Description | Shares | Value | |||
Short-Term Investments 100.6% | |||||
Options Purchased*~ | |||||
(cost $2,021,835) | $2,021,669 | ||||
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN 100.6% (cost $2,021,835) | 2,021,669 | ||||
Options Written*~ (3.0)% | |||||
(premiums received $61,006) | (61,172) | ||||
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN 97.6% (cost $1,960,829) | 1,960,497 | ||||
Other assets in excess of liabilities(z) 2.4% | 49,196 | ||||
Net Assets 100.0% | $2,009,693 |
Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
ETF—Exchange-Traded Fund | |
S&P—Standard & Poor’s | |
SPDR—Standard & Poor’s Depositary Receipts |
* | Non-income producing security. |
# | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
~ | See tables subsequent to the Schedule of Investments for options detail. Options with maturity dates greater than one year from date of acquisition would be considered long-term investments. |
(z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 01/31/25 | $4.83 | 41 | 4 | $1,931,797 | |||||||||
SPDR S&P 500 ETF Trust | Put | 01/31/25 | $482.88 | 41 | 4 | 89,872 | |||||||||
Total Options Purchased (cost $2,021,835) | $2,021,669 |
Exchange Traded | |||||||||||||||
Description | Call/ Put | Expiration Date | Strike | Contracts | Notional Amount (000)# | Value | |||||||||
SPDR S&P 500 ETF Trust | Call | 01/31/25 | $555.31 | 41 | 4 | $(21,976) | |||||||||
SPDR S&P 500 ETF Trust | Put | 01/31/25 | $424.93 | 41 | 4 | (39,196) | |||||||||
Total Options Written (premiums received $61,006) | $(61,172) |