| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 85.31 mm | 86.00 mm principal | 57.84 | Debt | Long | USA |
| United States Treasury Bill | 53.08 mm | 53.10 mm principal | 35.99 | Debt | Long | USA |
|
WisdomTree Floating Rate Treasury Fund
|
6.58 mm | 130.83 k shares | 4.46 | Common equity | Long | USA |
| DREYFUS TRSY OBLIG CASH M | 3.56 mm | 3.56 mm shares | 2.41 | Short-term investment vehicle | Long | USA |
| S&P 500 INDEX | -1.17 k | -3.00 contracts | -0.00 | Equity derivative | N/A | USA |
| S&P 500 INDEX | -15.09 k | -2.00 contracts | -0.01 | Equity derivative | N/A | USA |
| S&P 500 INDEX | -47.19 k | -121.00 contracts | -0.03 | Equity derivative | N/A | USA |
| S&P 500 INDEX | -928.04 k | -123.00 contracts | -0.63 | Equity derivative | N/A | USA |
