Shares
Value
Exchange-Traded
Funds
–
99.5%
iShares
Core
S&P
Small-Cap
ETF(a)(b)
(Cost
$3,743,302)
...........................................................
34,463
$
3,332,572
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.2%
Puts
–
Exchange-Traded
–
0.2%
S&P
500
Mini
Index,
April
Strike
Price
$396,
Expires
4/21/23
.............
11
$
435,600
2,282
S&P
500
Mini
Index,
May
Strike
Price
$363,
Expires
5/19/23
.............
36
1,306,800
4,860
7,142
Total
Purchased
Options
(Cost
$28,162)
...........................................................
7,142
Shares
Money
Market
Funds
–
0.4%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
4.41%(c)
(Cost
$14,586)
..............................................................
14,586
14,586
Total
Investments
–
100.1%
(Cost
$3,786,050)
...........................................................................
$
3,354,300
Liabilities
in
Excess
of
Other
Assets
–
(0.1)%
.......................................................
(3,187)
Net
Assets
–
100.0%
..........................................................................
$
3,351,113
Number
of
Contracts
Notional
Amount
Written
Option
–
(0.1)%
Puts
–
Exchange-Traded
–
(0.1)%
S&P
500
Mini
Index,
May
Strike
Price
$345,
Expires
5/19/23
(Premiums
Received
$11,211)
...................................
(36)
(1,242,000)
$
(2,520)
(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
$2,030,700
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
...........................................................................
99.5%
Purchased
Options
...............................................................................
0.2%
Money
Market
Funds
.............................................................................
0.4%
Total
Investments
................................................................................
100.1%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(0.1)%
Net
Assets
.....................................................................................
100.0%
