Item 1. Schedule of Investments | ||||||||
Item 2. Controls and Procedures | ||||||||
Signatures | ||||||||
EX-99.CERT Section 302 Certifications |
Eaton Vance Enhanced Equity Income Fund | as of December 31, 2008 |
Security | Shares | Value | ||||||
Aerospace & Defense 4.2% |
||||||||
Alliant Techsystems, Inc. (2) |
15,266 | $ | 1,309,212 | |||||
Boeing Co. (The) |
48,599 | 2,073,719 | ||||||
General Dynamics Corp. |
82,801 | 4,768,510 | ||||||
Lockheed Martin Corp. |
63,794 | 5,363,800 | ||||||
Precision Castparts Corp. |
28,186 | 1,676,503 | ||||||
Raytheon Co. |
81,034 | 4,135,975 | ||||||
United Technologies Corp. |
43,549 | 2,334,226 | ||||||
$ | 21,661,945 | |||||||
Auto Components 0.5% |
||||||||
Johnson Controls, Inc. |
155,634 | $ | 2,826,313 | |||||
$ | 2,826,313 | |||||||
Beverages 2.3% |
||||||||
Coca-Cola Co. (The) |
96,827 | $ | 4,383,358 | |||||
PepsiCo, Inc. |
141,663 | 7,758,883 | ||||||
$ | 12,142,241 | |||||||
Biotechnology 2.7% |
||||||||
Amgen, Inc. (2) |
56,962 | $ | 3,289,556 | |||||
Biogen Idec, Inc. (2) |
49,726 | 2,368,449 | ||||||
Cephalon, Inc. (2) |
30,549 | 2,353,495 | ||||||
Genzyme Corp. (2) |
48,482 | 3,217,750 | ||||||
Gilead Sciences, Inc. (2) |
38,143 | 1,950,633 | ||||||
Onyx Pharmaceuticals, Inc. (2) |
29,897 | 1,021,282 | ||||||
$ | 14,201,165 | |||||||
Capital Markets 3.3% |
||||||||
Bank of New York Mellon Corp. (The) |
282,090 | $ | 7,991,610 | |||||
Goldman Sachs Group, Inc. |
34,098 | 2,877,530 | ||||||
Julius Baer Holding AG |
43,363 | 1,680,634 | ||||||
T. Rowe Price Group, Inc. |
135,983 | 4,819,238 | ||||||
$ | 17,369,012 | |||||||
Chemicals 1.3% |
||||||||
E.I. Du Pont de Nemours & Co. |
65,639 | $ | 1,660,667 | |||||
Ecolab, Inc. |
69,082 | 2,428,232 | ||||||
Monsanto Co. |
37,287 | 2,623,140 | ||||||
$ | 6,712,039 | |||||||
Commercial Banks 1.1% |
||||||||
East-West Bancorp, Inc. |
121,116 | $ | 1,934,223 | |||||
Wells Fargo & Co. |
134,834 | 3,974,906 | ||||||
$ | 5,909,129 | |||||||
Commercial Services & Supplies 1.1% |
||||||||
Waste Management, Inc. |
168,921 | $ | 5,598,042 | |||||
$ | 5,598,042 | |||||||
Communications Equipment 3.3% |
||||||||
Cisco Systems, Inc. (2) |
487,426 | $ | 7,945,044 | |||||
Juniper Networks, Inc. (2) |
116,792 | 2,045,028 | ||||||
Motorola, Inc. |
291,252 | 1,290,246 | ||||||
QUALCOMM, Inc. |
107,936 | 3,867,347 | ||||||
Riverbed Technology, Inc. (2) |
197,865 | 2,253,682 | ||||||
$ | 17,401,347 | |||||||
1
Security | Shares | Value | ||||||
Computers & Peripherals 4.0% |
||||||||
Apple, Inc. (2) |
56,018 | $ | 4,781,136 | |||||
Hewlett-Packard Co. |
206,099 | 7,479,333 | ||||||
International Business Machines Corp. |
102,175 | 8,599,048 | ||||||
$ | 20,859,517 | |||||||
Construction & Engineering 0.4% |
||||||||
Granite Construction, Inc. |
47,230 | $ | 2,074,814 | |||||
$ | 2,074,814 | |||||||
Consumer Finance 0.4% |
||||||||
Discover Financial Services |
197,543 | $ | 1,882,585 | |||||
$ | 1,882,585 | |||||||
Diversified Financial Services 3.0% |
||||||||
Bank of America Corp. |
345,080 | $ | 4,858,726 | |||||
Citigroup, Inc. |
267,484 | 1,794,818 | ||||||
JPMorgan Chase & Co. |
278,629 | 8,785,172 | ||||||
$ | 15,438,716 | |||||||
Diversified Telecommunication Services 3.1% |
||||||||
AT&T, Inc. |
336,921 | $ | 9,602,249 | |||||
Verizon Communications, Inc. |
191,391 | 6,488,155 | ||||||
$ | 16,090,404 | |||||||
Electric Utilities 2.2% |
||||||||
E.ON AG ADR |
112,174 | $ | 4,571,091 | |||||
Edison International |
104,787 | 3,365,758 | ||||||
FirstEnergy Corp. |
68,787 | 3,341,672 | ||||||
$ | 11,278,521 | |||||||
Electrical Equipment 1.7% |
||||||||
Cooper Industries, Ltd., Class A |
56,705 | $ | 1,657,487 | |||||
Emerson Electric Co. |
143,092 | 5,238,598 | ||||||
Vestas Wind Systems A/S (2) |
32,942 | 1,938,531 | ||||||
$ | 8,834,616 | |||||||
Electronic Equipment, Instruments & Components 0.6% |
||||||||
Agilent Technologies, Inc. (2) |
111,178 | $ | 1,737,712 | |||||
IPG Photonics Corp. (2) |
105,128 | 1,385,587 | ||||||
$ | 3,123,299 | |||||||
Energy Equipment & Services 1.4% |
||||||||
Diamond Offshore Drilling, Inc. |
55,533 | $ | 3,273,115 | |||||
Schlumberger, Ltd. |
96,762 | 4,095,935 | ||||||
$ | 7,369,050 | |||||||
Food & Staples Retailing 4.1% |
||||||||
CVS Caremark Corp. |
186,401 | $ | 5,357,165 | |||||
Kroger Co. (The) |
57,145 | 1,509,199 | ||||||
Safeway, Inc. |
127,970 | 3,041,847 | ||||||
Sysco Corp. |
83,247 | 1,909,686 | ||||||
Wal-Mart Stores, Inc. |
167,801 | 9,406,924 | ||||||
$ | 21,224,821 | |||||||
Food Products 1.7% |
||||||||
Cadbury PLC ADR |
77,479 | $ | 2,763,676 | |||||
Nestle SA ADR |
150,302 | 5,966,989 | ||||||
$ | 8,730,665 | |||||||
Health Care Equipment & Supplies 3.0% |
||||||||
Baxter International, Inc. |
67,085 | $ | 3,595,085 | |||||
Becton, Dickinson & Co. |
27,427 | 1,875,733 | ||||||
Boston Scientific Corp. (2) |
254,004 | 1,965,991 | ||||||
HeartWare, Ltd. (2) |
3,145,346 | 1,315,761 | ||||||
Medtronic, Inc. |
88,252 | 2,772,878 | ||||||
Thoratec Corp. (2) |
124,552 | 4,046,694 | ||||||
$ | 15,572,142 | |||||||
2
Security | Shares | Value | ||||||
Health Care Providers & Services 1.5% |
||||||||
Aetna, Inc. |
69,465 | $ | 1,979,753 | |||||
DaVita, Inc. (2) |
42,012 | 2,082,535 | ||||||
Fresenius Medical Care AG & Co. KGaA ADR |
29,630 | 1,397,943 | ||||||
UnitedHealth Group, Inc. |
82,366 | 2,190,936 | ||||||
$ | 7,651,167 | |||||||
Hotels, Restaurants & Leisure 2.1% |
||||||||
McDonalds Corp. |
179,692 | $ | 11,175,045 | |||||
$ | 11,175,045 | |||||||
Household Durables 2.2% |
||||||||
Centex Corp. |
143,187 | $ | 1,523,510 | |||||
D.R. Horton, Inc. |
238,940 | 1,689,306 | ||||||
KB HOME |
107,914 | 1,469,789 | ||||||
Lennar Corp., Class A |
183,735 | 1,592,982 | ||||||
NVR, Inc. (2) |
2,876 | 1,312,175 | ||||||
Pulte Homes, Inc. |
155,851 | 1,703,451 | ||||||
Ryland Group, Inc. |
30,019 | 530,436 | ||||||
Toll Brothers, Inc. (2) |
77,847 | 1,668,261 | ||||||
$ | 11,489,910 | |||||||
Household Products 2.6% |
||||||||
Clorox Co. |
27,075 | $ | 1,504,287 | |||||
Colgate-Palmolive Co. |
79,610 | 5,456,469 | ||||||
Procter & Gamble Co. |
105,571 | 6,526,399 | ||||||
$ | 13,487,155 | |||||||
Independent Power Producers & Energy Traders 0.3% |
||||||||
NRG Energy, Inc. (2) |
71,799 | $ | 1,675,071 | |||||
$ | 1,675,071 | |||||||
Industrial Conglomerates 1.6% |
||||||||
3M Co. |
41,145 | $ | 2,367,483 | |||||
General Electric Co. |
354,408 | 5,741,410 | ||||||
$ | 8,108,893 | |||||||
Insurance 4.1% |
||||||||
ACE, Ltd. |
41,803 | $ | 2,212,215 | |||||
Aflac, Inc. |
59,234 | 2,715,287 | ||||||
Chubb Corp. |
120,769 | 6,159,219 | ||||||
HCC Insurance Holdings, Inc. |
75,335 | 2,015,211 | ||||||
MetLife, Inc. |
78,797 | 2,746,863 | ||||||
Travelers Companies, Inc. (The) |
121,823 | 5,506,400 | ||||||
$ | 21,355,195 | |||||||
Internet Software & Services 1.2% |
||||||||
Akamai Technologies, Inc. (2) |
108,909 | $ | 1,643,437 | |||||
Google, Inc., Class A (2) |
14,646 | 4,505,842 | ||||||
$ | 6,149,279 | |||||||
IT Services 1.5% |
||||||||
Accenture, Ltd., Class A |
58,263 | $ | 1,910,444 | |||||
Cognizant Technology Solutions Corp. (2) |
87,813 | 1,585,903 | ||||||
MasterCard, Inc., Class A |
22,625 | 3,233,791 | ||||||
Visa, Inc., Class A |
23,650 | 1,240,443 | ||||||
$ | 7,970,581 | |||||||
Life Sciences Tools & Services 0.9% |
||||||||
Thermo Fisher Scientific, Inc. (2) |
137,888 | $ | 4,697,844 | |||||
$ | 4,697,844 | |||||||
Machinery 1.3% |
||||||||
Danaher Corp. |
88,767 | $ | 5,025,100 | |||||
Illinois Tool Works, Inc. |
54,265 | 1,901,988 | ||||||
$ | 6,927,088 | |||||||
Media 3.1% |
||||||||
Comcast Corp., Class A |
652,999 | $ | 11,022,623 | |||||
Time Warner, Inc. |
506,467 | 5,095,058 | ||||||
$ | 16,117,681 | |||||||
Metals & Mining 2.4% |
||||||||
BHP Billiton, Ltd. ADR |
22,361 | $ | 959,287 | |||||
Goldcorp, Inc. |
306,224 | 9,655,243 | ||||||
Nucor Corp. |
36,683 | 1,694,755 | ||||||
$ | 12,309,285 | |||||||
Multi-Utilities 0.8% |
||||||||
Public Service Enterprise Group, Inc. |
140,815 | $ | 4,107,574 | |||||
$ | 4,107,574 | |||||||
3
Security | Shares | Value | ||||||
Oil, Gas & Consumable Fuels 9.4% |
||||||||
Anadarko Petroleum Corp. |
115,541 | $ | 4,454,106 | |||||
Chevron Corp. |
137,917 | 10,201,721 | ||||||
ConocoPhillips |
98,873 | 5,121,621 | ||||||
Exxon Mobil Corp. |
182,719 | 14,586,458 | ||||||
Hess Corp. |
66,577 | 3,571,190 | ||||||
Occidental Petroleum Corp. |
96,629 | 5,796,774 | ||||||
Petrohawk Energy Corp. (2) |
75,807 | 1,184,863 | ||||||
XTO Energy, Inc. |
123,381 | 4,351,648 | ||||||
$ | 49,268,381 | |||||||
Personal Products 0.5% |
||||||||
Chattem, Inc. (2) |
38,827 | $ | 2,777,295 | |||||
$ | 2,777,295 | |||||||
Pharmaceuticals 6.9% |
||||||||
Abbott Laboratories |
121,879 | $ | 6,504,682 | |||||
Johnson & Johnson |
195,549 | 11,699,697 | ||||||
Merck & Co., Inc. |
197,628 | 6,007,891 | ||||||
Novo-Nordisk A/S, Class B |
33,518 | 1,728,989 | ||||||
Pfizer, Inc. |
314,275 | 5,565,810 | ||||||
Roche Holding AG |
13,101 | 2,028,259 | ||||||
Schering-Plough Corp. |
155,212 | 2,643,260 | ||||||
Shire PLC ADR |
898 | 40,212 | ||||||
$ | 36,218,800 | |||||||
Real Estate Investment Trusts (REITs) 0.6% |
||||||||
AvalonBay Communities, Inc. |
28,770 | $ | 1,742,887 | |||||
Boston Properties, Inc. |
25,593 | 1,407,615 | ||||||
$ | 3,150,502 | |||||||
Road & Rail 0.3% |
||||||||
JB Hunt Transport Services, Inc. |
58,286 | $ | 1,531,173 | |||||
$ | 1,531,173 | |||||||
Semiconductors & Semiconductor Equipment 0.7% |
||||||||
ASML Holding NV |
195,879 | $ | 3,539,534 | |||||
$ | 3,539,534 | |||||||
Software 3.3% |
||||||||
McAfee, Inc. (2) |
66,412 | $ | 2,295,863 | |||||
Microsoft Corp. |
492,038 | 9,565,219 | ||||||
Oracle Corp. (2) |
288,514 | 5,115,353 | ||||||
$ | 16,976,435 | |||||||
Specialty Retail 2.3% |
||||||||
Best Buy Co., Inc. |
111,359 | $ | 3,130,302 | |||||
Home Depot, Inc. |
142,465 | 3,279,544 | ||||||
Staples, Inc. |
301,409 | 5,401,249 | ||||||
$ | 11,811,095 | |||||||
Tobacco 1.9% |
||||||||
Philip Morris International, Inc. |
230,897 | $ | 10,046,328 | |||||
$ | 10,046,328 | |||||||
Wireless Telecommunication Services 0.4% |
||||||||
Rogers Communications, Inc., Class B |
67,062 | $ | 2,017,225 | |||||
$ | 2,017,225 | |||||||
Total Common Stocks (identified cost $645,740,710) |
$ | 506,858,919 | ||||||
Security | Shares | Value | ||||||
Capital Markets 0.4% |
||||||||
SPDR S&P Homebuilders ETF |
180,024 | $ | 2,154,887 | |||||
Total Investment Funds (identified cost $2,502,262) |
$ | 2,154,887 | ||||||
Interest | ||||||||
Description | (000's omitted) | Value | ||||||
Cash Management Portfolio, 0.75% (3) |
20,966 | $ | 20,965,837 | |||||
Total Short-Term Investments (identified cost $20,965,837) |
$ | 20,965,837 | ||||||
Total Investments 101.7% (identified cost $669,208,809) |
$ | 529,979,643 | ||||||
4
Number | Strike | Expiration | ||||||||||||||
Security | of Contracts | Price | Date | Value | ||||||||||||
3M Co. |
230 | $ | 65.00 | 4/18/09 | $ | (37,950 | ) | |||||||||
Abbott Laboratories |
805 | 60.00 | 1/17/09 | (8,050 | ) | |||||||||||
Accenture, Ltd., Class A |
370 | 35.00 | 2/21/09 | (37,370 | ) | |||||||||||
ACE, Ltd. |
230 | 50.00 | 2/21/09 | (138,000 | ) | |||||||||||
Aetna, Inc. |
325 | 35.00 | 1/17/09 | (3,250 | ) | |||||||||||
Aflac, Inc. |
390 | 45.00 | 2/21/09 | (167,700 | ) | |||||||||||
Agilent Technologies, Inc. |
155 | 22.50 | 2/21/09 | (387 | ) | |||||||||||
Akamai Technologies, Inc. |
70 | 15.00 | 2/21/09 | (11,200 | ) | |||||||||||
Alliant Techsystems, Inc. |
50 | 85.00 | 2/21/09 | (25,500 | ) | |||||||||||
Amgen, Inc. |
170 | 52.50 | 1/17/09 | (100,300 | ) | |||||||||||
Anadarko Petroleum Corp. |
300 | 35.00 | 2/21/09 | (165,000 | ) | |||||||||||
Apple, Inc. |
105 | 155.00 | 1/17/09 | (315 | ) | |||||||||||
ASML Holding NV |
515 | 17.50 | 1/17/09 | (73,130 | ) | |||||||||||
AT&T, Inc. |
535 | 29.00 | 1/17/09 | (24,610 | ) | |||||||||||
AvalonBay Communities, Inc. |
90 | 65.00 | 4/18/09 | (81,000 | ) | |||||||||||
Bank of America Corp. |
975 | 25.00 | 2/21/09 | (975 | ) | |||||||||||
Bank of New York Mellon Corp. (The) |
665 | 27.50 | 3/21/09 | (289,275 | ) | |||||||||||
Baxter International, Inc. |
300 | 65.00 | 1/17/09 | (1,500 | ) | |||||||||||
Becton, Dickinson & Co. |
70 | 65.00 | 3/21/09 | (42,700 | ) | |||||||||||
Best Buy Co., Inc. |
125 | 22.50 | 3/21/09 | (85,000 | ) | |||||||||||
BHP Billiton, Ltd. ADR |
25 | 40.00 | 2/21/09 | (15,500 | ) | |||||||||||
Biogen Idec, Inc. |
305 | 50.00 | 1/17/09 | (24,400 | ) | |||||||||||
Boeing Co. (The) |
260 | 45.00 | 2/21/09 | (45,500 | ) | |||||||||||
Boston Properties, Inc. |
75 | 70.00 | 1/17/09 | (2,438 | ) | |||||||||||
Boston Scientific Corp. |
1,100 | 10.00 | 2/21/09 | (19,800 | ) | |||||||||||
Centex Corp. |
225 | 12.50 | 1/17/09 | (6,750 | ) | |||||||||||
Cephalon, Inc. |
170 | 70.00 | 1/17/09 | (135,830 | ) | |||||||||||
Chattem, Inc. |
150 | 65.00 | 3/21/09 | (145,500 | ) | |||||||||||
Chevron Corp. |
755 | 80.00 | 3/21/09 | (234,050 | ) | |||||||||||
Chubb Corp. |
495 | 45.00 | 1/17/09 | (321,750 | ) | |||||||||||
Cisco Systems, Inc. |
1,245 | 20.00 | 1/17/09 | (2,490 | ) | |||||||||||
Citigroup, Inc. |
1,065 | 9.00 | 3/21/09 | (50,055 | ) | |||||||||||
Clorox Co. |
180 | 65.00 | 1/17/09 | (900 | ) | |||||||||||
Coca-Cola Co. (The) |
215 | 47.50 | 2/21/09 | (27,950 | ) | |||||||||||
Cognizant Technology Solutions Corp. |
225 | 17.50 | 1/17/09 | (30,375 | ) | |||||||||||
Colgate-Palmolive Co. |
275 | 65.00 | 2/21/09 | (143,000 | ) | |||||||||||
ConocoPhillips |
185 | 55.00 | 2/21/09 | (45,325 | ) | |||||||||||
Cooper Industries, Ltd., Class A |
75 | 22.50 | 4/18/09 | (59,625 | ) | |||||||||||
CVS Caremark Corp. |
655 | 30.00 | 2/21/09 | (96,285 | ) | |||||||||||
D.R. Horton, Inc. |
580 | 7.50 | 1/17/09 | (23,200 | ) | |||||||||||
Danaher Corp. |
160 | 60.00 | 3/21/09 | (42,400 | ) | |||||||||||
DaVita, Inc. |
290 | 55.00 | 1/17/09 | (21,750 | ) | |||||||||||
Diamond Offshore Drilling, Inc. |
200 | 75.00 | 3/21/09 | (42,500 | ) | |||||||||||
Discover Financial Services |
940 | 10.00 | 4/18/09 | (150,400 | ) | |||||||||||
E.I. Du Pont de Nemours & Co. |
155 | 35.00 | 1/17/09 | (775 | ) | |||||||||||
East-West Bancorp, Inc. |
575 | 17.50 | 4/18/09 | (89,125 | ) | |||||||||||
Ecolab, Inc. |
445 | 45.00 | 1/17/09 | (6,675 | ) | |||||||||||
Edison International |
155 | 45.00 | 1/17/09 | (775 | ) | |||||||||||
Emerson Electric Co. |
240 | 35.00 | 3/21/09 | (98,400 | ) | |||||||||||
Exxon Mobil Corp. |
475 | 80.00 | 1/17/09 | (113,050 | ) | |||||||||||
FirstEnergy Corp. |
195 | 70.00 | 1/17/09 | (975 | ) | |||||||||||
General Dynamics Corp. |
175 | 60.00 | 2/21/09 | (35,000 | ) | |||||||||||
General Electric Co. |
165 | 16.00 | 3/21/09 | (27,225 | ) | |||||||||||
Gilead Sciences, Inc. |
195 | 45.00 | 2/21/09 | (155,805 | ) | |||||||||||
Goldman Sachs Group, Inc. |
90 | 140.00 | 1/17/09 | (270 | ) | |||||||||||
Google, Inc., Class A |
15 | 280.00 | 3/21/09 | (68,775 | ) | |||||||||||
Granite Construction, Inc. |
295 | 40.00 | 3/21/09 | (233,050 | ) | |||||||||||
HCC Insurance Holdings, Inc. |
270 | 25.00 | 2/21/09 | (89,100 | ) | |||||||||||
Hess Corp. |
115 | 55.00 | 2/21/09 | (69,000 | ) | |||||||||||
Hewlett-Packard Co. |
740 | 37.50 | 2/21/09 | (133,200 | ) | |||||||||||
Home Depot, Inc. |
645 | 22.50 | 2/21/09 | (143,190 | ) | |||||||||||
Illinois Tool Works, Inc. |
95 | 35.00 | 3/21/09 | (27,075 | ) | |||||||||||
International Business Machines Corp. |
155 | 95.00 | 1/17/09 | (2,170 | ) | |||||||||||
IPG Photonics Corp. |
505 | 15.00 | 1/17/09 | (12,625 | ) | |||||||||||
JB Hunt Transport Services, Inc. |
180 | 25.00 | 2/21/09 | (54,000 | ) | |||||||||||
Johnson & Johnson |
1,260 | 65.00 | 1/17/09 | (12,600 | ) | |||||||||||
JPMorgan Chase & Co. |
535 | 31.00 | 3/21/09 | (189,925 | ) | |||||||||||
Juniper Networks, Inc. |
325 | 22.50 | 1/17/09 | (1,625 | ) | |||||||||||
KB Home |
270 | 15.00 | 4/18/09 | (62,100 | ) | |||||||||||
Kroger Co. (The) |
425 | 30.00 | 1/17/09 | (1,700 | ) | |||||||||||
Lennar Corp., Class A |
640 | 10.00 | 2/21/09 | (54,400 | ) | |||||||||||
Lockheed Martin Corp. |
125 | 75.00 | 3/21/09 | (150,000 | ) | |||||||||||
MasterCard, Inc., Class A |
55 | 185.00 | 1/17/09 | (275 | ) | |||||||||||
McAfee, Inc. |
315 | 30.00 | 3/21/09 | (185,850 | ) | |||||||||||
McDonalds Corp. |
1,772 | 65.00 | 1/17/09 | (70,880 | ) | |||||||||||
Medtronic, Inc. |
510 | 55.00 | 1/17/09 | (2,550 | ) | |||||||||||
Merck & Co., Inc. |
375 | 35.00 | 1/17/09 | (3,375 | ) | |||||||||||
MetLife, Inc. |
180 | 35.00 | 3/21/09 | (102,600 | ) | |||||||||||
Microsoft Corp. |
1,070 | 25.00 | 1/17/09 | (1,070 | ) | |||||||||||
Monsanto Co. |
155 | 85.00 | 1/17/09 | (3,720 | ) | |||||||||||
Motorola, Inc. |
1,175 | 5.00 | 1/17/09 | (9,400 | ) | |||||||||||
NRG Energy, Inc. |
170 | 22.50 | 3/21/09 | (61,200 | ) | |||||||||||
Nucor Corp. |
65 | 42.50 | 1/17/09 | (31,200 | ) | |||||||||||
Occidental Petroleum Corp. |
475 | 55.00 | 2/21/09 | (422,750 | ) | |||||||||||
Onyx Pharmaceuticals, Inc. |
90 | 30.00 | 2/21/09 | (54,900 | ) | |||||||||||
Oracle Corp. |
895 | 16.00 | 3/21/09 | (241,650 | ) | |||||||||||
PepsiCo, Inc. |
365 | 55.00 | 1/17/09 | (45,625 | ) | |||||||||||
Petrohawk Energy Corp. |
450 | 17.50 | 3/21/09 | (94,500 | ) | |||||||||||
Pfizer, Inc. |
2,050 | 17.50 | 3/21/09 | (260,350 | ) | |||||||||||
Philip Morris International, Inc. |
1,215 | 45.00 | 3/21/09 | (243,000 | ) | |||||||||||
Precision Castparts Corp. |
45 | 60.00 | 3/21/09 | (27,000 | ) | |||||||||||
Procter & Gamble Co. |
455 | 62.50 | 1/17/09 | (50,050 | ) | |||||||||||
Public Service Enterprise Group, Inc. |
410 | 35.00 | 3/21/09 | (16,400 | ) | |||||||||||
Pulte Homes, Inc. |
520 | 12.50 | 4/18/09 | (83,200 | ) |
5
Number | Strike | Expiration | ||||||||||||||
Security | of Contracts | Price | Date | Value | ||||||||||||
QUALCOMM, Inc. |
665 | $ | 40.00 | 1/17/09 | $ | (12,635 | ) | |||||||||
Raytheon Co. |
250 | 50.00 | 2/21/09 | (82,500 | ) | |||||||||||
Rogers Communications, Inc., Class B |
415 | 35.00 | 1/17/09 | (16,600 | ) | |||||||||||
Ryland Group, Inc. |
245 | 17.50 | 1/17/09 | (36,750 | ) | |||||||||||
Safeway, Inc. |
290 | 22.50 | 3/21/09 | (76,850 | ) | |||||||||||
Schering-Plough Corp. |
435 | 15.00 | 2/21/09 | (107,880 | ) | |||||||||||
Schlumberger, Ltd. |
180 | 55.00 | 2/21/09 | (8,100 | ) | |||||||||||
SPDR S&P Homebuilders ETF |
380 | 11.00 | 3/21/09 | (76,000 | ) | |||||||||||
Staples, Inc. |
1,460 | 17.50 | 3/21/09 | (332,150 | ) | |||||||||||
Sysco Corp. |
325 | 27.50 | 1/17/09 | (1,625 | ) | |||||||||||
T.Rowe Price Group, Inc. |
540 | 45.00 | 1/17/09 | (5,400 | ) | |||||||||||
Thermo Fisher Scientific, Inc. |
205 | 35.00 | 3/21/09 | (47,150 | ) | |||||||||||
Toll Brothers, Inc. |
225 | 22.50 | 3/21/09 | (52,875 | ) | |||||||||||
Travelers Companies, Inc. (The) |
500 | 35.00 | 1/17/09 | (527,500 | ) | |||||||||||
United Technologies Corp. |
125 | 55.00 | 2/21/09 | (32,250 | ) | |||||||||||
UnitedHealth Group, Inc. |
415 | 27.50 | 1/17/09 | (32,785 | ) | |||||||||||
Verizon Communications, Inc. |
355 | 32.50 | 1/17/09 | (62,125 | ) | |||||||||||
Visa, Inc., Class A |
100 | 52.50 | 3/21/09 | (46,000 | ) | |||||||||||
Wal-Mart Stores, Inc. |
1,185 | 55.00 | 3/21/09 | (509,550 | ) | |||||||||||
Waste Management, Inc. |
590 | 32.50 | 1/17/09 | (73,750 | ) | |||||||||||
Wells Fargo & Co. |
885 | 27.50 | 1/17/09 | (309,750 | ) | |||||||||||
XTO Energy, Inc. |
200 | 35.00 | 2/21/09 | (76,400 | ) | |||||||||||
Total Covered Call Options Written (premiums received $15,912,606) |
$ | (9,351,765 | ) | |||||||||||||
Other Assets, Less Liabilities 0.1% |
$ | 548,565 | ||||||||||||||
Net Assets 100.0% |
$ | 521,176,443 | ||||||||||||||
ADR | | American Depository Receipt |
||||
(1) | A
portion of each security has been segregated as
collateral for options written. |
|||||
(2) | Non-income producing security. |
|||||
(3) | 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 December 31, 2008.
Net income allocated from the investment in Cash Management Portfolio
for the fiscal year to date ended December 31, 2008 was
$113,394. |
6
Aggregate cost |
$ | 669,381,084 | ||
Gross unrealized appreciation |
$ | 10,225,235 | ||
Gross unrealized depreciation |
(149,626,676 | ) | ||
Net unrealized depreciation |
$ | (139,401,441 | ) | |
Number of | Premiums | |||||||
Contracts | Received | |||||||
Outstanding, beginning
of period |
71,566 | $ | 16,431,873 | |||||
Options written |
55,980 | 16,808,790 | ||||||
Options terminated in closing
purchase transactions |
(67,499 | ) | (16,481,510 | ) | ||||
Options expired |
(11,480 | ) | (846,547 | ) | ||||
Outstanding, end of period |
48,567 | $ | 15,912,606 | |||||
| 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) |
Investments | Other Financial | |||||||||
Valuation Inputs | in Securities | Instruments * | ||||||||
Level 1
|
Quoted Prices | $ | 501,637,394 | $ | (9,351,765 | ) | ||||
Level 2
|
Other Significant Observable Inputs | 28,342,249 | | |||||||
Level 3
|
Significant Unobservable Inputs | | | |||||||
Total
|
$ | 529,979,643 | $ | (9,351,765 | ) | |||||
* | Other financial instruments include written call options. |
7
By:
|
/s/ Duncan W. Richardson
|
|||
President | ||||
Date:
|
February 25, 2009 |
By:
|
/s/ Duncan W. Richardson
|
|||
President | ||||
Date:
|
February 25, 2009 | |||
By:
|
/s/ Barbara E. Campbell | |||
Barbara E. Campbell | ||||
Treasurer | ||||
Date:
|
February 25, 2009 |