Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
99.88%
(a)(b)
CALL
OPTIONS
-
99.88%
QQQ
Investco
QQQ
Trust
Series
1
,
Expires
12/30/2022
,
Strike
Price
$
397.87
....................
416
$
13,123,136
$
50,999
QQQ
Investco
QQQ
Trust
Series
1
,
Expires
12/30/2022
,
Strike
Price
$
3.19
........................
208
6,561,568
6,466,635
6,517,634
TOTAL
PURCHASED
OPTIONS
(Cost
$
9,047,650
)
......
6,517,634
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.58%
Money
Market
Deposit
Account
-
0.58%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
37,893
37,893
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
37,893
)
..
37,893
Total
Investments
(Cost
$
9,085,543
)
-
100
.46
%
....
6,555,527
Liabilities
in
E
xcess
of
Other
Assets
-
(
0
.46
)
%
........
(
29,952
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
6,525,575
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
99.88
%
Short
Term
Investments
.......................................
0.58
Total
Investments
..............................................
100.46
Liabilities
in
Excess
of
Other
Assets
.....................
(0.46
)
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.