| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 234.01 mm | 4.22 k contracts | 98.04 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 13.15 mm | 237.00 contracts | 5.51 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 2.46 mm | 4.40 k contracts | 1.03 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 1.90 mm | 1.90 mm shares | 0.80 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 28.51 k | 51.00 contracts | 0.01 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -34.84 k | -237.00 contracts | -0.01 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -137.96 k | -51.00 contracts | -0.06 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -619.90 k | -4.22 k contracts | -0.26 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -11.91 mm | -4.40 k contracts | -4.99 | Equity derivative | N/A | USA |
