| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 206.86 mm | 3.48 k contracts | 70.23 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 87.31 mm | 1.47 k contracts | 29.64 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 4.86 mm | 3.48 k contracts | 1.65 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 3.06 mm | 3.06 mm shares | 1.04 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 2.05 mm | 1.47 k contracts | 0.70 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -447.16 k | -1.47 k contracts | -0.15 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -1.06 mm | -3.48 k contracts | -0.36 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -2.53 mm | -1.59 k contracts | -0.86 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -5.37 mm | -3.36 k contracts | -1.82 | Equity derivative | N/A | USA |
