Please
refer
to
the
detailed
Schedule
of
Investments
for
a
breakdown
of
investment
type
by
industry
category.
The
Fund may
hold
assets
and/or
liabilities
in
which
the
fair
value
approximates
the
carrying
amount
for
financial
statement
purposes.
As
of
the
period
end,
reverse
repurchase
agreements
of
$149,619,792
are
categorized
as
Level
2
within
the
disclosure
hierarchy
—
See
Note
3.
The Fund
held
investments
in
private
funds
with
a
fair
value
of $7,069,209,
which
are
excluded
from
the
fair
value
hierarchy
as
of August
31,
2026,
in
accordance
with
subtopic
820-10
as
investments
in
Investment
Funds
valued
at
net
asset
value,
as
a
"practical
expedient"
are
not
required
to
be
included
in
the
fair
value hierarchy
— See Note
2.
Investments
in
Securities
(Liabilities)
Level
1
Quoted
Prices
Level
2
Significant
Observable
Inputs
Level
3
Significant
Unobservable
Inputs
Total
Interest
Rate
Swaptions
Written
$
—
$
353,729
$
—
$
353,729
Options
Written
341,049
81,485
—
422,534
Interest
Rate
Futures
Contracts
(a)
94,026
—
—
94,026
Credit
Default
Swap
Agreements
(a)
—
181,244
—
181,244
Interest
Rate
Swap
Agreements
(a)
—
1,156,583
—
1,156,583
Equity
Index
Swap
Agreements
(a)
—
117,286
—
117,286
Forward
Foreign
Currency
Exchange
Contracts
(a)
—
670,105
—
670,105
Unfunded
Loan
Commitments
(
Note
4
)
(a)
—
—
6,005
6,005
Total
Liabilities
$
435,075
$
2,560,432
$
6,005
$
3,001,512
(a)
Reported
as
unrealized
appreciation/(depreciation)
at
period
end.
The
following
is
a
summary
of
significant
unobservable
inputs
used
in
the
fair
valuation
of
assets
and
liabilities
categorized
within
Level
3
of
the
fair
value
hierarchy:
Category
Ending
Balance
at
August
31,
2026
Valuation
Technique
Unobservable
Inputs
Input
Range
Weighted
Average
(a)
Assets:
Asset-Backed
Securities
$
22,441,623
Yield
Analysis
Yield
6.7%-8.4%
7.5%
Asset-Backed
Securities
15,093,816
Option
adjusted
spread
off
prior
month
end
broker
quote
Broker
Quote
—
—
Common
Stocks
9,736
Third
Party
Pricing
Broker
Quote
—
—
Common
Stocks
4,272
Model
Price
Purchase
Price
—
—