Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
99.04%
(a)(b)
CALL
OPTIONS
-
99.04%
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
3/31/2023
,
Strike
Price
$
451.63
........................................
81
$
3,292,488
$
3,000
SPY
SPDR
S&P
500®
Trust
ETF
,
Expires
3/31/2023
,
Strike
Price
$
3.57
............................................
81
3,292,488
3,251,514
3,254,514
TOTAL
PURCHASED
OPTIONS
(Cost
$
3,905,261
)
......
3,254,514
Principal
Amount
SHORT
TERM
INVESTMENTS
-
1.03%
Money
Market
Deposit
Account
-
1.03%
U.S.
Bank
Money
Market
Deposit
Account
,
3
.900
%
(c)
$
33,916
33,916
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
33,916
)
..
33,916
Total
Investments
(Cost
$
3,939,177
)
-
100
.07
%
....
3,288,430
Liabilities
in
E
xcess
of
Other
Assets
-
(
0
.07
)
%
........
(
2,374
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
3,286,056
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
99.04
%
Short
Term
Investments
.......................................
1.03
Total
Investments
..............................................
100.07
Liabilities
in
Excess
of
Other
Assets
.....................
(0.07
)
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.