Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
104.37%
(a)(b)
CALL
OPTIONS
-
98.88%
EFA
iShares
MSCI
EAFE
ETF
,
Expires
6/30/2023
,
Strike
Price
$
0.62
...........................................
16,627
$
109,272,644
$
105,395,568
105,395,568
PUT
OPTIONS
-
5.49%
EFA
iShares
MSCI
EAFE
ETF
,
Expires
6/30/2023
,
Strike
Price
$
62.49
..........................................
16,627
109,272,644
5,857,905
5,857,905
TOTAL
PURCHASED
OPTIONS
(Cost
$
107,694,735
)
..
111,253,473
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.20%
Money
Market
Deposit
Account
-
0.20%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
210,542
210,542
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
210,542
)
210,542
Total
Investments
(Cost
$
107,905,277
)
-
104
.57
%
.
111,464,015
Liabilities
in
E
xcess
of
Other
Assets
-
(
4
.57
)
%
........
(
4,873,141
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
106,590,874
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
104.37
%
Short
Term
Investments
.......................................
0.20
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.
(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.