Shares
Value
EXCHANGE
TRADED
FUNDS
-
33.91%
iShares
0-3
Month
Treasury
Bond
ETF
(a)
......................................................................
698
$
70,268
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
(a)
................................................
496
50,602
SPDR
Portfolio
Intermediate
Term
Corporate
Bond
ETF
(a)
................................................
3,263
102,621
Vanguard
Intermediate-Term
Corporate
Bond
ETF
(a)
.......................................................
1,340
101,813
Vanguard
Short-Term
Treasury
ETF
(a)
...........................................................................
406
23,386
TOTAL
EXCHANGE
TRADED
FUNDS
(Cost
$
355,651
)
........................................................
348,690
Contracts
Notional
Amount
PURCHASED
OPTIONS
-
101.31%
(b)(c)
CALL
OPTIONS
-
101.27%
S&P
500
Mini
Index
,
Expires
3/11/2024
,
Strike
Price
$
448.76
.........................................
17
$
728,977
19,929
S&P
500
Mini
Index
,
Expires
3/11/2024
,
Strike
Price
$
0.67
............................................
24
1,029,144
1,021,546
1,041,475
PUT
OPTIONS
-
0.04%
S&P
500
Mini
Index
,
Expires
3/11/2024
,
Strike
Price
$
180.18
.........................................
24
1,029,144
450
TOTAL
PURCHASED
OPTIONS
(Cost
$
1,110,396
)
.............................................................
1,041,925
Total
Investments
(Cost
$
1,466,047
)
-
135
.22
%
...........................................................
1,390,615
Liabilities
in
E
xcess
of
Other
Assets
-
(
35
.22
)
%
.............................................................
(
362,223
)
TOTAL
NET
ASSETS
-
100
.00
%
....................................................................................
$
1,028,392
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
$348,690.
(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
.....................................
3/11/2024
$
180.18
24
$
(1,029,144)
$
(602,112)
Put
Options
S&P
500
Mini
Index
.....................................
3/11/2024
403.88
24
(1,029,144)
(20,705)
TOTAL
OPTIONS
WRITTEN
(Premiums
Received
$663,324)
$
(622,817)