Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
2023年11月29日 - 10:46PM
Edgar (US Regulatory)
Eaton Vance
Risk-Managed Diversified Equity
Income Fund
September 30, 2023
Portfolio of Investments (Unaudited)
| Security
| Shares
| Value
|
| Aerospace & Defense — 0.8%
|
| HEICO Corp.(1)
|
| 26,495
| $ 4,290,335
|
|
|
|
| $ 4,290,335
|
| Automobile Components — 0.6%
|
| Aptiv PLC(1)(2)
|
| 32,087
| $ 3,163,457
|
|
|
|
| $ 3,163,457
|
| Banks — 2.1%
|
| JPMorgan Chase & Co.(1)
|
| 81,669
| $ 11,843,638
|
|
|
|
| $ 11,843,638
|
| Beverages — 3.3%
|
| Coca-Cola Co. (The)(1)
|
| 139,058
| $ 7,784,467
|
| PepsiCo, Inc.(1)
|
| 63,216
| 10,711,319
|
|
|
|
| $ 18,495,786
|
| Biotechnology — 2.2%
|
| AbbVie, Inc.(1)
|
| 79,929
| $ 11,914,217
|
|
|
|
| $ 11,914,217
|
| Broadline Retail — 4.2%
|
| Amazon.com, Inc.(1)(2)
|
| 183,684
| $ 23,349,910
|
|
|
|
| $ 23,349,910
|
| Capital Markets — 4.3%
|
| Intercontinental Exchange, Inc.(1)
|
| 63,746
| $ 7,013,335
|
| S&P Global, Inc.(1)
|
| 23,505
| 8,588,962
|
| Stifel Financial Corp.(1)
|
| 89,557
| 5,502,382
|
| Tradeweb Markets, Inc., Class A(1)
|
| 35,616
| 2,856,403
|
|
|
|
| $ 23,961,082
|
| Chemicals — 1.3%
|
| Linde PLC(1)
|
| 19,956
| $ 7,430,617
|
|
|
|
| $ 7,430,617
|
| Commercial Services & Supplies — 1.1%
|
| Waste Management, Inc.(1)
|
| 38,426
| $ 5,857,659
|
|
|
|
| $ 5,857,659
|
| Security
| Shares
| Value
|
| Consumer Staples Distribution & Retail — 2.2%
|
| Walmart, Inc.(1)
|
| 75,548
| $ 12,082,392
|
|
|
|
| $ 12,082,392
|
| Containers & Packaging — 1.0%
|
| AptarGroup, Inc.(1)
|
| 42,563
| $ 5,322,078
|
|
|
|
| $ 5,322,078
|
| Electric Utilities — 1.0%
|
| NextEra Energy, Inc.(1)
|
| 93,754
| $ 5,371,167
|
|
|
|
| $ 5,371,167
|
| Electrical Equipment — 1.5%
|
| AMETEK, Inc.(1)
|
| 57,664
| $ 8,520,433
|
|
|
|
| $ 8,520,433
|
| Energy Equipment & Services — 0.3%
|
| Halliburton Co.(1)
|
| 39,056
| $ 1,581,768
|
|
|
|
| $ 1,581,768
|
| Entertainment — 1.5%
|
| Netflix, Inc.(1)(2)
|
| 22,436
| $ 8,471,834
|
|
|
|
| $ 8,471,834
|
| Financial Services — 3.8%
|
| Mastercard, Inc., Class A(1)
|
| 41,613
| $ 16,475,003
|
| Shift4 Payments, Inc., Class A(1)(2)
|
| 85,931
| 4,757,999
|
|
|
|
| $ 21,233,002
|
| Ground Transportation — 1.6%
|
| Uber Technologies, Inc.(1)(2)
|
| 191,845
| $ 8,822,952
|
|
|
|
| $ 8,822,952
|
| Health Care Equipment & Supplies — 1.2%
|
| Stryker Corp.(1)
|
| 25,148
| $ 6,872,194
|
|
|
|
| $ 6,872,194
|
| Hotels, Restaurants & Leisure — 0.5%
|
| Domino's Pizza, Inc.(1)
|
| 7,251
| $ 2,746,606
|
|
|
|
| $ 2,746,606
|
| Household Products — 1.8%
|
| Procter & Gamble Co. (The)(1)
|
| 68,113
| $ 9,934,962
|
|
|
|
| $ 9,934,962
|
Eaton Vance
Risk-Managed Diversified Equity
Income Fund
September 30, 2023
Portfolio of Investments
(Unaudited) — continued
| Security
| Shares
| Value
|
| Insurance — 2.6%
|
| Allstate Corp. (The)(1)
|
| 69,072
| $ 7,695,311
|
| W.R. Berkley Corp.
|
| 105,616
| 6,705,560
|
|
|
|
| $ 14,400,871
|
| Interactive Media & Services — 7.6%
|
| Alphabet, Inc., Class C(1)(2)
|
| 159,560
| $ 21,037,986
|
| Meta Platforms, Inc., Class A(1)(2)
|
| 69,805
| 20,956,159
|
|
|
|
| $ 41,994,145
|
| IT Services — 3.0%
|
| Accenture PLC, Class A(1)
|
| 35,759
| $ 10,981,947
|
| Gartner, Inc.(1)(2)
|
| 16,145
| 5,547,583
|
|
|
|
| $ 16,529,530
|
| Life Sciences Tools & Services — 2.3%
|
| Danaher Corp.(1)
|
| 27,925
| $ 6,928,193
|
| Thermo Fisher Scientific, Inc.(1)
|
| 11,797
| 5,971,287
|
|
|
|
| $ 12,899,480
|
| Machinery — 2.4%
|
| Caterpillar, Inc.(1)
|
| 33,286
| $ 9,087,078
|
| Parker-Hannifin Corp.(1)
|
| 10,661
| 4,152,673
|
|
|
|
| $ 13,239,751
|
| Multi-Utilities — 0.8%
|
| Sempra(1)
|
| 68,114
| $ 4,633,795
|
|
|
|
| $ 4,633,795
|
| Oil, Gas & Consumable Fuels — 4.0%
|
| Chevron Corp.(1)
|
| 59,519
| $ 10,036,094
|
| ConocoPhillips(1)
|
| 55,471
| 6,645,426
|
| EOG Resources, Inc.(1)
|
| 43,413
| 5,503,032
|
|
|
|
| $ 22,184,552
|
| Pharmaceuticals — 7.2%
|
| Bristol-Myers Squibb Co.(1)
|
| 105,168
| $ 6,103,951
|
| Eli Lilly & Co.(1)
|
| 32,230
| 17,311,700
|
| Novo Nordisk A/S ADR(1)
|
| 67,830
| 6,168,460
|
| Sanofi
|
| 42,796
| 4,595,231
|
| Zoetis, Inc.(1)
|
| 31,880
| 5,546,482
|
|
|
|
| $ 39,725,824
|
| Professional Services — 2.6%
|
| Booz Allen Hamilton Holding Corp.(1)
|
| 52,421
| $ 5,728,043
|
| Security
| Shares
| Value
|
| Professional Services (continued)
|
| TransUnion(1)
|
| 121,518
| $ 8,723,777
|
|
|
|
| $ 14,451,820
|
| Semiconductors & Semiconductor Equipment — 4.8%
|
| Analog Devices, Inc.(1)
|
| 42,981
| $ 7,525,543
|
| Lam Research Corp.(1)
|
| 6,111
| 3,830,192
|
| NVIDIA Corp.(1)
|
| 35,057
| 15,249,444
|
|
|
|
| $ 26,605,179
|
| Software — 11.8%
|
| ANSYS, Inc.(1)(2)
|
| 18,545
| $ 5,518,065
|
| Fortinet, Inc.(1)(2)
|
| 75,899
| 4,453,753
|
| Intuit, Inc.(1)
|
| 7,761
| 3,965,405
|
| Microsoft Corp.(1)
|
| 149,979
| 47,355,869
|
| Palo Alto Networks, Inc.(1)(2)
|
| 17,297
| 4,055,109
|
|
|
|
| $ 65,348,201
|
| Specialty Retail — 1.8%
|
| O'Reilly Automotive, Inc.(1)(2)
|
| 6,246
| $ 5,676,740
|
| TJX Cos., Inc. (The)(1)
|
| 49,674
| 4,415,025
|
|
|
|
| $ 10,091,765
|
| Technology Hardware, Storage & Peripherals — 8.0%
|
| Apple, Inc.(1)
|
| 260,035
| $ 44,520,592
|
|
|
|
| $ 44,520,592
|
| Textiles, Apparel & Luxury Goods — 2.0%
|
| Lululemon Athletica, Inc.(1)(2)
|
| 14,338
| $ 5,528,876
|
| NIKE, Inc., Class B(1)
|
| 55,545
| 5,311,213
|
|
|
|
| $ 10,840,089
|
| Wireless Telecommunication Services — 0.8%
|
| T-Mobile US, Inc.(1)(2)
|
| 29,804
| $ 4,174,050
|
|
|
|
| $ 4,174,050
|
Total Common Stocks
(identified cost $364,618,981)
|
|
| $542,905,733
|
Eaton Vance
Risk-Managed Diversified Equity
Income Fund
September 30, 2023
Portfolio of Investments
(Unaudited) — continued
| Short-Term Investments — 0.9%
|
| Security
| Shares
| Value
|
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional
Class, 5.27%(3)
|
| 5,244,892
| $ 5,244,892
|
Total Short-Term Investments
(identified cost $5,244,892)
|
|
| $ 5,244,892
|
Total Purchased Put Options — 1.2%
(identified cost $2,583,132)
|
|
| $ 6,465,425
|
Total Investments — 100.1%
(identified cost $372,447,005)
|
|
| $554,616,050
|
Total Written Call Options — (0.1)%
(premiums received $2,875,800)
|
|
| $ (602,565)
|
| Other Assets, Less Liabilities — 0.0%(4)
|
|
| $ 15,303
|
| Net Assets — 100.0%
|
|
| $554,028,788
|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets.
|
| (1)
| Security (or a portion thereof) has been pledged as collateral for written options.
|
| (2)
| Non-income producing security.
|
| (3)
| May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of September 30, 2023.
|
| (4)
| Amount is less than 0.05%.
|
| Purchased Put Options (Exchange-Traded) — 1.2%
|
| Description
| Number of
Contracts
| Notional
Amount
| Exercise
Price
| Expiration
Date
| Value
|
| S&P 500 Index
| 102
| $
| 43,738,110
| $
| 4,370
| 10/2/23
| $ 827,730
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,300
| 10/4/23
| 354,450
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,330
| 10/6/23
| 576,810
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,340
| 10/9/23
| 701,760
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,330
| 10/11/23
| 670,140
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,350
| 10/13/23
| 827,730
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,320
| 10/16/23
| 685,440
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,320
| 10/18/23
| 723,180
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,195
| 10/20/23
| 317,730
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,150
| 10/23/23
| 243,270
|
| S&P 500 Index
| 103
|
| 44,166,915
|
| 4,110
| 10/25/23
| 226,085
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,170
| 10/27/23
| 311,100
|
| Total
|
|
|
|
|
|
| $6,465,425
|
Eaton Vance
Risk-Managed Diversified Equity
Income Fund
September 30, 2023
Portfolio of Investments
(Unaudited) — continued
| Written Call Options (Exchange-Traded) — (0.1)%
|
|
|
|
|
|
|
|
| Description
| Number of
Contracts
| Notional
Amount
| Exercise
Price
| Expiration
Date
| Value
|
| S&P 500 Index
| 102
|
| $43,738,110
|
| $4,595
| 10/2/23
| $ (255)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,550
| 10/4/23
| (510)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,565
| 10/6/23
| (510)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,575
| 10/9/23
| (765)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,550
| 10/11/23
| (1,275)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,565
| 10/13/23
| (2,040)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,540
| 10/16/23
| (5,355)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,540
| 10/18/23
| (8,925)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,460
| 10/20/23
| (77,010)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,430
| 10/23/23
| (137,190)
|
| S&P 500 Index
| 103
|
| 44,166,915
|
| 4,400
| 10/25/23
| (262,650)
|
| S&P 500 Index
| 102
|
| 43,738,110
|
| 4,430
| 10/27/23
| (106,080)
|
| Total
|
|
|
|
|
|
| $(602,565)
|
| Abbreviations:
|
| ADR
| – American Depositary Receipt
|
At September 30, 2023, the Fund had
sufficient cash and/or securities to cover commitments under open derivative contracts.
The Fund is subject to equity price
risk in the normal course of pursuing its investment objectives. The Fund pursues a “collared” options strategy which consists of buying S&P 500 index put options below the current value of the index
and writing S&P 500 index call options above the current value of the index with the same expiration. The strategy uses the premium income from the written call options to buy an equal number of put options. In
buying put options on an index, the Fund in effect, acquires protection against decline in the value of the applicable index below the exercise price in exchange for the option premium paid. In writing index call
options, the Fund in effect, sells potential appreciation in the value of the applicable index above the exercise price. The Fund retains the risk of lost appreciation, minus the premium received, should the price of
the underlying index rise above the exercise price. Under normal market conditions, the Fund’s use of option collars is expected to provide a more consistent level of market exposure and market protection.
Affiliated Investments
At September 30, 2023, the value of
the Fund's investment in funds that may be deemed to be affiliated was $5,244,892, which represents 0.9% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended
September 30, 2023 were as follows:
| Name
| Value,
beginning
of period
| Purchases
| Sales
proceeds
| Net
realized
gain (loss)
| Change in
unrealized
appreciation
(depreciation)
| Value, end
of period
| Dividend
income
| Shares,
end of period
|
| Short-Term Investments
|
| Liquidity Fund, Institutional Class(1)
| $1,728,958
| $88,256,626
| $(84,740,692)
| $ —
| $ —
| $5,244,892
| $87,296
| 5,244,892
|
| (1)
| Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.
|
Fair Value Measurements
Under generally accepted accounting
principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is
summarized in the three broad levels listed below.
| •
|
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.)
|
Eaton Vance
Risk-Managed Diversified Equity
Income Fund
September 30, 2023
Portfolio of Investments
(Unaudited) — continued
| •
|
Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)
|
In cases where the inputs used to
measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs
or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At September 30, 2023, the hierarchy
of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:
| Asset Description
| Level 1
| Level 2
| Level 3
| Total
|
| Common Stocks:
|
|
|
|
|
| Communication Services
| $ 54,640,029
| $ —
| $ —
| $ 54,640,029
|
| Consumer Discretionary
| 50,191,827
| —
| —
| 50,191,827
|
| Consumer Staples
| 40,513,140
| —
| —
| 40,513,140
|
| Energy
| 23,766,320
| —
| —
| 23,766,320
|
| Financials
| 71,438,593
| —
| —
| 71,438,593
|
| Health Care
| 66,816,484
| 4,595,231
| —
| 71,411,715
|
| Industrials
| 55,182,950
| —
| —
| 55,182,950
|
| Information Technology
| 153,003,502
| —
| —
| 153,003,502
|
| Materials
| 12,752,695
| —
| —
| 12,752,695
|
| Utilities
| 10,004,962
| —
| —
| 10,004,962
|
| Total Common Stocks
| $538,310,502
| $4,595,231*
| $ —
| $542,905,733
|
| Short-Term Investments
| $ 5,244,892
| $ —
| $ —
| $ 5,244,892
|
| Purchased Put Options
| 6,465,425
| —
| —
| 6,465,425
|
| Total Investments
| $550,020,819
| $4,595,231
| $ —
| $554,616,050
|
| Liability Description
|
|
|
|
|
| Written Call Options
| $ (602,565)
| $ —
| $ —
| $ (602,565)
|
| Total
| $ (602,565)
| $ —
| $ —
| $ (602,565)
|
| *
| Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of
trading in their applicable foreign markets.
|
For information on the Fund's policy
regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.
Eaton Vance Risk Managed... (NYSE:ETJ)
過去 株価チャート
から 4 2024 まで 5 2024
Eaton Vance Risk Managed... (NYSE:ETJ)
過去 株価チャート
から 5 2023 まで 5 2024
