Gateway Fund Investments as of August 31, 2018 (Unaudited)

Transcription

1 Investments as of August 31, 2018 (Unaudited) Date Market Value ($) % of Fund Common Stocks 267,316 3M Co. 56,382, % 763,559 Abbott Laboratories 51,036, % 606,162 AbbVie, Inc. 58,179, % 355,381 Activision Blizzard, Inc. 25,622, % 36,398 Adient PLC 1,575, % 258,158 Adobe Systems, Inc. 68,027, % 422,682 Advanced Micro Devices, Inc. 10,638, % 17,782 AdvanSix, Inc. 601, % 189,028 Aetna, Inc. 37,856, % 530,942 Aflac, Inc. 24,550, % 644,819 AGNC Investment Corp. 12,264, % 107,742 Alaska Air Group, Inc. 7,271, % 125,445 Alexion Pharmaceuticals, Inc. 15,334, % 47,638 Align Technology, Inc. 18,411, % 180,342 Allergan PLC 34,573, % 614,082 Alliant Energy Corp. 26,307, % 266,008 Allstate Corp. (The) 26,752, % 121,623 Ally Financial, Inc. 3,269, % 65,667 Alphabet, Inc., Class A 80,888, % 168,456 Alphabet, Inc., Class C 205,211, % 653,815 Altria Group, Inc. 38,261, % 148,572 Amazon.com, Inc. 299,032, % 401,532 Ameren Corp. 25,388, % 332,138 American Airlines Group, Inc. 13,444, % 270,169 American Eagle Outfitters, Inc. 7,013, % 671,022 American Electric Power Co., Inc. 48,132, % 149,909 American Financial Group, Inc. 16,693, % 482,754 American International Group, Inc. 25,668, % 298,196 Amgen, Inc. 59,582, % 231,380 Analog Devices, Inc. 22,871, % 1,234,994 Annaly Capital Management, Inc. 13,115, % 79,021 ANSYS, Inc. 14,696, % 145,161 Anthem, Inc. 38,428, % 180,061 Aon PLC 26,209, % 1,761,713 Apple, Inc. 401,018, % 700,989 Applied Materials, Inc. 30,156, % 484,122 Arch Capital Group Ltd. 14,799, % 12,752 Arista Networks, Inc. 3,812, % 296,125 Arthur J. Gallagher & Co. 21,362, % 115,188 Ashland Global Holdings, Inc. 9,698, % 353,523 Associated Banc-Corp 9,633, % 2,799,020 AT&T, Inc. 89,400, % 45,405 Autoliv, Inc. 4,045, % 184,207 Automatic Data Processing, Inc. 27,032, % 120,641 Avery Dennison Corp. 12,689, % 146,168 Avis Budget Group, Inc. 4,547, % 15,012 Baidu, Inc., Sponsored ADR 3,399, % 284,698 Baker Hughes, a GE Co. 9,386, % 4,093,854 Bank of America Corp. 126,622, % 338,269 Baxter International, Inc. 25,157, % 823,996 Berkshire Hathaway, Inc., Class B 171,984, % 84,501 Biogen, Inc. 29,870, % 40,509 Black Knight, Inc. 2,163, % 231,617 Boeing Co. (The) 79,395, % 19,657 Booking Holdings, Inc. 38,361, % 648,039 Boston Scientific Corp. 23,044, % 612,235 Bristol-Myers Squibb Co. 37,070, % 124,578 Broadridge Financial Solutions, Inc. 16,835, % 85,855 Bunge Ltd. 5,578, % 383,459 Cadence Design Systems, Inc. 18,037, % 192,021 Camden Property Trust 18,253, % 64,276 Canadian Pacific Railway Ltd. 13,533, % 285,844 Caterpillar, Inc. 39,689, % 65,262 Celanese Corp., Series A 7,624, % 358,090 Celgene Corp. 33,821, % 609,976 CenterPoint Energy, Inc. 16,951, % 673,921 Charles Schwab Corp. (The) 34,228, % 57,460 Check Point Software Technologies Ltd. 6,676, % 53,140 Chemours Co. (The) 2,316, % 126,723 Cheniere Energy, Inc. 8,481, % 781,674 Chevron Corp. 92,597, % 1,960,270 Cisco Systems, Inc. 93,642, % 1,171,110 Citigroup, Inc. 83,429, %

2 Investments as of August 31, 2018 (Unaudited) Date Market Value ($) % of Fund 1,727,514 Coca-Cola Co. (The) 76,995, % 321,138 Cognizant Technology Solutions Corp., Class A 25,186, % 582,205 Colgate-Palmolive Co. 38,664, % 1,926,385 Comcast Corp., Class A 71,256, % 403,780 Conagra Brands, Inc. 14,838, % 202,115 Concho Resources, Inc. 27,720, % 708,041 ConocoPhillips 51,991, % 273,147 Consolidated Edison, Inc. 21,559, % 260,757 Continental Resources, Inc. 17,196, % 59,910 Cooper Tire & Rubber Co. 1,728, % 105,358 Copart, Inc. 6,775, % 598,992 Corning, Inc. 20,072, % 532,281 CSX Corp. 39,473, % 116,361 Cummins, Inc. 16,499, % 425,320 CVS Health Corp. 32,001, % 172,350 Deere & Co. 24,783, % 36,215 Dell Technologies, Inc., Class V 3,482, % 179,401 Digital Realty Trust, Inc. 22,295, % 308,240 Discover Financial Services 24,079, % 33,735 Domino's Pizza, Inc. 10,071, % 1,044,867 DowDuPont, Inc. 73,276, % 525,021 Duke Energy Corp. 42,652, % 664,704 Duke Realty Corp. 18,937, % 53,481 Dun & Bradstreet Corp. (The) 7,643, % 168,176 Eastman Chemical Co. 16,318, % 229,541 Eaton Corp. PLC 19,084, % 186,406 Eaton Vance Corp. 9,829, % 448,953 ebay, Inc. 15,538, % 388,694 Eli Lilly & Co. 41,065, % 341,749 Emerson Electric Co. 26,222, % 138,237 Evergy, Inc. 7,886, % 308,783 Express Scripts Holding Co. 27,179, % 178,201 Extra Space Storage, Inc. 16,431, % 1,622,420 Exxon Mobil Corp. 130,069, % 939,392 Facebook, Inc., Class A 165,079, % 121,715 Fidelity National Financial, Inc. 4,880, % 235,256 Fidelity National Information Services, Inc. 25,447, % 46,077 FleetCor Technologies, Inc. 9,848, % 112,219 Foot Locker, Inc. 5,532, % 2,457,532 Ford Motor Co. 23,297, % 78,463 Fortinet, Inc. 6,572, % 235,129 Fortune Brands Home & Security, Inc. 12,457, % 232,618 Gap, Inc. (The) 7,059, % 73,209 GATX Corp. 6,182, % 3,471,138 General Electric Co. 44,916, % 149,822 Genuine Parts Co. 14,959, % 533,487 Gilead Sciences, Inc. 40,400, % 201,251 Goldman Sachs Group, Inc. (The) 47,859, % 470,790 Gulfport Energy Corp. 5,536, % 489,562 Halliburton Co. 19,528, % 87,627 Hawaiian Electric Industries, Inc. 3,090, % 163,885 HCA Healthcare, Inc. 21,978, % 260,504 Healthcare Realty Trust, Inc. 8,065, % 59,560 Herbalife Nutrition Ltd. 3,370, % 167,459 Hertz Global Holdings, Inc. 2,948, % 92,305 Hilton Grand Vacations, Inc. 3,014, % 260,238 Hilton Worldwide Holdings, Inc. 20,199, % 101,317 HollyFrontier Corp. 7,550, % 292,284 Hologic, Inc. 11,621, % 549,873 Home Depot, Inc. (The) 110,398, % 413,046 Honeywell International, Inc. 65,699, % 36,487 Hubbell, Inc. 4,610, % 1,368,979 Huntington Bancshares, Inc. 22,191, % 57,682 Huntington Ingalls Industries, Inc. 14,101, % 70,877 Illumina, Inc. 25,149, % 36,897 Ingevity Corp. 3,726, % 66,489 Ingredion, Inc. 6,720, % 1,773,743 Intel Corp. 85,902, % 413,635 Intercontinental Exchange, Inc. 31,531, % 389,246 International Business Machines Corp. 57,016, % 59,474 Intuitive Surgical, Inc. 33,305, % 27,123 Jazz Pharmaceuticals PLC 4,635, % 266,319 JetBlue Airways Corp. 5,081, % 1,016,415 Johnson & Johnson 136,900, % 401,198 Johnson Controls International PLC 15,153, %

3 Investments as of August 31, 2018 (Unaudited) Date Market Value ($) % of Fund 1,373,575 JPMorgan Chase & Co. 157,384, % 222,920 Kilroy Realty Corp. 16,304, % 317,646 Kraft Heinz Co. (The) 18,509, % 184,362 L Brands, Inc. 4,872, % 118,515 Lamb Weston Holdings, Inc. 8,011, % 59,763 Las Vegas Sands Corp. 3,909, % 136,865 Legg Mason, Inc. 4,270, % 37,467 Lennox International, Inc. 8,348, % 103,860 Liberty Broadband Corp., Class C 8,422, % 185,047 Liberty Global PLC, Series C 4,790, % 83,437 Liberty Latin America Ltd., Class C 1,637, % 271,168 Liberty Property Trust 11,863, % 280,812 Lincoln National Corp. 18,415, % 374,057 Lowe's Cos., Inc. 40,678, % 59,938 Lululemon Athletica, Inc. 9,286, % 211,503 LyondellBasell Industries NV, Class A 23,853, % 276,737 Mack-Cali Realty Corp. 6,043, % 54,075 ManpowerGroup, Inc. 5,068, % 405,813 Mattel, Inc. 6,261, % 398,158 McDonald's Corp. 64,593, % 861,635 Medtronic PLC 83,070, % 82,034 Melco Resorts & Entertainment Ltd., Sponsored ADR 1,958, % 7,580 MercadoLibre, Inc. 2,595, % 1,046,762 Merck & Co., Inc. 71,797, % 401,803 MGM Resorts International 11,648, % 212,485 Michael Kors Holdings Ltd. 15,430, % 172,347 Microchip Technology, Inc. 14,827, % 431,433 Micron Technology, Inc. 22,658, % 2,838,112 Microsoft Corp. 318,805, % 804,571 Mondelez International, Inc., Class A 34,371, % 241,521 Monster Beverage Corp. 14,706, % 828,584 Morgan Stanley 40,459, % 115,934 Motorola Solutions, Inc. 14,881, % 81,964 MSCI, Inc. 14,774, % 90,899 National Fuel Gas Co. 5,047, % 160,632 Netflix, Inc. 59,061, % 327,842 Newell Brands, Inc. 7,120, % 228,147 News Corp., Class B 3,102, % 153,470 Nordstrom, Inc. 9,645, % 367,409 Nuance Communications, Inc. 5,996, % 73,808 nvent Electric PLC 2,073, % 225,888 NVIDIA Corp. 63,402, % 2,654 NVR, Inc. 7,082, % 463,874 Occidental Petroleum Corp. 37,049, % 194,039 OGE Energy Corp. 7,146, % 117,651 Old Dominion Freight Line, Inc. 17,930, % 345,605 Old National Bancorp 7,015, % 91,122 Olin Corp. 2,800, % 189,560 Omnicom Group, Inc. 13,140, % 279,397 ONEOK, Inc. 18,415, % 1,255,543 Oracle Corp. 60,994, % 23,152 Palo Alto Networks, Inc. 5,351, % 159,507 Park Hotels & Resorts, Inc. 5,335, % 131,499 Parker Hannifin Corp. 23,091, % 164,011 Patterson Cos., Inc. 3,698, % 302,209 Patterson-UTI Energy, Inc. 5,176, % 205,676 Paychex, Inc. 15,065, % 508,644 PayPal Holdings, Inc. 46,963, % 211,446 Pentair PLC 9,193, % 703,567 PepsiCo, Inc. 78,806, % 2,233,297 Pfizer, Inc. 92,726, % 576,065 Philip Morris International, Inc. 44,869, % 211,916 Phillips 66 25,114, % 39,532 Polaris Industries, Inc. 4,287, % 1,061,719 Procter & Gamble Co. (The) 88,069, % 102,299 PTC, Inc. 10,223, % 374,870 Public Service Enterprise Group, Inc. 19,624, % 594,824 QUALCOMM, Inc. 40,870, % 107,436 Quest Diagnostics, Inc. 11,815, % 252,454 Raytheon Co. 50,349, % 354,094 Regency Centers Corp. 23,380, % 113,078 ResMed, Inc. 12,598, % 91,903 Restaurant Brands International, Inc. 5,275, % 171,746 RPM International, Inc. 11,592, %

4 Investments as of August 31, 2018 (Unaudited) Date Market Value ($) % of Fund 206,117 Sabra Health Care REIT, Inc. 4,860, % 729,798 Schlumberger Ltd. 46,094, % 46,571 Seattle Genetics, Inc. 3,574, % 265,800 Senior Housing Properties Trust 5,079, % 48,808 ServiceNow, Inc. 9,583, % 48,686 Shire PLC, Sponsored ADR 8,533, % 64,746 Signature Bank 7,493, % 1,323,068 Sirius XM Holdings, Inc. 9,393, % 156,838 Skyworks Solutions, Inc. 14,319, % 59,403 Snap-on, Inc. 10,501, % 135,652 Sonoco Products Co. 7,601, % 171,684 Southern Copper Corp. 7,492, % 187,217 Sprint Corp. 1,143, % 143,487 Stanley Black & Decker, Inc. 20,164, % 206,058 Steel Dynamics, Inc. 9,423, % 51,182 SVB Financial Group 16,518, % 378,217 Symantec Corp. 7,624, % 71,226 T-Mobile US, Inc. 4,703, % 58,429 Take-Two Interactive Software, Inc. 7,803, % 364,432 Target Corp. 31,887, % 114,987 TD Ameritrade Holding Corp. 6,734, % 227,260 TE Connectivity Ltd. 20,835, % 24,419 Teleflex, Inc. 6,041, % 221,363 Teradyne, Inc. 9,117, % 25,386 TESARO, Inc. 823, % 15,980 Tesla, Inc. 4,820, % 453,301 Texas Instruments, Inc. 50,951, % 101,550 Tiffany & Co. 12,455, % 63,479 Timken Co. (The) 3,088, % 337,121 TJX Cos., Inc. (The) 37,073, % 286,997 Toll Brothers, Inc. 10,397, % 42,306 TransDigm Group, Inc. 14,807, % 45,774 Tupperware Brands Corp. 1,488, % 870,424 U.S. Bancorp 47,098, % 617,097 UDR, Inc. 24,665, % 681,244 Under Armour, Inc., Class A 13,931, % 108,010 Under Armour, Inc., Class C 2,048, % 169,380 United Continental Holdings, Inc. 14,807, % 394,897 United Parcel Service, Inc., Class B 48,524, % 392,820 United Technologies Corp. 51,734, % 419,055 UnitedHealth Group, Inc. 112,499, % 71,490 Universal Health Services, Inc., Class B 9,305, % 39,919 Vail Resorts, Inc. 11,897, % 236,738 Valvoline, Inc. 5,094, % 76,584 Vector Group Ltd. 1,189, % 47,158 Veeva Systems, Inc., Class A 4,921, % 310,797 Ventas, Inc. 18,607, % 45,405 Veoneer, Inc. 2,267, % 108,558 VeriSign, Inc. 17,218, % 195,964 Verisk Analytics, Inc. 23,337, % 1,496,481 Verizon Communications, Inc. 81,363, % 118,760 Vertex Pharmaceuticals, Inc. 21,899, % 822,263 Visa, Inc., Class A 120,782, % 49,369 VMware, Inc., Class A 7,566, % 129,365 Waddell & Reed Financial, Inc., Class A 2,589, % 575,231 Walgreens Boots Alliance, Inc. 39,437, % 608,569 Walmart, Inc. 58,337, % 625,352 Walt Disney Co. (The) 70,051, % 100,997 Waste Connections, Inc. 8,018, % 317,652 Waste Management, Inc. 28,874, % 541,369 WEC Energy Group, Inc. 36,585, % 1,722,887 Wells Fargo & Co. 100,754, % 401,168 Wendy's Co. (The) 7,080, % 379,264 Western Union Co. (The) 7,175, % 228,840 WestRock Co. 12,604, % 52,559 Whirlpool Corp. 6,568, % 44,872 Workday, Inc., Class A 6,934, % 54,433 Worthington Industries, Inc. 2,535, % 181,697 XL Group Ltd. 10,427, % 40,793 Zillow Group, Inc., Class C 1,984, % Total 8,720,152, % Purchased Options 21,470, %

5 Investments as of August 31, 2018 (Unaudited) Date Market Value ($) % of Fund Short-Term Investments 191,019,132 Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation /4/ ,019, % Total Investments 8,932,641, % Other assets less liabilities (158,303,884) (1.80%) Net Assets 8,774,337, % Purchased Options 0.24% Description Expiration Date Exercise Price Contracts Notional Amount Cost Value S&P 500 Index, Put 09/21/2018 2,525 4,284 $ 1,243,011,168 $ 7,200,140 $ 589,050 S&P 500 Index, Put 10/19/2018 2,525 3, ,838,680 5,795,038 1,430,675 S&P 500 Index, Put 10/19/2018 2,575 3,502 1,016,112,304 6,907,695 1,873,570 S&P 500 Index, Put 10/19/2018 2,600 3,593 1,042,516,136 6,045,222 2,137,835 S&P 500 Index, Put 10/19/2018 2,650 4,239 1,229,954,328 6,357,610 3,073,275 S&P 500 Index, Put 10/19/2018 2,700 4,210 1,221,539,920 6,788,625 3,852,150 S&P 500 Index, Put 11/16/2018 2,600 3,509 1,018,143,368 5,798,622 4,228,345 S&P 500 Index, Put 11/16/2018 2,625 3, ,387,920 6,681,615 4,285,350 Total Purchased Options $ 51,574,567 $ 21,470,250 Written Options (2.2%) Description Expiration Date Exercise Price Contracts Notional Amount Premiums (Received) Value S&P 500 Index, Call 09/14/2018 2,900 (3,365) $ (976,361,480) $ (5,510,187) $ (6,544,925) S&P 500 Index, Call 09/21/2018 2,825 (3,275) (950,247,800) (13,289,013) (27,788,375) S&P 500 Index, Call 09/21/2018 2,850 (3,334) (967,366,768) (12,827,565) (20,887,510) S&P 500 Index, Call 09/21/2018 2,875 (3,396) (985,356,192) (8,651,310) (14,314,140) S&P 500 Index, Call 09/28/2018 2,900 (3,338) (968,527,376) (11,841,555) (9,963,930) S&P 500 Index, Call 10/19/2018 2,800 (3,133) (909,046,216) (25,056,168) (37,705,655) S&P 500 Index, Call 10/19/2018 2,850 (3,367) (976,941,784) (17,491,026) (26,380,445) S&P 500 Index, Call 11/16/2018 2,850 (3,426) (994,060,752) (25,275,315) (32,495,610) S&P 500 Index, Call 11/16/2018 2,900 (3,128) (907,595,456) (19,072,980) (18,721,080) Total Written Options $ (139,015,119) $ (194,801,670) The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.

6 Investments as of July 31, 2018 (Unaudited) Date Market Value ($) % of Fund Common Stocks 267,316 3M Co. 56,756, % 763,559 Abbott Laboratories 50,043, % 606,162 AbbVie, Inc. 55,906, % 380,288 Activision Blizzard, Inc. 27,920, % 36,398 Adient PLC 1,733, % 256,488 Adobe Systems, Inc. 62,757, % 422,682 Advanced Micro Devices, Inc. 7,747, % 17,782 AdvanSix, Inc. 719, % 210,364 Aetna, Inc. 39,630, % 530,942 Aflac, Inc. 24,710, % 644,819 AGNC Investment Corp. 12,554, % 107,742 Alaska Air Group, Inc. 6,769, % 125,445 Alexion Pharmaceuticals, Inc. 16,679, % 47,638 Align Technology, Inc. 16,990, % 180,342 Allergan PLC 33,199, % 614,082 Alliant Energy Corp. 26,387, % 266,008 Allstate Corp. (The) 25,302, % 121,623 Ally Financial, Inc. 3,254, % 65,197 Alphabet, Inc., Class A 80,011, % 168,456 Alphabet, Inc., Class C 205,054, % 675,278 Altria Group, Inc. 39,625, % 150,173 Amazon.com, Inc. 266,923, % 401,532 Ameren Corp. 24,919, % 330,509 American Airlines Group, Inc. 13,068, % 261,528 American Eagle Outfitters, Inc. 6,585, % 671,022 American Electric Power Co., Inc. 47,736, % 385,280 American Express Co. 38,343, % 149,909 American Financial Group, Inc. 16,893, % 482,754 American International Group, Inc. 26,652, % 298,196 Amgen, Inc. 58,610, % 231,380 Analog Devices, Inc. 22,244, % 1,234,994 Annaly Capital Management, Inc. 13,239, % 78,121 ANSYS, Inc. 13,193, % 151,540 Anthem, Inc. 38,339, % 180,061 Aon PLC 25,847, % 1,855,581 Apple, Inc. 353,098, % 700,989 Applied Materials, Inc. 34,089, % 484,122 Arch Capital Group Ltd. 14,794, % 12,752 Arista Networks, Inc. 3,261, % 296,125 Arthur J. Gallagher & Co. 21,128, % 115,188 Ashland Global Holdings, Inc. 9,458, % 334,523 Associated Banc-Corp 9,032, % 2,799,020 AT&T, Inc. 89,484, % 45,405 Autoliv, Inc. 4,652, % 208,601 Automatic Data Processing, Inc. 28,159, % 120,641 Avery Dennison Corp. 13,835, % 146,168 Avis Budget Group, Inc. 5,093, % 15,012 Baidu, Inc., Sponsored ADR 3,710, % 284,698 Baker Hughes, a GE Co. 9,844, % 3,991,854 Bank of America Corp. 123,268, % 338,269 Baxter International, Inc. 24,507, % 823,996 Berkshire Hathaway, Inc., Class B 163,044, % 93,835 Biogen, Inc. 31,375, % 40,509 Black Knight, Inc. 2,092, % 250,221 Boeing Co. (The) 89,153, % 19,657 Booking Holdings, Inc. 39,878, % 802,569 Boston Scientific Corp. 26,974, % 612,235 Bristol-Myers Squibb Co. 35,968, % 124,578 Broadridge Financial Solutions, Inc. 14,074, % 85,855 Bunge Ltd. 5,935, % 383,459 Cadence Design Systems, Inc. 16,906, % 192,021 Camden Property Trust 17,779, % 63,846 Canadian Pacific Railway Ltd. 12,663, % 285,844 Caterpillar, Inc. 41,104, % 65,262 Celanese Corp., Series A 7,708, % 358,090 Celgene Corp. 32,260, % 609,976 CenterPoint Energy, Inc. 17,372, % 630,391 Charles Schwab Corp. (The) 32,187, % 54,410 Check Point Software Technologies Ltd. 6,130, % 53,140 Chemours Co. (The) 2,434, % 126,723 Cheniere Energy, Inc. 8,046, % 775,644 Chevron Corp. 97,940, % 1,960,270 Cisco Systems, Inc. 82,899, %

7 Investments as of July 31, 2018 (Unaudited) Date Market Value ($) % of Fund 1,103,110 Citigroup, Inc. 79,302, % 1,727,514 Coca-Cola Co. (The) 80,553, % 321,138 Cognizant Technology Solutions Corp., Class A 26,172, % 582,205 Colgate-Palmolive Co. 39,013, % 1,897,476 Comcast Corp., Class A 67,891, % 403,780 Conagra Brands, Inc. 14,822, % 202,115 Concho Resources, Inc. 29,478, % 708,041 ConocoPhillips 51,099, % 273,147 Consolidated Edison, Inc. 21,559, % 260,757 Continental Resources, Inc. 16,654, % 52,486 Cooper Tire & Rubber Co. 1,498, % 93,918 Copart, Inc. 5,389, % 598,992 Corning, Inc. 19,874, % 581,003 CSX Corp. 41,065, % 116,361 Cummins, Inc. 16,617, % 425,320 CVS Health Corp. 27,586, % 170,807 Deere & Co. 24,731, % 36,215 Dell Technologies, Inc., Class V 3,350, % 179,401 Digital Realty Trust, Inc. 21,782, % 273,240 Discover Financial Services 19,512, % 33,735 Domino's Pizza, Inc. 8,860, % 1,044,867 DowDuPont, Inc. 71,855, % 525,021 Duke Energy Corp. 42,852, % 664,704 Duke Realty Corp. 19,356, % 53,481 Dun & Bradstreet Corp. (The) 6,732, % 168,176 Eastman Chemical Co. 17,426, % 229,541 Eaton Corp. PLC 19,090, % 173,506 Eaton Vance Corp. 9,218, % 448,953 ebay, Inc. 15,017, % 388,694 Eli Lilly & Co. 38,406, % 341,749 Emerson Electric Co. 24,701, % 135,917 Evergy, Inc. 7,623, % 308,783 Express Scripts Holding Co. 24,535, % 178,201 Extra Space Storage, Inc. 16,745, % 1,622,420 Exxon Mobil Corp. 132,243, % 939,392 Facebook, Inc., Class A 162,120, % 121,715 Fidelity National Financial, Inc. 4,929, % 235,256 Fidelity National Information Services, Inc. 24,261, % 44,087 FleetCor Technologies, Inc. 9,566, % 112,219 Foot Locker, Inc. 5,477, % 2,457,532 Ford Motor Co. 24,673, % 78,463 Fortinet, Inc. 4,936, % 235,129 Fortune Brands Home & Security, Inc. 13,637, % 178,688 Gap, Inc. (The) 5,391, % 73,209 GATX Corp. 6,028, % 3,471,138 General Electric Co. 47,311, % 149,114 Genuine Parts Co. 14,510, % 533,487 Gilead Sciences, Inc. 41,521, % 176,351 Goldman Sachs Group, Inc. (The) 41,871, % 470,790 Gulfport Energy Corp. 5,418, % 489,562 Halliburton Co. 20,767, % 87,627 Hawaiian Electric Industries, Inc. 3,081, % 163,885 HCA Healthcare, Inc. 20,359, % 260,504 Healthcare Realty Trust, Inc. 7,739, % 59,560 Herbalife Nutrition Ltd. 3,075, % 167,459 Hertz Global Holdings, Inc. 2,550, % 92,305 Hilton Grand Vacations, Inc. 3,192, % 241,118 Hilton Worldwide Holdings, Inc. 18,966, % 88,456 HollyFrontier Corp. 6,597, % 292,284 Hologic, Inc. 12,541, % 533,384 Home Depot, Inc. (The) 105,354, % 429,021 Honeywell International, Inc. 68,493, % 36,487 Hubbell, Inc. 4,497, % 1,252,979 Huntington Bancshares, Inc. 19,345, % 57,682 Huntington Ingalls Industries, Inc. 13,442, % 70,877 Illumina, Inc. 22,989, % 36,897 Ingevity Corp. 3,677, % 66,489 Ingredion, Inc. 6,735, % 1,773,743 Intel Corp. 85,317, % 393,785 Intercontinental Exchange, Inc. 29,104, % 389,246 International Business Machines Corp. 56,413, % 66,055 Intuitive Surgical, Inc. 33,568, % 27,123 Jazz Pharmaceuticals PLC 4,694, % 266,319 JetBlue Airways Corp. 4,793, % 1,016,415 Johnson & Johnson 134,695, %

8 Investments as of July 31, 2018 (Unaudited) Date Market Value ($) % of Fund 401,198 Johnson Controls International PLC 15,048, % 1,465,103 JPMorgan Chase & Co. 168,413, % 217,750 Kilroy Realty Corp. 15,884, % 317,646 Kraft Heinz Co. (The) 19,138, % 119,254 L Brands, Inc. 3,776, % 118,515 Lamb Weston Holdings, Inc. 8,328, % 59,763 Las Vegas Sands Corp. 4,296, % 114,865 Legg Mason, Inc. 3,920, % 37,467 Lennox International, Inc. 8,133, % 103,860 Liberty Broadband Corp., Class C 8,253, % 180,523 Liberty Global PLC, Series C 4,899, % 83,437 Liberty Latin America Ltd., Class C 1,615, % 271,168 Liberty Property Trust 11,622, % 237,812 Lincoln National Corp. 16,194, % 410,580 Lowe's Cos., Inc. 40,787, % 74,951 Lululemon Athletica, Inc. 8,990, % 211,503 LyondellBasell Industries NV, Class A 23,432, % 276,737 Mack-Cali Realty Corp. 5,388, % 50,995 ManpowerGroup, Inc. 4,755, % 405,813 Mattel, Inc. 6,440, % 398,158 McDonald's Corp. 62,725, % 861,635 Medtronic PLC 77,745, % 82,034 Melco Resorts & Entertainment Ltd., Sponsored ADR 2,121, % 7,580 MercadoLibre, Inc. 2,599, % 1,046,762 Merck & Co., Inc. 68,950, % 401,803 MGM Resorts International 12,604, % 212,485 Michael Kors Holdings Ltd. 14,179, % 172,347 Microchip Technology, Inc. 16,102, % 417,907 Micron Technology, Inc. 22,061, % 2,903,845 Microsoft Corp. 308,039, % 804,571 Mondelez International, Inc., Class A 34,902, % 241,521 Monster Beverage Corp. 14,496, % 742,584 Morgan Stanley 37,545, % 115,934 Motorola Solutions, Inc. 14,062, % 68,462 MSCI, Inc. 11,377, % 90,899 National Fuel Gas Co. 4,881, % 163,837 Netflix, Inc. 55,286, % 327,842 Newell Brands, Inc. 8,586, % 222,965 News Corp., Class B 3,411, % 127,295 Nordstrom, Inc. 6,671, % 367,409 Nuance Communications, Inc. 5,426, % 73,808 nvent Electric PLC 2,022, % 238,186 NVIDIA Corp. 58,322, % 2,654 NVR, Inc. 7,323, % 463,874 Occidental Petroleum Corp. 38,932, % 194,039 OGE Energy Corp. 7,031, % 111,584 Old Dominion Freight Line, Inc. 16,380, % 332,605 Old National Bancorp 6,469, % 77,861 Olin Corp. 2,297, % 189,560 Omnicom Group, Inc. 13,047, % 279,397 ONEOK, Inc. 19,680, % 1,255,543 Oracle Corp. 59,864, % 23,152 Palo Alto Networks, Inc. 4,590, % 159,507 Park Hotels & Resorts, Inc. 4,989, % 131,499 Parker Hannifin Corp. 22,229, % 164,011 Patterson Cos., Inc. 4,021, % 302,209 Patterson-UTI Energy, Inc. 5,197, % 192,336 Paychex, Inc. 13,275, % 504,254 PayPal Holdings, Inc. 41,419, % 180,965 Pentair PLC 8,080, % 703,567 PepsiCo, Inc. 80,910, % 2,233,297 Pfizer, Inc. 89,175, % 576,065 Philip Morris International, Inc. 49,714, % 314,511 Phillips 66 38,791, % 35,016 Polaris Industries, Inc. 3,691, % 1,061,719 Procter & Gamble Co. (The) 85,871, % 102,299 PTC, Inc. 9,402, % 374,870 Public Service Enterprise Group, Inc. 19,328, % 594,824 QUALCOMM, Inc. 38,122, % 107,436 Quest Diagnostics, Inc. 11,573, % 252,454 Raytheon Co. 49,993, % 354,094 Regency Centers Corp. 22,531, % 106,088 ResMed, Inc. 11,221, % 91,903 Restaurant Brands International, Inc. 5,801, %

9 Investments as of July 31, 2018 (Unaudited) Date Market Value ($) % of Fund 171,746 RPM International, Inc. 11,055, % 206,117 Sabra Health Care REIT, Inc. 4,454, % 719,157 Schlumberger Ltd. 48,557, % 46,571 Seattle Genetics, Inc. 3,278, % 265,800 Senior Housing Properties Trust 4,741, % 41,728 ServiceNow, Inc. 7,342, % 48,686 Shire PLC, Sponsored ADR 8,306, % 64,746 Signature Bank 7,103, % 1,323,068 Sirius XM Holdings, Inc. 9,287, % 156,838 Skyworks Solutions, Inc. 14,833, % 59,403 Snap-on, Inc. 10,074, % 135,652 Sonoco Products Co. 7,572, % 171,684 Southern Copper Corp. 8,474, % 187,217 Sprint Corp. 1,016, % 143,487 Stanley Black & Decker, Inc. 21,447, % 206,058 Steel Dynamics, Inc. 9,703, % 44,605 SVB Financial Group 13,732, % 347,387 Symantec Corp. 7,024, % 71,226 T-Mobile US, Inc. 4,273, % 58,429 Take-Two Interactive Software, Inc. 6,603, % 364,432 Target Corp. 29,402, % 114,987 TD Ameritrade Holding Corp. 6,571, % 227,260 TE Connectivity Ltd. 21,264, % 24,419 Teleflex, Inc. 6,659, % 221,363 Teradyne, Inc. 9,573, % 25,386 TESARO, Inc. 884, % 15,980 Tesla, Inc. 4,764, % 453,301 Texas Instruments, Inc. 50,461, % 101,550 Tiffany & Co. 13,969, % 63,479 Timken Co. (The) 3,126, % 337,121 TJX Cos., Inc. (The) 32,788, % 286,997 Toll Brothers, Inc. 10,119, % 42,306 TransDigm Group, Inc. 15,887, % 27,819 Tupperware Brands Corp. 1,021, % 807,344 U.S. Bancorp 42,797, % 617,097 UDR, Inc. 23,745, % 681,244 Under Armour, Inc., Class A 13,604, % 108,010 Under Armour, Inc., Class C 2,024, % 169,380 United Continental Holdings, Inc. 13,618, % 394,897 United Parcel Service, Inc., Class B 47,344, % 392,820 United Technologies Corp. 53,321, % 429,195 UnitedHealth Group, Inc. 108,680, % 71,490 Universal Health Services, Inc., Class B 8,728, % 39,919 Vail Resorts, Inc. 11,052, % 236,738 Valvoline, Inc. 5,347, % 76,584 Vector Group Ltd. 1,412, % 47,158 Veeva Systems, Inc., Class A 3,566, % 310,797 Ventas, Inc. 17,522, % 45,405 Veoneer, Inc. 2,374, % 103,668 VeriSign, Inc. 15,055, % 195,964 Verisk Analytics, Inc. 21,677, % 1,496,481 Verizon Communications, Inc. 77,278, % 118,760 Vertex Pharmaceuticals, Inc. 20,788, % 838,361 Visa, Inc., Class A 114,637, % 49,369 VMware, Inc., Class A 7,138, % 112,365 Waddell & Reed Financial, Inc., Class A 2,327, % 565,838 Walgreens Boots Alliance, Inc. 38,261, % 608,569 Walmart, Inc. 54,302, % 668,287 Walt Disney Co. (The) 75,890, % 100,997 Waste Connections, Inc. 7,838, % 317,652 Waste Management, Inc. 28,588, % 541,369 WEC Energy Group, Inc. 35,930, % 1,678,887 Wells Fargo & Co. 96,183, % 401,168 Wendy's Co. (The) 6,691, % 379,264 Western Union Co. (The) 7,645, % 228,840 WestRock Co. 13,268, % 52,559 Whirlpool Corp. 6,890, % 44,172 Workday, Inc., Class A 5,478, % 51,012 Worthington Industries, Inc. 2,388, % 181,697 XL Group Ltd. 10,216, % 40,793 Zillow Group, Inc., Class C 2,272, % Total 8,539,650, % Purchased Options 25,324, %

10 Investments as of July 31, 2018 (Unaudited) Date Market Value ($) % of Fund Short-Term Investments 188,825,371 Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation /1/ ,825, % Total Investments 8,753,799, % Other assets less liabilities (128,879,326) (1.49%) Net Assets 8,624,920, % Purchased Options (0.29%) Description Expiration Date Exercise Price Contracts Notional Amount Cost Value S&P 500 Index, Put 08/17/2018 2,550 4,280 $ 1,205,372,120 $ 6,519,262 $ 599,200 S&P 500 Index, Put 09/21/2018 2,475 4,274 1,203,682,346 9,904,995 2,179,740 S&P 500 Index, Put 09/21/2018 2,500 3, ,656,434 8,900,075 2,021,220 S&P 500 Index, Put 09/21/2018 2,525 4,284 1,206,498,636 7,200,140 2,698,920 S&P 500 Index, Put 09/21/2018 2,550 3, ,110,540 5,028,550 2,314,600 S&P 500 Index, Put 10/19/2018 2,525 3, ,110,540 5,876,150 4,026,100 S&P 500 Index, Put 10/19/2018 2,575 3, ,264,758 6,907,695 5,340,550 S&P 500 Index, Put 10/19/2018 2,600 3,593 1,011,892,997 6,045,223 6,144,030 Total Purchased Options $ 56,382,090 $ 25,324,360 Written Options (1.51%) Description Expiration Date Exercise Price Contracts Notional Amount Premiums (Received) Value S&P 500 Index, Call 08/03/2018 2,790 (3,315) $ (933,600,135) $ (8,610,712) $ (10,177,050) S&P 500 Index, Call 08/17/2018 2,775 (3,367) (948,244,843) (15,816,483) (17,390,555) S&P 500 Index, Call 08/17/2018 2,800 (3,396) (956,412,084) (12,726,510) (10,935,120) S&P 500 Index, Call 08/17/2018 2,825 (3,334) (938,951,086) (7,059,745) (5,517,770) S&P 500 Index, Call 08/24/2018 2,810 (3,405) (958,946,745) (13,444,938) (10,470,375) S&P 500 Index, Call 08/31/2018 2,800 (3,445) (970,211,905) (13,254,637) (14,296,750) S&P 500 Index, Call 09/21/2018 2,775 (3,426) (964,860,954) (20,461,785) (24,067,650) S&P 500 Index, Call 09/21/2018 2,800 (3,178) (895,016,962) (16,676,555) (16,541,490) S&P 500 Index, Call 10/19/2018 2,800 (3,133) (882,343,657) (25,056,168) (21,241,740) Total Written Options $ (133,107,533) $ (130,638,500) The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.

11 Investments as of June 30, 2018 (Unaudited) Date Market Value ($) % of Fund Common Stocks 267,316 3M Co. 52,586, % 763,559 Abbott Laboratories 46,569, % 606,162 AbbVie, Inc. 56,160, % 380,288 Activision Blizzard, Inc. 29,023, % 36,398 Adient PLC 1,790, % 256,488 Adobe Systems, Inc. 62,534, % 422,682 Advanced Micro Devices, Inc. 6,336, % 17,782 AdvanSix, Inc. 651, % 210,364 Aetna, Inc. 38,601, % 530,942 Aflac, Inc. 22,841, % 644,819 AGNC Investment Corp. 11,987, % 107,742 Alaska Air Group, Inc. 6,506, % 125,445 Alexion Pharmaceuticals, Inc. 15,573, % 47,638 Align Technology, Inc. 16,298, % 180,342 Allergan PLC 30,066, % 614,082 Alliant Energy Corp. 25,987, % 266,008 Allstate Corp. (The) 24,278, % 121,623 Ally Financial, Inc. 3,195, % 65,197 Alphabet, Inc., Class A 73,619, % 168,456 Alphabet, Inc., Class C 187,937, % 675,278 Altria Group, Inc. 38,349, % 150,173 Amazon.com, Inc. 255,264, % 401,532 Ameren Corp. 24,433, % 330,509 American Airlines Group, Inc. 12,546, % 261,528 American Eagle Outfitters, Inc. 6,080, % 671,022 American Electric Power Co., Inc. 46,468, % 385,280 American Express Co. 37,757, % 149,909 American Financial Group, Inc. 16,089, % 482,754 American International Group, Inc. 25,595, % 298,196 Amgen, Inc. 55,044, % 231,380 Analog Devices, Inc. 22,193, % 1,234,994 Annaly Capital Management, Inc. 12,708, % 78,121 ANSYS, Inc. 13,607, % 151,540 Anthem, Inc. 36,071, % 180,061 Aon PLC 24,698, % 1,855,581 Apple, Inc. 343,486, % 700,989 Applied Materials, Inc. 32,378, % 484,122 Arch Capital Group Ltd. 12,809, % 12,752 Arista Networks, Inc. 3,283, % 296,125 Arthur J. Gallagher & Co. 19,331, % 115,188 Ashland Global Holdings, Inc. 9,005, % 334,523 Associated Banc-Corp 9,132, % 2,799,020 AT&T, Inc. 89,876, % 45,405 Autoliv, Inc. 6,502, % 208,601 Automatic Data Processing, Inc. 27,981, % 120,641 Avery Dennison Corp. 12,317, % 146,168 Avis Budget Group, Inc. 4,750, % 15,012 Baidu, Inc., Sponsored ADR 3,647, % 284,698 Baker Hughes, a GE Co. 9,403, % 3,991,854 Bank of America Corp. 112,530, % 338,269 Baxter International, Inc. 24,977, % 823,996 Berkshire Hathaway, Inc., Class B 153,798, % 93,835 Biogen, Inc. 27,234, % 40,509 Black Knight, Inc. 2,169, % 250,221 Boeing Co. (The) 83,951, % 19,657 Booking Holdings, Inc. 39,846, % 802,569 Boston Scientific Corp. 26,244, % 612,235 Bristol-Myers Squibb Co. 33,881, % 124,578 Broadridge Financial Solutions, Inc. 14,338, % 85,855 Bunge Ltd. 5,984, % 383,459 Cadence Design Systems, Inc. 16,607, % 192,021 Camden Property Trust 17,498, % 63,846 Canadian Pacific Railway Ltd. 11,685, % 285,844 Caterpillar, Inc. 38,780, % 65,262 Celanese Corp., Series A 7,247, % 358,090 Celgene Corp. 28,439, % 609,976 CenterPoint Energy, Inc. 16,902, % 630,391 Charles Schwab Corp. (The) 32,212, % 54,410 Check Point Software Technologies Ltd. 5,314, % 53,140 Chemours Co. (The) 2,357, % 126,723 Cheniere Energy, Inc. 8,261, % 775,644 Chevron Corp. 98,064, % 1,960,270 Cisco Systems, Inc. 84,350, %

12 Investments as of June 30, 2018 (Unaudited) Date Market Value ($) % of Fund 1,103,110 Citigroup, Inc. 73,820, % 174,273 CME Group, Inc. 28,566, % 1,727,514 Coca-Cola Co. (The) 75,768, % 321,138 Cognizant Technology Solutions Corp., Class A 25,366, % 582,205 Colgate-Palmolive Co. 37,732, % 1,897,476 Comcast Corp., Class A 62,256, % 403,780 Conagra Brands, Inc. 14,427, % 202,115 Concho Resources, Inc. 27,962, % 708,041 ConocoPhillips 49,293, % 273,147 Consolidated Edison, Inc. 21,300, % 260,757 Continental Resources, Inc. 16,886, % 52,486 Cooper Tire & Rubber Co. 1,380, % 93,918 Copart, Inc. 5,312, % 598,992 Corning, Inc. 16,478, % 581,003 CSX Corp. 37,056, % 116,361 Cummins, Inc. 15,476, % 425,320 CVS Health Corp. 27,369, % 170,807 Deere & Co. 23,878, % 36,215 Dell Technologies, Inc., Class V 3,063, % 179,401 Digital Realty Trust, Inc. 20,017, % 273,240 Discover Financial Services 19,238, % 33,735 Domino's Pizza, Inc. 9,519, % 1,044,867 DowDuPont, Inc. 68,877, % 525,021 Duke Energy Corp. 41,518, % 664,704 Duke Realty Corp. 19,296, % 53,481 Dun & Bradstreet Corp. (The) 6,559, % 168,176 Eastman Chemical Co. 16,810, % 229,541 Eaton Corp. PLC 17,155, % 173,506 Eaton Vance Corp. 9,055, % 448,953 ebay, Inc. 16,279, % 388,694 Eli Lilly & Co. 33,167, % 341,749 Emerson Electric Co. 23,628, % 135,917 Evergy, Inc. 7,631, % 308,783 Express Scripts Holding Co. 23,841, % 178,201 Extra Space Storage, Inc. 17,786, % 1,622,420 Exxon Mobil Corp. 134,222, % 939,392 Facebook, Inc., Class A 182,542, % 235,256 Fidelity National Information Services, Inc. 24,944, % 44,087 FleetCor Technologies, Inc. 9,286, % 121,715 FNF Group 4,578, % 112,219 Foot Locker, Inc. 5,908, % 2,457,532 Ford Motor Co. 27,204, % 78,463 Fortinet, Inc. 4,898, % 235,129 Fortune Brands Home & Security, Inc. 12,624, % 178,688 Gap, Inc. (The) 5,787, % 73,209 GATX Corp. 5,434, % 3,471,138 General Electric Co. 47,242, % 149,114 Genuine Parts Co. 13,687, % 533,487 Gilead Sciences, Inc. 37,792, % 176,351 Goldman Sachs Group, Inc. (The) 38,897, % 470,790 Gulfport Energy Corp. 5,917, % 489,562 Halliburton Co. 22,059, % 87,627 Hawaiian Electric Industries, Inc. 3,005, % 163,885 HCA Healthcare, Inc. 16,814, % 260,504 Healthcare Realty Trust, Inc. 7,575, % 59,560 Herbalife Nutrition Ltd. 3,199, % 167,459 Hertz Global Holdings, Inc. 2,568, % 92,305 Hilton Grand Vacations, Inc. 3,202, % 241,118 Hilton Worldwide Holdings, Inc. 19,086, % 88,456 HollyFrontier Corp. 6,053, % 292,284 Hologic, Inc. 11,618, % 533,384 Home Depot, Inc. (The) 104,063, % 429,021 Honeywell International, Inc. 61,800, % 36,487 Hubbell, Inc. 3,858, % 1,252,979 Huntington Bancshares, Inc. 18,493, % 57,682 Huntington Ingalls Industries, Inc. 12,504, % 70,877 Illumina, Inc. 19,795, % 36,897 Ingevity Corp. 2,983, % 66,489 Ingredion, Inc. 7,360, % 1,773,743 Intel Corp. 88,172, % 393,785 Intercontinental Exchange, Inc. 28,962, % 389,246 International Business Machines Corp. 54,377, % 66,055 Intuitive Surgical, Inc. 31,605, % 27,123 Jazz Pharmaceuticals PLC 4,673, % 266,319 JetBlue Airways Corp. 5,054, %

13 Investments as of June 30, 2018 (Unaudited) Date Market Value ($) % of Fund 1,016,415 Johnson & Johnson 123,331, % 401,198 Johnson Controls International PLC 13,420, % 1,465,103 JPMorgan Chase & Co. 152,663, % 217,750 Kilroy Realty Corp. 16,470, % 317,646 Kraft Heinz Co. (The) 19,954, % 119,254 L Brands, Inc. 4,398, % 118,515 Lamb Weston Holdings, Inc. 8,119, % 59,763 Las Vegas Sands Corp. 4,563, % 114,865 Legg Mason, Inc. 3,989, % 37,467 Lennox International, Inc. 7,499, % 103,860 Liberty Broadband Corp., Class C 7,864, % 180,523 Liberty Global PLC, Series C 4,803, % 83,437 Liberty Latin America Ltd., Class C 1,617, % 271,168 Liberty Property Trust 12,020, % 237,812 Lincoln National Corp. 14,803, % 410,580 Lowe's Cos., Inc. 39,239, % 74,951 Lululemon Athletica, Inc. 9,357, % 211,503 LyondellBasell Industries NV, Class A 23,233, % 276,737 Mack-Cali Realty Corp. 5,612, % 50,995 ManpowerGroup, Inc. 4,388, % 405,813 Mattel, Inc. 6,663, % 398,158 McDonald's Corp. 62,387, % 861,635 Medtronic PLC 73,764, % 82,034 Melco Resorts & Entertainment Ltd., Sponsored ADR 2,296, % 7,580 MercadoLibre, Inc. 2,265, % 1,046,762 Merck & Co., Inc. 63,538, % 401,803 MGM Resorts International 11,664, % 212,485 Michael Kors Holdings Ltd. 14,151, % 172,347 Microchip Technology, Inc. 15,674, % 417,907 Micron Technology, Inc. 21,915, % 2,903,845 Microsoft Corp. 286,348, % 804,571 Mondelez International, Inc., Class A 32,987, % 241,521 Monster Beverage Corp. 13,839, % 742,584 Morgan Stanley 35,198, % 115,934 Motorola Solutions, Inc. 13,491, % 68,462 MSCI, Inc. 11,325, % 90,899 National Fuel Gas Co. 4,814, % 163,837 Netflix, Inc. 64,130, % 327,842 Newell Brands, Inc. 8,455, % 222,965 News Corp., Class B 3,533, % 127,295 Nordstrom, Inc. 6,591, % 367,409 Nuance Communications, Inc. 5,101, % 73,808 nvent Electric PLC 1,852, % 238,186 NVIDIA Corp. 56,426, % 2,654 NVR, Inc. 7,883, % 463,874 Occidental Petroleum Corp. 38,816, % 194,039 OGE Energy Corp. 6,832, % 111,584 Old Dominion Freight Line, Inc. 16,621, % 332,605 Old National Bancorp 6,186, % 77,861 Olin Corp. 2,236, % 189,560 Omnicom Group, Inc. 14,457, % 279,397 ONEOK, Inc. 19,510, % 1,255,543 Oracle Corp. 55,319, % 23,152 Palo Alto Networks, Inc. 4,757, % 159,507 Park Hotels & Resorts, Inc. 4,885, % 131,499 Parker Hannifin Corp. 20,494, % 164,011 Patterson Cos., Inc. 3,718, % 302,209 Patterson-UTI Energy, Inc. 5,439, % 192,336 Paychex, Inc. 13,146, % 504,254 PayPal Holdings, Inc. 41,989, % 180,965 Pentair PLC 7,615, % 703,567 PepsiCo, Inc. 76,597, % 2,233,297 Pfizer, Inc. 81,024, % 576,065 Philip Morris International, Inc. 46,511, % 314,511 Phillips 66 35,322, % 35,016 Polaris Industries, Inc. 4,278, % 1,061,719 Procter & Gamble Co. (The) 82,877, % 102,299 PTC, Inc. 9,596, % 374,870 Public Service Enterprise Group, Inc. 20,295, % 594,824 QUALCOMM, Inc. 33,381, % 107,436 Quest Diagnostics, Inc. 11,811, % 252,454 Raytheon Co. 48,769, % 354,094 Regency Centers Corp. 21,982, % 106,088 ResMed, Inc. 10,988, %

14 Investments as of June 30, 2018 (Unaudited) Date Market Value ($) % of Fund 91,903 Restaurant Brands International, Inc. 5,541, % 171,746 RPM International, Inc. 10,016, % 206,117 Sabra Health Care REIT, Inc. 4,478, % 719,157 Schlumberger Ltd. 48,205, % 46,571 Seattle Genetics, Inc. 3,091, % 265,800 Senior Housing Properties Trust 4,808, % 41,728 ServiceNow, Inc. 7,196, % 48,686 Shire PLC, Sponsored ADR 8,218, % 64,746 Signature Bank 8,279, % 1,323,068 Sirius XM Holdings, Inc. 8,957, % 156,838 Skyworks Solutions, Inc. 15,158, % 59,403 Snap-on, Inc. 9,547, % 135,652 Sonoco Products Co. 7,121, % 171,684 Southern Copper Corp. 8,046, % 187,217 Sprint Corp. 1,018, % 143,487 Stanley Black & Decker, Inc. 19,056, % 206,058 Steel Dynamics, Inc. 9,468, % 44,605 SVB Financial Group 12,880, % 347,387 Symantec Corp. 7,173, % 71,226 T-Mobile US, Inc. 4,255, % 58,429 Take-Two Interactive Software, Inc. 6,915, % 364,432 Target Corp. 27,740, % 114,987 TD Ameritrade Holding Corp. 6,297, % 227,260 TE Connectivity Ltd. 20,467, % 24,419 Teleflex, Inc. 6,549, % 221,363 Teradyne, Inc. 8,427, % 25,386 TESARO, Inc. 1,128, % 15,980 Tesla, Inc. 5,480, % 453,301 Texas Instruments, Inc. 49,976, % 101,550 Tiffany & Co. 13,363, % 63,479 Timken Co. (The) 2,764, % 337,121 TJX Cos., Inc. (The) 32,087, % 286,997 Toll Brothers, Inc. 10,616, % 42,306 TransDigm Group, Inc. 14,601, % 27,819 Tupperware Brands Corp. 1,147, % 807,344 U.S. Bancorp 40,383, % 617,097 UDR, Inc. 23,165, % 681,244 Under Armour, Inc., Class A 15,314, % 108,010 Under Armour, Inc., Class C 2,276, % 169,380 United Continental Holdings, Inc. 11,810, % 394,897 United Parcel Service, Inc., Class B 41,949, % 392,820 United Technologies Corp. 49,114, % 429,195 UnitedHealth Group, Inc. 105,298, % 71,490 Universal Health Services, Inc., Class B 7,966, % 39,919 Vail Resorts, Inc. 10,945, % 236,738 Valvoline, Inc. 5,106, % 76,584 Vector Group Ltd. 1,461, % 47,158 Veeva Systems, Inc., Class A 3,624, % 310,797 Ventas, Inc. 17,699, % 103,668 VeriSign, Inc. 14,246, % 195,964 Verisk Analytics, Inc. 21,093, % 1,496,481 Verizon Communications, Inc. 75,287, % 118,760 Vertex Pharmaceuticals, Inc. 20,184, % 838,361 Visa, Inc., Class A 111,040, % 49,369 VMware, Inc., Class A 7,255, % 112,365 Waddell & Reed Financial, Inc., Class A 2,019, % 565,838 Walgreens Boots Alliance, Inc. 33,958, % 608,569 Walmart, Inc. 52,123, % 668,287 Walt Disney Co. (The) 70,043, % 100,997 Waste Connections, Inc. 7,603, % 317,652 Waste Management, Inc. 25,837, % 541,369 WEC Energy Group, Inc. 34,999, % 1,678,887 Wells Fargo & Co. 93,077, % 401,168 Wendy's Co. (The) 6,892, % 379,264 Western Union Co. (The) 7,710, % 228,840 WestRock Co. 13,048, % 15,334 WGL Holdings, Inc. 1,360, % 52,559 Whirlpool Corp. 7,685, % 44,172 Workday, Inc., Class A 5,350, % 51,012 Worthington Industries, Inc. 2,140, % 181,697 XL Group Ltd. 10,165, % 40,793 Zillow Group, Inc., Class C 2,409, % Total 8,250,539, %

15 Investments as of June 30, 2018 (Unaudited) Date Market Value ($) % of Fund Purchased Options 44,901, % Short-Term Investments 227,046,370 Tri-Party Repurchase Agreement with Fixed Income Clearing Corporation /2/ ,046, % Total Investments 8,522,487, % Other assets less liabilities (55,572,922) (0.66%) Net Assets 8,466,914, % Purchased Options 0.53% Description Expiration Date Exercise Price Contracts Notional Amount Cost Value S&P 500 Index, Put 07/20/2018 2,425 6,520 $ 1,772,377,240 $ 11,634,518 $ 1,467,000 S&P 500 Index, Put 08/17/2018 2,475 3, ,973,174 6,977,735 3,677,100 S&P 500 Index, Put 08/17/2018 2,500 3, ,710,341 7,230,912 4,329,565 S&P 500 Index, Put 08/17/2018 2,550 4,280 1,163,462,360 6,519,263 6,826,600 S&P 500 Index, Put 09/21/2018 2,475 4,334 1,178,141,558 10,044,045 9,079,730 S&P 500 Index, Put 09/21/2018 2,500 3, ,934,002 8,900,075 8,297,640 S&P 500 Index, Put 09/21/2018 2,525 4,284 1,164,549,708 7,200,140 11,224,080 Total Purchased Options $ 58,506,688 $ 44,901,715 Written Options (0.84%) Description Expiration Date Exercise Price Contracts Notional Amount Premiums (Received) Value S&P 500 Index, Call 07/13/2018 2,760 (3,315) $ (901,139,655) $ (10,154,390) $ (2,701,725) S&P 500 Index, Call 07/20/2018 2,700 (3,426) (931,313,562) (25,686,435) (15,776,730) S&P 500 Index, Call 07/20/2018 2,725 (3,178) (863,897,986) (15,636,185) (9,422,770) S&P 500 Index, Call 07/20/2018 2,775 (3,445) (936,478,465) (14,115,887) (2,600,975) S&P 500 Index, Call 07/20/2018 2,800 (3,334) (906,304,558) (8,660,065) (941,855) S&P 500 Index, Call 07/27/2018 2,740 (3,405) (925,604,985) (9,417,243) (9,006,225) S&P 500 Index, Call 08/17/2018 2,700 (3,133) (851,665,321) (26,622,668) (19,628,245) S&P 500 Index, Call 08/17/2018 2,775 (3,427) (931,585,399) (16,098,332) (6,836,865) S&P 500 Index, Call 08/17/2018 2,800 (3,396) (923,158,452) (12,726,510) (3,837,480) Total Written Options $ (139,117,715) $ (70,752,870) The portfolio is actively managed and holdings are subject to change. There is no guarantee the Fund continues to invest in the securities referenced.