| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 314.34 mm | 521.68 k shares | 95.57 | Common equity | Long | USA |
| SPX US 12/19/25 P5750 | 5.25 mm | 264.00 contracts | 1.60 | Equity derivative | N/A | USA |
| First American Government Obligations Fund | 4.97 mm | 4.97 mm shares | 1.51 | Short-term investment vehicle | Long | USA |
| SPX US 12/19/25 P5500 | 3.98 mm | 258.00 contracts | 1.21 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P5000 | 67.20 k | 192.00 contracts | 0.02 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P4550 | 37.92 k | 192.00 contracts | 0.01 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P5000 | 6.72 k | 32.00 contracts | 0.00 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P4550 | 3.52 k | 32.00 contracts | 0.00 | Equity derivative | N/A | USA |
| SPX US 12/20/24 P4775 | -9.92 k | -64.00 contracts | -0.00 | Equity derivative | N/A | USA |
| SPXW US 12/31/24 P4775 | -102.72 k | -384.00 contracts | -0.03 | Equity derivative | N/A | USA |
