| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 379.66 mm | 6.83 k contracts | 52.47 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 322.83 mm | 5.81 k contracts | 44.61 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 59.50 mm | 1.07 k contracts | 8.22 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 3.69 mm | 3.69 mm shares | 0.51 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 2.22 mm | 9.12 k contracts | 0.31 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 642.45 k | 2.63 k contracts | 0.09 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 477.02 k | 1.96 k contracts | 0.07 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -703.08 k | -5.58 k contracts | -0.10 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -1.02 mm | -8.12 k contracts | -0.14 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -2.84 mm | -902.00 contracts | -0.39 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -11.33 mm | -3.60 k contracts | -1.57 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -28.94 mm | -9.20 k contracts | -4.00 | Equity derivative | N/A | USA |
