Item 1. Schedule of Investments | ||||||||
Item 2. Controls and Procedures | ||||||||
Signatures | ||||||||
Certifications |
Eaton Vance Risk-Managed Diversified Equity Income Fund | as of March 31, 2009 |
Security | Shares | Value | ||||||
Aerospace & Defense 3.4%
|
||||||||
General Dynamics Corp.
|
208,073 | $ | 8,653,756 | |||||
Lockheed Martin Corp.
|
162,893 | 11,244,504 | ||||||
Raytheon Co.
|
248,067 | 9,659,729 | ||||||
United Technologies Corp.
|
238,624 | 10,256,060 | ||||||
$ | 39,814,049 | |||||||
Beverages 2.3%
|
||||||||
Coca-Cola
Co. (The)
|
164,591 | $ | 7,233,774 | |||||
PepsiCo, Inc.
|
383,389 | 19,736,866 | ||||||
$ | 26,970,640 | |||||||
Biotechnology 3.1%
|
||||||||
Amgen,
Inc.(1)
|
301,777 | $ | 14,943,997 | |||||
Biogen Idec,
Inc.(1)
|
155,352 | 8,143,552 | ||||||
Celgene
Corp.(1)
|
77,647 | 3,447,527 | ||||||
Genzyme
Corp.(1)
|
111,273 | 6,608,503 | ||||||
Gilead Sciences,
Inc.(1)
|
71,881 | 3,329,528 | ||||||
$ | 36,473,107 | |||||||
Capital Markets 2.1%
|
||||||||
Goldman Sachs Group, Inc.
|
82,272 | $ | 8,722,477 | |||||
Invesco, Ltd.
|
207,841 | 2,880,676 | ||||||
Northern Trust Corp.
|
139,350 | 8,335,917 | ||||||
State Street Corp.
|
153,479 | 4,724,084 | ||||||
$ | 24,663,154 | |||||||
Chemicals 0.6%
|
||||||||
Monsanto Co.
|
89,808 | $ | 7,463,045 | |||||
$ | 7,463,045 | |||||||
Commercial Banks 0.0%
|
||||||||
Banco Bradesco SA ADR
|
1 | $ | 5 | |||||
$ | 5 | |||||||
Commercial Services & Supplies 0.8%
|
||||||||
Waste Management, Inc.
|
360,435 | $ | 9,227,136 | |||||
$ | 9,227,136 | |||||||
Communications Equipment 3.4%
|
||||||||
Cisco Systems,
Inc.(1)
|
1,052,331 | $ | 17,647,591 | |||||
QUALCOMM, Inc.
|
556,149 | 21,639,758 | ||||||
$ | 39,287,349 | |||||||
Computers & Peripherals 5.6%
|
||||||||
Apple,
Inc.(1)
|
126,230 | $ | 13,269,298 | |||||
Hewlett-Packard Co.
|
621,045 | 19,910,703 |
Security | Shares | Value | ||||||
International Business Machines Corp.
|
336,732 | $ | 32,625,963 | |||||
$ | 65,805,964 | |||||||
Diversified Financial Services 1.9%
|
||||||||
JPMorgan Chase & Co.
|
827,918 | $ | 22,006,060 | |||||
$ | 22,006,060 | |||||||
Diversified Telecommunication Services 3.0%
|
||||||||
AT&T, Inc.
|
825,499 | $ | 20,802,575 | |||||
Verizon Communications, Inc.
|
459,376 | 13,873,155 | ||||||
$ | 34,675,730 | |||||||
Electric Utilities 1.5%
|
||||||||
Edison International
|
284,909 | $ | 8,208,228 | |||||
FirstEnergy Corp.
|
234,531 | 9,052,897 | ||||||
$ | 17,261,125 | |||||||
Electrical Equipment 1.3%
|
||||||||
Emerson Electric Co.
|
365,444 | $ | 10,444,390 | |||||
Vestas Wind Systems
A/S(1)
|
108,845 | 4,781,580 | ||||||
$ | 15,225,970 | |||||||
Energy Equipment & Services 0.7%
|
||||||||
Diamond Offshore Drilling, Inc.
|
72,889 | $ | 4,581,803 | |||||
Schlumberger, Ltd.
|
91,891 | 3,732,612 | ||||||
$ | 8,314,415 | |||||||
Food & Staples Retailing 3.7%
|
||||||||
CVS Caremark Corp.
|
334,888 | $ | 9,206,071 | |||||
Kroger Co. (The)
|
169,179 | 3,589,978 | ||||||
Safeway, Inc.
|
121,436 | 2,451,793 | ||||||
Wal-Mart Stores, Inc.
|
542,632 | 28,271,127 | ||||||
$ | 43,518,969 | |||||||
Food Products 1.6%
|
||||||||
Nestle SA
|
227,337 | $ | 7,680,436 | |||||
Nestle SA ADR
|
327,749 | 10,995,979 | ||||||
$ | 18,676,415 | |||||||
Health Care Equipment & Supplies
2.2%
|
||||||||
Baxter International, Inc.
|
140,177 | $ | 7,179,866 | |||||
Becton, Dickinson & Co.
|
88,960 | 5,981,670 | ||||||
Boston Scientific
Corp.(1)
|
513,413 | 4,081,633 | ||||||
Covidien, Ltd.
|
97,298 | 3,234,186 | ||||||
Medtronic, Inc.
|
176,729 | 5,208,204 | ||||||
$ | 25,685,559 | |||||||
Health Care Providers & Services
1.2%
|
||||||||
Aetna, Inc.
|
177,043 | $ | 4,307,456 | |||||
Fresenius Medical Care AG & Co. KgaA ADR
|
131,290 | 5,080,923 | ||||||
UnitedHealth Group, Inc.
|
193,334 | 4,046,481 | ||||||
$ | 13,434,860 | |||||||
Security | Shares | Value | ||||||
Hotels, Restaurants & Leisure 1.4%
|
||||||||
McDonalds Corp.
|
306,792 | $ | 16,741,639 | |||||
$ | 16,741,639 | |||||||
Household Products 2.3%
|
||||||||
Clorox Co. (The)
|
60,115 | $ | 3,094,720 | |||||
Colgate-Palmolive Co.
|
179,348 | 10,577,945 | ||||||
Procter & Gamble Co.
|
281,880 | 13,273,729 | ||||||
$ | 26,946,394 | |||||||
Industrial Conglomerates 1.9%
|
||||||||
3M Co.
|
211,203 | $ | 10,501,013 | |||||
General Electric Co.
|
1,169,257 | 11,821,188 | ||||||
$ | 22,322,201 | |||||||
Insurance 3.0%
|
||||||||
ACE, Ltd.
|
141,321 | $ | 5,709,368 | |||||
Chubb Corp.
|
233,315 | 9,873,891 | ||||||
MetLife, Inc.
|
265,470 | 6,044,752 | ||||||
Travelers Companies, Inc. (The)
|
322,566 | 13,109,082 | ||||||
$ | 34,737,093 | |||||||
Internet Software & Services 0.5%
|
||||||||
Google, Inc.,
Class A(1)
|
17,868 | $ | 6,219,136 | |||||
$ | 6,219,136 | |||||||
IT Services 1.6%
|
||||||||
Accenture, Ltd., Class A
|
205,841 | $ | 5,658,569 | |||||
MasterCard, Inc., Class A
|
53,315 | 8,929,196 | ||||||
Visa, Inc., Class A
|
74,587 | 4,147,037 | ||||||
$ | 18,734,802 | |||||||
Life Sciences Tools & Services 0.5%
|
||||||||
Thermo Fisher Scientific,
Inc.(1)
|
157,721 | $ | 5,625,908 | |||||
$ | 5,625,908 | |||||||
Machinery 1.2%
|
||||||||
Danaher Corp.
|
193,990 | $ | 10,518,138 | |||||
Illinois Tool Works, Inc.
|
108,709 | 3,353,673 | ||||||
$ | 13,871,811 | |||||||
Media 2.1%
|
||||||||
Comcast Corp., Class A
|
1,026,185 | $ | 13,997,163 | |||||
Time Warner, Inc.
|
197,356 | 3,808,977 | ||||||
Time Warner Cable, Inc.
|
49,538 | 1,228,553 | ||||||
Vivendi SA
|
212,922 | 5,631,561 | ||||||
$ | 24,666,254 | |||||||
Metals & Mining 3.0%
|
||||||||
BHP Billiton, Ltd. ADR
|
206,641 | $ | 9,216,189 | |||||
Goldcorp, Inc.
|
674,242 | 22,465,743 |
Security | Shares | Value | ||||||
Nucor Corp.
|
86,809 | $ | 3,313,500 | |||||
$ | 34,995,432 | |||||||
Multiline Retail 0.3%
|
||||||||
Target Corp.
|
91,519 | $ | 3,147,338 | |||||
$ | 3,147,338 | |||||||
Multi-Utilities 0.4%
|
||||||||
Public Service Enterprise Group, Inc.
|
177,336 | $ | 5,226,092 | |||||
$ | 5,226,092 | |||||||
Oil, Gas & Consumable Fuels 9.9%
|
||||||||
Anadarko Petroleum Corp.
|
251,165 | $ | 9,767,807 | |||||
Chevron Corp.
|
357,313 | 24,025,726 | ||||||
ConocoPhillips
|
188,912 | 7,397,794 | ||||||
Exxon Mobil Corp.
|
517,273 | 35,226,291 | ||||||
Hess Corp.
|
209,070 | 11,331,594 | ||||||
Occidental Petroleum Corp.
|
201,317 | 11,203,291 | ||||||
Southwestern Energy
Co.(1)
|
98,667 | 2,929,423 | ||||||
Total SA ADR
|
203,394 | 9,978,510 | ||||||
XTO Energy, Inc.
|
130,733 | 4,003,044 | ||||||
$ | 115,863,480 | |||||||
Pharmaceuticals 6.8%
|
||||||||
Abbott Laboratories
|
418,009 | $ | 19,939,029 | |||||
Bristol-Myers Squibb Co.
|
157,681 | 3,456,368 | ||||||
Johnson & Johnson
|
376,394 | 19,798,324 | ||||||
Merck & Co., Inc.
|
182,546 | 4,883,106 | ||||||
Novartis AG ADR
|
95,161 | 3,599,941 | ||||||
Pfizer, Inc.
|
592,001 | 8,063,054 | ||||||
Roche Holding AG
|
42,865 | 5,883,228 | ||||||
Schering-Plough Corp.
|
317,997 | 7,488,829 | ||||||
Teva Pharmaceutical Industries, Ltd. ADR
|
129,198 | 5,820,370 | ||||||
$ | 78,932,249 | |||||||
Semiconductors & Semiconductor
Equipment 1.6%
|
||||||||
ASML Holding NV
|
590,982 | $ | 10,348,095 | |||||
Broadcom Corp.,
Class A(1)
|
222,358 | 4,442,713 | ||||||
Taiwan Semiconductor Manufacturing Co., Ltd. ADR
|
379,972 | 3,400,749 | ||||||
$ | 18,191,557 | |||||||
Software 3.1%
|
||||||||
Microsoft Corp.
|
1,264,486 | $ | 23,228,608 | |||||
Oracle
Corp.(1)
|
695,438 | 12,566,565 | ||||||
$ | 35,795,173 | |||||||
Specialty Retail 3.2%
|
||||||||
Best Buy Co., Inc.
|
302,301 | $ | 11,475,346 | |||||
Home Depot, Inc.
|
556,360 | 13,107,842 | ||||||
Staples, Inc.
|
538,213 | 9,747,037 |
Security | Shares | Value | ||||||
TJX Companies., Inc. (The)
|
122,025 | $ | 3,128,721 | |||||
$ | 37,458,946 | |||||||
Tobacco 1.8%
|
||||||||
Philip Morris International, Inc.
|
580,919 | $ | 20,669,098 | |||||
$ | 20,669,098 | |||||||
Wireless Telecommunication Services 0.3%
|
||||||||
Rogers Communications, Inc., Class B
|
167,535 | $ | 3,824,824 | |||||
$ | 3,824,824 | |||||||
Total Common Stocks
(identified cost $1,197,090,619) |
$ | 972,472,979 | ||||||
Number |
Strike |
Expiration |
||||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||||
S&P 500 Index
|
1,877 | $ | 1,185 | 6/20/09 | $ | 73,099,765 | ||||||||||
S&P 500 Index
|
1,133 | 1,200 | 6/20/09 | 45,297,340 | ||||||||||||
S&P 500 Index
|
931 | 750 | 9/19/09 | 5,753,580 | ||||||||||||
S&P 500 Index
|
5,912 | 825 | 9/19/09 | 56,164,000 | ||||||||||||
Total Put Options Purchased
(identified cost $90,224,183) |
$ | 180,314,685 | ||||||||||||||
Interest |
||||||||
Description | (000s omitted) | Value | ||||||
Cash Management Portfolio,
0.07%(2)
|
$ | 26,547 | $ | 26,546,563 | ||||
Total Short-Term Investments
(identified cost $26,546,563) |
$ | 26,546,563 | ||||||
Total Investments 101.1%
(identified cost $1,313,861,365) |
$ | 1,179,334,227 | ||||||
Number |
Strike |
Expiration |
||||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||||
S&P 500 Index
|
2,000 | $ | 805 | 4/18/09 | $ | (4,200,000 | ) | |||||||||
S&P 500 Index
|
3,235 | 820 | 4/18/09 | (6,470,000 | ) | |||||||||||
S&P 500 Index
|
567 | 830 | 4/18/09 | (907,200 | ) | |||||||||||
S&P 500 Index
|
1,680 | 835 | 4/18/09 | (2,100,000 | ) | |||||||||||
Total Covered Call Options Written
(premiums received $11,486,454) |
$ | (13,677,200 | ) | |||||||||||||
Other Assets, Less Liabilities 0.1%
|
$ | 1,326,309 | ||||||||||||||
Net Assets 100.0%
|
$ | 1,166,983,336 | ||||||||||||||
ADR
|
- | American Depository 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, 2009. Net income allocated from the investment in Cash Management Portfolio for the fiscal year to date ended March 31, 2009 was $27,769. |
Aggregate cost
|
$ | 1,327,482,304 | ||
Gross unrealized appreciation
|
$ | 102,734,911 | ||
Gross unrealized depreciation
|
(250,882,988 | ) | ||
Net unrealized depreciation
|
$ | (148,148,077 | ) | |
Number of |
Premiums |
|||||||
Contracts | Received | |||||||
Outstanding, beginning of period
|
9,834 | $ | 11,956,243 | |||||
Options written
|
22,322 | 32,117,131 | ||||||
Options terminated in closing purchase transactions
|
(24,674 | ) | (32,586,920 | ) | ||||
Outstanding, end of period
|
7,482 | $ | 11,486,454 | |||||
| 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 in |
Other Financial |
|||||||||
Valuation Inputs | Securities | Instruments* | ||||||||
Level 1
|
Quoted Prices | $ | 1,155,357,422 | $ | (13,677,200 | ) | ||||
Level 2
|
Other Significant Observable Inputs | 23,976,805 | | |||||||
Level 3
|
Significant Unobservable Inputs | | | |||||||
Total
|
$ | 1,179,334,227 | $ | (13,677,200 | ) | |||||
* | Other financial instruments include written call options. |
By:
|
/s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
Date:
|
May 20, 2009 |
By:
|
/s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
Date:
|
May 20, 2009 |
By:
|
/s/ Barbara E. Campbell | |||
Barbara E. Campbell | ||||
Treasurer | ||||
Date:
|
May 20, 2009 |