How Did They Get All Those Holes?

Photo date: November 6, 2017. Photographer: Mark Mahin.

I took the photo below while photographing nothing but ordinary drops of pure, clean water falling against a dark background. We see a bunch of circular objects that seem to have strange little holes in them.

Are these actually holes? Apparently so, judging from the photo below.  In the photo below, we can see right through the hole in one circular object, seeing the edge of an underlying circular object:

We cannot explain such a thing as being a water drop, because you never see holes in water drops. Do a Google image search for "hole in water drop," and you will find no good example. 

Below are some more examples: