Holdings as of 10/19/2017:*

NameTicker  Shares  Notional ValueMarket Value
Cash Instruments**355,998.27$.00$355,998.27
S&P500 EMINI FUT DEC17164.00$20,996,100.00$.00
SPDR S&P 500 ETF TRUSTSPY334,632.00$.00$85,595,519.28
B 0 03/01/189,160,000.00$.00$9,121,963.10

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.