Regulatory Filings • Aug 29, 2007
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Download Source FileN-Q 1 a07-18276_1nq.htm N-Q
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, 255 State Street, Boston, Massachusetts | 02109 |
| (Address of | |
| Principal Executive Offices) | (Zip code) |
| Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109 | |
| (Name and Address | |
| of Agent for Service) | |
| Registrants Telephone | |
| Number, Including Area Code: | (617) |
| 482-8260 | |
| Date of Fiscal Year End: | September |
| 30 | |
| Date of Reporting | |
| Period: | June |
| 30, 2007 |
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Item 1. Schedule of Investments
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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
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| E.I. du Pont de
Nemours & Co. | 126,969 | $ |
| --- | --- | --- |
| 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% | | |
| BJs Wholesale
Club, Inc. (2) | 217,089 | $ 7,821,717 |
| Safeway, Inc. | 186,237 | 6,337,645 |
2
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| Walgreen Co. | 209,750 | $ |
|---|---|---|
| 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
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| 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% | ||
| Macys, 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
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| Micron Technology, Inc.
(2) | 769,874 | $ |
| --- | --- | --- |
| 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 (identified cost $782,618,631) | | $ 827,288,198 |
Short-Term Investments 4.6%
| Description | Interest (000s omitted) | Value |
|---|---|---|
| Investment in | ||
| Cash Management Portfolio, 4.82% (3) | 38,672 | $ 38,672,378 |
| Total Short-Term Investments (identified cost, $38,672,378) | $ 38,672,378 | |
| Total | ||
| Investments 102.9% (identified cost $821,291,009) | $ 865,960,576 |
5
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Covered Call Options Written (2.9%)
| Type of Contract | Number of Contracts | Premium Received | 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, Strike 57.50 | 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, Strike 19.00 | 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 | ) |
| BJs 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, Strike 22.50 | 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, Strike 70.00 | 1,220 | 68,441 | (18,300 | ) |
| Comcast Corp., | ||||
| Class A, Expires 07/21/07, Strike 27.50 | 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
SEQ.=1,FOLIO='6',FILE='C:\fc\23613820344_H11176_2373585\18276-1-bg-001.htm',USER='jmsproofassembler',CD='Aug 24 13:09 2007'
| Edison International,
Expires 07/21/07, Strike 55.00 | 1,934 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| Edwards Lifesciences
Corp., Expires 08/18/07, Strike 50.00 | 635 | 174,527 | (73,025 | ) |
| Emerson Electric Co.,
Expires 09/22/07, Strike 50.00 | 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, Strike 520.00 | 70 | 187,647 | (210,700 | ) |
| Harley
Davidson, Inc., Expires 07/21/07, Strike 65.00 | 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, Strike 52.50 | 1,565 | 127,045 | (84,510 | ) |
| Lincoln National Corp.,
Expires 07/21/07, Strike 75.00 | 1,263 | 214,201 | (15,787 | ) |
| Macys, 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, Strike 45.00 | 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, Strike 37.50 | 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
SEQ.=1,FOLIO='7',FILE='C:\fc\23613820344_H11176_2373585\18276-1-bg-001.htm',USER='jmsproofassembler',CD='Aug 24 13:09 2007'
| Northrop Grumman Corp.,
Expires 08/18/07, Strike 80.00 | 1,123 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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, Strike 90.00 | 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, Strike 65.00 | 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, Strike 30.00 | 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, Strike 35.00 | 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, Strike 115.00 | 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, Strike 55.00 | 480 | 211,696 | (312,000 | ) |
| William Wrigley Jr. Co.,
Expires 09/22/07, Strike 55.00 | 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
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| Wyeth, Expires 07/21/07,
Strike 57.50 | 705 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| Yum! Brands, Inc.,
Expires 07/21/07, Strike 32.50 | 3,232 | 253,870 | (342,592 | ) |
| Zimmer
Holdings, Inc., Expires 09/22/07, Strike 90.00 | 960 | 194,080 | (141,600 | ) |
| Total
Covered Call Options Written (premiums received $19,631,603) | | | $ (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 | $ | |
|---|---|---|
| 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:
| Outstanding, beginning
of period | Number of Contracts — 121,044 | | Premiums Received — $ 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
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Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants 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 Commissions 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 registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants 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 registrants internal control over financial reporting.
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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 |
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