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Fund Holdings1,2 as of Jul 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
iShares Core S&P 500 UCITS ETF 0.00% 16.93%
Vanguard S&P 500 UCITS ETF 0.00% 13.29%
United States Dollar 9.18%
Vanguard FTSE Developed Europe UCITS ETF 8.22%
iShares Core MSCI EM IMI UCITS ETF 5.59%
United States Treasury Bill 0.00% 05/16/2024 5.28%
United States Treasury Bill 0.00% 10/31/2023 4.41%
United States Treasury Bill 0.00% 12/21/2023 4.38%
United States Treasury Bill 0.00% 04/18/2024 4.31%
iShares Core MSCI World UCITS ETF 2.77%
United States Treasury Bill 0.00% 02/22/2024 2.63%
iShares Core MSCI Japan IMI UCITS ETF 2.54%
United States Treasury Bill 0.00% 08/15/2023 2.28%
United States Treasury Bill 0.00% 03/21/2024 2.21%
United States Treasury Note/Bond 0.88% 01/31/2024 1.65%
United States Treasury Bill 0.00% 10/12/2023 1.53%
United States Treasury Bill 0.00% 10/26/2023 1.51%
U S TREASURY BILL 0.00% 08/31/2023 1.35%
iShares Core MSCI Pacific ex-Japan UCITS ETF 1.14%
United States Treasury Bill 0.00% 01/04/2024 1.01%
United States Treasury Bill 0.00% 01/11/2024 1.01%
United States Treasury Bill 0.00% 06/13/2024 0.99%
United States Treasury Bill 0.00% 11/09/2023 0.78%
United States Treasury Note/Bond 0.25% 03/15/2024 0.72%
Pound Sterling 0.28%
iShares Core MSCI EM IMI UCITS ETF 0.25%
Euro 0.18%
United States Treasury Bill 0.00% 11/02/2023 0.09%
United States Treasury Note/Bond 8/31/2023 1.38% 08/31/2023 0.04%
United States Treasury Note/Bond 0.13% 08/15/2023 0.04%
PUT MSCI EAFE INDEX 03/08/2023 2020 08/03/2023 0.00%
PUT MSCI EMERGING MARKETS 03/08/2023 950 08/03/2023 0.00%
S+P 500 INDEX AUG23 4475 PUT 0.00% 08/02/2023 -0.00%
S+P 500 INDEX AUG23 4490 PUT 0.00% 08/02/2023 -0.00%
S+P 500 INDEX AUG23 4350 PUT 0.00% 08/09/2023 -0.00%
CALL MSCI EMERGING MARKE 03/08/2023 1070 08/03/2023 -0.00%
S+P 500 INDEX AUG23 4475 PUT 0.00% 08/07/2023 -0.00%
PUT MSCI EMERGING MARKETS 17/08/2023 975 08/17/2023 -0.00%
PUT MSCI EMERGING MARKET 03/08/2023 1030 08/03/2023 -0.00%
S+P 500 INDEX AUG23 4400 PUT 0.00% 08/14/2023 -0.00%
S+P 500 INDEX AUG23 4525 PUT 0.00% 08/04/2023 -0.00%
CALL MSCI EAFE INDEX 03/08/2023 2230 08/03/2023 -0.00%
S+P 500 INDEX AUG23 4615 CALL 0.00% 08/02/2023 -0.00%
PUT MSCI EAFE INDEX 03/08/2023 2170 08/03/2023 -0.00%
S+P 500 INDEX AUG23 4640 CALL 0.00% 08/04/2023 -0.00%
Forward contract Bought GBP 1,305,625.00 Sold USD 1,680,626.61 1.29% 08/31/2023 -0.00%
PUT MSCI EMERGING MARKET 11/08/2023 1020 08/11/2023 -0.00%
PUT MSCI EAFE INDEX 18/08/2023 2110 08/18/2023 -0.00%
S+P 500 INDEX AUG23 4645 CALL 0.00% 08/07/2023 -0.00%
S+P 500 INDEX AUG23 4425 PUT 0.00% 08/18/2023 -0.00%
CALL MSCI EMERGING MARKE 11/08/2023 1075 08/11/2023 -0.00%
Forward contract Bought EUR 20,635,645.00 Sold USD 22,733,526.58 1.10% 08/31/2023 -0.00%
S+P 500 INDEX AUG23 4495 PUT 0.00% 08/11/2023 -0.00%
CALL MSCI EAFE INDEX 10/08/2023 2240 08/10/2023 -0.01%
S+P 500 INDEX AUG23 4430 PUT 0.00% 08/23/2023 -0.01%
S+P 500 INDEX AUG23 4660 CALL 0.00% 08/11/2023 -0.01%
PUT MSCI EAFE INDEX 10/08/2023 2160 08/10/2023 -0.01%
CALL MSCI EAFE INDEX 18/08/2023 2250 08/18/2023 -0.01%
S+P 500 INDEX JUL23 4575 CALL 0.00% 07/31/2023 -0.01%
Forward contract Bought EUR 32,656,270.00 Sold USD 35,976,204.38 1.10% 08/31/2023 -0.01%
S+P 500 INDEX AUG23 4675 CALL 0.00% 08/18/2023 -0.01%
S+P 500 INDEX AUG23 4650 CALL 0.00% 08/14/2023 -0.01%
S+P 500 INDEX AUG23 4675 CALL 0.00% 08/23/2023 -0.01%
Forward contract Bought GBP 5,699,790.00 Sold USD 7,336,883.68 1.29% 08/31/2023 -0.01%
S+P 500 INDEX AUG23 4600 CALL 0.00% 08/09/2023 -0.02%
CALL MSCI EMERGING MARKE 17/08/2023 1050 08/17/2023 -0.02%
S+P 500 INDEX AUG23 4560 CALL 0.00% 08/04/2023 -0.02%
CALL MSCI EAFE INDEX 03/08/2023 2160 08/03/2023 -0.04%
CALL MSCI EMERGING MARKE 03/08/2023 1020 08/03/2023 -0.04%

1. Per cent of total net assets.
2. The following list reflects unaudited securities holdings. Holdings information may differ if presented as of the trade date. Due to rounding, holdings of less than 0.005 % may show as 0.00 %. Portfolio information is subject to change due to active management.