| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| FIRST AM-TR OB-X | 59.53 mm | 59.53 mm principal | 60.74 | Short-term investment vehicle | Long | USA |
| B 10/03/24 | 15.00 mm | 15.00 mm principal | 15.30 | Debt | Long | USA |
| B 12/26/24 | 14.84 mm | 15.00 mm principal | 15.14 | Debt | Long | USA |
| S&P Emini 1st Wee Oct24P | 43.88 k | 450.00 contracts | 0.04 | Equity derivative | Long | USA |
| S&P Emini 1st Wee Oct24P | 20.25 k | 900.00 contracts | 0.02 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | 5.75 k | 2.30 k contracts | 0.01 | Equity derivative | Long | USA |
| Emini SP W Week O Oct24P | 5.63 k | 450.00 contracts | 0.01 | Equity derivative | Long | USA |
| Emini SP W Week O Oct24P | 4.75 k | 1.90 k contracts | 0.00 | Equity derivative | Long | USA |
| Emini SP W Week O Oct24P | 4.50 k | 900.00 contracts | 0.00 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | 2.25 k | 900.00 contracts | 0.00 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | 2.25 k | 900.00 contracts | 0.00 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | 1.13 k | 450.00 contracts | 0.00 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Sep24P | -2.25 k | -900.00 contracts | -0.00 | Equity derivative | Short | USA |
| S&P500 EMINI OPTN Sep24P | -4.50 k | -1.80 k contracts | -0.00 | Equity derivative | Short | USA |
| Emini SP W Week O Oct24P | -6.75 k | -900.00 contracts | -0.01 | Equity derivative | Short | USA |
| Emini SP W Week O Oct24P | -9.00 k | -1.80 k contracts | -0.01 | Equity derivative | Short | USA |
| S&P Emini 1st Wee Oct24P | -22.50 k | -1.80 k contracts | -0.02 | Equity derivative | Short | USA |
| S&P Emini 1st Wee Oct24P | -31.50 k | -900.00 contracts | -0.03 | Equity derivative | Short | USA |
