Shares
Value
Exchange-Traded
Funds
–
98.9%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$8,446,236)
...........................................................
18,587
$
7,640,744
Number
of
Contracts
Notional
Amount
Purchased
Options
–
1.1%
Calls
–
Exchange-Traded
–
1.1%
S&P
500
Index,
April
Strike
Price
$4,200,
Expires
4/21/23
...............
4
$
1,680,000
10,400
S&P
500
Index,
May
Strike
Price
$4,270,
Expires
5/19/23
...............
4
1,708,000
15,020
S&P
500
Index,
June
Strike
Price
$4,120,
Expires
6/16/23
...............
4
1,648,000
57,280
S&P
500
Index,
June
Strike
Price
$5,600,
Expires
6/16/23
...............
41
22,960,000
513
83,213
Total
Purchased
Options
(Cost
$230,421)
..........................................................
83,213
Shares
Money
Market
Funds
–
0.3%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.41%(c)
(Cost
$26,152)
..............................................................
26,152
26,152
Total
Investments
–
100.3%
(Cost
$8,702,809)
...........................................................................
$
7,750,109
Liabilities
in
Excess
of
Other
Assets
–
(0.3)%
.......................................................
(22,396)
Net
Assets
–
100.0%
..........................................................................
$
7,727,713
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.3)%
Calls
–
Exchange-Traded
–
(0.3)%
S&P
500
Index,
June
Strike
Price
$4,310,
Expires
6/16/23
(Premiums
Received
$10,375)
...................................
(4)
(1,724,000)
$
(20,400)
(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
$5,549,580
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
...........................................................................
98.9%
Purchased
Options
...............................................................................
1.1%
Money
Market
Funds
.............................................................................
0.3%
Total
Investments
................................................................................
100.3%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.3)%
Net
Assets
.....................................................................................
100.0%
