| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 137.48 mm | 2.48 k contracts | 67.85 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 70.68 mm | 1.27 k contracts | 34.88 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 2.08 mm | 2.21 k contracts | 1.03 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 1.58 mm | 1.58 mm shares | 0.78 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 1.45 mm | 1.54 k contracts | 0.71 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -4.01 mm | -1.44 k contracts | -1.98 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -6.43 mm | -2.31 k contracts | -3.17 | Equity derivative | N/A | USA |
