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Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1051.40000000 Cabrera Capital, Inc. 8-26406 000010081 00000000000000000000 1233.40000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 1292.20000000 54167.30000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1596051986.59000000 1596051986.59000000 N 12196812408.22846153 N N N The Real Estate Select Sector SPDR Fund S000051152 N 50000.00000000 0.39330827 6.13048912 99.60669172 6.13048912 0.01742690 0.04698359 99.98257309 0.04698359 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 Discretionary Select Sector SPDR Fund S000006408 N 50000.00000000 -0.00507204 0.10176013 100.00507204 0.10176013 0.00235127 0.08960374 99.99764872 0.08960374 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 N 50000.00000000 0.00303303 0.02808317 99.99696696 0.02808317 0.00451388 0.16436057 99.99548611 0.16436057 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 Energy Select Sector SPDR Fund S000006410 N 50000.00000000 0.03794066 0.16860581 99.96205933 0.16860581 0.03957081 0.24097701 99.96042918 0.24097701 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 Industrial Select Sector SPDR Fund S000006413 N 50000.00000000 0.19375954 4.36844435 99.80624045 4.36844435 0.00113240 0.05894896 99.99886759 0.05894896 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 N 50000.00000000 0.01111638 0.03151625 99.98888361 0.03151625 0.01496932 0.02956045 99.98503067 0.02956045 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 N 50000.00000000 0.00887096 0.02545149 99.99112903 0.02545149 0.00845938 0.02197116 99.99154061 0.02197116 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 N 50000.00000000 0.01235095 0.03909716 99.98764904 0.03909716 0.01458762 0.04611161 99.98541237 0.04611161 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 N 50000.00000000 0.01049149 0.07876499 99.98950850 0.07876499 0.01673913 0.27478660 99.98326086 0.27478660 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 N 50000.00000000 0.73892420 8.54299574 99.26107579 8.54299574 0.01160869 0.16050715 99.98839130 0.16050715 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 N 50000.00000000 0.01086633 0.02494643 99.98913366 0.02494643 0.01341155 0.04174000 99.98658844 0.04174000 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