| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| FRST AM-GV OB-X | 5.30 mm | 5.30 mm principal | 13.06 | Short-term investment vehicle | Long | USA |
|
ISHARES S&P 500
|
4.74 mm | 49.84 k shares | 11.67 | Common equity | Long | USA |
|
ISHARES MSCI USA
|
4.72 mm | 26.74 k shares | 11.61 | Common equity | Long | USA |
| Powershares Exchange Traded Fund Trust | 4.57 mm | 51.50 k shares | 11.24 | Common equity | Long | USA |
| Select Sector SPDR Trust | 4.50 mm | 33.62 k shares | 11.08 | Common equity | Long | USA |
| Select Sector SPDR Trust | 4.35 mm | 19.57 k shares | 10.71 | Common equity | Long | USA |
|
ISHARES MSCI USA
|
3.65 mm | 18.01 k shares | 8.98 | Common equity | Long | USA |
| Select Sector SPDR Trust | 3.51 mm | 75.60 k shares | 8.65 | Common equity | Long | USA |
| Powershares Exchange Traded Fund Trust | 3.48 mm | 76.04 k shares | 8.57 | Common equity | Long | USA |
| SILVER FUTURE Dec24 | 538.64 k | 22.00 contracts | 1.33 | Commodity derivative | Long | USA |
| GOLD 100 OZ FUTR Dec24 | 294.20 k | 14.00 contracts | 0.72 | Commodity derivative | Long | USA |
| S&P500 EMINI OPTN Dec24P | 54.08 k | 42.00 contracts | 0.13 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Dec24C | -142.68 k | -26.00 contracts | -0.35 | Equity derivative | Short | USA |
