| Written Call Options (Exchange-Traded) — (0.5)% | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| S&P 500 Index | 56 | $ | 36,559,712 | $ | 6,975 | 4/1/26 | $ (168) |
| S&P 500 Index | 56 | 36,559,712 | 6,860 | 4/2/26 | (840) | ||
| S&P 500 Index | 56 | 36,559,712 | 6,800 | 4/6/26 | (2,520) | ||
| S&P 500 Index | 56 | 36,559,712 | 6,910 | 4/8/26 | (840) | ||
| Written Call Options (Exchange-Traded) (continued) | |||||||
| Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
| S&P 500 Index | 56 | $ | 36,559,712 | $ | 6,850 | 4/10/26 | $ (11,312) |
| S&P 500 Index | 56 | 36,559,712 | 6,840 | 4/13/26 | (24,080) | ||
| S&P 500 Index | 57 | 37,212,564 | 6,800 | 4/15/26 | (61,275) | ||
| S&P 500 Index | 57 | 37,212,564 | 6,700 | 4/17/26 | (247,950) | ||
| S&P 500 Index | 56 | 36,559,712 | 6,750 | 4/20/26 | (169,960) | ||
| S&P 500 Index | 56 | 36,559,712 | 6,750 | 4/22/26 | (208,488) | ||
| S&P 500 Index | 57 | 37,212,564 | 6,600 | 4/24/26 | (620,730) | ||
| S&P 500 Index | 57 | 37,212,564 | 6,550 | 4/27/26 | (825,075) | ||
| Total | $(2,173,238) | ||||||
| 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) | $900,422 | $16,643,665 | $(15,656,536) | $ — | $ — | $1,887,551 | $21,899 | 1,887,551 |
| (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 | $463,725,888* | $ — | $ — | $463,725,888 |
| Short-Term Investments | 1,887,551 | — | — | 1,887,551 |
| Total Investments | $465,613,439 | $ — | $ — | $465,613,439 |
| Liability Description | ||||
| Written Call Options | $ (2,173,238) | $ — | $ — | $ (2,173,238) |
| Total | $ (2,173,238) | $ — | $ — | $ (2,173,238) |
| * | The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments. |