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        <name>Travelers Cos Inc/The</name>
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        <name>Advanced Micro Devices Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Fidelity National Information Services Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Copart Inc</name>
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        <name>salesforce.com Inc</name>
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        <name>Medtronic PLC</name>
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        <name>Gap Inc/The</name>
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        <name>Micron Technology Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>CenturyLink Inc</name>
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        <title>CenturyLink Inc</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Altria Group Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <title>NASDAQ 100 STOCK INDX APR20 9200 CALL</title>
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        <name>Alphabet Inc</name>
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        <name>Flowserve Corp</name>
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        <name>United Parcel Service Inc</name>
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        <name>Accenture PLC</name>
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        <name>Options Clearing Corp.</name>
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        <name>AT&amp;T Inc</name>
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        <name>Broadridge Financial Solutions Inc</name>
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        <name>Western Union Co/The</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>Western Union Co/The</title>
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        <name>CVS Health Corp</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Mid-America Apartment Communities Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PNC Financial Services Group Inc/The</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Analog Devices Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>SVB Financial Group</name>
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        <fairValLevel>1</fairValLevel>
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        <name>TechnipFMC PLC</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Walmart Inc</name>
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        <name>Oracle Corp</name>
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        <name>Berkshire Hathaway Inc</name>
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        <name>Cisco Systems Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Linde PLC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CMS Energy Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Verizon Communications Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Incyte Corp</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Halliburton Co</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Biogen Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Baxter International Inc</name>
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        <name>Ball Corp</name>
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        <name>Microsoft Corp</name>
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        <name>Marsh &amp; McLennan Cos Inc</name>
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        <name>NVIDIA Corp</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Progressive Corp/The</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>Options Clearing Corp.</name>
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        <name>EV CASH RESERVES FUND LLC</name>
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        <name>UnitedHealth Group Inc</name>
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      <invstOrSec>
        <name>Comcast Corp</name>
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        <name>Edison International</name>
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        <name>NextEra Energy Inc</name>
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        <name>Caterpillar Inc</name>
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        <name>Akamai Technologies Inc</name>
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        <name>S&amp;P Global Inc</name>
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        <name>Global Payments Inc</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Options Clearing Corp.</name>
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        <name>Crown Castle International Corp</name>
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        <name>PepsiCo Inc</name>
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        <name>Cabot Oil &amp; Gas Corp</name>
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        <name>Marathon Oil Corp</name>
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        <name>Everest Re Group Ltd</name>
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        <name>Coca-Cola Co/The</name>
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        <name>CSX Corp</name>
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        <name>Options Clearing Corp.</name>
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        <name>Centene Corp</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp</title>
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        <name>DR Horton Inc</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
        <title>DR Horton Inc</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
        </identifiers>
        <balance>13772.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>468248.00000000</valUSD>
        <pctVal>0.564297031335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newell Brands Inc</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
        <cusip>651229106</cusip>
        <identifiers>
          <isin value="US6512291062"/>
        </identifiers>
        <balance>19813.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263116.64000000</valUSD>
        <pctVal>0.317088249916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>S+P 500 INDEX APR20 2700 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1L1DJ0"/>
        </identifiers>
        <balance>-17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-52700.00000000</valUSD>
        <pctVal>-0.06351004927</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>S&amp;P 500 Index</indexName>
                <indexIdentifier>SPX Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>2700.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-13</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>63029.39000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kroger Co/The</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co/The</title>
        <cusip>501044101</cusip>
        <identifiers>
          <isin value="US5010441013"/>
        </identifiers>
        <balance>8645.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260387.40000000</valUSD>
        <pctVal>0.313799176541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851109</cusip>
        <identifiers>
          <isin value="US8168511090"/>
        </identifiers>
        <balance>4658.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>526307.42000000</valUSD>
        <pctVal>0.634265847747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walt Disney Co/The</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The</title>
        <cusip>254687106</cusip>
        <identifiers>
          <isin value="US2546871060"/>
        </identifiers>
        <balance>419.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40475.40000000</valUSD>
        <pctVal>0.048777887064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NASDAQ 100 STOCK INDX APR20 8100 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LDL06"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64995.00000000</valUSD>
        <pctVal>-0.07832705222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NASDAQ 100 Stock Index</indexName>
                <indexIdentifier>NDX Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>8100.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-27</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>5504.13000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Procter &amp; Gamble Co/The</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co/The</title>
        <cusip>742718109</cusip>
        <identifiers>
          <isin value="US7427181091"/>
        </identifiers>
        <balance>10532.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1158520.00000000</valUSD>
        <pctVal>1.396160574616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Global PLC</name>
        <lei>549300BSGXG3QLIQYT84</lei>
        <title>Liberty Global PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00B8W67B19"/>
        </identifiers>
        <balance>15038.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>236246.98000000</valUSD>
        <pctVal>0.284706970400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>Motorola Solutions Inc</title>
        <cusip>620076307</cusip>
        <identifiers>
          <isin value="US6200763075"/>
        </identifiers>
        <balance>706.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93841.52000000</valUSD>
        <pctVal>0.113090693717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries Inc</title>
        <cusip>446413106</cusip>
        <identifiers>
          <isin value="US4464131063"/>
        </identifiers>
        <balance>2517.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458622.57000000</valUSD>
        <pctVal>0.552697191989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co</title>
        <cusip>37045V100</cusip>
        <identifiers>
          <isin value="US37045V1008"/>
        </identifiers>
        <balance>10950.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227541.00000000</valUSD>
        <pctVal>0.274215182568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Options Clearing Corp.</name>
        <lei>549300CII6SLYGKNHA04</lei>
        <title>NASDAQ 100 STOCK INDX APR20 8000 CALL</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="ADI1LBG89"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-78180.00000000</valUSD>
        <pctVal>-0.09421661578</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>Options Clearing Corp.</counterpartyName>
              <counterpartyLei>549300CII6SLYGKNHA04</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>NASDAQ 100 Stock Index</indexName>
                <indexIdentifier>NDX Index</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <shareNo>100.00000000</shareNo>
            <exercisePrice>8000.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-04-24</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>3277.23000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jack Henry &amp; Associates Inc</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>Jack Henry &amp; Associates Inc</title>
        <cusip>426281101</cusip>
        <identifiers>
          <isin value="US4262811015"/>
        </identifiers>
        <balance>838.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130091.12000000</valUSD>
        <pctVal>0.156775966622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Best Buy Co Inc</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>Best Buy Co Inc</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
        </identifiers>
        <balance>1823.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103911.00000000</valUSD>
        <pctVal>0.125225668498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mettler-Toledo International Inc</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>Mettler-Toledo International Inc</title>
        <cusip>592688105</cusip>
        <identifiers>
          <isin value="US5926881054"/>
        </identifiers>
        <balance>175.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120839.25000000</valUSD>
        <pctVal>0.145626313500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>Raymond James Financial Inc</title>
        <cusip>754730109</cusip>
        <identifiers>
          <isin value="US7547301090"/>
        </identifiers>
        <balance>6980.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>441136.00000000</valUSD>
        <pctVal>0.531623702002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zions Bancorp NA</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
        <title>Zions Bancorp NA</title>
        <cusip>989701107</cusip>
        <identifiers>
          <isin value="US9897011071"/>
        </identifiers>
        <balance>5651.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151220.76000000</valUSD>
        <pctVal>0.182239808700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-04-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Eaton Vance Tax-Managed Buy-Write Strategy Fund</ncom:nameOfApplicant>
      <ncom:signature>James Kirchner</ncom:signature>
      <ncom:signerName>James Kirchner</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
