Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
106.24%
(a)(b)
CALL
OPTIONS
-
101.99%
IWM
iShares
Russell
2000
ETF
,
Expires
12/29/2023
,
Strike
Price
$
1.74
........................
6,918
$
132,465,864
$
129,500,777
129,500,777
PUT
OPTIONS
-
4.25%
IWM
iShares
Russell
2000
ETF
,
Expires
12/29/2023
,
Strike
Price
$
174.36
....................
6,918
132,465,864
5,394,382
5,394,382
TOTAL
PURCHASED
OPTIONS
(Cost
$
128,364,523
)
..
134,895,159
Principal
Amount
SHORT
TERM
INVESTMENTS
-
0.25%
Money
Market
Deposit
Account
-
0.25%
U.S.
Bank
Money
Market
Deposit
Account
,
3
.900
%
(c)
$
322,418
322,418
TOTAL
SHORT
TERM
INVESTMENTS
(Cost
$
322,418
)
322,418
Total
Investments
(Cost
$
128,686,941
)
-
106
.49
%
135,217,577
Liabilities
in
E
xcess
of
Other
Assets
-
(
6
.49
)
%
........
(
8,244,473
)
TOTAL
NET
ASSETS
-
100
.00
%
.............................
$
126,973,104
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
106.24
%
Short
Term
Investments
.......................................
0.25
Total
Investments
..............................................
106.49
Liabilities
in
Excess
of
Other
Assets
.....................
(6.49
)
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.