| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Note/Bond | 15.11 mm | 14.76 mm principal | 42.53 | Debt | Long | USA |
| Fidelity Government Portfolio | 5.25 mm | 5.25 mm shares | 14.78 | Short-term investment vehicle | Long | USA |
|
iShares Core S&P 500 ETF
|
3.41 mm | 7.94 k shares | 9.61 | Common equity | Long | USA |
| VO Vanguard Large Cap Index Fund | 3.39 mm | 8.62 k shares | 9.55 | Common equity | Long | USA |
| SPY SPDR S&P 500 ETF Trust | 3.37 mm | 7.86 k shares | 9.48 | Common equity | Long | USA |
| California State Teachers Retirement System | 1.78 mm | 19.45 k shares | 5.01 | Common equity | Long | USA |
| iShares U.S. ETF Trust | 1.77 mm | 35.36 k shares | 4.99 | Common equity | Long | USA |
| E-MINI STANDARD & POORS'S 500 INDEX | 24.29 k | 11.00 contracts | 0.07 | Equity derivative | N/A | USA |
| FTSE 100 INDEX | -17.45 k | 11.00 contracts | -0.05 | Equity derivative | N/A | UK |
| E-MINI RUSSELL 2000 INDEX | -21.73 k | 19.00 contracts | -0.06 | Equity derivative | N/A | USA |
| EURO STOXX 50 | -42.83 k | 45.00 contracts | -0.12 | Equity derivative | N/A | Germany |
| E-MINI STANDARD & POOR'S MIDCAP 400 INDEX | -64.46 k | 12.00 contracts | -0.18 | Equity derivative | N/A | USA |
