Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
105.37%
(a)(b)
CALL
OPTIONS
-
96.56%
EEM
iShares
MSCI
Emerging
Markets
ETF
,
Expires
6/30/2023
,
Strike
Price
$
0.40
.........................
9,488
$
37,914,048
$
36,569,300
36,569,300
PUT
OPTIONS
-
8.81%
EEM
iShares
MSCI
Emerging
Markets
ETF
,
Expires
6/30/2023
,
Strike
Price
$
40.10
........................
9,488
37,914,048
3,334,849
3,334,849
TOTAL
PURCHASED
OPTIONS
(Cost
$
40,058,798
)
....
39,904,149
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.15%
Money
Market
Deposit
Account
-
0.15%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
56,517
56,517
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
56,517
)
..
56,517
Total
Investments
(Cost
$
40,115,315
)
-
105
.52
%
..
39,960,666
Liabilities
in
E
xcess
of
Other
Assets
-
(
5
.52
)
%
........
(
2,088,309
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
37,872,357
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
105.37
%
Short
Term
Investments
.......................................
0.15
Total
Investments
..............................................
105.52
Liabilities
in
Excess
of
Other
Assets
.....................
(5.52
)
Net
Assets
........................................................
100.00
%
Percentages
are
stated
as
a
percent
of
net
assets.
(a)
Exchange-Traded.
(b)
Purchased
option
contracts
are
held
in
connection
with
corresponding
option
contracts
written
short.
(c)
The
U.S.
Bank
Money
Market
Deposit
Account
(the
“MMDA”)
is
a
short-term
investment
vehicle
in
which
the
Fund
holds
cash
balances.
The
MMDA
will
bear
interest
at
a
variable
rate
that
is
determined
based
on
conditions
and
may
change
daily
and
by
any
amount.
The
rate
shown
is
as
of
July
31,
2022.