| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 152.86 mm | 2.75 k contracts | 62.31 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 105.91 mm | 1.90 k contracts | 43.17 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 1.44 mm | 1.44 mm shares | 0.59 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 909.35 k | 3.34 k contracts | 0.37 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 356.83 k | 1.31 k contracts | 0.15 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -134.69 k | -1.90 k contracts | -0.05 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -194.39 k | -2.75 k contracts | -0.08 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -4.35 mm | -1.29 k contracts | -1.77 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -11.30 mm | -3.36 k contracts | -4.61 | Equity derivative | N/A | USA |
