Item 1. Schedule of Investments | ||||||||
Item 2. Controls and Procedures | ||||||||
Signatures | ||||||||
EX-99.CERT Section 302 Certifcation |
Eaton Vance Risk-Managed Diversified Equity Income Fund | as of March 31, 2010 |
Security | Shares | Value | ||||||
Aerospace & Defense 1.7%
|
||||||||
General Dynamics Corp.
|
163,103 | $ | 12,591,552 | |||||
Lockheed Martin Corp.
|
86,990 | 7,239,308 | ||||||
$ | 19,830,860 | |||||||
Air Freight & Logistics 0.6%
|
||||||||
FedEx Corp.
|
77,536 | $ | 7,241,862 | |||||
$ | 7,241,862 | |||||||
Beverages 2.4%
|
||||||||
Coca-Cola
Co. (The)
|
204,218 | $ | 11,231,990 | |||||
PepsiCo, Inc.
|
250,532 | 16,575,197 | ||||||
$ | 27,807,187 | |||||||
Biotechnology 1.4%
|
||||||||
Amgen,
Inc.(1)
|
195,928 | $ | 11,708,657 | |||||
Celgene
Corp.(1)
|
72,362 | 4,483,550 | ||||||
$ | 16,192,207 | |||||||
Capital Markets 2.9%
|
||||||||
Goldman Sachs Group, Inc.
|
115,404 | $ | 19,691,384 | |||||
Northern Trust Corp.
|
132,180 | 7,304,267 | ||||||
State Street Corp.
|
145,583 | 6,571,617 | ||||||
$ | 33,567,268 | |||||||
Chemicals 0.5%
|
||||||||
Monsanto Co.
|
82,404 | $ | 5,885,294 | |||||
$ | 5,885,294 | |||||||
Commercial Banks 2.9%
|
||||||||
PNC Financial Services Group, Inc.
|
121,185 | $ | 7,234,744 | |||||
U.S. Bancorp
|
252,579 | 6,536,745 | ||||||
Wells Fargo & Co.
|
620,373 | 19,306,008 | ||||||
$ | 33,077,497 | |||||||
Commercial Services & Supplies 1.0%
|
||||||||
Waste Management, Inc.
|
328,266 | $ | 11,302,198 | |||||
$ | 11,302,198 | |||||||
Communications Equipment 3.1%
|
||||||||
Cisco Systems,
Inc.(1)
|
892,079 | $ | 23,220,816 | |||||
QUALCOMM, Inc.
|
293,422 | 12,320,790 | ||||||
$ | 35,541,606 | |||||||
Computers & Peripherals 6.1%
|
||||||||
Apple,
Inc.(1)
|
125,021 | $ | 29,371,184 | |||||
Hewlett-Packard Co.
|
341,615 | 18,156,837 | ||||||
International Business Machines Corp.
|
178,608 | 22,906,476 | ||||||
$ | 70,434,497 | |||||||
Consumer Finance 0.6%
|
||||||||
American Express Co.
|
154,058 | $ | 6,356,433 | |||||
$ | 6,356,433 | |||||||
Diversified Financial Services 5.0%
|
||||||||
Bank of America Corp.
|
1,170,231 | $ | 20,888,623 | |||||
Citigroup,
Inc.(1)
|
855,739 | 3,465,743 | ||||||
JPMorgan Chase & Co.
|
732,585 | 32,783,179 | ||||||
$ | 57,137,545 | |||||||
Security | Shares | Value | ||||||
Diversified Telecommunication
Services 2.3%
|
||||||||
AT&T, Inc.
|
658,763 | $ | 17,022,436 | |||||
Verizon Communications, Inc.
|
320,768 | 9,950,223 | ||||||
$ | 26,972,659 | |||||||
Electric Utilities 1.0%
|
||||||||
American Electric Power Co., Inc.
|
322,093 | $ | 11,009,139 | |||||
$ | 11,009,139 | |||||||
Electrical Equipment 1.0%
|
||||||||
Emerson Electric Co.
|
228,650 | $ | 11,510,241 | |||||
$ | 11,510,241 | |||||||
Electronic Equipment, Instruments &
Components 1.3%
|
||||||||
Corning, Inc.
|
741,613 | $ | 14,987,999 | |||||
$ | 14,987,999 | |||||||
Energy Equipment & Services 1.7%
|
||||||||
Halliburton Co.
|
273,409 | $ | 8,237,813 | |||||
Schlumberger, Ltd.
|
169,943 | 10,784,583 | ||||||
$ | 19,022,396 | |||||||
Food & Staples Retailing 2.4%
|
||||||||
CVS Caremark Corp.
|
223,817 | $ | 8,182,750 | |||||
Wal-Mart Stores, Inc.
|
350,584 | 19,492,470 | ||||||
$ | 27,675,220 | |||||||
Food Products 1.7%
|
||||||||
Kellogg Co.
|
155,534 | $ | 8,310,182 | |||||
Nestle SA
|
221,699 | 11,360,294 | ||||||
$ | 19,670,476 | |||||||
Health Care Equipment &
Supplies 2.9%
|
||||||||
Baxter International, Inc.
|
180,249 | $ | 10,490,492 | |||||
Boston Scientific
Corp.(1)
|
853,618 | 6,163,122 | ||||||
Covidien PLC
|
217,109 | 10,916,240 | ||||||
Zimmer Holdings,
Inc.(1)
|
104,718 | 6,199,306 | ||||||
$ | 33,769,160 | |||||||
Health Care Providers &
Services 1.2%
|
||||||||
AmerisourceBergen Corp.
|
219,005 | $ | 6,333,624 | |||||
Fresenius Medical Care AG & Co. KGaA ADR
|
122,392 | 6,873,535 | ||||||
$ | 13,207,159 | |||||||
Hotels, Restaurants & Leisure 1.8%
|
||||||||
Carnival Corp.
|
184,055 | $ | 7,156,058 | |||||
McDonalds Corp.
|
204,076 | 13,615,951 | ||||||
$ | 20,772,009 | |||||||
Household Products 3.3%
|
||||||||
Colgate-Palmolive Co.
|
216,207 | $ | 18,433,809 | |||||
Procter & Gamble Co.
|
312,504 | 19,772,128 | ||||||
$ | 38,205,937 | |||||||
Industrial Conglomerates 2.6%
|
||||||||
General Electric Co.
|
1,630,331 | $ | 29,672,024 | |||||
$ | 29,672,024 | |||||||
Insurance 3.6%
|
||||||||
Berkshire Hathaway, Inc.,
Class B(1)
|
138,067 | $ | 11,220,705 | |||||
Lincoln National Corp.
|
234,165 | 7,188,866 | ||||||
MetLife, Inc.
|
251,867 | 10,915,916 | ||||||
Prudential Financial, Inc.
|
190,903 | 11,549,631 | ||||||
$ | 40,875,118 | |||||||
Security | Shares | Value | ||||||
Internet & Catalog Retail 1.2%
|
||||||||
Amazon.com,
Inc.(1)
|
102,097 | $ | 13,857,626 | |||||
$ | 13,857,626 | |||||||
Internet Software & Services 0.9%
|
||||||||
Google, Inc.,
Class A(1)
|
17,638 | $ | 10,000,922 | |||||
$ | 10,000,922 | |||||||
IT Services 1.1%
|
||||||||
MasterCard, Inc., Class A
|
51,491 | $ | 13,078,714 | |||||
$ | 13,078,714 | |||||||
Machinery 3.1%
|
||||||||
Danaher Corp.
|
144,413 | $ | 11,540,043 | |||||
Deere & Co.
|
141,894 | 8,437,017 | ||||||
Illinois Tool Works, Inc.
|
172,527 | 8,170,879 | ||||||
PACCAR, Inc.
|
162,023 | 7,022,077 | ||||||
$ | 35,170,016 | |||||||
Media 0.6%
|
||||||||
Walt Disney Co. (The)
|
208,435 | $ | 7,276,466 | |||||
$ | 7,276,466 | |||||||
Metals & Mining 2.8%
|
||||||||
BHP Billiton, Ltd. ADR
|
70,608 | $ | 5,671,235 | |||||
Freeport-McMoRan Copper & Gold, Inc.
|
69,461 | 5,802,772 | ||||||
Goldcorp, Inc.
|
432,348 | 16,091,993 | ||||||
United States Steel Corp.
|
77,076 | 4,895,867 | ||||||
$ | 32,461,867 | |||||||
Multi-Utilities 1.9%
|
||||||||
PG&E Corp.
|
261,399 | $ | 11,088,546 | |||||
Public Service Enterprise Group, Inc.
|
362,570 | 10,703,066 | ||||||
$ | 21,791,612 | |||||||
Multiline Retail 0.9%
|
||||||||
Target Corp.
|
188,145 | $ | 9,896,427 | |||||
$ | 9,896,427 | |||||||
Oil, Gas & Consumable Fuels 9.3%
|
||||||||
Anadarko Petroleum Corp.
|
293,847 | $ | 21,400,877 | |||||
Apache Corp.
|
136,418 | 13,846,427 | ||||||
Chevron Corp.
|
333,024 | 25,253,210 | ||||||
Exxon Mobil Corp.
|
202,980 | 13,595,600 | ||||||
Hess Corp.
|
240,500 | 15,043,275 | ||||||
Occidental Petroleum Corp.
|
143,295 | 12,114,159 | ||||||
Peabody Energy Corp.
|
122,881 | 5,615,662 | ||||||
$ | 106,869,210 | |||||||
Personal Products 0.5%
|
||||||||
Avon Products, Inc.
|
173,160 | $ | 5,864,929 | |||||
$ | 5,864,929 | |||||||
Pharmaceuticals 6.3%
|
||||||||
Abbott Laboratories
|
269,021 | $ | 14,172,026 | |||||
Bristol-Myers Squibb Co.
|
405,659 | 10,831,095 | ||||||
Johnson & Johnson
|
158,853 | 10,357,216 | ||||||
Merck & Co., Inc.
|
310,523 | 11,598,034 | ||||||
Pfizer, Inc.
|
1,050,795 | 18,021,134 | ||||||
Teva Pharmaceutical Industries, Ltd. ADR
|
120,408 | 7,595,337 | ||||||
$ | 72,574,842 | |||||||
Security | Shares | Value | ||||||
Real Estate Investment Trusts
(REITs) 0.7%
|
||||||||
AvalonBay Communities, Inc.
|
43,168 | $ | 3,727,557 | |||||
Boston Properties, Inc.
|
54,847 | 4,137,658 | ||||||
$ | 7,865,215 | |||||||
Road & Rail 0.6%
|
||||||||
CSX Corp.
|
125,639 | $ | 6,395,025 | |||||
$ | 6,395,025 | |||||||
Semiconductors & Semiconductor
Equipment 1.9%
|
||||||||
ASML Holding NV ADR
|
329,604 | $ | 11,667,981 | |||||
Intel Corp.
|
438,653 | 9,764,416 | ||||||
$ | 21,432,397 | |||||||
Software 3.6%
|
||||||||
Microsoft Corp.
|
1,014,959 | $ | 29,707,850 | |||||
Oracle Corp.
|
463,476 | 11,906,698 | ||||||
$ | 41,614,548 | |||||||
Specialty Retail 4.3%
|
||||||||
Best Buy Co., Inc.
|
244,090 | $ | 10,383,589 | |||||
Gap, Inc. (The)
|
200,632 | 4,636,605 | ||||||
Home Depot, Inc.
|
403,013 | 13,037,470 | ||||||
Staples, Inc.
|
465,977 | 10,899,202 | ||||||
TJX Companies, Inc. (The)
|
234,259 | 9,960,693 | ||||||
$ | 48,917,559 | |||||||
Textiles, Apparel & Luxury
Goods 1.0%
|
||||||||
NIKE, Inc., Class B
|
160,476 | $ | 11,794,986 | |||||
$ | 11,794,986 | |||||||
Tobacco 1.1%
|
||||||||
Philip Morris International, Inc.
|
234,030 | $ | 12,207,005 | |||||
$ | 12,207,005 | |||||||
Wireless Telecommunication Services 0.5%
|
||||||||
American Tower Corp.,
Class A(1)
|
137,151 | $ | 5,844,004 | |||||
$ | 5,844,004 | |||||||
Total Common Stocks
(identified cost $926,299,853) |
$ | 1,116,637,361 | ||||||
Number |
Strike |
Expiration |
||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||
S&P 500 Index
|
3,035 | $ | 1,050 | 6/19/10 | $ | 3,035,000 | ||||||||
S&P 500 Index
|
4,500 | 1,075 | 9/18/10 | 13,455,000 | ||||||||||
S&P 500 Index
|
1,950 | 1,150 | 12/31/10 | 13,923,000 | ||||||||||
Total Put Options Purchased
(identified cost $72,789,058) |
$ |
30,413,000 | ||||||||||||
Interest |
||||||||
Description | (000s omitted) | Value | ||||||
Eaton Vance Cash Reserves Fund, LLC,
0.17%(2)
|
$ | 10,659 | $ | 10,659,250 | ||||
Total Short-Term Investments
(identified cost $10,659,250) |
$ | 10,659,250 | ||||||
Total Investments 100.8%
(identified cost $1,009,748,161) |
$ | 1,157,709,611 | ||||||
Number |
Strike |
Expiration |
||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||
S&P 500 Index
|
2,280 | $ | 1,160 | 4/17/10 | $ | (4,423,200 | ) | |||||||
S&P 500 Index
|
4,625 | 1,175 | 4/17/10 | (5,272,500 | ) | |||||||||
S&P 500 Index
|
900 | 1,200 | 4/17/10 | (252,000 | ) | |||||||||
Total Call Options Written
(premiums received $11,320,428) |
$ |
(9,947,700 | ) | |||||||||||
Number |
Strike |
Expiration |
||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||
Bally Technologies, Inc.
|
1,370 | $ | 35 | 5/22/10 | $ | (48,169 | ) | |||||||
Clorox Company
|
1,740 | 60 | 5/22/10 | (67,721 | ) | |||||||||
Comcast Corp., Class A
|
7,080 | 15 | 4/17/10 | (7,080 | ) | |||||||||
Nucor Corp.
|
1,230 | 40 | 5/22/10 | (62,828 | ) | |||||||||
Peabody Energy Corp.
|
1,220 | 42 | 5/22/10 | (151,524 | ) | |||||||||
Total Put Options Written
(premiums received $685,800) |
$ |
(337,322 | ) | |||||||||||
Other Assets, Less Liabilities 0.1%
|
$ | 800,486 | ||||||||||||
Net Assets 100.0%
|
$ | 1,148,225,075 | ||||||||||||
The percentage shown for each investment category in the
Portfolio of Investments is based on net assets.
|
||||||
ADR
|
- | American Depositary Receipt | ||||
(1)
|
Non-income producing security. | |||||
(2)
|
Affiliated investment company available to Eaton Vance portfolios and funds which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2010. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC and Cash Management Portfolio, another affiliated investment company, for the fiscal year to date ended March 31, 2010 was $3,886 and $0, respectively. |
Aggregate cost
|
$ | 968,651,255 | ||
Gross unrealized appreciation
|
$ | 242,897,992 | ||
Gross unrealized depreciation
|
(53,839,636 | ) | ||
Net unrealized appreciation
|
$ | 189,058,356 | ||
Number |
Premiums |
|||||||
of Contracts | Received | |||||||
Outstanding, beginning of period
|
7,066 | $ | 13,135,333 | |||||
Options written
|
38,603 | 44,370,167 | ||||||
Options terminated in closing purchase transactions
|
(21,056 | ) | (42,541,270 | ) | ||||
Options exercised
|
(1,218 | ) | (2,799,115 | ) | ||||
Options expired
|
(2,950 | ) | (158,887 | ) | ||||
Outstanding, end of period
|
20,445 | $ | 12,006,228 | |||||
| Level 1 quoted prices in active markets for identical investments | |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) | |
| Level 3 significant unobservable inputs (including a funds own assumptions in determining the fair value of investments) |
Quoted Prices in |
||||||||||||||||
Active Markets for |
Significant Other |
Significant |
||||||||||||||
Identical Assets | Observable Inputs | Unobservable Inputs | ||||||||||||||
Asset Description | (Level 1) | (Level 2) | (Level 3) | Total | ||||||||||||
Common Stocks
|
||||||||||||||||
Consumer Discretionary
|
$ | 112,515,073 | $ | | $ | | $ | 112,515,073 | ||||||||
Consumer Staples
|
120,070,460 | 11,360,294 | | 131,430,754 | ||||||||||||
Energy
|
125,891,606 | | | 125,891,606 | ||||||||||||
Financials
|
178,879,076 | | | 178,879,076 | ||||||||||||
Health Care
|
135,743,368 | | | 135,743,368 | ||||||||||||
Industrials
|
121,122,226 | | | 121,122,226 | ||||||||||||
Information Technology
|
207,090,683 | | | 207,090,683 | ||||||||||||
Materials
|
38,347,161 | | | 38,347,161 | ||||||||||||
Telecommunication Services
|
32,816,663 | | | 32,816,663 | ||||||||||||
Utilities
|
32,800,751 | | | 32,800,751 | ||||||||||||
Total Common Stocks
|
$ | 1,105,277,067 | $ | 11,360,294 | * | $ | | $ | 1,116,637,361 | |||||||
Put Options Purchased
|
$ | 30,413,000 | $ | | $ | | 30,413,000 | |||||||||
Short-Term Investments
|
| 10,659,250 | | 10,659,250 | ||||||||||||
Total Investments
|
$ | 1,135,690,067 | $ | 22,019,544 | $ | | $ | 1,157,709,611 | ||||||||
Liability Description | ||||||||||||||||
Call Options Written
|
$ | (9,947,700 | ) | $ | | $ | | $ | (9,947,700 | ) | ||||||
Put Options Written
|
(337,322 | ) | | | (337,322 | ) | ||||||||||
Total
|
$ | (10,285,022 | ) | $ | | $ | | $ | (10,285,022 | ) | ||||||
* | Includes foreign equity securities whose values were adjusted to reflect market trading that occurred after the close of trading in their applicable foreign markets. |
By: | /s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
By: | /s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
By: | /s/ Barbara E. Campbell | |||
Barbara E. Campbell | ||||
Treasurer | ||||