIGH YIELD MUNI ETF | ETF | 92189H409 | 47,691 | 763,300 | SH | DFND | 1,2 | 763,300 | 0 | 0 | |
VANGUARD INDEX FUND | ETF | 922908363 | 2,477 | 6,280 | SH | DFND | 1,2 | 6,280 | 0 | 0 | |
VANGUARD TAX-EXEMPT BOND INDEX FUND | ETF | 922907746 | 10,954 | 200,000 | SH | DFND | 1,2 | 200,000 | 0 | 0 | |
VANGUARD INTERMEDIATE-TERM CORPORATE BOND ETF | ETF | 92206C870 | 491,498 | 5,206,000 | SH | DFND | 1,2 | 5,206,000 | 0 | 0 | |
VANGUARD SHORT-TERM CORPORATE BOND ETF | ETF | 92206C409 | 615,603 | 7,470,000 | SH | DFND | 1,2 | 7,470,000 | 0 | 0 |