| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| iShares MSCI USA Min Vol Factor ETF | 4.69 mm | 62.30 k shares | 32.68 | Long | USA | |
| iShares MSCI EAFE Min Vol Factor ETF | 3.52 mm | 54.71 k shares | 24.54 | Long | USA | |
| iShares Core High Dividend ETF | 2.64 mm | 24.38 k shares | 18.38 | Long | USA | |
| MSILF Government Portfolio - Class Institutional USD INC | 1.25 mm | 1.25 mm principal | 8.68 | Short-term investment vehicle | Long | USA |
| BlackRock Fund Advisors | 919.57 k | 16.76 k shares | 6.41 | Long | USA | |
| BlackRock Fund Advisors | 717.17 k | 28.25 k shares | 5.00 | Long | USA | |
| iShares U.S. ETF Trust | 688.69 k | 13.98 k shares | 4.80 | Long | USA | |
| SPXW 12/16/22 C3970 12/22 3970.0 CAL / | 29.63 k | 2.00 contracts | 0.21 | Equity derivative | Long | USA |
| SPXW 12/16/22 C4010 12/22 4010.0 CAL / | 23.62 k | 2.00 contracts | 0.16 | Equity derivative | Long | USA |
| VIXW 11/30/22 P24 11/22 24.0 PUT / | 19.32 k | 115.00 contracts | 0.13 | Equity derivative | Long | USA |
| VIXW 11/30/22 P15 11/22 15.0 PUT / | -115.00 | -115.00 contracts | -0.00 | Equity derivative | Short | USA |
| SPXW 12/16/22 C4210 12/22 4210.0 CAL / | -4.76 k | -2.00 contracts | -0.03 | Equity derivative | Short | USA |
| SPXW 12/16/22 C4170 12/22 4170.0 CAL / | -7.22 k | -2.00 contracts | -0.05 | Equity derivative | Short | USA |
| S&P 500 EMINI FUT DECEMBER 2022 / | -108.99 k | -9.00 contracts | -0.76 | Equity derivative | Short | USA |
