Shares
Value
EXCHANGE
TRADED
FUNDS
-
30.67%
iShares
0-3
Month
Treasury
Bond
ETF
(a)
......................................................................
406
$
40,872
iShares
iBoxx
$
Investment
Grade
Corporate
Bond
ETF
(a)
................................................
417
42,542
SPDR
Portfolio
Intermediate
Term
Corporate
Bond
ETF
(a)
................................................
2,786
87,620
Vanguard
Intermediate-Term
Corporate
Bond
ETF
(a)
.......................................................
1,132
86,009
Vanguard
Short-Term
Treasury
ETF
(a)
...........................................................................
703
40,493
TOTAL
EXCHANGE
TRADED
FUNDS
(Cost
$
308,482
)
........................................................
297,536
Principal
Amount
U.S.
TREASURY
NOTE
-
23.66%
United
States
Treasury
Note
,
0
.250
%
,
5/15/2024
(a)
......................................................
$
237,000
229,480
TOTAL
U.S.
TREASURY
NOTE
(Cost
$
230,689
)
.................................................................
229,480
Contracts
Notional
Amount
PURCHASED
OPTIONS
-
108.92%
(b)(c)
CALL
OPTIONS
-
108.85%
S&P
500
Mini
Index
,
Expires
5/10/2024
,
Strike
Price
$
420.71
.........................................
23
$
986,263
78,466
S&P
500
Mini
Index
,
Expires
5/10/2024
,
Strike
Price
$
0.43
............................................
23
986,263
977,491
1,055,957
PUT
OPTIONS
-
0.07%
S&P
500
Mini
Index
,
Expires
5/10/2024
,
Strike
Price
$
165.94
.........................................
23
986,263
709
TOTAL
PURCHASED
OPTIONS
(Cost
$
1,018,193
)
.............................................................
1,056,666
Total
Investments
(Cost
$
1,557,364
)
-
163
.25
%
...........................................................
1,583,682
Liabilities
in
E
xcess
of
Other
Assets
-
(
63
.25
)
%
.............................................................
(
613,629
)
TOTAL
NET
ASSETS
-
100
.00
%
....................................................................................
$
970,053
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
$527,016.
(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
.....................................
5/10/2024
$
165.94
23
$
(986,263)
$
(610,641)
Put
Options
S&P
500
Mini
Index
.....................................
5/10/2024
372.40
23
(986,263)
(14,291)
TOTAL
OPTIONS
WRITTEN
(Premiums
Received
$611,053)
$
(624,932)