Shares
Value
Exchange-Traded
Funds
–
99.7%
iShares
Core
MSCI
Emerging
Markets
ETF(a)(b)
(Cost
$6,582,787)
...........................................................
119,807
$
5,845,384
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.2%
Puts
–
Exchange-Traded
–
0.1%
iShares
MSCI
Emerging
Markets
ETF,
May
Strike
Price
$35,
Expires
5/19/23
565
$
1,977,500
6,780
S&P
500
Mini
Index,
April
Strike
Price
$396,
Expires
4/21/23
.............
18
712,800
3,735
Total
Purchased
Options
(Cost
$43,720)
...........................................................
10,515
Shares
Money
Market
Funds
–
0.2%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.41%(c)
(Cost
$9,232)
...............................................................
9,232
9,232
Total
Investments
–
100.1%
(Cost
$6,635,739)
...........................................................................
$
5,865,131
Liabilities
in
Excess
of
Other
Assets
–
(0.1)%
.......................................................
(4,047)
Net
Assets
–
100.0%
..........................................................................
$
5,861,084
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.0)%†
Puts
–
Exchange-Traded
–
(0.0)%†
iShares
MSCI
Emerging
Markets
ETF,
May
Strike
Price
$33,
Expires
5/19/23
(Premiums
Received
$13,248)
...................................
(565)
(1,864,500)
$
(2,825)
†
Less
than
0.05%
(a)
A
copy
of
the
security's
annual
report
to
shareholders
may
be
obtained
without
charge
at
www.ishares.com.
(b)
Securities
with
an
aggregate
market
value
of
$3,756,830
have
been
pledged
as
collateral
for
options
as
of
March
31,
2023.
(c)
Rate
shown
reflects
the
7-day
yield
as
of
March
31,
2023.
Summary
of
Investment
Type
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
99.7%
Purchased
Options
...............................................................................
0.2%
Money
Market
Funds
.............................................................................
0.2%
Total
Investments
................................................................................
100.1%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.1)%
Net
Assets
.....................................................................................
100.0%
