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 INV CP ETF | 464287242 | 618,023 | 5,615,835 | SH | DFND | 1,2 | 5,615,835 | 0 | 0 | |
| ISHARES TR | INTRMD CR BD ETF | 464288638 | 26,469 | 518,392 | SH | DFND | 1 | 518,392 | 0 | 0 | |
| SPDR SERIES TRUST | PORTFOLIO INTRMD | 78464A375 | 45,771 | 1,402,722 | SH | DFND | 1 | 1,402,722 | 0 | 0 | |
| VANGUARD SCOTTSDALE FDS | LG-TERM COR BD | 92206C813 | 191,299 | 2,358,512 | SH | DFND | 1 | 2,358,512 | 0 | 0 | |
| ISHARES TR | SH TR CRPORT ETF | 464288646 | 7,790 | 154,144 | SH | DFND | 154,144 | 0 | 0 | ||
| PIMCO ETF TR | 0-5 HIGH YIELD | 72201R783 | 883 | 9,977 | SH | DFND | 1 | 9,977 | 0 | 0 | |
| PIMCO ETF TR | ENHAN SHRT MA AC | 72201R833 | 975 | 9,838 | SH | DFND | 1 | 9,838 | 0 | 0 | |
| PIMCO ETF TR | INV GRD CRP BD | 72201R817 | 867 | 9,000 | SH | DFND | 1 | 9,000 | 0 | 0 | |
| PIMCO ETF TR | ENHANCD SHORT | 72201R643 | 24,517 | 249,000 | SH | DFND | 1 | 249,000 | 0 | 0 | |
| VANECK VECTORS ETF TR | FALLEN ANGEL HG | 92189F437 | 6,700 | 248,042 | SH | DFND | 1 | 248,042 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LRG CP BUF10 | 00888H109 | 2,403 | 91,517 | SH | DFND | 1 | 91,517 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LRG CP BUF10 | 00888H307 | 2,872 | 106,310 | SH | DFND | 1 | 106,310 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LRG CP BUF20 | 00888H406 | 4,929 | 186,972 | SH | DFND | 1 | 186,972 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LRG CP BFR 10 | 00888H604 | 16,875 | 624,301 | SH | DFND | 1 | 624,301 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LRG CP BUFR20 | 00888H505 | 17,318 | 663,000 | SH | DFND | 1 | 663,000 | 0 | 0 | |
| ISHARES | 10+ YR INVT GRD | 464289511 | 78,278 | 1,470,000 | SH | DFND | 1 | 1,470,000 | 0 | 0 | |
| IMPACT SHS TR I | AFFORDABLE HOUS | 45259R103 | 22,265 | 1,248,751 | SH | DFND | 1 | 1,248,751 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | US LARGE CAP 6 MON | 00888H877 | 11,899 | 495,780 | SH | DFND | 1 | 495,780 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 22,080 | 300,000 | SH | DFND | 1 | 300,000 | 0 | 0 | |
| AIM ETF PRODUCTS TRUST | ALLIANZIM U S LA | 00888H869 | 8,903 | 398,883 | SH | DFND | 1 | 398,883 | 0 | 0 | |
| VANGUARD WHITEHALL FDS | EM MK GOV BD ETF | 921946885 | 23,090 | 377,100 | SH | DFND | 1 | 377,100 | 0 | 0 | |