| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 298.99 mm | 5.40 k contracts | 84.50 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 50.36 mm | 910.00 contracts | 14.23 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 7.72 mm | 5.40 k contracts | 2.18 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 3.66 mm | 3.66 mm shares | 1.03 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 1.30 mm | 910.00 contracts | 0.37 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -278.46 k | -910.00 contracts | -0.08 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -871.78 k | -910.00 contracts | -0.25 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -1.65 mm | -5.40 k contracts | -0.47 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -5.18 mm | -5.40 k contracts | -1.46 | Equity derivative | N/A | USA |
