| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| U.S. Treasury Bills | 45.13 mm | 45.50 mm principal | 72.50 | Debt | Long | USA |
| SPDR S+P 500 ETF TRUST | 6.14 mm | 595.00 contracts | 9.87 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | 3.29 mm | 1.54 k contracts | 5.29 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | 2.01 mm | 594.00 contracts | 3.23 | Equity derivative | N/A | USA |
| ISHARES MSCI EMERGING MARKETS | 1.68 mm | 1.50 k contracts | 2.70 | Equity derivative | N/A | USA |
| SPDR S+P 500 ETF TRUST | -55.34 k | -595.00 contracts | -0.09 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | -95.34 k | -594.00 contracts | -0.15 | Equity derivative | N/A | USA |
| ISHARES MSCI EMERGING MARKETS | -224.40 k | -1.50 k contracts | -0.36 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | -329.77 k | -1.54 k contracts | -0.53 | Equity derivative | N/A | USA |
