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: |
|
December 31, 2006 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund as of December 31, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 99.0%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 5.4% |
|
|
|
|
|
|
|
Boeing Co. |
|
85,900 |
|
$ |
7,631,356 |
|
|
General Dynamics Corp. |
|
129,694 |
|
9,642,749 |
|
|
|
L-3 Communications Holdings, Inc. |
|
60,917 |
|
4,981,792 |
|
|
|
Northrop Grumman Corp. |
|
113,400 |
|
7,677,180 |
|
|
|
Precision Castparts Corp. |
|
74,878 |
|
5,861,450 |
|
|
|
United Technologies Corp. |
|
115,000 |
|
7,189,800 |
|
|
|
|
|
|
|
$ |
42,984,327 |
|
|
Auto Components — 1.2% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
158,700 |
|
$ |
9,366,474 |
|
|
|
|
|
|
$ |
9,366,474 |
|
|
Automobiles — 0.6% |
|
|
|
|
|
|
|
Harley-Davidson, Inc. |
|
72,900 |
|
$ |
5,137,263 |
|
|
|
|
|
|
$ |
5,137,263 |
|
|
Biotechnology — 1.7% |
|
|
|
|
|
|
|
Amgen, Inc. (2) |
|
93,200 |
|
$ |
6,366,492 |
|
|
Biogen Idec, Inc. (2) |
|
88,000 |
|
4,328,720 |
|
|
|
BioMarin Pharmaceutical, Inc. (2) |
|
173,500 |
|
2,843,665 |
|
|
|
|
|
|
|
$ |
13,538,877 |
|
|
Capital Markets — 10.8% |
|
|
|
|
|
|
|
Amvescap PLC ADR |
|
336,400 |
|
$ |
8,292,260 |
|
|
Bank of New York Co., Inc. |
|
207,100 |
|
8,153,527 |
|
|
|
Charles Schwab Corp. (The) |
|
336,211 |
|
6,502,321 |
|
|
|
Deutsche Bank AG |
|
79,900 |
|
10,645,876 |
|
|
|
E*Trade Financial Corp. (2) |
|
247,000 |
|
5,537,740 |
|
|
|
Goldman Sachs Group, Inc. |
|
59,047 |
|
11,771,019 |
|
|
|
Mellon Financial Corp. |
|
180,759 |
|
7,618,992 |
|
|
|
Merrill Lynch & Co., Inc. |
|
95,000 |
|
8,844,500 |
|
|
|
Morgan Stanley |
|
112,800 |
|
9,185,304 |
|
|
|
UBS AG |
|
174,100 |
|
10,503,453 |
|
|
|
|
|
|
|
$ |
87,054,992 |
|
|
Chemicals — 2.8% |
|
|
|
|
|
|
|
Airgas, Inc. |
|
151,990 |
|
$ |
6,158,635 |
|
|
E.I. du Pont de Nemours and Co. |
|
174,500 |
|
8,499,895 |
|
|
|
Ecolab, Inc. |
|
165,100 |
|
7,462,520 |
|
|
|
|
|
|
|
$ |
22,121,050 |
|
|
Commercial Banks — 1.3% |
|
|
|
|
|
|
|
Wachovia Corp. |
|
179,753 |
|
$ |
10,236,933 |
|
|
|
|
|
|
$ |
10,236,933 |
|
|
Commercial Services & Supplies — 0.7% |
|
|
|
|
|
|
|
Cintas Corp. |
|
132,200 |
|
$ |
5,249,662 |
|
|
|
|
|
|
$ |
5,249,662 |
|
1
|
Communications Equipment — 1.8% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
313,600 |
|
$ |
8,570,688 |
|
|
Corning, Inc. (2) |
|
330,000 |
|
6,174,300 |
|
|
|
|
|
|
|
$ |
14,744,988 |
|
|
Computer Peripherals — 5.1% |
|
|
|
|
|
|
|
Apple Computer, Inc. (2) |
|
103,800 |
|
$ |
8,806,392 |
|
|
Hewlett-Packard Co. |
|
150,900 |
|
6,215,571 |
|
|
|
International Business Machines Corp. |
|
87,100 |
|
8,461,765 |
|
|
|
SanDisk Corp. (2) |
|
199,953 |
|
8,603,978 |
|
|
|
Seagate Technology |
|
320,000 |
|
8,480,000 |
|
|
|
|
|
|
|
$ |
40,567,706 |
|
|
Construction & Engineering — 0.9% |
|
|
|
|
|
|
|
Fluor Corp. |
|
91,900 |
|
$ |
7,503,635 |
|
|
|
|
|
|
$ |
7,503,635 |
|
|
Consumer Finance — 2.3% |
|
|
|
|
|
|
|
American Express Co. |
|
182,600 |
|
$ |
11,078,342 |
|
|
Capital One Financial Corp. |
|
94,391 |
|
7,251,117 |
|
|
|
|
|
|
|
$ |
18,329,459 |
|
|
Diversified Financial Services — 1.3% |
|
|
|
|
|
|
|
JPMorgan Chase & Co. |
|
211,851 |
|
$ |
10,232,403 |
|
|
|
|
|
|
$ |
10,232,403 |
|
|
Diversified Telecommunication Services — 0.9% |
|
|
|
|
|
|
|
Embarq Corp. |
|
13,115 |
|
$ |
689,324 |
|
|
Verizon Communications, Inc. |
|
161,000 |
|
5,995,640 |
|
|
|
Windstream Corp. |
|
51,873 |
|
737,634 |
|
|
|
|
|
|
|
$ |
7,422,598 |
|
|
Electric Utilities — 1.8% |
|
|
|
|
|
|
|
Exelon Corp. |
|
130,084 |
|
$ |
8,050,899 |
|
|
Mirant Corp. (2) |
|
198,200 |
|
6,257,174 |
|
|
|
|
|
|
|
$ |
14,308,073 |
|
|
Electrical Equipment — 0.7% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
134,788 |
|
$ |
5,940,107 |
|
|
|
|
|
|
$ |
5,940,107 |
|
|
Energy Equipment & Services — 2.7% |
|
|
|
|
|
|
|
Halliburton Co. |
|
235,300 |
|
$ |
7,306,065 |
|
|
Nabors Industries, Ltd. (2) |
|
192,800 |
|
5,741,584 |
|
|
|
Schlumberger, Ltd. |
|
138,100 |
|
8,722,396 |
|
|
|
|
|
|
|
$ |
21,770,045 |
|
|
Food & Staples Retailing — 4.5% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (2) |
|
228,903 |
|
$ |
7,121,172 |
|
|
Safeway, Inc. |
|
198,500 |
|
6,860,160 |
|
|
|
Walgreen Co. |
|
308,800 |
|
14,170,832 |
|
|
|
Wal-Mart Stores, Inc. |
|
165,000 |
|
7,619,700 |
|
|
|
|
|
|
|
$ |
35,771,864 |
|
2
|
Food Products — 1.0% |
|
|
|
|
|
|
|
William Wrigley Jr. Co. |
|
153,923 |
|
$ |
7,960,897 |
|
|
|
|
|
|
$ |
7,960,897 |
|
|
Health Care Equipment & Supplies — 3.8% |
|
|
|
|
|
|
|
Edwards Lifesciences Corp. (2) |
|
138,400 |
|
$ |
6,510,336 |
|
|
Medtronic, Inc. |
|
155,400 |
|
8,315,454 |
|
|
|
Respironics, Inc. (2) |
|
147,800 |
|
5,579,450 |
|
|
|
Zimmer Holdings, Inc. (2) |
|
133,800 |
|
10,487,244 |
|
|
|
|
|
|
|
$ |
30,892,484 |
|
|
Health Care Providers & Services — 2.0% |
|
|
|
|
|
|
|
Caremark Rx, Inc. |
|
160,400 |
|
$ |
9,160,444 |
|
|
Quest Diagnostics, Inc. |
|
127,900 |
|
6,778,700 |
|
|
|
|
|
|
|
$ |
15,939,144 |
|
|
Hotels, Restaurants & Leisure — 3.6% |
|
|
|
|
|
|
|
Harrah’s Entertainment, Inc. |
|
120,800 |
|
$ |
9,992,576 |
|
|
Starwood Hotels and Resorts Worldwide, Inc. |
|
166,200 |
|
10,387,500 |
|
|
|
Yum! Brands, Inc. |
|
151,600 |
|
8,914,080 |
|
|
|
|
|
|
|
$ |
29,294,156 |
|
|
Household Products — 1.9% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
115,100 |
|
$ |
7,509,124 |
|
|
Procter & Gamble Co. |
|
119,673 |
|
7,691,384 |
|
|
|
|
|
|
|
$ |
15,200,508 |
|
|
Independent Power Producers & Energy Traders — 1.0% |
|
|
|
|
|
|
|
TXU Corp. |
|
148,887 |
|
$ |
8,071,164 |
|
|
|
|
|
|
$ |
8,071,164 |
|
|
Insurance — 5.4% |
|
|
|
|
|
|
|
Aflac, Inc. |
|
209,200 |
|
$ |
9,623,200 |
|
|
Assurant, Inc. |
|
158,900 |
|
8,779,225 |
|
|
|
Lincoln National Corp. |
|
123,900 |
|
8,226,960 |
|
|
|
W. R. Berkley Corp. |
|
221,200 |
|
7,633,612 |
|
|
|
Willis Group Holdings, Ltd. |
|
222,300 |
|
8,827,533 |
|
|
|
|
|
|
|
$ |
43,090,530 |
|
|
Internet Software & Services — 1.0% |
|
|
|
|
|
|
|
Google, Inc., Class A (2) |
|
16,864 |
|
$ |
7,765,535 |
|
|
|
|
|
|
$ |
7,765,535 |
|
|
IT Services — 1.2% |
|
|
|
|
|
|
|
Paychex, Inc. |
|
251,490 |
|
$ |
9,943,915 |
|
|
|
|
|
|
$ |
9,943,915 |
|
|
Life Sciences Tools & Services — 1.1% |
|
|
|
|
|
|
|
Thermo Fisher Scientific, Inc. (2) |
|
195,804 |
|
$ |
8,867,963 |
|
|
|
|
|
|
$ |
8,867,963 |
|
3
|
Media — 2.6% |
|
|
|
|
|
|
|
Comcast Corp., Class A (2) |
|
289,600 |
|
$ |
12,258,768 |
|
|
Idearc, Inc. (2) |
|
8,050 |
|
230,632 |
|
|
|
Time Warner, Inc. |
|
388,600 |
|
8,463,708 |
|
|
|
|
|
|
|
$ |
20,953,108 |
|
|
Metals & Mining — 2.0% |
|
|
|
|
|
|
|
BHP Billiton, Ltd. ADR |
|
194,100 |
|
$ |
7,715,475 |
|
|
Newmont Mining Corp. |
|
180,500 |
|
8,149,575 |
|
|
|
|
|
|
|
$ |
15,865,050 |
|
|
Multiline Retail — 0.9% |
|
|
|
|
|
|
|
Federated Department Stores, Inc. |
|
199,600 |
|
$ |
7,610,748 |
|
|
|
|
|
|
$ |
7,610,748 |
|
|
Oil, Gas & Consumable Fuels — 6.3% |
|
|
|
|
|
|
|
Chesapeake Energy Corp. |
|
281,200 |
|
$ |
8,168,860 |
|
|
Chevron Corp. |
|
112,630 |
|
8,281,684 |
|
|
|
Exxon Mobil Corp. |
|
214,920 |
|
16,469,320 |
|
|
|
Suncor Energy, Inc. |
|
90,969 |
|
7,178,364 |
|
|
|
Western Refining, Inc. |
|
137,700 |
|
3,505,842 |
|
|
|
Williams Co., Inc. |
|
262,100 |
|
6,846,052 |
|
|
|
|
|
|
|
$ |
50,450,122 |
|
|
Personal Products — 0.5% |
|
|
|
|
|
|
|
Herbalife, Ltd. (2) |
|
94,300 |
|
$ |
3,787,088 |
|
|
|
|
|
|
$ |
3,787,088 |
|
|
Pharmaceuticals — 4.1% |
|
|
|
|
|
|
|
Allergan, Inc. |
|
77,000 |
|
$ |
9,219,980 |
|
|
Pfizer, Inc. |
|
298,300 |
|
7,725,970 |
|
|
|
Shire PLC ADR |
|
148,000 |
|
9,140,480 |
|
|
|
Wyeth |
|
135,300 |
|
6,889,476 |
|
|
|
|
|
|
|
$ |
32,975,906 |
|
|
Real Estate Investment Trusts (REITs) — 0.7% |
|
|
|
|
|
|
|
AvalonBay Communities, Inc. |
|
44,715 |
|
$ |
5,815,186 |
|
|
|
|
|
|
$ |
5,815,186 |
|
|
Semiconductors & Semiconductor Equipment — 4.2% |
|
|
|
|
|
|
|
Applied Materials, Inc. |
|
426,900 |
|
$ |
7,876,305 |
|
|
Broadcom Corp., Class A (2) |
|
133,968 |
|
4,328,506 |
|
|
|
Intel Corp. |
|
195,500 |
|
3,958,875 |
|
|
|
Linear Technology Corp. |
|
129,300 |
|
3,920,376 |
|
|
|
Marvell Technology Group, Ltd. (2) |
|
284,858 |
|
5,466,425 |
|
|
|
Texas Instruments, Inc. |
|
286,485 |
|
8,250,768 |
|
|
|
|
|
|
|
$ |
33,801,255 |
|
|
Software — 2.6% |
|
|
|
|
|
|
|
Microsoft Corp. |
|
498,300 |
|
$ |
14,879,238 |
|
|
Oracle Corp. (2) |
|
362,300 |
|
6,209,822 |
|
|
|
|
|
|
|
$ |
21,089,060 |
|
4
|
Specialty Retail — 2.0% |
|
|
|
|
|
|
|
Bed Bath & Beyond, Inc. (2) |
|
227,700 |
|
$ |
8,675,370 |
|
|
Best Buy Co., Inc. |
|
158,762 |
|
7,809,503 |
|
|
|
|
|
|
|
$ |
16,484,873 |
|
|
Textiles, Apparel & Luxury Goods — 1.7% |
|
|
|
|
|
|
|
Nike, Inc., Class B |
|
137,500 |
|
$ |
13,616,625 |
|
|
|
|
|
|
$ |
13,616,625 |
|
|
Thrifts & Mortgage Finance — 1.0% |
|
|
|
|
|
|
|
Freddie Mac |
|
114,600 |
|
$ |
7,781,340 |
|
|
|
|
|
|
$ |
7,781,340 |
|
|
Tobacco — 1.5% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
144,076 |
|
$ |
12,364,602 |
|
|
|
|
|
|
$ |
12,364,602 |
|
|
Wireless Telecommunication Services — 0.4% |
|
|
|
|
|
|
|
Alltel Corp. |
|
49,900 |
|
$ |
3,017,952 |
|
|
|
|
|
|
$ |
3,017,952 |
|
|
Total
Common Stocks |
|
|
|
$ |
794,919,667 |
|
Affiliated Investment — 4.5%
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
|
|
Value |
|
|
|
Investment in Cash Management Portfolio, 4.87% (3) |
|
|
|
$ |
35,679,549 |
|
|
Total Affiliated Investment |
|
|
|
$ |
35,679,549 |
|
|
Total Investments — 103.5% |
|
|
|
$ |
830,599,216 |
|
5
Covered Call Options Written — (2.9%)
|
|
Number of |
|
Premium |
|
|
|
|||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Aflac, Inc., Expires 02/17/07, Strike 45.00 |
|
2,090 |
|
$ |
223,247 |
|
$ |
(386,650 |
) |
|
Airgas, Inc., Expires 4/21/07, Strike 40.00 |
|
795 |
|
216,233 |
|
(228,563 |
) |
||
|
Allergan, Inc., Expires 01/20/07, Strike 120.00 |
|
360 |
|
110,517 |
|
(72,000 |
) |
||
|
Alltel Corp., Expires 01/20/07, Strike 55.00 |
|
295 |
|
68,461 |
|
(192,340 |
) |
||
|
Altria Group, Inc., Expires 3/17/07, Strike 90.00 |
|
1,440 |
|
168,475 |
|
(180,000 |
) |
||
|
American Express Co., Expires 01/20/07, Strike 57.50 |
|
1,320 |
|
263,332 |
|
(501,600 |
) |
||
|
Amgen, Inc., Expires 1/20/07, Strike 80.00 |
|
930 |
|
117,632 |
|
(4,650 |
) |
||
|
Apple Computer, Inc., Expires 1/20/07, Strike 85.00 |
|
675 |
|
258,117 |
|
(263,250 |
) |
||
|
Applied Materials, Inc., Expires 01/20/07, Strike 17.50 |
|
2,565 |
|
239,820 |
|
(282,150 |
) |
||
|
Assurant, Inc., Expires 01/20/07, Strike 55.00 |
|
1,589 |
|
273,109 |
|
(166,845 |
) |
||
|
AvalonBay Communities, Inc., Expires 01/20/07, Strike 135.00 |
|
335 |
|
102,842 |
|
(13,400 |
) |
||
|
Bank New York Co, Inc., Expires 01/20/07, Strike 32.50 |
|
760 |
|
195,314 |
|
(524,400 |
) |
||
|
Bed Bath & Beyond, Inc., Expires 02/17/07, Strike 40.00 |
|
1,690 |
|
261,198 |
|
(84,500 |
) |
||
|
Best Buy, Co., Expires 3/17/07, Strike 50.00 |
|
1,050 |
|
319,295 |
|
(262,500 |
) |
||
|
BHP Billiton, Ltd., Expires 02/17/07, Strike 40.00 |
|
1,180 |
|
273,751 |
|
(206,500 |
) |
||
|
Biogen Idec, Inc., Expires 01/20/07, Strike 45.00 |
|
880 |
|
168,955 |
|
(396,000 |
) |
||
|
Biomarin Pharmacy, Inc., Expires 04/21/07, Strike 17.50 |
|
1,175 |
|
249,092 |
|
(188,000 |
) |
||
|
BJ’s Wholesale Club, Inc., Expires 03/17/07, Strike 30.00 |
|
1,115 |
|
342,294 |
|
(284,325 |
) |
||
|
Boeing Co., Expires 2/17/07, Strike 90.00 |
|
450 |
|
134,091 |
|
(112,500 |
) |
||
|
BorgWarner, Inc., Expires 1/20/07, Strike 60.00 |
|
1,010 |
|
123,974 |
|
(78,275 |
) |
||
|
Broadcom Corp., Class A, Expires 02/17/07, Strike 32.50 |
|
735 |
|
161,327 |
|
(154,350 |
) |
||
|
Capital One Financial Corp., Expires 3/17/07, Strike 80.00 |
|
943 |
|
218,769 |
|
(202,745 |
) |
||
|
Caremark Rx, Inc., Expires 3/17/07, Strike 60.00 |
|
1,040 |
|
139,886 |
|
(140,400 |
) |
||
|
Charles Schwab Corp. (The), , Expires 3/17/07, Strike 20.00 |
|
2,070 |
|
141,791 |
|
(155,250 |
) |
||
|
Chesapeake Energy Corp., Expires 1/20/07, Strike 30.00 |
|
2,085 |
|
296,061 |
|
(72,975 |
) |
||
|
Chevron Corp., Expires 3/17/2007, Strike 75.00 |
|
1,126 |
|
249,964 |
|
(270,240 |
) |
||
|
Cintas Corp., Expires 5/19/07, Strike 45.00 |
|
1,320 |
|
147,835 |
|
(39,600 |
) |
||
|
Cisco Systems, Inc., Expires 1/20/07, Strike 22.50 |
|
795 |
|
166,555 |
|
(397,500 |
) |
||
|
Colgate-Palmolive Co., Expires 2/17/07, Strike 65.00 |
|
600 |
|
121,196 |
|
(99,000 |
) |
||
|
Comcast Corp., Class A, Expires 1/20/07, Strike 40.00 |
|
1,405 |
|
264,047 |
|
(358,275 |
) |
||
|
Corning, Inc., Expires 02/17/07, Strike 22.50 |
|
2,400 |
|
244,792 |
|
(48,000 |
) |
||
|
Deutsche Bank AG, Expires 01/20/07, Strike 125.00 |
|
360 |
|
200,514 |
|
(313,200 |
) |
||
|
E.I. du Pont de Nemours and Co., Expires 01/20/07, Strike 45.00 |
|
1,115 |
|
214,073 |
|
(434,850 |
) |
||
|
E*Trade Financial Corp., Expires 1/20/07, Strike 22.50 |
|
1,680 |
|
274,184 |
|
(100,800 |
) |
||
|
Ecolab, Inc., Expires 1/20/07, Strike 45.00 |
|
775 |
|
160,420 |
|
(65,875 |
) |
||
6
|
Edwards Lifesciences Corp., Expires 2/17/07, Strike 45.00 |
|
660 |
|
$ |
131,244 |
|
$ |
(204,600 |
) |
|
Emerson Electric Co., Expires 3/17/07, Strike 45.00 |
|
910 |
|
117,841 |
|
(104,650 |
) |
||
|
Exelon, Corp., Expires 01/20/07, Strike 65.00 |
|
735 |
|
73,130 |
|
(11,025 |
) |
||
|
Exxon Mobil Corp., Expires 01/20/07, Strike 72.50 |
|
1,075 |
|
192,956 |
|
(494,500 |
) |
||
|
Freddie Mac, Expires 01/20/07, Strike 70.00 |
|
635 |
|
116,373 |
|
(34,925 |
) |
||
|
Federated Department Stores, Inc., Expires 2/17/07, Strike 42.50 |
|
1,510 |
|
308,967 |
|
(52,850 |
) |
||
|
Fluor Corp., Expires 01/20/07, Strike 80.00 |
|
395 |
|
170,635 |
|
(108,625 |
) |
||
|
General Dynamics Corp., Expires 1/20/07, Strike 70.00 |
|
1,296 |
|
553,375 |
|
(629,856 |
) |
||
|
Goldman Sachs Group, Inc., Expires 04/21/07, Strike 200.00 |
|
330 |
|
375,198 |
|
(412,500 |
) |
||
|
Google, Inc., Class A, Expires 3/17/07, Strike 470.00 |
|
135 |
|
331,685 |
|
(340,200 |
) |
||
|
Hallburton Co., Expires 04/21/07, Strike 32.50 |
|
1,345 |
|
402,815 |
|
(255,550 |
) |
||
|
Harley Davidson, Inc., Expires 02/17/07, Strike 70.00 |
|
330 |
|
104,607 |
|
(118,800 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 01/20/07, Strike 70.00 |
|
635 |
|
166,365 |
|
(819,150 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 2/17/07, Strike 80.00 |
|
573 |
|
63,309 |
|
(189,090 |
) |
||
|
Herbalife Ltd., Expires 02/17/07, Strike 40.00 |
|
600 |
|
124,448 |
|
(121,500 |
) |
||
|
Hewlett-Packard Co., Expires 2/17/07, Strike 40.00 |
|
1,105 |
|
156,905 |
|
(243,100 |
) |
||
|
Intel Corp., Expires 01/20/07, Strike 20.00 |
|
1,185 |
|
104,869 |
|
(81,765 |
) |
||
|
International Business Machines Corp., Expires 01/20/07, Strike 95.00 |
|
555 |
|
95,457 |
|
(188,700 |
) |
||
|
JP Morgan Chase & Co., Expires 3/17/07, Strike 50.00 |
|
2,118 |
|
176,847 |
|
(169,440 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 4/21/07, Strike 85.00 |
|
609 |
|
158,031 |
|
(170,520 |
) |
||
|
Lincoln National Corp., Expires 01/20/07, Strike 65.00 |
|
1,239 |
|
171,793 |
|
(198,240 |
) |
||
|
Linear Technology Corp., Expires 2/17/07, Strike 32.50 |
|
635 |
|
106,042 |
|
(31,750 |
) |
||
|
Marvell Technology Group, Ltd., Expires 2/17/07, Strike 20.00 |
|
1,540 |
|
157,075 |
|
(138,600 |
) |
||
|
Medtronic, Inc., Expires 02/17/07, Strike 52.50 |
|
815 |
|
162,587 |
|
(187,450 |
) |
||
|
Mellon Financial Corp., Expires 3/17/07, Strike 42.50 |
|
1,170 |
|
154,751 |
|
(143,325 |
) |
||
|
Merrill Lynch & Co., Inc., Expires 01/20/07, Strike 90.00 |
|
635 |
|
136,203 |
|
(260,350 |
) |
||
|
Microsoft Corp., Expires 01/20/07, Strike 27.00 |
|
2,910 |
|
380,883 |
|
(902,100 |
) |
||
|
Mirant Corp., Expires 03/17/07, Strike 30.00 |
|
1,330 |
|
182,204 |
|
(312,550 |
) |
||
|
Morgan Stanley, Expires 01/20/07, Strike 80.00 |
|
740 |
|
116,176 |
|
(173,900 |
) |
||
|
Nabors Industries, Ltd., Expires 03/17/07, Strike 32.50 |
|
885 |
|
192,039 |
|
(92,925 |
) |
||
|
Newmont Mining Corp., Expires 03/17/07, Strike 47.50 |
|
1,435 |
|
314,973 |
|
(225,295 |
) |
||
|
Nike, Inc., Class B, Expires 1/20/07, Strike 95.00 |
|
905 |
|
183,791 |
|
(443,450 |
) |
||
|
Northrop Grumman Corp., Expires 02/17/07, Strike 65.00 |
|
575 |
|
136,271 |
|
(205,850 |
) |
||
|
Oracle Corp., Expires 03/17/07, Strike 18.00 |
|
2,290 |
|
294,828 |
|
(125,950 |
) |
||
|
Paychex, Inc., Expires 3/17/07, Strike 40.00 |
|
1,100 |
|
185,124 |
|
(132,000 |
) |
||
|
Pfizer Inc., Expires 01/20/07, Strike 25.00 |
|
2,983 |
|
204,329 |
|
(357,960 |
) |
||
|
Precision Castparts Corp., Expires 01/20/07, Strike 65.00 |
|
535 |
|
160,228 |
|
(719,575 |
) |
||
|
Procter & Gamble Co., Expires 1/20/07, Strike 60.00 |
|
365 |
|
131,213 |
|
(167,900 |
) |
||
7
|
Procter & Gamble Co., Expires 1/20/07, Strike 65.00 |
|
420 |
|
$ |
56,488 |
|
$ |
(14,700 |
) |
|
Quest Diagnostics, Inc., Expires 2/17/07, Strike 50.00 |
|
735 |
|
188,889 |
|
(274,890 |
) |
||
|
Respironics, Inc., Expires 01/20/07, Strike 35.00 |
|
360 |
|
69,118 |
|
(104,400 |
) |
||
|
Safeway, Inc., Expires 1/20/07, Strike 30.00 |
|
1,985 |
|
145,893 |
|
(972,650 |
) |
||
|
SanDisk Corp., Expires 04/21/07, Strike 45.00 |
|
1,150 |
|
459,181 |
|
(471,500 |
) |
||
|
Schlumberger, Ltd., Expires 2/17/07, Strike 65.00 |
|
1,000 |
|
376,988 |
|
(215,000 |
) |
||
|
Seagate Technology, Expires 1/20/07, Strike 22.50 |
|
1,140 |
|
150,475 |
|
(474,240 |
) |
||
|
Shire PLC ADR, Expires 01/20/07, Strike 55.00 |
|
695 |
|
227,258 |
|
(528,200 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 02/17/07, Strike 65.00 |
|
1,105 |
|
278,451 |
|
(198,900 |
) |
||
|
Suncor Energy, Inc., Expires 03/17/07, Strike 80.00 |
|
560 |
|
331,510 |
|
(263,200 |
) |
||
|
Texas Instruments, Inc. Expires 4/21/07, Strike 30.00 |
|
1,400 |
|
185,956 |
|
(194,600 |
) |
||
|
Thermo Fisher Scientific, Inc., Expires 3/17/07, Strike 45.00 |
|
1,080 |
|
164,155 |
|
(243,000 |
) |
||
|
Time Warner, Inc., Expires 1/20/07, Strike 17.50 |
|
650 |
|
167,045 |
|
(287,300 |
) |
||
|
TXU Corp., Expires 01/20/07, Strike 65.00 |
|
1,488 |
|
279,810 |
|
(7,440 |
) |
||
|
UBS AG, Expires 01/20/07, Strike 60.00 |
|
1,310 |
|
317,010 |
|
(183,400 |
) |
||
|
United Technologies Corp., Expires 2/17/07, Strike 65.00 |
|
665 |
|
164,250 |
|
(53,200 |
) |
||
|
Verizon Communications, Inc., Expires 01/20/07, Strike 37.50 |
|
1,610 |
|
184,339 |
|
(185,150 |
) |
||
|
W. R. Berkley Corp., Expires 01/20/07, Strike 35.00 |
|
1,125 |
|
219,571 |
|
(67,500 |
) |
||
|
Wachovia Corp., Expires 01/20/07, Strike 57.50 |
|
1,215 |
|
95,375 |
|
(60,750 |
) |
||
|
Walgreen Co., Expires 01/20/07, Strike 42.50 |
|
1,140 |
|
275,621 |
|
(400,140 |
) |
||
|
Wal-Mart Store, Inc., Expires 03/17/07, Strike 47.50 |
|
1,135 |
|
127,116 |
|
(130,525 |
) |
||
|
Western Refining, Inc., Expires 03/17/07, Strike 30.00 |
|
840 |
|
123,476 |
|
(50,400 |
) |
||
|
William Wrigley Jr. Co., Expires 3/17/07, Strike 50.00 |
|
750 |
|
202,119 |
|
(232,500 |
) |
||
|
Williams Co., Inc., Expires 02/17/07, Strike 27.50 |
|
1,750 |
|
195,994 |
|
(105,000 |
) |
||
|
Willis Group Holdings, Ltd., Expires 1/20/07, Strike 40.00 |
|
2,223 |
|
84,098 |
|
(111,150 |
) |
||
|
Wyeth, Expires 1/20/07, Strike 52.50 |
|
960 |
|
133,916 |
|
(14,400 |
) |
||
|
Yum Brands, Inc., Expires 01/20/07, Strike 60.00 |
|
615 |
|
182,649 |
|
(49,200 |
) |
||
|
Zimmer Holdings, Inc., Expires 01/20/07, Strike 75.00 |
|
890 |
|
166,425 |
|
(347,100 |
) |
||
|
Total
Covered Call Options Written |
|
|
|
|
|
$ |
(23,092,459 |
) |
|
|
Other Assets, Less Liabilities—(0.6)% |
|
|
|
|
|
$ |
(4,820,490 |
) |
|
|
Net Assets—100.0% |
|
|
|
|
|
$ |
802,686,267 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
A portion of each common stock holding has been segregated as collateral for it’s corresponding options written. |
|
(2) |
|
Non-income producing security. |
|
(3) |
|
Affiliated investment that invests in high quality U.S. money market instruments, and that is available to Eaton Vance portfolios and funds. The rate shown is the annualized seven-day yield as of December 31, 2006. |
8
The cost and unrealized appreciation (depreciation) in value of the investments owned at December 31, 2006, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
762,884,065 |
|
|
Gross unrealized appreciation |
|
$ |
42,586,927 |
|
|
Gross unrealized depreciation |
|
(10,551,325 |
) |
|
|
Net unrealized appreciation |
|
$ |
32,035,602 |
|
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: |
|
February 26, 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 and Principal Executive Officer |
|
Date: |
|
February 26, 2007 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
February 26, 2007 |