NPORT-EX 2 arin.htm
Arin Large Cap Theta Fund
            
                   
Schedule of Investments
            
                   
As of February 28, 2022
            
       
Number of
Contracts
Exercise
Price
Expiration
Date

Notional Value

Value (Note 1)
                   
CALL OPTIONS PURCHASED - 94.74%
          
 
* 
S&P 500 Index Call Option (a)
50
 $ 4,500
  
3/4/2022
 $    21,869,700
 $          37,500
 
* 
S&P 500 Index Call Option (a)
254
       200
  
3/18/2022
     111,098,076
     105,863,390
 
* 
S&P 500 Index Call Option (a)
1
       400
  
3/18/2022
           437,394
           397,015
 
* 
S&P 500 Index Call Option (a)
1
       800
  
3/18/2022
           437,394
           356,790
 
* 
S&P 500 Index Call Option (a)
1
    1,000
  
3/18/2022
           437,394
           336,685
 
* 
S&P 500 Index Call Option (a)
30
       200
  
4/14/2022
       13,121,820
       12,493,650
 
* 
S&P 500 Index Call Option (a)
143
       200
  
4/14/2022
       62,547,342
       59,563,075
                   
   
Total Call Options Purchased (Premiums Paid $178,516,748)
  
     179,048,105
                   
PUT OPTIONS PURCHASED - 36.74%
          
 
* 
S&P 500 Index Put Option (a)
100
    4,200
  
3/4/2022
       43,739,400
           133,000
 
* 
S&P 500 Index Put Option (a)
756
    1,900
  
3/18/2022
     330,669,864
               5,670
 
* 
S&P 500 Index Put Option (a)
408
    2,000
  
3/18/2022
     178,456,752
               5,100
 
* 
S&P 500 Index Put Option (a)
115
    6,200
  
3/18/2022
       50,300,310
       21,043,850
 
* 
S&P 500 Index Put Option (a)
2,000
    2,000
  
4/14/2022
     874,788,000
           230,000
 
* 
S&P 500 Index Put Option (a)
22
    7,200
  
4/14/2022
         9,622,668
        6,228,530
 
* 
S&P 500 Index Put Option (a)
143
    7,200
  
4/14/2022
       62,547,342
       40,491,880
 
* 
S&P 500 Index Put Option (a)
2,500
    2,000
  
5/20/2022
  1,093,485,000
           900,000
 
* 
S&P 500 Index Put Option (a)
818
    1,900
  
6/17/2022
     357,788,292
           392,640
                   
   
Total Put Options Purchased (Premiums Paid $69,965,682)
  
       69,430,670
                   
Investments, at value (Cost $248,482,430) - 131.48%
        
 $  248,478,775
                   
Options Written (Premiums Received $65,651,122) - (34.72)%
      
      (65,610,942)
                   
Other Assets Less Liabilities  - 3.24%
          
        6,118,536
                   
 
Net Assets - 100%
          
 $  188,986,369
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
                   
See Notes to Financial Statements
          
(Continued)

Arin Large Cap Theta Fund
            
                   
Schedule of Investments - Schedule of Options Written
        
                   
As of February 28, 2022
            
       
 Number of
Contracts
 Exercise
Price
 Expiration
Date
Notional
Value
 
Value (Note 1)
                   
CALL OPTIONS WRITTEN - 29.35%
            
 
* 
S&P 500 Index Call Option (a)
50
 $ 4,550
  
3/4/2022
 $    21,869,700
 $          11,500
 
* 
S&P 500 Index Call Option (a)
2
       600
  
3/18/2022
           874,788
           753,980
 
* 
S&P 500 Index Call Option (a)
5
    1,100
  
3/18/2022
         2,186,970
        1,634,750
 
* 
S&P 500 Index Call Option (a)
102
    1,200
  
3/18/2022
       44,614,188
       32,334,000
 
* 
S&P 500 Index Call Option (a)
4
    1,300
  
3/18/2022
         1,749,576
        1,228,060
 
* 
S&P 500 Index Call Option (a)
29
    1,400
  
3/18/2022
       12,684,426
        8,608,360
 
* 
S&P 500 Index Call Option (a)
115
    6,200
  
3/18/2022
       50,300,310
                 575
 
* 
S&P 500 Index Call Option (a)
10
       600
  
4/14/2022
         4,373,940
        3,765,450
 
* 
S&P 500 Index Call Option (a)
20
       800
  
4/14/2022
         8,747,880
        7,131,100
 
* 
S&P 500 Index Call Option (a)
143
    7,200
  
4/14/2022
       62,547,342
                 357
                   
   
Total Call Options Written (Premiums Received $55,163,902)
  
       55,468,132
                   
PUT OPTIONS WRITTEN - 5.37%
            
 
* 
S&P 500 Index Put Option (a)
100
    4,100
  
3/4/2022
       43,739,400
             60,000
 
* 
S&P 500 Index Put Option (a)
415
    4,500
  
3/4/2022
     181,518,510
        5,513,275
 
* 
S&P 500 Index Put Option (a)
115
       200
  
3/18/2022
       50,300,310
                 287
 
* 
S&P 500 Index Put Option (a)
143
       200
  
4/14/2022
       62,547,342
                 358
 
* 
S&P 500 Index Put Option (a)
20
    6,400
  
4/14/2022
         8,747,880
        4,062,700
 
* 
S&P 500 Index Put Option (a)
2
    6,900
  
4/14/2022
           874,788
           506,190
                   
   
Total Put Options Written (Premiums Received $10,487,220)
  
       10,142,810
                   
 
Total Options Written (Premiums Received $65,651,122)
      
 $    65,610,942
                   
                   
     
Summary of Investments
          
     
(Unaudited)
  
% of Net
        
         
Assets
  
Value
    
     
Call Options Purchased
94.74%
  
 $179,048,105
    
     
Put Options Purchased
36.74%
  
     69,430,670
    
     
Call Options Written
-29.35%
  
    (55,468,132)
    
     
Put Options Written
-5.37%
  
    (10,142,810)
    
     
Other Assets Less Liabilities
3.24%
  
       6,118,536
    
     
Total Net Assets
  
100.00%
  
 $188,986,369
    
                   
                   
* 
Non-income producing investment
            
(a) 
Counterparty is Interactive Brokers LLC.