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Fund Holdings1,2 as of Jan 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
Vanguard S&P 500 UCITS ETF 0.00% 14.68%
iShares Core S&P 500 UCITS ETF 0.00% 14.38%
United States Treasury Bill 0.00% 07/13/2023 11.02%
United States Dollar 10.47%
Vanguard FTSE Developed Europe UCITS ETF 8.63%
iShares Core MSCI EM IMI UCITS ETF 5.78%
United States Treasury Bill 0.00% 02/07/2023 3.65%
United States Treasury Note/Bond 0.25% 04/15/2023 3.63%
United States Treasury Bill 0.00% 04/11/2023 3.62%
United States Treasury Note/Bond 0.13% 07/15/2023 3.58%
United States Treasury Bill 0.00% 03/30/2023 2.66%
iShares Core MSCI Japan IMI UCITS ETF 2.39%
United States Treasury Bill 0.00% 05/18/2023 2.31%
United States Treasury Note/Bond 0.13% 05/15/2023 2.29%
iShares Core MSCI World UCITS ETF 2.23%
iShares Core MSCI Pacific ex-Japan UCITS ETF 1.89%
United States Treasury Note/Bond 1.63% 04/30/2023 0.88%
iShares Core MSCI EM IMI UCITS ETF 0.38%
United States Treasury Note/Bond 0.13% 05/31/2023 0.38%
Pound Sterling 0.00% 0.15%
United States Treasury Bill 0.00% 11/02/2023 0.14%
Euro 0.00% 0.09%
United States Treasury Note/Bond 8/31/2023 1.38% 08/31/2023 0.07%
United States Treasury Note/Bond 0.13% 08/15/2023 0.07%
Forward contract Bought EUR 19,828,100.00 Sold USD 21,578,385.87 1.09% 02/28/2023 0.02%
Forward contract Bought EUR 11,866,750.00 Sold USD 12,914,263.62 1.09% 02/28/2023 0.01%
PUT MSCI EMERGING MARKETS 02/02/2023 950 02/02/2023 -0.00%
PUT MSCI EAFE INDEX 02/02/2023 1900 02/02/2023 -0.00%
CALL MSCI EMERGING MARKE 02/02/2023 1070 -0.00%
S+P 500 INDEX FEB23 3760 PUT 0.00% 02/08/2023 -0.00%
SPXW US 02/13/23 P3825 0.00% 02/13/2023 -0.00%
CALL MSCI EAFE INDEX 02/02/2023 2150 -0.00%
S+P 500 INDEX FEB23 3900 PUT 0.00% 02/06/2023 -0.00%
CALL MSCI EMERGING MARKE 10/02/2023 1080 -0.00%
S+P 500 INDEX FEB23 3750 PUT 0.00% 02/17/2023 -0.00%
S+P 500 INDEX FEB23 3925 PUT -0.00%
CALL MSCI EMERGING MARKE 16/02/2023 1090 02/16/2023 -0.00%
S+P 500 INDEX FEB23 3950 PUT 0.00% 02/03/2023 -0.00%
PUT MSCI EMERGING MARKET 02/02/2023 1025 -0.01%
Forward contract Bought GBP 1,243,350.00 Sold USD 1,539,354.33 1.24% 02/28/2023 -0.01%
CALL MSCI EMERGING MARKE 02/02/2023 1040 02/02/2023 -0.01%
S+P 500 INDEX FEB23 4190 CALL 0.00% 02/10/2023 -0.01%
S+P 500 INDEX FEB23 4150 CALL 0.00% 02/03/2023 -0.01%
CALL MSCI EAFE INDEX 09/02/2023 2160 -0.01%
PUT MSCI EMERGING MARKET 16/02/2023 1000 02/16/2023 -0.01%
PUT MSCI EAFE INDEX 02/02/2023 2075 -0.01%
S+P 500 INDEX FEB23 4150 CALL 0.00% 02/06/2023 -0.01%
PUT MSCI EAFE INDEX 17/02/2023 2000 02/17/2023 -0.01%
PUT MSCI EMERGING MARKET 10/02/2023 1020 -0.01%
S+P 500 INDEX FEB23 3850 PUT 0.00% 02/22/2023 -0.01%
S+P 500 INDEX FEB23 3945 PUT 0.00% 02/10/2023 -0.01%
S+P 500 INDEX FEB23 4140 CALL -0.01%
CALL MSCI EAFE INDEX 17/02/2023 2170 02/17/2023 -0.01%
S+P 500 INDEX FEB23 3850 PUT -0.01%
S+P 500 INDEX FEB23 4150 CALL 0.00% 02/13/2023 -0.01%
S+P 500 INDEX FEB23 4075 CALL 0.00% 02/01/2023 -0.01%
PUT MSCI EAFE INDEX 09/02/2023 2060 -0.01%
S+P 500 INDEX FEB23 4190 CALL -0.01%
S+P 500 INDEX FEB23 4060 CALL 0.00% 02/01/2023 -0.02%
SPXW US 02/22/23 C4150 0.00% 02/22/2023 -0.02%
SPXW US 02/08/23 C4100 0.00% 02/08/2023 -0.02%
S+P 500 INDEX FEB23 4070 CALL 0.00% 02/03/2023 -0.02%
Forward contract Bought GBP 5,331,330.00 Sold USD 6,600,559.73 1.24% 02/28/2023 -0.03%
S+P 500 INDEX FEB23 4095 CALL 0.00% 02/17/2023 -0.03%
CALL MSCI EAFE INDEX 02/02/2023 2070 02/02/2023 -0.05%

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.