Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
103.87%
(a)(b)
CALL
OPTIONS
-
103.87%
QQQ
Investco
QQQ
Trust
Series
1
,
Expires
3/31/2023
,
Strike
Price
$
362.54
......................
550
$
17,350,300
$
566,551
QQQ
Investco
QQQ
Trust
Series
1
,
Expires
3/31/2023
,
Strike
Price
$
2.91
..........................
275
8,675,150
8,539,456
9,106,007
TOTAL
PURCHASED
OPTIONS
(Cost
$
11,989,367
)
....
9,106,007
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.81%
Money
Market
Deposit
Account
-
0.81%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
71,257
71,257
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
71,257
)
..
71,257
Total
Investments
(Cost
$
12,060,624
)
-
104
.68
%
..
9,177,264
Liabilities
in
E
xcess
of
Other
Assets
-
(
4
.68
)
%
........
(
410,755
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
8,766,509
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
103.87
%
Short
Term
Investments
.......................................
0.81
Total
Investments
..............................................
104.68
Liabilities
in
Excess
of
Other
Assets
.....................
(4.68
)
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.