Shares
Value
Exchange-Traded
Funds
–
99.3%
iShares
Core
MSCI
Emerging
Markets
ETF(a)(b)
(Cost
$4,633,820)
...........................................................
81,259
$
3,867,117
Number
of
Contracts
Notional
Amount
Purchased
Options
–
1.0%
Puts
–
Exchange-Traded
–
1.0%
iShares
MSCI
Emerging
Markets
ETF,
October
Strike
Price
$34,
Expires
10/20/23
.....................................................
1,294
$
4,399,600
5,098
iShares
MSCI
Emerging
Markets
ETF,
November
Strike
Price
$33,
Expires
11/17/23
.....................................................
900
2,970,000
7,326
iShares
MSCI
Emerging
Markets
ETF,
December
Strike
Price
$33,
Expires
12/15/23
.....................................................
1,680
5,544,000
26,040
38,464
Total
Purchased
Options
(Cost
$58,886)
...........................................................
38,464
Shares
Money
Market
Funds
–
0.2%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
5.20%(c)
(Cost
$6,564)
...............................................................
6,564
6,564
Total
Investments
–
100.5%
(Cost
$4,699,270)
...........................................................................
$
3,912,145
Liabilities
in
Excess
of
Other
Assets
–
(0.5)%
.......................................................
(19,739)
Net
Assets
–
100.0%
..........................................................................
$
3,892,406
Number
of
Contracts
Notional
Amount
Written
Options
–
(0.5)%
Puts
–
Exchange-Traded
–
(0.5)%
iShares
MSCI
Emerging
Markets
ETF,
October
Strike
Price
$32,
Expires
10/20/23
.....................................................
(1,294)
$
(4,140,800)
$
(2,937)
iShares
MSCI
Emerging
Markets
ETF,
November
Strike
Price
$31,
Expires
11/17/23
.....................................................
(900)
(2,790,000)
(3,789)
iShares
MSCI
Emerging
Markets
ETF,
December
Strike
Price
$31,
Expires
12/15/23
.....................................................
(1,680)
(5,208,000)
(14,280)
(21,006)
Total
Written
Options
(Premiums
Received
$23,822)
..................................................
$
(21,006)
(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
$2,474,680
have
been
pledged
as
collateral
for
options
as
of
September
30,
2023.
(c)
Rate
shown
reflects
the
7-day
yield
as
of
September
30,
2023.
