| Written Call Options (Exchange-Traded) — (3.2)% | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| NASDAQ 100 Index | 2 | $2,636,270 | $12,600 | 4/3/23 | $ (115,820) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 12,500 | 4/5/23 | (137,810) | ||
| Written Call Options (Exchange-Traded) (continued) | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| NASDAQ 100 Index | 3 | $3,954,405 | $12,200 | 4/6/23 | $ (297,120) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 12,200 | 4/10/23 | (199,230) | ||
| NASDAQ 100 Index | 3 | 3,954,405 | 12,400 | 4/12/23 | (245,760) | ||
| NASDAQ 100 Index | 3 | 3,954,405 | 12,900 | 4/14/23 | (122,700) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 12,800 | 4/17/23 | (99,130) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 13,100 | 4/19/23 | (60,560) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 13,000 | 4/21/23 | (76,740) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 13,100 | 4/24/23 | (66,760) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 13,100 | 4/26/23 | (71,280) | ||
| NASDAQ 100 Index | 2 | 2,636,270 | 13,300 | 4/28/23 | (54,250) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,100 | 4/3/23 | (22,330) | ||
| S&P 500 Index | 10 | 4,109,310 | 4,060 | 4/5/23 | (59,700) | ||
| S&P 500 Index | 11 | 4,520,241 | 3,970 | 4/6/23 | (156,475) | ||
| S&P 500 Index | 11 | 4,520,241 | 3,950 | 4/10/23 | (181,005) | ||
| S&P 500 Index | 11 | 4,520,241 | 3,950 | 4/12/23 | (187,440) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,025 | 4/14/23 | (123,750) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,010 | 4/17/23 | (139,590) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,075 | 4/19/23 | (91,630) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,010 | 4/21/23 | (150,205) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,075 | 4/24/23 | (100,375) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,075 | 4/26/23 | (104,995) | ||
| S&P 500 Index | 11 | 4,520,241 | 4,135 | 4/28/23 | (71,720) | ||
| Total | $(2,936,375) | ||||||
| Abbreviations: | |
| ADR | – American Depositary Receipt |
| 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 |
| Affiliated Fund | ||||||||
| Liquidity Fund, Institutional Class(1) | $98,811 | $3,949,115 | $(3,717,917) | $ — | $ — | $330,009 | $5,209 | 330,009 |
| (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 | $95,387,785* | $ — | $ — | $95,387,785 |
| Short-Term Investments | 330,009 | — | — | 330,009 |
| Total Investments | $95,717,794 | $ — | $ — | $95,717,794 |
| Liability Description | ||||
| Written Call Options | $(2,936,375) | $ — | $ — | $(2,936,375) |
| Total | $(2,936,375) | $ — | $ — | $(2,936,375) |
| * | The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments. |