UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED
MANAGEMENT INVESTMENT COMPANIES
|
Investment Company Act File Number |
|
811-21614 |
|
Eaton Vance Enhanced Equity Income Fund |
||
|
(Exact Name of Registrant as Specified in Charter) |
||
|
The Eaton Vance Building, |
|
02109 |
|
(Address of Principal Executive Offices) |
|
(Zip code) |
|
Alan R. Dynner, Esq. |
||
|
(Name and Address of Agent for Service) |
||
|
Registrant’s Telephone Number, Including Area Code: |
|
(617) 482-8260 |
|
Date of Fiscal Year End: |
|
September 30 |
|
Date of Reporting Period: |
|
June 30, 2007 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund as of June 30, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 98.3%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 4.9% |
|
|
|
|
|
|
|
Boeing Co. |
|
71,252 |
|
$ |
6,851,592 |
|
|
General Dynamics Corp. |
|
164,917 |
|
12,899,808 |
|
|
|
Northrop Grumman Corp. |
|
112,322 |
|
8,746,514 |
|
|
|
Precision Castparts Corp. |
|
37,960 |
|
4,606,826 |
|
|
|
United Technologies Corp. |
|
114,932 |
|
8,152,127 |
|
|
|
|
|
|
|
$ |
41,256,867 |
|
|
Air Freight & Logistics — 1.3% |
|
|
|
|
|
|
|
FedEx Corp. |
|
101,404 |
|
$ |
11,252,802 |
|
|
|
|
|
|
$ |
11,252,802 |
|
|
Auto Components — 1.0% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
95,500 |
|
$ |
8,216,820 |
|
|
|
|
|
|
$ |
8,216,820 |
|
|
Automobiles — 0.5% |
|
|
|
|
|
|
|
Harley-Davidson, Inc. |
|
78,494 |
|
$ |
4,679,027 |
|
|
|
|
|
|
$ |
4,679,027 |
|
|
Beverages — 1.1% |
|
|
|
|
|
|
|
PepsiCo, Inc. |
|
140,287 |
|
$ |
9,097,612 |
|
|
|
|
|
|
$ |
9,097,612 |
|
|
Biotechnology — 1.1% |
|
|
|
|
|
|
|
Amgen, Inc. (2) |
|
26,300 |
|
$ |
1,454,127 |
|
|
Biogen Idec, Inc. (2) |
|
80,268 |
|
4,294,338 |
|
|
|
BioMarin Pharmaceutical, Inc. (2) |
|
186,815 |
|
3,351,461 |
|
|
|
|
|
|
|
$ |
9,099,926 |
|
|
Capital Markets — 10.5% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
202,310 |
|
$ |
8,383,726 |
|
|
Charles Schwab Corp. |
|
448,998 |
|
9,213,439 |
|
|
|
E*Trade Financial Corp. (2) |
|
395,437 |
|
8,735,203 |
|
|
|
Goldman Sachs Group, Inc. |
|
41,870 |
|
9,075,322 |
|
|
|
Invesco PLC |
|
336,400 |
|
8,695,940 |
|
|
|
Mellon Financial Corp. |
|
188,090 |
|
8,275,960 |
|
|
|
Merrill Lynch & Co., Inc. |
|
97,325 |
|
8,134,424 |
|
|
|
Morgan Stanley |
|
119,990 |
|
10,064,761 |
|
|
|
State Street Corp. |
|
131,091 |
|
8,966,624 |
|
|
|
UBS AG |
|
151,528 |
|
9,093,195 |
|
|
|
|
|
|
|
$ |
88,638,594 |
|
|
Chemicals — 3.7% |
|
|
|
|
|
|
|
Airgas, Inc. |
|
156,539 |
|
$ |
7,498,218 |
|
|
Cytec Industries, Inc. |
|
157,176 |
|
10,023,114 |
|
|
1
|
E.I. du Pont de Nemours & Co. |
|
126,969 |
|
$ |
6,455,104 |
|
|
Ecolab, Inc. |
|
177,770 |
|
7,590,779 |
|
|
|
|
|
|
|
$ |
31,567,215 |
|
|
Commercial Banks — 0.8% |
|
|
|
|
|
|
|
Wachovia Corp. |
|
127,500 |
|
$ |
6,534,375 |
|
|
|
|
|
|
$ |
6,534,375 |
|
|
Communications Equipment — 2.3% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
393,212 |
|
$ |
10,950,954 |
|
|
Corning, Inc. (2) |
|
327,630 |
|
8,370,947 |
|
|
|
|
|
|
|
$ |
19,321,901 |
|
|
Computer Peripherals — 3.7% |
|
|
|
|
|
|
|
Apple, Inc. (2) |
|
127,817 |
|
$ |
15,598,787 |
|
|
International Business Machines Corp. |
|
93,052 |
|
9,793,723 |
|
|
|
SanDisk Corp. (2) |
|
115,000 |
|
5,628,100 |
|
|
|
|
|
|
|
$ |
31,020,610 |
|
|
Construction & Engineering — 1.3% |
|
|
|
|
|
|
|
Fluor Corp. |
|
98,953 |
|
$ |
11,020,396 |
|
|
|
|
|
|
$ |
11,020,396 |
|
|
Consumer Finance — 1.4% |
|
|
|
|
|
|
|
American Express Co. |
|
195,169 |
|
$ |
11,940,439 |
|
|
|
|
|
|
$ |
11,940,439 |
|
|
Diversified Financial Services — 1.3% |
|
|
|
|
|
|
|
JPMorgan Chase & Co. |
|
225,763 |
|
$ |
10,938,217 |
|
|
|
|
|
|
$ |
10,938,217 |
|
|
Diversified Telecommunication Services — 1.2% |
|
|
|
|
|
|
|
AT&T, Inc. |
|
239,126 |
|
$ |
9,923,729 |
|
|
|
|
|
|
$ |
9,923,729 |
|
|
Electric Utilities — 1.3% |
|
|
|
|
|
|
|
Edison International |
|
193,446 |
|
$ |
10,856,190 |
|
|
|
|
|
|
$ |
10,856,190 |
|
|
Electrical Equipment — 0.8% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
138,142 |
|
$ |
6,465,046 |
|
|
|
|
|
|
$ |
6,465,046 |
|
|
Energy Equipment & Services — 3.1% |
|
|
|
|
|
|
|
Nabors Industries, Ltd. (2) |
|
162,525 |
|
$ |
5,425,085 |
|
|
Schlumberger, Ltd. |
|
131,106 |
|
11,136,144 |
|
|
|
Transocean, Inc. (2) |
|
92,149 |
|
9,765,951 |
|
|
|
|
|
|
|
$ |
26,327,180 |
|
|
Food & Staples Retailing — 3.8% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (2) |
|
217,089 |
|
$ |
7,821,717 |
|
|
Safeway, Inc. |
|
186,237 |
|
6,337,645 |
|
|
2
|
Walgreen Co. |
|
209,750 |
|
$ |
9,132,515 |
|
|
Wal-Mart Stores, Inc. |
|
173,393 |
|
8,341,937 |
|
|
|
|
|
|
|
$ |
31,633,814 |
|
|
Food Products — 1.3% |
|
|
|
|
|
|
|
Kraft Foods, Inc. |
|
45,945 |
|
$ |
1,619,561 |
|
|
William Wrigley Jr. Co. |
|
162,792 |
|
9,004,026 |
|
|
|
|
|
|
|
$ |
10,623,587 |
|
|
Health Care Equipment & Supplies — 5.3% |
|
|
|
|
|
|
|
Edwards Lifesciences Corp. (2) |
|
138,974 |
|
$ |
6,856,977 |
|
|
Hospira, Inc. (2) |
|
247,613 |
|
9,666,812 |
|
|
|
Medtronic, Inc. |
|
217,249 |
|
11,266,533 |
|
|
|
Respironics, Inc. (2) |
|
120,380 |
|
5,126,984 |
|
|
|
Zimmer Holdings, Inc. (2) |
|
139,566 |
|
11,847,758 |
|
|
|
|
|
|
|
$ |
44,765,064 |
|
|
Hotels, Restaurants & Leisure — 2.7% |
|
|
|
|
|
|
|
Starwood Hotels and Resorts Worldwide, Inc. |
|
178,955 |
|
$ |
12,002,512 |
|
|
Yum! Brands, Inc. |
|
323,332 |
|
10,579,423 |
|
|
|
|
|
|
|
$ |
22,581,935 |
|
|
Household Products — 1.9% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
122,002 |
|
$ |
7,911,830 |
|
|
Procter & Gamble Co. |
|
133,939 |
|
8,195,727 |
|
|
|
|
|
|
|
$ |
16,107,557 |
|
|
Independent Power Producers & Energy Traders — 0.9% |
|
|
|
|
|
|
|
Mirant Corp. (2) |
|
171,685 |
|
$ |
7,322,365 |
|
|
|
|
|
|
$ |
7,322,365 |
|
|
Insurance — 4.5% |
|
|
|
|
|
|
|
Allstate Corp. (The) |
|
147,936 |
|
$ |
9,099,543 |
|
|
Assurant, Inc. |
|
166,960 |
|
9,837,283 |
|
|
|
Lincoln National Corp. |
|
126,353 |
|
8,964,745 |
|
|
|
W. R. Berkley Corp. |
|
113,500 |
|
3,693,290 |
|
|
|
Willis Group Holdings, Ltd. |
|
148,942 |
|
6,562,385 |
|
|
|
|
|
|
|
$ |
38,157,246 |
|
|
Internet Software & Services — 1.1% |
|
|
|
|
|
|
|
Google, Inc., Class A (2) |
|
17,200 |
|
$ |
9,002,136 |
|
|
|
|
|
|
$ |
9,002,136 |
|
|
IT Services — 1.3% |
|
|
|
|
|
|
|
Paychex, Inc. |
|
270,790 |
|
$ |
10,593,305 |
|
|
|
|
|
|
$ |
10,593,305 |
|
|
Life Sciences Tools & Services — 1.2% |
|
|
|
|
|
|
|
Thermo Fisher Scientific, Inc. (2) |
|
194,263 |
|
$ |
10,047,282 |
|
|
|
|
|
|
$ |
10,047,282 |
|
3
|
Machinery — 1.9% |
|
|
|
|
|
|
|
Danaher Corp. |
|
85,104 |
|
$ |
6,425,352 |
|
|
Parker Hannifin Corp. |
|
96,422 |
|
9,440,678 |
|
|
|
|
|
|
|
$ |
15,866,030 |
|
|
Media — 2.7% |
|
|
|
|
|
|
|
Comcast Corp., Class A (2) |
|
503,924 |
|
$ |
14,170,343 |
|
|
Time Warner, Inc. |
|
400,849 |
|
8,433,863 |
|
|
|
|
|
|
|
$ |
22,604,206 |
|
|
Multiline Retail — 1.0% |
|
|
|
|
|
|
|
Macy’s, Inc. |
|
214,918 |
|
$ |
8,549,438 |
|
|
|
|
|
|
$ |
8,549,438 |
|
|
Multi-Utilities — 0.9% |
|
|
|
|
|
|
|
CMS Energy Corp. |
|
464,178 |
|
$ |
7,983,862 |
|
|
|
|
|
|
$ |
7,983,862 |
|
|
Oil, Gas & Consumable Fuels — 7.8% |
|
|
|
|
|
|
|
Anadarko Petroleum Corp. |
|
177,572 |
|
$ |
9,231,968 |
|
|
Exxon Mobil Corp. |
|
242,510 |
|
20,341,739 |
|
|
|
Hess Corp. |
|
147,261 |
|
8,682,509 |
|
|
|
Occidental Petroleum Corp. |
|
74,613 |
|
4,318,600 |
|
|
|
Suncor Energy, Inc. |
|
91,111 |
|
8,192,701 |
|
|
|
Western Refining, Inc. |
|
106,517 |
|
6,156,683 |
|
|
|
Williams Co., Inc. |
|
264,933 |
|
8,377,181 |
|
|
|
|
|
|
|
$ |
65,301,381 |
|
|
Personal Products — 0.5% |
|
|
|
|
|
|
|
Herbalife, Ltd. |
|
97,265 |
|
$ |
3,856,557 |
|
|
|
|
|
|
$ |
3,856,557 |
|
|
Pharmaceuticals — 4.2% |
|
|
|
|
|
|
|
Allergan, Inc. |
|
165,818 |
|
$ |
9,557,750 |
|
|
Schering-Plough Corp. |
|
393,269 |
|
11,971,108 |
|
|
|
Shire PLC ADR |
|
78,500 |
|
5,819,205 |
|
|
|
Wyeth |
|
138,475 |
|
7,940,157 |
|
|
|
|
|
|
|
$ |
35,288,220 |
|
|
Real Estate Investment Trusts (REITs) — 0.7% |
|
|
|
|
|
|
|
Vornado Realty Trust |
|
56,954 |
|
$ |
6,255,827 |
|
|
|
|
|
|
$ |
6,255,827 |
|
|
Semiconductors & Semiconductor Equipment — 5.3% |
|
|
|
|
|
|
|
Applied Materials, Inc. |
|
422,758 |
|
$ |
8,400,201 |
|
|
Broadcom Corp., Class A (2) |
|
142,419 |
|
4,165,756 |
|
|
|
Intel Corp. |
|
229,507 |
|
5,453,086 |
|
|
|
Marvell Technology Group, Ltd. (2) |
|
306,719 |
|
5,585,353 |
|
|
4
|
Micron Technology, Inc. (2) |
|
769,874 |
|
$ |
9,646,521 |
|
|
Texas Instruments, Inc. |
|
297,702 |
|
11,202,526 |
|
|
|
|
|
|
|
$ |
44,453,443 |
|
|
Software — 2.6% |
|
|
|
|
|
|
|
Microsoft Corp. |
|
492,811 |
|
$ |
14,523,140 |
|
|
Oracle Corp. (2) |
|
363,896 |
|
7,172,390 |
|
|
|
|
|
|
|
$ |
21,695,530 |
|
|
Specialty Retail — 2.0% |
|
|
|
|
|
|
|
Bed Bath & Beyond, Inc. (2) |
|
245,175 |
|
$ |
8,823,848 |
|
|
Best Buy Co., Inc. |
|
170,946 |
|
7,978,050 |
|
|
|
|
|
|
|
$ |
16,801,898 |
|
|
Textiles, Apparel & Luxury Goods — 1.3% |
|
|
|
|
|
|
|
Nike, Inc., Class B |
|
191,386 |
|
$ |
11,155,890 |
|
|
|
|
|
|
$ |
11,155,890 |
|
|
Thrifts & Mortgage Finance — 0.5% |
|
|
|
|
|
|
|
Freddie Mac |
|
73,895 |
|
$ |
4,485,427 |
|
|
|
|
|
|
$ |
4,485,427 |
|
|
Tobacco — 0.5% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
66,133 |
|
$ |
4,638,569 |
|
|
|
|
|
|
$ |
4,638,569 |
|
|
Wireless Telecommunication Services — 1.1% |
|
|
|
|
|
|
|
Alltel Corp. |
|
49,998 |
|
$ |
3,377,365 |
|
|
NII Holdings, Inc. (2) |
|
74,106 |
|
5,983,318 |
|
|
|
|
|
|
|
$ |
9,360,683 |
|
|
Total Common Stocks |
|
|
|
$ |
827,288,198 |
|
Short-Term Investments — 4.6%
|
Description |
|
Interest |
|
Value |
|
|
|
Investment in Cash Management Portfolio, 4.82% (3) |
|
38,672 |
|
$ |
38,672,378 |
|
|
Total Short-Term Investments |
|
|
|
$ |
38,672,378 |
|
|
Total
Investments — 102.9% |
|
|
|
$ |
865,960,576 |
|
5
Covered Call Options Written — (2.9%)
|
Type of Contract |
|
Number of |
|
Premium |
|
Value |
|
||
|
Airgas, Inc., Expires 07/21/07, Strike 45.00 |
|
1,565 |
|
$ |
261,507 |
|
$ |
(547,750 |
) |
|
Allergan, Inc., Expires 07/21/07, Strike 57.50 |
|
560 |
|
150,386 |
|
(75,600 |
) |
||
|
Allstate Corp., Expires 07/21/07, Strike 62.50 |
|
970 |
|
234,830 |
|
(53,350 |
) |
||
|
Alltel Corp., Expires 07/21/07, Strike 65.00 |
|
499 |
|
123,302 |
|
(142,214 |
) |
||
|
Altria Group, Inc., Expires 09/22/07, Strike 70.00 |
|
245 |
|
50,739 |
|
(63,945 |
) |
||
|
American Express Co.,
Expires 07/21/07, |
|
1,035 |
|
205,155 |
|
(414,000 |
) |
||
|
Amgen, Inc., Expires 07/21/07, Strike 65.00 |
|
100 |
|
31,710 |
|
(500 |
) |
||
|
Anadarko Petroleum Corp., Expires 08/18/07, Strike 50.00 |
|
1,125 |
|
216,109 |
|
(402,750 |
) |
||
|
Apple, Inc., Expires 07/21/07, Strike 105.00 |
|
604 |
|
254,944 |
|
(1,069,080 |
) |
||
|
Apple, Inc., Expires 07/21/07, Strike 115.00 |
|
674 |
|
102,514 |
|
(620,080 |
) |
||
|
Applied
Materials, Inc., Expires 07/20/07, |
|
1,995 |
|
224,354 |
|
(223,440 |
) |
||
|
Assurant, Inc., Expires 09/22/07, Strike 60.00 |
|
910 |
|
188,458 |
|
(166,075 |
) |
||
|
AT&T, Inc., Expires 07/21/07, Strike 40.00 |
|
1,000 |
|
142,270 |
|
(165,000 |
) |
||
|
Bank New York Co., Inc., Expires 10/20/07, Strike 40.00 |
|
1,385 |
|
214,118 |
|
(429,350 |
) |
||
|
Best Buy Co., Expires 09/22/07, Strike 45.00 |
|
580 |
|
146,216 |
|
(203,000 |
) |
||
|
Biogen Idec, Inc., Expires 07/21/07, Strike 50.00 |
|
490 |
|
89,228 |
|
(176,400 |
) |
||
|
Biomarin Pharmacy, Inc., Expires 07/21/07, Strike 17.50 |
|
1,080 |
|
65,987 |
|
(67,500 |
) |
||
|
BJ’s Wholesales Club, Inc., Expires 09/22/07, Strike 40.00 |
|
2,170 |
|
212,743 |
|
(130,200 |
) |
||
|
Boeing Co., Expires 08/18/07, Strike 100.00 |
|
712 |
|
177,712 |
|
(115,344 |
) |
||
|
BorgWarner, Inc., Expires 07/21/07, Strike 75.00 |
|
955 |
|
391,639 |
|
(1,060,050 |
) |
||
|
Broadcom Corp., Class A, Expires 08/18/07, Strike 35.00 |
|
865 |
|
161,839 |
|
(21,625 |
) |
||
|
Charles Schwab Corp.,
Expires 09/22/07, |
|
2,835 |
|
208,653 |
|
(155,925 |
) |
||
|
Cisco Systems, Inc., Expires 07/21/07, Strike 27.50 |
|
1,675 |
|
152,590 |
|
(125,625 |
) |
||
|
Colgate-Palmolive Co.,
Expires 08/18/07, |
|
1,220 |
|
68,441 |
|
(18,300 |
) |
||
|
Comcast Corp.,
Class A, Expires 07/21/07, |
|
2,905 |
|
282,067 |
|
(246,925 |
) |
||
|
Corning, Inc., Expires 08/18/07, Strike 25.00 |
|
2,225 |
|
311,606 |
|
(356,000 |
) |
||
|
Cytec Industries, Inc., Expires 08/18/07, Strike 60.00 |
|
950 |
|
220,492 |
|
(451,250 |
) |
||
|
Danaher Corp., Expires 09/22/07, Strike 75.00 |
|
851 |
|
125,674 |
|
(331,890 |
) |
||
|
E*Trade Financial Corp., Expires 07/21/07, Strike 22.50 |
|
2,725 |
|
336,817 |
|
(163,500 |
) |
||
|
E.I. du Pont de Nemours & Co., Expires 07/21/07, Strike 52.50 |
|
890 |
|
97,542 |
|
(26,700 |
) |
||
|
Ecolab, Inc., Expires 10/20/07, Strike 45.00 |
|
820 |
|
110,370 |
|
(90,200 |
) |
||
6
|
Edison International,
Expires 07/21/07, |
|
1,934 |
|
$ |
279,710 |
|
$ |
(454,490 |
) |
|
Edwards Lifesciences Corp., Expires 08/18/07, Strike 50.00 |
|
635 |
|
174,527 |
|
(73,025 |
) |
||
|
Emerson Electric Co.,
Expires 09/22/07, |
|
1,381 |
|
175,202 |
|
(89,765 |
) |
||
|
Exxon Mobil Corp., Expires 07/21/07, Strike 80.00 |
|
1,505 |
|
448,152 |
|
(692,300 |
) |
||
|
FedEx Corp., Expires 07/21/07, Strike 110.00 |
|
590 |
|
229,967 |
|
(168,150 |
) |
||
|
Fluor Corp., Expires 07/21/07, Strike 95.00 |
|
989 |
|
521,294 |
|
(1,592,290 |
) |
||
|
Freddie Mac, Expires 10/20/07, Strike 65.00 |
|
385 |
|
72,852 |
|
(55,825 |
) |
||
|
General Dynamics Corp., Expires 08/18/07, Strike 85.00 |
|
1,649 |
|
217,829 |
|
(57,715 |
) |
||
|
Goldman Sachs Group, Inc., Expires 07/21/07, Strike 230.00 |
|
320 |
|
283,868 |
|
(30,400 |
) |
||
|
Google, Inc.,
Class A, Expires 09/22/07, |
|
70 |
|
187,647 |
|
(210,700 |
) |
||
|
Harley
Davidson, Inc., Expires 07/21/07, |
|
500 |
|
98,603 |
|
(12,500 |
) |
||
|
Herbalife Ltd., Expires 08/18/07, Strike 40.00 |
|
290 |
|
74,558 |
|
(44,950 |
) |
||
|
Hess Corp., Expires 08/18/07, Strike 60.00 |
|
995 |
|
250,836 |
|
(233,825 |
) |
||
|
Hospira, Inc., Expires 08/18/07, Strike 40 .00 |
|
1,435 |
|
232,610 |
|
(229,600 |
) |
||
|
Intel Corp., Expires 07/21/07, Strike 22.50 |
|
1,365 |
|
126,397 |
|
(210,210 |
) |
||
|
International Business Machines Corp., Expires 07/21/07, Strike 105.00 |
|
615 |
|
135,052 |
|
(129,150 |
) |
||
|
JPMorgan
Chase & Co., Expires 09/22/07, |
|
1,565 |
|
127,045 |
|
(84,510 |
) |
||
|
Lincoln National Corp.,
Expires 07/21/07, |
|
1,263 |
|
214,201 |
|
(15,787 |
) |
||
|
Macy’s, Inc., Expires 08/18/07, Strike 40.00 |
|
1,150 |
|
169,162 |
|
(258,750 |
) |
||
|
Marvell Technology Group, Ltd., Expires 08/18/07, Strike 17.50 |
|
1,095 |
|
205,003 |
|
(180,675 |
) |
||
|
Medtronic, Inc., Expires 08/18/07, Strike 55.00 |
|
1,270 |
|
164,259 |
|
(74,930 |
) |
||
|
Mellon Financial Corp.,
Expires 09/22/07, |
|
1,880 |
|
248,344 |
|
(357,200 |
) |
||
|
Merrill Lynch & Co., Inc., Expires 07/21/07, Strike 95.00 |
|
973 |
|
223,884 |
|
(9,730 |
) |
||
|
Micron Technology, Inc., Expires 10/20/07, Strike 12.00 |
|
3,985 |
|
476,599 |
|
(557,900 |
) |
||
|
Microsoft Corp., Expires 07/21/07, Strike 30.00 |
|
1,780 |
|
152,363 |
|
(69,420 |
) |
||
|
Mirant Corp., Expires 09/22/07, Strike 45.00 |
|
925 |
|
233,189 |
|
(178,063 |
) |
||
|
Morgan Stanley, Expires 07/21/07, Strike 80.00 |
|
595 |
|
266,020 |
|
(273,700 |
) |
||
|
Nabors Industries, Ltd.,
Expires 09/22/07, |
|
1,215 |
|
136,199 |
|
(91,125 |
) |
||
|
NII Holdings, Inc., Expires 09/22/07, Strike 85.00 |
|
570 |
|
192,144 |
|
(179,550 |
) |
||
|
Nike, Inc., Expires 07/21/07, Strike 52.50 |
|
1,913 |
|
515,737 |
|
(1,147,800 |
) |
||
7
|
Northrop Grumman Corp., Expires 08/18/07, Strike 80.00 |
|
1,123 |
|
$ |
99,496 |
|
$ |
(131,953 |
) |
|
Occidental Petroleum Corp., Expires 11/17/07, Strike 60.00 |
|
495 |
|
156,962 |
|
(173,250 |
) |
||
|
Oracle Corp., Expires 09/22/07, Strike 20.00 |
|
2,160 |
|
209,733 |
|
(200,880 |
) |
||
|
Parker Hannifin Corp.,
Expires 08/18/07, |
|
675 |
|
328,787 |
|
(695,250 |
) |
||
|
Paychex, Inc., Expires 09/22/07, Strike 37.50 |
|
1,750 |
|
373,252 |
|
(468,125 |
) |
||
|
PepsiCo, Inc., Expires 07/21/07, Strike 65.00 |
|
1,302 |
|
176,988 |
|
(123,690 |
) |
||
|
Precision Castparts Corp., Expires 09/22/07, Strike 120.00 |
|
255 |
|
191,066 |
|
(191,250 |
) |
||
|
Procter &
Gamble Co., Expires 10/20/07, |
|
640 |
|
56,703 |
|
(57,600 |
) |
||
|
Respironics, Inc., Expires 07/21/07, Strike 45.00 |
|
1,118 |
|
91,226 |
|
(5,590 |
) |
||
|
Safeway, Inc., Expires 09/22/07, Strike 35.00 |
|
1,862 |
|
343,720 |
|
(274,645 |
) |
||
|
SanDisk Corp., Expires 07/21/07, Strike 42.50 |
|
570 |
|
155,095 |
|
(370,500 |
) |
||
|
Schering-Plough Corp.,
Expires 08/18/07, |
|
3,932 |
|
290,098 |
|
(530,820 |
) |
||
|
Schlumberger, Ltd., Expires 08/18/07, Strike 85.00 |
|
1,311 |
|
386,215 |
|
(537,510 |
) |
||
|
Shire PLC ADR, Expires 07/21/07, Strike 65.00 |
|
400 |
|
134,838 |
|
(386,000 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 08/18/07, Strike 70.00 |
|
1,240 |
|
427,235 |
|
(210,800 |
) |
||
|
State Street Corp., Expires 08/18/07, Strike 70.00 |
|
815 |
|
160,634 |
|
(130,400 |
) |
||
|
Suncor Energy, Inc., Expires 09/22/07, Strike 95.00 |
|
570 |
|
212,493 |
|
(205,770 |
) |
||
|
Texas
Instruments, Inc., Expires 07/21/07, |
|
2,060 |
|
351,101 |
|
(601,520 |
) |
||
|
Thermo Fisher Scientific, Inc., Expires 09/22/07, Strike 55.00 |
|
1,942 |
|
295,374 |
|
(203,910 |
) |
||
|
Time Warner, Inc., Expires 07/21/07, Strike 20.00 |
|
850 |
|
105,908 |
|
(97,750 |
) |
||
|
Transocean, Inc., Expires 08/18/07, Strike 100.00 |
|
730 |
|
326,378 |
|
(657,000 |
) |
||
|
UBS AG, Expires 09/22/07, Strike 65.00 |
|
930 |
|
155,401 |
|
(83,700 |
) |
||
|
United Technologies Corp., Expires 08/18/07, Strike 70.00 |
|
1,149 |
|
212,102 |
|
(315,975 |
) |
||
|
Vornado Realty Trust,
Expires 09/22/07, |
|
330 |
|
140,941 |
|
(105,600 |
) |
||
|
W. R. Berkley Corp., Expires 10/20/07, Strike 35.00 |
|
1,135 |
|
69,915 |
|
(90,800 |
) |
||
|
Wachovia Corp., Expires 07/21/07, Strike 55.00 |
|
895 |
|
175,659 |
|
(8,950 |
) |
||
|
Walgreen Co., Expires 07/21/07, Strike 45.00 |
|
1,480 |
|
225,104 |
|
(29,600 |
) |
||
|
Wal-Mart Store, Inc., Expires 09/22/07, Strike 50.00 |
|
850 |
|
105,908 |
|
(85,000 |
) |
||
|
Western
Refining, Inc., Expires 09/22/07, |
|
480 |
|
211,696 |
|
(312,000 |
) |
||
|
William Wrigley Jr. Co.,
Expires 09/22/07, |
|
880 |
|
208,671 |
|
(202,400 |
) |
||
|
Williams Co., Expires 08/18/07, Strike 32.50 |
|
2,649 |
|
323,438 |
|
(264,900 |
) |
||
|
Willis Group Holdings, Ltd., Expires 07/21/07, Strike 40.00 |
|
19 |
|
3,935 |
|
(7,885 |
) |
||
8
|
Wyeth, Expires 07/21/07, Strike 57.50 |
|
705 |
|
$ |
84,317 |
|
$ |
(84,600 |
) |
|
Yum! Brands, Inc., Expires 07/21/07, Strike 32.50 |
|
3,232 |
|
253,870 |
|
(342,592 |
) |
||
|
Zimmer
Holdings, Inc., Expires 09/22/07, |
|
960 |
|
194,080 |
|
(141,600 |
) |
||
|
Total
Covered Call Options Written |
|
|
|
|
|
$ |
(24,207,418 |
) |
|
|
Other Assets, Less Liabilities — (0.0)% |
|
|
|
|
|
$ |
(138,527 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
841,614,631 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
A portion of each common stock holding has been segregated as collateral for its corresponding 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 June 30, 2007. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at June 30, 2007, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
822,346,099 |
|
|
Gross unrealized appreciation |
|
$ |
54,343,972 |
|
|
Gross unrealized depreciation |
|
(10,729,495 |
) |
|
|
Net unrealized appreciation |
|
$ |
43,614,477 |
|
Written call option activity for the period ended June 30, 2007 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
121,044 |
|
$ |
24,036,509 |
|
|
Options written |
|
346,807 |
|
61,340,001 |
|
|
|
Options terminated in closing purchase transactions |
|
(305,539 |
) |
(55,335,989 |
) |
|
|
Options expired |
|
(49,366 |
) |
(10,408,918 |
) |
|
|
Outstanding, end of period |
|
112,946 |
|
$ |
19,631,603 |
|
At June 30, 2007, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
9
Item 2. Controls and Procedures
(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant on this Form N-Q has been recorded, processed, summarized and reported within the time period specified in the Commission’s rules and forms and that the information required to be disclosed by the registrant on this Form N-Q has been accumulated and communicated to the registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrant’s internal controls over financial reporting during the fiscal quarter for which the report is being filed that have materially affected, or are reasonably likely to materially affect the registrant’s internal control over financial reporting.
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Eaton Vance Enhanced Equity Income Fund
|
By: |
|
/s/ Duncan W. Richardson |
|
|
|
Duncan W. Richardson |
|
|
|
President |
|
Date: |
|
August 21, 2007 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
By: |
|
/s/ Duncan W. Richardson |
|
|
|
Duncan W. Richardson |
|
|
|
President |
|
Date: |
|
August 21, 2007 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer |
|
Date: |
|
August 21, 2007 |