Holdings/Fund Details
Top Ten Holdings
as of 06/30/2020 subject to change
| Chubb Ltd. | 3.88% |
| Verizon Communications Inc. | 3.83% |
| Eaton Corp. PLC | 3.62% |
| Cisco Systems Inc. | 3.39% |
| Johnson & Johnson | 3.09% |
| Genuine Parts Co. | 3.06% |
| Intel Corp. | 3.05% |
| Johnson Controls International PLC | 3.04% |
| JPMorgan Chase & Co. | 2.94% |
| DuPont de Nemours Inc. | 2.93% |
Portfolio Characterisitics as of 03/31/2020
Retail
| Average P/E |
11.7 |
| Trailing 12-Month Option Premium Yield ^ |
3.40% |
| 30-Day SEC Yield1 |
3.61% |
| 30-Day Unsubsidized SEC Yield1 |
2.62% |
| 12-Month Trailing Distributed Yield2 |
7.58% |
| Weighted Average Market Cap. |
$111.6 Billion |
| Median Market Cap. |
$68.4 Billion |
Risk Management as of 03/31/2020
As compared to the CBOE S&P 500 BuyWrite Index (BXM) (Since Inception)
| Beta |
0.98 |
| R-Squared |
82.75 |
| Standard Deviation (Fund) |
16.41 |
| Standard Deviation (Benchmark) |
15.22 |
Sector Breakdown
as of 03/31/2020
Portfolio Allocation
as of 03/31/2020
^Trailing 12 - Month Option Premium Yield represents all distributions for over the past 12 months, divided by the net asset value at the time of the report plus any capital gains distributed over the past year. Capital gains are added back to estimate what the fund’s ending price would have been had those gains not been distributed. While the Fund endeavors to pay quarterly distributions, dividends are not guaranteed and a company’s future ability to pay dividends may be limited and cease at any time.
130-day SEC yield is a compounded and annualized figure calculated according to a formula set by the SEC. The formula requires use of a specific methodology for calculating dividends and interest earned, and expenses accrued, during the period, and reflects the maximum offering price per fund share. The standardized computation is designed to facilitate yield comparisons among different funds. In the absence of temporary expense waivers or reimbursements by the Adviser, the 30-day yield would have been 2.62%
212 Month Trailing Distributed Yield represents all distributions for over the past 12 months, divided by the net asset value at the time of the report plus any capital gains distributed over the past year. Capital gains are added back to estimate what the fund's ending price would have been had those gains not been distributed. While the Fund endeavors to pay quarterly distributions, dividends are not guaranteed and a company's future ability to pay dividends may be limited and cease at any time.
