| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 260.55 mm | 462.23 k shares | 94.83 | Common equity | Long | USA |
| SPX US 12/19/25 P5500 | 6.07 mm | 237.00 contracts | 2.21 | Equity derivative | N/A | USA |
| First American Government Obligations Fund | 4.67 mm | 4.67 mm shares | 1.70 | Short-term investment vehicle | Long | USA |
| SPX US 12/19/25 P5000 | 3.50 mm | 225.00 contracts | 1.27 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P5000 | 806.40 k | 192.00 contracts | 0.29 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P4550 | 418.56 k | 192.00 contracts | 0.15 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P5000 | 124.48 k | 32.00 contracts | 0.05 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P4550 | 63.52 k | 32.00 contracts | 0.02 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P4775 | -174.72 k | -64.00 contracts | -0.06 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P4775 | -1.14 mm | -384.00 contracts | -0.42 | Equity derivative | N/A | USA |
