Security | Shares | Value | ||||||
Aerospace & Defense 2.3%
|
||||||||
Boeing Co. (The)
|
56,421 | $ | 4,171,205 | |||||
United Technologies Corp.
|
125,959 | 10,662,429 | ||||||
$ | 14,833,634 | |||||||
Air Freight & Logistics 0.3%
|
||||||||
United Parcel Service, Inc., Class B
|
21,598 | $ | 1,605,163 | |||||
$ | 1,605,163 | |||||||
Auto Components 1.1%
|
||||||||
Johnson Controls, Inc.
|
169,887 | $ | 7,062,203 | |||||
$ | 7,062,203 | |||||||
Automobiles 1.2%
|
||||||||
Ford Motor
Co.(2)
|
496,112 | $ | 7,397,030 | |||||
$ | 7,397,030 | |||||||
Beverages 3.4%
|
||||||||
Coca-Cola
Co. (The)
|
179,960 | $ | 11,940,346 | |||||
PepsiCo, Inc.
|
146,157 | 9,413,972 | ||||||
$ | 21,354,318 | |||||||
Biotechnology 0.8%
|
||||||||
Celgene
Corp.(2)
|
84,362 | $ | 4,853,346 | |||||
$ | 4,853,346 | |||||||
Capital Markets 1.4%
|
||||||||
Lazard, Ltd., Class A
|
111,939 | $ | 4,654,424 | |||||
Stifel Financial
Corp.(2)
|
55,461 | 3,981,545 | ||||||
$ | 8,635,969 | |||||||
Chemicals 2.7%
|
||||||||
Air Products and Chemicals, Inc.
|
54,595 | $ | 4,923,377 | |||||
Monsanto Co.
|
173,565 | 12,541,807 | ||||||
$ | 17,465,184 | |||||||
Commercial Banks 1.7%
|
||||||||
KeyCorp
|
376,543 | $ | 3,343,702 | |||||
PNC Financial Services Group, Inc.
|
49,540 | 3,120,525 | ||||||
Wells Fargo & Co.
|
145,818 | 4,622,430 | ||||||
$ | 11,086,657 | |||||||
Communications Equipment 4.0%
|
||||||||
JDS Uniphase
Corp.(2)
|
384,167 | $ | 8,006,040 | |||||
Juniper Networks,
Inc.(2)
|
185,026 | 7,785,894 | ||||||
QUALCOMM, Inc.
|
175,477 | 9,621,404 | ||||||
$ | 25,413,338 | |||||||
Computers & Peripherals 6.0%
|
||||||||
Apple,
Inc.(2)
|
108,908 | $ | 37,948,993 | |||||
$ | 37,948,993 | |||||||
Construction & Engineering 1.5%
|
||||||||
Shaw Group, Inc.
(The)(2)
|
273,563 | $ | 9,686,866 | |||||
$ | 9,686,866 | |||||||
Security | Shares | Value | ||||||
Consumer Finance 0.8%
|
||||||||
American Express Co.
|
111,832 | $ | 5,054,806 | |||||
$ | 5,054,806 | |||||||
Electrical Equipment 1.8%
|
||||||||
Emerson Electric Co.
|
195,377 | $ | 11,415,878 | |||||
$ | 11,415,878 | |||||||
Electronic Equipment, Instruments &
Components 1.0%
|
||||||||
Corning, Inc.
|
311,079 | $ | 6,417,560 | |||||
$ | 6,417,560 | |||||||
Energy Equipment & Services 3.6%
|
||||||||
Rowan Cos.,
Inc.(2)
|
133,570 | $ | 5,901,122 | |||||
Schlumberger, Ltd.
|
135,622 | 12,648,108 | ||||||
Tidewater, Inc.
|
77,873 | 4,660,699 | ||||||
$ | 23,209,929 | |||||||
Food & Staples Retailing 1.0%
|
||||||||
Wal-Mart Stores, Inc.
|
118,456 | $ | 6,165,635 | |||||
$ | 6,165,635 | |||||||
Food Products 2.0%
|
||||||||
Flowers Foods, Inc.
|
179,914 | $ | 4,899,058 | |||||
Green Mountain Coffee Roasters,
Inc.(2)
|
120,789 | 7,804,178 | ||||||
$ | 12,703,236 | |||||||
Health Care Equipment &
Supplies 2.5%
|
||||||||
Covidien PLC
|
76,438 | $ | 3,970,190 | |||||
St. Jude Medical, Inc.
|
175,333 | 8,987,570 | ||||||
Varian Medical Systems,
Inc.(2)
|
46,596 | 3,151,753 | ||||||
$ | 16,109,513 | |||||||
Health Care Providers &
Services 3.7%
|
||||||||
AmerisourceBergen Corp.
|
186,859 | $ | 7,392,142 | |||||
Fresenius Medical Care AG & Co. KGaA ADR
|
85,981 | 5,805,437 | ||||||
HCA Holdings,
Inc.(2)
|
196,422 | 6,652,813 | ||||||
UnitedHealth Group, Inc.
|
81,287 | 3,674,173 | ||||||
$ | 23,524,565 | |||||||
Hotels, Restaurants & Leisure 2.0%
|
||||||||
Marriott International, Inc., Class A
|
64,303 | $ | 2,287,901 | |||||
McDonalds Corp.
|
133,596 | 10,165,319 | ||||||
$ | 12,453,220 | |||||||
Household Durables 1.3%
|
||||||||
Tempur-Pedic International,
Inc.(2)
|
166,408 | $ | 8,430,229 | |||||
$ | 8,430,229 | |||||||
Industrial Conglomerates 1.1%
|
||||||||
General Electric Co.
|
363,503 | $ | 7,288,235 | |||||
$ | 7,288,235 | |||||||
Insurance 1.2%
|
||||||||
Lincoln National Corp.
|
100,119 | $ | 3,007,575 | |||||
Prudential Financial, Inc.
|
74,096 | 4,562,831 | ||||||
$ | 7,570,406 | |||||||
Internet & Catalog Retail 1.8%
|
||||||||
Amazon.com,
Inc.(2)
|
64,262 | $ | 11,575,514 | |||||
$ | 11,575,514 | |||||||
Security | Shares | Value | ||||||
Internet Software & Services 5.5%
|
||||||||
Google, Inc.,
Class A(2)
|
43,645 | $ | 25,585,136 | |||||
VeriSign, Inc.
|
255,772 | 9,261,504 | ||||||
$ | 34,846,640 | |||||||
IT Services 5.3%
|
||||||||
Accenture PLC, Class A
|
151,646 | $ | 8,335,981 | |||||
International Business Machines Corp.
|
156,986 | 25,599,707 | ||||||
$ | 33,935,688 | |||||||
Life Sciences Tools & Services 0.7%
|
||||||||
Thermo Fisher Scientific,
Inc.(2)
|
80,434 | $ | 4,468,109 | |||||
$ | 4,468,109 | |||||||
Machinery 2.6%
|
||||||||
Danaher Corp.
|
322,131 | $ | 16,718,599 | |||||
$ | 16,718,599 | |||||||
Media 1.0%
|
||||||||
IMAX
Corp.(2)
|
70,735 | $ | 2,262,105 | |||||
McGraw-Hill Cos., Inc. (The)
|
108,638 | 4,280,337 | ||||||
$ | 6,542,442 | |||||||
Metals & Mining 2.1%
|
||||||||
Freeport-McMoRan Copper & Gold, Inc.
|
90,724 | $ | 5,039,718 | |||||
Goldcorp, Inc.
|
101,116 | 5,035,577 | ||||||
Silver Wheaton Corp.
|
68,627 | 2,975,667 | ||||||
$ | 13,050,962 | |||||||
Multiline Retail 1.5%
|
||||||||
Macys, Inc.
|
202,373 | $ | 4,909,569 | |||||
Target Corp.
|
93,232 | 4,662,532 | ||||||
$ | 9,572,101 | |||||||
Oil, Gas & Consumable Fuels 10.9%
|
||||||||
Apache Corp.
|
43,718 | $ | 5,723,561 | |||||
ConocoPhillips
|
118,809 | 9,488,087 | ||||||
Exxon Mobil Corp.
|
321,901 | 27,081,531 | ||||||
Hess Corp.
|
99,962 | 8,517,762 | ||||||
Peabody Energy Corp.
|
106,304 | 7,649,636 | ||||||
Rosetta Resources,
Inc.(2)
|
123,028 | 5,848,751 | ||||||
Southwestern Energy
Co.(2)
|
119,156 | 5,120,133 | ||||||
$ | 69,429,461 | |||||||
Pharmaceuticals 2.1%
|
||||||||
Shire PLC ADR
|
83,351 | $ | 7,259,872 | |||||
Watson Pharmaceuticals,
Inc.(2)
|
106,313 | 5,954,591 | ||||||
$ | 13,214,463 | |||||||
Road & Rail 1.0%
|
||||||||
Kansas City
Southern(2)
|
112,904 | $ | 6,147,623 | |||||
$ | 6,147,623 | |||||||
Semiconductors & Semiconductor
Equipment 2.9%
|
||||||||
Atheros Communications,
Inc.(2)
|
193,236 | $ | 8,627,987 | |||||
Broadcom Corp., Class A
|
57,015 | 2,245,251 | ||||||
Cypress Semiconductor
Corp.(2)
|
401,143 | 7,774,151 | ||||||
$ | 18,647,389 | |||||||
Software 6.1%
|
||||||||
Microsoft Corp.
|
616,468 | $ | 15,633,628 | |||||
Oracle Corp.
|
406,475 | 13,564,071 | ||||||
salesforce.com,
inc.(2)
|
72,390 | 9,669,856 | ||||||
$ | 38,867,555 | |||||||
Security | Shares | Value | ||||||
Specialty Retail 1.6%
|
||||||||
Advance Auto Parts, Inc.
|
81,279 | $ | 5,333,528 | |||||
TJX Companies, Inc. (The)
|
97,327 | 4,840,072 | ||||||
$ | 10,173,600 | |||||||
Textiles, Apparel & Luxury
Goods 1.9%
|
||||||||
NIKE, Inc., Class B
|
68,403 | $ | 5,178,107 | |||||
Warnaco Group, Inc.
(The)(2)
|
118,424 | 6,772,669 | ||||||
$ | 11,950,776 | |||||||
Tobacco 1.6%
|
||||||||
Philip Morris International, Inc.
|
158,307 | $ | 10,389,688 | |||||
$ | 10,389,688 | |||||||
Wireless Telecommunication Services 0.5%
|
||||||||
American Tower Corp.,
Class A(2)
|
63,487 | $ | 3,289,896 | |||||
$ | 3,289,896 | |||||||
Total Common Stocks
(identified cost $479,871,255) |
$ | 620,506,419 | ||||||
Interest |
||||||||
Description | (000s omitted) | Value | ||||||
Eaton Vance Cash Reserves Fund, LLC,
0.17%(3)
|
$ | 25,877 | $ | 25,876,581 | ||||
Total Short-Term Investments
(identified cost $25,876,581) |
$ | 25,876,581 | ||||||
Total Investments 101.6%
(identified cost $505,747,836) |
$ | 646,383,000 | ||||||
Number |
Strike |
Expiration |
||||||||||||
Security | of Contracts | Price | Date | Value | ||||||||||
Accenture PLC, Class A
|
760 | $ | 55.00 | 5/21/11 | $ | (112,100 | ) | |||||||
Advance Auto Parts, Inc.
|
485 | 65.00 | 4/16/11 | (65,475 | ) | |||||||||
Air Products and Chemicals, Inc.
|
275 | 90.00 | 5/21/11 | (75,625 | ) | |||||||||
Amazon.com, Inc.
|
325 | 195.00 | 4/16/11 | (14,950 | ) | |||||||||
American Express Co.
|
560 | 46.00 | 5/21/11 | (65,520 | ) | |||||||||
American Tower Corp., Class A
|
320 | 55.00 | 4/16/11 | (3,200 | ) | |||||||||
AmerisourceBergen Corp.
|
940 | 38.00 | 4/16/11 | (162,150 | ) | |||||||||
Apache Corp.
|
210 | 135.00 | 4/16/11 | (23,835 | ) | |||||||||
Apple, Inc.
|
545 | 355.00 | 5/21/11 | (675,800 | ) | |||||||||
Boeing Co. (The)
|
245 | 75.00 | 5/21/11 | (47,775 | ) | |||||||||
Broadcom Corp., Class A
|
285 | 44.00 | 5/21/11 | (13,965 | ) | |||||||||
Celgene Corp.
|
425 | 55.00 | 5/21/11 | (157,250 | ) | |||||||||
Coca-Cola
Co. (The)
|
765 | 65.00 | 5/21/11 | (176,715 | ) | |||||||||
ConocoPhillips
|
340 | 80.00 | 4/16/11 | (51,340 | ) | |||||||||
ConocoPhillips
|
570 | 75.00 | 5/21/11 | (347,700 | ) | |||||||||
Corning, Inc.
|
1,555 | 23.00 | 5/21/11 | (27,990 | ) | |||||||||
Covidien PLC
|
385 | 50.00 | 4/16/11 | (84,700 | ) | |||||||||
Cypress Semiconductor Corp.
|
1,040 | 23.00 | 4/16/11 | (2,600 | ) | |||||||||
Danaher Corp.
|
965 | 52.50 | 5/21/11 | (135,100 | ) | |||||||||
Danaher Corp.
|
1,615 | 52.50 | 6/18/11 | (290,700 | ) | |||||||||
Emerson Electric Co.
|
980 | 60.00 | 5/21/11 | (107,800 | ) | |||||||||
Exxon Mobil Corp.
|
1,555 | 80.00 | 4/16/11 | (691,975 | ) | |||||||||
Exxon Mobil Corp.
|
1,020 | 85.00 | 5/21/11 | (194,310 | ) | |||||||||
Ford Motor Co.
|
3,970 | 16.00 | 6/18/11 | (182,620 | ) |
Number |
Strike |
Expiration |
||||||||||||
Security | of Contracts | Price | Date | Value | ||||||||||
Freeport-McMoran Copper & Gold, Inc.
|
502 | $ | 55.00 | 4/16/11 | $ | (89,356 | ) | |||||||
Freeport-McMoran Copper & Gold, Inc.
|
405 | 57.00 | 5/21/11 | (94,162 | ) | |||||||||
Fresenius Medical Care AG & Co. KGaA ADR
|
430 | 60.00 | 4/16/11 | (326,800 | ) | |||||||||
General Electric Co.
|
1,820 | 21.00 | 6/18/11 | (89,180 | ) | |||||||||
Goldcorp, Inc.
|
1,011 | 49.00 | 4/16/11 | (152,661 | ) | |||||||||
Google, Inc., Class A
|
220 | 605.00 | 5/21/11 | (308,000 | ) | |||||||||
Green Mountain Coffee Roasters, Inc.
|
615 | 65.00 | 4/16/11 | (117,158 | ) | |||||||||
Green Mountain Coffee Roasters, Inc.
|
355 | 70.00 | 5/21/11 | (101,530 | ) | |||||||||
Hess Corp.
|
285 | 90.00 | 4/16/11 | (11,970 | ) | |||||||||
Hess Corp.
|
515 | 90.00 | 5/21/11 | (96,048 | ) | |||||||||
IMAX Corp.
|
355 | 30.00 | 4/16/11 | (80,762 | ) | |||||||||
International Business Machines Corp.
|
785 | 155.00 | 4/16/11 | (667,250 | ) | |||||||||
JDS Uniphase Corp.
|
550 | 26.00 | 4/16/11 | (1,650 | ) | |||||||||
Johnson Controls, Inc.
|
1,125 | 42.00 | 4/16/11 | (67,500 | ) | |||||||||
Juniper Networks, Inc.
|
925 | 45.00 | 4/16/11 | (19,887 | ) | |||||||||
Kansas City Southern
|
585 | 55.00 | 6/18/11 | (163,800 | ) | |||||||||
Lazard, Ltd., Class A
|
560 | 46.00 | 4/16/11 | (2,800 | ) | |||||||||
Lincoln National Corp.
|
300 | 32.00 | 4/16/11 | (2,550 | ) | |||||||||
Lincoln National Corp.
|
505 | 33.00 | 4/16/11 | (1,262 | ) | |||||||||
Macys, Inc.
|
605 | 24.00 | 4/16/11 | (55,055 | ) | |||||||||
Macys, Inc.
|
1,015 | 25.00 | 4/16/11 | (48,212 | ) | |||||||||
Marriott International, Inc., Class A
|
325 | 41.00 | 4/16/11 | (812 | ) | |||||||||
McDonalds Corp.
|
670 | 80.00 | 6/18/11 | (37,520 | ) | |||||||||
McGraw-Hill Cos., Inc. (The)
|
545 | 39.00 | 5/21/11 | (98,100 | ) | |||||||||
Microsoft Corp.
|
3,475 | 26.00 | 6/18/11 | (248,463 | ) | |||||||||
Monsanto Co.
|
920 | 75.00 | 4/16/11 | (61,180 | ) | |||||||||
NIKE, Inc., Class B
|
345 | 90.00 | 4/16/11 | (690 | ) | |||||||||
Oracle Corp.
|
2,035 | 33.00 | 5/21/11 | (276,760 | ) | |||||||||
Peabody Energy Corp.
|
535 | 80.00 | 6/18/11 | (94,428 | ) | |||||||||
PepsiCo, Inc.
|
735 | 65.00 | 4/16/11 | (29,400 | ) | |||||||||
Philip Morris International, Inc.
|
795 | 65.00 | 5/21/11 | (159,000 | ) | |||||||||
PNC Financial Services Group, Inc.
|
250 | 67.50 | 5/21/11 | (14,375 | ) | |||||||||
Prudential Financial, Inc.
|
370 | 62.50 | 4/16/11 | (25,530 | ) | |||||||||
QUALCOMM, Inc.
|
880 | 57.50 | 5/21/11 | (119,680 | ) | |||||||||
Rosetta Resources, Inc.
|
945 | 45.00 | 4/16/11 | (321,300 | ) | |||||||||
Rowan Cos., Inc.
|
1,215 | 39.00 | 4/16/11 | (662,175 | ) | |||||||||
salesforce.com, inc.
|
365 | 145.00 | 4/16/11 | (30,477 | ) | |||||||||
Schlumberger, Ltd.
|
390 | 100.00 | 4/16/11 | (9,945 | ) | |||||||||
Schlumberger, Ltd.
|
685 | 95.00 | 5/21/11 | (226,050 | ) | |||||||||
Shaw Group, Inc. (The)
|
2,190 | 38.00 | 5/21/11 | (229,950 | ) | |||||||||
Shire PLC ADR
|
420 | 85.00 | 4/16/11 | (128,100 | ) | |||||||||
Silver Wheaton Corp.
|
345 | 46.00 | 5/21/11 | (75,555 | ) | |||||||||
Southwestern Energy Co.
|
600 | 44.00 | 6/18/11 | (126,300 | ) | |||||||||
St. Jude Medical, Inc.
|
880 | 55.00 | 5/21/11 | (70,400 | ) | |||||||||
Stifel Financial Corp.
|
280 | 75.00 | 4/16/11 | (11,200 | ) | |||||||||
Target Corp.
|
470 | 57.50 | 4/16/11 | (470 | ) | |||||||||
Tempur-Pedic International, Inc.
|
835 | 50.00 | 4/16/11 | (127,338 | ) | |||||||||
Thermo Fisher Scientific, Inc.
|
405 | 55.00 | 6/18/11 | (98,213 | ) | |||||||||
TJX Companies, Inc. (The)
|
490 | 50.00 | 5/21/11 | (74,725 | ) | |||||||||
United Technologies Corp.
|
630 | 85.00 | 5/21/11 | (127,260 | ) | |||||||||
UnitedHealth Group, Inc.
|
410 | 45.00 | 6/18/11 | (88,765 | ) | |||||||||
Varian Medical Systems, Inc.
|
285 | 75.00 | 5/21/11 | (4,987 | ) | |||||||||
VeriSign, Inc.
|
665 | 38.00 | 4/16/11 | (5,985 | ) | |||||||||
VeriSign, Inc.
|
1,385 | 37.00 | 6/18/11 | (184,898 | ) | |||||||||
Wal-Mart Stores, Inc.
|
595 | 55.00 | 6/18/11 | (18,445 | ) | |||||||||
Warnaco Group, Inc. (The)
|
535 | 60.00 | 5/21/11 | (93,625 | ) |
Number |
Strike |
Expiration |
||||||||||||
Security | of Contracts | Price | Date | Value | ||||||||||
Watson Pharmaceuticals, Inc.
|
535 | $ | 60.00 | 5/21/11 | $ | (46,813 | ) | |||||||
Wells Fargo & Co.
|
1,170 | 34.00 | 4/16/11 | (7,020 | ) | |||||||||
Total Covered Call Options Written
(premiums received $8,399,108) |
$ | (10,144,722 | ) | |||||||||||
Other Assets, Less Liabilities
0.0%(4)
|
$ | (90,733 | ) | |||||||||||
Net Assets 100.0%
|
$ | 636,147,545 | ||||||||||||
The percentage shown for each investment category in the
Portfolio of Investments is based on net assets.
|
||||||
ADR
|
- | American Depositary Receipt | ||||
(1)
|
A portion of each applicable common stock for which a written call option is outstanding at March 31, 2011 has been pledged as collateral for such written option. | |||||
(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 March 31, 2011. Net income allocated from the investment in Eaton Vance Cash Reserves Fund, LLC for the fiscal year to date ended March 31, 2011 was $3,220. | |||||
(4)
|
Amount is less than 0.05%. |
Aggregate cost
|
$ | 507,706,475 | ||
Gross unrealized appreciation
|
$ | 141,694,690 | ||
Gross unrealized depreciation
|
(3,018,165 | ) | ||
Net unrealized appreciation
|
$ | 138,676,525 | ||
Number |
Premiums |
|||||||
of Contracts | Received | |||||||
Outstanding, beginning of period
|
63,115 | $ | 12,344,203 | |||||
Options written
|
107,610 | 13,439,995 | ||||||
Options terminated in closing purchase transactions
|
(69,495 | ) | (11,120,317 | ) | ||||
Options exercised
|
(1,289 | ) | (183,211 | ) | ||||
Options expired
|
(37,733 | ) | (6,081,562 | ) | ||||
Outstanding, end of period
|
62,208 | $ | 8,399,108 | |||||
| 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) |
Asset Description | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stocks*
|
$ | 620,506,419 | $ | | $ | | $ | 620,506,419 | ||||||||
Short-Term Investments
|
$ | | $ | 25,876,581 | $ | | $ | 25,876,581 | ||||||||
Total Investments
|
$ | 620,506,419 | $ | 25,876,581 | $ | | $ | 646,383,000 | ||||||||
Liability Description | ||||||||||||||||
Covered Call Options Written
|
$ | (10,144,722 | ) | $ | | $ | | $ | (10,144,722 | ) | ||||||
Total
|
$ | (10,144,722 | ) | $ | | $ | | $ | (10,144,722 | ) | ||||||
* | The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments. |
By:
|
/s/ Walter A. Row, III
|
|||
President | ||||
Date:
|
May 25, 2011 |
By:
|
/s/ Walter A. Row, III
|
|||
President | ||||
Date:
|
May 25, 2011 | |||
By:
|
/s/ Barbara E. Campbell
|
|||
Treasurer | ||||
Date:
|
May 25, 2011 |