Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
106.92%
(a)(b)
CALL
OPTIONS
-
106.92%
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
3/31/2023
,
Strike
Price
$
382.43
........................................
362
$
14,714,576
$
1,076,404
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
3/31/2023
,
Strike
Price
$
0.97
............................................
362
14,714,576
14,624,870
15,701,274
TOTAL
PURCHASED
OPTIONS
(Cost
$
14,515,606
)
....
15,701,274
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.22%
Money
Market
Deposit
Account
-
0.22%
U.S.
Bank
Money
Market
Deposit
Account
,
3
.900
%
(c)
$
32,724
32,724
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
32,724
)
..
32,724
Total
Investments
(Cost
$
14,548,330
)
-
107
.14
%
..
15,733,998
Liabilities
in
E
xcess
of
Other
Assets
-
(
7
.14
)
%
........
(
1,049,021
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
14,684,977
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
106.92
%
Short
Term
Investments
.......................................
0.22
Total
Investments
..............................................
107.14
Liabilities
in
Excess
of
Other
Assets
.....................
(7.14
)
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
January
31,
2023.