Holdings as of 12/13/2017:*

NameTicker  Shares  Notional ValueMarket Value
Cash Instruments**910,114.68$.00$910,114.68
S&P500 EMINI FUT MAR188.00$1,067,640.00$.00
SPDR S&P 500 ETF TRUSTSPY341,543.00$.00$91,106,595.25
B 0 03/01/189,160,000.00$.00$9,135,276.79

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.