Holdings as of 04/20/2018:*

NameTicker  Shares  Notional ValueMarket Value
Cash Instruments**45,176,386.43$.00$45,176,386.43
SPDR S&P 500 ETF TRUSTSPY113,454.00$.00$30,247,970.94

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.