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 TR | IBOXX HI YD ETF | 464288513 | 2,399 | 30,000 | SH | SOLE | 1 | 30,000 | 0 | 0 | |
| ISHARES TR | ISHS 1-5YR INVS | 464288646 | 24,600 | 469,378 | SH | SOLE | 1 | 469,378 | 0 | 0 | |
| ISHARES TR | 0-5YR HI YL CP | 46434V407 | 64,940 | 1,531,250 | SH | SOLE | 1 | 1,531,250 | 0 | 0 | |
| JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 | 199,015 | 3,941,665 | SH | SOLE | 1 | 3,941,665 | 0 | 0 | |