| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 592.15 mm | 10.67 k contracts | 85.93 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 113.64 mm | 2.05 k contracts | 16.49 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 8.22 mm | 10.76 k contracts | 1.19 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 5.35 mm | 5.35 mm shares | 0.78 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 1.50 mm | 1.96 k contracts | 0.22 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -821.12 k | -1.99 k contracts | -0.12 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -3.95 mm | -1.92 k contracts | -0.57 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -4.42 mm | -10.73 k contracts | -0.64 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -22.24 mm | -10.80 k contracts | -3.23 | Equity derivative | N/A | USA |
