Under normal market conditions, the Fund will pursue its investment objectives by investing primarily in small cap equity securities listed on U.S. exchanges and by utilizing a buy-write option strategy consisting of writing (selling) U.S. exchange-traded call options on the Russell 2000 Index (the Russell 2000 Index) or small cap equity exchange-traded funds (the Underlying ETFs). Under normal market conditions, the Fund will invest at least 80 percent of its net assets (plus borrowings for investment purposes) in small cap equity securities or derivative contracts (including options contracts) that provide exposure to small cap equity securities. For purposes of this investment test, derivative contracts (such as option contracts) will be valued using their notional value. The Fund defines small cap equity securities as those securities with market capitalizations that at the time of investment are within the market capitalization range of the companies comprising the Russell 2000 Index or the S&P SmallCap 600 Index. As of December 31, 2024, the current market capitalization range for the Russell 2000 Index is between dollar 11 million and dollar 17 billion and the current market capitalization range for the S&P SmallCap 600 Index is between dollar 413 million and dollar 8.5 billion.