NPORT-EX 2 sflr.htm

Innovator Equity Managed Floor ETF
  
Schedule of Investments
  
July 31, 2025 (Unaudited)
  
   
COMMON STOCKS - 97.2%
  
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Value
 
Advertising - 0.0%(a)
        
Trade Desk, Inc. - Class A (b)
    
160
    
$
13,914
  
                   
Aerospace/Defense - 2.1%
          
General Electric Co.
    
27,756
      
7,524,096
  
HEICO Corp.
    
6,684
      
2,184,331
  
HEICO Corp. - Class A
    
5,186
      
1,338,455
  
Lockheed Martin Corp.
    
7,716
      
3,248,282
  
TransDigm Group, Inc.
    
2,581
      
4,151,435
  
             
18,446,599
  
                   
Airlines - 0.2%
          
Delta Air Lines, Inc.
    
8,876
      
472,292
  
Southwest Airlines Co. (c)
    
35,144
      
1,087,004
  
             
1,559,296
  
                   
Apparel - 0.3%
          
Deckers Outdoor Corp. (b)
    
11,353
      
1,205,348
  
NIKE, Inc. - Class B
    
19,683
      
1,470,123
  
             
2,675,471
  
                   
Auto Manufacturers - 1.8%
          
Ford Motor Co.
    
118,871
      
1,315,902
  
General Motors Co.
    
36,033
      
1,922,000
  
Tesla, Inc. (b)
    
40,752
      
12,562,619
  
             
15,800,521
  
                   
Banks - 4.9%
          
Bank of America Corp.
    
153,279
      
7,245,499
  
Citizens Financial Group, Inc.
    
62,264
      
2,971,238
  
First Citizens BancShares, Inc. - Class A
    
325
      
648,297
  
Goldman Sachs Group, Inc.
    
9,803
      
7,093,353
  
Huntington Bancshares, Inc.
    
129,209
      
2,122,904
  
JPMorgan Chase & Co.
    
57,072
      
16,907,009
  
Morgan Stanley
    
21,592
      
3,075,996
  
Regions Financial Corp.
    
132,349
      
3,352,400
  
             
43,416,696
  
                   
Beverages - 1.5%
          
Brown-Forman Corp. - Class A
    
19,492
      
558,251
  
Brown-Forman Corp. - Class B (c)
    
45,273
      
1,306,126
  
Coca-Cola Co.
    
122,219
      
8,297,448
  
Constellation Brands, Inc. - Class A
    
17,006
      
2,840,682
  
             
13,002,507
  
                   
Biotechnology - 1.3%
          
Alnylam Pharmaceuticals, Inc. (b)
    
3,174
      
1,244,970
  
Amgen, Inc.
    
9,935
      
2,931,818
  
BioMarin Pharmaceutical, Inc. (b)
    
29,543
      
1,709,063
  
Illumina, Inc. (b)
    
13,504
      
1,386,996
  
Royalty Pharma PLC - Class A
    
40,751
      
1,499,637
  
Vertex Pharmaceuticals, Inc. (b)
    
5,236
      
2,392,171
  
             
11,164,655
  
                   
Building Materials - 0.8%
          
CRH PLC
    
16,449
      
1,570,057
  
Lennox International, Inc.
    
1,552
      
945,168
  
Trane Technologies PLC
    
9,290
      
4,069,763
  
             
6,584,988
  
                   
Chemicals - 1.2%
          
Dow, Inc. (c)
    
87,690
      
2,042,300
  
Linde PLC
    
11,369
      
5,232,696
  
PPG Industries, Inc.
    
32,631
      
3,442,571
  
Westlake Corp.
    
1,624
      
128,783
  
             
10,846,350
  
                   
Commercial Services - 1.0%
          
Block, Inc. (b)(c)
    
8,262
      
638,322
  
Cintas Corp.
    
17,421
      
3,877,044
  
PayPal Holdings, Inc. (b)
    
18,441
      
1,268,003
  
Toast, Inc. - Class A (b)
    
10,499
      
512,771
  
TransUnion (c)
    
4,393
      
418,170
  
United Rentals, Inc.
    
2,469
      
2,179,979
  
             
8,894,289
  
                   
Computers - 7.2%
          
Amdocs Ltd.
    
6,177
      
527,269
  
Apple, Inc.
    
243,451
      
50,533,124
  
Crowdstrike Holdings, Inc. - Class A (b)
    
5,168
      
2,349,218
  
Dell Technologies, Inc. - Class C
    
7,007
      
929,759
  
International Business Machines Corp.
    
23,151
      
5,860,676
  
Okta, Inc. (b)
    
4,112
      
402,154
  
Pure Storage, Inc. - Class A (b)
    
70
      
4,166
  
Super Micro Computer, Inc. (b)(c)
    
19,964
      
1,177,277
  
Zscaler, Inc. (b)
    
4,715
      
1,346,415
  
             
63,130,058
  
                   
Cosmetics/Personal Care - 0.9%
          
Estee Lauder Cos., Inc. - Class A
    
5,277
      
492,555
  
Procter & Gamble Co.
    
51,917
      
7,811,951
  
             
8,304,506
  
                   
Diversified Financial Services - 4.1%
          
American Express Co.
    
13,364
      
3,999,979
  
Apollo Global Management, Inc.
    
9,085
      
1,320,232
  
Ares Management Corp. - Class A
    
7,117
      
1,320,417
  
Blue Owl Capital, Inc. - Class A
    
20,882
      
404,067
  
Coinbase Global, Inc. - Class A (b)
    
1,866
      
704,900
  
Interactive Brokers Group, Inc. - Class A
    
29,276
      
1,919,335
  
LPL Financial Holdings, Inc.
    
1,623
      
642,270
  
Mastercard, Inc. - Class A
    
16,964
      
9,609,597
  
Nasdaq, Inc.
    
28,273
      
2,720,428
  
Rocket Cos., Inc. - Class A (c)
    
21,647
      
319,726
  
T Rowe Price Group, Inc.
    
7,053
      
715,527
  
TPG, Inc.
    
12,446
      
710,293
  
Tradeweb Markets, Inc. - Class A
    
5,708
      
790,843
  
Visa, Inc. - Class A
    
32,387
      
11,188,737
  
             
36,366,351
  
                   
Electric - 2.5%
          
Alliant Energy Corp. (c)
    
28,277
      
1,838,288
  
Ameren Corp.
    
12,930
      
1,307,611
  
CenterPoint Energy, Inc.
    
44,268
      
1,718,484
  
CMS Energy Corp.
    
30,332
      
2,238,502
  
Consolidated Edison, Inc.
    
22,103
      
2,287,660
  
DTE Energy Co.
    
17,477
      
2,418,991
  
Entergy Corp.
    
35,998
      
3,255,299
  
Evergy, Inc.
    
20,606
      
1,458,905
  
Eversource Energy
    
41,641
      
2,752,470
  
PPL Corp.
    
65,803
      
2,348,509
  
             
21,624,719
  
                   
Electrical Components & Equipment - 0.2%
          
AMETEK, Inc.
    
11,308
      
2,090,284
  
                   
Electronics - 0.6%
          
Hubbell, Inc.
    
1,606
      
702,593
  
Jabil, Inc. (c)
    
2,694
      
601,220
  
TE Connectivity PLC
    
16,963
      
3,490,137
  
Trimble, Inc. (b)
    
9,900
      
830,511
  
             
5,624,461
  
                   
Entertainment - 0.6%
          
DraftKings, Inc. - Class A (b)
    
43,187
      
1,945,143
  
Flutter Entertainment PLC (b)
    
4,015
      
1,213,574
  
Live Nation Entertainment, Inc. (b)
    
10,916
      
1,612,293
  
TKO Group Holdings, Inc. (c)
    
1,138
      
191,195
  
Warner Music Group Corp. - Class A
    
5,811
      
170,030
  
             
5,132,235
  
                   
Environmental Control - 0.7%
          
Republic Services, Inc.
    
13,878
      
3,200,961
  
Waste Management, Inc.
    
14,432
      
3,307,237
  
             
6,508,198
  
                   
Food - 0.5%
          
Conagra Brands, Inc.
    
54,525
      
995,627
  
Hershey Co. (c)
    
11,826
      
2,201,173
  
Kellanova
    
17,008
      
1,357,749
  
             
4,554,549
  
                   
Healthcare-Products - 2.2%
          
Abbott Laboratories
    
41,752
      
5,268,685
  
Align Technology, Inc. (b)
    
5,264
      
679,109
  
Cooper Cos., Inc. (b)
    
12,929
      
913,951
  
Edwards Lifesciences Corp. (b)
    
14,938
      
1,184,733
  
GE HealthCare Technologies, Inc.
    
21,304
      
1,519,401
  
Intuitive Surgical, Inc. (b)
    
8,224
      
3,956,484
  
Natera, Inc. (b)
    
2,398
      
320,517
  
Thermo Fisher Scientific, Inc.
    
4,502
      
2,105,495
  
West Pharmaceutical Services, Inc.
    
10,850
      
2,595,971
  
Zimmer Biomet Holdings, Inc.
    
11,959
      
1,096,042
  
             
19,640,388
  
                   
Healthcare-Services - 0.9%
          
Cigna Group
    
6,015
      
1,608,291
  
HCA Healthcare, Inc.
    
5,294
      
1,874,023
  
Humana, Inc.
    
5,079
      
1,269,090
  
UnitedHealth Group, Inc.
    
12,015
      
2,998,463
  
             
7,749,867
  
                   
Home Builders - 0.1%
          
Lennar Corp. - Class B (c)
    
4,389
      
470,413
  
                   
Household Products/Wares - 0.2%
          
Church & Dwight Co., Inc.
    
16,452
      
1,542,704
  
                   
Insurance - 3.3%
          
Arch Capital Group Ltd.
    
15,995
      
1,376,530
  
Berkshire Hathaway, Inc. - Class B (b)
    
25,374
      
11,973,483
  
Brown & Brown, Inc.
    
22,102
      
2,019,460
  
Hartford Insurance Group, Inc.
    
25,574
      
3,181,150
  
Loews Corp.
    
27,756
      
2,513,028
  
Markel Group, Inc. (b)
    
1,028
      
2,064,522
  
Principal Financial Group, Inc.
    
14,649
      
1,140,132
  
Prudential Financial, Inc.
    
23,736
      
2,458,575
  
W R Berkley Corp.
    
31,460
      
2,164,762
  
             
28,891,642
  
                   
Internet - 14.2%
          
Alphabet, Inc. - Class A
    
92,896
      
17,826,742
  
Alphabet, Inc. - Class C
    
83,878
      
16,176,711
  
Amazon.com, Inc. (b)
    
157,914
      
36,969,246
  
Booking Holdings, Inc.
    
627
      
3,451,046
  
Coupang, Inc. (b)
    
15,441
      
454,429
  
DoorDash, Inc. - Class A (b)
    
7,746
      
1,938,436
  
Expedia Group, Inc.
    
6,810
      
1,227,298
  
MercadoLibre, Inc. (b)
    
918
      
2,179,231
  
Meta Platforms, Inc. - Class A
    
37,849
      
29,273,931
  
Netflix, Inc. (b)
    
6,463
      
7,493,202
  
Pinterest, Inc. - Class A (b)
    
25,808
      
996,189
  
Reddit, Inc. - Class A (b)
    
2,143
      
344,144
  
Robinhood Markets, Inc. - Class A (b)
    
8,091
      
833,778
  
Snap, Inc. - Class A (b)
    
56,413
      
531,975
  
Spotify Technology SA (b)(c)
    
4,112
      
2,576,332
  
Uber Technologies, Inc. (b)
    
38,825
      
3,406,894
  
             
125,679,584
  
                   
Iron/Steel - 0.2%
          
Nucor Corp.
    
8,440
      
1,207,511
  
Reliance, Inc.
    
2,839
      
823,679
  
             
2,031,190
  
                   
Machinery-Construction & Mining - 0.4%
          
GE Vernova, Inc.
    
4,663
      
3,078,932
  
Vertiv Holdings Co. - Class A
    
5,092
      
741,395
  
             
3,820,327
  
                   
Machinery-Diversified - 1.0%
          
Deere & Co.
    
5,685
      
2,981,044
  
Dover Corp.
    
13,945
      
2,525,997
  
IDEX Corp.
    
4,360
      
712,904
  
Westinghouse Air Brake Technologies Corp.
    
12,343
      
2,370,473
  
             
8,590,418
  
                   
Media - 0.5%
          
FactSet Research Systems, Inc.
    
1,609
      
648,266
  
Walt Disney Co.
    
34,625
      
4,124,184
  
             
4,772,450
  
                   
Mining - 0.2%
          
Freeport-McMoRan, Inc.
    
42,169
      
1,696,880
  
Southern Copper Corp.
    
1,614
      
151,949
  
             
1,848,829
  
                   
Miscellaneous Manufacturing - 0.7%
          
3M Co.
    
33,924
      
5,062,139
  
Carlisle Cos., Inc.
    
3,976
      
1,410,327
  
             
6,472,466
  
                   
Oil & Gas - 2.1%
          
Chevron Corp.
    
27,378
      
4,151,600
  
ConocoPhillips
    
54,427
      
5,189,070
  
Exxon Mobil Corp.
    
70,992
      
7,925,547
  
Valero Energy Corp.
    
9,142
      
1,255,288
  
             
18,521,505
  
                   
Oil & Gas Services - 0.1%
          
Halliburton Co.
    
27,008
      
604,979
  
                   
Pharmaceuticals - 4.0%
          
AbbVie, Inc.
    
35,077
      
6,630,255
  
Bristol-Myers Squibb Co.
    
48,656
      
2,107,291
  
Cencora, Inc.
    
9,024
      
2,581,586
  
Eli Lilly & Co.
    
15,513
      
11,480,706
  
Johnson & Johnson
    
62,200
      
10,246,828
  
Merck & Co., Inc.
    
28,421
      
2,220,248
  
             
35,266,914
  
                   
Pipelines - 0.7%
          
Cheniere Energy, Inc.
    
7,258
      
1,712,017
  
Kinder Morgan, Inc.
    
148,590
      
4,169,435
  
             
5,881,452
  
                   
Private Equity - 0.5%
          
Blackstone, Inc.
    
13,270
      
2,295,179
  
KKR & Co., Inc.
    
15,549
      
2,279,173
  
             
4,574,352
  
                   
Retail - 4.7%
          
Carvana Co. (b)
    
2,258
      
881,004
  
Costco Wholesale Corp.
    
9,448
      
8,877,719
  
Darden Restaurants, Inc.
    
6,810
      
1,373,373
  
Ferguson Enterprises, Inc.
    
5,282
      
1,179,629
  
Home Depot, Inc.
    
22,644
      
8,321,896
  
Lowe's Cos., Inc.
    
17,490
      
3,910,239
  
McDonald's Corp.
    
21,606
      
6,483,312
  
Ross Stores, Inc.
    
14,906
      
2,035,265
  
Walmart, Inc.
    
89,227
      
8,742,462
  
             
41,804,899
  
                   
Semiconductors - 13.0%
          
Advanced Micro Devices, Inc. (b)
    
34,152
      
6,021,339
  
Broadcom, Inc.
    
77,625
      
22,798,462
  
Entegris, Inc. (c)
    
12,569
      
986,164
  
GLOBALFOUNDRIES, Inc. (b)
    
3,785
      
141,521
  
Intel Corp.
    
76,511
      
1,514,918
  
Lam Research Corp.
    
49,201
      
4,666,223
  
Marvell Technology, Inc.
    
13,456
      
1,081,459
  
Micron Technology, Inc.
    
11,625
      
1,268,752
  
NVIDIA Corp.
    
386,103
      
68,676,141
  
QUALCOMM, Inc.
    
19,645
      
2,883,100
  
Texas Instruments, Inc.
    
27,361
      
4,953,983
  
             
114,992,062
  
                   
Software - 13.0%
          
AppLovin Corp. - Class A (b)
    
3,550
      
1,386,985
  
Atlassian Corp. - Class A (b)
    
4,466
      
856,489
  
Bentley Systems, Inc. - Class B
    
28,690
      
1,663,446
  
Broadridge Financial Solutions, Inc.
    
9,766
      
2,417,183
  
Cloudflare, Inc. - Class A (b)
    
7,737
      
1,606,820
  
Datadog, Inc. - Class A (b)
    
5,806
      
812,724
  
HubSpot, Inc. (b)
    
4,037
      
2,097,827
  
Intuit, Inc.
    
6,684
      
5,247,809
  
Microsoft Corp.
    
127,123
      
67,820,121
  
MicroStrategy, Inc. - Class A (b)
    
3,749
      
1,506,573
  
MongoDB, Inc. (b)
    
35
      
8,326
  
Oracle Corp.
    
28,006
      
7,107,083
  
Palantir Technologies, Inc. - Class A (b)
    
44,611
      
7,064,152
  
ROBLOX Corp. - Class A (b)
    
19,053
      
2,625,313
  
Salesforce, Inc.
    
16,989
      
4,388,768
  
Samsara, Inc. - Class A (b)
    
8,381
      
318,729
  
Snowflake, Inc. - Class A (b)
    
11,867
      
2,652,275
  
SS&C Technologies Holdings, Inc.
    
15,934
      
1,362,038
  
Veeva Systems, Inc. - Class A (b)
    
4,743
      
1,347,961
  
Workday, Inc. - Class A (b)(c)
    
7,264
      
1,666,216
  
Zoom Communications, Inc. - Class A (b)
    
17,076
      
1,264,478
  
             
115,221,316
  
                   
Telecommunications - 2.1%
          
AT&T, Inc.
    
234,900
      
6,438,609
  
Cisco Systems, Inc.
    
120,278
      
8,188,526
  
T-Mobile US, Inc.
    
17,766
      
4,235,592
  
             
18,862,727
  
                   
Transportation - 0.7%
          
Expeditors International of Washington, Inc.
    
9,841
      
1,143,918
  
FedEx Corp.
    
4,984
      
1,113,874
  
Union Pacific Corp.
    
16,962
      
3,765,055
  
             
6,022,847
  
TOTAL COMMON STOCKS (Cost $728,486,119)
      
859,003,978
  
                   
REAL ESTATE INVESTMENT TRUSTS - COMMON - 1.5%
  
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Value
 
REITS - 1.5%
          
Alexandria Real Estate Equities, Inc.
    
12,238
      
935,350
  
American Tower Corp.
    
10,131
      
2,111,199
  
Essex Property Trust, Inc.
    
6,168
      
1,604,790
  
Healthpeak Properties, Inc.
    
103,326
      
1,750,342
  
Invitation Homes, Inc.
    
70,950
      
2,174,618
  
Mid-America Apartment Communities, Inc.
    
11,350
      
1,616,581
  
SBA Communications Corp.
    
7,247
      
1,628,546
  
Sun Communities, Inc.
    
10,833
      
1,343,617
  
             
13,165,043
  
TOTAL REAL ESTATE INVESTMENT TRUSTS - COMMON (Cost $13,752,913)
      
13,165,043
  
                   
PURCHASED OPTIONS - 1.0%(b)
Notional Amount
  
Contracts
    
Value
  
Put Options - 1.0%
          
$
–
  
SPDR S&P 500 ETF Trust (d)(e)
    
–
    
$
–
  
Expiration: 09/30/2025; Exercise Price: $510.00
$ 215,539,280
    
3,410
    
$
351,230
  
Expiration: 12/31/2025; Exercise Price: $530.00
  228,244,088
    
3,611
      
1,881,331
  
Expiration: 03/31/2026; Exercise Price: $500.00
  240,063,984
    
3,798
      
2,210,436
  
Expiration: 06/30/2026; Exercise Price: $555.00
  186,906,056
    
2,957
      
4,503,511
  
TOTAL PURCHASED OPTIONS (Cost $22,273,231)
      
8,946,508
  
                   
SHORT-TERM INVESTMENTS - 1.5%
          
Value
 
Investments Purchased with Proceeds from Securities Lending - 1.5%
  
Units
          
Mount Vernon Liquid Assets Portfolio, LLC, 4.58%(f)
    
13,164,406
      
13,164,406
  
TOTAL SHORT-TERM INVESTMENTS (Cost $13,164,406)
      
13,164,406
  
                   
TOTAL INVESTMENTS - 101.2% (Cost $777,676,669)
      
894,279,935
  
Money Market Deposit Account - 0.4% (g)
      
3,338,788
  
Liabilities in Excess of Other Assets - (1.6)%
      
(14,171,210
)
TOTAL NET ASSETS - 100.0%
            
$
883,447,513
  
two
      
–
%
Percentages are stated as a percent of net assets.
      
–
%

LLC - Limited Liability Company
PLC - Public Limited Company
REIT - Real Estate Investment Trust

(a)
Represents less than 0.05% of net assets.
(b)
Non-income producing security.
(c)
All or a portion of this security is on loan as of July 31, 2025. The fair value of these securities was $12,646,887.
(d)
Exchange-traded.
(e)
100 shares per contract.
(f)
The rate shown represents the 7-day annualized effective yield as of July 31, 2025.
(g)
The U.S. Bank Money Market Deposit Account (the “MMDA”) is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on market conditions and is subject to change daily. The rate as of July 31, 2025 was 4.20%.
   
Innovator Equity Managed Floor ETF
  
Schedule of Written Options
  
July 31, 2025 (Unaudited)
  
   
WRITTEN OPTIONS - (0.1)%
  
Notional Amount
    
Contracts
    
Value
  
Call Options - (0.1)%
  
S&P 500 Index (a)(b)
          
–
    
$
–
  
Expiration: 08/04/2025; Exercise Price: $6,450.00
  
$
(278,299,221
)
    
(439
)
  
$
(68,045
)
Expiration: 08/08/2025; Exercise Price: $6,510.00
    
(317,603,439
)
    
(501
)
    
(93,687
)
Expiration: 08/13/2025; Exercise Price: $6,470.00
    
(273,861,648
)
    
(432
)
    
(738,720
)
TOTAL WRITTEN OPTIONS (Premiums received $1,913,921)
                  
$
(900,452
)
   
Percentages are stated as a percent of net assets.
  
   

(a)
Exchange-traded.
(b)
100 shares per contract.
Summary of Fair Value Disclosure as of July 31, 2025 (Unaudited)
 
Innovator Equity Managed Floor ETF (the "Fund") has adopted fair value accounting standards which establish a definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion of changes in valuation techniques and related inputs during the period, and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below. The inputs or valuation methodology used for valuing securities are not an indication of the risk associated with investing in those securities.
 
Level 1 - Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.
 
Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.
 
Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and based on the best information available.
 
The following is a summary of the fair valuation hierarchy of the Fund’s securities as of July 31, 2025:
 

   
Level 1
    
Level 2
    
Level 3
    
Total
  
Assets:
                        
Investments:
                        
  Common Stocks
  
$
859,003,978
    
$
–
    
$
–
    
$
859,003,978
  
  Real Estate Investment Trusts - Common
    
13,165,043
      
–
      
–
      
13,165,043
  
  Purchased Options
    
8,946,508
      
–
      
–
      
8,946,508
  
  Investments Purchased with Proceeds from Securities Lending(a)
    
–
      
–
      
–
      
13,164,406
  
Total Investments
  
$
881,115,529
    
$
–
    
$
–
    
$
894,279,935
  
                                 
Liabilities:
                                
Investments:
                                
  Written Options
  
$
(900,452
)
  
$
–
    
$
–
    
$
(900,452
)
Total Investments
  
$
(900,452
)
  
$
–
    
$
–
    
$
(900,452
)
   
   
Refer to the Schedule of Investments for further disaggregation of investment categories.
  
   

(a)
Certain investments that are measured at fair value using the net asset value per share (or its equivalent) practical expedient have not been categorized in the fair value hierarchy. The fair value amount of $13,164,406 presented in the table are intended to permit reconciliation of the fair value hierarchy to the amounts listed in the Schedule of Investments.

Allocation of Portfolio Holdings as of July 31, 2025
(% of Net Assets)

Common Stocks
  
$
859,003,978
      
97.2
%
Real Estate Investment Trusts - Common
    
13,165,043
      
1.5
  
Purchased Options
    
8,946,508
      
1.0
  
Written Options
    
(900,452
)
    
(0.1
)
Investments Purchased with Proceeds from Securities Lending
    
13,164,406
      
1.5
  
Money Market Deposit Account
    
3,338,788
      
0.4
  
Liabilities in Excess of Other Assets
    
(13,270,758
)
    
(1.5
)
   
$
883,447,513
      
100.0
%