| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 149.38 mm | 265.00 k shares | 85.12 | Common equity | Long | USA |
| BBH SWEEP VEHICLE | 10.35 mm | 10.35 mm principal | 5.90 | Short-term investment vehicle | Long | USA |
| SPY BULLET SWAP | 4.16 mm | 30.00 k shares | 2.37 | DO | Long | USA |
| SPY BULLET SWAP G | 3.71 mm | 82.50 k shares | 2.12 | DO | Long | USA |
| SPXW US 09/30/24 P5510 | 1.59 mm | 495.00 contracts | 0.91 | Equity derivative | Long | N/A |
| SPY BULLET SWAP F | 343.96 k | 10.00 k shares | 0.20 | DO | Long | USA |
| SPXW US 09/20/24 P5425 | 152.00 k | 100.00 contracts | 0.09 | Equity derivative | Long | N/A |
| SPY US 08/30/24 C565 | -980.00 | -980.00 contracts | -0.00 | Equity derivative | Short | N/A |
| SPXW US 09/20/24 P5150 | -51.00 k | -100.00 contracts | -0.03 | Equity derivative | Short | N/A |
| SPXW US 09/30/24 P5235 | -537.08 k | -495.00 contracts | -0.31 | Equity derivative | Short | N/A |
| SPY US 09/20/24 C560 | -1.35 mm | -1.50 k contracts | -0.77 | Equity derivative | Short | N/A |
