Enhanced Investments - Financial Portal

Published: 2021-05-28 09:32:47 ET

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Eaton Vance

Tax-Managed Global Buy-Write Opportunities Fund

March 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks — 100.7%


Security	Shares		Value
Aerospace & Defense— 1.4%
Airbus SE⁽¹⁾⁽²⁾		56,122	$	6,365,204
General Dynamics Corp.⁽²⁾		6,866		1,246,591
L3Harris Technologies, Inc.⁽²⁾		7,755		1,571,783
Northrop Grumman Corp.⁽²⁾		6,763		2,188,777
Raytheon Technologies Corp.⁽²⁾		47,912		3,702,160
Textron, Inc.⁽²⁾		16,487		924,591

			$	15,999,106

Air Freight & Logistics— 0.6%
Deutsche Post AG⁽²⁾		120,188	$	6,593,618
Expeditors International of Washington, Inc.⁽²⁾		3,871		416,868

			$	7,010,486

Auto Components— 0.6%
Cie Generale des Etablissements Michelin SCA⁽²⁾		12,277	$	1,838,728
Denso Corp.		47,300		3,153,213
Toyota Industries Corp.		6,400		571,900
Yokohama Rubber Co., Ltd. (The)		75,500		1,356,292

			$	6,920,133

Automobiles— 1.7%
Daimler AG⁽²⁾		26,925	$	2,403,048
Honda Motor Co., Ltd.		24,800		747,609
Isuzu Motors, Ltd.		58,000		622,909
Mazda Motor Corp.		26,000		213,027
Tesla, Inc.⁽¹⁾⁽²⁾		11,600		7,747,988
Toyota Motor Corp.		12,900		1,003,878
Volkswagen AG, PFC Shares		24,779		6,936,154

			$	19,674,613

Banks— 4.0%
Bank of America Corp.⁽²⁾		50,000	$	1,934,500
BNP Paribas S.A.⁽¹⁾⁽²⁾		75,132		4,577,740
Credit Agricole S.A.⁽¹⁾⁽²⁾		88,088		1,275,709
Danske Bank A/S⁽²⁾		72,886		1,363,507
Fifth Third Bancorp⁽²⁾		47,006		1,760,375
HSBC Holdings PLC⁽²⁾		700,000		4,080,069
Huntington Bancshares, Inc.⁽²⁾		197,053		3,097,673
ING Groep NV⁽²⁾		315,384		3,852,126
Intesa Sanpaolo SpA⁽¹⁾		2,079,278		5,633,952
JPMorgan Chase & Co.⁽²⁾		47,825		7,280,400
KBC Group NV⁽¹⁾		22,722		1,653,285
KeyCorp⁽²⁾		163,919		3,275,102


Security	Shares		Value
Lloyds Banking Group PLC⁽¹⁾		2,000,000	$	1,173,249
Natwest Group PLC		500,000		1,352,914
PNC Financial Services Group, Inc. (The)⁽²⁾		6,406		1,123,676
Shinsei Bank, Ltd.		31,400		507,457
Standard Chartered PLC		43,591		300,147
Truist Financial Corp.⁽²⁾		25,182		1,468,614

			$	45,710,495

Beverages— 1.5%
Coca-Cola Co. (The)⁽²⁾		24,571	$	1,295,137
Constellation Brands, Inc., Class A⁽²⁾		29,994		6,838,632
Heineken Holding NV		24,773		2,201,283
Heineken NV		7,692		789,644
Kirin Holdings Co., Ltd.		54,500		1,045,753
PepsiCo, Inc.⁽²⁾		29,721		4,204,035
Takara Holdings, Inc.		20,500		279,346

			$	16,653,830

Biotechnology— 1.5%
AbbVie, Inc.⁽²⁾		26,528	$	2,870,860
Amgen, Inc.⁽²⁾		31,960		7,951,968
BioMarin Pharmaceutical, Inc.⁽¹⁾⁽²⁾		9,584		723,688
Gilead Sciences, Inc.⁽²⁾		87,511		5,655,836

			$	17,202,352

Building Products— 0.5%
Daikin Industries, Ltd.		26,200	$	5,296,556

			$	5,296,556

Capital Markets— 1.4%
3i Group PLC		30,000	$	476,775
CME Group, Inc.		2,281		465,849
London Stock Exchange Group PLC		14,000		1,338,393
Moody’s Corp.⁽²⁾		12,481		3,726,951
S&P Global, Inc.⁽²⁾		13,142		4,637,418
Schroders PLC⁽²⁾		42,659		2,058,165
St. James’s Place PLC⁽²⁾		209,534		3,678,640

			$	16,382,191

Chemicals— 4.2%
Air Liquide S.A.		38,480	$	6,282,857
Air Products and Chemicals, Inc.⁽²⁾		26,448		7,440,880
Akzo Nobel NV		2,842		317,297
BASF SE⁽²⁾		67,072		5,573,883
Corteva, Inc.⁽²⁾		4,706		219,394
Daicel Corp.⁽²⁾		51,000		392,957
Dow, Inc.		4,706		300,902
DuPont de Nemours, Inc.		4,706		363,680
Eastman Chemical Co.⁽²⁾		20,943		2,306,243
Johnson Matthey PLC⁽²⁾		62,141		2,581,336
Linde PLC⁽¹⁾⁽²⁾		47,250		13,253,815


Security	Shares		Value
Mitsubishi Gas Chemical Co., Inc.		18,200	$	447,679
Nitto Denko Corp.		22,800		1,954,430
Shin-Etsu Chemical Co., Ltd.		21,800		3,692,927
Sumitomo Chemical Co., Ltd.		35,700		185,221
Toray Industries, Inc.		56,000		361,549
Tosoh Corp.		85,900		1,645,195

			$	47,320,245

Commercial Services & Supplies— 0.4%
Rentokil Initial PLC⁽¹⁾		97,214	$	649,038
SECOM Co., Ltd.		29,900		2,520,619
Waste Management, Inc.⁽²⁾		10,662		1,375,611

			$	4,545,268

Communications Equipment— 1.3%
Cisco Systems, Inc.⁽²⁾		256,106	$	13,243,241
Nokia Oyj⁽¹⁾		317,042		1,266,150

			$	14,509,391

Construction & Engineering— 0.2%
Ferrovial S.A.		84,502	$	2,208,116

			$	2,208,116

Construction Materials— 0.3%
CRH PLC		62,332	$	2,916,932

			$	2,916,932

Consumer Finance— 0.4%
American Express Co.⁽²⁾		31,280	$	4,424,243
Navient Corp.		43,966		629,154

			$	5,053,397

Containers & Packaging— 0.3%
Smurfit Kappa Group PLC		61,889	$	2,905,536

			$	2,905,536

Distributors— 0.2%
LKQ Corp.⁽¹⁾⁽²⁾		53,930	$	2,282,857

			$	2,282,857

Diversified Financial Services— 0.4%
Berkshire Hathaway, Inc., Class B⁽¹⁾⁽²⁾		12,353	$	3,155,821
Groupe Bruxelles Lambert S.A.		4,239		438,507
M&G PLC		286,752		819,441
ORIX Corp.		41,300		698,498

			$	5,112,267

Diversified Telecommunication Services— 0.8%
Deutsche Telekom AG⁽²⁾		318,536	$	6,419,590
United Internet AG		52,975		2,126,735
Verizon Communications, Inc.		4,900		284,935

			$	8,831,260


Security	Shares		Value
Electric Utilities— 1.4%
Acciona S.A.		8,786	$	1,476,344
Edison International⁽²⁾		19,359		1,134,437
Enel SpA		226,448		2,252,558
Iberdrola S.A.⁽²⁾		741,266		9,567,461
NextEra Energy, Inc.⁽²⁾		26,000		1,965,860

			$	16,396,660

Electrical Equipment— 0.9%
ABB, Ltd.⁽²⁾		107,459	$	3,269,059
Fujikura, Ltd.⁽¹⁾		69,000		339,694
Legrand S.A.⁽²⁾		47,726		4,434,130
Siemens Energy AG⁽¹⁾		55,583		1,995,953

			$	10,038,836

Electronic Equipment, Instruments & Components— 1.2%
Alps Alpine Co., Ltd.		101,500	$	1,346,139
Corning, Inc.⁽²⁾		19,975		869,112
Halma PLC		75,704		2,476,782
Kyocera Corp.		33,800		2,150,691
Taiyo Yuden Co., Ltd.		51,500		2,432,176
TDK Corp.		31,100		4,329,361

			$	13,604,261

Entertainment— 2.5%
Electronic Arts, Inc.⁽²⁾		45,613	$	6,174,632
Netflix, Inc.⁽¹⁾⁽²⁾		20,000		10,433,200
Vivendi S.A.		108,427		3,558,969
Walt Disney Co. (The)⁽¹⁾⁽²⁾		42,417		7,826,785

			$	27,993,586

Equity Real Estate Investment Trusts (REITs)— 0.4%
American Tower Corp.⁽²⁾		17,793	$	4,253,595
British Land Co. PLC (The)		35,000		243,502
Capital & Counties Properties PLC		189,600		446,177

			$	4,943,274

Food & Staples Retailing— 0.7%
Costco Wholesale Corp.⁽²⁾		10,600	$	3,736,288
Seven & i Holdings Co., Ltd.		33,700		1,360,853
Tesco PLC		703,357		2,220,657
Walmart, Inc.⁽²⁾		5,517		749,374

			$	8,067,172

Food Products— 2.6%
Mondelez International, Inc., Class A⁽²⁾		107,285	$	6,279,391
Nestle S.A.⁽²⁾		203,470		22,682,101
Nissin Foods Holdings Co., Ltd.		10,000		741,415
Toyo Suisan Kaisha, Ltd.		5,000		209,845

			$	29,912,752


Security	Shares		Value
Gas Utilities— 0.1%
Italgas SpA		35,014	$	227,384
Snam SpA		175,073		970,593

			$	1,197,977

Health Care Equipment & Supplies— 1.4%
Abbott Laboratories⁽²⁾		80,752	$	9,677,320
Olympus Corp.		27,600		572,531
Smith & Nephew PLC		80,000		1,518,797
Terumo Corp.		112,600		4,074,803

			$	15,843,451

Health Care Providers & Services— 1.5%
CVS Health Corp.⁽²⁾		49,398	$	3,716,212
McKesson Corp.⁽²⁾		10,557		2,059,037
UnitedHealth Group, Inc.⁽²⁾		30,601		11,385,714

			$	17,160,963

Hotels, Restaurants & Leisure— 1.1%
Booking Holdings, Inc.⁽¹⁾⁽²⁾		3,247	$	7,564,990
Yum! Brands, Inc.⁽²⁾		42,716		4,621,017

			$	12,186,007

Household Durables— 0.8%
Barratt Developments PLC⁽¹⁾⁽²⁾		257,503	$	2,648,678
Casio Computer Co., Ltd.		63,200		1,194,331
PulteGroup, Inc.⁽²⁾		70,920		3,719,045
Sekisui Chemical Co., Ltd.		61,000		1,174,575

			$	8,736,629

Household Products— 0.8%
Clorox Co. (The)⁽²⁾		13,090	$	2,524,799
Henkel AG & Co. KGaA, PFC Shares		18,309		2,058,548
Kimberly-Clark Corp.⁽²⁾		4,027		559,954
Procter & Gamble Co. (The)⁽²⁾		6,074		822,602
Reckitt Benckiser Group PLC		28,566		2,556,950

			$	8,522,853

Industrial Conglomerates— 2.0%
3M Co.⁽²⁾		2,786	$	536,807
Honeywell International, Inc.⁽²⁾		25,826		5,606,050
Nisshinbo Holdings, Inc.		104,000		775,509
Siemens AG⁽²⁾		94,409		15,512,482

			$	22,430,848


Security	Shares		Value
Insurance— 3.6%
Ageas S.A./NV		22,500	$	1,358,689
Allianz SE⁽²⁾		58,164		14,794,310
Allstate Corp. (The)⁽²⁾		14,927		1,715,112
Chubb, Ltd.⁽²⁾		7,404		1,169,610
Cincinnati Financial Corp.⁽²⁾		23,801		2,453,645
Hannover Rueck SE		7,000		1,278,254
Hartford Financial Services Group, Inc.⁽²⁾		20,077		1,340,943
Legal & General Group PLC		250,000		959,879
Lincoln National Corp.⁽²⁾		17,183		1,069,985
Marsh & McLennan Cos., Inc.⁽²⁾		31,342		3,817,456
MS&AD Insurance Group Holdings, Inc.		37,200		1,094,274
Principal Financial Group, Inc.⁽²⁾		17,247		1,034,130
Prudential Financial, Inc.⁽²⁾		13,233		1,205,526
Prudential PLC⁽²⁾		256,173		5,457,130
SCOR SE⁽¹⁾⁽²⁾		61,069		2,080,192

			$	40,829,135

Interactive Media & Services— 5.4%
Alphabet, Inc., Class A⁽¹⁾⁽²⁾		9,327	$	19,237,124
Alphabet, Inc., Class C⁽¹⁾⁽²⁾		9,093		18,810,053
Facebook, Inc., Class A⁽¹⁾⁽²⁾		80,100		23,591,853

			$	61,639,030

Internet & Direct Marketing Retail— 4.1%
Amazon.com, Inc.⁽¹⁾⁽²⁾		13,801	$	42,701,398
Ocado Group PLC⁽¹⁾⁽²⁾		44,101		1,236,467
Prosus NV		27,000		3,004,525

			$	46,942,390

IT Services— 3.8%
Adyen NV⁽³⁾		1,300	$	2,900,825
Amadeus IT Group S.A.⁽¹⁾		61,489		4,379,743
Atos SE⁽¹⁾		13,728		1,070,301
Capgemini SE⁽²⁾		29,097		4,947,273
Cognizant Technology Solutions Corp., Class A⁽²⁾		38,672		3,021,057
Fidelity National Information Services, Inc.⁽²⁾		37,273		5,240,956
Mastercard, Inc., Class A⁽²⁾		16,997		6,051,782
NTT Data Corp.		62,200		964,654
Obic Co., Ltd.		2,300		422,031
Otsuka Corp.		15,600		731,467
PayPal Holdings, Inc.⁽¹⁾⁽²⁾		52,937		12,855,221
Perspecta, Inc.⁽²⁾		2,147		62,370
Worldline S.A.⁽¹⁾⁽³⁾		2,251		188,447

			$	42,836,127

Leisure Products— 0.2%
Hasbro, Inc.⁽²⁾		20,651	$	1,984,974
Yamaha Corp.		6,800		370,553

			$	2,355,527


Security	Shares		Value
Life Sciences Tools & Services— 0.8%
PerkinElmer, Inc.⁽²⁾		6,547	$	839,915
Thermo Fisher Scientific, Inc.⁽²⁾		17,359		7,922,300

			$	8,762,215

Machinery— 1.6%
Dover Corp.⁽²⁾		7,424	$	1,018,053
Ebara Corp.		25,500		1,040,466
FANUC Corp.		21,427		5,151,202
Kawasaki Heavy Industries, Ltd.⁽¹⁾		3,100		76,843
Komatsu, Ltd.		29,200		904,888
Makita Corp.		7,700		330,729
NSK, Ltd.		6,000		61,691
Parker-Hannifin Corp.⁽²⁾		7,147		2,254,378
SMC Corp.		1,500		873,570
Snap-on, Inc.⁽²⁾		6,143		1,417,436
Stanley Black & Decker, Inc.⁽²⁾		24,657		4,923,263

			$	18,052,519

Media— 1.4%
Charter Communications, Inc., Class A⁽¹⁾⁽²⁾		9,419	$	5,811,711
Comcast Corp., Class A⁽²⁾		170,562		9,229,110
Hakuhodo DY Holdings, Inc.		20,900		349,075

			$	15,389,896

Metals & Mining— 0.9%
Glencore PLC⁽¹⁾		1,152,251	$	4,524,202
Rio Tinto PLC⁽²⁾		72,129		5,502,583

			$	10,026,785

Multi-Utilities— 1.0%
CMS Energy Corp.⁽²⁾		108,509	$	6,642,921
Engie S.A.⁽¹⁾		212,752		3,022,209
NiSource, Inc.⁽²⁾		42,420		1,022,746
Veolia Environnement S.A.		37,663		966,227

			$	11,654,103

Multiline Retail— 0.6%
Next PLC⁽¹⁾⁽²⁾		41,584	$	4,506,959
Target Corp.⁽²⁾		13,800		2,733,366

			$	7,240,325

Oil, Gas & Consumable Fuels— 2.2%
Chevron Corp.⁽²⁾		36,290	$	3,802,829
Idemitsu Kosan Co., Ltd.		16,200		418,204
Marathon Petroleum Corp.⁽²⁾		27,916		1,493,227
Phillips 66⁽²⁾		36,105		2,944,002
Royal Dutch Shell PLC, Class A⁽²⁾		120,000		2,332,673
Royal Dutch Shell PLC, Class B		148,058		2,725,369
TOTAL SE⁽²⁾		245,487		11,444,542

			$	25,160,846


Security	Shares		Value
Paper & Forest Products— 0.1%
Mondi PLC		38,326	$	977,055
Oji Holdings Corp.		13,000		84,292

			$	1,061,347

Personal Products— 1.5%
Estee Lauder Cos., Inc. (The), Class A⁽²⁾		20,577	$	5,984,821
Kao Corp.		28,554		1,889,379
Unilever PLC⁽⁴⁾		25,759		1,437,345
Unilever PLC⁽⁴⁾		128,549		7,176,989

			$	16,488,534

Pharmaceuticals— 5.8%
Astellas Pharma, Inc.		205,900	$	3,171,744
AstraZeneca PLC⁽²⁾		56,549		5,644,069
Bayer AG⁽²⁾		26,130		1,655,935
Bristol-Myers Squibb Co.⁽²⁾		35,160		2,219,651
Chugai Pharmaceutical Co., Ltd.		105,900		4,303,123
Eisai Co., Ltd.		13,646		917,203
Eli Lilly & Co.⁽²⁾		13,232		2,472,002
Johnson & Johnson⁽²⁾		13,558		2,228,257
Merck & Co., Inc.⁽²⁾		63,340		4,882,881
Novartis AG⁽²⁾		142,782		12,205,100
Pfizer, Inc.⁽²⁾		14,458		523,813
Roche Holding AG PC⁽²⁾		45,591		14,768,891
Sanofi⁽²⁾		95,989		9,491,791
UCB S.A.		9,177		872,401
Viatris, Inc.⁽¹⁾⁽²⁾		1,793		25,048

			$	65,381,909

Professional Services— 0.7%
Equifax, Inc.⁽²⁾		11,910	$	2,157,258
Experian PLC		85,608		2,949,277
Recruit Holdings Co., Ltd.		12,500		613,828
Robert Half International, Inc.⁽²⁾		30,884		2,411,114
Wolters Kluwer NV		961		83,467

			$	8,214,944

Real Estate Management & Development— 0.5%
CBRE Group, Inc., Class A⁽¹⁾⁽²⁾		37,761	$	2,987,273
Daito Trust Construction Co., Ltd.		5,500		639,064
Heiwa Real Estate Co., Ltd.		34,400		1,076,232
Sumitomo Realty & Development Co., Ltd.		13,600		481,759

			$	5,184,328

Road & Rail— 1.2%
Central Japan Railway Co.		3,400	$	509,049
CSX Corp.⁽²⁾		79,314		7,647,456
East Japan Railway Co.		2,900		206,211
Kansas City Southern⁽²⁾		15,468		4,082,314
Keio Corp.		15,200		1,023,381

			$	13,468,411


Security	Shares		Value
Semiconductors & Semiconductor Equipment— 6.7%
ASML Holding NV⁽²⁾		28,290	$	17,357,873
Infineon Technologies AG		66,560		2,831,967
Intel Corp.⁽²⁾		255,724		16,366,336
Marvell Technology Group, Ltd.⁽²⁾		82,514		4,041,536
Maxim Integrated Products, Inc.⁽²⁾		18,000		1,644,660
NXP Semiconductors NV⁽²⁾		40,985		8,251,920
STMicroelectronics NV		35,000		1,337,187
Texas Instruments, Inc.⁽²⁾		78,884		14,908,287
Tokyo Electron, Ltd.		22,300		9,692,324

			$	76,432,090

Software— 6.1%
Adobe, Inc.⁽¹⁾⁽²⁾		13,000	$	6,179,810
Citrix Systems, Inc.⁽²⁾		25,268		3,546,616
Dassault Systemes SE		9,700		2,073,266
Microsoft Corp.⁽²⁾		217,208		51,211,130
Oracle Corp.⁽²⁾		34,518		2,422,128
Sage Group PLC (The)		164,137		1,386,661
salesforce.com, inc.⁽¹⁾		5,500		1,165,285
Trend Micro, Inc.		14,097		707,642
Zscaler, Inc.⁽¹⁾		2,092		359,134

			$	69,051,672

Specialty Retail— 2.4%
Fast Retailing Co., Ltd.		18,000	$	14,388,795
Fnac Darty S.A.⁽¹⁾		922		56,538
Home Depot, Inc. (The)⁽²⁾		13,861		4,231,070
Lowe’s Cos., Inc.⁽²⁾		40,810		7,761,246
USS Co., Ltd.		27,200		533,483

			$	26,971,132

Technology Hardware, Storage & Peripherals— 5.2%
Apple, Inc.⁽²⁾		463,314	$	56,593,805
Hewlett Packard Enterprise Co.⁽²⁾		78,955		1,242,752
HP, Inc.⁽²⁾		39,615		1,257,776

			$	59,094,333

Textiles, Apparel & Luxury Goods— 3.0%
adidas AG⁽¹⁾		18,913	$	5,908,244
Kering S.A.⁽²⁾		8,281		5,714,364
LVMH Moet Hennessy Louis Vuitton SE⁽²⁾		26,872		17,949,180
NIKE, Inc., Class B⁽²⁾		37,793		5,022,312

			$	34,594,100

Tobacco— 0.9%
British American Tobacco PLC⁽²⁾		173,393	$	6,590,744
Japan Tobacco, Inc.		27,000		518,681
Philip Morris International, Inc.⁽²⁾		31,523		2,797,351

			$	9,906,776


Security	Shares		Value
Trading Companies & Distributors— 0.7%
Ferguson PLC		44,384	$	5,301,887
Marubeni Corp.		20,000		167,041
Mitsubishi Corp.		21,400		606,670
Sumitomo Corp.		96,700		1,383,937

			$	7,459,535

Transportation Infrastructure— 0.1%
Aeroports de Paris⁽¹⁾		6,667	$	795,364

			$	795,364

Wireless Telecommunication Services— 1.1%
KDDI Corp.		113,000	$	3,481,608
SoftBank Group Corp.		109,696		9,339,257
Vodafone Group PLC		100,000		182,357

			$	13,003,222


Total Common Stocks — 100.7% (identified cost $346,065,076)			$	1,141,566,895


Rights⁽¹⁾— 0.0%⁽⁵⁾

Security	Shares		Value
Gas Utilities— 0.0%⁽⁵⁾
Snam SpA, Exp. 4/7/21		175,073	$	180


Total Rights (identified cost $0)			$	180


Total Investments — 100.7% (identified cost $346,065,076)			$	1,141,567,075


Total Written Call Options — (1.0)% (premiums received $12,131,555)			$	(11,266,358	)


Other Assets, Less Liabilities — 0.3%			$	3,932,282


Net Assets — 100.0%			$	1,134,232,999

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 March 31, 2021, the aggregate value of these securities is $3,089,272 or 0.3% of the Fund’s net assets.

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

(5)	Amount is less than 0.05%.

Country Concentration of Portfolio


Country	Percentage of Total Investments			Value
United States		54.9	%	$	626,144,228
Japan		10.2			115,923,288
United Kingdom		7.8			89,511,356
France		7.7			88,133,031
Germany		6.7			76,088,721
Switzerland		4.6			52,925,151
Netherlands		3.4			38,758,960
Ireland		1.7			19,076,283
Spain		1.5			17,631,664
Italy		0.9			10,421,854
Belgium		0.4			4,322,882
Denmark		0.1			1,363,507
Finland		0.1			1,266,150

Total Investments		100.0	%	$	1,141,567,075

Written Call Options — (1.0)%

Exchange-Traded Options— (1.0)%


Description	Number of Contracts		Notional Amount		Exercise Price		Expiration Date		Value
Dow Jones Euro Stoxx 50 Index		1,180	EUR	46,246,678	EUR	3,825		4/9/21	$	(1,365,061	)
Dow Jones Euro Stoxx 50 Index		1,300	EUR	50,949,730	EUR	3,875		4/16/21		(1,048,128	)
Dow Jones Euro Stoxx 50 Index		1,200	EUR	47,030,520	EUR	3,875		4/23/21		(1,050,375	)
Dow Jones Euro Stoxx 50 Index		1,200	EUR	47,030,520	EUR	3,950		4/30/21		(478,695	)
FTSE 100 Index		550	GBP	36,924,965	GBP	6,800		4/16/21		(267,900	)
FTSE 100 Index		550	GBP	36,924,965	GBP	6,825		4/16/21		(209,921	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,100		4/1/21		(96,900	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,200		4/5/21		(84,225	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,400		4/7/21		(45,075	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,500		4/9/21		(46,950	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,500		4/12/21		(61,350	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,500		4/14/21		(85,725	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,500		4/16/21		(104,700	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,350		4/19/21		(192,300	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,400		4/21/21		(191,775	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,300		4/23/21		(274,125	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,300		4/26/21		(288,000	)
NASDAQ 100 Index		15	USD	19,637,160	USD	13,400		4/28/21		(252,000	)
Nikkei 225 Index		110	JPY	3,209,668,000	JPY	29,500		4/2/21		(53,926	)
Nikkei 225 Index		110	JPY	3,209,668,000	JPY	29,750		4/9/21		(117,454	)
Nikkei 225 Index		110	JPY	3,209,668,000	JPY	30,375		4/16/21		(81,205	)
Nikkei 225 Index		110	JPY	3,209,668,000	JPY	29,625		4/23/21		(342,217	)
S&P 500 Index		76	USD	30,193,964	USD	3,900		4/1/21		(611,800	)
S&P 500 Index		75	USD	29,796,675	USD	3,925		4/5/21		(444,000	)
S&P 500 Index		75	USD	29,796,675	USD	3,950		4/7/21		(336,000	)
S&P 500 Index		75	USD	29,796,675	USD	4,000		4/9/21		(151,500	)
S&P 500 Index		75	USD	29,796,675	USD	4,000		4/12/21		(180,000	)
S&P 500 Index		75	USD	29,796,675	USD	4,020		4/14/21		(151,125	)
S&P 500 Index		75	USD	29,796,675	USD	4,010		4/16/21		(219,000	)
S&P 500 Index		75	USD	29,796,675	USD	3,980		4/19/21		(355,875	)
S&P 500 Index		75	USD	29,796,675	USD	3,970		4/21/21		(433,500	)
S&P 500 Index		75	USD	29,796,675	USD	3,960		4/23/21		(507,750	)
S&P 500 Index		75	USD	29,796,675	USD	4,000		4/26/21		(350,625	)
S&P 500 Index		75	USD	29,796,675	USD	4,000		4/28/21		(379,875	)
SMI Index		380	CHF	41,980,006	CHF	11,000		4/16/21		(407,301	)

Total									$	(11,266,358	)

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

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

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

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

•

Level 1 — quoted prices in active markets for identical investments

•

Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

•

Level 3 — significant unobservable inputs (including a fund’s own assumptions in determining the fair value of investments)

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

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


Asset Description	Level 1				Level 2			Level 3		Total
Common Stocks
Communication Services	$	101,399,403			$	25,457,591		$	—	$	126,856,994
Consumer Discretionary		90,370,263				77,533,450			—		167,903,713
Consumer Staples		35,792,384				53,759,533			—		89,551,917
Energy		8,240,058				16,920,788			—		25,160,846
Financials		50,786,183				62,301,302			—		113,087,485
Health Care		65,154,502				59,196,388			—		124,350,890
Industrials		43,480,510				72,039,479			—		115,519,989
Information Technology		210,534,914				64,992,960			—		275,527,874
Materials		10,631,099				53,599,746			—		64,230,845
Real Estate		7,240,868				2,886,734			—		10,127,602
Utilities		10,765,964				18,482,776			—		29,248,740
Total Common Stocks	$	634,396,148		$		507,170,747	*	$	—	$	1,141,566,895
Rights	$	—			$	180		$	—	$	180
Total Investments	$	634,396,148			$	507,170,927		$	—	$	1,141,567,075

Liability Description
Written Call Options	$	(5,844,175	)		$	(5,422,183	)	$	—	$	(11,266,358	)
Total	$	(5,844,175	)		$	(5,422,183	)	$	—	$	(11,266,358	)

*	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.