| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| VBR Vanguard Small Cap Value Index Fund | 113.70 mm | 224.74 k shares | 69.33 | Common equity | Long | USA |
|
ISHARES-C S&P500
|
30.88 mm | 55.80 k shares | 18.83 | Common equity | Long | USA |
| BBH SWEEP VEHICLE | 12.97 mm | 12.97 mm principal | 7.91 | Short-term investment vehicle | Long | USA |
| S&P500 EMINI OPTN Dec25P | 7.16 mm | 616.00 contracts | 4.37 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | 210.70 k | 301.00 contracts | 0.13 | Equity derivative | Long | USA |
| S&P500 EMINI FUT Sep24 | 38.92 k | 71.00 contracts | 0.02 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | -1.49 mm | -301.00 contracts | -0.91 | Equity derivative | Short | USA |
