Aerospace & Defense — 3.5%

Boeing Co. (The)⁽¹⁾

Northrop Grumman Corp.⁽¹⁾

Textron, Inc.⁽¹⁾

United Technologies Corp.⁽¹⁾

Air Freight & Logistics — 0.1%

C.H. Robinson Worldwide, Inc.

Airlines — 0.5%

Southwest Airlines Co.⁽¹⁾

Auto Components — 0.3%

Goodyear Tire & Rubber Co. (The)

Lear Corp.⁽¹⁾

Banks — 6.3%

Bank of America Corp.⁽¹⁾

Citigroup, Inc.⁽¹⁾

Fifth Third Bancorp⁽¹⁾

JPMorgan Chase & Co.⁽¹⁾

KeyCorp⁽¹⁾

M&T Bank Corp.⁽¹⁾

PNC Financial Services Group, Inc. (The)⁽¹⁾

SunTrust Banks, Inc.

Wells Fargo & Co.⁽¹⁾

Beverages — 2.3%

Coca-Cola Co. (The)⁽¹⁾

PepsiCo, Inc.⁽¹⁾

Biotechnology — 2.9%

AbbVie, Inc.⁽¹⁾

Amgen, Inc.⁽¹⁾

Celgene Corp.⁽¹⁾⁽²⁾

Gilead Sciences, Inc.⁽¹⁾

Vertex Pharmaceuticals, Inc.⁽²⁾

Capital Markets — 1.8%

Invesco, Ltd.⁽¹⁾

Lazard, Ltd., Class A⁽¹⁾

Legg Mason, Inc.

S&P Global, Inc.⁽¹⁾

State Street Corp.⁽¹⁾

Chemicals — 2.3%

AdvanSix, Inc.⁽²⁾

DowDuPont, Inc.⁽¹⁾

Eastman Chemical Co.

Ingevity Corp.⁽²⁾

Sherwin-Williams Co. (The)⁽¹⁾

Commercial Services & Supplies — 0.1%

Waste Management, Inc.

Communications Equipment — 1.1%

Cisco Systems, Inc.⁽¹⁾

Consumer Finance — 1.3%

American Express Co.⁽¹⁾

Discover Financial Services⁽¹⁾

Containers & Packaging — 0.6%

Avery Dennison Corp.⁽¹⁾

WestRock Co.⁽¹⁾

Distributors — 0.6%

Genuine Parts Co.⁽¹⁾

Diversified Financial Services — 1.2%

Berkshire Hathaway, Inc., Class B⁽¹⁾⁽²⁾

Diversified Telecommunication Services — 1.7%

AT&T, Inc.⁽¹⁾

CenturyLink, Inc.

Verizon Communications, Inc.⁽¹⁾

Electric Utilities — 1.1%

Duke Energy Corp.⁽¹⁾

Edison International⁽¹⁾

Exelon Corp.

Pinnacle West Capital Corp.⁽¹⁾

Xcel Energy, Inc.

Electrical Equipment — 0.6%

Emerson Electric Co.⁽¹⁾

Energy Equipment & Services — 0.8%

Halliburton Co.⁽¹⁾

Schlumberger, Ltd.⁽¹⁾

Entertainment — 1.9%

Netflix, Inc.⁽¹⁾⁽²⁾

Walt Disney Co. (The)⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 1.8%

Apartment Investment & Management Co., Class A⁽¹⁾

AvalonBay Communities, Inc.⁽¹⁾

Equity Residential⁽¹⁾

Host Hotels & Resorts, Inc.⁽¹⁾

Kimco Realty Corp.⁽¹⁾

ProLogis, Inc.⁽¹⁾

Realty Income Corp.

Food & Staples Retailing — 0.2%

Costco Wholesale Corp.

Kroger Co. (The)

Walmart, Inc.

Food Products — 1.2%

Kellogg Co.⁽¹⁾

Kraft Heinz Co. (The)⁽¹⁾

Mondelez International, Inc., Class A⁽¹⁾

Tyson Foods, Inc., Class A⁽¹⁾

Health Care Equipment & Supplies — 3.1%

Abbott Laboratories⁽¹⁾

Baxter International, Inc.⁽¹⁾

Stryker Corp.⁽¹⁾

Zimmer Biomet Holdings, Inc.

Health Care Providers & Services — 3.2%

Centene Corp.⁽¹⁾⁽²⁾

CVS Health Corp.⁽¹⁾

Envision Healthcare Corp.⁽¹⁾⁽²⁾

UnitedHealth Group, Inc.⁽¹⁾

Hotels, Restaurants & Leisure — 1.7%

Marriott International, Inc., Class A⁽¹⁾

Marriott Vacations Worldwide Corp.

McDonald’s Corp.⁽¹⁾

Wyndham Destinations, Inc.⁽¹⁾

Wyndham Hotels & Resorts, Inc.⁽¹⁾

Household Durables — 0.6%

Leggett & Platt, Inc.⁽¹⁾

Lennar Corp., Class A⁽¹⁾

Lennar Corp., Class B

Newell Brands, Inc.⁽¹⁾

Household Products — 1.2%

Clorox Co. (The)⁽¹⁾

Kimberly-Clark Corp.⁽¹⁾

Procter & Gamble Co. (The)⁽¹⁾

Industrial Conglomerates — 2.3%

3M Co.⁽¹⁾

Honeywell International, Inc.⁽¹⁾

Insurance — 3.7%

Allstate Corp. (The)⁽¹⁾

Chubb, Ltd.

Cincinnati Financial Corp.⁽¹⁾

Lincoln National Corp.⁽¹⁾

Marsh & McLennan Cos., Inc.⁽¹⁾

MetLife, Inc.

Principal Financial Group, Inc.⁽¹⁾

Prudential Financial, Inc.⁽¹⁾

Travelers Cos., Inc. (The)⁽¹⁾

Interactive Media & Services — 5.6%

Alphabet, Inc., Class A⁽¹⁾⁽²⁾

Alphabet, Inc., Class C⁽¹⁾⁽²⁾

Facebook, Inc., Class A⁽¹⁾⁽²⁾

Amazon.com, Inc.⁽¹⁾⁽²⁾

Booking Holdings, Inc.⁽¹⁾⁽²⁾

Shutterfly, Inc.⁽¹⁾⁽²⁾

IT Services — 4.4%

Fidelity National Information Services, Inc.⁽¹⁾

International Business Machines Corp.⁽¹⁾

Mastercard, Inc., Class A⁽¹⁾

VeriSign, Inc.⁽¹⁾⁽²⁾

Visa, Inc., Class A⁽¹⁾

Life Sciences Tools & Services — 1.2%

Thermo Fisher Scientific, Inc.⁽¹⁾

Machinery — 0.7%

Caterpillar, Inc.

Dover Corp.⁽¹⁾

Snap-on, Inc.⁽¹⁾

Stanley Black & Decker, Inc.⁽¹⁾

Media — 1.3%

Comcast Corp., Class A⁽¹⁾

Metals & Mining — 0.4%

Nucor Corp.⁽¹⁾

Multi-Utilities — 1.8%

Centerpoint Energy, Inc.

CMS Energy Corp.⁽¹⁾

Dominion Energy, Inc.

DTE Energy Co.⁽¹⁾

NiSource, Inc.⁽¹⁾

Public Service Enterprise Group, Inc.⁽¹⁾

Multiline Retail — 0.8%

Kohl’s Corp.⁽¹⁾

Macy’s, Inc.⁽¹⁾

Oil, Gas & Consumable Fuels — 5.1%

Andeavor⁽¹⁾

Chevron Corp.⁽¹⁾

EOG Resources, Inc.⁽¹⁾

Exxon Mobil Corp.⁽¹⁾

Newfield Exploration Co.⁽¹⁾⁽²⁾

Phillips 66⁽¹⁾

Williams Cos., Inc. (The)⁽¹⁾

Personal Products — 0.1%

Estee Lauder Cos., Inc. (The), Class A⁽¹⁾

Pharmaceuticals — 4.8%

Bristol-Myers Squibb Co.⁽¹⁾

Johnson & Johnson⁽¹⁾

Merck & Co., Inc.⁽¹⁾

Pfizer, Inc.⁽¹⁾

Professional Services — 0.3%

ManpowerGroup, Inc.

Robert Half International, Inc.⁽¹⁾

Real Estate Management & Development — 0.1%

CBRE Group, Inc., Class A⁽²⁾

Road & Rail — 1.4%

J.B. Hunt Transport Services, Inc.

Kansas City Southern⁽¹⁾

Norfolk Southern Corp.⁽¹⁾

Semiconductors & Semiconductor Equipment — 4.2%

Analog Devices, Inc.⁽¹⁾

Applied Materials, Inc.⁽¹⁾

Broadcom, Inc.⁽¹⁾

Intel Corp.⁽¹⁾

NVIDIA Corp.⁽¹⁾

QUALCOMM, Inc.⁽¹⁾

Teradyne, Inc.⁽¹⁾

Software — 5.7%

Microsoft Corp.⁽¹⁾

Oracle Corp.⁽¹⁾

salesforce.com, inc.⁽¹⁾⁽²⁾

Specialty Retail — 2.3%

Advance Auto Parts, Inc.

Home Depot, Inc. (The)⁽¹⁾

Tiffany & Co.⁽¹⁾

Technology Hardware, Storage & Peripherals — 5.3%

Apple, Inc.⁽¹⁾

Textiles, Apparel & Luxury Goods — 0.7%

NIKE, Inc., Class B⁽¹⁾

Tapestry, Inc.

Tobacco — 0.9%

Philip Morris International, Inc.⁽¹⁾

Trading Companies & Distributors — 0.1%

Fastenal Co.⁽¹⁾

Total Common Stocks — 100.7%
(identified cost $126,491,447)

Total Written Call Options — (0.8)%
(premiums received $3,528,886)

Other Assets, Less Liabilities — 0.1%

Net Assets — 100.0%

Security (or a portion thereof) has been pledged as collateral for written options.

Non-income producing security.

Written Call Options — (0.8)%

Exchange-Traded Options — (0.8)%

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

S&P 500 Index

Total

Level 1 — quoted prices in active markets for identical investments

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

Common Stocks

Total Investments

Written Call Options

Total

The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments.