Shares
Value
EXCHANGE
TRADED
FUNDS
-
31.67%
iShares
0-3
Month
Treasury
Bond
ETF
(a)
......................................................................
372
$
37,449
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
(a)
................................................
376
38,360
SPDR
Portfolio
Intermediate
Term
Corporate
Bond
ETF
(a)
................................................
2,537
79,789
Vanguard
Intermediate-Term
Corporate
Bond
ETF
(a)
.......................................................
1,028
78,107
Vanguard
Short-Term
Treasury
ETF
(a)
...........................................................................
639
36,806
TOTAL
EXCHANGE
TRADED
FUNDS
(Cost
$281,116)
........................................................
270,511
Principal
Amount
U.S.
TREASURY
NOTE
-
24.32%
United
States
Treasury
Note,
0.375%,
4/15/2024
(a)
......................................................
$
213,400
207,737
TOTAL
U.S.
TREASURY
NOTE
(Cost
$208,649)
.................................................................
207,737
Contracts
Notional
Amount
PURCHASED
OPTIONS
-
112.20%
(b)(c)
CALL
OPTIONS
-
110.90%
S&P
500
Mini
Index,
Expires
4/10/2024,
Strike
Price
$410.91
.........................................
14
$
600,334
53,952
S&P
500
Mini
Index,
Expires
4/10/2024,
Strike
Price
$0.41
............................................
21
900,501
893,394
947,346
PUT
OPTIONS
-
1.30%
S&P
500
Mini
Index,
Expires
4/10/2024,
Strike
Price
$369.82
........................................
21
900,501
10,698
S&P
500
Mini
Index,
Expires
4/10/2024,
Strike
Price
$164.78
........................................
21
900,501
456
11,154
TOTAL
PURCHASED
OPTIONS
(Cost
$943,413)
................................................................
958,500
Total
Investments
(Cost
$1,433,178)
-
168.19%
...........................................................
1,436,748
Liabilities
in
Excess
of
Other
Assets
-
(68.19)%
.............................................................
(582,538)
TOTAL
NET
ASSETS
- 100.00%
....................................................................................
$
854,210
Percentages
are
stated
as
a
percent
of
net
assets.
(a)
All
or
a
portion
of
each
of
these
securities
is
segregated
as
collateral
for
written
options. The
aggregate
value
of
the
securities
segregated
as
collateral
for
written
options
is
$478,248.
(b)
Exchange-Traded.
(c)
Purchased
option
contracts
are
held
in
connection
with
corresponding
written
option
contracts.
SCHEDULE
OF
OPTIONS
WRITTEN
September
30,
2023
(Unaudited)
Description
(a)
Expiration
Strike
Price
Contracts
Notional
Amount
Value
Call
Options
S&P
500
Mini
Index
.....................................
4/10/2024
$
164.78
21
$
(900,501)
$
(559,017)
Put
Options
S&P
500
Mini
Index
.....................................
4/10/2024
410.91
21
(900,501)
(23,748)
TOTAL
OPTIONS
WRITTEN
(Premiums
Received
$575,999)
$
(582,765)