| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 749.55 mm | 12.58 k contracts | 79.60 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 225.59 mm | 3.79 k contracts | 23.96 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 4.88 mm | 4.88 mm shares | 0.52 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 3.06 mm | 12.47 k contracts | 0.32 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 956.28 k | 3.90 k contracts | 0.10 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -528.46 k | -4.07 k contracts | -0.06 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -1.60 mm | -12.30 k contracts | -0.17 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -9.20 mm | -3.81 k contracts | -0.98 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -30.36 mm | -12.56 k contracts | -3.22 | Equity derivative | N/A | USA |
