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 Services) |
||
|
Registrant’s Telephone Number, Including Area Code: |
|
(617) 482-8260 |
|
Date of Fiscal Year End: |
|
September 30 |
|
Date of Reporting Period: |
|
June 30, 2006 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund as of June 30, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 101.2%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 6.2% |
|
|
|
|
|
|
|
Boeing Co. |
|
98,000 |
|
$ |
8,027,180 |
|
|
General Dynamics Corp. |
|
129,694 |
|
8,489,769 |
|
|
|
L-3 Communications Holdings, Inc. |
|
105,000 |
|
7,919,100 |
|
|
|
Northrop Grumman Corp. |
|
115,600 |
|
7,405,336 |
|
|
|
Precision Castparts Corp. |
|
137,078 |
|
8,191,781 |
|
|
|
United Technologies Corp. |
|
125,000 |
|
7,927,500 |
|
|
|
|
|
|
|
$ |
47,960,666 |
|
|
Auto Components — 1.3% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
158,700 |
|
10,331,370 |
|
|
|
|
|
|
|
$ |
10,331,370 |
|
|
Beverages — 1.5% |
|
|
|
|
|
|
|
PepsiCo, Inc. |
|
197,000 |
|
11,827,880 |
|
|
|
|
|
|
|
$ |
11,827,880 |
|
|
Biotechnology — 1.9% |
|
|
|
|
|
|
|
Amgen, Inc. (2) |
|
96,900 |
|
6,320,787 |
|
|
|
Biogen Idec, Inc. (2) |
|
180,000 |
|
8,339,400 |
|
|
|
|
|
|
|
$ |
14,660,187 |
|
|
Capital Markets — 5.3% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
214,000 |
|
6,890,800 |
|
|
|
Deutsche Bank AG |
|
60,600 |
|
6,817,500 |
|
|
|
E*Trade Financial Corp. (2) |
|
247,000 |
|
5,636,540 |
|
|
|
Mellon Financial Corp. |
|
195,000 |
|
6,713,850 |
|
|
|
Merrill Lynch & Co., Inc. |
|
115,400 |
|
8,027,224 |
|
|
|
UBS AG |
|
68,300 |
|
7,492,510 |
|
|
|
|
|
|
|
$ |
41,578,424 |
|
|
Chemicals — 1.0% |
|
|
|
|
|
|
|
Ecolab, Inc. |
|
195,000 |
|
7,913,100 |
|
|
|
|
|
|
|
$ |
7,913,100 |
|
|
Commercial Banks — 4.1% |
|
|
|
|
|
|
|
Commerce Bancorp, Inc. |
|
234,500 |
|
8,364,615 |
|
|
|
SunTrust Banks, Inc. |
|
159,000 |
|
12,125,340 |
|
|
|
Wells Fargo & Co. |
|
175,400 |
|
11,765,832 |
|
|
|
|
|
|
|
$ |
32,255,787 |
|
|
Commercial Services & Supplies — 1.4% |
|
|
|
|
|
|
|
Cintas Corp. |
|
130,200 |
|
5,176,752 |
|
|
|
Donnelley (R.R.) & Sons Co. |
|
188,000 |
|
6,006,600 |
|
|
|
|
|
|
|
$ |
11,183,352 |
|
1
|
Communications Equipment — 2.8% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
371,100 |
|
$ |
7,247,583 |
|
|
Corning, Inc. (2) |
|
338,000 |
|
8,176,220 |
|
|
|
QUALCOMM, Inc. |
|
153,800 |
|
6,162,766 |
|
|
|
|
|
|
|
$ |
21,586,569 |
|
|
Computer Peripherals — 4.7% |
|
|
|
|
|
|
|
Apple Computer, Inc. (2) |
|
123,000 |
|
7,025,760 |
|
|
|
EMC Corp. (2) |
|
577,000 |
|
6,329,690 |
|
|
|
Hewlett-Packard Co. |
|
173,800 |
|
5,505,984 |
|
|
|
International Business Machines Corp. |
|
132,300 |
|
10,163,286 |
|
|
|
Seagate Technology (2) |
|
320,000 |
|
7,244,800 |
|
|
|
|
|
|
|
$ |
36,269,520 |
|
|
Construction & Engineering — 1.1% |
|
|
|
|
|
|
|
Fluor Corp. |
|
92,200 |
|
8,568,146 |
|
|
|
|
|
|
|
$ |
8,568,146 |
|
|
Consumer Finance — 2.4% |
|
|
|
|
|
|
|
American Express Co. |
|
198,800 |
|
10,580,136 |
|
|
|
Capital One Financial Corp. |
|
95,000 |
|
8,117,750 |
|
|
|
|
|
|
|
$ |
18,697,886 |
|
|
Diversified Financial Services — 1.5% |
|
|
|
|
|
|
|
Citigroup, Inc. |
|
237,600 |
|
11,461,824 |
|
|
|
|
|
|
|
$ |
11,461,824 |
|
|
Diversified Telecommunication Services — 0.1% |
|
|
|
|
|
|
|
Embarq Corp. (2) |
|
13,115 |
|
537,584 |
|
|
|
|
|
|
|
$ |
537,584 |
|
|
Electric Utilities — 1.0% |
|
|
|
|
|
|
|
Exelon Corp. |
|
139,500 |
|
7,927,785 |
|
|
|
|
|
|
|
$ |
7,927,785 |
|
|
Electrical Equipment — 1.0% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
94,000 |
|
7,878,140 |
|
|
|
|
|
|
|
$ |
7,878,140 |
|
|
Energy Equipment & Services — 5.4% |
|
|
|
|
|
|
|
Diamond Offshore Drilling, Inc. |
|
101,683 |
|
8,534,254 |
|
|
|
Halliburton Co. |
|
172,000 |
|
12,764,120 |
|
|
|
Nabors Industries, Ltd. (2) |
|
192,800 |
|
6,514,712 |
|
|
|
Noble Corp. |
|
84,500 |
|
6,288,490 |
|
|
|
Schlumberger, Ltd. |
|
123,200 |
|
8,021,552 |
|
|
|
|
|
|
|
$ |
42,123,128 |
|
2
|
Food & Staples Retailing — 5.8% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (2) |
|
235,000 |
|
$ |
6,662,250 |
|
|
CVS Corp. |
|
285,000 |
|
8,749,500 |
|
|
|
Safeway, Inc. |
|
311,000 |
|
8,086,000 |
|
|
|
Walgreen Co. |
|
315,000 |
|
14,124,600 |
|
|
|
Wal-Mart Stores, Inc. |
|
165,000 |
|
7,948,050 |
|
|
|
|
|
|
|
$ |
45,570,400 |
|
|
Food Products — 0.9% |
|
|
|
|
|
|
|
Wm. Wrigley Jr. Co. |
|
160,000 |
|
7,257,600 |
|
|
|
|
|
|
|
$ |
7,257,600 |
|
|
Health Care Equipment & Supplies — 3.3% |
|
|
|
|
|
|
|
Biomet, Inc. |
|
190,300 |
|
5,954,487 |
|
|
|
C.R. Bard, Inc. |
|
110,000 |
|
8,058,600 |
|
|
|
Edwards Lifesciences Corp. (2) |
|
138,400 |
|
6,287,512 |
|
|
|
Respironics, Inc. (2) |
|
163,000 |
|
5,577,860 |
|
|
|
|
|
|
|
$ |
25,878,459 |
|
|
Health Care Providers & Services — 2.9% |
|
|
|
|
|
|
|
Caremark Rx, Inc. |
|
183,000 |
|
9,126,210 |
|
|
|
Medco Health Solutions, Inc. (2) |
|
146,400 |
|
8,385,792 |
|
|
|
Omnicare, Inc. |
|
100,500 |
|
4,765,710 |
|
|
|
|
|
|
|
$ |
22,277,712 |
|
|
Hotels, Restaurants & Leisure — 2.9% |
|
|
|
|
|
|
|
Harrah’s Entertainment, Inc. |
|
65,000 |
|
4,626,700 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
171,100 |
|
10,324,174 |
|
|
|
Yum! Brands, Inc. |
|
160,000 |
|
8,043,200 |
|
|
|
|
|
|
|
$ |
22,994,074 |
|
|
Household Products — 1.4% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
127,500 |
|
7,637,250 |
|
|
|
Procter & Gamble Co. |
|
63,773 |
|
3,545,779 |
|
|
|
|
|
|
|
$ |
11,183,029 |
|
|
Independent Power Producers & Energy Traders — 1.2% |
|
|
|
|
|
|
|
TXU Corp. |
|
155,000 |
|
9,267,450 |
|
|
|
|
|
|
|
$ |
9,267,450 |
|
|
Industrial Conglomerates — 1.0% |
|
|
|
|
|
|
|
Tyco International, Ltd. |
|
285,300 |
|
7,845,750 |
|
|
|
|
|
|
|
$ |
7,845,750 |
|
3
|
Insurance — 5.2% |
|
|
|
|
|
|
|
Aflac, Inc. |
|
209,200 |
|
$ |
9,696,420 |
|
|
Assurant, Inc. |
|
163,700 |
|
7,923,080 |
|
|
|
Lincoln National Corp. |
|
131,500 |
|
7,421,860 |
|
|
|
PartnerRe, Ltd. |
|
123,600 |
|
7,916,580 |
|
|
|
RenaissanceRe Holdings, Ltd. |
|
157,900 |
|
7,651,834 |
|
|
|
|
|
|
|
$ |
40,609,774 |
|
|
Internet Software & Services — 1.0% |
|
|
|
|
|
|
|
Google, Inc., Class A (2) |
|
17,700 |
|
7,422,141 |
|
|
|
|
|
|
|
$ |
7,422,141 |
|
|
IT Services — 3.3% |
|
|
|
|
|
|
|
Electronic Data Systems Corp. |
|
321,000 |
|
7,723,260 |
|
|
|
Fiserv, Inc. (2) |
|
156,000 |
|
7,076,160 |
|
|
|
Paychex, Inc. |
|
278,800 |
|
10,867,624 |
|
|
|
|
|
|
|
$ |
25,667,044 |
|
|
Life Sciences Tools & Services — 1.0% |
|
|
|
|
|
|
|
Fisher Scientific International, Inc. (2) |
|
108,000 |
|
7,889,400 |
|
|
|
|
|
|
|
$ |
7,889,400 |
|
|
Machinery — 0.8% |
|
|
|
|
|
|
|
Deere & Co. |
|
74,500 |
|
6,220,005 |
|
|
|
|
|
|
|
$ |
6,220,005 |
|
|
Media — 2.6% |
|
|
|
|
|
|
|
Comcast Corp., Class A (2) |
|
410,000 |
|
13,423,400 |
|
|
|
Time Warner, Inc. |
|
418,500 |
|
7,240,050 |
|
|
|
|
|
|
|
$ |
20,663,450 |
|
|
Metals & Mining — 3.6% |
|
|
|
|
|
|
|
Alcoa, Inc. |
|
315,200 |
|
10,199,872 |
|
|
|
BHP Billiton, Ltd. ADR |
|
194,500 |
|
8,377,115 |
|
|
|
Newmont Mining Corp. |
|
180,500 |
|
9,553,865 |
|
|
|
|
|
|
|
$ |
28,130,852 |
|
|
Multiline Retail — 1.0% |
|
|
|
|
|
|
|
Federated Department Stores, Inc. |
|
216,000 |
|
7,905,600 |
|
|
|
|
|
|
|
$ |
7,905,600 |
|
|
Oil, Gas & Consumable Fuels — 3.5% |
|
|
|
|
|
|
|
Apache Corp. |
|
150,000 |
|
10,237,500 |
|
|
|
Chevron Corp. |
|
121,300 |
|
7,527,878 |
|
|
|
Williams Co., Inc. |
|
396,100 |
|
9,252,896 |
|
|
|
|
|
|
|
$ |
27,018,274 |
|
4
|
Pharmaceuticals — 3.2% |
|
|
|
|
|
|
|
Allergan, Inc. |
|
81,000 |
|
$ |
8,688,060 |
|
|
Johnson & Johnson |
|
158,200 |
|
9,479,344 |
|
|
|
Wyeth |
|
152,300 |
|
6,763,643 |
|
|
|
|
|
|
|
$ |
24,931,047 |
|
|
Semiconductors & Semiconductor Equipment — 2.8% |
|
|
|
|
|
|
|
Altera Corp. (2) |
|
240,000 |
|
4,212,000 |
|
|
|
Analog Devices, Inc. |
|
184,500 |
|
5,929,830 |
|
|
|
Applied Materials, Inc. |
|
428,800 |
|
6,980,864 |
|
|
|
Linear Technology Corp. |
|
129,300 |
|
4,330,257 |
|
|
|
|
|
|
|
$ |
21,452,951 |
|
|
Software — 3.2% |
|
|
|
|
|
|
|
Microsoft Corp. |
|
369,000 |
|
8,597,700 |
|
|
|
Oracle Corp. (2) |
|
778,800 |
|
11,284,812 |
|
|
|
SAP AG ADR |
|
89,100 |
|
4,679,532 |
|
|
|
|
|
|
|
$ |
24,562,044 |
|
|
Specialty Retail — 2.0% |
|
|
|
|
|
|
|
Bed Bath and Beyond, Inc. (2) |
|
237,400 |
|
7,874,558 |
|
|
|
Staples, Inc. |
|
330,000 |
|
8,025,600 |
|
|
|
|
|
|
|
$ |
15,900,158 |
|
|
Textiles, Apparel & Luxury Goods — 1.5% |
|
|
|
|
|
|
|
Nike, Inc., Class B |
|
142,000 |
|
11,502,000 |
|
|
|
|
|
|
|
$ |
11,502,000 |
|
|
Thrifts & Mortgage Finance — 1.7% |
|
|
|
|
|
|
|
Freddie Mac |
|
118,000 |
|
6,727,180 |
|
|
|
Sovereign Bancorp, Inc. |
|
326,760 |
|
6,636,496 |
|
|
|
|
|
|
|
$ |
13,363,676 |
|
|
Tobacco — 1.0% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
102,700 |
|
7,541,261 |
|
|
|
|
|
|
|
$ |
7,541,261 |
|
|
Wireless Telecommunication Services — 1.7% |
|
|
|
|
|
|
|
Alltel Corp. |
|
121,400 |
|
7,748,962 |
|
|
|
Sprint Nextel Corp. |
|
262,300 |
|
5,243,377 |
|
|
|
|
|
|
|
$ |
12,992,339 |
|
|
Total Common Stocks |
|
|
|
$ |
788,807,838 |
|
5
Short-Term Investments — 4.7%
|
|
Principal |
|
|
|
|||
|
|
|
Amount |
|
|
|
||
|
Security |
|
(000’s omitted) |
|
Value |
|
||
|
Investors Bank and Trust Company Time Deposit, 5.30%, 7/3/06 |
|
$ |
2,000 |
|
$ |
2,000,000 |
|
|
Societe Generale Time Deposit, 5.281%, 7/3/06 |
|
34,257 |
|
34,257,000 |
|
||
|
Total Short-Term Investments |
|
|
|
$ |
36,257,000 |
|
|
|
Total Investments — 105.9% |
|
|
|
$ |
825,064,838 |
|
|
Covered Call Options Written — (2.9)%
|
|
Number of |
|
Premium |
|
|
|
|||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Aflac, Inc., Expires 8/19/06, Strike 45.00 |
|
440 |
|
$ |
135,956 |
|
$ |
(99,000 |
) |
|
Alcoa, Inc., Expires 7/22/06, Strike 30.00 |
|
1,980 |
|
389,652 |
|
(534,600 |
) |
||
|
Allergan, Inc., Expires 7/22/06, Strike 100.00 |
|
320 |
|
130,236 |
|
(262,400 |
) |
||
|
Altera Corp., Expires 9/16/06, Strike 20.00 |
|
1,540 |
|
153,225 |
|
(49,280 |
) |
||
|
Altria Group, Inc., Expires 9/16/06, Strike 75.00 |
|
630 |
|
185,529 |
|
(182,700 |
) |
||
|
American Express Co., Expires 7/22/06, Strike 52.50 |
|
725 |
|
102,947 |
|
(108,750 |
) |
||
|
Amgen, Inc., Expires 10/21/06, Strike 65.00 |
|
300 |
|
141,749 |
|
(132,000 |
) |
||
|
Analog Devices, Inc., Expires 9/16/06, Strike 35.00 |
|
925 |
|
182,219 |
|
(64,750 |
) |
||
|
Apache Corp., Expires 10/21/06, Strike 65.00 |
|
580 |
|
215,771 |
|
(417,600 |
) |
||
|
Apple Computer, Inc., Expires 10/21/06, Strike 57.50 |
|
465 |
|
277,596 |
|
(260,400 |
) |
||
|
Applied Materials, Inc., Expires 10/21/06, Strike 17.00 |
|
1,285 |
|
97,657 |
|
(115,650 |
) |
||
|
Bank of New York Co, Inc., Expires 10/21/06, Strike 32.50 |
|
1,320 |
|
186,814 |
|
(181,500 |
) |
||
|
Bed Bath and Beyond, Inc., Expires 11/18/06, Strike 37.50 |
|
1,300 |
|
331,087 |
|
(110,500 |
) |
||
|
BHP Billiton, Ltd., Expires 8/19/06, Strike 45.00 |
|
1,215 |
|
327,432 |
|
(194,400 |
) |
||
|
Biogen Idec, Inc., Expires 7/22/06, Strike 45.00 |
|
1,115 |
|
302,691 |
|
(267,600 |
) |
||
|
Biomet, Inc., Expires 10/21/06, Strike 32.50 |
|
460 |
|
72,218 |
|
(73,600 |
) |
||
|
BJ’s Wholesale Club, Inc., Expires 9/16/06, Strike 30.00 |
|
1,185 |
|
183,077 |
|
(100,725 |
) |
||
|
Boeing Co., Expires 8/19/06, Strike 80.00 |
|
665 |
|
187,524 |
|
(299,250 |
) |
||
|
BorgWarner, Inc., Exp 7/22/06, Strike 65.00 |
|
995 |
|
130,911 |
|
(144,275 |
) |
||
|
C.R. Bard, Inc., Expires 10/21/06, Strike 70.00 |
|
425 |
|
181,469 |
|
(263,500 |
) |
||
|
Capital One Financial Corp., Expires 9/16/06, Strike 85.00 |
|
450 |
|
259,642 |
|
(202,500 |
) |
||
|
Caremark Rx, Inc., Expires 9/16/06, Strike 45.00 |
|
1,030 |
|
357,399 |
|
(700,400 |
) |
||
|
Chevron Corp., Expires 9/16/06, Strike 60.00 |
|
725 |
|
218,943 |
|
(290,000 |
) |
||
|
Cintas Corp., Expires 8/19/06, Strike 40.00 |
|
605 |
|
158,505 |
|
(87,725 |
) |
||
|
Cisco Systems, Inc., Expires 10/21/06, Strike 20.00 |
|
2,140 |
|
234,323 |
|
(246,100 |
) |
||
|
Citigroup, Inc., Expires 9/16/06, Strike 47.50 |
|
1,340 |
|
217,073 |
|
(268,000 |
) |
||
6
|
Colgate-Palmolive Co., Expires 8/19/06, Strike 60.00 |
|
620 |
|
$ |
125,236 |
|
$ |
(85,560 |
) |
|
Comcast Corp., Class A, Expires 7/22/06, Strike 27.50 |
|
780 |
|
271,970 |
|
(436,800 |
) |
||
|
Commerce Bancorp, Inc., Expires 9/16/06, Strike 35.00 |
|
2,345 |
|
684,719 |
|
(633,150 |
) |
||
|
Corning, Inc., Expires 8/19/06, Strike 22.50 |
|
1,285 |
|
163,691 |
|
(322,535 |
) |
||
|
CVS Corp., Expires 8/19/06, Strike 27.50 |
|
825 |
|
156,506 |
|
(280,500 |
) |
||
|
Deere & Co., Expires 9/16/06, Strike 80.00 |
|
375 |
|
186,369 |
|
(228,750 |
) |
||
|
Deutsche Bank AG, Expires 10/21/06, Strike 110.00 |
|
150 |
|
91,797 |
|
(121,500 |
) |
||
|
Diamond Offshore Drilling, Inc., Expires 9/16/06, Strike 80.00 |
|
825 |
|
451,261 |
|
(739,200 |
) |
||
|
Donnelley (R.R.) & Sons Co., Expires 9/16/06, Strike 35.00 |
|
1,880 |
|
100,577 |
|
(47,000 |
) |
||
|
E*Trade Financial Corp., Expires 10/21/06, Strike 22.50 |
|
775 |
|
116,804 |
|
(166,625 |
) |
||
|
Ecolab, Inc., Expires 10/21/06, Strike 40.00 |
|
840 |
|
124,978 |
|
(235,200 |
) |
||
|
Edwards Lifesciences Corp., Expires 8/19/06, Strike 45.00 |
|
665 |
|
84,452 |
|
(111,387 |
) |
||
|
Electronic Data Systems Corp., Expires 9/16/06, Strike 25.00 |
|
3,210 |
|
311,360 |
|
(272,850 |
) |
||
|
EMC Corp., Expires 10/21/06, Strike 13.00 |
|
1,715 |
|
134,623 |
|
(34,300 |
) |
||
|
Emerson Electric Co., Expires 9/16/06, Strike 85.00 |
|
940 |
|
236,873 |
|
(230,300 |
) |
||
|
Exelon Corp., Expires 7/22/06, Strike 55.00 |
|
795 |
|
220,208 |
|
(174,900 |
) |
||
|
Federated Department Stores, Inc., Expires 8/19/06, Strike 37.50 |
|
1,100 |
|
160,595 |
|
(121,000 |
) |
||
|
Fiserv, Inc., Expires 9/16/06, Strike 45.00 |
|
815 |
|
144,250 |
|
(185,413 |
) |
||
|
Fisher Scientific International, Inc., Expires 9/16/06, Strike 75.00 |
|
1,080 |
|
142,816 |
|
(251,100 |
) |
||
|
Fluor Corp., Expires 7/22/06, Strike 85.00 |
|
690 |
|
370,519 |
|
(552,000 |
) |
||
|
Freddie Mac, Expires 10/21/06, Strike 65.00 |
|
685 |
|
116,104 |
|
(30,825 |
) |
||
|
General Dynamics Corp., Expires 8/19/06, Strike 65.00 |
|
970 |
|
161,985 |
|
(223,100 |
) |
||
|
Google, Inc., Expires 9/16/06, Strike 400.00 |
|
65 |
|
152,659 |
|
(254,150 |
) |
||
|
Halliburton Co., Expires 7/22/06, Strike 70.00 |
|
1,300 |
|
1,039,318 |
|
(689,000 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 11/18/06, Strike 75.00 |
|
300 |
|
143,096 |
|
(87,000 |
) |
||
|
Hewlett-Packard Co., Expires 8/19/06, Strike 32.50 |
|
670 |
|
152,085 |
|
(87,100 |
) |
||
|
International Business Machines Corp., Expires 10/21/06, Strike 80.00 |
|
445 |
|
136,611 |
|
(89,000 |
) |
||
|
Johnson & Johnson, Expires 7/22/06, Strike 60.00 |
|
675 |
|
95,159 |
|
(50,625 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 10/21/06, Strike 80.00 |
|
445 |
|
119,924 |
|
(100,125 |
) |
||
|
Lincoln National Corp., Expires 10/21/06, Strike 55.00 |
|
180 |
|
52,609 |
|
(65,700 |
) |
||
|
Linear Technology Corp., Expires 11/18/06, Strike 35.00 |
|
615 |
|
127,301 |
|
(92,250 |
) |
||
|
Medco Health Solutions, Inc., Expires 7/22/06, Strike 55.00 |
|
910 |
|
106,467 |
|
(245,700 |
) |
||
|
Mellon Financial Corp., Expires 9/16/06, Strike 37.50 |
|
1,245 |
|
143,320 |
|
(43,575 |
) |
||
7
|
Merrill Lynch & Co., Inc., Expires 7/22/06, Strike 70.00 |
|
1,154 |
|
$ |
458,124 |
|
$ |
(190,410 |
) |
|
Microsoft Corp., Expires 10/21/06, Strike 25.00 |
|
1,185 |
|
75,245 |
|
(63,990 |
) |
||
|
Nabors Industries, Ltd., Expires 9/16/06, Strike 37.50 |
|
1,505 |
|
371,723 |
|
(165,550 |
) |
||
|
Newmont Mining Corp., Expires 9/16/06, Strike 50.00 |
|
1,805 |
|
727,031 |
|
(938,600 |
) |
||
|
NIKE, Inc., Expires 10/21/06, Strike 85.00 |
|
605 |
|
134,306 |
|
(136,125 |
) |
||
|
Noble Corp., Expires 9/16/06, Strike 72.50 |
|
575 |
|
331,765 |
|
(408,250 |
) |
||
|
Northrop Grumman Corp., Expires 8/19/06, Strike 65.00 |
|
300 |
|
85,506 |
|
(42,000 |
) |
||
|
Omnicare, Inc., Expires 9/16/06, Strike 55.00 |
|
335 |
|
154,765 |
|
(33,500 |
) |
||
|
Oracle Corp., Expires 9/16/06, Strike 13.00 |
|
4,165 |
|
445,641 |
|
(791,350 |
) |
||
|
PartnerRe, Ltd., Expires 8/19/06, Strike 65.00 |
|
230 |
|
29,784 |
|
(36,800 |
) |
||
|
Paychex, Inc., Expires 9/16/06, Strike 37.50 |
|
2,788 |
|
555,547 |
|
(738,820 |
) |
||
|
PepsiCo, Inc., Expires 7/22/06, Strike 60.00 |
|
1,970 |
|
210,783 |
|
(177,300 |
) |
||
|
Precision Castparts Corp., Expires 9/16/06, Strike 55.00 |
|
1,370 |
|
571,272 |
|
(904,200 |
) |
||
|
Procter & Gamble Co., Expires 7/22/06, Strike 55.00 |
|
275 |
|
38,361 |
|
(48,125 |
) |
||
|
QUALCOMM, Inc., Expires 10/21/06, Strike 42.50 |
|
425 |
|
145,345 |
|
(95,625 |
) |
||
|
RenaissanceRe Holdings, Ltd., Expires 7/22/06, Strike 45.00 |
|
305 |
|
79,907 |
|
(118,950 |
) |
||
|
Respironics, Inc., Expires 7/22/06, Strike 35.00 |
|
455 |
|
69,945 |
|
(22,750 |
) |
||
|
Safeway, Inc., Expires 9/16/06, Strike 25.00 |
|
1,125 |
|
109,122 |
|
(208,125 |
) |
||
|
SAP AG, Expires 9/16/06, Strike 50.00 |
|
505 |
|
160,080 |
|
(227,250 |
) |
||
|
Seagate Technology, Expires 9/16/06, Strike 25.00 |
|
865 |
|
263,194 |
|
(73,525 |
) |
||
|
Sovereign Bancorp, Inc., Expires 7/22/06, Strike 19.00 |
|
925 |
|
172,970 |
|
(143,259 |
) |
||
|
Sprint Nextel Corp., Expires 11/18/06, Strike 20.00 |
|
510 |
|
96,642 |
|
(84,150 |
) |
||
|
Staples, Inc., Expires 9/16/06, Strike 25.00 |
|
1,275 |
|
97,585 |
|
(127,500 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 11/18/06, Strike 60.00 |
|
1,080 |
|
515,144 |
|
(486,000 |
) |
||
|
SunTrust Banks, Inc., Expires 7/22/06, Strike 75.00 |
|
1,590 |
|
440,416 |
|
(349,800 |
) |
||
|
Time Warner, Inc., Expires 7/22/06, Strike 16.00 |
|
1,465 |
|
189,712 |
|
(205,100 |
) |
||
|
TXU Corp., Expires 7/22/06, Strike 50.00 |
|
645 |
|
191,559 |
|
(648,225 |
) |
||
|
Tyco International, Ltd., Expires 10/21/06, Strike 27.50 |
|
1,155 |
|
130,834 |
|
(173,250 |
) |
||
|
UBS AG, Expires 9/16/06, Strike 110.00 |
|
370 |
|
120,317 |
|
(181,300 |
) |
||
|
United Technologies Corp., Expires 8/19/06, Strike 65.00 |
|
685 |
|
146,928 |
|
(75,350 |
) |
||
|
Walgreen Co., Expires 10/21/06, Strike 42.50 |
|
1,505 |
|
334,100 |
|
(586,950 |
) |
||
|
Wal-Mart Stores, Inc., Expires 9/16/06, Strike 47.50 |
|
515 |
|
115,614 |
|
(115,875 |
) |
||
|
Wells Fargo & Co., Expires 7/22/06, Strike 65.00 |
|
1,754 |
|
327,988 |
|
(508,660 |
) |
||
|
Williams Co., Inc., Expires 8/19/06, Strike 22.50 |
|
2,700 |
|
329,390 |
|
(486,000 |
) |
||
|
Wm. Wrigley Jr. Co., Expires 9/16/06, Strike 50.00 |
|
300 |
|
28,049 |
|
(9,000 |
) |
||
8
|
Wyeth, Expires 10/21/06, Strike 47.50 |
|
495 |
|
$ |
91,325 |
|
$ |
(54,450 |
) |
|
Yum! Brands, Inc., Expires 10/21/06, Strike 55.00 |
|
1,600 |
|
287,191 |
|
(176,000 |
) |
||
|
Total
Call Options Written |
|
|
|
|
|
$ |
(22,777,539 |
) |
|
|
Other Assets, Less Liabilities — (3.0)% |
|
|
|
|
|
$ |
(23,149,313 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
779,137,986 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
A portion of each common stock holding has been segregated as collateral for outstanding options written. |
|
(2) |
|
Non-income producing security. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at June 30, 2006, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
809,947,956 |
|
|
Gross unrealized appreciation |
|
$ |
45,018,513 |
|
|
Gross unrealized depreciation |
|
(29,901,631 |
) |
|
|
Net unrealized appreciation |
|
$ |
15,116,882 |
|
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 and Principal Executive Officer |
|
Date: |
|
August 24, 2006 |
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 and Principal Executive Officer |
|
Date: |
|
August 24, 2006 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
August 24, 2006 |