| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| S&P 500 E-mini Future | 222.36 mm | 733.00 contracts | 73.75 | Equity derivative | N/A | USA |
| U.S. Treasury Bond | 10.02 mm | 10.32 mm principal | 3.32 | Debt | Long | USA |
| U.S. Treasury Bond | 10.02 mm | 10.31 mm principal | 3.32 | Debt | Long | USA |
| U.S. Treasury Bond | 10.01 mm | 10.50 mm principal | 3.32 | Debt | Long | USA |
| U.S. Treasury Bond | 10.00 mm | 10.31 mm principal | 3.32 | Debt | Long | USA |
| U.S. Treasury Bond | 9.91 mm | 10.92 mm principal | 3.29 | Debt | Long | USA |
| U.S. Treasury Bond | 9.89 mm | 10.85 mm principal | 3.28 | Debt | Long | USA |
| CBOE VIX Future | -6.39 mm | -355.00 contracts | -2.12 | Equity derivative | N/A | USA |
| CBOE VIX Future | -11.09 mm | -639.00 contracts | -3.68 | Equity derivative | N/A | USA |
