Aerospace & Defense — 1.7%

Boeing Co. (The)⁽¹⁾

Harris Corp.

Northrop Grumman Corp.⁽¹⁾

Rockwell Collins, Inc.⁽¹⁾

Textron, Inc.

Air Freight & Logistics — 0.2%

United Parcel Service, Inc., Class B

Airlines — 0.6%

Alaska Air Group, Inc.⁽¹⁾

Southwest Airlines Co.⁽¹⁾

United Continental Holdings, Inc.⁽²⁾

Automobiles — 0.1%

Ford Motor Co.

General Motors Co.

Banks — 3.3%

Bank of America Corp.⁽¹⁾

Fifth Third Bancorp⁽¹⁾

Huntington Bancshares, Inc.⁽¹⁾

JPMorgan Chase & Co.⁽¹⁾

KeyCorp

M&T Bank Corp.

Regions Financial Corp.⁽¹⁾

SunTrust Banks, Inc.⁽¹⁾

Wells Fargo & Co.⁽¹⁾

Zions Bancorporation

Beverages — 1.9%

Coca-Cola Co. (The)⁽¹⁾

Molson Coors Brewing Co., Class B⁽¹⁾

PepsiCo, Inc.⁽¹⁾

Biotechnology — 4.5%

AbbVie, Inc.

Amgen, Inc.⁽¹⁾

Biogen, Inc.⁽¹⁾⁽²⁾

Celgene Corp.⁽¹⁾⁽²⁾

Gilead Sciences, Inc.⁽¹⁾

Building Products — 0.1%

Allegion PLC

Capital Markets — 2.2%

CME Group, Inc.⁽¹⁾

Goldman Sachs Group, Inc. (The)⁽¹⁾

Invesco, Ltd.

Moody’s Corp.⁽¹⁾

Morgan Stanley⁽¹⁾

S&P Global, Inc.⁽¹⁾

State Street Corp.⁽¹⁾

T. Rowe Price Group, Inc.⁽¹⁾

Chemicals — 1.2%

AdvanSix, Inc.⁽²⁾

Air Products and Chemicals, Inc.⁽¹⁾

DowDuPont, Inc.⁽¹⁾

PPG Industries, Inc.⁽¹⁾

Commercial Services & Supplies — 0.0%⁽³⁾

Waste Management, Inc.

Communications Equipment — 1.8%

Cisco Systems, Inc.⁽¹⁾

Consumer Finance — 1.0%

American Express Co.⁽¹⁾

Capital One Financial Corp.

Discover Financial Services⁽¹⁾

Containers & Packaging — 0.1%

WestRock Co.⁽¹⁾

Distributors — 0.1%

Genuine Parts Co.⁽¹⁾

Diversified Financial Services — 0.3%

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

Diversified Telecommunication Services — 1.0%

AT&T, Inc.⁽¹⁾

CenturyLink, Inc.⁽¹⁾

Verizon Communications, Inc.⁽¹⁾

Electric Utilities — 0.6%

American Electric Power Co., Inc.

Edison International⁽¹⁾

NextEra Energy, Inc.

PG&E Corp.⁽¹⁾

Electrical Equipment — 0.1%

Emerson Electric Co.

Energy Equipment & Services — 0.6%

Apergy Corp.⁽²⁾

Baker Hughes⁽¹⁾

Halliburton Co.⁽¹⁾

Schlumberger, Ltd.

Entertainment — 2.5%

Netflix, Inc.⁽¹⁾⁽²⁾

Walt Disney Co. (The)⁽¹⁾

Equity Real Estate Investment Trusts (REITs) — 1.0%

American Tower Corp.⁽¹⁾

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

Digital Realty Trust, Inc.

Host Hotels & Resorts, Inc.

Simon Property Group, Inc.⁽¹⁾

Food & Staples Retailing — 1.2%

Kroger Co. (The)⁽¹⁾

Sysco Corp.⁽¹⁾

Walmart, Inc.⁽¹⁾

Food Products — 1.3%

Hershey Co. (The)

Hormel Foods Corp.

Lamb Weston Holdings, Inc.

Mondelez International, Inc., Class A⁽¹⁾

Tyson Foods, Inc., Class A⁽¹⁾

Health Care Equipment & Supplies — 2.6%

Abbott Laboratories

Baxter International, Inc.⁽¹⁾

Edwards Lifesciences Corp.⁽¹⁾⁽²⁾

Intuitive Surgical, Inc.⁽¹⁾⁽²⁾

Stryker Corp.⁽¹⁾

Health Care Providers & Services — 2.7%

Cigna Corp.⁽¹⁾

CVS Health Corp.⁽¹⁾

DaVita, Inc.⁽²⁾

Envision Healthcare Corp.⁽²⁾

McKesson Corp.

UnitedHealth Group, Inc.⁽¹⁾

Hotels, Restaurants & Leisure — 1.8%

Marriott International, Inc., Class A⁽¹⁾

Marriott Vacations Worldwide Corp.

McDonald’s Corp.⁽¹⁾

Yum! Brands, Inc.⁽¹⁾

Household Durables — 0.1%

Whirlpool Corp.⁽¹⁾

Household Products — 0.6%

Clorox Co. (The)⁽¹⁾

Colgate-Palmolive Co.

Procter & Gamble Co. (The)

Independent Power and Renewable Electricity Producers — 0.2%

NRG Energy, Inc.⁽¹⁾

Industrial Conglomerates — 1.1%

3M Co.⁽¹⁾

Honeywell International, Inc.⁽¹⁾

Insurance — 1.3%

Chubb, Ltd.⁽¹⁾

Marsh & McLennan Cos., Inc.⁽¹⁾

Prudential Financial, Inc.

Travelers Cos., Inc. (The)⁽¹⁾

Unum Group⁽¹⁾

Interactive Media & Services — 9.0%

Alphabet, Inc., Class A⁽¹⁾⁽²⁾

Alphabet, Inc., Class C⁽¹⁾⁽²⁾

Facebook, Inc., Class A⁽¹⁾⁽²⁾

Internet & Direct Marketing Retail — 7.4%

Amazon.com, Inc.⁽¹⁾⁽²⁾

IT Services — 4.0%

Alliance Data Systems Corp.⁽¹⁾

Cognizant Technology Solutions Corp., Class A⁽¹⁾

DXC Technology Co.⁽¹⁾

Fidelity National Information Services, Inc.⁽¹⁾

Mastercard, Inc., Class A⁽¹⁾

Perspecta, Inc.

VeriSign, Inc.⁽¹⁾⁽²⁾

Visa, Inc., Class A⁽¹⁾

Life Sciences Tools & Services — 0.2%

PerkinElmer, Inc.⁽¹⁾

Machinery — 1.5%

Caterpillar, Inc.

Dover Corp.⁽¹⁾

Ingersoll-Rand PLC⁽¹⁾

Parker-Hannifin Corp.⁽¹⁾

Stanley Black & Decker, Inc.⁽¹⁾

Media — 2.3%

CBS Corp., Class B⁽¹⁾

Comcast Corp., Class A⁽¹⁾

Metals & Mining — 0.2%

Newmont Mining Corp.

Nucor Corp.

Multi-Utilities — 0.9%

CMS Energy Corp.⁽¹⁾

SCANA Corp.⁽¹⁾

Multiline Retail — 0.4%

Macy’s, Inc.⁽¹⁾

Nordstrom, Inc.

Target Corp.

Oil, Gas & Consumable Fuels — 3.0%

Chevron Corp.⁽¹⁾

Concho Resources, Inc.⁽²⁾

ConocoPhillips⁽¹⁾

EOG Resources, Inc.⁽¹⁾

Exxon Mobil Corp.⁽¹⁾

Hess Corp.⁽¹⁾

Murphy Oil Corp.⁽¹⁾

Newfield Exploration Co.⁽²⁾

ONEOK, Inc.

Phillips 66⁽¹⁾

Pioneer Natural Resources Co.

Williams Cos., Inc. (The)

Personal Products — 0.9%

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

Pharmaceuticals — 3.0%

Bristol-Myers Squibb Co.⁽¹⁾

Eli Lilly & Co.

Johnson & Johnson⁽¹⁾

Merck & Co., Inc.⁽¹⁾

Pfizer, Inc.⁽¹⁾

Professional Services — 0.4%

Equifax, Inc.⁽¹⁾

Robert Half International, Inc.⁽¹⁾

Real Estate Management & Development — 0.1%

CBRE Group, Inc., Class A⁽²⁾

Road & Rail — 0.8%

Kansas City Southern

Norfolk Southern Corp.⁽¹⁾

Ryder System, Inc.

Union Pacific Corp.⁽¹⁾

Semiconductors & Semiconductor Equipment — 6.4%

Advanced Micro Devices, Inc.⁽²⁾

Analog Devices, Inc.⁽¹⁾

ASML Holding NV - NY Shares⁽¹⁾

Cypress Semiconductor Corp.

Intel Corp.⁽¹⁾

Microchip Technology, Inc.⁽¹⁾

Micron Technology, Inc.⁽¹⁾⁽²⁾

NXP Semiconductors NV⁽¹⁾

ON Semiconductor Corp.⁽¹⁾⁽²⁾

Qorvo, Inc.⁽¹⁾⁽²⁾

QUALCOMM, Inc.⁽¹⁾

Texas Instruments, Inc.⁽¹⁾

Versum Materials, Inc.

Xperi Corp.

Software — 9.5%

ANSYS, Inc.⁽¹⁾⁽²⁾

Microsoft Corp.⁽¹⁾

Oracle Corp.⁽¹⁾

Red Hat, Inc.⁽¹⁾⁽²⁾

salesforce.com, Inc.⁽¹⁾⁽²⁾

Specialty Retail — 1.9%

Advance Auto Parts, Inc.⁽¹⁾

Best Buy Co., Inc.⁽¹⁾

Home Depot, Inc. (The)⁽¹⁾

Tiffany & Co.⁽¹⁾

Technology Hardware, Storage & Peripherals — 8.8%

Apple, Inc.⁽¹⁾

Hewlett Packard Enterprise Co.

Textiles, Apparel & Luxury Goods — 1.1%

NIKE, Inc., Class B⁽¹⁾

Tobacco — 0.6%

Altria Group, Inc.⁽¹⁾

Philip Morris International, Inc.⁽¹⁾

Trading Companies & Distributors — 0.4%

Fastenal Co.⁽¹⁾

Total Common Stocks — 100.6%
(identified cost $314,777,968)

Total Written Call Options — (0.9)%
(premiums received $11,054,656)

Other Assets, Less Liabilities — 0.3%

Net Assets — 100.0%

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

Non-income producing security.

Amount is less than 0.05%.

Written Call Options — (0.9)%

Exchange-Traded Options — (0.9)%

NASDAQ 100 Index

NASDAQ 100 Index

NASDAQ 100 Index

NASDAQ 100 Index

NASDAQ 100 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

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.