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LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 1719.25 38113.95 State Street Bank and Trust Company N/A 000000000 571474TGEMMWANRLN572 1640210519.53 1640210519.53 N 18335528214.81 N N N The Industrial Select Sector SPDR Fund S000006413 Y 50000 0.60158227 6.48315881 99.39841772 6.48315881 0.1589184 0.23616503 99.84108159 0.23616503 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Energy Select Sector SPDR Fund S000006410 Y 50000 0.23198453 0.32410708 99.76801546 0.32410708 0.24342205 0.33614067 99.75657794 0.33614067 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Real Estate Select Sector SPDR Fund S000051152 Y 50000 1.14904761 10.25159017 98.85095238 10.25159017 0.08628415 0.16883038 99.91371584 0.16883038 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Health Care Select Sector SPDR Fund S000006412 Y 50000 0.16836 0.24125529 99.83164 0.24125529 0.1445849 0.19839601 99.85541509 0.19839601 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Consumer Staples Select Sector SPDR Fund S000006409 Y 50000 0.43544117 4.57917832 99.56455882 4.57917832 0.67293023 6.80236341 99.32706976 6.80236341 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Utilities Select Sector SPDR Fund S000006416 Y 50000 0.20358925 0.26701263 99.79641074 0.26701263 0.19526881 0.27761264 99.80473118 0.27761264 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Technology Select Sector SPDR Fund S000006415 Y 50000 0.16509174 0.35928439 99.83490825 0.35928439 0.18909492 0.47530737 99.81090507 0.47530737 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Financial Select Sector SPDR Fund S000006411 Y 50000 0.25176576 0.60749362 99.74823423 0.60749362 0.254479 0.56696066 99.74552099 0.56696066 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Communication Services Select Sector SPDR Fund S000062095 Y 50000 0.35959079 5.05280443 99.6404092 5.05280443 0.10337931 0.16569543 99.89662068 0.16569543 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 0.00000000 250.00000000 0.00000000 Y The Consumer Discretionary Select Sector SPDR Fund S000006408 Y 50000 0.0774074 0.11116252 99.92259259 0.11116252 0.06253768 0.18684532 99.93746231 0.18684532 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y The Materials Select Sector SPDR Fund S000006414 Y 50000 0.47738562 5.71418927 99.52261437 5.71418927 0.11677966 0.4384835 99.88322033 0.4384835 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y true