0001752724-20-109811.txt : 20200529 0001752724-20-109811.hdr.sgml : 20200529 20200529110635 ACCESSION NUMBER: 0001752724-20-109811 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200529 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Eaton Vance Tax-Managed Buy-Write Opportunities Fund CENTRAL INDEX KEY: 0001322436 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21735 FILM NUMBER: 20925030 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 NPORT-P 1 primary_doc.xml NPORT-P false 0001322436 XXXXXXXX Eaton Vance Tax-Managed Buy-Write Opportunities Fund 811-21735 0001322436 549300K03NZO4ZHC3H11 TWO INTERNATIONAL PLACE BOSTON 02110 617-482-8260 Eaton Vance Tax-Managed Buy-Write Opportunities Fund 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25875.00000000 NS USD 1000586.25000000 0.093155836560 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 37548.00000000 NS USD 531304.20000000 0.049465088311 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 25030.00000000 NS USD 7572826.50000000 0.705039658235 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 56522.00000000 NS USD 5067197.30000000 0.471762432772 Long EC CORP US N 1 N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825C104 35000.00000000 NS USD 1078000.00000000 0.100363153913 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 24729.00000000 NS USD 28755128.49000000 2.677138577399 Long EC CORP US N 1 N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 783549108 12392.00000000 NS USD 327644.48000000 0.030504112592 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 Robert Half International Inc 770323103 39255.00000000 NS USD 1481876.25000000 0.137964540036 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 57101.00000000 NS USD 3063468.65000000 0.285212778875 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX APR20 8000 CALL 000000000 -43.00000000 NC USD -1120580.00000000 -0.10432740539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 8000.00000000 USD 2020-04-24 XXXX 46973.68000000 N N N Chipotle Mexican Grill Inc N/A Chipotle Mexican Grill Inc 169656105 3300.00000000 NS USD 2159520.00000000 0.201054024247 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671D857 80000.00000000 NS USD 540000.00000000 0.050274678212 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516106 64422.00000000 NS USD 8619019.38000000 0.802441529328 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 128729.00000000 NS USD 3372699.80000000 0.314002587319 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 CME Group Inc 12572Q105 12294.00000000 NS USD 2125755.54000000 0.197910510614 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123101 5735.00000000 NS USD 665489.40000000 0.061957898960 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR20 2525 CALL 000000000 -203.00000000 NC USD -3061240.00000000 -0.28500528876 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 2525.00000000 USD 2020-04-22 XXXX -919427.36000000 N N N Allegion PLC N/A Allegion PLC 000000000 10516.00000000 NS USD 967682.32000000 0.090092439351 Long EC CORP IE N 1 N N N Apergy Corp 549300EP2909K6DYYP38 Apergy Corp 03755L104 14935.00000000 NS USD 85876.25000000 0.007995186731 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343E102 31550.00000000 NS USD 5681839.50000000 0.528986393551 Long EC CORP US N 1 N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 Sysco Corp 871829107 38977.00000000 NS USD 1778520.51000000 0.165582493212 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 CMS Energy Corp 125896100 177055.00000000 NS USD 10401981.25000000 0.968437518734 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625H100 84867.00000000 NS USD 7640576.01000000 0.711347222706 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 87596.00000000 NS USD 3124549.32000000 0.290899465967 Long EC CORP US N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 AvalonBay Communities Inc 053484101 7500.00000000 NS USD 1103775.00000000 0.102762838785 Long EC US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826C839 63696.00000000 NS USD 10262699.52000000 0.955470214741 Long EC CORP US N 1 N N N AO Smith Corp 549300XG4US7UJNECY36 AO Smith Corp 831865209 65368.00000000 NS USD 2471564.08000000 0.230105720006 Long EC CORP US N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 Eaton Corp PLC 000000000 39500.00000000 NS USD 3068755.00000000 0.285704944700 Long EC CORP IE N 1 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431109 6224.00000000 NS USD 1121066.88000000 0.104372734531 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231G102 41550.00000000 NS USD 1577653.50000000 0.146881522302 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748102 15767.00000000 NS USD 1363214.82000000 0.126917011870 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 229901.00000000 NS USD 38347486.80000000 3.570199183574 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027X100 17730.00000000 NS USD 3860707.50000000 0.359436717102 Long EC US N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620M106 62742.00000000 NS USD 7631936.88000000 0.710542908852 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813109 36672.00000000 NS USD 2977399.68000000 0.277199649670 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 548921.00000000 NS USD 18871903.98000000 1.756997962690 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR20 3125 CALL 000000000 -192.00000000 NC USD -2400.00000000 -0.00022344301 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3125.00000000 USD 2020-04-03 XXXX 1271464.55000000 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377508 163181.00000000 NS USD 4448314.06000000 0.414143625842 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343V104 124915.00000000 NS USD 6711682.95000000 0.624866112177 Long EC CORP US N 1 N N N Arista Networks Inc 635400H1WKBLOQERUU95 Arista Networks Inc 040413106 12000.00000000 NS USD 2430600.00000000 0.226291912710 Long EC CORP US N 1 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices Inc 007903107 132313.00000000 NS USD 6017595.24000000 0.560245674637 Long EC CORP US N 1 N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141G104 12655.00000000 NS USD 1956336.45000000 0.182137380554 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 Trane Technologies PLC 000000000 23525.00000000 NS USD 1942929.75000000 0.180889199946 Long EC CORP IE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX APR20 8100 CALL 000000000 -44.00000000 NC USD -953260.00000000 -0.08874970324 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 8100.00000000 USD 2020-04-27 XXXX 80727.29000000 N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 949746101 102330.00000000 NS USD 2936871.00000000 0.273426378660 Long EC CORP US N 1 N N N Invesco Ltd ECPGFXU8A2SHKVVGJI15 Invesco Ltd 000000000 25937.00000000 NS USD 235507.96000000 0.021926086862 Long EC CORP BM N 1 N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 25500.00000000 NS USD 6135810.00000000 0.571251617265 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR20 2600 CALL 000000000 -200.00000000 NC USD -1856000.00000000 -0.17279593104 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 2600.00000000 USD 2020-04-17 XXXX -316271.76000000 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 Textron Inc 883203101 40478.00000000 NS USD 1079548.26000000 0.100507298863 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 Hershey Co/The 427866108 5163.00000000 NS USD 684097.50000000 0.063690336441 Long EC CORP US N 1 N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 Raytheon Co 755111507 13000.00000000 NS USD 1704950.00000000 0.158732986330 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140100 295159.00000000 NS USD 15974005.08000000 1.487199935486 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 Huntington Bancshares Inc/OH 446150104 179679.00000000 NS USD 1475164.59000000 0.137339676060 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 88466.00000000 NS USD 1313720.10000000 0.122308991275 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 88422.00000000 NS USD 5246077.26000000 0.488416381712 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851109 17373.00000000 NS USD 1962975.27000000 0.182755463034 Long EC CORP US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 125523100 33534.00000000 NS USD 5941554.12000000 0.553166150862 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 106344.00000000 NS USD 8798902.56000000 0.819188879310 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 52617.00000000 NS USD 4152007.47000000 0.386557110167 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX APR20 8750 CALL 000000000 -42.00000000 NC USD -21315.00000000 -0.00198445327 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 8750.00000000 USD 2020-04-08 XXXX 617728.49000000 N N N Dow Inc 5493003S21INSLK2IP73 Dow Inc 260557103 20341.00000000 NS USD 594770.84000000 0.055373912205 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd 000000000 35393.00000000 NS USD 3953044.17000000 0.368033377049 Long EC CORP CH N 1 N N N FLIR Systems Inc VOBD35NEPH6WISIRTJ85 FLIR Systems Inc 302445101 22766.00000000 NS USD 726007.74000000 0.067592232422 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498101 14466.00000000 NS USD 991354.98000000 0.092296393729 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 58155Q103 7813.00000000 NS USD 1056786.38000000 0.098388139247 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 Moody's Corp 615369105 28831.00000000 NS USD 6097756.50000000 0.567708788622 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142103 99934.00000000 NS USD 11354501.08000000 1.057118311224 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX APR20 8800 CALL 000000000 -47.00000000 NC USD -9870.00000000 -0.00091890939 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 8800.00000000 USD 2020-04-06 XXXX 556348.82000000 N N N Corteva Inc 549300WZN9I2QKLS0O94 Corteva Inc 22052L104 20341.00000000 NS USD 478013.50000000 0.044503657210 Long EC CORP US N 1 N N N Cypress Semiconductor Corp 549300T2071OM26ZSE13 Cypress Semiconductor Corp 232806109 38941.00000000 NS USD 908104.12000000 0.084545634104 Long EC CORP US N 1 N N N Newmont Corp 549300VSP3RIX7FGDZ51 Newmont Corp 651639106 25563.00000000 NS USD 1157492.64000000 0.107764018535 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 13478.00000000 NS USD 717973.06000000 0.066844193623 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818108 37756.00000000 NS USD 5325106.24000000 0.495774079006 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX APR20 8100 CALL 000000000 -43.00000000 NC USD -484610.00000000 -0.04511779964 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 8100.00000000 USD 2020-04-09 XXXX 71987.64000000 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV 000000000 20394.00000000 NS USD 5335886.16000000 0.496777703097 Long EC CORP NL N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741108 52956.00000000 NS USD 1885763.16000000 0.175566918618 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX APR20 2700 CALL 000000000 -199.00000000 NC USD -1201960.00000000 -0.11190398560 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 2700.00000000 USD 2020-04-27 XXXX 386179.64000000 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 518439104 63774.00000000 NS USD 10161749.16000000 0.946071609436 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044101 75174.00000000 NS USD 2264240.88000000 0.210803669699 Long EC CORP US N 1 N N N 2020-04-24 Eaton Vance Tax-Managed Buy-Write Opportunities Fund James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 NPORT_6441233997088071.htm html

Eaton Vance

Tax-Managed Buy-Write Opportunities Fund

March 31, 2020

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 101.9%

 

                                                 
Security    Shares      Value  

Aerospace & Defense — 1.3%

 

Boeing Co. (The)(1)

      13,686      $ 2,041,130  

L3Harris Technologies, Inc.

      6,224        1,121,067  

Northrop Grumman Corp.(1)

      25,030        7,572,827  

Raytheon Co.(1)

      13,000        1,704,950  

Textron, Inc.

      40,478        1,079,548  
     

 

 

  
   $ 13,519,522  
     

 

 

  

Airlines — 0.2%

 

Southwest Airlines Co.(1)

      52,956      $ 1,885,763  
     

 

 

  
   $ 1,885,763  
     

 

 

  

Auto Components — 0.1%

 

Aptiv PLC

      20,000      $ 984,800  
     

 

 

  
   $ 984,800  
     

 

 

  

Banks — 3.0%

 

Bank of America Corp.(1)

      281,824      $ 5,983,123  

Citizens Financial Group, Inc.

      17,764        334,141  

Fifth Third Bancorp

      88,466        1,313,720  

Huntington Bancshares, Inc.

      179,679        1,475,165  

JPMorgan Chase & Co.(1)

      84,867        7,640,576  

KeyCorp(1)

      571,337        5,924,765  

M&T Bank Corp.

      4,453        460,574  

Regions Financial Corp.(1)

      348,924        3,129,848  

Truist Financial Corp.(1)

      64,626        1,993,066  

Wells Fargo & Co.(1)

      102,330        2,936,871  

Zions Bancorp NA

      25,204        674,459  
     

 

 

  
   $ 31,866,308  
     

 

 

  

Beverages — 2.0%

 

Coca-Cola Co. (The)(1)

      153,082      $ 6,773,879  

PepsiCo, Inc.(1)

      124,352        14,934,675  
     

 

 

  
   $ 21,708,554  
     

 

 

  

Biotechnology — 3.7%

 

AbbVie, Inc.

      6,412      $ 488,530  

Amgen, Inc.(1)

      59,770        12,117,172  

Biogen, Inc.(1)(2)

      35,831        11,336,212  

Gilead Sciences, Inc.(1)

      210,061        15,704,161  
     

 

 

  
   $ 39,646,075  
     

 

 

  

Building Products — 0.6%

 

A.O. Smith Corp.(1)

      65,368      $ 2,471,564  

Allegion PLC

      10,516        967,682  

Johnson Controls International PLC

      25,446        686,024  

Trane Technologies PLC(1)

      23,525        1,942,930  
     

 

 

  
   $ 6,068,200  
     

 

 

  

 

1

 

 

                                                 
Security    Shares      Value  

Capital Markets — 2.0%

 

CME Group, Inc.(1)

      12,294      $ 2,125,756  

Goldman Sachs Group, Inc. (The)(1)

      12,655        1,956,336  

Invesco Ltd.

      25,937        235,508  

Moody’s Corp.(1)

      28,831        6,097,757  

Morgan Stanley(1)

      43,096        1,465,264  

S&P Global, Inc.(1)

      33,507        8,210,890  

State Street Corp.

      13,478        717,973  

T. Rowe Price Group, Inc.(1)

      13,079        1,277,164  
     

 

 

  
   $ 22,086,648  
     

 

 

  

Chemicals — 0.9%

 

Air Products and Chemicals, Inc.(1)

      13,083      $ 2,611,498  

Corteva, Inc.(2)

      20,341        478,013  

Dow, Inc.(2)

      20,341        594,771  

DuPont de Nemours, Inc.

      20,341        693,628  

PPG Industries, Inc.(1)

      69,093        5,776,175  
     

 

 

  
   $ 10,154,085  
     

 

 

  

Commercial Services & Supplies — 0.4%

 

Copart, Inc.(1)(2)

      53,829      $ 3,688,363  

Waste Management, Inc.

      6,187        572,669  
     

 

 

  
   $ 4,261,032  
     

 

 

  

Communications Equipment — 1.8%

 

Arista Networks, Inc.(2)

      12,000      $ 2,430,600  

Cisco Systems, Inc.(1)

      425,260        16,716,971  
     

 

 

  
   $ 19,147,571  
     

 

 

  

Consumer Finance — 0.6%

 

American Express Co.(1)

      30,565      $ 2,616,670  

Capital One Financial Corp.

      10,757        542,368  

Discover Financial Services(1)

      87,596        3,124,549  
     

 

 

  
   $ 6,283,587  
     

 

 

  

Containers & Packaging — 0.2%

 

Packaging Corp. of America

      6,741      $ 585,321  

WestRock Co.

      38,778        1,095,866  
     

 

 

  
   $ 1,681,187  
     

 

 

  

Distributors — 0.1%

 

Genuine Parts Co.

      16,898      $ 1,137,742  
     

 

 

  
   $ 1,137,742  
     

 

 

  

Diversified Financial Services — 0.5%

 

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

      26,791      $ 4,898,199  
     

 

 

  
      $ 4,898,199  
     

 

 

  

Diversified Telecommunication Services — 1.0%

 

AT&T, Inc.(1)

      122,541      $ 3,572,070  

Verizon Communications, Inc.(1)

      134,915        7,248,983  
     

 

 

  
      $ 10,821,053  
     

 

 

  

Electric Utilities — 1.6%

 

American Electric Power Co., Inc.

      6,004      $ 480,200  

Edison International(1)

      114,526        6,274,880  

NextEra Energy, Inc.(1)

      25,500        6,135,810  

NRG Energy, Inc.(1)

      163,181        4,448,314  
     

 

 

  
      $ 17,339,204  
     

 

 

  

 

2

 

 

                                                 
Security    Shares      Value  

Electrical Equipment — 0.3%

 

Eaton Corp. PLC(1)

      39,500      $ 3,068,755  
     

 

 

  
      $ 3,068,755  
     

 

 

  

Electronic Equipment, Instruments & Components — 0.1%

 

FLIR Systems, Inc.

      22,766      $ 726,008  
     

 

 

  
      $ 726,008  
     

 

 

  

Energy Equipment & Services — 0.0%(3)

 

Apergy Corp.(2)

      14,935      $ 85,876  
     

 

 

  
      $ 85,876  
     

 

 

  

Entertainment — 2.4%

 

Netflix, Inc.(1)(2)

      39,110      $ 14,685,805  

Walt Disney Co. (The)(1)

      119,119        11,506,895  
     

 

 

  
      $ 26,192,700  
     

 

 

  

Equity Real Estate Investment Trusts (REITs) — 1.2%

 

American Tower Corp.(1)

      17,730      $ 3,860,707  

Apartment Investment & Management Co., Class A(1)

      42,138        1,481,151  

AvalonBay Communities, Inc.

      7,500        1,103,775  

Boston Properties, Inc.

      7,000        645,610  

Digital Realty Trust, Inc.

      5,247        728,861  

Mid-America Apartment Communities, Inc.

      25,378        2,614,695  

ProLogis, Inc.

      12,000        964,440  

Simon Property Group, Inc.

      36,850        2,021,591  
     

 

 

  
      $ 13,420,830  
     

 

 

  

Food & Staples Retailing — 1.4%

 

Kroger Co. (The)(1)

      75,174      $ 2,264,241  

Sysco Corp.(1)

      38,977        1,778,520  

Walmart, Inc.(1)

      99,934        11,354,501  
     

 

 

  
      $ 15,397,262  
     

 

 

  

Food Products — 1.5%

 

Hershey Co. (The)

      5,163      $ 684,097  

Hormel Foods Corp.

      21,160        986,902  

Lamb Weston Holdings, Inc.

      16,086        918,511  

Mondelez International, Inc., Class A(1)

      212,633        10,648,661  

Tyson Foods, Inc., Class A(1)

      45,000        2,604,150  
     

 

 

  
      $ 15,842,321  
     

 

 

  

Health Care Equipment & Supplies — 2.9%

 

Abbott Laboratories(1)

      52,617      $ 4,152,008  

Baxter International, Inc.(1)

      36,672        2,977,400  

Danaher Corp.

      4,686        648,589  

Edwards Lifesciences Corp.(1)(2)

      22,126        4,173,406  

Intuitive Surgical, Inc.(1)(2)

      28,463        14,095,162  

Stryker Corp.(1)

      33,820        5,630,692  
     

 

 

  
      $ 31,677,257  
     

 

 

  

Health Care Providers & Services — 2.3%

 

Cigna Corp.(1)(2)

      33,534      $ 5,941,554  

CVS Health Corp.(1)

      88,422        5,246,077  

DaVita, Inc.(2)

      11,550        878,493  

McKesson Corp.

      7,813        1,056,787  

UnitedHealth Group, Inc.(1)

      46,743        11,656,769  
     

 

 

  
      $ 24,779,680  
     

 

 

  

 

3

 

 

                                                 
Security    Shares      Value  

Hotels, Restaurants & Leisure — 1.4%

 

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

      3,300      $ 2,159,520  

Marriott International, Inc., Class A(1)

      75,775        5,668,728  

McDonald’s Corp.(1)

      35,561        5,880,011  

Yum! Brands, Inc.

      14,466        991,355  
     

 

 

  
      $ 14,699,614  
     

 

 

  

Household Durables — 0.1%

 

Whirlpool Corp.

      11,390      $ 977,262  
     

 

 

  
      $ 977,262  
     

 

 

  

Household Products — 0.8%

 

Clorox Co. (The)(1)

      33,390      $ 5,784,817  

Procter & Gamble Co. (The)(1)

      22,077        2,428,470  
     

 

 

  
      $ 8,213,287  
     

 

 

  

Industrial Conglomerates — 0.9%

 

3M Co.(1)

      11,474      $ 1,566,316  

Honeywell International, Inc.(1)

      64,422        8,619,019  
     

 

 

  
      $ 10,185,335  
     

 

 

  

Insurance — 1.4%

 

American International Group, Inc.(1)

      54,835      $ 1,329,749  

Chubb, Ltd.(1)

      35,393        3,953,044  

Everest Re Group, Ltd.(1)

      20,559        3,955,963  

Marsh & McLennan Cos., Inc.

      15,767        1,363,215  

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

      35,246        3,501,690  

Unum Group

      70,698        1,061,177  
     

 

 

  
      $ 15,164,838  
     

 

 

  

Interactive Media & Services — 9.7%

 

Alphabet, Inc., Class A(1)(2)

      32,294      $ 37,524,013  

Alphabet, Inc., Class C(1)(2)

      24,729        28,755,129  

Facebook, Inc., Class A(1)(2)

      229,901        38,347,487  
     

 

 

  
      $ 104,626,629  
     

 

 

  

Internet & Direct Marketing Retail — 7.4%

 

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

      40,782      $ 79,513,481  
     

 

 

  
      $ 79,513,481  
     

 

 

  

IT Services — 3.7%

 

Alliance Data Systems Corp.

      7,945      $ 267,349  

Cognizant Technology Solutions Corp., Class A(1)

      143,537        6,670,164  

Fidelity National Information Services, Inc.(1)

      62,742        7,631,937  

Mastercard, Inc., Class A(1)

      38,080        9,198,605  

VeriSign, Inc.(1)(2)

      31,550        5,681,839  

Visa, Inc., Class A(1)

      63,696        10,262,700  
     

 

 

  
      $ 39,712,594  
     

 

 

  

Life Sciences Tools & Services — 0.7%

 

Agilent Technologies, Inc.(1)

      81,000      $ 5,801,220  

PerkinElmer, Inc.(1)

      23,065        1,736,333  
     

 

 

  
      $ 7,537,553  
     

 

 

  

Machinery — 1.0%

 

Caterpillar, Inc.

      5,735      $ 665,489  

Dover Corp.(1)

      29,870        2,507,288  

Ingersoll Rand, Inc.(2)

      20,758        514,798  

 

4

 

 

                                                 
Security    Shares      Value  

Parker-Hannifin Corp.(1)

      14,287      $ 1,853,453  

Stanley Black & Decker, Inc.(1)

      49,559        4,955,900  
     

 

 

  
      $ 10,496,928  
     

 

 

  

Media — 1.9%

 

Comcast Corp., Class A(1)

      548,921      $ 18,871,904  

ViacomCBS, Inc., Class B

      88,076        1,233,945  
     

 

 

  
      $ 20,105,849  
     

 

 

  

Metals & Mining — 0.2%

 

Freeport-McMoRan, Inc.

      80,000      $ 540,000  

Newmont Corp.

      25,563        1,157,492  

Nucor Corp.

      22,035        793,701  
     

 

 

  
      $ 2,491,193  
     

 

 

  

Multi-Utilities — 1.4%

 

CMS Energy Corp.(1)

      177,055      $ 10,401,981  

Dominion Energy, Inc.(1)

      36,763        2,653,921  

Sempra Energy(1)

      17,373        1,962,975  
     

 

 

  
      $ 15,018,877  
     

 

 

  

Multiline Retail — 0.1%

 

Macy’s, Inc.

      54,345      $ 266,834  

Nordstrom, Inc.

      11,790        180,859  

Target Corp.

      8,193        761,703  
     

 

 

  
      $ 1,209,396  
     

 

 

  

Oil, Gas & Consumable Fuels — 1.6%

 

Chevron Corp.(1)

      80,225      $ 5,813,103  

ConocoPhillips

      35,000        1,078,000  

Diamondback Energy, Inc.

      148,729        3,896,700  

EOG Resources, Inc.

      32,900        1,181,768  

Exxon Mobil Corp.

      41,550        1,577,654  

Phillips 66(1)

      57,101        3,063,469  

Pioneer Natural Resources Co.

      8,388        588,418  

Williams Cos., Inc. (The)

      37,548        531,304  
     

 

 

  
      $ 17,730,416  
     

 

 

  

Personal Products — 0.9%

 

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

      63,774      $ 10,161,749  
     

 

 

  
      $ 10,161,749  
     

 

 

  

Pharmaceuticals — 3.3%

 

Bristol-Myers Squibb Co.(1)

      198,201      $ 11,047,724  

Eli Lilly & Co.(1)

      12,046        1,671,021  

Johnson & Johnson(1)

      43,189        5,663,374  

Merck & Co., Inc.(1)

      120,026        9,234,800  

Pfizer, Inc.(1)

      242,074        7,901,295  
     

 

 

  
      $ 35,518,214  
     

 

 

  

Professional Services — 0.3%

 

Equifax, Inc.(1)

      15,738      $ 1,879,904  

Robert Half International, Inc.(1)

      39,255        1,481,876  
     

 

 

  
      $ 3,361,780  
     

 

 

  

Real Estate Management & Development — 0.1%

 

CBRE Group, Inc., Class A(2)

      24,669      $ 930,268  
     

 

 

  
      $ 930,268  
     

 

 

  

 

5

 

 

                                                 
Security    Shares      Value  

Road & Rail — 0.7%

 

Kansas City Southern

      4,645      $ 590,751  

Norfolk Southern Corp.

      9,503        1,387,438  

Ryder System, Inc.

      12,392        327,645  

Union Pacific Corp.(1)

      37,756        5,325,106  
     

 

 

  
      $ 7,630,940  
     

 

 

  

Semiconductors & Semiconductor Equipment — 6.7%

 

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

      132,313      $ 6,017,595  

Analog Devices, Inc.(1)

      56,522        5,067,197  

ASML Holding NV - NY Shares(1)

      20,394        5,335,886  

Cypress Semiconductor Corp.

      38,941        908,104  

Intel Corp.(1)

      305,159        16,515,205  

Microchip Technology, Inc.(1)

      53,000        3,593,400  

NXP Semiconductors NV(1)

      69,644        5,775,577  

ON Semiconductor Corp.(2)

      99,333        1,235,703  

QUALCOMM, Inc.(1)

      183,978        12,446,112  

Texas Instruments, Inc.(1)

      156,256        15,614,662  
     

 

 

  
      $ 72,509,441  
     

 

 

  

Software — 13.2%

 

Adobe, Inc.(1)(2)

      40,500      $ 12,888,720  

Fortinet, Inc.(1)(2)

      48,262        4,882,666  

Microsoft Corp.(1)

      649,611        102,450,151  

Oracle Corp.(1)

      246,551        11,915,810  

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

      66,769        9,613,401  
     

 

 

  
      $ 141,750,748  
     

 

 

  

Specialty Retail — 1.9%

 

Advance Auto Parts, Inc.(1)

      26,636      $ 2,485,672  

Best Buy Co., Inc.(1)

      28,506        1,624,842  

Home Depot, Inc. (The)(1)

      56,895        10,622,865  

Tiffany & Co.

      28,579        3,700,980  

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

      44,000        2,103,640  
     

 

 

  
      $ 20,537,999  
     

 

 

  

Technology Hardware, Storage & Peripherals — 8.8%

 

Apple, Inc.(1)

      371,028      $ 94,348,710  

Hewlett Packard Enterprise Co.

      10,000        97,100  
     

 

 

  
      $ 94,445,810  
     

 

 

  

Textiles, Apparel & Luxury Goods — 0.8%

 

NIKE, Inc., Class B(1)

      106,344      $ 8,798,903  
     

 

 

  
      $ 8,798,903  
     

 

 

  

Tobacco — 0.3%

 

Altria Group, Inc.

      25,875      $ 1,000,586  

Philip Morris International, Inc.(1)

      24,163        1,762,933  
     

 

 

  
      $ 2,763,519  
     

 

 

  

 

6

 

 

                                                 
Security    Shares      Value  

Trading Companies & Distributors — 0.5%

 

Fastenal Co.(1)

      158,488      $ 4,952,750  
     

 

 

  
      $ 4,952,750  
     

 

 

  

Total Common Stocks — 101.9%
(identified cost $366,546,336)

       $ 1,095,725,592  
     

 

 

  

Total Written Call Options — (2.2)%
(premiums received $26,524,070)

       $ (23,928,840 ) 
     

 

 

  

Other Assets, Less Liabilities — 0.3%

       $ 3,017,641  
     

 

 

  

Net Assets — 100.0%

       $ 1,074,814,393  
     

 

 

  

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.

 

(3)

Amount is less than 0.05%.

                                                                                                                            

Written Call Options — (2.2)%

 

Exchange-Traded Options — (2.2)%

 

Description    Number of
Contracts		      Notional
Amount		      Exercise
Price		      Expiration
Date		      Value  

NASDAQ 100 Index

      46      $ 35,942,095      $ 9,000        4/3/20      $ (4,370 ) 

NASDAQ 100 Index

      47        36,723,445        8,800        4/6/20        (9,870 ) 

NASDAQ 100 Index

      42        32,816,696        8,750        4/8/20        (21,315 ) 

NASDAQ 100 Index

      43        33,598,046        8,100        4/9/20        (484,610 ) 

NASDAQ 100 Index

      46        35,942,095        7,800        4/13/20        (1,286,850 ) 

NASDAQ 100 Index

      46        35,942,095        7,900        4/15/20        (1,110,900 ) 

NASDAQ 100 Index

      44        34,379,396        7,800        4/17/20        (1,385,780 ) 

NASDAQ 100 Index

      45        35,160,746        7,600        4/20/20        (2,079,000 ) 

NASDAQ 100 Index

      44        34,379,396        7,900        4/22/20        (1,302,180 ) 

NASDAQ 100 Index

      43        33,598,046        8,000        4/24/20        (1,120,580 ) 

NASDAQ 100 Index

      44        34,379,396        8,100        4/27/20        (953,260 ) 

NASDAQ 100 Index

      44        34,379,396        8,300        4/29/20        (669,460 ) 

S&P 500 Index

      208        53,759,472        3,025        4/6/20        (4,160 ) 

S&P 500 Index

      201        51,950,259        3,000        4/8/20        (7,035 ) 

S&P 500 Index

      187        48,331,833        2,850        4/9/20        (47,685 ) 

S&P 500 Index

      214        55,310,226        2,700        4/13/20        (663,400 ) 

S&P 500 Index

      208        53,759,472        2,600        4/15/20        (1,775,280 ) 

S&P 500 Index

      200        51,691,800        2,600        4/17/20        (1,856,000 ) 

S&P 500 Index

      204        52,725,636        2,525        4/20/20        (2,937,600 ) 

S&P 500 Index

      203        52,467,177        2,525        4/22/20        (3,061,240 ) 

S&P 500 Index

      195        50,399,505        2,700        4/24/20        (1,111,500 ) 

S&P 500 Index

      199        51,433,341        2,700        4/27/20        (1,201,960 ) 

S&P 500 Index

      199        51,433,341        2,750        4/29/20        (834,805 ) 
              

 

 

  

Total

 

    $ (23,928,840 ) 
              

 

 

  

 

7

 

 

At March 31, 2020, 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 March 31, 2020, 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

    $ 1,095,725,592 *     $ —      $ —      $ 1,095,725,592  

Total Investments

    $     1,095,725,592      $ —      $ —      $     1,095,725,592  
Liability Description                          

Written Call Options

    $ (23,928,840 )     $ —      $ —      $ (23,928,840 ) 

Total

    $ (23,928,840 )     $ —      $ —      $ (23,928,840 ) 

 

*

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.

 

8