Holdings as of 02/16/2018:*

NameTicker  Shares  Notional ValueMarket Value
Cash Instruments**33,189,639.31$.00$33,189,639.31
SPDR S&P 500 ETF TRUSTSPY187,746.00$.00$51,275,310.06
B 0 03/01/18 GOVT TBILL7,160,000.00$.00$7,157,789.49

The ETF net assets may not match the total market value of ETF holdings due to creation/redemption activity.

* Fund holdings as of current day. Security pricing as of previous day.

** Cash instruments may include U.S. Treasury obligations, cash and cash equivalents, repurchase agreements, money market mutual funds, and high-quality short-term debt instruments.