Contracts
Notional
Amount
Value
PURCHASED
OPTIONS
-
112.30%
(a)(b)
CALL
OPTIONS
-
112.30%
SPDR
S&P
500
ETF
,
Expires
3/28/2024
,
Strike
Price
$
429.86
.............................
131
$
6,325,728
$
746,417
SPDR
S&P
500
ETF
,
Expires
3/28/2024
,
Strike
Price
$
4.13
.................................
80
3,863,040
3,822,850
SPDR
S&P
500
ETF
,
Expires
6/28/2024
,
Strike
Price
$
465.44
.............................
137
6,615,456
457,770
SPDR
S&P
500
ETF
,
Expires
6/28/2024
,
Strike
Price
$
4.47
.................................
76
3,669,888
3,616,827
SPDR
S&P
500
ETF
,
Expires
9/30/2024
,
Strike
Price
$
448.85
.............................
136
6,567,168
741,362
SPDR
S&P
500
ETF
,
Expires
9/30/2024
,
Strike
Price
$
4.31
.................................
81
3,911,328
3,845,764
SPDR
S&P
500
ETF
,
Expires
12/31/2024
,
Strike
Price
$
499.08
.............................
144
6,953,472
385,407
SPDR
S&P
500
ETF
,
Expires
12/31/2024
,
Strike
Price
$
4.80
................................
83
4,007,904
3,928,284
TOTAL
PURCHASED
OPTIONS
(Cost
$
17,171,826
)
......................................
17,544,681
Principal
Amount
SHORT-TERM
INVESTMENTS
-
0.21%
Money
Market
Deposit
Account
-
0.21%
U.S.
Bank
Money
Market
Deposit
Account
,
5
.200
%
(c)
............................................
$
32,226
32,226
TOTAL
SHORT-TERM
INVESTMENTS
(Cost
$
32,226
)
............................................
32,226
Total
Investments
(Cost
$
17,204,052
)
-
112
.51
%
.............................................
17,576,907
Liabilities
in
E
xcess
of
Other
Assets
-
(
12
.51
)
%
.................................................
(
1,955,041
)
TOTAL
NET
ASSETS
-
100
.00
%
..................
$
15,621,866
Asset
Type
%
of
Net
Assets
Purchased
Options
..............................................
112.30
%
Short
Term
Investments
.......................................
0.21
Total
Investments
..............................................
112.51
Liabilities
in
Excess
of
Other
Assets
.....................
(12.51
)
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.