NPORT-EX 2 tiaa_BXMX.htm
1
Nuveen
S&P
500
Buy-Write
Income
Fund
Portfolio
of
Investments
March
31,
2022
(Unaudited)
BXMX
Shares
Description
(1)
Value
LONG-TERM
INVESTMENTS
-
100.2%   
COMMON
STOCKS
-
100.2%
(2)
Aerospace
&
Defense
-
1.7%
28,960
Boeing
Co
(3)
$
5,545,840
9,566
HEICO
Corp
1,468,764
62,456
Howmet
Aerospace
Inc
2,244,669
13,748
Northrop
Grumman
Corp
6,148,380
99,428
Raytheon
Technologies
Corp
9,850,332
4,597
Woodward
Inc
574,211
Total
Aerospace
&
Defense
25,832,196
Air
Freight
&
Logistics
-
0.6%
40,842
United
Parcel
Service
Inc,
Class
B
8,758,975
Auto
Components
-
0.1%
50,606
Gentex
Corp
1,476,177
9,851
Goodyear
Tire
&
Rubber
Co
(3)
140,771
Total
Auto
Components
1,616,948
Automobiles
-
2.7%
252,900
Ford
Motor
Co
4,276,539
16,446
Harley-Davidson
Inc
647,972
32,961
Tesla
Inc
(3)
35,518,774
Total
Automobiles
40,443,285
Banks
-
4.1%
81,113
Citigroup
Inc
4,331,434
26,341
Comerica
Inc
2,382,016
162,841
Fifth
Third
Bancorp
7,008,677
101,208
First
Horizon
Corp
2,377,376
132,821
JPMorgan
Chase
&
Co
18,106,159
165,652
KeyCorp
3,707,292
119,082
People's
United
Financial
Inc
2,380,449
41,891
PNC
Financial
Services
Group
Inc
7,726,795
195,504
Wells
Fargo
&
Co
9,474,124
55,583
Zions
Bancorp
NA
3,644,021
Total
Banks
61,138,343
Beverages
-
1.5%
247,954
Coca-Cola
Co
15,373,148
63,191
Keurig
Dr
Pepper
Inc
2,394,939
56,712
Monster
Beverage
Corp
(3)
4,531,289
Total
Beverages
22,299,376
Biotechnology
-
2.0%
80,284
AbbVie
Inc
13,014,839
3,766
Alnylam
Pharmaceuticals
Inc
(3)
614,950
28,089
Amgen
Inc
6,792,482
9,647
Biogen
Inc
(3)
2,031,658
9,243
BioMarin
Pharmaceutical
Inc
(3)
712,635
2,000
Exact
Sciences
Corp
(3)
139,840
67,257
Gilead
Sciences
Inc
3,998,429
15,603
Moderna
Inc
(3)
2,687,773
1,956
Seagen
Inc
(3)
281,762
Total
Biotechnology
30,274,368
Nuveen
S&P
500
Buy-Write
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2022
(Unaudited)
2
BXMX
Shares
Description
(1)
Value
Building
Products
-
0.4%
15,381
Allegion
plc
$
1,688,526
23,666
Fortune
Brands
Home
&
Security
Inc
1,757,911
43,726
Masco
Corp
2,230,026
Total
Building
Products
5,676,463
Capital
Markets
-
2.6%
83,608
Charles
Schwab
Corp
7,048,991
21,911
CME
Group
Inc
5,211,750
44,488
Intercontinental
Exchange
Inc
5,877,755
53,398
Jefferies
Financial
Group
Inc
1,754,124
86,746
Morgan
Stanley
7,581,600
8,344
MSCI
Inc
4,196,031
17,437
S&P
Global
Inc
7,152,309
Total
Capital
Markets
38,822,560
Chemicals
-
1.7%
16,669
Chemours
Co
524,740
52,881
Corteva
Inc
3,039,600
53,214
Dow
Inc
3,390,796
42,507
DuPont
de
Nemours
Inc
3,127,665
34,775
Eastman
Chemical
Co
3,896,886
30,588
Linde
PLC
9,770,725
20,651
Olin
Corp
1,079,634
14,399
RPM
International
Inc
1,172,655
Total
Chemicals
26,002,701
Commercial
Services
&
Supplies
-
0.6%
14,179
Waste
Connections
Inc
1,980,806
47,435
Waste
Management
Inc
7,518,448
Total
Commercial
Services
&
Supplies
9,499,254
Communications
Equipment
-
1.0%
13,699
Ciena
Corp
(3)
830,570
220,344
Cisco
Systems
Inc
12,286,381
5,140
Lumentum
Holdings
Inc
(3)
501,664
74,070
Viavi
Solutions
Inc
(3)
1,191,046
Total
Communications
Equipment
14,809,661
Consumer
Finance
-
0.4%
42,085
Discover
Financial
Services
4,637,346
89,957
SLM
Corp
1,651,611
Total
Consumer
Finance
6,288,957
Containers
&
Packaging
-
0.6%
13,574
Avery
Dennison
Corp
2,361,469
20,677
Crown
Holdings
Inc
2,586,486
15,364
Packaging
Corp
of
America
2,398,474
18,945
Sonoco
Products
Co
1,185,199
Total
Containers
&
Packaging
8,531,628
Distributors
-
0.2%
51,888
LKQ
Corp
2,356,234
Diversified
Financial
Services
-
2.0%
86,707
Berkshire
Hathaway
Inc,
Class
B
(3)
30,599,767
3
Shares
Description
(1)
Value
Diversified
Telecommunication
Services
-
1.1%
275,987
AT&T
Inc
$
6,521,573
205,832
Verizon
Communications
Inc
10,485,082
Total
Diversified
Telecommunication
Services
17,006,655
Electric
Utilities
-
0.9%
70,985
Alliant
Energy
Corp
4,435,143
58,152
Evergy
Inc
3,974,108
52,512
OGE
Energy
Corp
2,141,439
29,198
Pinnacle
West
Capital
Corp
2,280,364
Total
Electric
Utilities
12,831,054
Electrical
Equipment
-
0.7%
54,146
Emerson
Electric
Co
5,309,015
8,860
Hubbell
Inc
1,628,202
13,511
Rockwell
Automation
Inc
3,783,486
Total
Electrical
Equipment
10,720,703
Electronic
Equipment,
Instruments
&
Components
-
0.5%
20,728
CDW
Corp/DE
3,708,032
86,143
Corning
Inc
3,179,538
Total
Electronic
Equipment,
Instruments
&
Components
6,887,570
Energy
Equipment
&
Services
-
0.4%
72,910
Halliburton
Co
2,761,102
77,600
Schlumberger
NV
3,205,656
Total
Energy
Equipment
&
Services
5,966,758
Entertainment
-
1.3%
20,435
Netflix
Inc
(3)
7,654,747
1,091
Roku
Inc
(3)
136,669
83,187
Walt
Disney
Co
(3)
11,409,929
Total
Entertainment
19,201,345
Equity
Real
Estate
Investment
Trusts
(REITs)
-
2.7%
97,035
American
Homes
4
Rent,
Class
A
3,884,311
33,023
American
Tower
Corp
8,296,038
17,121
Apartment
Income
REIT
Corp
915,289
73,114
Apartment
Investment
and
Management
Co,
Class
A
(3)
535,194
123,846
Brandywine
Realty
Trust
1,751,182
75,722
CubeSmart
3,939,816
51,595
Equity
Commonwealth
(3)
1,455,495
84,268
Healthcare
Realty
Trust
Inc
2,315,685
159,619
Invitation
Homes
Inc
6,413,491
19,823
LXP
Industrial
Trust
311,221
51,162
Sabra
Health
Care
REIT
Inc
761,802
15,931
Sun
Communities
Inc
2,792,545
42,955
Welltower
Inc
4,129,694
94,015
Weyerhaeuser
Co
3,563,169
Total
Equity
Real
Estate
Investment
Trusts
(REITs)
41,064,932
Food
&
Staples
Retailing
-
1.2%
3,640
Casey's
General
Stores
Inc
721,339
24,647
Costco
Wholesale
Corp
14,192,975
55,722
Kroger
Co
3,196,771
15,913
US
Foods
Holding
Corp
(3)
598,806
Total
Food
&
Staples
Retailing
18,709,891
Nuveen
S&P
500
Buy-Write
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2022
(Unaudited)
4
BXMX
Shares
Description
(1)
Value
Food
Products
-
0.6%
132,012
Mondelez
International
Inc,
Class
A
$
8,287,713
12,100
Post
Holdings
Inc
(3)
838,046
Total
Food
Products
9,125,759
Gas
Utilities
-
0.1%
12,873
Atmos
Energy
Corp
1,538,195
2,933
National
Fuel
Gas
Co
201,497
Total
Gas
Utilities
1,739,692
Health
Care
Equipment
&
Supplies
-
2.5%
98,976
Abbott
Laboratories
11,714,799
19,198
Alcon
Inc
1,522,977
7,646
Avanos
Medical
Inc
(3)
256,141
49,755
Baxter
International
Inc
3,858,003
130,178
Boston
Scientific
Corp
(3)
5,765,584
8,009
IDEXX
Laboratories
Inc
(3)
4,381,404
89,338
Medtronic
PLC
9,912,051
Total
Health
Care
Equipment
&
Supplies
37,410,959
Health
Care
Providers
&
Services
-
3.2%
15,832
Anthem
Inc
7,776,995
20,430
Cigna
Corp
4,895,232
8,265
Covetrus
Inc
(3)
138,769
69,178
CVS
Health
Corp
7,001,505
20,595
HCA
Healthcare
Inc
5,161,519
45,020
UnitedHealth
Group
Inc
22,958,850
Total
Health
Care
Providers
&
Services
47,932,870
Health
Care
Technology
-
0.1%
5,329
Veeva
Systems
Inc,
Class
A
(3)
1,132,199
Hotels,
Restaurants
&
Leisure
-
1.9%
2,484
Booking
Holdings
Inc
(3)
5,833,550
31,485
Marriott
International
Inc/MD,
Class
A
(3)
5,533,489
41,884
McDonald's
Corp
10,357,075
16,077
Restaurant
Brands
International
Inc
938,736
74,292
Starbucks
Corp
6,758,343
Total
Hotels,
Restaurants
&
Leisure
29,421,193
Household
Durables
-
0.3%
16,552
Garmin
Ltd
1,963,233
32,919
KB
Home
1,065,917
6,575
TopBuild
Corp
(3)
1,192,639
Total
Household
Durables
4,221,789
Household
Products
-
1.5%
144,112
Procter
&
Gamble
Co
22,020,314
13,445
Spectrum
Brands
Holdings
Inc
1,192,840
Total
Household
Products
23,213,154
Industrial
Conglomerates
-
1.2%
38,682
3M
Co
5,758,976
50,397
General
Electric
Co
4,611,326
40,807
Honeywell
International
Inc
7,940,226
Total
Industrial
Conglomerates
18,310,528
5
Shares
Description
(1)
Value
Insurance
-
2.2%
2,535
Alleghany
Corp
(3)
$
2,147,145
28,004
Allstate
Corp
3,878,834
47,396
Arthur
J
Gallagher
&
Co
8,275,341
37,130
CNO
Financial
Group
Inc
931,592
23,577
Fidelity
National
Financial
Inc
1,151,501
16,078
Genworth
Financial
Inc,
Class
A
(3)
60,775
38,545
Hartford
Financial
Services
Group
Inc
2,767,916
4,703
Kemper
Corp
265,908
33,540
Lincoln
National
Corp
2,192,174
7,573
RenaissanceRe
Holdings
Ltd
1,200,396
32,951
Travelers
Cos
Inc
6,021,136
71,666
W
R
Berkley
Corp
4,772,206
Total
Insurance
33,664,924
Interactive
Media
&
Services
-
6.0%
9,974
Alphabet
Inc,
Class
C
(3)
27,857,282
14,278
Alphabet
Inc,
Class
A
(3)
39,712,115
99,036
Meta
Platforms
Inc,
Class
A
(3)
22,021,645
42,710
Twitter
Inc
(3)
1,652,450
Total
Interactive
Media
&
Services
91,243,492
Internet
&
Direct
Marketing
Retail
-
3.9%
17,968
Amazon.com
Inc
(3)
58,574,782
5,685
JD.com
Inc,
ADR
(3)
328,991
Total
Internet
&
Direct
Marketing
Retail
58,903,773
IT
Services
-
4.0%
20,604
Akamai
Technologies
Inc
(3)
2,459,912
34,973
Automatic
Data
Processing
Inc
7,957,757
15,971
Broadridge
Financial
Solutions
Inc
2,486,845
39,198
Fidelity
National
Information
Services
Inc
3,936,263
41,235
Mastercard
Inc,
Class
A
14,736,564
55,336
PayPal
Holdings
Inc
(3)
6,399,608
2,840
Twilio
Inc,
Class
A
(3)
468,060
17,828
VeriSign
Inc
(3)
3,966,017
79,964
Visa
Inc,
Class
A
17,733,616
Total
IT
Services
60,144,642
Leisure
Products
-
0.1%
25,861
Mattel
Inc
(3)
574,373
6,048
Polaris
Inc
636,975
Total
Leisure
Products
1,211,348
Life
Sciences
Tools
&
Services
-
1.9%
35,671
Danaher
Corp
10,463,375
9,014
Illumina
Inc
(3)
3,149,492
21,185
Thermo
Fisher
Scientific
Inc
12,512,920
7,519
Waters
Corp
(3)
2,333,822
Total
Life
Sciences
Tools
&
Services
28,459,609
Machinery
-
1.7%
32,898
Caterpillar
Inc
7,330,332
15,389
Deere
&
Co
6,393,514
31,851
Graco
Inc
2,220,652
39,784
Otis
Worldwide
Corp
3,061,379
15,767
Parker-Hannifin
Corp
4,474,044
16,044
Stanley
Black
&
Decker
Inc
2,242,791
10,383
Timken
Co
630,248
Total
Machinery
26,352,960
Nuveen
S&P
500
Buy-Write
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2022
(Unaudited)
6
BXMX
Shares
Description
(1)
Value
Media
-
0.9%
216,324
Comcast
Corp,
Class
A
$
10,128,290
14,734
Discovery
Inc,
Class
A
(3)
367,171
17,899
New
York
Times
Co,
Class
A
820,490
78,489
News
Corp,
Class
A
1,738,531
Total
Media
13,054,482
Metals
&
Mining
-
0.4%
15,262
Arconic
Corp
(3)
391,012
40,850
Newmont
Corp
3,245,533
20,588
Nucor
Corp
3,060,406
Total
Metals
&
Mining
6,696,951
Mortgage
Real
Estate
Investment
Trusts
(REITs)
-
0.0%
26,802
Annaly
Capital
Management
Inc
188,686
Multiline
Retail
-
0.5%
25,320
Macy's
Inc
616,795
16,563
Nordstrom
Inc
449,023
31,203
Target
Corp
6,621,901
Total
Multiline
Retail
7,687,719
Multi-Utilities
-
1.4%
59,539
Ameren
Corp
5,582,377
17,519
NorthWestern
Corp
1,059,724
105,501
Public
Service
Enterprise
Group
Inc
7,385,070
75,663
WEC
Energy
Group
Inc
7,551,924
Total
Multi-Utilities
21,579,095
Oil,
Gas
&
Consumable
Fuels
-
3.5%
34,337
Cenovus
Energy
Inc
572,741
12,521
Cheniere
Energy
Inc
1,736,037
77,267
Chevron
Corp
12,581,386
9,675
CNX
Resources
Corp
(3)
200,466
81,811
ConocoPhillips
8,181,100
15,719
Continental
Resources
Inc
964,046
183,113
Exxon
Mobil
Corp
15,123,303
29,828
Hess
Corp
3,192,789
42,055
Marathon
Petroleum
Corp
3,595,703
17,934
Ovintiv
Inc
969,691
26,554
Phillips
66
2,294,000
26,407
Suncor
Energy
Inc
860,604
25,961
Valero
Energy
Corp
2,636,080
Total
Oil,
Gas
&
Consumable
Fuels
52,907,946
Personal
Products
-
0.0%
15,340
BellRing
Brands
Inc
(3)
354,047
Pharmaceuticals
-
4.1%
123,308
Bristol-Myers
Squibb
Co
9,005,183
36,480
Eli
Lilly
&
Co
10,446,778
115,829
Johnson
&
Johnson
20,528,374
112,570
Merck
&
Co
Inc
9,236,368
241,787
Pfizer
Inc
12,517,313
Total
Pharmaceuticals
61,734,016
7
Shares
Description
(1)
Value
Professional
Services
-
0.3%
21,760
CoStar
Group
Inc
(3)
$
1,449,434
9,803
ManpowerGroup
Inc
920,698
23,554
TransUnion
2,434,070
Total
Professional
Services
4,804,202
Road
&
Rail
-
1.0%
30,324
Canadian
Pacific
Railway
Ltd
2,502,943
4,425
Lyft
Inc,
Class
A
(3)
169,920
24,761
Norfolk
Southern
Corp
7,062,333
15,787
Old
Dominion
Freight
Line
Inc
4,715,261
14,397
Uber
Technologies
Inc
(3)
513,685
Total
Road
&
Rail
14,964,142
Semiconductors
&
Semiconductor
Equipment
-
6.0%
57,354
Advanced
Micro
Devices
Inc
(3)
6,271,087
55,271
Applied
Materials
Inc
7,284,718
21,360
Broadcom
Inc
13,449,965
180,431
Intel
Corp
8,942,160
10,135
Lam
Research
Corp
5,448,677
29,779
Marvell
Technology
Inc
2,135,452
58,435
Micron
Technology
Inc
4,551,502
105,476
NVIDIA
Corp
28,780,181
19,772
NXP
Semiconductors
NV
3,659,402
32,082
ON
Semiconductor
Corp
(3)
2,008,654
51,967
QUALCOMM
Inc
7,941,597
Total
Semiconductors
&
Semiconductor
Equipment
90,473,395
Software
-
9.4%
25,704
Adobe
Inc
(3)
11,711,257
17,788
Autodesk
Inc
(3)
3,812,858
16,990
Black
Knight
Inc
(3)
985,250
552
CDK
Global
Inc
26,871
10,744
Check
Point
Software
Technologies
Ltd
(3)
1,485,465
9,773
Fortinet
Inc
(3)
3,339,825
307,070
Microsoft
Corp
94,672,752
81,715
Oracle
Corp
6,760,282
3,109
Palo
Alto
Networks
Inc
(3)
1,935,384
46,556
salesforce.com
Inc
(3)
9,884,770
12,353
ServiceNow
Inc
(3)
6,879,262
3,666
VMware
Inc,
Class
A
417,447
Total
Software
141,911,423
Specialty
Retail
-
1.9%
8,358
American
Eagle
Outfitters
Inc
140,414
24,636
Best
Buy
Co
Inc
2,239,412
4,047
Burlington
Stores
Inc
(3)
737,242
14,810
CarMax
Inc
(3)
1,428,869
4,361
Five
Below
Inc
(3)
690,652
50,051
Home
Depot
Inc
14,981,766
38,481
Lowe's
Cos
Inc
7,780,473
Total
Specialty
Retail
27,998,828
Technology
Hardware,
Storage
&
Peripherals
-
7.4%
630,010
Apple
Inc
110,006,045
48,016
Dell
Technologies
Inc,
Class
C
(3)
2,409,923
Total
Technology
Hardware,
Storage
&
Peripherals
112,415,968
Nuveen
S&P
500
Buy-Write
Income
Fund
(continued)
Portfolio
of
Investments
March
31,
2022
(Unaudited)
8
BXMX
Investments
in
Derivatives
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
Shares
Description
(1)
Value
Textiles,
Apparel
&
Luxury
Goods
-
0.7%
6,689
Kontoor
Brands
Inc
$
276,590
3,315
Lululemon
Athletica
Inc
(3)
1,210,738
63,640
NIKE
Inc,
Class
B
8,563,398
Total
Textiles,
Apparel
&
Luxury
Goods
10,050,726
Thrifts
&
Mortgage
Finance
-
0.0%
48,313
MGIC
Investment
Corp
654,641
Tobacco
-
0.5%
153,069
Altria
Group
Inc
7,997,855
Total
Long-Term
Investments
(cost
$534,106,346)
1,513,302,637
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
 3.2%  
REPURCHASE
AGREEMENTS
-
3.2%
$
48,051
Repurchase
Agreement
with
Fixed
Income
Clearing
Corporation,
dated
3/31/22,
repurchase
price
$48,051,468,
collateralized
by
$45,390,200,
U.S.
Treasury
Inflation
Index
Note,
0.125%,
due
1/15/32,
value
$49,012,514
0.000%
4/01/22
$
48,051,468
Total
Short-Term
Investments
(cost
$48,051,468)
48,051,468
Total
Investments
(cost
$582,157,814
)
-
103.4%
1,561,354,105
Other
Assets
Less
Liabilities
-
(3.4)%
(4)
(51,805,041)
Net
Assets
Applicable
to
Common
Shares
-
100%
$
1,509,549,064
Options
Written
Description(5)
Type
Number
of
Contracts
Notional
Amount
(6)
Exercise
Price
Expiration
Date
Value
S&P
500®
Index
Call
(368)
$
(171,120,000)
$
4,650
4/14/22
$
(528,080)
S&P
500®
Index
Call
(368)
(167,440,000)
4,550
4/29/22
(3,107,760)
S&P
500®
Index
Call
(368)
(169,280,000)
4,600
4/29/22
(2,086,560)
S&P
500®
Index
Call
(368)
(165,600,000)
4,500
5/20/22
(5,444,560)
S&P
500®
Index
Call
(368)
(167,440,000)
4,550
5/20/22
(4,250,400)
S&P
500®
Index
Call
(368)
(169,280,000)
4,600
5/20/22
(3,183,200)
S&P
500®
Index
Call
(367)
(174,325,000)
4,750
5/20/22
(987,230)
S&P
500®
Index
Call
(368)
(169,280,000)
4,600
6/17/22
(4,427,040)
S&P
500®
Index
Call
(369)
(171,585,000)
4,650
6/17/22
(3,451,995)
Total
Options
Written
(premiums
received
$28,265,500)
(3,312)
$(1,525,350,000)
$(27,466,825)
9
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Common
Stocks
$
1,513,302,637
$
$
$
1,513,302,637
Short-Term
Investments:
Repurchase
Agreements
48,051,468
48,051,468
Investments
in
Derivatives:
Options
Written
(27,466,825)
(27,466,825)
Total
$
1,485,835,812
$
48,051,468
$
$
1,533,887,280
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(2)
The
Fund
may
designate
up
to
100%
of
its
common
stock
investments
to
cover
outstanding
options
written.
(3)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(4)
Other
assets
less
liabilities
includes
the
unrealized
appreciation
(depreciation)
of
certain
over-the-counter
("OTC")
derivatives
as
well
as
the
OTC
cleared
and
exchange-traded
derivatives,
when
applicable.
(5)
Exchange-traded,
unless
otherwise
noted.
(6)
For
disclosure
purposes,
Notional
Amount
is
calculated
by
multiplying
the
Number
of
Contracts
by
the
Exercise
Price
by
100.
ADR
American
Depositary
Receipt
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's