Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
104.57%
(a)(b)
CALL
OPTIONS
-
98.26%
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
7/31/2023
,
Strike
Price
$
4.11
............................................
758
$
31,228,842
$
30,434,458
30,434,458
PUT
OPTIONS
-
6.31%
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
7/31/2023
,
Strike
Price
$
391.39
........................................
758
31,228,842
1,954,124
1,954,124
TOTAL
PURCHASED
OPTIONS
(Cost
$
32,391,764
)
....
32,388,582
Total
Investments
(Cost
$
32,391,764
)
-
104
.57
%
..
32,388,582
Liabilities
in
E
xcess
of
Other
Assets
-
(
4
.57
)
%
........
(
1,415,964
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
30,972,618
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
104.57
%
Total
Investments
..............................................
104.57
Liabilities
in
Excess
of
Other
Assets
.....................
(4.57
)
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.