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Fund Holdings1,2 as of May 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
Vanguard S&P 500 UCITS ETF 0.00% 15.52%
iShares Core S&P 500 UCITS ETF 0.00% 14.33%
Vanguard FTSE Developed Europe UCITS ETF 8.34%
US DOLLARS 7.75%
iShares Core MSCI EM IMI UCITS ETF 5.49%
United States Treasury Bill 0.00% 06/13/2024 4.53%
United States Treasury Bill 0.00% 10/31/2024 3.35%
United States Treasury Bill 0.00% 11/29/2024 3.11%
United States Treasury Bill 0.00% 07/11/2024 2.75%
United States Treasury Bill 0.00% 09/05/2024 2.41%
United States Treasury Bill 0.00% 08/08/2024 2.36%
United States Treasury Bill 0.00% 02/20/2025 2.34%
iShares Core MSCI Japan IMI UCITS ETF 2.25%
iShares Core MSCI World UCITS ETF 2.24%
United States Treasury Bill 0.00% 03/20/2025 2.10%
iShares Core MSCI Pacific ex-Japan UCITS ETF 1.75%
United States Treasury Bill 0.00% 01/23/2025 1.66%
United States Treasury Bill 0.00% 06/06/2024 1.33%
United States Treasury Bill 0.00% 08/01/2024 1.32%
United States Treasury Note/Bond 1.25% 08/31/2024 1.19%
United States Treasury Note/Bond 0.63% 10/15/2024 1.18%
United States Treasury Note/Bond 3.88% 03/31/2025 1.09%
United States Treasury Note/Bond 1.75% 03/15/2025 1.07%
United States Treasury Note/Bond 0.38% 09/15/2024 0.99%
United States Treasury Bill 0.00% 06/04/2024 0.62%
United States Treasury Note/Bond 1.38% 01/31/2025 0.61%
United States Treasury Note/Bond 1.13% 01/15/2025 0.61%
iShares Core MSCI EM IMI UCITS ETF 0.39%
United States Treasury Bill 0.00% 12/26/2024 0.35%
United States Treasury Note/Bond 3.00% 07/31/2024 0.19%
United States Treasury Bill 0.00% 10/03/2024 0.19%
EURO 0.15%
POUNDS STERLING 0.03%
CALL MSCI EAFE INDEX 31/05/2024 2380 05/31/2024 0.00%
CALL MSCI EAFE INDEX 31/05/2024 2410 05/31/2024 0.00%
CALL MSCI EMERGING MARKE 31/05/2024 1100 05/31/2024 0.00%
CALL MSCI EMERGING MARKE 31/05/2024 1130 05/31/2024 0.00%
PUT MSCI EAFE INDEX 31/05/2024 2330 05/31/2024 0.00%
PUT MSCI EAFE INDEX 31/05/2024 2335 05/31/2024 0.00%
S+P 500 INDEX MAY24 5225 PUT 0.00% 05/31/2024 0.00%
S+P 500 INDEX MAY24 5230 PUT 0.00% 05/31/2024 0.00%
CALL MSCI EMERGING MARKE 06/06/2024 1105 06/06/2024 -0.00%
Forward contract Bought GBP 89,700.00 Sold USD 114,651.85 1.28% 06/27/2024 -0.00%
S+P 500 INDEX JUN24 5080 PUT 0.00% 06/07/2024 -0.00%
S+P 500 INDEX JUN24 5325 CALL 0.00% 06/03/2024 -0.00%
CALL MSCI EMERGING MARKE 20/06/2024 1120 06/20/2024 -0.00%
S+P 500 INDEX JUN24 5450 CALL 0.00% 06/12/2024 -0.00%
S+P 500 INDEX JUN24 5475 CALL 0.00% 06/17/2024 -0.00%
S+P 500 INDEX JUN24 5390 CALL 0.00% 06/10/2024 -0.00%
S+P 500 INDEX JUN24 5340 CALL 0.00% 06/05/2024 -0.00%
S+P 500 INDEX JUN24 5255 PUT 0.00% 06/03/2024 -0.00%
PUT MSCI EAFE INDEX 06/06/2024 2285 06/06/2024 -0.00%
S+P 500 INDEX JUN24 5360 CALL 0.00% 06/07/2024 -0.00%
S+P 500 INDEX JUN24 5205 PUT 0.00% 06/05/2024 -0.00%
CALL MSCI EAFE INDEX 06/06/2024 2400 06/06/2024 -0.00%
S+P 500 INDEX JUN24 5170 PUT 0.00% 06/12/2024 -0.00%
S+P 500 INDEX JUN24 5420 CALL 0.00% 06/21/2024 -0.00%
S+P 500 INDEX JUN24 5225 PUT 0.00% 06/10/2024 -0.00%
S+P 500 INDEX JUN24 5120 PUT 0.00% 06/26/2024 -0.01%
S+P 500 INDEX JUN24 5410 CALL 0.00% 06/26/2024 -0.01%
S+P 500 INDEX JUN24 5165 PUT 0.00% 06/21/2024 -0.01%
SPXW US 06/17/24 P5195 0.00% 06/17/2024 -0.01%
PUT MSCI EMERGING MARKET 06/06/2024 1045 06/06/2024 -0.01%
CALL MSCI EAFE INDEX 21/06/2024 2410 06/21/2024 -0.01%
PUT MSCI EAFE INDEX 21/06/2024 2300 06/21/2024 -0.01%
Forward contract Bought EUR 10,795,300.00 Sold USD 11,745,156.86 1.09% 06/27/2024 -0.02%
PUT MSCI EMERGING MARKET 20/06/2024 1055 06/20/2024 -0.02%
PUT MSCI EMERGING MARKET 31/05/2024 1075 05/31/2024 -0.04%
PUT MSCI EMERGING MARKET 31/05/2024 1080 05/31/2024 -0.05%
Forward contract Bought EUR 30,487,000.00 Sold USD 33,169,490.16 1.09% 06/27/2024 -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.