| United States Treasury Notes 4.125%
| - | 21.44% | - | - | 15,868,900 |
| Option on SPDR® S&P 500® ETF Oct30
| - | 14.47% | - | - | 635 |
| United States Treasury Notes 3.625%
| - | 13.08% | - | - | 9,918,000 |
| Vanguard Intmdt-Term Trs ETF
| - | 10.80% | - | - | 135,090 |
| United States Treasury Notes 4.125%
| - | 7.65% | - | - | 5,752,500 |
| Option on State Street® SPDR® S&P 500® ETF Jan31
| - | 6.08% | - | - | 280 |
| United States Treasury Bills 3.75073%
| - | 3.94% | - | - | 2,975,400 |
| iShares Core S&P 500 ETF
| - | 2.82% | - | - | 3,075 |
| United States Treasury Notes 3.875%
| - | 2.61% | - | - | 1,983,600 |
| United States Treasury Bonds 4.125%
| - | 2.21% | - | - | 1,785,200 |