| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 117.90 mm | 205.49 k shares | 86.77 | Common equity | Long | USA |
| United States Treasury Bill | 18.02 mm | 18.27 mm principal | 13.26 | Debt | Long | USA |
| S&P500 EMINI FUT Dec24 | 309.99 k | 54.00 contracts | 0.23 | Equity derivative | N/A | USA |
| United States Treasury Bill | 249.66 k | 254.00 k principal | 0.18 | Debt | Long | USA |
| First American Government Obligations Fund | 45.54 k | 45.54 k shares | 0.03 | Short-term investment vehicle | Long | USA |
| First American Treasury Obligations Fund | 45.54 k | 45.54 k shares | 0.03 | Short-term investment vehicle | Long | USA |
| SPXW US 09/30/24 P5735 | 500.00 | 200.00 contracts | 0.00 | Equity derivative | N/A | USA |
