| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
|
DFA International Value Portfolio
|
265.27 mm | 12.88 mm shares | 47.53 | Common equity | Long | USA |
|
LVIP Dimensional International Core Equity Fund
|
265.00 mm | 21.90 mm shares | 47.48 | Common equity | Long | USA |
| State Street Institutional US Government Money Market Fund | 25.80 mm | 25.80 mm shares | 4.62 | Short-term investment vehicle | Long | USA |
| NIKKEI 225 (OSE) MAR25 | 119.40 k | 31.00 contracts | 0.02 | Equity derivative | N/A | Japan |
| MSCI EMGMKT MAR25 | -14.21 k | 7.00 contracts | -0.00 | Equity derivative | N/A | USA |
| S+P MID 400 EMINI MAR25 | -20.48 k | 1.00 contracts | -0.00 | Equity derivative | N/A | USA |
| S+P500 EMINI FUT MAR25 | -22.46 k | 2.00 contracts | -0.00 | Equity derivative | N/A | USA |
| E-MINI RUSS 2000 MAR25 | -26.43 k | 3.00 contracts | -0.00 | Equity derivative | N/A | USA |
| BP CURRENCY FUT MAR25 | -123.28 k | 83.00 contracts | -0.02 | DFE | N/A | USA |
| FTSE 100 IDX FUT MAR25 | -137.19 k | 64.00 contracts | -0.02 | Equity derivative | N/A | UK |
| EURO FX CURR FUT MAR25 | -164.79 k | 82.00 contracts | -0.03 | DFE | N/A | USA |
| EURO STOXX 50 MAR25 | -256.27 k | 211.00 contracts | -0.05 | Equity derivative | N/A | Germany |
| JPN YEN CURR FUT MAR25 | -294.07 k | 96.00 contracts | -0.05 | DFE | N/A | USA |
