Written Covered Call Options (Exchange-Traded) — (1.0)% | |||||||
Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
Abbott Laboratories | 375 | $ 3,797,250 | $103 | 4/28/23 | $ (64,313) | ||
AbbVie, Inc. | 350 | 5,577,950 | 165 | 5/5/23 | (58,800) | ||
Accenture PLC, Class A | 190 | 5,430,390 | 295 | 5/5/23 | (76,950) | ||
Adobe, Inc. | 360 | 13,873,320 | 395 | 4/28/23 | (292,500) | ||
Agilent Technologies, Inc. | 260 | 3,596,840 | 145 | 4/21/23 | (23,400) | ||
Alphabet, Inc., Class C | 3,215 | 33,436,000 | 110 | 4/21/23 | (233,087) | ||
Amazon.com, Inc. | 2,785 | 28,766,265 | 106 | 4/28/23 | (1,051,337) | ||
AMETEK, Inc. | 445 | 6,467,185 | 150 | 5/19/23 | (140,175) | ||
Analog Devices, Inc. | 515 | 10,156,830 | 195 | 4/14/23 | (265,225) | ||
Apple, Inc. | 1,990 | 32,815,100 | 168 | 4/28/23 | (612,920) | ||
Aptiv PLC | 465 | 5,216,835 | 115 | 4/21/23 | (95,325) | ||
BILL Holdings, Inc. | 115 | 933,110 | 80 | 4/28/23 | (69,000) | ||
Boston Scientific Corp. | 460 | 2,301,380 | 50 | 4/21/23 | (40,250) | ||
Coca-Cola Co. (The) | 1,260 | 7,815,780 | 63 | 4/28/23 | (86,310) | ||
Copart, Inc. | 745 | 5,603,145 | 75 | 4/21/23 | (128,512) | ||
Danaher Corp. | 95 | 2,394,380 | 257 | 4/21/23 | (29,925) | ||
Ecolab, Inc. | 65 | 1,075,945 | 170 | 4/21/23 | (11,213) | ||
Eli Lilly & Co. | 195 | 6,696,690 | 350 | 4/28/23 | (154,050) | ||
EOG Resources, Inc. | 380 | 4,355,940 | 112 | 4/28/23 | (201,400) | ||
HEICO Corp. | 245 | 4,190,480 | 175 | 4/21/23 | (47,163) | ||
Home Depot, Inc. (The) | 160 | 4,721,920 | 300 | 4/14/23 | (43,040) | ||
Illumina, Inc. | 205 | 4,767,275 | 255 | 4/14/23 | (27,675) | ||
Intercontinental Exchange, Inc. | 490 | 5,110,210 | 105 | 4/21/23 | (86,975) | ||
Intuit, Inc. | 290 | 12,929,070 | 470 | 5/5/23 | (237,800) | ||
Intuitive Surgical, Inc. | 310 | 7,919,570 | 270 | 4/28/23 | (94,550) | ||
Lam Research Corp. | 170 | 9,012,040 | 550 | 4/28/23 | (281,775) | ||
Mastercard, Inc., Class A | 35 | 1,271,935 | 367 | 4/21/23 | (17,850) | ||
Micron Technology, Inc. | 745 | 4,495,330 | 68 | 5/5/23 | (41,720) | ||
Microsoft Corp. | 1,400 | 40,362,000 | 290 | 4/21/23 | (833,000) | ||
Mondelez International, Inc., Class A | 765 | 5,333,580 | 72 | 4/28/23 | (43,988) | ||
Netflix, Inc. | 145 | 5,009,460 | 335 | 4/14/23 | (241,787) | ||
NICE, Ltd. ADR | 160 | 3,662,240 | 250 | 5/19/23 | (64,800) | ||
NIKE, Inc., Class B | 375 | 4,599,000 | 126 | 4/28/23 | (73,313) | ||
NVIDIA Corp. | 500 | 13,888,500 | 300 | 4/28/23 | (218,750) | ||
Paycom Software, Inc. | 160 | 4,864,160 | 300 | 4/21/23 | (204,800) | ||
QUALCOMM, Inc. | 645 | 8,228,910 | 126 | 4/14/23 | (262,837) | ||
S&P Global, Inc. | 145 | 4,999,165 | 350 | 4/28/23 | (93,525) | ||
Salesforce, Inc. | 375 | 7,491,750 | 200 | 4/6/23 | (95,063) | ||
Starbucks Corp. | 630 | 6,560,190 | 102 | 4/28/23 | (247,275) | ||
Stryker Corp. | 80 | 2,283,760 | 290 | 4/21/23 | (27,200) | ||
Sysco Corp. | 720 | 5,560,560 | 79 | 4/28/23 | (43,200) | ||
Tesla, Inc. | 195 | 4,045,470 | 205 | 4/14/23 | (209,137) |
Written Covered Call Options (Exchange-Traded) (continued) | |||||||
Description | Number of Contracts | Notional Amount | Exercise Price | Expiration Date | Value | ||
Thermo Fisher Scientific, Inc. | 100 | $ 5,763,700 | $590 | 4/6/23 | $ (15,000) | ||
TJX Cos., Inc. (The) | 1,670 | 13,086,120 | 78 | 4/28/23 | (355,710) | ||
Tradeweb Markets, Inc., Class A | 580 | 4,583,160 | 80 | 4/21/23 | (69,600) | ||
Trane Technologies PLC | 210 | 3,863,580 | 210 | 4/21/23 | (5,250) | ||
TransUnion | 805 | 5,002,270 | 65 | 4/21/23 | (76,475) | ||
Uber Technologies, Inc. | 1,040 | 3,296,800 | 33 | 4/28/23 | (107,640) | ||
UnitedHealth Group, Inc. | 180 | 8,506,620 | 495 | 4/28/23 | (85,500) | ||
Visa, Inc., Class A | 1,155 | 26,040,630 | 235 | 5/5/23 | (341,302) | ||
Walmart, Inc. | 155 | 2,285,475 | 145 | 4/21/23 | (65,488) | ||
Walt Disney Co. (The) | 315 | 3,154,095 | 100 | 4/14/23 | (68,670) | ||
Waste Connections, Inc. | 405 | 5,632,335 | 140 | 4/21/23 | (97,200) | ||
Zscaler, Inc. | 215 | 2,511,845 | 123 | 4/28/23 | (73,100) | ||
Total | $(8,532,850) |
Abbreviations: | |
ADR | – American Depositary Receipt |
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | $6,562,058 | $40,058,081 | $(38,983,776) | $ — | $ — | $7,636,363 | $64,667 | 7,636,363 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
• | 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) |
Asset Description | Level 1 | Level 2 | Level 3 | Total |
Common Stocks | $896,966,528* | $ — | $ — | $896,966,528 |
Short-Term Investments | 7,636,363 | — | — | 7,636,363 |
Total Investments | $904,602,891 | $ — | $ — | $904,602,891 |
Liability Description | ||||
Written Covered Call Options | $ (8,532,850) | $ — | $ — | $ (8,532,850) |
Total | $ (8,532,850) | $ — | $ — | $ (8,532,850) |
* | The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments. |