The fund’s disclosed portfolio, not an index membership list. Showing the largest 13 positions. The ten largest identified positions carry 112.9% of the portfolio.
| # | Holding | Sector | Country | % of net assets | Filed value |
|---|
| 1 | SPY 09/18/2026 10010.01 P | — | United States | 89.55% | $631.39M |
| 2 | SPX US 09/18/26 P13000 | — | United States | 15.54% | $109.57M |
| 3 | SPY 09/18/2026 10.01 C | — | United States | 7.18% | $50.59M |
| 4 | First American Government Obligations Fund | — | United States | 0.25% | $1.76M |
| 5 | SPX US 11/20/26 P2800 | — | United States | 0.19% | $1.33M |
| 6 | SPX US 10/16/26 P2600 | — | United States | 0.12% | $855.67K |
| 7 | SPX US 09/18/26 P2500 | — | United States | 0.06% | $397.88K |
| 8 | SPX US 08/21/26 P2500 | — | United States | 0.02% | $119.65K |