| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| VEVFX Vanguard Explorer Value Fund | 167.92 mm | 2.01 mm shares | 30.05 | Long | USA | |
| SPY SPDR S&P 500 ETF Trust | 134.06 mm | 233.65 k shares | 23.99 | Long | USA | |
| JPMorgan Prime Money Market Fund, IM Shares | 76.64 mm | 76.60 mm shares | 13.72 | Short-term investment vehicle | Long | USA |
| Goldman Sachs Financial Square Funds - Government Fund | 42.74 mm | 42.74 mm shares | 7.65 | Short-term investment vehicle | Long | USA |
| Goldman Sachs Financial Square Funds - Treasury Solutions Fund | 40.74 mm | 40.74 mm shares | 7.29 | Short-term investment vehicle | Long | USA |
| Goldman Sachs Financial Square Funds - Treasury Obligations Fund | 38.75 mm | 38.75 mm shares | 6.93 | Short-term investment vehicle | Long | USA |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | 34.66 mm | 34.66 mm principal | 6.20 | Short-term investment vehicle | Long | USA |
| iShares Core S&P 500 ETF | 22.38 mm | 38.80 k shares | 4.01 | Long | USA | |
| VBR Vanguard Small Cap Value Index Fund | 22.11 mm | 41.90 k shares | 3.96 | Long | USA | |
| DREYFUS TREASURY OBLIGATIONS CASH MANAGEMENT FUND OPEN-END FUND USD | 14.00 mm | 14.00 mm principal | 2.51 | Short-term investment vehicle | Long | USA |
| MSILF GOVERNMENT PORTFOLIO OPEN-END FUND USD | 10.00 mm | 10.00 mm principal | 1.79 | Short-term investment vehicle | Long | USA |
| BLACKROCK LIQUIDITY FEDFUND OPEN-END FUND USD | 7.00 mm | 7.00 mm principal | 1.25 | Short-term investment vehicle | Long | USA |
| RBC FUNDS TRUST US GOVT MONEY MKT FUND RBC INSTL | 2.00 mm | 2.00 mm principal | 0.36 | Short-term investment vehicle | Long | USA |
| EURO STOXX 50 Index | 1.57 mm | 864.00 contracts | 0.28 | Equity derivative | N/A | Germany |
| S&P Midcap 400 E-Mini Index | 1.26 mm | 155.00 contracts | 0.23 | Equity derivative | N/A | USA |
| TOPIX Index | 1.12 mm | 175.00 contracts | 0.20 | Equity derivative | N/A | Japan |
| FIDELITY GOVERNMENT PORTFOLIO OPEN-END FUND USD | 1.00 mm | 1.00 mm principal | 0.18 | Short-term investment vehicle | Long | USA |
| Russell 2000 E-Mini Index | 625.89 k | 293.00 contracts | 0.11 | Equity derivative | N/A | USA |
| S&P 500 E-Mini Index | 284.80 k | 52.00 contracts | 0.05 | Equity derivative | N/A | USA |
| FTSE 100 Index | -344.58 k | 295.00 contracts | -0.06 | Equity derivative | N/A | UK |
