Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
106.19%
(a)(b)
CALL
OPTIONS
-
88.89%
IWM
iShares
Russell
2000
ETF
,
Expires
12/30/2022
,
Strike
Price
$
1.78
........................
5,272
$
98,718,200
$
96,630,488
96,630,488
PUT
OPTIONS
-
17.30%
IWM
iShares
Russell
2000
ETF
,
Expires
12/30/2022
,
Strike
Price
$
222.45
....................
5,272
98,718,200
18,810,496
18,810,496
TOTAL
PURCHASED
OPTIONS
(Cost
$
123,593,029
)
..
115,440,984
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.41%
Money
Market
Deposit
Account
-
0.41%
U.S.
Bank
Money
Market
Deposit
Account
,
1
.600
%
(c)
$
442,761
442,761
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
442,761
)
442,761
Total
Investments
(Cost
$
124,035,790
)
-
106
.60
%
115,883,745
Liabilities
in
E
xcess
of
Other
Assets
-
(
6
.60
)
%
........
(
7,173,478
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
108,710,267
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
106.19
%
Short
Term
Investments
.......................................
0.41
Total
Investments
..............................................
106.60
Liabilities
in
Excess
of
Other
Assets
.....................
(6.60
)
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.