0001752724-21-117720.txt : 20210528 0001752724-21-117720.hdr.sgml : 20210528 20210528093304 ACCESSION NUMBER: 0001752724-21-117720 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210528 PERIOD START: 20211231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Eaton Vance Tax-Managed Buy-Write Income Fund CENTRAL INDEX KEY: 0001308927 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21676 FILM NUMBER: 21976676 BUSINESS ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-482-8260 MAIL ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: Eaton Vance Tax-Managed BuyWrite Income Fund DATE OF NAME CHANGE: 20041117 NPORT-P 1 primary_doc.xml NPORT-P false 0001308927 XXXXXXXX Eaton Vance Tax-Managed Buy-Write Income Fund 811-21676 0001308927 549300PR0H5PW7NXEV58 TWO INTERNATIONAL PLACE BOSTON 02110 617-482-8260 Eaton Vance Tax-Managed Buy-Write Income Fund 549300PR0H5PW7NXEV58 2021-12-31 2021-03-31 N 416427583.85 9415996.72 407011587.13 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 578552.97000000 N Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516106 21402.00000000 NS USD 4645732.14000000 1.141425032333 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 30805.00000000 NS USD 2926166.95000000 0.718939470650 Long EC CORP US N 1 N N N AdvanSix Inc 5493009TPRODMCAZLF67 AdvanSix Inc 00773T101 1530.00000000 NS USD 41034.60000000 0.010081924273 Long EC CORP US N 1 N N N Cisco Systems Inc/Delaware 8E6NF1YAL0WT6CWXXV93 Cisco Systems Inc/Delaware 17275R102 94421.00000000 NS USD 4882509.91000000 1.199599732388 Long EC CORP US N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466L302 12365.00000000 NS USD 2619772.55000000 0.643660434454 Long EC CORP US N 1 N N N Intuit Inc VI90HBPH7XSFMB9E4M29 Intuit Inc 461202103 460.00000000 NS USD 176207.60000000 0.043293018079 Long EC CORP US N 1 N N N Dow Inc 5493003S21INSLK2IP73 Dow Inc 260557103 19882.00000000 NS USD 1271255.08000000 0.312338793341 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4020 CALL 000000000 -81.00000000 NC USD -163215.00000000 -0.04010082394 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4020.00000000 USD 2021-04-14 XXXX 93440.33000000 N N N Genuine Parts Co 549300D46DQVEU651W04 Genuine Parts Co 372460105 19484.00000000 NS USD 2252155.56000000 0.553339421091 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A Chipotle Mexican Grill Inc 169656105 374.00000000 NS USD 531386.68000000 0.130558120899 Long EC CORP US N 1 N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 Vertex Pharmaceuticals Inc 92532F100 1850.00000000 NS USD 397546.50000000 0.097674491972 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 609207105 46954.00000000 NS USD 2748217.62000000 0.675218521265 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 41676.00000000 NS USD 6849450.60000000 1.682863784861 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 580135101 18378.00000000 NS USD 4119244.92000000 1.012070675689 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 19736.00000000 NS USD 7343173.52000000 1.804168174124 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 Clorox Co/The 189054109 6843.00000000 NS USD 1319877.84000000 0.324285077313 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 27713.00000000 NS USD 2459251.62000000 0.604221525323 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 Valero Energy Corp 91913Y100 1819.00000000 NS USD 130240.40000000 0.031999187275 Long EC CORP US N 1 N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp 56585A102 31956.00000000 NS USD 1709326.44000000 0.419969969909 Long EC CORP US N 1 N N N ManpowerGroup Inc ERO1WSFOSR0JJ6CRQ987 ManpowerGroup Inc 56418H100 1193.00000000 NS USD 117987.70000000 0.028988781580 Long EC CORP US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 General Mills Inc 370334104 7776.00000000 NS USD 476824.32000000 0.117152517293 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287Y109 19355.00000000 NS USD 2094598.10000000 0.514628616538 Long EC CORP US N 1 N N N Ventas Inc ORQTRC074CWLT3DKHT41 Ventas Inc 92276F100 6472.00000000 NS USD 345216.48000000 0.084817359238 Long EC US N 1 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556102 10371.00000000 NS USD 4733116.98000000 1.162894897753 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160K105 734.00000000 NS USD 258720.32000000 0.063565836497 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 Teradyne Inc 880770102 20718.00000000 NS USD 2520966.24000000 0.619384390939 Long EC CORP US N 1 N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875P101 14121.00000000 NS USD 1024196.13000000 0.251638076749 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 3M Co 88579Y101 18372.00000000 NS USD 3539916.96000000 0.869733705853 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 30243.00000000 NS USD 4018992.27000000 0.987439276198 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4000 CALL 000000000 -82.00000000 NC USD -415330.00000000 -0.10204377790 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4000.00000000 USD 2021-04-28 XXXX 11292.57000000 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 2785.00000000 NS USD 65976.65000000 0.016210017622 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 Snap-on Inc 833034101 6380.00000000 NS USD 1472121.20000000 0.361690243361 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd 000000000 2741.00000000 NS USD 432995.77000000 0.106384138361 Long EC CORP CH N 1 N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475105 12436.00000000 NS USD 2181398.76000000 0.535954952875 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 Xcel Energy Inc 98389B100 12009.00000000 NS USD 798718.59000000 0.196239766939 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3980 CALL 000000000 -82.00000000 NC USD -389090.00000000 -0.09559678699 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3980.00000000 USD 2021-04-19 XXXX -100457.85000000 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 105280.00000000 NS USD 5696700.80000000 1.399640939013 Long EC CORP US N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 Invesco Ltd 000000000 22923.00000000 NS USD 578118.06000000 0.142039705571 Long EC CORP BM N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903202 6415.00000000 NS USD 950125.65000000 0.233439459721 Long EC CORP US N 1 N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865204 7250.00000000 NS USD 1314062.50000000 0.322856287523 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 Medtronic PLC 000000000 4753.00000000 NS USD 561471.89000000 0.137949853948 Long EC CORP IE N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 Truist Financial Corp 89832Q109 7171.00000000 NS USD 418212.72000000 0.102752042748 Long EC CORP US N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 Corteva Inc 22052L104 26850.00000000 NS USD 1251747.00000000 0.307545789746 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices Inc 007903107 33969.00000000 NS USD 2666566.50000000 0.655157392152 Long EC CORP US N 1 N N N Cabot Oil & Gas Corp FCNMH6O7VWU7LHXMK351 Cabot Oil & Gas Corp 127097103 4347.00000000 NS USD 81636.66000000 0.020057576388 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448108 31704.00000000 NS USD 4484530.80000000 1.101818951057 Long EC CORP US N 1 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 Vulcan Materials Co 929160109 5482.00000000 NS USD 925087.50000000 0.227287755251 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450Y103 6281.00000000 NS USD 1525278.04000000 0.374750520189 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 4478.00000000 NS USD 9235964.56000000 2.269214158035 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 518439104 3326.00000000 NS USD 967367.10000000 0.237675567622 Long EC CORP US N 1 N N N Lumen Technologies Inc 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 550241103 49482.00000000 NS USD 660584.70000000 0.162301202444 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 24334.00000000 NS USD 1984194.36000000 0.487503162745 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 Prologis Inc 74340W103 22296.00000000 NS USD 2363376.00000000 0.580665532562 Long EC US N 1 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 Lincoln National Corp 534187109 29706.00000000 NS USD 1849792.62000000 0.454481562317 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826C839 16455.00000000 NS USD 3484017.15000000 0.855999499809 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377508 12076.00000000 NS USD 455627.48000000 0.111944596765 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 Eastman Chemical Co 277432100 5817.00000000 NS USD 640568.04000000 0.157383244176 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 Zimmer Biomet Holdings Inc 98956P102 3848.00000000 NS USD 615987.84000000 0.151344054930 Long EC CORP US N 1 N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057104 18642.00000000 NS USD 1887129.66000000 0.463655021054 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 CBRE Group Inc 12504L109 8158.00000000 NS USD 645379.38000000 0.158565357942 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020107 21115.00000000 NS USD 1237339.00000000 0.304005841387 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co/The 742718109 21151.00000000 NS USD 2864479.93000000 0.703783386168 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 27413.00000000 NS USD 2302966.13000000 0.565823235215 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3925 CALL 000000000 -82.00000000 NC USD -485440.00000000 -0.11926933172 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3925.00000000 USD 2021-04-05 XXXX -159665.13000000 N N N Tyler Technologies Inc 25490040SMU4Z8LBCW70 Tyler Technologies Inc 902252105 475.00000000 NS USD 201651.75000000 0.049544474009 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844108 13967.00000000 NS USD 3750418.84000000 0.921452597073 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 105869.00000000 NS USD 24960734.13000000 6.132683913499 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 A O Smith Corp 831865209 3187.00000000 NS USD 215473.07000000 0.052940279051 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 Tyson Foods Inc 902494103 28696.00000000 NS USD 2132112.80000000 0.523845725138 Long EC CORP US N 1 N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222105 15313.00000000 NS USD 2045816.80000000 0.502643380358 Long EC CORP US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 Stryker Corp 863667101 14381.00000000 NS USD 3502923.98000000 0.860644780336 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 Newmont Corp 651639106 17228.00000000 NS USD 1038331.56000000 0.255111056498 Long EC CORP US N 1 N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 Pinnacle West Capital Corp 723484101 7168.00000000 NS USD 583116.80000000 0.143267862252 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066G104 12710.00000000 NS USD 6786250.30000000 1.667335897695 Long EC CORP US N 1 N N N Chevron Corp N/A Chevron Corp 166764100 22089.00000000 NS USD 2314706.31000000 0.568707718205 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 Adobe Inc 00724F101 2517.00000000 NS USD 1196506.29000000 0.293973520124 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 54740.00000000 NS USD 1093705.20000000 0.268715986125 Long EC CORP US N 1 N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 Take-Two Interactive Software Inc 874054109 5268.00000000 NS USD 930855.60000000 0.228704938491 Long EC CORP US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 Waste Management Inc 94106L109 4649.00000000 NS USD 599813.98000000 0.147370246687 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 4281.00000000 NS USD 8855805.03000000 2.175811527245 Long EC CORP US N 1 N N N M&T Bank Corp 549300WYXDDBYRASEG81 M&T Bank Corp 55261F104 4618.00000000 NS USD 700134.98000000 0.172018439311 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 2692.00000000 NS USD 356905.36000000 0.087689238165 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 39004.00000000 NS USD 2934270.92000000 0.720930561385 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 Walt Disney Co/The 254687106 38989.00000000 NS USD 7194250.28000000 1.767578739153 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 Quanta Services Inc 74762E102 4232.00000000 NS USD 372331.36000000 0.091479302254 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748102 28637.00000000 NS USD 3487986.60000000 0.856974766884 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 Principal Financial Group Inc 74251V102 5042.00000000 NS USD 302318.32000000 0.074277570850 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142103 11500.00000000 NS USD 1562045.00000000 0.383783914117 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216100 52523.00000000 NS USD 2768487.33000000 0.680198652210 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 Robert Half International Inc 770323103 13637.00000000 NS USD 1064640.59000000 0.261575007607 Long EC CORP US N 1 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 Stanley Black & Decker Inc 854502101 8690.00000000 NS USD 1735132.30000000 0.426310295545 Long EC CORP US N 1 N N N Marriott Vacations Worldwide Corp 549300WA6BT5H4F7IO94 Marriott Vacations Worldwide Corp 57164Y107 2064.00000000 NS USD 359507.52000000 0.088328571315 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231G102 18600.00000000 NS USD 1038438.00000000 0.255137208088 Long EC CORP US N 1 N N N Newell Brands Inc 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229106 12537.00000000 NS USD 335740.86000000 0.082489263356 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 CMS Energy Corp 125896100 42771.00000000 NS USD 2618440.62000000 0.643333188242 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3960 CALL 000000000 -82.00000000 NC USD -555140.00000000 -0.13639415131 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3960.00000000 USD 2021-04-23 XXXX -186416.81000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3950 CALL 000000000 -81.00000000 NC USD -362880.00000000 -0.08915716689 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3950.00000000 USD 2021-04-07 XXXX 21982.13000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3970 CALL 000000000 -81.00000000 NC USD -468180.00000000 -0.11502866621 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3970.00000000 USD 2021-04-21 XXXX -131334.67000000 N N N Incyte Corp 549300Z4WN6JVZ3T4680 Incyte Corp 45337C102 18462.00000000 NS USD 1500406.74000000 0.368639809637 Long EC CORP US N 1 N N N Kansas City Southern 5493008C12PZMWP3WY03 Kansas City Southern 485170302 10397.00000000 NS USD 2743976.24000000 0.674176442825 Long EC CORP US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 Berkshire Hathaway Inc 084670702 22765.00000000 NS USD 5815774.55000000 1.428896555749 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110L106 5761.00000000 NS USD 3005283.26000000 0.738377814054 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4000 CALL 000000000 -82.00000000 NC USD -383350.00000000 -0.09418650773 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4000.00000000 USD 2021-04-26 XXXX -42123.05000000 N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 17067.00000000 NS USD 6076705.35000000 1.493005492263 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206R102 16900.00000000 NS USD 511563.00000000 0.125687576515 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4000 CALL 000000000 -81.00000000 NC USD -194400.00000000 -0.04776276797 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4000.00000000 USD 2021-04-12 XXXX 115391.33000000 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741108 27333.00000000 NS USD 1668952.98000000 0.410050483272 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 Broadcom Inc 11135F101 8718.00000000 NS USD 4042187.88000000 0.993138281026 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162100 15371.00000000 NS USD 3824458.51000000 0.939643644292 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 96896.00000000 NS USD 3748906.24000000 0.921080961462 Long EC CORP US N 1 N N N Tesla Inc 54930043XZGB27CTOV49 Tesla Inc 88160R101 7417.00000000 NS USD 4954036.81000000 1.217173408976 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076102 22936.00000000 NS USD 7001214.00000000 1.720151027976 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4000 CALL 000000000 -81.00000000 NC USD -163620.00000000 -0.04020032971 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4000.00000000 USD 2021-04-09 XXXX 118497.68000000 N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140100 28217.00000000 NS USD 1805888.00000000 0.443694493499 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284V101 2686.00000000 NS USD 99408.86000000 0.024424085982 Long EC US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 46550.00000000 NS USD 5578552.00000000 1.370612576250 Long EC CORP US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410G104 1041.00000000 NS USD 288929.55000000 0.070988040423 Long EC US N 1 N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 Cincinnati Financial Corp 172062101 18908.00000000 NS USD 1949225.72000000 0.478911603904 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 ServiceNow Inc 81762P102 714.00000000 NS USD 357078.54000000 0.087731787322 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189T107 15255.00000000 NS USD 345525.75000000 0.084893344790 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829107 6095.00000000 NS USD 479920.30000000 0.117913178684 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 AvalonBay Communities Inc 053484101 10239.00000000 NS USD 1889197.89000000 0.464163171206 Long EC US N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620M106 25140.00000000 NS USD 3534935.40000000 0.868509770182 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co/The 824348106 4579.00000000 NS USD 3379347.79000000 0.830282944480 Long EC CORP US N 1 N N N NiSource Inc 549300D8GOWWH0SJB189 NiSource Inc 65473P105 49999.00000000 NS USD 1205475.89000000 0.296177290307 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 16160.00000000 NS USD 2506092.80000000 0.615730087114 Long EC CORP US N 1 N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 Charles Schwab Corp/The 808513105 20202.00000000 NS USD 1316766.36000000 0.323520607677 Long EC CORP US N 1 N N N Duke Energy Corp I1BZKREC126H0VB1BL91 Duke Energy Corp 26441C204 3842.00000000 NS USD 370868.26000000 0.091119828458 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 33400.00000000 NS USD 9837302.00000000 2.416958708563 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081103 65917.00000000 NS USD 2388172.91000000 0.586757965993 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343E102 11895.00000000 NS USD 2364250.20000000 0.580880317602 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343V104 43502.00000000 NS USD 2529641.30000000 0.621515794633 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389X105 55339.00000000 NS USD 3883137.63000000 0.954060708045 Long EC CORP US N 1 N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp 75513E101 7449.00000000 NS USD 575584.23000000 0.141417160641 Long EC CORP US N 1 N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 Avery Dennison Corp 053611109 15307.00000000 NS USD 2811130.55000000 0.690675803561 Long EC CORP US N 1 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023105 9288.00000000 NS USD 2365839.36000000 0.581270763489 Long EC CORP US N 1 N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 Allstate Corp/The 020002101 23168.00000000 NS USD 2662003.20000000 0.654036220140 Long EC CORP US N 1 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 Advance Auto Parts Inc 00751Y106 3365.00000000 NS USD 617443.85000000 0.151701786760 Long EC CORP US N 1 N N N Carrier Global Corp 549300JE3W6CWY2NAN77 Carrier Global Corp 14448C104 1693.00000000 NS USD 71478.46000000 0.017561775207 Long EC CORP US N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 LyondellBasell Industries NV 000000000 13836.00000000 NS USD 1439635.80000000 0.353708799828 Long EC CORP NL N 1 N N N Travel + Leisure Co T4VNTWMFQ7JQB65L7T35 Travel + Leisure Co 894164102 9305.00000000 NS USD 569093.80000000 0.139822505794 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 3900 CALL 000000000 -82.00000000 NC USD -660100.00000000 -0.16218211492 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3900.00000000 USD 2021-04-01 XXXX -358341.29000000 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 Emerson Electric Co 291011104 29903.00000000 NS USD 2697848.66000000 0.662843207738 Long EC CORP US N 1 N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 JB Hunt Transport Services Inc 445658107 3521.00000000 NS USD 591774.47000000 0.145394993339 Long EC CORP US N 1 N N N Simon Property Group Inc 529900GQL5X8H7AO3T64 Simon Property Group Inc 828806109 17320.00000000 NS USD 1970496.40000000 0.484137666422 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR21 4010 CALL 000000000 -81.00000000 NC USD -236520.00000000 -0.05811136770 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 4010.00000000 USD 2021-04-16 XXXX 89336.87000000 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123101 4741.00000000 NS USD 1099295.67000000 0.270089526873 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525103 10487.00000000 NS USD 1390471.33000000 0.341629421364 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 Textron Inc 883203101 11648.00000000 NS USD 653219.84000000 0.160491706048 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 8852.00000000 NS USD 2864861.28000000 0.703877081289 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 44760.00000000 NS USD 3289412.40000000 0.808186426139 Long EC CORP US N 1 N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 Leggett & Platt Inc 524660107 6596.00000000 NS USD 301107.40000000 0.073980055979 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833100 218979.00000000 NS USD 26748284.85000000 6.571873061062 Long EC CORP US N 1 N N N Apartment Income REIT Corp N/A Apartment Income REIT Corp 03750L109 11985.00000000 NS USD 512478.60000000 0.125912533255 Long EC US N 1 N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 Prudential Financial Inc 744320102 6075.00000000 NS USD 553432.50000000 0.135974630084 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 57446.00000000 NS USD 2151352.70000000 0.528572838716 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 Kimberly-Clark Corp 494368103 18131.00000000 NS USD 2521115.55000000 0.619421075399 Long EC CORP US N 1 N N N Gap Inc/The T2ZG1WRWZ4BUCMQL9224 Gap Inc/The 364760108 4919.00000000 NS USD 146487.82000000 0.035991068714 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 Travelers Cos Inc/The 89417E109 3902.00000000 NS USD 586860.80000000 0.144187737783 Long EC CORP US N 1 N N N Kraft Heinz Co/The N/A Kraft Heinz Co/The 500754106 4105.00000000 NS USD 164200.00000000 0.040342831799 Long EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 Booking Holdings Inc 09857L108 1622.00000000 NS USD 3779000.48000000 0.928474913121 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933Y105 52591.00000000 NS USD 4054240.19000000 0.996099452250 Long EC CORP US N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409V104 10209.00000000 NS USD 3602449.83000000 0.885097609972 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625H100 53475.00000000 NS USD 8140499.25000000 2.000065724762 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 5364.00000000 NS USD 16596645.12000000 4.077683693732 Long EC CORP US N 1 N N N DTE Energy Co 549300IX8SD6XXD71I78 DTE Energy Co 233331107 10342.00000000 NS USD 1376933.88000000 0.338303361265 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813109 31090.00000000 NS USD 2622130.60000000 0.644239791424 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 41044.00000000 NS USD 2591107.72000000 0.636617679184 Long EC CORP US N 1 N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816109 23289.00000000 NS USD 3293996.16000000 0.809312625035 Long EC CORP US N 1 N N N Ingevity Corp 5493009UTFC4B5IMGF87 Ingevity Corp 45688C107 2787.00000000 NS USD 210502.11000000 0.051718947729 Long EC CORP US N 1 N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 CH Robinson Worldwide Inc 12541W209 4494.00000000 NS USD 428862.42000000 0.105368602162 Long EC CORP US N 1 N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group Inc 744573106 34219.00000000 NS USD 2060325.99000000 0.506208190417 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 Fastenal Co 311900104 20160.00000000 NS USD 1013644.80000000 0.249045686179 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558103 27095.00000000 NS USD 1751149.85000000 0.430245699477 Long EC CORP US N 1 N N N 2021-04-27 Eaton Vance Tax-Managed Buy-Write Income Fund James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 NPORT_FH3C_6716534695.htm html

Eaton Vance

Tax-Managed Buy-Write Income Fund

March 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 101.0%

 

                                                 
Security    Shares      Value  

Aerospace & Defense — 1.6%

      

Boeing Co. (The)(1)

      9,288      $ 2,365,840  

Northrop Grumman Corp.(1)

      8,852        2,864,861  

Raytheon Technologies Corp.(1)

      7,449        575,584  

Textron, Inc.(1)

      11,648        653,220  
     

 

 

  
      $ 6,459,505  
     

 

 

  

Air Freight & Logistics — 0.1%

      

C.H. Robinson Worldwide, Inc.(1)

      4,494      $ 428,862  
     

 

 

  
      $ 428,862  
     

 

 

  

Airlines — 0.4%

      

Southwest Airlines Co.(1)

      27,333      $ 1,668,953  
     

 

 

  
      $ 1,668,953  
     

 

 

  

Auto Components — 0.3%

      

Lear Corp.(1)

      7,250      $ 1,314,062  
     

 

 

  
      $ 1,314,062  
     

 

 

  

Automobiles — 1.2%

      

Tesla, Inc.(1)(2)

      7,417      $ 4,954,037  
     

 

 

  
      $ 4,954,037  
     

 

 

  

Banks — 4.5%

      

Bank of America Corp.(1)

      96,896      $ 3,748,906  

Fifth Third Bancorp(1)

      57,446        2,151,353  

JPMorgan Chase & Co.(1)

      53,475        8,140,499  

KeyCorp(1)

      54,740        1,093,705  

M&T Bank Corp.(1)

      4,618        700,135  

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

      12,436        2,181,399  

Truist Financial Corp.

      7,171        418,213  
     

 

 

  
      $ 18,434,210  
     

 

 

  

Beverages — 1.8%

      

Coca-Cola Co. (The)(1)

      52,523      $ 2,768,487  

PepsiCo, Inc.(1)

      31,704        4,484,531  
     

 

 

  
      $ 7,253,018  
     

 

 

  

Biotechnology — 2.4%

      

AbbVie, Inc.(1)

      19,355      $ 2,094,598  

Amgen, Inc.(1)

      15,371        3,824,459  

Gilead Sciences, Inc.(1)

      27,095        1,751,150  

Incyte Corp.(1)(2)

      18,462        1,500,407  

Vertex Pharmaceuticals, Inc.(1)(2)

      1,850        397,546  
     

 

 

  
      $ 9,568,160  
     

 

 

  

 

1

 

 

                                                 
Security    Shares      Value  

Building Products — 0.1%

      

A.O. Smith Corp.

      3,187      $ 215,473  

Carrier Global Corp.(1)

      1,693        71,479  
     

 

 

  
      $ 286,952  
     

 

 

  

Capital Markets — 1.9%

      

Charles Schwab Corp. (The)(1)

      20,202      $ 1,316,766  

Invesco, Ltd.

      22,923        578,118  

S&P Global, Inc.(1)

      10,209        3,602,450  

State Street Corp.(1)

      27,413        2,302,966  
     

 

 

  
      $ 7,800,300  
     

 

 

  

Chemicals — 2.0%

      

AdvanSix, Inc.(1)(2)

      1,530      $ 41,034  

Corteva, Inc.(1)

      26,850        1,251,747  

Dow, Inc.(1)

      19,882        1,271,255  

Eastman Chemical Co.(1)

      5,817        640,568  

Ingevity Corp.(2)

      2,787        210,502  

LyondellBasell Industries NV, Class A(1)

      13,836        1,439,636  

Sherwin-Williams Co. (The)(1)

      4,579        3,379,348  
     

 

 

  
      $ 8,234,090  
     

 

 

  

Commercial Services & Supplies — 0.1%

      

Waste Management, Inc.(1)

      4,649      $ 599,814  
     

 

 

  
      $ 599,814  
     

 

 

  

Communications Equipment — 1.2%

      

Cisco Systems, Inc.(1)

      94,421      $ 4,882,510  
     

 

 

  
      $ 4,882,510  
     

 

 

  

Construction & Engineering — 0.1%

      

Quanta Services, Inc.

      4,232      $ 372,331  
     

 

 

  
      $ 372,331  
     

 

 

  

Construction Materials — 0.2%

      

Vulcan Materials Co.(1)

      5,482      $ 925,087  
     

 

 

  
      $ 925,087  
     

 

 

  

Consumer Finance — 1.5%

      

American Express Co.(1)

      23,289      $ 3,293,996  

Discover Financial Services(1)

      30,805        2,926,167  
     

 

 

  
      $ 6,220,163  
     

 

 

  

Containers & Packaging — 0.7%

      

Avery Dennison Corp.(1)

      15,307      $ 2,811,131  
     

 

 

  
      $ 2,811,131  
     

 

 

  

 

2

 

 

                                                 
Security    Shares      Value  

Distributors — 0.6%

      

Genuine Parts Co.(1)

      19,484      $ 2,252,156  
     

 

 

  
      $ 2,252,156  
     

 

 

  

Diversified Financial Services — 1.4%

      

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

      22,765      $ 5,815,775  
     

 

 

  
      $ 5,815,775  
     

 

 

  

Diversified Telecommunication Services — 0.9%

      

AT&T, Inc.(1)

      16,900      $ 511,563  

Lumen Technologies, Inc.

      49,482        660,585  

Verizon Communications, Inc.(1)

      43,502        2,529,641  
     

 

 

  
      $ 3,701,789  
     

 

 

  

Electric Utilities — 0.8%

      

Duke Energy Corp.(1)

      3,842      $ 370,868  

Edison International(1)

      21,115        1,237,339  

NRG Energy, Inc.(1)

      12,076        455,627  

Pinnacle West Capital Corp.(1)

      7,168        583,117  

Xcel Energy, Inc.(1)

      12,009        798,719  
     

 

 

  
      $ 3,445,670  
     

 

 

  

Electrical Equipment — 0.7%

      

Emerson Electric Co.(1)

      29,903      $ 2,697,849  
     

 

 

  
      $ 2,697,849  
     

 

 

  

Entertainment — 2.7%

      

Netflix, Inc.(1)(2)

      5,761      $ 3,005,283  

Take-Two Interactive Software, Inc.(1)(2)

      5,268        930,856  

Walt Disney Co. (The)(1)(2)

      38,989        7,194,250  
     

 

 

  
      $ 11,130,389  
     

 

 

  

Equity Real Estate Investment Trusts (REITs) — 1.8%

      

Apartment Income REIT Corp.(1)

      11,985      $ 512,479  

AvalonBay Communities, Inc.(1)

      10,239        1,889,198  

Iron Mountain, Inc.

      2,686        99,409  

ProLogis, Inc.(1)

      22,296        2,363,376  

SBA Communications Corp.(1)

      1,041        288,930  

Simon Property Group, Inc.(1)

      17,320        1,970,496  

Ventas, Inc.

      6,472        345,216  
     

 

 

  
      $ 7,469,104  
     

 

 

  

Food & Staples Retailing — 0.6%

      

Costco Wholesale Corp.(1)

      734      $ 258,721  

Sysco Corp.

      6,095        479,920  

Walmart, Inc.(1)

      11,500        1,562,045  
     

 

 

  
      $ 2,300,686  
     

 

 

  

 

3

 

 

                                                 
Security    Shares      Value  

Food Products — 1.4%

      

General Mills, Inc.(1)

      7,776      $ 476,824  

Kraft Heinz Co. (The)

      4,105        164,200  

Mondelez International, Inc., Class A(1)

      46,954        2,748,218  

Tyson Foods, Inc., Class A(1)

      28,696        2,132,113  
     

 

 

  
      $ 5,521,355  
     

 

 

  

Health Care Equipment & Supplies — 3.2%

      

Abbott Laboratories(1)

      46,550      $ 5,578,552  

Baxter International, Inc.(1)

      31,090        2,622,130  

Medtronic PLC(1)

      4,753        561,472  

Stryker Corp.(1)

      14,381        3,502,924  

Zimmer Biomet Holdings, Inc.(1)

      3,848        615,988  
     

 

 

  
      $ 12,881,066  
     

 

 

  

Health Care Providers & Services — 2.5%

      

CVS Health Corp.(1)

      39,004      $ 2,934,271  

UnitedHealth Group, Inc.(1)

      19,736        7,343,173  
     

 

 

  
      $ 10,277,444  
     

 

 

  

Hotels, Restaurants & Leisure — 2.5%

      

Booking Holdings, Inc.(1)(2)

      1,622      $ 3,779,000  

Chipotle Mexican Grill, Inc.(1)(2)

      374        531,387  

Marriott International, Inc., Class A(1)

      6,415        950,126  

Marriott Vacations Worldwide Corp.

      2,064        359,507  

McDonald’s Corp.(1)

      18,378        4,119,245  

Travel + Leisure Co.(1)

      9,305        569,094  
     

 

 

  
      $ 10,308,359  
     

 

 

  

Household Durables — 0.6%

      

Leggett & Platt, Inc.

      6,596      $ 301,107  

Lennar Corp., Class A(1)

      18,642        1,887,130  

Newell Brands, Inc.

      12,537        335,741  
     

 

 

  
      $ 2,523,978  
     

 

 

  

Household Products — 1.6%

      

Clorox Co. (The)(1)

      6,843      $ 1,319,878  

Kimberly-Clark Corp.(1)

      18,131        2,521,115  

Procter & Gamble Co. (The)(1)

      21,151        2,864,480  
     

 

 

  
      $ 6,705,473  
     

 

 

  

Industrial Conglomerates — 2.0%

      

3M Co.(1)

      18,372      $ 3,539,917  

Honeywell International, Inc.(1)

      21,402        4,645,732  
     

 

 

  
      $ 8,185,649  
     

 

 

  

Insurance — 2.9%

      

Allstate Corp. (The)(1)

      23,168      $ 2,662,003  

Chubb, Ltd.

      2,741        432,996  

Cincinnati Financial Corp.(1)

      18,908        1,949,226  

 

4

 

 

                                                 
Security    Shares      Value  

Lincoln National Corp.(1)

      29,706      $ 1,849,793  

Marsh & McLennan Cos., Inc.(1)

      28,637        3,487,987  

Principal Financial Group, Inc.(1)

      5,042        302,318  

Prudential Financial, Inc.(1)

      6,075        553,432  

Travelers Cos., Inc. (The)(1)

      3,902        586,861  
     

 

 

  
      $ 11,824,616  
     

 

 

  

Interactive Media & Services — 6.9%

      

Alphabet, Inc., Class A(1)(2)

      4,478      $ 9,235,965  

Alphabet, Inc., Class C(1)(2)

      4,281        8,855,805  

Facebook, Inc., Class A(1)(2)

      33,400        9,837,302  
     

 

 

  
      $ 27,929,072  
     

 

 

  

Internet & Direct Marketing Retail — 4.1%

      

Amazon.com, Inc.(1)(2)

      5,364      $ 16,596,645  
     

 

 

  
      $ 16,596,645  
     

 

 

  

IT Services — 4.2%

      

Fidelity National Information Services, Inc.(1)

      25,140      $ 3,534,936  

Mastercard, Inc., Class A(1)

      17,067        6,076,705  

PayPal Holdings, Inc.(1)(2)

      6,281        1,525,278  

VeriSign, Inc.(1)(2)

      11,895        2,364,250  

Visa, Inc., Class A(1)

      16,455        3,484,017  
     

 

 

  
      $ 16,985,186  
     

 

 

  

Life Sciences Tools & Services — 1.2%

      

Thermo Fisher Scientific, Inc.(1)

      10,371      $ 4,733,117  
     

 

 

  
      $ 4,733,117  
     

 

 

  

Machinery — 1.1%

      

Caterpillar, Inc.(1)

      4,741      $ 1,099,296  

Snap-on, Inc.(1)

      6,380        1,472,121  

Stanley Black & Decker, Inc.(1)

      8,690        1,735,132  
     

 

 

  
      $ 4,306,549  
     

 

 

  

Media — 1.4%

      

Comcast Corp., Class A(1)

      105,280      $ 5,696,701  
     

 

 

  
      $ 5,696,701  
     

 

 

  

Metals & Mining — 0.3%

      

Newmont Corp.(1)

      17,228      $ 1,038,332  
     

 

 

  
      $ 1,038,332  
     

 

 

  

Multi-Utilities — 2.0%

      

Centerpoint Energy, Inc.

      15,255      $ 345,526  

CMS Energy Corp.(1)

      42,771        2,618,440  

DTE Energy Co.(1)

      10,342        1,376,934  

NiSource, Inc.(1)

      49,999        1,205,476  

Public Service Enterprise Group, Inc.(1)

      34,219        2,060,326  

Sempra Energy

      2,692        356,905  
     

 

 

  
      $ 7,963,607  
     

 

 

  

 

5

 

 

                                                 
Security    Shares      Value  

Oil, Gas & Consumable Fuels — 2.9%

      

Cabot Oil & Gas Corp.(1)

      4,347      $ 81,637  

Chevron Corp.(1)

      22,089        2,314,706  

Diamondback Energy, Inc.(1)

      44,760        3,289,412  

EOG Resources, Inc.(1)

      14,121        1,024,196  

Exxon Mobil Corp.(1)

      18,600        1,038,438  

Marathon Petroleum Corp.(1)

      31,956        1,709,327  

Phillips 66(1)

      24,334        1,984,194  

Valero Energy Corp.(1)

      1,819        130,240  

Williams Cos., Inc. (The)(1)

      2,785        65,977  
     

 

 

  
      $ 11,638,127  
     

 

 

  

Personal Products — 0.2%

      

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

      3,326      $ 967,367  
     

 

 

  
      $ 967,367  
     

 

 

  

Pharmaceuticals — 3.9%

      

Bristol-Myers Squibb Co.(1)

      41,044      $ 2,591,108  

Johnson & Johnson(1)

      41,676        6,849,450  

Merck & Co., Inc.(1)

      52,591        4,054,240  

Pfizer, Inc.(1)

      65,917        2,388,173  
     

 

 

  
      $ 15,882,971  
     

 

 

  

Professional Services — 0.3%

      

ManpowerGroup, Inc.(1)

      1,193      $ 117,988  

Robert Half International, Inc.(1)

      13,637        1,064,640  
     

 

 

  
      $ 1,182,628  
     

 

 

  

Real Estate Management & Development — 0.2%

      

CBRE Group, Inc., Class A(1)(2)

      8,158      $ 645,379  
     

 

 

  
      $ 645,379  
     

 

 

  

Road & Rail — 1.7%

      

J.B. Hunt Transport Services, Inc.(1)

      3,521      $ 591,775  

Kansas City Southern(1)

      10,397        2,743,976  

Norfolk Southern Corp.(1)

      13,967        3,750,419  
     

 

 

  
      $ 7,086,170  
     

 

 

  

Semiconductors & Semiconductor Equipment — 5.8%

      

Advanced Micro Devices, Inc.(1)(2)

      33,969      $ 2,666,567  

Analog Devices, Inc.(1)

      16,160        2,506,093  

Applied Materials, Inc.(1)

      15,313        2,045,817  

Broadcom, Inc.(1)

      8,718        4,042,188  

Intel Corp.(1)

      28,217        1,805,888  

NVIDIA Corp.(1)

      12,710        6,786,250  

QUALCOMM, Inc.(1)

      10,487        1,390,471  

Teradyne, Inc.(1)

      20,718        2,520,966  
     

 

 

  
      $ 23,764,240  
     

 

 

  

 

6

 

 

                                                 
Security    Shares      Value  

Software — 8.2%

      

Adobe, Inc.(1)(2)

      2,517      $ 1,196,506  

Intuit, Inc.

      460        176,208  

Microsoft Corp.(1)

      105,869        24,960,734  

Oracle Corp.(1)

      55,339        3,883,138  

salesforce.com, inc.(1)(2)

      12,365        2,619,772  

ServiceNow, Inc.(2)

      714        357,078  

Tyler Technologies, Inc.(2)

      475        201,652  
     

 

 

  
      $ 33,395,088  
     

 

 

  

Specialty Retail — 1.9%

      

Advance Auto Parts, Inc.(1)

      3,365      $ 617,444  

Gap, Inc. (The)(1)(2)

      4,919        146,488  

Home Depot, Inc. (The)(1)

      22,936        7,001,214  
     

 

 

  
      $ 7,765,146  
     

 

 

  

Technology Hardware, Storage & Peripherals — 6.6%

      

Apple, Inc.(1)

      218,979      $ 26,748,285  
     

 

 

  
      $ 26,748,285  
     

 

 

  

Textiles, Apparel & Luxury Goods — 1.0%

      

NIKE, Inc., Class B(1)

      30,243      $ 4,018,992  
     

 

 

  
      $ 4,018,992  
     

 

 

  

Tobacco — 0.6%

      

Philip Morris International, Inc.(1)

      27,713      $ 2,459,252  
     

 

 

  
      $ 2,459,252  
     

 

 

  

Trading Companies & Distributors — 0.2%

      

Fastenal Co.(1)

      20,160      $ 1,013,645  
     

 

 

  
      $ 1,013,645  
     

 

 

  

Total Common Stocks — 101.0%
(identified cost $95,763,976)

       $ 411,071,042  
     

 

 

  

Total Written Call Options — (1.1)%
(premiums received $3,948,867)

       $ (4,477,265 ) 
     

 

 

  

Other Assets, Less Liabilities — 0.1%

       $ 574,998  
     

 

 

  

Net Assets — 100.0%

       $ 407,168,775  
     

 

 

  

The percentage shown for each investment category in the Portfolio of Investments is based on net assets.

 

(1)

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

 

(2)

Non-income producing security.

 

7

 

 

Written Call Options — (1.1)%

Exchange-Traded Options — (1.1)%

 

                                                                                                                            

Description

    Number of
Contracts		      Notional
Amount		      Exercise
Price		      Expiration
Date		      Value  

S&P 500 Index

      82      $     32,577,698      $ 3,900        4/1/21      $ (660,100 ) 

S&P 500 Index

      82        32,577,698        3,925        4/5/21        (485,440 ) 

S&P 500 Index

      81        32,180,409        3,950        4/7/21        (362,880 ) 

S&P 500 Index

      81        32,180,409        4,000        4/9/21        (163,620 ) 

S&P 500 Index

      81        32,180,409        4,000        4/12/21        (194,400 ) 

S&P 500 Index

      81        32,180,409        4,020        4/14/21        (163,215 ) 

S&P 500 Index

      81        32,180,409        4,010        4/16/21        (236,520 ) 

S&P 500 Index

      82        32,577,698        3,980        4/19/21        (389,090 ) 

S&P 500 Index

      81        32,180,409        3,970        4/21/21        (468,180 ) 

S&P 500 Index

      82        32,577,698        3,960        4/23/21        (555,140 ) 

S&P 500 Index

      82        32,577,698        4,000        4/26/21        (383,350 ) 

S&P 500 Index

      82        32,577,698        4,000        4/28/21        (415,330 ) 
              

 

 

  

Total

 

    $     (4,477,265 ) 
              

 

 

  

 

8

 

 

At March 31, 2021, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

The Fund is subject to equity price risk in the normal course of pursuing its investment objectives. The Fund writes index call options above the current value of the index to generate premium income. In writing index call options, the Fund in effect, sells potential appreciation in the value of the applicable index above the exercise price in exchange for the option premium received. The Fund retains the risk of loss, minus the premium received, should the value of the underlying index decline.

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

 

•  

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)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

 

9

 

 

At March 31, 2021, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:

 

Asset Description    Level 1      Level 2      Level 3      Total  

Common Stocks

    $ 411,071,042 *     $ —      $ —      $ 411,071,042  

Total Investments

    $     411,071,042      $     —      $     —      $     411,071,042  
Liability Description                          

Written Call Options

    $ (4,477,265 )     $ —      $ —      $ (4,477,265 ) 

Total

    $ (4,477,265 )     $ —      $ —      $ (4,477,265 ) 

 

*

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

For information on the Fund’s policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.

 

10