Shares
Value
Exchange-Traded
Funds
–
94.0%
Equity
Funds
–
94.0%
iShares
Core
S&P
500
ETF(a)(b)
(Cost
$4,994,552)
.......................................................
10,473
$
5,505,970
Number
of
Contracts
Notional
Amount
Purchased
Options
–
7.7%
Calls
–
Exchange-Traded
–
7.7%
S&P
500
Index,
May
Strike
Price
$5,280,
Expires
5/17/24
...............
5
$
2,640,000
45,225
S&P
500
Index,
June
Strike
Price
$5,350,
Expires
6/21/24
...............
27
14,445,000
263,520
S&P
500
Index,
July
Strike
Price
$5,480,
Expires
7/19/24
................
20
10,960,000
143,800
452,545
Total
Purchased
Options
(Cost
$385,971)
............................................
452,545
Shares
Money
Market
Funds
–
2.0%
Fidelity
Investments
Money
Market
Treasury
Only
Portfolio
-
Class
I,
5.20%(c)
(Cost
$119,875)
.........................................................
119,875
119,875
Total
Investments
–
103.7%
(Cost
$5,500,398)
.............................................................
$
6,078,390
Liabilities
in
Excess
of
Other
Assets
–
(3.7)%
.........................................
(218,537)
Net
Assets
–
100.0%
............................................................
$
5,859,853
Number
of
Contracts
Notional
Amount
Written
Options
–
(2.0)%
Calls
–
Exchange-Traded
–
(2.0)%
S&P
500
Index,
May
Strike
Price
$5,525,
Expires
5/17/24
...............
(5)
$
(2,762,500)
$
(6,100)
S&P
500
Index,
June
Strike
Price
$5,550,
Expires
6/21/24
...............
(27)
(14,985,000)
(80,865)
S&P
500
Index,
July
Strike
Price
$5,750,
Expires
7/19/24
................
(20)
(11,500,000)
(32,500)
(119,465)
Total
Written
Options
(Premiums
Received
$116,885)
...................................
$
(119,465)
(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
$3,417,245
have
been
pledged
as
collateral
for
options
as
of
March
31,
2024.
(c)
Rate
shown
reflects
the
7-day
yield
as
of
March
31,
2024.
Summary
of
Investment
Type††
Industry
%
of
Net
Assets
Exchange-Traded
Funds
...........................................................................
94.0%
Purchased
Options
...............................................................................
7.7%
Money
Market
Funds
.............................................................................
2.0%
Total
Investments
................................................................................
103.7%
Liabilities
in
Excess
of
Other
Assets
..................................................................
(3.7)%
Net
Assets
.....................................................................................
100.0%