| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 707.95 mm | 11.86 k contracts | 81.25 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 207.31 mm | 3.47 k contracts | 23.79 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 3.90 mm | 3.90 mm shares | 0.45 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 1.81 mm | 13.51 k contracts | 0.21 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 243.72 k | 1.82 k contracts | 0.03 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -259.50 k | -3.47 k contracts | -0.03 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -886.18 k | -11.86 k contracts | -0.10 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -9.65 mm | -3.08 k contracts | -1.11 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -38.48 mm | -12.26 k contracts | -4.42 | Equity derivative | N/A | USA |
