Holdings as of 06/23/2017:*

NameTicker  Shares  Notional ValueMarket Value
Cash Instruments**62,809,885.29$.00$62,809,885.29
SPDR SP 500 ETF TRUSTSPY116,359.00$.00$28,290,363.67
US TREAS BILL 03 01 20189,960,000.00$.00$9,885,379.68

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.