| Written Call Options (Exchange-Traded) — (1.1)% | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| S&P 500 Index | 57 | $ | 38,124,222 | $ | 6,525 | 10/1/25 | $ (894,045) |
| S&P 500 Index | 57 | 38,124,222 | 6,590 | 10/3/25 | (585,675) | ||
| S&P 500 Index | 57 | 38,124,222 | 6,575 | 10/6/25 | (675,051) | ||
| S&P 500 Index | 57 | 38,124,222 | 6,625 | 10/8/25 | (375,003) | ||
| S&P 500 Index | 57 | 38,124,222 | 6,675 | 10/10/25 | (345,705) | ||
| S&P 500 Index | 56 | 37,455,376 | 6,675 | 10/13/25 | (342,720) | ||
| S&P 500 Index | 56 | 37,455,376 | 6,700 | 10/15/25 | (311,080) | ||
| Written Call Options (Exchange-Traded) (continued) | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| S&P 500 Index | 56 | $ | 37,455,376 | $ | 6,735 | 10/17/25 | $ (261,520) |
| S&P 500 Index | 56 | 37,455,376 | 6,750 | 10/20/25 | (264,880) | ||
| S&P 500 Index | 56 | 37,455,376 | 6,750 | 10/22/25 | (275,520) | ||
| S&P 500 Index | 57 | 38,124,222 | 6,730 | 10/24/25 | (378,252) | ||
| S&P 500 Index | 56 | 37,455,376 | 6,760 | 10/27/25 | (290,920) | ||
| Total | $(5,000,371) | ||||||
| Abbreviations: | |
| REITs | – Real Estate Investment Trusts |
| Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
| Short-Term Investments | ||||||||
| Liquidity Fund, Institutional Class(1) | $1,825,009 | $43,025,676 | $(43,750,126) | $ — | $ — | $1,100,559 | $75,843 | 1,100,559 |
| (1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
| • | Level 1 – quoted prices in active markets for identical investments |
| • | Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| • | Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
| Asset Description | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | $475,669,148* | $ — | $ — | $475,669,148 |
| Short-Term Investments | 1,100,559 | — | — | 1,100,559 |
| Total Investments | $476,769,707 | $ — | $ — | $476,769,707 |
| Liability Description | ||||
| Written Call Options | $ (5,000,371) | $ — | $ — | $ (5,000,371) |
| Total | $ (5,000,371) | $ — | $ — | $ (5,000,371) |
| * | The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments. |