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
$167,681,548
are
categorized
as
Level
2
within
the
disclosure
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
$
—
$
120,005
$
—
$
120,005
Options
Written
777,634
130,865
—
908,499
Interest
Rate
Futures
Contracts
a
2,513
—
—
2,513
Equity
Futures
Contracts
a
823,370
—
—
823,370
Credit
Default
Swap
Agreements
a
—
180,795
—
180,795
Interest
Rate
Swap
Agreements
a
—
1,053,901
—
1,053,901
Total
Return
Swap
Agreements
a
—
368,228
—
368,228
Forward
Foreign
Currency
Exchange
Contracts
a
—
10,464
—
10,464
Unfunded
loan
commitments
(
Note
4
)
a
—
—
44,637
44,637
Total
Liabilities
$
1,603,517
$
1,864,258
$
44,637
$
3,512,412
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
February
28,
2026
Valuation
Technique
Unobservable
Inputs
Input
Range
Weighted
Average
a
Assets:
Asset-Backed
Securities
$
20,226,076
Yield
Analysis
Yield
5.8%-8.3%
7.9%
Asset-Backed
Securities
14,279,933
Option
adjusted
spread
off
prior
month
end
broker
quote
Broker
Quote
—
—
Asset-Backed
Securities
10,715,276
Model
Price
Purchase
Price
—
—
Asset-Backed
Securities
3,732,420
Third
Party
Pricing
Vendor
Price
—
—
Common
Stocks
4,336,724
Model
Price
Purchase
Price
—
—