| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 189.20 mm | 3.39 k contracts | 105.40 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 8.59 mm | 154.00 contracts | 4.78 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 566.22 k | 566.22 k shares | 0.32 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 28.72 k | 2.39 k contracts | 0.02 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 13.92 k | 1.16 k contracts | 0.01 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -108.87 | -57.00 contracts | -0.00 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -6.67 k | -3.49 k contracts | -0.00 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -6.18 mm | -1.17 k contracts | -3.44 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -12.57 mm | -2.38 k contracts | -7.00 | Equity derivative | N/A | USA |
