Shares
Value
Exchange-Traded
Funds
–
99.7%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$155,297,305)
.........................................................
338,778
$
139,264,860
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.3%
Puts
–
Exchange-Traded
–
0.3%
S&P
500
Index,
April
Strike
Price
$3,965,
Expires
4/21/23
...............
64
$
25,376,000
137,280
S&P
500
Index,
May
Strike
Price
$3,625,
Expires
5/19/23
...............
173
62,712,500
229,225
366,505
Total
Purchased
Options
(Cost
$1,473,031)
.........................................................
366,505
Shares
Money
Market
Funds
–
0.0%†
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.41%(c)
(Cost
$62,665)
..............................................................
62,665
62,665
Total
Investments
–
100.0%
(Cost
$156,833,001)
.........................................................................
$
139,694,030
Liabilities
in
Excess
of
Other
Assets
–
(0.0)%†
......................................................
(20,594)
Net
Assets
–
100.0%
..........................................................................
$
139,673,436
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.1)%
Puts
–
Exchange-Traded
–
(0.1)%
S&P
500
Index,
May
Strike
Price
$3,430,
Expires
5/19/23
(Premiums
Received
$507,753)
..................................
(173)
(59,339,000)
$
(114,180)
†
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
$106,880,800
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
...............................................................................
0.3%
Money
Market
Funds
.............................................................................
0.0%†
Total
Investments
................................................................................
100.0%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.0)%†
Net
Assets
.....................................................................................
100.0%
