0001752724-20-248430.txt : 20201125 0001752724-20-248430.hdr.sgml : 20201125 20201125145543 ACCESSION NUMBER: 0001752724-20-248430 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200930 FILED AS OF DATE: 20201125 PERIOD START: 20201231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Eaton Vance Tax-Managed Buy-Write Opportunities Fund CENTRAL INDEX KEY: 0001322436 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21735 FILM NUMBER: 201349801 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 549300K03NZO4ZHC3H11 2020-12-31 2020-09-30 N 1277496359.13 44501796.38 1232994562.75 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 3356875.73000000 N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875P101 18147.00000000 NS USD 652203.18000000 0.052895868295 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 Walmart Inc 931142103 74524.00000000 NS USD 10426652.84000000 0.845636562804 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG Energy Inc 629377508 163181.00000000 NS USD 5016183.94000000 0.406829364179 Long EC CORP US N 1 N N N Norfolk Southern Corp 54930036C8MWP850MI84 Norfolk Southern Corp 655844108 9503.00000000 NS USD 2033546.97000000 0.164927488849 Long EC CORP US N 1 N N N Chipotle Mexican Grill Inc N/A Chipotle Mexican Grill Inc 169656105 3300.00000000 NS USD 4104243.00000000 0.332867891229 Long EC CORP US N 1 N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 Marsh & McLennan Cos Inc 571748102 15767.00000000 NS USD 1808474.90000000 0.146673388077 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 NXP Semiconductors NV 000000000 47520.00000000 NS USD 5930971.20000000 0.481021683240 Long EC CORP NL N 1 N N N Dow Inc 5493003S21INSLK2IP73 Dow Inc 260557103 20341.00000000 NS USD 957044.05000000 0.077619486647 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216100 153082.00000000 NS USD 7557658.34000000 0.612951473455 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 Trane Technologies PLC 000000000 23525.00000000 NS USD 2852406.25000000 0.231339726562 Long EC CORP IE N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625H100 84867.00000000 NS USD 8170146.09000000 0.662626286994 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389X105 246551.00000000 NS USD 14719094.70000000 1.193768013637 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 Moody's Corp 615369105 28831.00000000 NS USD 8356665.35000000 0.677753625398 Long EC CORP US N 1 N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017104 53000.00000000 NS USD 5446280.00000000 0.441711599104 Long EC CORP US N 1 N N N A O Smith Corp 549300XG4US7UJNECY36 A O Smith Corp 831865209 29207.00000000 NS USD 1542129.60000000 0.125071889738 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 Target Corp 87612E106 8193.00000000 NS USD 1289742.06000000 0.104602412611 Long EC CORP US N 1 N N N T Rowe Price Group Inc 549300SIV6FPS9Y7IH33 T Rowe Price Group Inc 74144T108 13079.00000000 NS USD 1676989.38000000 0.136009470817 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3300 CALL 000000000 -173.00000000 NC USD -1798335.00000000 -0.14585100813 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3300.00000000 USD 2020-10-19 XXXX -704867.00000000 N N N Newmont Corp 549300VSP3RIX7FGDZ51 Newmont Corp 651639106 25563.00000000 NS USD 1621972.35000000 0.131547404911 Long EC CORP US N 1 N N N DISH Network Corp 529900U350CWHH15G169 DISH Network Corp 25470M109 30564.00000000 NS USD 887272.92000000 0.071960813681 Long EC CORP US N 1 N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 493267108 532924.00000000 NS USD 6357783.32000000 0.515637579602 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 PayPal Holdings Inc 70450Y103 18000.00000000 NS USD 3546540.00000000 0.287636304907 Long EC CORP US N 1 N N N Mid-America Apartment Communities Inc 549300FQZKFR5YNSHZ21 Mid-America Apartment Communities Inc 59522J103 36251.00000000 NS USD 4203303.45000000 0.340902026414 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11400 CALL 000000000 -35.00000000 NC USD -628775.00000000 -0.05099576421 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11400.00000000 USD 2020-10-07 XXXX 715812.10000000 N N N McDonald's Corp UE2136O97NLB5BYP9H04 McDonald's Corp 580135101 35561.00000000 NS USD 7805283.89000000 0.633034737200 Long EC CORP US N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK Inc 682680103 22014.00000000 NS USD 571923.72000000 0.046384934474 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 PepsiCo Inc 713448108 80945.00000000 NS USD 11218977.00000000 0.909896713167 Long EC CORP US N 1 N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 Hershey Co/The 427866108 5163.00000000 NS USD 740064.42000000 0.060021709937 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3375 CALL 000000000 -173.00000000 NC USD -946310.00000000 -0.07674891914 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3375.00000000 USD 2020-10-16 XXXX -50598.30000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 617446448 43096.00000000 NS USD 2083691.60000000 0.168994386751 Long EC CORP US N 1 N N N Freeport-McMoRan Inc 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671D857 94914.00000000 NS USD 1484454.96000000 0.120394282736 Long EC CORP US N 1 N N N Nucor Corp 549300GGJCRSI2TIEJ46 Nucor Corp 670346105 22035.00000000 NS USD 988490.10000000 0.080169866912 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 Amgen Inc 031162100 59770.00000000 NS USD 15191143.20000000 1.232052732342 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3450 CALL 000000000 -170.00000000 NC USD -74800.00000000 -0.00606653121 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3450.00000000 USD 2020-10-05 XXXX 1491579.03000000 N N N Paycom Software Inc 254900LSB0HNJUDC6Q18 Paycom Software Inc 70432V102 4241.00000000 NS USD 1320223.30000000 0.107074543545 Long EC CORP US N 1 N N N Allegion PLC N/A Allegion PLC 000000000 10516.00000000 NS USD 1040137.56000000 0.084358649374 Long EC CORP IE N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11200 CALL 000000000 -35.00000000 NC USD -1474900.00000000 -0.11961934339 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11200.00000000 USD 2020-10-19 XXXX -776238.95000000 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558103 202361.00000000 NS USD 12787191.59000000 1.037084183200 Long EC CORP US N 1 N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 DuPont de Nemours Inc 26614N102 20341.00000000 NS USD 1128518.68000000 0.091526655031 Long EC CORP US N 1 N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020107 59878.00000000 NS USD 3044197.52000000 0.246894642682 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 Hormel Foods Corp 440452100 21160.00000000 NS USD 1034512.40000000 0.083902430006 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076102 56895.00000000 NS USD 15800310.45000000 1.281458242180 Long EC CORP US N 1 N N N Tiffany & Co 549300EJG9IEYQL5XT21 Tiffany & Co 886547108 28579.00000000 NS USD 3310877.15000000 0.268523256308 Long EC CORP US N 1 N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 CME Group Inc 12572Q105 12294.00000000 NS USD 2056909.14000000 0.166822239297 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 Netflix Inc 64110L106 39110.00000000 NS USD 19556173.30000000 1.586071333224 Long EC CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp 14040H105 10757.00000000 NS USD 772998.02000000 0.062692735503 Long EC CORP US N 1 N N N WestRock Co N/A WestRock Co 96145D105 21317.00000000 NS USD 740552.58000000 0.060061301353 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818108 37756.00000000 NS USD 7433023.72000000 0.602843187193 Long EC CORP US N 1 N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 Fidelity National Information Services Inc 31620M106 62742.00000000 NS USD 9236249.82000000 0.749090879963 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 Mastercard Inc 57636Q104 35125.00000000 NS USD 11878221.25000000 0.963363635887 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3425 CALL 000000000 -174.00000000 NC USD -468060.00000000 -0.03796123796 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3425.00000000 USD 2020-10-14 XXXX 730226.55000000 N N N Equifax Inc 5493004MCF8JDC86VS77 Equifax Inc 294429105 14785.00000000 NS USD 2319766.50000000 0.188140853989 Long EC CORP US N 1 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 Regions Financial Corp 7591EP100 329924.00000000 NS USD 3804023.72000000 0.308519099347 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 Johnson & Johnson 478160104 43189.00000000 NS USD 6429978.32000000 0.521492836566 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 Caterpillar Inc 149123101 5735.00000000 NS USD 855375.25000000 0.069373805517 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3400 CALL 000000000 -172.00000000 NC USD -391300.00000000 -0.03173574416 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3400.00000000 USD 2020-10-07 XXXX 1059919.78000000 N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 Air Products and Chemicals Inc 009158106 13083.00000000 NS USD 3896902.38000000 0.316051870602 Long EC CORP US N 1 N N N CMS Energy Corp 549300IA9XFBAGNIBW29 CMS Energy Corp 125896100 177055.00000000 NS USD 10872947.55000000 0.881832562647 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3400 CALL 000000000 -176.00000000 NC USD -952160.00000000 -0.07722337378 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3400.00000000 USD 2020-10-26 XXXX -54809.16000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11500 CALL 000000000 -34.00000000 NC USD -692580.00000000 -0.05617056400 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11500.00000000 USD 2020-10-14 XXXX 323267.05000000 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 Discover Financial Services 254709108 87596.00000000 NS USD 5061296.88000000 0.410488175123 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3350 CALL 000000000 -176.00000000 NC USD -1414160.00000000 -0.11469312539 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3350.00000000 USD 2020-10-23 XXXX -745609.16000000 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 Dominion Energy Inc 25746U109 36763.00000000 NS USD 2901703.59000000 0.235337906399 Long EC CORP US N 1 N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741108 52956.00000000 NS USD 1985850.00000000 0.161059104394 Long EC CORP US N 1 N N N Chevron Corp N/A Chevron Corp 166764100 85114.00000000 NS USD 6128208.00000000 0.497018250131 Long EC CORP US N 1 N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 Huntington Bancshares Inc/OH 446150104 179679.00000000 NS USD 1647656.43000000 0.133630470058 Long EC CORP US N 1 N N N State Street Corp 549300ZFEEJ2IP5VME73 State Street Corp 857477103 13478.00000000 NS USD 799649.74000000 0.064854279504 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 McKesson Corp 58155Q103 7813.00000000 NS USD 1163590.09000000 0.094371064167 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 Walt Disney Co/The 254687106 105884.00000000 NS USD 13138086.72000000 1.065542956710 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 American Electric Power Co Inc 025537101 6004.00000000 NS USD 490706.92000000 0.039797979230 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807102 17902.00000000 NS USD 5647901.98000000 0.458063818821 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 12000 CALL 000000000 -33.00000000 NC USD -8745.00000000 -0.00070924886 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 12000.00000000 USD 2020-10-05 XXXX 1655338.22000000 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 Mondelez International Inc 609207105 212633.00000000 NS USD 12215765.85000000 0.990739636576 Long EC CORP US N 1 N N N Dover Corp 549300FMC2ALGA7N9E80 Dover Corp 260003108 29870.00000000 NS USD 3236115.80000000 0.262459859740 Long EC CORP US N 1 N N N PerkinElmer Inc 549300IKL1SDPFI7N655 PerkinElmer Inc 714046109 23065.00000000 NS USD 2894888.15000000 0.234785151326 Long EC CORP US N 1 N N N Clorox Co/The 54930044KVSC06Z79I06 Clorox Co/The 189054109 33390.00000000 NS USD 7017576.30000000 0.569149006168 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 AT&T Inc 00206R102 59212.00000000 NS USD 1688134.12000000 0.136913346660 Long EC CORP US N 1 N N N American Express Co R4PP93JZOLY261QX3811 American Express Co 025816109 30565.00000000 NS USD 3064141.25000000 0.248512146165 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 Facebook Inc 30303M102 185243.00000000 NS USD 48515141.70000000 3.934740927956 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 Baxter International Inc 071813109 36672.00000000 NS USD 2949162.24000000 0.239186962302 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11200 CALL 000000000 -35.00000000 NC USD -1638700.00000000 -0.13290407350 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11200.00000000 USD 2020-10-23 XXXX -749327.80000000 N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific Inc 883556102 3471.00000000 NS USD 1532515.92000000 0.124292188003 Long EC CORP US N 1 N N N Yum! Brands Inc 549300JE8XHZZ7OHN517 Yum! Brands Inc 988498101 14466.00000000 NS USD 1320745.80000000 0.107116920049 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 Visa Inc 92826C839 63696.00000000 NS USD 12737289.12000000 1.033036925287 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 Procter & Gamble Co/The 742718109 27664.00000000 NS USD 3845019.36000000 0.311843983433 Long EC CORP US N 1 N N N Robert Half International Inc 529900VPCUY9H3HLIC08 Robert Half International Inc 770323103 12784.00000000 NS USD 676784.96000000 0.054889533210 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 Chubb Ltd 000000000 35393.00000000 NS USD 4109835.16000000 0.333321434186 Long EC CORP CH N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 Travelers Cos Inc/The 89417E109 35246.00000000 NS USD 3813264.74000000 0.309268577105 Long EC CORP US N 1 N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 ViacomCBS Inc 92556H206 88076.00000000 NS USD 2467008.76000000 0.200082695782 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 Digital Realty Trust Inc 253868103 5247.00000000 NS USD 770049.72000000 0.062453618471 Long EC US N 1 N N N Eli Lilly and Co FRDRIPF3EKNDJ2CQJL29 Eli Lilly and Co 532457108 12046.00000000 NS USD 1783048.92000000 0.144611255707 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 3M Co 88579Y101 11474.00000000 NS USD 1837905.32000000 0.149060293980 Long EC CORP US N 1 N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 Philip Morris International Inc 718172109 24163.00000000 NS USD 1811983.37000000 0.146957936777 Long EC CORP US N 1 N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 Edwards Lifesciences Corp 28176E108 66378.00000000 NS USD 5298291.96000000 0.429709272049 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX SEP20 3550 CALL 000000000 -172.00000000 NC USD -430.00000000 -0.00003487444 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3550.00000000 USD 2020-09-30 XXXX 1229126.50000000 N N N PPG Industries Inc 549300BKPEP01R3V6C59 PPG Industries Inc 693506107 61416.00000000 NS USD 7497665.28000000 0.608085834805 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027X100 17730.00000000 NS USD 4285872.90000000 0.347598686115 Long EC US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11450 CALL 000000000 -35.00000000 NC USD -1022000.00000000 -0.08288763234 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11450.00000000 USD 2020-10-21 XXXX -283646.50000000 N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 Zions Bancorp NA 989701107 22517.00000000 NS USD 657946.74000000 0.053361690300 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11675 CALL 000000000 -35.00000000 NC USD -769300.00000000 -0.06239281366 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11675.00000000 USD 2020-10-26 XXXX -57896.50000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3380 CALL 000000000 -173.00000000 NC USD -642695.00000000 -0.05212472296 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3380.00000000 USD 2020-10-09 XXXX 604374.51000000 N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 Stanley Black & Decker Inc 854502101 46905.00000000 NS USD 7607991.00000000 0.617033621221 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 Prologis Inc 74340W103 12000.00000000 NS USD 1207440.00000000 0.097927439137 Long EC US N 1 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 Cisco Systems Inc 17275R102 412101.00000000 NS USD 16232658.39000000 1.316523112137 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 Honeywell International Inc 438516106 26647.00000000 NS USD 4386362.67000000 0.355748743953 Long EC CORP US N 1 N N N Apartment Investment and Management Co 549300O8FT5GJ4RU1D57 Apartment Investment and Management Co 03748R754 34616.00000000 NS USD 1167251.52000000 0.094668018437 Long EC US N 1 N N N Fortinet Inc 549300O0QJWDBAS0QX03 Fortinet Inc 34959E109 48262.00000000 NS USD 5685746.22000000 0.461133113784 Long EC CORP US N 1 N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 VeriSign Inc 92343E102 11056.00000000 NS USD 2264821.60000000 0.183684638069 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 Best Buy Co Inc 086516101 28506.00000000 NS USD 3172432.74000000 0.257294949697 Long EC CORP US N 1 N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 Parker-Hannifin Corp 701094104 14287.00000000 NS USD 2890831.58000000 0.234456149875 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284V101 30000.00000000 NS USD 803700.00000000 0.065182769193 Long EC US N 1 N N N Cigna Corp 549300VIWYMSIGT1U456 Cigna Corp 125523100 31281.00000000 NS USD 5299314.21000000 0.429792179957 Long EC CORP US N 1 N N N PulteGroup Inc N/A PulteGroup Inc 745867101 26224.00000000 NS USD 1213908.96000000 0.098452093518 Long EC CORP US N 1 N N N FMC Corp CKDHZ2X64EEBQCSP7013 FMC Corp 302491303 8245.00000000 NS USD 873227.95000000 0.070821719444 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 060505104 130000.00000000 NS USD 3131700.00000000 0.253991387684 Long EC CORP US N 1 N N N DaVita Inc M2XHYMU3TZNEZURC6H66 DaVita Inc 23918K108 11550.00000000 NS USD 989257.50000000 0.080232105630 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K107 19752.00000000 NS USD 29027539.20000000 2.354230916903 Long EC CORP US N 1 N N N Copart Inc 549300KVYX3JWMYEHU61 Copart Inc 217204106 40986.00000000 NS USD 4310087.76000000 0.349562592586 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 NIKE Inc 654106103 96062.00000000 NS USD 12059623.48000000 0.978075965972 Long EC CORP US N 1 N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045V100 20000.00000000 NS USD 591800.00000000 0.047996967535 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 Cognizant Technology Solutions Corp 192446102 95346.00000000 NS USD 6618919.32000000 0.536816586217 Long EC CORP US N 1 N N N Intuitive Surgical Inc 54930052SRG011710797 Intuitive Surgical Inc 46120E602 27563.00000000 NS USD 19557051.02000000 1.586142519264 Long EC CORP US N 1 N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 Berkshire Hathaway Inc 084670702 19434.00000000 NS USD 4138275.96000000 0.335628078583 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 Agilent Technologies Inc 00846U101 65000.00000000 NS USD 6561100.00000000 0.532127245181 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3400 CALL 000000000 -174.00000000 NC USD -557670.00000000 -0.04522890991 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3400.00000000 USD 2020-10-12 XXXX 732159.69000000 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324P102 46743.00000000 NS USD 14573065.11000000 1.181924523454 Long EC CORP US N 1 N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 Darden Restaurants Inc 237194105 21181.00000000 NS USD 2133773.94000000 0.173056232725 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 Amazon.com Inc 023135106 32144.00000000 NS USD 101212777.12000000 8.208696143335 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546104 57101.00000000 NS USD 2960115.84000000 0.240075336049 Long EC CORP US N 1 N N N Lamb Weston Holdings Inc 5493005SMYID1D2OY946 Lamb Weston Holdings Inc 513272104 16086.00000000 NS USD 1066019.22000000 0.086457738923 Long EC CORP US N 1 N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 Ingersoll Rand Inc 45687V106 20758.00000000 NS USD 738984.80000000 0.059934149129 Long EC CORP US N 1 N N N NextEra Energy Inc N/A NextEra Energy Inc 65339F101 18000.00000000 NS USD 4996080.00000000 0.405198867126 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11300 CALL 000000000 -35.00000000 NC USD -1166200.00000000 -0.09458273663 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11300.00000000 USD 2020-10-16 XXXX -141890.20000000 N N N Advanced Micro Devices Inc R2I72C950HOYXII45366 Advanced Micro Devices Inc 007903107 132313.00000000 NS USD 10848342.87000000 0.879837040465 Long EC CORP US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903202 75775.00000000 NS USD 7015249.50000000 0.568960294873 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 Microsoft Corp 594918104 522843.00000000 NS USD 109969568.19000000 8.918901308431 Long EC CORP US N 1 N N N IQVIA Holdings Inc 549300W3R20NM4KQPH86 IQVIA Holdings Inc 46266C105 5328.00000000 NS USD 839852.64000000 0.068114869714 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824100 15787.00000000 NS USD 1718099.21000000 0.139343616095 Long EC CORP US N 1 N N N Biogen Inc W8J5WZB5IY3K0NDQT671 Biogen Inc 09062X103 15031.00000000 NS USD 4263994.08000000 0.345824240334 Long EC CORP US N 1 N N N American International Group Inc ODVCVCQG2BP6VHV36M30 American International Group Inc 026874784 70241.00000000 NS USD 1933734.73000000 0.156832380970 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3375 CALL 000000000 -175.00000000 NC USD -1089375.00000000 -0.08835197112 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3375.00000000 USD 2020-10-21 XXXX -212295.25000000 N N N Intel Corp KNX4USFCNGPY45LOCE31 Intel Corp 458140100 285158.00000000 NS USD 14765481.24000000 1.197530117818 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 Kroger Co/The 501044101 103892.00000000 NS USD 3522977.72000000 0.285725324866 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 Merck & Co Inc 58933Y105 111665.00000000 NS USD 9262611.75000000 0.751228921021 Long EC CORP US N 1 N N N Fastenal Co 529900PP0C7H2HHPSJ32 Fastenal Co 311900104 158488.00000000 NS USD 7146223.92000000 0.579582760207 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 12800 CALL 000000000 -33.00000000 NC USD -3052.50000000 -0.00024756800 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 12800.00000000 USD 2020-10-02 XXXX 823087.46000000 N N N Adobe Inc FU4LY2G4933NH2E1CP29 Adobe Inc 00724F101 40500.00000000 NS USD 19862415.00000000 1.610908563594 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 Alphabet Inc 02079K305 25952.00000000 NS USD 38035251.20000000 3.084786612129 Long EC CORP US N 1 N N N CBRE Group Inc 52990016II9MJ2OSWA10 CBRE Group Inc 12504L109 14698.00000000 NS USD 690365.06000000 0.055990924928 Long EC CORP US N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 salesforce.com Inc 79466L302 62922.00000000 NS USD 15813557.04000000 1.282532585117 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 Qorvo Inc 74736K101 15654.00000000 NS USD 2019522.54000000 0.163790060476 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122108 165585.00000000 NS USD 9983119.65000000 0.809664531507 Long EC CORP US N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P Global Inc 78409V104 33507.00000000 NS USD 12082624.20000000 0.979941401611 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 ServiceNow Inc 81762P102 3002.00000000 NS USD 1455970.00000000 0.118084056814 Long EC CORP US N 1 N N N Genuine Parts Co 549300D46DQVEU651W04 Genuine Parts Co 372460105 9927.00000000 NS USD 944752.59000000 0.076622607961 Long EC CORP US N 1 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023105 13686.00000000 NS USD 2261748.36000000 0.183435387983 Long EC CORP US N 1 N N N Duke Realty Corp N/A Duke Realty Corp 264411505 20602.00000000 NS USD 760213.80000000 0.061655892326 Long EC US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 Waste Management Inc 94106L109 6187.00000000 NS USD 700182.79000000 0.056787175803 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11500 CALL 000000000 -35.00000000 NC USD -547750.00000000 -0.04442436459 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11500.00000000 USD 2020-10-09 XXXX 455865.00000000 N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209S103 25875.00000000 NS USD 999810.00000000 0.081087948820 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773100 88466.00000000 NS USD 1886095.12000000 0.152968648604 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 Apple Inc 037833100 1129928.00000000 NS USD 130856961.68000000 10.61293906991 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081103 242074.00000000 NS USD 8884115.80000000 0.720531628313 Long EC CORP US N 1 N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 502431109 6224.00000000 NS USD 1057084.16000000 0.085733075549 Long EC CORP US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 QUALCOMM Inc 747525103 140545.00000000 NS USD 16539335.60000000 1.341395663830 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 CVS Health Corp 126650100 88422.00000000 NS USD 5163844.80000000 0.418805155838 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 Textron Inc 883203101 25000.00000000 NS USD 902250.00000000 0.073175505169 Long EC CORP US N 1 N N N ASML Holding NV 724500Y6DUVHQD6OXN27 ASML Holding NV 000000000 20394.00000000 NS USD 7530892.38000000 0.610780664206 Long EC CORP NL N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457100 37548.00000000 NS USD 737818.20000000 0.059839533951 Long EC CORP US N 1 N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 Advance Auto Parts Inc 00751Y106 26636.00000000 NS USD 4088626.00000000 0.331601300080 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 Texas Instruments Inc 882508104 140016.00000000 NS USD 19992884.64000000 1.621490089575 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 AbbVie Inc 00287Y109 6412.00000000 NS USD 561627.08000000 0.045549842389 Long EC CORP US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 Stryker Corp 863667101 33820.00000000 NS USD 7047073.40000000 0.571541320043 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 Estee Lauder Cos Inc/The 518439104 36419.00000000 NS USD 7948446.75000000 0.644645725952 Long EC CORP US N 1 N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278X109 158729.00000000 NS USD 4780917.48000000 0.387748464140 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX OCT20 11600 CALL 000000000 -34.00000000 NC USD -429930.00000000 -0.03486876690 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11600.00000000 USD 2020-10-12 XXXX 527430.59000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 NASDAQ 100 STOCK INDX SEP20 11750 CALL 000000000 -33.00000000 NC USD -82.50000000 -0.00000669102 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written NASDAQ 100 Stock Index NDX Index 100.00000000 11750.00000000 USD 2020-09-30 XXXX 1335768.20000000 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 Danaher Corp 235851102 4686.00000000 NS USD 1009036.38000000 0.081836239224 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343V104 121829.00000000 NS USD 7247607.21000000 0.587805285518 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030N101 528921.00000000 NS USD 24467885.46000000 1.984427685182 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 Analog Devices Inc 032654105 56522.00000000 NS USD 6598378.28000000 0.535150638887 Long EC CORP US N 1 N N N Constellation Brands Inc 5493005GKEG8QCVY7037 Constellation Brands Inc 21036P108 3691.00000000 NS USD 699481.41000000 0.056730291530 Long EC CORP US N 1 N N N ON Semiconductor Corp ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corp 682189105 99333.00000000 NS USD 2154532.77000000 0.174739843555 Long EC CORP US N 1 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX OCT20 3450 CALL 000000000 -174.00000000 NC USD -36105.00000000 -0.00292823675 N/A DE US N 1 Options Clearing Corp. 549300CII6SLYGKNHA04 Call Written S&P 500 Index SPX Index 100.00000000 3450.00000000 USD 2020-10-02 XXXX 1779164.67000000 N N N Kansas City Southern 5493008C12PZMWP3WY03 Kansas City Southern 485170302 5885.00000000 NS USD 1064184.55000000 0.086308941024 Long EC CORP US N 1 N N N Truist Financial Corp 549300DRQQI75D2JP341 Truist Financial Corp 89832Q109 41626.00000000 NS USD 1583869.30000000 0.128457119589 Long EC CORP US N 1 N N N Aptiv PLC N/A Aptiv PLC 000000000 16791.00000000 NS USD 1539398.88000000 0.124850419175 Long EC CORP JE N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 Corteva Inc 22052L104 20341.00000000 NS USD 586024.21000000 0.047528531568 Long EC CORP US N 1 N N N Whirlpool Corp WHENKOULSSK7WUM60H03 Whirlpool Corp 963320106 8566.00000000 NS USD 1575201.74000000 0.127754151363 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 2543275.35000000 0.206268172369 Long EC CORP US N 1 N N N 2020-10-23 Eaton Vance Tax-Managed Buy-Write Opportunities Fund James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 NPORT_255840007204280.htm HTML

Eaton Vance

Tax-Managed Buy-Write Opportunities Fund

September 30, 2020

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 101.3%

 

                                                 
Security    Shares      Value  

Aerospace & Defense — 0.8%

 

Boeing Co. (The)(1)

      13,686      $ 2,261,749  

L3Harris Technologies, Inc.(1)

      6,224        1,057,084  

Northrop Grumman Corp.(1)

      17,902        5,647,902  

Textron, Inc.(1)

      25,000        902,250  
     

 

 

  
   $ 9,868,985  
  

 

 

  

Airlines — 0.2%

 

Southwest Airlines Co.(1)

      52,956      $ 1,985,850  
     

 

 

  
   $ 1,985,850  
  

 

 

  

Auto Components — 0.2%

 

Aptiv PLC

      23,791      $ 2,181,159  
     

 

 

  
   $ 2,181,159  
  

 

 

  

Automobiles — 0.1%

 

General Motors Co.

      20,000      $ 591,800  
     

 

 

  
   $ 591,800  
  

 

 

  

Banks — 2.2%

 

Bank of America Corp.(1)

      130,000      $ 3,131,700  

Fifth Third Bancorp(1)

      88,466        1,886,095  

Huntington Bancshares, Inc.(1)

      179,679        1,647,657  

JPMorgan Chase & Co.(1)

      84,867        8,170,146  

KeyCorp(1)

      532,924        6,357,783  

Regions Financial Corp.(1)

      329,924        3,804,024  

Truist Financial Corp.(1)

      41,626        1,583,869  

Zions Bancorp NA

      22,517        657,947  
     

 

 

  
   $ 27,239,221  
  

 

 

  

Beverages — 1.6%

 

Coca-Cola Co. (The)(1)

      153,082      $ 7,557,658  

Constellation Brands, Inc., Class A

      3,691        699,482  

PepsiCo, Inc.(1)

      80,945        11,218,977  
     

 

 

  
   $ 19,476,117  
  

 

 

  

Biotechnology — 2.7%

 

AbbVie, Inc.

      6,412      $ 561,627  

Amgen, Inc.(1)

      59,770        15,191,143  

Biogen, Inc.(1)(2)

      15,031        4,263,994  

Gilead Sciences, Inc.(1)

      202,361        12,787,192  
     

 

 

  
   $ 32,803,956  
  

 

 

  

Building Products — 0.4%

 

A.O. Smith Corp.(1)

      29,207      $ 1,542,130  

Allegion PLC(1)

      10,516        1,040,137  

Trane Technologies PLC(1)

      23,525        2,852,406  
     

 

 

  
   $ 5,434,673  
  

 

 

  

 

1

 

 

                                                 
Security    Shares      Value  

Capital Markets — 2.4%

 

CME Group, Inc.(1)

      12,294      $ 2,056,909  

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

      12,655        2,543,275  

Moody’s Corp.(1)

      28,831        8,356,665  

Morgan Stanley(1)

      43,096        2,083,692  

S&P Global, Inc.(1)

      33,507        12,082,624  

State Street Corp.(1)

      13,478        799,650  

T. Rowe Price Group, Inc.(1)

      13,079        1,676,990  
     

 

 

  
   $ 29,599,805  
  

 

 

  

Chemicals — 1.2%

 

Air Products and Chemicals, Inc.(1)

      13,083      $ 3,896,903  

Corteva, Inc.

      20,341        586,024  

Dow, Inc.(1)

      20,341        957,044  

DuPont de Nemours, Inc.(1)

      20,341        1,128,519  

FMC Corp.

      8,245        873,228  

PPG Industries, Inc.(1)

      61,416        7,497,665  
     

 

 

  
   $ 14,939,383  
  

 

 

  

Commercial Services & Supplies — 0.4%

 

Copart, Inc.(1)(2)

      40,986      $ 4,310,088  

Waste Management, Inc.

      6,187        700,183  
     

 

 

  
   $ 5,010,271  
  

 

 

  

Communications Equipment — 1.3%

 

Cisco Systems, Inc.(1)

      412,101      $ 16,232,658  
     

 

 

  
   $ 16,232,658  
  

 

 

  

Consumer Finance — 0.7%

 

American Express Co.(1)

      30,565      $ 3,064,141  

Capital One Financial Corp.

      10,757        772,998  

Discover Financial Services(1)

      87,596        5,061,297  
     

 

 

  
   $ 8,898,436  
  

 

 

  

Containers & Packaging — 0.1%

 

WestRock Co.

      21,317      $ 740,553  
     

 

 

  
   $ 740,553  
  

 

 

  

Distributors — 0.1%

 

Genuine Parts Co.(1)

      9,927      $ 944,753  
     

 

 

  
   $ 944,753  
  

 

 

  

Diversified Financial Services — 0.3%

 

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

      19,434      $ 4,138,276  
     

 

 

  
   $ 4,138,276  
  

 

 

  

Diversified Telecommunication Services — 0.7%

 

AT&T, Inc.(1)

      59,212      $ 1,688,134  

Verizon Communications, Inc.(1)

      121,829        7,247,607  
     

 

 

  
   $ 8,935,741  
  

 

 

  

Electric Utilities — 1.1%

 

American Electric Power Co., Inc.

      6,004      $ 490,707  

Edison International(1)

      59,878        3,044,197  

NextEra Energy, Inc.(1)

      20,000        5,551,200  

NRG Energy, Inc.(1)

      163,181        5,016,184  
     

 

 

  
   $ 14,102,288  
  

 

 

  

 

2

 

 

                                                 
Security    Shares      Value  

Entertainment — 2.7%

 

Netflix, Inc.(1)(2)

      39,110      $ 19,556,173  

Walt Disney Co. (The)(1)

      105,884        13,138,087  
     

 

 

  
   $ 32,694,260  
  

 

 

  

Equity Real Estate Investment Trusts (REITs) — 1.1%

 

American Tower Corp.(1)

      17,730      $ 4,285,873  

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

      34,616        1,167,251  

Digital Realty Trust, Inc.

      5,247        770,050  

Duke Realty Corp.(1)

      20,602        760,214  

Iron Mountain, Inc.(1)

      30,000        803,700  

Mid-America Apartment Communities, Inc.(1)

      36,251        4,203,303  

ProLogis, Inc.(1)

      12,000        1,207,440  
     

 

 

  
   $ 13,197,831  
  

 

 

  

Food & Staples Retailing — 1.1%

 

Kroger Co. (The)(1)

      103,892      $ 3,522,978  

Walmart, Inc.(1)

      74,524        10,426,653  
     

 

 

  
   $ 13,949,631  
  

 

 

  

Food Products — 1.2%

 

Hershey Co. (The)

      5,163      $ 740,065  

Hormel Foods Corp.(1)

      21,160        1,034,512  

Lamb Weston Holdings, Inc.(1)

      16,086        1,066,019  

Mondelez International, Inc., Class A(1)

      212,633        12,215,766  
     

 

 

  
   $ 15,056,362  
  

 

 

  

Health Care Equipment & Supplies — 3.1%

 

Abbott Laboratories(1)

      15,787      $ 1,718,099  

Baxter International, Inc.(1)

      36,672        2,949,162  

Danaher Corp.(1)

      4,686        1,009,036  

Edwards Lifesciences Corp.(1)(2)

      66,378        5,298,292  

Intuitive Surgical, Inc.(1)(2)

      27,563        19,557,051  

Stryker Corp.(1)

      33,820        7,047,074  
     

 

 

  
   $ 37,578,714  
  

 

 

  

Health Care Providers & Services — 2.2%

 

Cigna Corp.(1)

      31,281      $ 5,299,314  

CVS Health Corp.(1)

      88,422        5,163,845  

DaVita, Inc.(1)(2)

      11,550        989,258  

McKesson Corp.(1)

      7,813        1,163,590  

UnitedHealth Group, Inc.(1)

      46,743        14,573,065  
     

 

 

  
   $ 27,189,072  
  

 

 

  

Hotels, Restaurants & Leisure — 1.8%

 

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

      3,300      $ 4,104,243  

Darden Restaurants, Inc.(1)

      21,181        2,133,774  

Marriott International, Inc., Class A(1)

      75,775        7,015,249  

McDonald’s Corp.(1)

      35,561        7,805,284  

Yum! Brands, Inc.(1)

      14,466        1,320,746  
     

 

 

  
   $ 22,379,296  
  

 

 

  

Household Durables — 0.2%

 

PulteGroup, Inc.(1)

      26,224      $ 1,213,909  

Whirlpool Corp.(1)

      8,566        1,575,202  
     

 

 

  
   $ 2,789,111  
  

 

 

  

 

3

 

 

                                                 
Security    Shares      Value  

Household Products — 0.9%

 

Clorox Co. (The)(1)

      33,390      $ 7,017,576  

Procter & Gamble Co. (The)(1)

      27,664        3,845,020  
     

 

 

  
   $ 10,862,596  
  

 

 

  

Industrial Conglomerates — 0.5%

 

3M Co.(1)

      11,474      $ 1,837,905  

Honeywell International, Inc.(1)

      26,647        4,386,363  
     

 

 

  
   $ 6,224,268  
  

 

 

  

Insurance — 0.9%

 

American International Group, Inc.

      70,241      $ 1,933,735  

Chubb, Ltd.(1)

      35,393        4,109,835  

Marsh & McLennan Cos., Inc.(1)

      15,767        1,808,475  

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

      35,246        3,813,265  
     

 

 

  
   $ 11,665,310  
  

 

 

  

Interactive Media & Services — 9.4%

 

Alphabet, Inc., Class A(1)(2)

      25,952      $ 38,035,251  

Alphabet, Inc., Class C(1)(2)

      19,752        29,027,539  

Facebook, Inc., Class A(1)(2)

      185,243        48,515,142  
     

 

 

  
   $ 115,577,932  
  

 

 

  

Internet & Direct Marketing Retail — 8.2%

 

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

      32,144      $ 101,212,777  
     

 

 

  
   $ 101,212,777  
  

 

 

  

IT Services — 3.9%

 

Cognizant Technology Solutions Corp., Class A(1)

      95,346      $ 6,618,919  

Fidelity National Information Services, Inc.(1)

      62,742        9,236,250  

Mastercard, Inc., Class A(1)

      35,125        11,878,221  

PayPal Holdings, Inc.(2)

      24,000        4,728,720  

VeriSign, Inc.(1)(2)

      11,056        2,264,822  

Visa, Inc., Class A(1)

      63,696        12,737,289  
     

 

 

  
   $ 47,464,221  
  

 

 

  

Life Sciences Tools & Services — 1.0%

 

Agilent Technologies, Inc.(1)

      65,000      $ 6,561,100  

IQVIA Holdings, Inc.(2)

      5,328        839,853  

PerkinElmer, Inc.(1)

      23,065        2,894,888  

Thermo Fisher Scientific, Inc.(1)

      3,471        1,532,516  
     

 

 

  
   $ 11,828,357  
  

 

 

  

Machinery — 1.2%

 

Caterpillar, Inc.

      5,735      $ 855,375  

Dover Corp.(1)

      29,870        3,236,116  

Ingersoll Rand, Inc.(1)(2)

      20,758        738,985  

Parker-Hannifin Corp.(1)

      14,287        2,890,831  

Stanley Black & Decker, Inc.(1)

      46,905        7,607,991  
     

 

 

  
   $ 15,329,298  
  

 

 

  

Media — 2.3%

 

Comcast Corp., Class A(1)

      528,921      $ 24,467,885  

DISH Network Corp., Class A(1)(2)

      30,564        887,273  

ViacomCBS, Inc., Class B(1)

      88,076        2,467,009  
     

 

 

  
   $ 27,822,167  
  

 

 

  

 

4

 

 

                                                 
Security    Shares      Value  

Metals & Mining — 0.3%

 

Freeport-McMoRan, Inc.(1)

      94,914      $ 1,484,455  

Newmont Corp.(1)

      25,563        1,621,972  

Nucor Corp.(1)

      22,035        988,490  
     

 

 

  
   $ 4,094,917  
  

 

 

  

Multi-Utilities — 1.1%

 

CMS Energy Corp.(1)

      177,055      $ 10,872,947  

Dominion Energy, Inc.(1)

      36,763        2,901,704  
     

 

 

  
   $ 13,774,651  
  

 

 

  

Multiline Retail — 0.1%

 

Target Corp.(1)

      8,193      $ 1,289,742  
     

 

 

  
   $ 1,289,742  
     

 

 

  

Oil, Gas & Consumable Fuels — 1.3%

 

Chevron Corp.(1)

      85,114      $ 6,128,208  

Diamondback Energy, Inc.(1)

      158,729        4,780,917  

EOG Resources, Inc.(1)

      18,147        652,203  

ONEOK, Inc.

      22,014        571,924  

Phillips 66(1)

      57,101        2,960,116  

Williams Cos., Inc. (The)

      37,548        737,818  
     

 

 

  
   $ 15,831,186  
  

 

 

  

Personal Products — 0.6%

 

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

      36,419      $ 7,948,447  
     

 

 

  
   $ 7,948,447  
  

 

 

  

Pharmaceuticals — 2.9%

 

Bristol-Myers Squibb Co.(1)

      165,585      $ 9,983,119  

Eli Lilly & Co.(1)

      12,046        1,783,049  

Johnson & Johnson(1)

      43,189        6,429,978  

Merck & Co., Inc.(1)

      111,665        9,262,612  

Pfizer, Inc.(1)

      242,074        8,884,116  
     

 

 

  
   $ 36,342,874  
  

 

 

  

Professional Services — 0.2%

 

Equifax, Inc.(1)

      14,785      $ 2,319,766  

Robert Half International, Inc.(1)

      12,784        676,785  
     

 

 

  
   $ 2,996,551  
  

 

 

  

Real Estate Management & Development — 0.1%

 

CBRE Group, Inc., Class A(2)

      14,698      $ 690,365  
     

 

 

  
   $ 690,365  
  

 

 

  

Road & Rail — 0.9%

 

Kansas City Southern(1)

      5,885      $ 1,064,184  

Norfolk Southern Corp.(1)

      9,503        2,033,547  

Union Pacific Corp.(1)

      37,756        7,433,024  
     

 

 

  
   $ 10,530,755  
  

 

 

  

Semiconductors & Semiconductor Equipment — 7.4%

 

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

      132,313      $ 10,848,343  

Analog Devices, Inc.(1)

      56,522        6,598,378  

ASML Holding NV - NY Shares(1)

      20,394        7,530,892  

Intel Corp.(1)

      285,158        14,765,481  

Microchip Technology, Inc.(1)

      53,000        5,446,280  

NXP Semiconductors NV(1)

      47,520        5,930,971  

ON Semiconductor Corp.(1)(2)

      99,333        2,154,533  

 

5

 

 

                                                 
Security    Shares      Value  

Qorvo, Inc.(1)(2)

      15,654      $ 2,019,523  

QUALCOMM, Inc.(1)

      140,545        16,539,336  

Texas Instruments, Inc.(1)

      140,016        19,992,885  
     

 

 

  
   $ 91,826,622  
  

 

 

  

Software — 13.7%

 

Adobe, Inc.(1)(2)

      40,500      $ 19,862,415  

Fortinet, Inc.(1)(2)

      48,262        5,685,746  

Microsoft Corp.(1)

      522,843        109,969,568  

Oracle Corp.(1)

      246,551        14,719,095  

Paycom Software, Inc.(2)

      4,241        1,320,223  

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

      62,922        15,813,557  

ServiceNow, Inc.(2)

      3,002        1,455,970  
     

 

 

  
   $ 168,826,574  
  

 

 

  

 

                                                 

Specialty Retail — 2.1%

 

Advance Auto Parts, Inc.(1)

      26,636      $ 4,088,626  

Best Buy Co., Inc.(1)

      28,506        3,172,433  

Home Depot, Inc. (The)(1)

      56,895        15,800,310  

Tiffany & Co.(1)

      28,579        3,310,877  
     

 

 

  
   $ 26,372,246  
  

 

 

  

Technology Hardware, Storage & Peripherals — 10.6%

 

Apple, Inc.(1)

      1,129,928      $ 130,856,962  
     

 

 

  
   $ 130,856,962  
  

 

 

  

Textiles, Apparel & Luxury Goods — 1.0%

 

NIKE, Inc., Class B(1)

      96,062      $ 12,059,624  
     

 

 

  
   $ 12,059,624  
  

 

 

  

Tobacco — 0.2%

 

Altria Group, Inc.(1)

      25,875      $ 999,810  

Philip Morris International, Inc.(1)

      24,163        1,811,983  
     

 

 

  
   $ 2,811,793  
  

 

 

  

Trading Companies & Distributors — 0.6%

 

Fastenal Co.(1)

      158,488      $ 7,146,224  
     

 

 

  
   $ 7,146,224  
  

 

 

  

Total Common Stocks — 101.3%
(identified cost $292,158,550)

 

    $ 1,249,344,661  
     

 

 

  

Total Written Call Options — (1.5)%
(premiums received $25,444,612)

 

    $ (18,323,566 ) 
     

 

 

  

Other Assets, Less Liabilities — 0.2%

 

    $ 2,472,741  
     

 

 

  

Net Assets — 100.0%

 

    $ 1,233,493,836  
     

 

 

  

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.

 

6

 

 

                                                                                                                            

Written Call Options — (1.5)%

 

Exchange-Traded Options — (1.5)%

 

Description    Number of
Contracts		      Notional
Amount		      Exercise
Price		      Expiration
Date		      Value  

NASDAQ 100 Index

      33      $ 37,679,598      $ 12,800        10/2/20      $ (3,052 ) 

NASDAQ 100 Index

      33        37,679,598        12,000        10/5/20        (8,745 ) 

NASDAQ 100 Index

      35        39,963,210        11,400        10/7/20        (628,775 ) 

NASDAQ 100 Index

      35        39,963,210        11,500        10/9/20        (547,750 ) 

NASDAQ 100 Index

      34        38,821,404        11,600        10/12/20        (429,930 ) 

NASDAQ 100 Index

      34        38,821,404        11,500        10/14/20        (692,580 ) 

NASDAQ 100 Index

      35        39,963,210        11,300        10/16/20        (1,166,200 ) 

NASDAQ 100 Index

      35        39,963,210        11,200        10/19/20        (1,474,900 ) 

NASDAQ 100 Index

      35        39,963,210        11,450        10/21/20        (1,022,000 ) 

NASDAQ 100 Index

      35        39,963,210        11,200        10/23/20        (1,638,700 ) 

NASDAQ 100 Index

      35        39,963,210        11,675        10/26/20        (769,300 ) 

NASDAQ 100 Index

      35        39,963,210        11,750        10/28/20        (676,041 ) 

S&P 500 Index

      174        58,516,200        3,450        10/2/20        (36,105 ) 

S&P 500 Index

      170        57,171,000        3,450        10/5/20        (74,800 ) 

S&P 500 Index

      172        57,843,600        3,400        10/7/20        (391,300 ) 

S&P 500 Index

      173        58,179,900        3,380        10/9/20        (642,695 ) 

S&P 500 Index

      174        58,516,200        3,400        10/12/20        (557,670 ) 

S&P 500 Index

      174        58,516,200        3,425        10/14/20        (468,060 ) 

S&P 500 Index

      173        58,179,900        3,375        10/16/20        (946,310 ) 

S&P 500 Index

      173        58,179,900        3,300        10/19/20        (1,798,335 ) 

S&P 500 Index

      175        58,852,500        3,375        10/21/20        (1,089,375 ) 

S&P 500 Index

      176        59,188,800        3,350        10/23/20        (1,414,160 ) 

S&P 500 Index

      176        59,188,800        3,400        10/26/20        (952,160 ) 

S&P 500 Index

      176        59,188,800        3,410        10/28/20        (894,623 ) 
              

 

 

  

Total

 

    $     (18,323,566 ) 
              

 

 

  

At September 30, 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.

 

7

 

 

At September 30, 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

    $ 1,249,344,661 *     $ —      $ —      $ 1,249,344,661  

Total Investments

    $     1,249,344,661      $     —      $     —      $     1,249,344,661  
Liability Description                          

Written Call Options

    $ (18,323,566 )     $ —      $ —      $ (18,323,566 ) 

Total

    $ (18,323,566 )     $ —      $ —      $ (18,323,566 ) 

 

*

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