| Security | $Holding | Balance | % of Fund | Category | Position | Country |
|---|---|---|---|---|---|---|
| United States Treasury Bill | 27.16 mm | 27.44 mm principal | 79.44 | Debt | Long | USA |
| WBA Walgreens Boots Alliance, Inc. | 1.71 mm | 180.86 k shares | 5.00 | Common equity | Long | USA |
| DOW Dow Inc. | 1.71 mm | 34.56 k shares | 4.99 | Common equity | Long | USA |
| IBM International Business Machines Corporation | 1.70 mm | 8.24 k shares | 4.98 | Common equity | Long | USA |
| AMGN Amgen Inc. | 1.70 mm | 5.32 k shares | 4.98 | Common equity | Long | USA |
| CVX Chevron Corporation | 1.70 mm | 11.45 k shares | 4.98 | Common equity | Long | USA |
| JNJ Johnson & Johnson | 1.70 mm | 10.63 k shares | 4.97 | Common equity | Long | USA |
| MMM 3M Company | 1.70 mm | 13.22 k shares | 4.97 | Common equity | Long | USA |
| VZ Verizon Communications Inc. | 1.69 mm | 40.09 k shares | 4.94 | Common equity | Long | USA |
| KO The Coca-Cola Company | 1.69 mm | 25.86 k shares | 4.94 | Common equity | Long | USA |
| CSCO Cisco Systems, Inc. | 1.69 mm | 30.83 k shares | 4.94 | Common equity | Long | USA |
| Dreyfus Government Cash Management | 118.63 k | 118.63 k shares | 0.35 | Short-term investment vehicle | Long | USA |
| 3M CO | 29.57 k | 132.00 contracts | 0.09 | Equity derivative | N/A | USA |
| AMGEN INC | 2.60 k | 53.00 contracts | 0.01 | Equity derivative | N/A | USA |
| WALGREENS BOOTS ALLIANCE INC | 1.81 k | 1.81 k contracts | 0.01 | Equity derivative | N/A | USA |
| DOW INC | 1.73 k | 345.00 contracts | 0.01 | Equity derivative | N/A | USA |
| CHEVRON CORP | 575.00 | 115.00 contracts | 0.00 | Equity derivative | N/A | USA |
| VERIZON COMMUNICATIONS INC | 400.00 | 400.00 contracts | 0.00 | Equity derivative | N/A | USA |
| CISCO SYSTEMS INC | 309.00 | 309.00 contracts | 0.00 | Equity derivative | N/A | USA |
| COCA-COLA CO/THE | 259.00 | 259.00 contracts | 0.00 | Equity derivative | N/A | USA |
| JOHNSON & JOHNSON | 106.00 | 106.00 contracts | 0.00 | Equity derivative | N/A | USA |
| INTERNATIONAL BUSINESS MACHINES CORP | 82.00 | 82.00 contracts | 0.00 | Equity derivative | N/A | USA |
| INTERNATIONAL BUSINESS MACHINES CORP | -28.00 | -14.00 contracts | -0.00 | Equity derivative | N/A | USA |
| COCA-COLA CO/THE | -39.00 | -39.00 contracts | -0.00 | Equity derivative | N/A | USA |
| CISCO SYSTEMS INC | -110.00 | -55.00 contracts | -0.00 | Equity derivative | N/A | USA |
| DOW INC | -980.00 | -49.00 contracts | -0.00 | Equity derivative | N/A | USA |
| JOHNSON & JOHNSON | -1.04 k | -16.00 contracts | -0.00 | Equity derivative | N/A | USA |
| CHEVRON CORP | -2.07 k | -17.00 contracts | -0.01 | Equity derivative | N/A | USA |
| WALGREENS BOOTS ALLIANCE INC | -2.62 k | -218.00 contracts | -0.01 | Equity derivative | N/A | USA |
| VERIZON COMMUNICATIONS INC | -4.55 k | -66.00 contracts | -0.01 | Equity derivative | N/A | USA |
| 3M CO | -5.36 k | -21.00 contracts | -0.02 | Equity derivative | N/A | USA |
| AMGEN INC | -5.74 k | -8.00 contracts | -0.02 | Equity derivative | N/A | USA |
| 3M CO | -211.73 k | -132.00 contracts | -0.62 | Equity derivative | N/A | USA |
| COCA-COLA CO/THE | -588.71 k | -259.00 contracts | -1.72 | Equity derivative | N/A | USA |
| INTERNATIONAL BUSINESS MACHINES CORP | -589.74 k | -82.00 contracts | -1.72 | Equity derivative | N/A | USA |
| CISCO SYSTEMS INC | -647.05 k | -309.00 contracts | -1.89 | Equity derivative | N/A | USA |
| AMGEN INC | -779.01 k | -53.00 contracts | -2.28 | Equity derivative | N/A | USA |
| JOHNSON & JOHNSON | -821.08 k | -106.00 contracts | -2.40 | Equity derivative | N/A | USA |
| CHEVRON CORP | -857.10 k | -115.00 contracts | -2.51 | Equity derivative | N/A | USA |
| VERIZON COMMUNICATIONS INC | -862.80 k | -400.00 contracts | -2.52 | Equity derivative | N/A | USA |
| DOW INC | -1.10 mm | -345.00 contracts | -3.21 | Equity derivative | N/A | USA |
| WALGREENS BOOTS ALLIANCE INC | -4.44 mm | -1.81 k contracts | -12.99 | Equity derivative | N/A | USA |
