| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 46.16 mm | 46.50 mm principal | 70.34 | Debt | Long | USA |
| SPDR S&P 500 ETF TRUST | 7.96 mm | 589.00 contracts | 12.13 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | 3.05 mm | 588.00 contracts | 4.64 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | 2.45 mm | 1.53 k contracts | 3.74 | Equity derivative | N/A | USA |
| DREYFUS TRSY OBLIG CASH M | 1.46 mm | 1.46 mm shares | 2.22 | Short-term investment vehicle | Long | USA |
| ISHARES MSCI EMERGING MARKETS ETF | 727.50 k | 1.50 k contracts | 1.11 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 94.61 k | 7.00 contracts | 0.14 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 81.09 k | 6.00 contracts | 0.12 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | 36.27 k | 7.00 contracts | 0.06 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | 32.15 k | 20.00 contracts | 0.05 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | 31.09 k | 6.00 contracts | 0.05 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | 24.11 k | 15.00 contracts | 0.04 | Equity derivative | N/A | USA |
| ISHARES MSCI EMERGING MARKETS ETF | 7.28 k | 15.00 contracts | 0.01 | Equity derivative | N/A | USA |
| ISHARES MSCI EMERGING MARKETS ETF | -37.50 | -15.00 contracts | -0.00 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | -165.00 | -15.00 contracts | -0.00 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | -330.00 | -30.00 contracts | -0.00 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -483.00 | -6.00 contracts | -0.00 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -885.50 | -11.00 contracts | -0.00 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | -1.13 k | -6.00 contracts | -0.00 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | -1.32 k | -7.00 contracts | -0.00 | Equity derivative | N/A | USA |
| ISHARES MSCI EMERGING MARKETS ETF | -3.75 k | -1.50 k contracts | -0.01 | Equity derivative | N/A | USA |
| ISHARES MSCI EAFE ETF | -16.68 k | -1.52 k contracts | -0.03 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -47.09 k | -585.00 contracts | -0.07 | Equity derivative | N/A | USA |
| ISHARES RUSSELL 2000 ETF | -110.54 k | -588.00 contracts | -0.17 | Equity derivative | N/A | USA |
