Eaton Vance

Tax-Managed Global Buy-Write Opportunities Fund

September 30, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 99.6%
Security	Shares		Value
Aerospace & Defense — 1.5%
Airbus SE(1)(2)		56,122	$	7,440,422
General Dynamics Corp.(2)		6,866		1,345,942
L3Harris Technologies, Inc.(2)		7,755		1,707,961
Northrop Grumman Corp.(2)		2,492		897,494
Raytheon Technologies Corp.(2)		47,912		4,118,516
Textron, Inc.(2)		16,487		1,150,957
			$	16,661,292
Air Freight & Logistics — 0.6%
Deutsche Post AG(2)		108,468	$	6,802,004
Expeditors International of Washington, Inc.(2)		3,871		461,152
			$	7,263,156
Auto Components — 0.6%
Cie Generale des Etablissements Michelin SCA(2)		12,277	$	1,882,561
Denso Corp.		47,300		3,088,564
Toyota Industries Corp.		6,400		526,591
Yokohama Rubber Co., Ltd. (The)		75,500		1,354,977
			$	6,852,693
Automobiles — 2.3%
Daimler AG(2)		26,925	$	2,375,638
Honda Motor Co., Ltd.		24,800		762,446
Isuzu Motors, Ltd.		58,000		754,593
Mazda Motor Corp.(1)		26,000		225,002
Tesla, Inc.(1)(2)		20,000		15,509,600
Toyota Motor Corp.		64,500		1,149,222
Volkswagen AG, PFC Shares		24,779		5,523,302
			$	26,299,803
Banks — 4.1%
Bank of America Corp.(2)		50,000	$	2,122,500
BNP Paribas S.A.(2)		75,132		4,806,995
Credit Agricole S.A.(2)		88,088		1,210,808
Danske Bank A/S(2)		72,886		1,227,846
Fifth Third Bancorp(2)		47,006		1,994,935
HSBC Holdings PLC(2)		700,000		3,660,075
Huntington Bancshares, Inc.(2)		117,053		1,809,639
ING Groep NV(2)		315,384		4,585,211
Intesa Sanpaolo SpA		2,079,278		5,886,403
JPMorgan Chase & Co.(2)		47,825		7,828,474
KBC Group NV		22,722		2,049,625
KeyCorp.(2)		148,919		3,219,629
Lloyds Banking Group PLC		2,000,000		1,244,842

1

Security	Shares		Value
Natwest Group PLC		500,000	$	1,507,428
PNC Financial Services Group, Inc. (The)(2)		6,406		1,253,270
Shinsei Bank, Ltd.		31,400		526,478
Standard Chartered PLC		43,591		254,823
Truist Financial Corp.(2)		25,182		1,476,924
			$	46,665,905
Beverages — 1.4%
Coca-Cola Co. (The)(2)		24,571	$	1,289,240
Constellation Brands, Inc., Class A(2)		29,994		6,319,436
Heineken Holding NV		24,773		2,157,131
Heineken NV		7,692		802,851
Kirin Holdings Co., Ltd.		54,500		1,011,513
PepsiCo, Inc.(2)		29,721		4,470,336
Takara Holdings, Inc.		20,500		295,480
			$	16,345,987
Biotechnology — 1.4%
AbbVie, Inc.(2)		26,528	$	2,861,576
Amgen, Inc.(2)		30,175		6,416,714
BioMarin Pharmaceutical, Inc.(1)(2)		9,584		740,747
Gilead Sciences, Inc.(2)		87,511		6,112,643
			$	16,131,680
Building Products — 0.5%
Daikin Industries, Ltd.		26,200	$	5,712,603
			$	5,712,603
Capital Markets — 1.3%
3i Group PLC		30,000	$	515,302
CME Group, Inc.		2,281		441,100
London Stock Exchange Group PLC		14,000		1,402,914
Moody’s Corp.(2)		10,481		3,721,908
S&P Global, Inc.(2)		9,242		3,926,833
Schroders PLC(2)		42,659		2,054,448
St. James’s Place PLC(2)		160,504		3,237,735
			$	15,300,240
Chemicals — 3.7%
Air Liquide S.A.		36,342	$	5,820,537
Air Products and Chemicals, Inc.(2)		21,289		5,452,326
Akzo Nobel NV		2,842		310,530
BASF SE(2)		67,072		5,084,743
Corteva, Inc.(2)		4,706		198,028
Daicel Corp.(2)		51,000		397,096
Dow, Inc.(2)		4,706		270,877
DuPont de Nemours, Inc.(2)		4,706		319,961
Eastman Chemical Co.(2)		20,943		2,109,798
Johnson Matthey PLC(2)		41,427		1,486,276
Linde PLC(2)		43,984		12,934,747
Mitsubishi Gas Chemical Co., Inc.		18,200		358,897
Nitto Denko Corp.		22,800		1,623,053
Shin-Etsu Chemical Co., Ltd.		21,800		3,679,160

2

Security	Shares		Value
Sumitomo Chemical Co., Ltd.		35,700	$	185,292
Toray Industries, Inc.		56,000		355,834
Tosoh Corp.		85,900		1,556,656
			$	42,143,811
Commercial Services & Supplies — 0.3%
Rentokil Initial PLC		97,214	$	763,401
SECOM Co., Ltd.		29,900		2,162,608
Waste Management, Inc.(2)		3,330		497,369
			$	3,423,378
Communications Equipment — 1.3%
Cisco Systems, Inc.(2)		240,293	$	13,079,148
Nokia Oyj(1)		317,042		1,748,583
			$	14,827,731
Construction & Engineering — 0.2%
Ferrovial S.A.		85,206	$	2,487,049
			$	2,487,049
Construction Materials — 0.3%
CRH PLC		62,332	$	2,941,749
			$	2,941,749
Consumer Finance — 0.5%
American Express Co.(2)		27,280	$	4,570,219
Navient Corp.		43,966		867,449
			$	5,437,668
Containers & Packaging — 0.3%
Smurfit Kappa Group PLC		61,889	$	3,214,337
			$	3,214,337
Distributors — 0.2%
LKQ Corp.(1)(2)		53,930	$	2,713,758
			$	2,713,758
Diversified Financial Services — 0.5%
Berkshire Hathaway, Inc., Class B(1)(2)		12,353	$	3,371,628
Groupe Bruxelles Lambert S.A.		4,239		466,271
Jackson Financial, Inc.(1)		5,606		145,756
M&G PLC		286,752		783,466
ORIX Corp.		41,300		772,786
			$	5,539,907
Diversified Telecommunication Services — 0.8%
Deutsche Telekom AG(2)		318,536	$	6,387,983
United Internet AG		50,979		1,972,042
Verizon Communications, Inc.(2)		4,900		264,649
			$	8,624,674
Electric Utilities — 1.1%
Acciona S.A.		8,786	$	1,460,618
Edison International(2)		19,359		1,073,844
Enel SpA		226,448		1,738,037

3

Security	Shares		Value
Iberdrola S.A.(2)		676,592	$	6,806,805
NextEra Energy, Inc.(2)		26,000		2,041,520
			$	13,120,824
Electrical Equipment — 0.9%
ABB, Ltd.(2)		107,459	$	3,594,698
Fujikura, Ltd.(1)		69,000		404,741
Legrand S.A.(2)		47,726		5,113,822
Siemens Energy AG(1)		55,583		1,486,816
			$	10,600,077
Electronic Equipment, Instruments & Components — 1.1%
Alps Alpine Co., Ltd.		101,500	$	1,099,782
Corning, Inc.(2)		19,975		728,888
Halma PLC		64,889		2,475,094
Kyocera Corp.		33,800		2,112,882
Taiyo Yuden Co., Ltd.		51,500		3,016,564
TDK Corp.		93,300		3,364,653
			$	12,797,863
Entertainment — 2.4%
Electronic Arts, Inc.(2)		45,613	$	6,488,449
Netflix, Inc.(1)(2)		17,400		10,619,916
Universal Music Group NV(1)		108,427		2,903,161
Walt Disney Co. (The)(1)(2)		42,417		7,175,684
			$	27,187,210
Equity Real Estate Investment Trusts (REITs) — 0.5%
American Tower Corp.(2)		17,793	$	4,722,440
British Land Co. PLC (The)		35,000		232,247
Capital & Counties Properties PLC		189,600		421,307
			$	5,375,994
Food & Staples Retailing — 0.9%
Costco Wholesale Corp.(2)		10,600	$	4,763,110
Ocado Group PLC(1)(2)		44,101		985,561
Seven & i Holdings Co., Ltd.		33,700		1,534,174
Tesco PLC		703,357		2,395,376
Walmart, Inc.(2)		5,517		768,960
			$	10,447,181
Food Products — 2.8%
Kikkoman Corp.		3,300	$	268,530
Mondelez International, Inc., Class A(2)		107,285		6,241,841
Nestle S.A.(2)		203,470		24,516,104
Nissin Foods Holdings Co., Ltd.		10,000		802,446
Toyo Suisan Kaisha, Ltd.		5,000		221,399
			$	32,050,320
Gas Utilities — 0.1%
Italgas SpA		35,014	$	223,887
Snam SpA		175,073		968,484
			$	1,192,371

4

Security	Shares		Value
Health Care Equipment & Supplies — 1.5%
Abbott Laboratories(2)		80,752	$	9,539,234
Olympus Corp.		27,600		604,108
Smith & Nephew PLC		80,000		1,378,227
Terumo Corp.		112,600		5,316,786
			$	16,838,355
Health Care Providers & Services — 1.5%
CVS Health Corp.(2)		49,398	$	4,191,914
McKesson Corp.(2)		10,557		2,104,855
UnitedHealth Group, Inc.(2)		27,806		10,864,916
			$	17,161,685
Health Care Technology — 0.1%
M3, Inc.		11,100	$	791,078
			$	791,078
Hotels, Restaurants & Leisure — 1.1%
Booking Holdings, Inc.(1)(2)		3,247	$	7,707,956
Yum! Brands, Inc.(2)		36,430		4,455,753
			$	12,163,709
Household Durables — 0.7%
Barratt Developments PLC(2)		228,988	$	2,024,205
Casio Computer Co., Ltd.		63,200		1,046,347
Nikon Corp.		31,200		346,425
PulteGroup, Inc.(2)		70,920		3,256,646
Sekisui Chemical Co., Ltd.		61,000		1,048,113
			$	7,721,736
Household Products — 0.6%
Clorox Co. (The)(2)		9,542	$	1,580,251
Henkel AG & Co. KGaA, PFC Shares		18,309		1,693,738
Kimberly-Clark Corp.(2)		4,027		533,336
Procter & Gamble Co. (The)(2)		6,074		849,145
Reckitt Benckiser Group PLC		28,566		2,244,150
			$	6,900,620
Industrial Conglomerates — 1.8%
3M Co.(2)		2,786	$	488,720
Honeywell International, Inc.(2)		23,826		5,057,783
Nisshinbo Holdings, Inc.		104,000		783,822
Siemens AG(2)		88,510		14,475,899
			$	20,806,224
Insurance — 3.3%
Ageas S.A./NV		22,500	$	1,114,210
Allianz SE(2)		56,176		12,585,984
Allstate Corp. (The)(2)		14,927		1,900,356
Chubb, Ltd.(2)		7,404		1,284,446
Cincinnati Financial Corp.(2)		20,801		2,375,890
Hannover Rueck SE		7,000		1,218,988
Hartford Financial Services Group, Inc.(2)		20,077		1,410,409
Legal & General Group PLC		250,000		939,271

5

Security	Shares		Value
Lincoln National Corp.(2)		17,183	$	1,181,331
Marsh & McLennan Cos., Inc.(2)		22,342		3,383,249
MS&AD Insurance Group Holdings, Inc.		37,200		1,244,218
Principal Financial Group, Inc.(2)		17,247		1,110,707
Prudential Financial, Inc.(2)		13,233		1,392,112
Prudential PLC(2)		224,243		4,351,527
SCOR SE(2)		61,069		1,758,535
			$	37,251,233
Interactive Media & Services — 5.7%
Alphabet, Inc., Class A(1)(2)		7,887	$	21,086,052
Alphabet, Inc., Class C(1)(2)		7,860		20,949,337
Facebook, Inc., Class A(1)(2)		68,100		23,112,459
			$	65,147,848
Internet & Direct Marketing Retail — 3.8%
Amazon.com, Inc.(1)(2)		12,701	$	41,723,293
Prosus NV		27,000		2,161,107
			$	43,884,400
IT Services — 3.7%
Adyen NV(1)(3)		1,300	$	3,633,970
Amadeus IT Group S.A.(1)		61,489		4,044,241
Atos SE		13,728		729,256
Capgemini SE(2)		29,097		6,034,039
Cognizant Technology Solutions Corp., Class A(2)		25,172		1,868,014
Fidelity National Information Services, Inc.(2)		33,608		4,089,421
Mastercard, Inc., Class A(2)		14,997		5,214,157
NTT Data Corp.		62,200		1,202,589
Obic Co., Ltd.		2,300		437,363
Otsuka Corp.		15,600		802,196
PayPal Holdings, Inc.(1)(2)		52,937		13,774,737
Worldline S.A.(1)(3)		2,251		171,585
			$	42,001,568
Leisure Products — 0.1%
Hasbro, Inc.(2)		6,865	$	612,495
Yamaha Corp.		6,800		427,734
			$	1,040,229
Life Sciences Tools & Services — 1.0%
PerkinElmer, Inc.(2)		6,547	$	1,134,530
Thermo Fisher Scientific, Inc.(2)		17,359		9,917,717
			$	11,052,247
Machinery — 1.5%
Dover Corp.(2)		7,424	$	1,154,432
Ebara Corp.		25,500		1,254,169
FANUC Corp.		21,427		4,698,124
Kawasaki Heavy Industries, Ltd.		3,100		71,316
Komatsu, Ltd.		29,200		699,294
Makita Corp.		7,700		423,366
NSK, Ltd.		6,000		40,658

6

Security	Shares		Value
Parker-Hannifin Corp.(2)		7,147	$	1,998,444
SMC Corp.		1,500		935,865
Snap-on, Inc.(2)		6,143		1,283,580
Stanley Black & Decker, Inc.(2)		24,657		4,322,618
			$	16,881,866
Media — 1.2%
Charter Communications, Inc., Class A(1)(2)		6,187	$	4,501,413
Comcast Corp., Class A(2)		131,974		7,381,306
Hakuhodo DY Holdings, Inc.		20,900		359,667
Vivendi SE		108,427		1,365,090
			$	13,607,476
Metals & Mining — 0.9%
Glencore PLC		1,152,251	$	5,420,309
Rio Tinto PLC(2)		66,510		4,359,872
			$	9,780,181
Multi-Utilities — 1.0%
CMS Energy Corp.(2)		108,509	$	6,481,242
Engie S.A.		204,092		2,670,175
NiSource, Inc.(2)		42,420		1,027,837
Veolia Environnement S.A.		37,663		1,150,822
			$	11,330,076
Multiline Retail — 0.7%
Next PLC(2)		41,584	$	4,574,277
Target Corp.(2)		13,017		2,977,899
			$	7,552,176
Oil, Gas & Consumable Fuels — 2.3%
Chevron Corp.(2)		36,290	$	3,681,620
Idemitsu Kosan Co., Ltd.		16,200		426,168
Marathon Petroleum Corp.(2)		27,916		1,725,488
Phillips 66(2)		36,105		2,528,433
Royal Dutch Shell PLC, Class A(2)		120,000		2,668,701
Royal Dutch Shell PLC, Class B		148,058		3,280,463
TotalEnergies SE(2)		245,487		11,733,774
			$	26,044,647
Paper & Forest Products — 0.1%
Mondi PLC		38,326	$	939,217
Oji Holdings Corp.		13,000		65,503
			$	1,004,720
Personal Products — 1.2%
Estee Lauder Cos., Inc. (The), Class A(2)		17,577	$	5,271,870
Kao Corp.		28,554		1,699,350
Unilever PLC(4)		4,019		217,582
Unilever PLC(4)		128,549		6,943,716
			$	14,132,518
Pharmaceuticals — 5.6%
Astellas Pharma, Inc.		205,900	$	3,388,918
AstraZeneca PLC(2)		56,549		6,815,157

7

Security	Shares		Value
Bayer AG(2)		26,130	$	1,418,218
Bristol-Myers Squibb Co.(2)		35,160		2,080,417
Chugai Pharmaceutical Co., Ltd.		105,900		3,875,292
Eisai Co., Ltd.		13,646		1,022,187
Eli Lilly & Co.(2)		13,232		3,057,254
Johnson & Johnson(2)		13,558		2,189,617
Merck & Co., Inc.(2)		25,250		1,896,528
Novartis AG(2)		142,782		11,708,003
Organon & Co.(2)		2,525		82,795
Pfizer, Inc.(2)		14,458		621,839
Roche Holding AG PC(2)		45,591		16,639,336
Sanofi(2)		86,276		8,305,273
UCB S.A.		9,177		1,027,615
Viatris, Inc.(2)		1,793		24,295
			$	64,152,744
Professional Services — 0.9%
Equifax, Inc.(2)		11,910	$	3,018,232
Experian PLC		85,608		3,586,130
Recruit Holdings Co., Ltd.		16,400		1,002,463
Robert Half International, Inc.(2)		30,884		3,098,592
Wolters Kluwer NV		961		101,863
			$	10,807,280
Real Estate Management & Development — 0.5%
CBRE Group, Inc., Class A(1)(2)		37,761	$	3,676,411
Daito Trust Construction Co., Ltd.		5,500		645,193
Heiwa Real Estate Co., Ltd.		34,400		1,193,392
Sumitomo Realty & Development Co., Ltd.		13,600		497,095
			$	6,012,091
Road & Rail — 0.9%
Central Japan Railway Co.		3,400	$	542,721
CSX Corp.(2)		171,923		5,112,990
East Japan Railway Co.		2,900		204,952
Kansas City Southern(2)		15,468		4,186,259
Keio Corp.		15,200		812,998
			$	10,859,920
Semiconductors & Semiconductor Equipment — 7.1%
Advantest Corp.		10,300	$	917,828
Analog Devices, Inc.(2)		11,340		1,899,223
Applied Materials, Inc.		5,500		708,015
ASML Holding NV(2)		28,290		21,134,276
Infineon Technologies AG		66,560		2,722,182
Intel Corp.(2)		255,724		13,624,975
Marvell Technology, Inc.(2)		82,514		4,976,419
NXP Semiconductors NV(2)		40,985		8,027,732
STMicroelectronics NV		35,000		1,528,160
Texas Instruments, Inc.(2)		78,884		15,162,294
Tokyo Electron, Ltd.		22,300		9,851,660
			$	80,552,764

8

Security	Shares		Value
Software — 6.5%
Adobe, Inc.(1)(2)		13,000	$	7,484,360
Citrix Systems, Inc.(2)		25,268		2,713,025
Dassault Systemes SE		48,500		2,552,337
Microsoft Corp.(2)		194,208		54,751,120
Oracle Corp.(2)		34,518		3,007,553
Sage Group PLC (The)		144,457		1,375,470
salesforce.com, inc.(1)(2)		5,500		1,491,710
Trend Micro, Inc.		14,097		785,035
Zscaler, Inc.(1)		2,092		548,564
			$	74,709,174
Specialty Retail — 2.1%
Fast Retailing Co., Ltd.		18,000	$	13,275,279
Fnac Darty S.A.		922		60,360
Home Depot, Inc. (The)(2)		11,830		3,883,316
Lowe’s Cos., Inc.(2)		33,810		6,858,696
USS Co., Ltd.		27,200		463,008
			$	24,540,659
Technology Hardware, Storage & Peripherals — 5.3%
Apple, Inc.(2)		414,714	$	58,682,031
Hewlett Packard Enterprise Co.(2)		78,955		1,125,109
HP, Inc.(2)		39,615		1,083,866
			$	60,891,006
Textiles, Apparel & Luxury Goods — 3.1%
adidas AG		18,913	$	5,943,532
Kering S.A.(2)		7,696		5,466,165
LVMH Moet Hennessy Louis Vuitton SE(2)		25,872		18,531,172
NIKE, Inc., Class B(2)		36,018		5,230,894
			$	35,171,763
Tobacco — 0.5%
British American Tobacco PLC(2)		161,811	$	5,656,025
Japan Tobacco, Inc.		27,000		529,045
			$	6,185,070
Trading Companies & Distributors — 0.7%
Ferguson PLC		38,043	$	5,281,199
Marubeni Corp.		20,000		165,464
Mitsubishi Corp.		21,400		672,012
Sumitomo Corp.		96,700		1,362,206
			$	7,480,881
Transportation Infrastructure — 0.1%
Aeroports de Paris(1)		6,667	$	849,115
			$	849,115

9

Security	Shares		Value
Wireless Telecommunication Services — 0.9%
KDDI Corp.		113,000	$	3,720,311
SoftBank Group Corp.		109,696		6,338,814
Vodafone Group PLC		100,000		152,169
			$	10,211,294
Total Common Stocks — 99.6% (identified cost $341,857,138)			$	1,136,877,614
Total Investments — 99.6% (identified cost $341,857,138)			$	1,136,877,614
Total Written Call Options — (0.3)% (premiums received $11,581,835)			$	(3,712,098	)
Other Assets, Less Liabilities — 0.7%			$	8,014,073
Net Assets — 100.0%			$	1,141,179,589

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

(1) Non-income producing security.

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

(3) Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At September 30, 2021, the aggregate value of these securities is $3,805,555 or 0.3% of the Fund’s net assets.

(4) Securities are traded on separate exchanges for the same entity.

Country Concentration of Portfolio

Country	Percentage of Total Investments			Value
United States		54.9	%	$	624,446,946
Japan		10.1			115,314,154
France		7.7			87,652,843
United Kingdom		7.3			82,959,261
Germany		6.1			69,691,069
Switzerland		5.0			56,458,141
Netherlands		4.3			48,486,533
Ireland		1.7			19,090,833
Spain		1.3			14,798,713
Italy		0.9			10,344,971
Belgium		0.4			4,657,721
Finland		0.2			1,748,583
Denmark		0.1			1,227,846
Total Investments		100.0	%	$	1,136,877,614

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Written Call Options — (0.3)%

Exchange-Traded Options — (0.3)%

Description	Number of Contracts		Notional Amount		Exercise Price		Expiration Date		Value
Dow Jones Euro Stoxx 50 Index		1,160	EUR	46,957,728	EUR	4,250		10/8/21	$	(5,967	)
Dow Jones Euro Stoxx 50 Index		1,170	EUR	47,362,536	EUR	4,200		10/15/21		(74,215	)
Dow Jones Euro Stoxx 50 Index		1,160	EUR	46,957,728	EUR	4,225		10/22/21		(83,337	)
Dow Jones Euro Stoxx 50 Index		1,170	EUR	47,362,536	EUR	4,150		10/29/21		(553,672	)
FTSE 100 Index		1,090	GBP	77,241,978	GBP	7,125		10/15/21		(974,504	)
NASDAQ 100 Index		13	USD	19,096,506	USD	15,750		10/1/21		(2,015	)
NASDAQ 100 Index		13	USD	19,096,506	USD	15,800		10/4/21		(812	)
NASDAQ 100 Index		13	USD	19,096,506	USD	15,800		10/6/21		(1,885	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,825		10/8/21		(3,535	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,600		10/11/21		(7,840	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,500		10/13/21		(16,520	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,525		10/15/21		(18,060	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,300		10/18/21		(63,630	)
NASDAQ 100 Index		13	USD	19,096,506	USD	15,300		10/20/21		(75,465	)
NASDAQ 100 Index		13	USD	19,096,506	USD	15,400		10/22/21		(63,050	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,300		10/25/21		(110,530	)
NASDAQ 100 Index		14	USD	20,565,468	USD	15,100		10/27/21		(234,010	)
Nikkei 225 Index		120	JPY	3,534,319,200	JPY	29,000		10/1/21		(503,535	)
Nikkei 225 Index		110	JPY	3,239,792,600	JPY	30,500		10/8/21		(33,984	)
Nikkei 225 Index		110	JPY	3,239,792,600	JPY	30,875		10/15/21		(52,308	)
Nikkei 225 Index		110	JPY	3,239,792,600	JPY	30,750		10/22/21		(111,082	)
S&P 500 Index		69	USD	29,722,026	USD	4,560		10/1/21		(345	)
S&P 500 Index		69	USD	29,722,026	USD	4,550		10/4/21		(1,035	)
S&P 500 Index		69	USD	29,722,026	USD	4,550		10/6/21		(1,898	)
S&P 500 Index		69	USD	29,722,026	USD	4,535		10/8/21		(4,658	)
S&P 500 Index		69	USD	29,722,026	USD	4,510		10/11/21		(8,625	)
S&P 500 Index		70	USD	30,152,780	USD	4,480		10/13/21		(25,200	)
S&P 500 Index		70	USD	30,152,780	USD	4,490		10/15/21		(27,300	)
S&P 500 Index		70	USD	30,152,780	USD	4,410		10/18/21		(161,000	)
S&P 500 Index		69	USD	29,722,026	USD	4,425		10/20/21		(143,520	)
S&P 500 Index		69	USD	29,722,026	USD	4,480		10/22/21		(61,410	)
S&P 500 Index		69	USD	29,722,026	USD	4,475		10/25/21		(77,280	)
S&P 500 Index		69	USD	29,722,026	USD	4,425		10/27/21		(204,930	)
SMI Index		370	CHF	43,077,065	CHF	12,200		10/15/21		(4,941	)
Total									$	(3,712,098	)

Abbreviations:

PC	-	Participation Certificate
PFC Shares	-	Preference Shares

Currency Abbreviations:

CHF	-	Swiss Franc
EUR	-	Euro
GBP	-	British Pound Sterling
JPY	-	Japanese Yen
USD	-	United States Dollar

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At September 30, 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.

At September 30, 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
Communication Services	$	104,482,426		$	20,296,076		$	—	$	124,778,502
Consumer Discretionary		94,930,306			72,484,029			—		167,414,335
Consumer Staples		32,087,525			53,974,171			—		86,061,696
Energy		7,935,541			18,109,106			—		26,044,647
Financials		50,788,764			59,406,189			—		110,194,953
Health Care		63,837,591			62,290,198			—		126,127,789
Industrials		39,901,041			74,458,391			—		114,359,432
Information Technology		214,040,361			71,739,745			—		285,780,106
Materials		8,350,990			50,733,808			—		59,084,798
Real Estate		8,398,851			2,989,234			—		11,388,085
Utilities		10,624,443			15,018,828			—		25,643,271
Total Common Stocks	$	635,377,839		$	501,499,775	*	$	—	$	1,136,877,614
Total Investments	$	635,377,839		$	501,499,775		$	—	$	1,136,877,614
Liability Description
Written Call Options	$	(1,314,553	)	$	(2,397,545	)	$	—	$	(3,712,098	)
Total	$	(1,314,553	)	$	(2,397,545	)	$	—	$	(3,712,098	)

* Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets.

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.

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