| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| SPDR S&P 500 ETF TRUST | 599.89 mm | 10.06 k contracts | 85.65 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 144.09 mm | 2.42 k contracts | 20.57 | Equity derivative | N/A | USA |
| Dreyfus Government Cash Management | 3.91 mm | 3.91 mm shares | 0.56 | Short-term investment vehicle | Long | USA |
| SPDR S&P 500 ETF TRUST | 2.83 mm | 10.82 k contracts | 0.40 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | 435.68 k | 1.67 k contracts | 0.06 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -345.18 k | -2.36 k contracts | -0.05 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -1.48 mm | -10.12 k contracts | -0.21 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -6.54 mm | -1.68 k contracts | -0.93 | Equity derivative | N/A | USA |
| SPDR S&P 500 ETF TRUST | -41.98 mm | -10.80 k contracts | -5.99 | Equity derivative | N/A | USA |
