| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPY SPDR S&P 500 ETF Trust | 191.31 mm | 317.50 k shares | 92.43 | Common equity | Long | USA |
| BBH SWEEP VEHICLE | 8.39 mm | 8.39 mm principal | 4.05 | Short-term investment vehicle | Long | USA |
| SPY BULLET SWAP G | 6.92 mm | 82.50 k shares | 3.34 | DO | Long | USA |
| SPXW US 12/31/24 P5915 | 2.27 mm | 715.00 contracts | 1.10 | Equity derivative | Long | N/A |
| SPY BULLET SWAP I | 989.36 k | 30.00 k shares | 0.48 | DO | Long | USA |
| SPY BULLET SWAP F | 732.66 k | 10.00 k shares | 0.35 | DO | Long | USA |
| SPY BULLET SWAP H | 179.30 k | 10.00 k shares | 0.09 | DO | Long | USA |
| SPY US 12/31/24 C610 | -114.90 k | -300.00 contracts | -0.06 | Equity derivative | Short | N/A |
| SPY US 12/31/24 C615 | -393.75 k | -1.75 k contracts | -0.19 | Equity derivative | Short | N/A |
| SPXW US 12/31/24 P5615 | -722.15 k | -715.00 contracts | -0.35 | Equity derivative | Short | N/A |
| SPY US 12/31/24 C605 | -760.00 k | -1.25 k contracts | -0.37 | Equity derivative | Short | N/A |
| SPY BULLET SWAP J | -9.04 mm | 15.00 k shares | -4.37 | DO | Long | USA |
