Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
109.19%
(a)(b)
CALL
OPTIONS
-
103.26%
IWM
iShares
Russell
2000
ETF
,
Expires
6/30/2023
,
Strike
Price
$
1.69
............................................
3,615
$
67,690,875
$
66,135,006
66,135,006
PUT
OPTIONS
-
5.93%
IWM
iShares
Russell
2000
ETF
,
Expires
6/30/2023
,
Strike
Price
$
169.36
........................................
3,615
67,690,875
3,798,790
3,798,790
TOTAL
PURCHASED
OPTIONS
(Cost
$
65,889,567
)
....
69,933,796
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.25%
Money
Market
Deposit
Account
-
0.25%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
160,974
160,974
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
160,974
)
160,974
Total
Investments
(Cost
$
66,050,541
)
-
109
.44
%
..
70,094,770
Liabilities
in
E
xcess
of
Other
Assets
-
(
9
.44
)
%
........
(
6,049,315
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
64,045,455
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
109.19
%
Short
Term
Investments
.......................................
0.25
Total
Investments
..............................................
109.44
Liabilities
in
Excess
of
Other
Assets
.....................
(9.44
)
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.