# EDGAR Filing Document

**Accession Number:** 0001480999
**File Stem:** 0001752724-23-049208
**Filing Date:** 2023-3
**Character Count:** 71854
**Document Hash:** 881b3e49e27a5045a2433cccd9f1ccce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049208.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049208

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Tax-Managed Buy-Write Strategy Fund
- **CENTRAL INDEX KEY:** 0001480999
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22380
- **FILM NUMBER:** 23690914

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Tax-Advantaged Bond & Option Strategies Fund
- **DATE OF NAME CHANGE:** 20100503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Tax-Advantaged Return Strategies Fund
- **DATE OF NAME CHANGE:** 20100428

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eaton Vance Tax-Advantaged Absolute Return Fund
- **DATE OF NAME CHANGE:** 20100114

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Eaton Vance Tax-Managed Buy-Write Strategy Fund

- **b. Investment Company Act file number:** 811-22380

- **c. CIK number of Registrant:** 0001480999

- **d. LEI of Registrant:** 549300WCLE7IOD4LIX31

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 617-482-8260

**Item A.2. Information about the Series.**

- **a. Name of Series:** Eaton Vance Tax-Managed Buy-Write Strategy Fund

- **c. LEI of Series:** 549300WCLE7IOD4LIX31

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $90681268.87

**Total Liabilities:** $2209311.51

**Net Assets:** $88471957.36

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.78%                | 3.90%                | -4.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-128370.70              | $5642830.13                                |
| Month 2  | $-445925.31              | $4927026.30                                |
| Month 3  | $-330877.90              | $-6524189.11                               |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                                       | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EPAM Systems Inc                           | EPAM Systems Inc                                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       366 | NS      | $119952.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     24110 | NS      | $1148600.40   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-10770.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2089 | NS      | $276980.51    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      1266 | NS      | $220081.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corp                        | Dollar General Corp                                                 | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       823 | NS      | $202663.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1265 | NS      | $337552.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Co                          | General Motors Co                                                   | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |     10253 | NS      | $344910.92    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                               | Comerica Inc                                                        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1757 | NS      | $117455.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals Inc                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      2874 | NS      | $829953.72    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8192 | NS      | $1447116.80   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      2925 | NS      | $770825.25    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1922 | NS      | $1019005.96   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-70695.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc                              | Pinduoduo Inc                                                       | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      4520 | NS      | $368606.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      5239 | NS      | $738122.71    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-58795.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-47835.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3228 | NS      | $133284.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-35420.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13057 | NS      | $1091565.20   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-82.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                          | General Mills Inc                                                   | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      7733 | NS      | $648412.05    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DR Horton Inc                              | DR Horton Inc                                                       | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |      5136 | NS      | $457823.04    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                          | Marathon Oil Corp                                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     23142 | NS      | $626453.94    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                   | MarketAxess Holdings Inc                                            | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       254 | NS      | $70838.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-61435.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                | Zscaler Inc                                                         | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |      1919 | NS      | $214736.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      4836 | NS      | $781545.96    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                          | Tractor Supply Co                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1174 | NS      | $264114.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       259 | NS      | $142628.71    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group Inc                                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $126757.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-34780.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                      | 3M Co                                                               | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       967 | NS      | $115962.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      4074 | NS      | $476698.74    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                   | Agilent Technologies Inc                                            | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      6652 | NS      | $995471.80    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology Inc                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      9956 | NS      | $497600.88    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                       | Williams Cos Inc/The                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     11095 | NS      | $365025.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-367.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      3521 | NS      | $159254.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-210.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                           | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |       868 | NS      | $283124.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2899 | NS      | $236471.43    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The       | PNC Financial Services Group Inc/The                                | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       610 | NS      | $96343.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                        | SVB Financial Group                                                 | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      1255 | NS      | $288825.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                  | Qorvo Inc                                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |       382 | NS      | $34624.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD              | Marriott International Inc/MD                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       300 | NS      | $44667.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                               | Moody's Corp                                                        | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       745 | NS      | $207571.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corp                                   | Fox Corp                                                            | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |      2091 | NS      | $63503.67     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      5287 | NS      | $410905.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                        | Paycom Software Inc                                                 | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      1815 | NS      | $563212.65    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices Inc                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      7011 | NS      | $454102.47    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                         | Enphase Energy Inc                                                  | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       320 | NS      | $84787.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     12674 | NS      | $2289684.84   | 2.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4523 | NS      | $747290.06    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-14055.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      2398 | NS      | $170785.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3582 | NS      | $293759.82    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     25240 | NS      | $2226925.20   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     11270 | NS      | $346214.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      5223 | NS      | $1085130.48   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                 | Zoetis Inc                                                          | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       490 | NS      | $71809.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                                                      | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      1445 | NS      | $45979.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                                 | ResMed Inc                                                          | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      1173 | NS      | $244136.49    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J M Smucker Co/The                         | J M Smucker Co/The                                                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |      1072 | NS      | $169869.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                             | CBRE Group Inc                                                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      1740 | NS      | $133910.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-52525.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                       | Edison International                                                | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      4077 | NS      | $259378.74    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      7894 | NS      | $1196414.64   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                          | State Street Corp                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       710 | NS      | $55074.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                      | Norfolk Southern Corp                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      1045 | NS      | $257508.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     31599 | NS      | $7578072.18   | 8.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Dollar Tree Inc                            | Dollar Tree Inc                                                     | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |       819 | NS      | $115839.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-65670.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-38720.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      2800 | NS      | $358148.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc              | Intercontinental Exchange Inc                                       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       954 | NS      | $97870.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp                  | Occidental Petroleum Corp                                           | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | EC               | CORP              | US        |      5460 | NS      | $343925.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -12 | NC      | $-35400.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                | Moderna Inc                                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       759 | NS      | $136331.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellogg Co                                 | Kellogg Co                                                          | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      1286 | NS      | $91614.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       981 | NS      | $226297.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                               | Newmont Corp                                                        | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1570 | NS      | $74104.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                           | Zions Bancorp NA                                                    | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      3012 | NS      | $148069.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     15021 | NS      | $2195168.94   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                            | Best Buy Co Inc                                                     | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1823 | NS      | $146222.83    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3612 | NS      | $648317.88    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3945 | NS      | $1327610.85   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |      5500 | NS      | $95810.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management Inc                       | Waste Management Inc                                                | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |      3962 | NS      | $621558.56    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     28044 | NS      | $2488344.12   | 2.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4130 | NS      | $204724.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceridian HCM Holding Inc                   | Ceridian HCM Holding Inc                                            | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |      7537 | NS      | $483498.55    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                              | Sempra Energy                                                       | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |      3081 | NS      | $476137.74    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       906 | NS      | $84430.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co/The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      2529 | NS      | $219719.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                 | Garmin Ltd                                                          | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1245 | NS      | $114901.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                | Target Corp                                                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      2344 | NS      | $349349.76    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                   | Marsh & McLennan Cos Inc                                            | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      2761 | NS      | $456890.28    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                | Walmart Inc                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      6285 | NS      | $891150.15    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                           | Coca-Cola Co/The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       821 | NS      | $52223.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                             | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       545 | NS      | $152703.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                 | Airbnb Inc                                                          | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      1534 | NS      | $131157.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      2343 | NS      | $258432.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                                                   | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      3538 | NS      | $46277.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      8180 | NS      | $518039.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      4274 | NS      | $131126.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-240.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      3244 | NS      | $139297.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                      | McCormick & Co Inc/MD                                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      1814 | NS      | $150362.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-110.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc              | Martin Marietta Materials Inc                                       | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       824 | NS      | $278487.28    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                            | TJX Cos Inc/The                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      5474 | NS      | $435730.40    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                | Incyte Corp                                                         | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |      1066 | NS      | $85621.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      1480 | NS      | $457172.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -2 | NC      | $-160.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                             | Hershey Co/The                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       863 | NS      | $199844.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4154 | NS      | $1224931.52   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-495.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                 | Ecolab Inc                                                          | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       314 | NS      | $45705.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1352 | NS      | $470130.96    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      1315 | NS      | $735255.95    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      5352 | NS      | $219592.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      6038 | NS      | $743760.84    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                           | Campbell Soup Co                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      1585 | NS      | $89948.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2991 | NS      | $944737.26    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      9000 | NS      | $237870.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands Inc                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |      2493 | NS      | $96479.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                          | Iron Mountain Inc                                                   | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      9356 | NS      | $466396.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc             | Fortune Brands Innovations Inc                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      6049 | NS      | $345458.39    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      9384 | NS      | $1030269.36   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     13342 | NS      | $438418.12    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                                     | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      6049 | NS      | $45669.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-550.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                       | Parker-Hannifin Corp                                                | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |       680 | NS      | $197880.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                   | CSX Corp                                                            | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     35730 | NS      | $1106915.40   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2750 | NS      | $944295.00    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                 | Sysco Corp                                                          | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |      1270 | NS      | $97091.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services Inc | Fidelity National Information Services Inc                          | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      1006 | NS      | $68257.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                    | Sherwin-Williams Co/The                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      2223 | NS      | $527584.59    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                         | Analog Devices Inc                                                  | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      5679 | NS      | $931526.37    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       930 | NS      | $77431.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6442 | NS      | $775230.28    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      2000 | NS      | $102480.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      8441 | NS      | $332575.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      6790 | NS      | $555014.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      2403 | NS      | $101262.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                 | Raytheon Technologies Corp                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       840 | NS      | $84772.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       902 | NS      | $163262.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      1784 | NS      | $339834.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |     98811 | NS      | $98810.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-21315.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-69660.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                           | Altria Group Inc                                                    | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6427 | NS      | $293778.17    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc               | Citizens Financial Group Inc                                        | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      3405 | NS      | $134054.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DocuSign Inc                               | DocuSign Inc                                                        | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      1144 | NS      | $63400.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                            | Caterpillar Inc                                                     | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       772 | NS      | $184940.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     10450 | NS      | $1148873.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc                                | Textron Inc                                                         | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |      1970 | NS      | $139476.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                          | Lam Research Corp                                                   | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2448 | NS      | $1028894.40   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp                      | ON Semiconductor Corp                                               | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |      1445 | NS      | $90124.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                     | Diamondback Energy Inc                                              | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       474 | NS      | $64833.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      2562 | NS      | $114213.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Holdings Inc               | United Airlines Holdings Inc                                        | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      5240 | NS      | $197548.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     63708 | NS      | $8277580.44   | 9.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | NASDAQ 100 STOCK INDX                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |        -3 | NC      | $-135.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                               | Danaher Corp                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      4612 | NS      | $1224117.04   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -11 | NC      | $-165.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc      | Mid-America Apartment Communities Inc                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      4302 | NS      | $675370.98    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MercadoLibre Inc                           | MercadoLibre Inc                                                    | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |       236 | NS      | $199712.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                            | T-Mobile US Inc                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      6185 | NS      | $865900.00    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                                | Gap Inc/The                                                         | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     10841 | NS      | $122286.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/The           | Interpublic Group of Cos Inc/The                                    | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      8737 | NS      | $291029.47    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                      | Travelers Cos Inc/The                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      4011 | NS      | $752022.39    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                  | Aptiv PLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |       900 | NS      | $83817.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6240 | NS      | $692328.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc         | Broadridge Financial Solutions Inc                                  | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      2010 | NS      | $269601.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      1243 | NS      | $194454.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      1352 | NS      | $452838.88    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |       159 | NS      | $54470.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       360 | NS      | $131702.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                        | Global Payments Inc                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      1079 | NS      | $107166.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      3790 | NS      | $508239.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Halliburton Co                             | Halliburton Co                                                      | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |     16284 | NS      | $640775.40    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     41006 | NS      | $3444504.00   | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                     | Motorola Solutions Inc                                              | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       706 | NS      | $181943.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |       987 | NS      | $64845.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     11983 | NS      | $862176.85    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc                  | CH Robinson Worldwide Inc                                           | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       711 | NS      | $65099.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc           | American International Group Inc                                    | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      4746 | NS      | $300137.04    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp PLC                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      6705 | NS      | $1052349.75   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** Eaton Vance Tax-Managed Buy-Write Strategy Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer