Principal
Value
U.S.
Treasury
Bills
–
256.7%
U.S.
Treasury
Bill,
5.22%,
10/1/2024(a)
........................................
$
2,000,000
$
2,000,000
U.S.
Treasury
Bill,
5.23%,
10/29/2024(a)(b)
.....................................
15,050,000
14,994,604
U.S.
Treasury
Bill,
4.75%,
11/7/2024(a)(c)
......................................
37,000,000
36,822,225
U.S.
Treasury
Bill,
4.81%,
1/14/2025(a)
........................................
4,500,000
4,441,531
Total
U.S.
Treasury
Bills
(Cost
$58,253,942)
........................................
58,258,360
Number
of
Contracts
Notional
Amount
Purchased
Options
–
0.2%
Puts
–
Exchange-Traded
–
0.2%
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
October
Strike
Price
$77,
Expires
10/18/24(d)
............................................
586
4,512,200
2,930
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
October
Strike
Price
$78,
Expires
10/18/24(d)
............................................
832
6,489,600
5,824
Nasdaq
100
Index,
October
Strike
Price
$17,300,
Expires
10/03/24(d)
......
3
5,190,000
75
Nasdaq
100
Index,
October
Strike
Price
$17,700,
Expires
10/04/24(d)
......
3
5,310,000
150
Nasdaq
100
Index,
October
Strike
Price
$18,150,
Expires
10/09/24(d)
......
3
5,445,000
1,530
Nasdaq
100
Index,
October
Strike
Price
$18,000,
Expires
10/11/24(d)
......
3
5,400,000
2,850
Russell
2000
Index,
October
Strike
Price
$1,980,
Expires
10/03/24(d)
......
30
5,940,000
300
Russell
2000
Index,
October
Strike
Price
$2,015,
Expires
10/07/24(d)
......
34
6,851,000
680
Russell
2000
Index,
October
Strike
Price
$1,990,
Expires
10/09/24(d)
......
37
7,363,000
2,035
Russell
2000
Index,
October
Strike
Price
$2,000,
Expires
10/11/24(d)
......
37
7,400,000
4,440
S&P
500
Index,
October
Strike
Price
$5,125,
Expires
10/03/24(d)
.........
13
6,662,500
130
S&P
500
Index,
October
Strike
Price
$5,250,
Expires
10/04/24(d)
.........
14
7,350,000
560
S&P
500
Index,
October
Strike
Price
$5,500,
Expires
10/07/24(d)
.........
32
17,600,000
5,920
S&P
500
Index,
October
Strike
Price
$5,300,
Expires
10/09/24(d)
.........
15
7,950,000
2,588
S&P
500
Index,
October
Strike
Price
$5,290,
Expires
10/11/24(d)
.........
16
8,464,000
4,600
SPDR
Gold
Shares,
October
Strike
Price
$220,
Expires
10/03/24(d)
.......
631
13,882,000
1,262
SPDR
Gold
Shares,
October
Strike
Price
$225,
Expires
10/04/24(d)
.......
515
11,587,500
1,287
SPDR
Gold
Shares,
October
Strike
Price
$220,
Expires
10/11/24(d)
.......
318
6,996,000
1,908
SPDR
Gold
Shares,
October
Strike
Price
$225,
Expires
10/11/24(d)
.......
546
12,285,000
5,460
44,529
Total
Purchased
Options
(Cost
$95,308)
.............................................
44,529
Total
Investments
–
256.9%
(Cost
$58,349,250)
............................................................
$
58,302,889
Liabilities
in
Excess
of
Other
Assets
–
(156.9)%
.......................................
(35,605,674)
Net
Assets
–
100.0%
............................................................
$
22,697,215
Number
of
Contracts
Notional
Amount
Written
Options
–
(0.6)%
Puts
–
Exchange-Traded
–
(0.6)%
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
October
Strike
Price
$79,
Expires
10/18/24
..............................................
(586)
$
(4,629,400)
$
(5,860)
iShares
iBoxx
High
Yield
Corporate
Bond
ETF,
October
Strike
Price
$79.5,
Expires
10/18/24
..............................................
(832)
(6,614,400)
(16,224)
Nasdaq
100
Index,
October
Strike
Price
$18,300,
Expires
10/03/24
........
(3)
(5,490,000)
(255)
