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 Core S&P 500 ETF USD Class | COM | 464287200 | 187,297 | 250,100 | SH | SOLE | 250,100 | 0 | 0 | ||
| Invesco Nasdaq 100 ETF USD Class | COM | 46138G649 | 154,091 | 508,600 | SH | SOLE | 508,600 | 0 | 0 | ||
| State Street SPDR Portfolio S&P 500 ETF USD Class | COM | 78464A854 | 519,838 | 5,915,320 | SH | SOLE | 5,915,320 | 0 | 0 | ||
| iShares 0-5 Year TIPS Bond ETF | COM | 46429B747 | 18,803 | 184,051 | SH | SOLE | 184,051 | 0 | 0 | ||
| State Street Energy Select Sector SPDR ETF USD Class | COM | 81369Y506 | 148,851 | 2,802,700 | SH | SOLE | 2,802,700 | 0 | 0 | ||
| State Street Financial Select Sector SPDR ETF USD Class | COM | 81369Y605 | 131,677 | 2,456,200 | SH | SOLE | 2,456,200 | 0 | 0 | ||
| State Street Utilities Select Sector SPDR ETF USD Class | COM | 81369Y886 | 132,787 | 2,928,700 | SH | SOLE | 2,928,700 | 0 | 0 | ||
| State Street Health Care Select Sector SPDR ETF USD Class | COM | 81369Y209 | 120,756 | 761,100 | SH | SOLE | 761,100 | 0 | 0 | ||