| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
iShares Core S&P 500 ETF
|
101.50 mm | 245.00 k shares | 98.76 | Common equity | Long | USA |
| First American Government Obligations Fund | 1.40 mm | 1.40 mm shares | 1.36 | Short-term investment vehicle | Long | USA |
| SPXW US 09/30/22 P3605 | 651.52 k | 256.00 contracts | 0.63 | Equity derivative | N/A | USA |
| S&P DOW OPT12/22 4525.0 CAL | 77.00 k | 11.00 contracts | 0.07 | Equity derivative | N/A | USA |
| SPXW US 09/30/22 P3300 | -243.20 k | -256.00 contracts | -0.24 | Equity derivative | N/A | USA |
| S&P DOW OPT12/22 4525.0 PUT | -477.29 k | -11.00 contracts | -0.46 | Equity derivative | N/A | USA |
| SPXW US 09/30/22 C4140 | -3.37 mm | -256.00 contracts | -3.28 | Equity derivative | N/A | USA |
