| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| VO Vanguard Large Cap Index Fund | 110.02 mm | 210.50 k shares | 60.47 | Common equity | Long | USA |
|
ISHARES-C S&P500
|
51.00 mm | 89.28 k shares | 28.03 | Common equity | Long | USA |
| BBH SWEEP VEHICLE | 13.48 mm | 13.48 mm principal | 7.41 | Short-term investment vehicle | Long | USA |
| S&P500 EMINI OPTN Dec25P | 7.48 mm | 699.00 contracts | 4.11 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Dec24P | 270.40 k | 338.00 contracts | 0.15 | Equity derivative | Long | USA |
| S&P500 EMINI FUT Dec24 | 146.48 k | 74.00 contracts | 0.08 | Equity derivative | Long | USA |
| S&P500 EMINI OPTN Dec24P | -2.10 mm | -338.00 contracts | -1.15 | Equity derivative | Short | USA |
