Shares
Value
Exchange-Traded
Funds
–
100.0%
iShares
Core
MSCI
EAFE
ETF(a)(b)
(Cost
$22,389,909)
..........................................................
316,506
$
21,158,426
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.3%
Puts
–
Exchange-Traded
–
0.3%
iShares
MSCI
EAFE
ETF,
May
Strike
Price
$62,
Expires
5/19/23
..........
1,433
$
8,884,600
37,258
S&P
500
Mini
Index,
April
Strike
Price
$396,
Expires
4/21/23
.............
80
3,168,000
16,600
53,858
Total
Purchased
Options
(Cost
$191,894)
..........................................................
53,858
Shares
Money
Market
Funds
–
0.0%†
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.41%(c)
(Cost
$10,403)
..............................................................
10,403
10,403
Total
Investments
–
100.3%
(Cost
$22,592,206)
..........................................................................
$
21,222,687
Liabilities
in
Excess
of
Other
Assets
–
(0.3)%
.......................................................
(68,259)
Net
Assets
–
100.0%
..........................................................................
$
21,154,428
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.3)%
Puts
–
Exchange-Traded
–
(0.3)%
iShares
MSCI
EAFE
ETF,
May
Strike
Price
$59,
Expires
5/19/23
(Premiums
Received
$65,295)
...................................
(1,433)
(8,454,700)
$
(63,052)
†
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
$13,370,000
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
...........................................................................
100.0%
Purchased
Options
...............................................................................
0.3%
Money
Market
Funds
.............................................................................
0.0%†
Total
Investments
................................................................................
100.3%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.3)%
Net
Assets
.....................................................................................
100.0%
