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, 2005 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund as of December 31, 2005
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (2) — 99.6%
|
Security |
|
Shares |
|
Value |
|
|
|
Advertising — 0.7% |
|
|
|
|
|
|
|
Lamar Advertising Co. (1) |
|
125,000 |
|
$ |
5,767,500 |
|
|
|
|
|
|
$ |
5,767,500 |
|
|
Aerospace & Defense — 5.0% |
|
|
|
|
|
|
|
Alliant Techsystems, Inc. (1) |
|
93,300 |
|
7,106,661 |
|
|
|
General Dynamics Corp. |
|
73,497 |
|
8,382,333 |
|
|
|
L-3 Communications Holdings, Inc. |
|
105,000 |
|
7,806,750 |
|
|
|
Northrop Grumman Corp. |
|
148,100 |
|
8,902,291 |
|
|
|
Precision Castparts Corp. |
|
137,078 |
|
7,102,011 |
|
|
|
|
|
|
|
$ |
39,300,046 |
|
|
Apparel — 1.6% |
|
|
|
|
|
|
|
Nike, Inc., Class B |
|
142,000 |
|
12,324,180 |
|
|
|
|
|
|
|
$ |
12,324,180 |
|
|
Asset Management — 2.7% |
|
|
|
|
|
|
|
Affiliated Managers Group, Inc. (1) |
|
99,000 |
|
7,944,750 |
|
|
|
T. Rowe Price Group, Inc. |
|
181,700 |
|
13,087,851 |
|
|
|
|
|
|
|
$ |
21,032,601 |
|
|
Auto and Parts — 1.3% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
169,700 |
|
10,288,911 |
|
|
|
|
|
|
|
$ |
10,288,911 |
|
|
Beverages — 2.2% |
|
|
|
|
|
|
|
Anheuser-Busch Companies, Inc. |
|
133,600 |
|
5,739,456 |
|
|
|
PepsiCo, Inc. |
|
197,000 |
|
11,638,760 |
|
|
|
|
|
|
|
$ |
17,378,216 |
|
|
Biotechnology — 1.1% |
|
|
|
|
|
|
|
Genzyme Corp. (1) |
|
124,200 |
|
8,790,876 |
|
|
|
|
|
|
|
$ |
8,790,876 |
|
|
Business Services — 2.0% |
|
|
|
|
|
|
|
Cintas Corp. |
|
130,200 |
|
5,361,636 |
|
|
|
Paychex, Inc. |
|
278,800 |
|
10,627,856 |
|
|
|
|
|
|
|
$ |
15,989,492 |
|
|
Chemicals — 1.2% |
|
|
|
|
|
|
|
Monsanto Co. |
|
122,700 |
|
9,512,931 |
|
|
|
|
|
|
|
$ |
9,512,931 |
|
|
Chemicals-Specialty — 1.4% |
|
|
|
|
|
|
|
Ecolab, Inc. |
|
301,900 |
|
10,949,913 |
|
|
|
|
|
|
|
$ |
10,949,913 |
|
1
|
Commercial Banks — 7.2% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
318,000 |
|
$ |
10,128,300 |
|
|
Commerce Bancorp, Inc. |
|
234,500 |
|
8,069,145 |
|
|
|
North Fork Bancorporation, Inc. |
|
356,850 |
|
9,763,416 |
|
|
|
Sovereign Bancorporation, Inc. |
|
311,200 |
|
6,728,144 |
|
|
|
SunTrust Banks, Inc. |
|
159,000 |
|
11,568,840 |
|
|
|
Wells Fargo & Co. |
|
175,400 |
|
11,020,382 |
|
|
|
|
|
|
|
$ |
57,278,227 |
|
|
Commercial Printing — 0.8% |
|
|
|
|
|
|
|
Donnelley (R.R.) & Sons Co. |
|
188,000 |
|
6,431,480 |
|
|
|
|
|
|
|
$ |
6,431,480 |
|
|
Communications Equipment — 0.8% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (1) |
|
371,100 |
|
6,353,232 |
|
|
|
|
|
|
|
$ |
6,353,232 |
|
|
Computer Software — 2.9% |
|
|
|
|
|
|
|
Microsoft Corp. |
|
369,000 |
|
9,649,350 |
|
|
|
Oracle Corp. (1) |
|
778,800 |
|
9,509,148 |
|
|
|
SAP AG ADR |
|
87,600 |
|
3,948,132 |
|
|
|
|
|
|
|
$ |
23,106,630 |
|
|
Computers & Peripherals — 1.4% |
|
|
|
|
|
|
|
International Business Machines Corp. |
|
132,300 |
|
10,875,060 |
|
|
|
|
|
|
|
$ |
10,875,060 |
|
|
Department Stores — 0.9% |
|
|
|
|
|
|
|
Federated Department Stores, Inc. |
|
108,000 |
|
7,163,640 |
|
|
|
|
|
|
|
$ |
7,163,640 |
|
|
Diversified Metals/Mining — 1.1% |
|
|
|
|
|
|
|
Phelps Dodge Corp. |
|
58,200 |
|
8,373,234 |
|
|
|
|
|
|
|
$ |
8,373,234 |
|
|
Diversified Telecommunication Services — 0.8% |
|
|
|
|
|
|
|
Sprint Nextel Corp. |
|
262,300 |
|
6,127,328 |
|
|
|
|
|
|
|
$ |
6,127,328 |
|
|
Electrical Equipment — 1.2% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
126,200 |
|
9,427,140 |
|
|
|
|
|
|
|
$ |
9,427,140 |
|
|
Electronic Equipment & Instruments — 1.2% |
|
|
|
|
|
|
|
Flextronics International, Ltd. (1) |
|
882,300 |
|
9,211,212 |
|
|
|
|
|
|
|
$ |
9,211,212 |
|
|
Entertainment — 0.6% |
|
|
|
|
|
|
|
Harrah’s Entertainment, Inc. |
|
66,000 |
|
4,705,140 |
|
|
|
|
|
|
|
$ |
4,705,140 |
|
2
|
Financial Services — 6.4% |
|
|
|
|
|
|
|
American Express Co. |
|
198,800 |
|
$ |
10,230,248 |
|
|
Citigroup, Inc. |
|
237,600 |
|
11,530,728 |
|
|
|
Countrywide Financial Corp. |
|
199,000 |
|
6,803,810 |
|
|
|
Goldman Sachs Group, Inc. |
|
112,100 |
|
14,316,291 |
|
|
|
Merrill Lynch & Co., Inc. |
|
115,400 |
|
7,816,042 |
|
|
|
|
|
|
|
$ |
50,697,119 |
|
|
Health Services — 1.6% |
|
|
|
|
|
|
|
Caremark Rx, Inc. (1) |
|
183,000 |
|
9,477,570 |
|
|
|
UnitedHealth Group, Inc. |
|
54,800 |
|
3,405,272 |
|
|
|
|
|
|
|
$ |
12,882,842 |
|
|
Healthcare Equipment — 2.7% |
|
|
|
|
|
|
|
Edwards Lifesciences Corp. (1) |
|
138,400 |
|
5,758,824 |
|
|
|
Fisher Scientific International, Inc. (1) |
|
155,000 |
|
9,588,300 |
|
|
|
Stryker Corp. |
|
132,800 |
|
5,900,304 |
|
|
|
|
|
|
|
$ |
21,247,428 |
|
|
Healthcare Services — 1.0% |
|
|
|
|
|
|
|
Laboratory Corporation of America Holdings (1) |
|
142,300 |
|
7,662,855 |
|
|
|
|
|
|
|
$ |
7,662,855 |
|
|
Healthcare Supplies — 0.7% |
|
|
|
|
|
|
|
DENTSPLY International, Inc. |
|
98,700 |
|
5,299,203 |
|
|
|
|
|
|
|
$ |
5,299,203 |
|
|
Hotel/Resort/Cruise — 2.8% |
|
|
|
|
|
|
|
Carnival Corp. |
|
204,100 |
|
10,913,227 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
171,100 |
|
10,926,446 |
|
|
|
|
|
|
|
$ |
21,839,673 |
|
|
Industrial Conglomerates — 1.0% |
|
|
|
|
|
|
|
Tyco International, Ltd. |
|
285,300 |
|
8,233,758 |
|
|
|
|
|
|
|
$ |
8,233,758 |
|
|
Insurance — 3.7% |
|
|
|
|
|
|
|
Aflac, Inc. |
|
213,900 |
|
9,929,238 |
|
|
|
Allstate Corp. |
|
127,600 |
|
6,899,332 |
|
|
|
MGIC Investment Corp. |
|
70,000 |
|
4,607,400 |
|
|
|
PartnerRe, Ltd. |
|
123,600 |
|
8,116,812 |
|
|
|
|
|
|
|
$ |
29,552,782 |
|
|
Integrated Telecommunication Services — 0.9% |
|
|
|
|
|
|
|
AT&T, Inc. |
|
291,500 |
|
7,138,835 |
|
|
|
|
|
|
|
$ |
7,138,835 |
|
|
Internet Software & Services — 1.2% |
|
|
|
|
|
|
|
Google, Inc., Class A (1) |
|
22,000 |
|
9,126,920 |
|
|
|
|
|
|
|
$ |
9,126,920 |
|
3
|
Machinery — 1.2% |
|
|
|
|
|
|
|
Deere & Co. |
|
144,900 |
|
$ |
9,869,139 |
|
|
|
|
|
|
$ |
9,869,139 |
|
|
Media — 1.6% |
|
|
|
|
|
|
|
Time Warner, Inc. |
|
418,500 |
|
7,298,640 |
|
|
|
Walt Disney Co. |
|
226,000 |
|
5,417,220 |
|
|
|
|
|
|
|
$ |
12,715,860 |
|
|
Medical Products — 1.7% |
|
|
|
|
|
|
|
Biomet, Inc. |
|
190,300 |
|
6,959,271 |
|
|
|
Charles River Laboratories International, Inc. (1) |
|
152,700 |
|
6,469,899 |
|
|
|
|
|
|
|
$ |
13,429,170 |
|
|
Metals-Industrial — 2.9% |
|
|
|
|
|
|
|
Alcoa, Inc. |
|
315,200 |
|
9,320,464 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
95,500 |
|
5,137,900 |
|
|
|
Inco, Ltd. (1) |
|
201,000 |
|
8,757,570 |
|
|
|
|
|
|
|
$ |
23,215,934 |
|
|
Mining — 1.2% |
|
|
|
|
|
|
|
Newmont Mining Corp. |
|
183,000 |
|
9,772,200 |
|
|
|
|
|
|
|
$ |
9,772,200 |
|
|
Oil and Gas — 2.4% |
|
|
|
|
|
|
|
BP PLC ADR |
|
176,000 |
|
11,302,720 |
|
|
|
Marathon Oil Corp. |
|
121,000 |
|
7,377,370 |
|
|
|
|
|
|
|
$ |
18,680,090 |
|
|
Oil and Gas-Equipment and Services — 2.5% |
|
|
|
|
|
|
|
Halliburton Co. |
|
172,000 |
|
10,657,120 |
|
|
|
Williams Co., Inc. |
|
396,100 |
|
9,177,637 |
|
|
|
|
|
|
|
$ |
19,834,757 |
|
|
Oil and Gas-Exploration and Production — 4.3% |
|
|
|
|
|
|
|
Burlington Resources, Inc. |
|
111,000 |
|
9,568,200 |
|
|
|
Canadian Natural Resources, Ltd. |
|
174,000 |
|
8,633,880 |
|
|
|
Chesapeake Energy Corp. |
|
205,500 |
|
6,520,515 |
|
|
|
Nabors Industries, Ltd. (1) |
|
42,500 |
|
3,219,375 |
|
|
|
Noble Corp. |
|
84,500 |
|
5,960,630 |
|
|
|
|
|
|
|
$ |
33,902,600 |
|
|
Personal Products — 1.7% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
117,100 |
|
6,422,935 |
|
|
|
Procter & Gamble Co. (The) |
|
122,070 |
|
7,065,412 |
|
|
|
|
|
|
|
$ |
13,488,347 |
|
|
Pharmaceuticals — 3.4% |
|
|
|
|
|
|
|
Johnson & Johnson |
|
126,800 |
|
7,620,680 |
|
|
|
Sepracor, Inc. (1) |
|
143,000 |
|
7,378,800 |
|
|
4
|
Watson Pharmaceuticals, Inc. (1) |
|
146,800 |
|
$ |
4,772,468 |
|
|
Wyeth |
|
161,300 |
|
7,431,091 |
|
|
|
|
|
|
|
$ |
27,203,039 |
|
|
Railroads — 2.2% |
|
|
|
|
|
|
|
Canadian Pacific Railway, Ltd. |
|
183,900 |
|
7,714,605 |
|
|
|
CSX Corp. |
|
198,000 |
|
10,052,460 |
|
|
|
|
|
|
|
$ |
17,767,065 |
|
|
REITs — 1.3% |
|
|
|
|
|
|
|
Simon Property Group, Inc. |
|
132,100 |
|
10,122,823 |
|
|
|
|
|
|
|
$ |
10,122,823 |
|
|
Restaurants — 1.0% |
|
|
|
|
|
|
|
Yum! Brands, Inc. |
|
160,000 |
|
7,500,800 |
|
|
|
|
|
|
|
$ |
7,500,800 |
|
|
Retail-Food and Drug — 3.6% |
|
|
|
|
|
|
|
CVS Corp. |
|
303,400 |
|
8,015,828 |
|
|
|
Safeway, Inc. |
|
278,000 |
|
6,577,480 |
|
|
|
Walgreen Co. |
|
315,000 |
|
13,941,900 |
|
|
|
|
|
|
|
$ |
28,535,208 |
|
|
Retail-General — 0.9% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (1) |
|
235,000 |
|
6,946,600 |
|
|
|
|
|
|
|
$ |
6,946,600 |
|
|
Retail-Specialty and Apparel — 1.1% |
|
|
|
|
|
|
|
Bed Bath and Beyond, Inc. (1) |
|
237,400 |
|
8,582,010 |
|
|
|
|
|
|
|
$ |
8,582,010 |
|
|
Semiconductors & Semiconductor Equipment — 3.7% |
|
|
|
|
|
|
|
Altera Corp. (1) |
|
240,000 |
|
4,447,200 |
|
|
|
Analog Devices, Inc. |
|
184,500 |
|
6,618,015 |
|
|
|
Applied Materials, Inc. |
|
428,800 |
|
7,692,672 |
|
|
|
Intel Corp. |
|
248,500 |
|
6,202,560 |
|
|
|
Linear Technology Corp. |
|
129,300 |
|
4,663,851 |
|
|
|
|
|
|
|
$ |
29,624,298 |
|
|
Services-Data Processing — 1.8% |
|
|
|
|
|
|
|
Electronic Data Systems Corp. |
|
321,000 |
|
7,716,840 |
|
|
|
Fiserv, Inc. (1) |
|
156,000 |
|
6,750,120 |
|
|
|
|
|
|
|
$ |
14,466,960 |
|
|
Tobacco — 1.0% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
102,700 |
|
7,673,744 |
|
|
|
|
|
|
|
$ |
7,673,744 |
|
|
Total Common Stocks |
|
|
|
$ |
787,399,048 |
|
5
Commercial Paper — 3.7%
|
|
|
Principal |
|
|
|
||
|
|
|
Amount |
|
|
|
||
|
Security |
|
(000’s omitted) |
|
Value |
|
||
|
General Electric Capital Corp., 4.20%, 1/3/06 |
|
$ |
29,374 |
|
$ |
29,367,146 |
|
|
Total Commercial Paper |
|
|
|
$ |
29,367,146 |
|
|
Short-Term Investments — 0.3%
|
|
|
Principal |
|
|
|
||
|
|
|
Amount |
|
|
|
||
|
Security |
|
(000’s omitted) |
|
Value |
|
||
|
Investors Bank and Trust Company Time Deposit, 4.23%, 1/3/06 |
|
$ |
2,000 |
|
$ |
2,000,000 |
|
|
Total
Short-Term Investments |
|
|
|
$ |
2,000,000 |
|
|
|
Total Investments — 103.6% |
|
|
|
$ |
818,766,194 |
|
|
Covered Call Options Written — (3.1)%
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Affiliated Managers Group, Inc., Expires 3/18/06, Strike 80.00 |
|
625 |
|
$ |
188,167 |
|
$ |
(221,875 |
) |
|
Aflac, Inc., Expires 2/18/06, Strike 45.00 |
|
310 |
|
74,988 |
|
(69,750 |
) |
||
|
Alcoa, Inc., Expires 1/21/06, Strike 25.00 |
|
670 |
|
64,261 |
|
(321,600 |
) |
||
|
Alliant Techsystems, Inc., Expires 2/18/06, Strike 75.00 |
|
375 |
|
100,122 |
|
(115,312 |
) |
||
|
Allstate Corp., Expires 1/21/06, Strike 55.00 |
|
565 |
|
117,988 |
|
(16,950 |
) |
||
|
Altera Corp., Expires 1/21/06, Strike 20.00 |
|
1,580 |
|
216,334 |
|
(23,700 |
) |
||
|
Altria Group, Inc., Expires 3/18/06, |
|
1,027 |
|
177,665 |
|
(123,240 |
) |
||
|
American Express Co., Expires 1/21/06, Strike 50.00 |
|
545 |
|
69,213 |
|
(111,725 |
) |
||
|
Analog Devices, Inc., Expires 6/17/06, |
|
1,845 |
|
464,920 |
|
(230,625 |
) |
||
|
Anheuser-Busch Companies, Inc., Expires 3/18/06, Strike 45.00 |
|
480 |
|
61,398 |
|
(24,000 |
) |
||
|
Applied Materials, Inc., Expires 4/22/06, Strike 18.00 |
|
1,515 |
|
203,759 |
|
(174,225 |
) |
||
|
AT&T, Inc., Expires 4/22/06, Strike 25.00 |
|
2,915 |
|
112,223 |
|
(131,175 |
) |
||
|
Bank of New York Co., Inc., Expires 4/22/06, Strike 30.00 |
|
1,040 |
|
189,274 |
|
(278,200 |
) |
||
|
Bed Bath and Beyond, Inc., Expires 1/21/06, Strike 42.50 |
|
1,290 |
|
305,494 |
|
(6,450 |
) |
||
|
Biomet, Inc., Expires 1/21/06, Strike 35.00 |
|
680 |
|
94,857 |
|
(136,000 |
) |
||
6
|
BJ’s Wholesale Club, Inc., Expires 3/18/06, Strike 25.00 |
|
390 |
|
$ |
97,301 |
|
$ |
(218,400 |
) |
|
BorgWarner, Inc., Expires 1/21/06, |
|
655 |
|
250,146 |
|
(386,450 |
) |
||
|
BP PLC ADR, Expires 4/22/06, Strike 70.00 |
|
1,760 |
|
223,510 |
|
(123,200 |
) |
||
|
Burlington Resources, Inc., Expires 1/21/06, Strike 75.00 |
|
645 |
|
233,516 |
|
(735,300 |
) |
||
|
Canadian Natural Resources, Ltd., Expires 3/18/06, Strike 50.00 |
|
1,740 |
|
586,355 |
|
(556,800 |
) |
||
|
Canadian Pacific Railway, Ltd., Expires 3/18/06, Strike 45.00 |
|
1,839 |
|
178,375 |
|
(137,925 |
) |
||
|
Caremark Rx, Inc., Expires 1/21/06, |
|
1,075 |
|
270,810 |
|
(263,375 |
) |
||
|
Carnival Corp., Expires 1/21/06, Strike 50.00 |
|
1,055 |
|
263,525 |
|
(390,350 |
) |
||
|
Charles River Laboratories International, Inc., Expires 2/18/06,
|
|
495 |
|
102,415 |
|
(34,650 |
) |
||
|
Chesapeake Energy Corp., Expires 4/22/06, Strike 30.00 |
|
1,275 |
|
359,777 |
|
(510,000 |
) |
||
|
Cintas Corp., Expires 2/18/06, Strike 45.00 |
|
600 |
|
76,197 |
|
(6,000 |
) |
||
|
Cisco Systems, Inc., Expires 1/21/06, |
|
940 |
|
61,298 |
|
(14,100 |
) |
||
|
Citigroup, Inc., Expires 6/17/06, Strike 50.00 |
|
2,376 |
|
420,534 |
|
(320,760 |
) |
||
|
Colgate-Palmolive Co., Expires 1/21/06, Strike 55.00 |
|
1,171 |
|
131,048 |
|
(93,680 |
) |
||
|
Commerce Bancorp, Inc., Expires 1/21/06, Strike 32.50 |
|
1,035 |
|
146,872 |
|
(243,225 |
) |
||
|
Countrywide Financial Corp., Expires 1/21/06, Strike 32.50 |
|
655 |
|
88,094 |
|
(131,000 |
) |
||
|
CSX Corp., Expires 1/21/06, Strike 45.00 |
|
1,015 |
|
321,668 |
|
(598,850 |
) |
||
|
CVS Corp., Expires 2/18/06, Strike 27.50 |
|
1,235 |
|
206,236 |
|
(86,450 |
) |
||
|
Deere & Co., Expires 3/18/06, Strike 70.00 |
|
1,449 |
|
517,271 |
|
(376,740 |
) |
||
|
DENTSPLY International, Inc., Expires 1/21/06, Strike 55.00 |
|
987 |
|
149,935 |
|
(49,350 |
) |
||
|
Donnelley (R.R.) & Sons Co., Expires 3/18/06, Strike 35.00 |
|
1,880 |
|
201,309 |
|
(145,700 |
) |
||
|
Ecolab, Inc., Expires 1/21/06, Strike 30.00 |
|
535 |
|
108,021 |
|
(342,400 |
) |
||
|
Ecolab, Inc., Expires 4/22/06, Strike 35.00 |
|
2,484 |
|
194,986 |
|
(602,370 |
) |
||
|
Edwards Lifesciences Corp., Expires 2/18/06, Strike 45.00 |
|
680 |
|
63,577 |
|
(20,400 |
) |
||
|
Electronic Data Systems Corp., Expires 1/21/06, Strike 22.50 |
|
1,860 |
|
190,318 |
|
(321,780 |
) |
||
|
Emerson Electric Co., Expires 1/21/06, |
|
1,262 |
|
280,060 |
|
(656,240 |
) |
||
|
Federated Department Stores, Inc., Expires 2/18/06, Strike 70.00 |
|
365 |
|
123,000 |
|
(47,450 |
) |
||
7
|
Fiserv, Inc., Expires 1/21/06, Strike 45.00 |
|
770 |
|
$ |
168,120 |
|
$ |
(15,400 |
) |
|
Fisher Scientific International, Inc., Expires 3/18/06, Strike 65.00 |
|
975 |
|
233,503 |
|
(146,250 |
) |
||
|
Flextronics International, Ltd., Expires 4/22/06, Strike 10.00 |
|
2,705 |
|
239,382 |
|
(311,075 |
) |
||
|
Freeport-McMoRan Copper & Gold, Inc., Expires 2/18/06, Strike 55.00 |
|
620 |
|
116,784 |
|
(136,400 |
) |
||
|
General Dynamics Corp., Expires 5/20/06, Strike 115.00 |
|
330 |
|
167,303 |
|
(165,000 |
) |
||
|
Genzyme Corp., Expires 1/21/06, Strike 75.00 |
|
625 |
|
182,492 |
|
(31,250 |
) |
||
|
Goldman Sachs Group, Inc., Expires 1/21/06, Strike 120.00 |
|
1,121 |
|
635,502 |
|
(896,800 |
) |
||
|
Google, Inc., Expires 1/21/06, Strike 320.00 |
|
125 |
|
273,354 |
|
(1,197,500 |
) |
||
|
Hallibutron Co., Expires 1/21/06, Strike 60.00 |
|
635 |
|
247,185 |
|
(222,250 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 2/18/06, Strike 70.00 |
|
315 |
|
92,477 |
|
(113,400 |
) |
||
|
Inco, Ltd., Expires 1/21/06, Strike 45.00 |
|
1,080 |
|
142,554 |
|
(81,000 |
) |
||
|
Intel Corp., Expires 1/21/06, Strike 25.00 |
|
1,485 |
|
166,313 |
|
(89,100 |
) |
||
|
International Business Machines Corp., Expires 1/21/06, Strike 85.00 |
|
825 |
|
147,945 |
|
(61,875 |
) |
||
|
Johnson & Johnson, Expires 4/22/06, Strike 65.00 |
|
1,268 |
|
180,619 |
|
(76,080 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 4/22/06, Strike 75.00 |
|
400 |
|
169,747 |
|
(144,000 |
) |
||
|
Laboratory Corporation of America Holdings, Expires 1/21/06, Strike 47.50 |
|
815 |
|
213,127 |
|
(529,750 |
) |
||
|
Lamar Advertising Co., Expires 4/22/06, Strike 45.00 |
|
1,250 |
|
377,487 |
|
(400,000 |
) |
||
|
Linear Technology Corp., Expires 2/18/06, Strike 37.50 |
|
865 |
|
77,051 |
|
(64,875 |
) |
||
|
Marathon Oil Corp., Expires 4/22/06, |
|
845 |
|
369,249 |
|
(388,700 |
) |
||
|
Merrill Lynch & Co., Inc., Expires 1/21/06, Strike 65.00 |
|
630 |
|
157,178 |
|
(207,900 |
) |
||
|
MGIC Investment Corp., Expires 3/18/06, Strike 65.00 |
|
405 |
|
142,554 |
|
(141,750 |
) |
||
|
Microsoft Corp., Expires 1/21/06, Strike 25.00 |
|
1,000 |
|
93,497 |
|
(125,000 |
) |
||
|
Monsanto Co., Expires 1/21/06, Strike 65.00 |
|
635 |
|
245,735 |
|
(793,750 |
) |
||
|
Nabors Industries, Ltd., Expires 3/18/06, Strike 70.00 |
|
305 |
|
136,329 |
|
(265,350 |
) |
||
|
Newmont Mining Corp., Expires 3/18/06, Strike 47.50 |
|
1,425 |
|
565,701 |
|
(1,048,800 |
) |
||
|
Nike, Inc., Expires 1/21/06, Strike 85.00 |
|
645 |
|
214,139 |
|
(177,375 |
) |
||
|
Noble Corp., Expires 3/18/06, Strike 75.00 |
|
635 |
|
251,164 |
|
(196,850 |
) |
||
|
North Fork Bancorporation, Inc., Expires 2/18/06, Strike 27.50 |
|
1,225 |
|
108,408 |
|
(85,750 |
) |
||
8
|
Northrop Grumman Corp., Expires 1/21/06, Strike 55.00 |
|
655 |
|
$ |
165,012 |
|
$ |
(353,700 |
) |
|
Oracle Corp., Expires 3/18/06, Strike 13.00 |
|
4,265 |
|
347,229 |
|
(106,625 |
) |
||
|
PartnerRe, Ltd., Expires 2/18/06, Strike 70.00 |
|
235 |
|
16,574 |
|
(19,975 |
) |
||
|
Paychex, Inc., Expires 1/21/06, Strike 32.50 |
|
1,125 |
|
210,284 |
|
(646,875 |
) |
||
|
PepsiCo, Inc., Expires 1/21/06, Strike 60.00 |
|
1,970 |
|
210,781 |
|
(82,740 |
) |
||
|
Phelps Dodge Corp., Expires 1/21/06, |
|
420 |
|
431,286 |
|
(1,033,200 |
) |
||
|
Precision Castparts Corp., Expires 3/18/06, Strike 50.00 |
|
830 |
|
279,698 |
|
(327,850 |
) |
||
|
Procter & Gamble Co. (The), Expires 1/21/06, Strike 55.00 |
|
602 |
|
110,055 |
|
(126,173 |
) |
||
|
Safeway, Inc., Expires 3/18/06, Strike 22.50 |
|
1,685 |
|
331,931 |
|
(332,788 |
) |
||
|
SAP AG ADR, Expires 3/18/06, Strike 45.00 |
|
600 |
|
106,195 |
|
(111,000 |
) |
||
|
Sepracor, Inc., Expires 1/21/06, Strike 55.00 |
|
695 |
|
298,465 |
|
(52,125 |
) |
||
|
Simon Property Group, Inc., Expires 1/21/06, Strike 75.00 |
|
460 |
|
116,022 |
|
(147,200 |
) |
||
|
Sovereign Bancorporation, Inc., Expires 1/21/06, Strike 22.50 |
|
1,605 |
|
264,014 |
|
(32,100 |
) |
||
|
Sprint Nextel Corp., Expires 5/20/06, |
|
1,565 |
|
184,664 |
|
(164,325 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 2/18/06, Strike 65.00 |
|
1,055 |
|
144,803 |
|
(200,450 |
) |
||
|
Stryker Corp., Expires 1/21/06, Strike 50.00 |
|
455 |
|
157,837 |
|
(6,825 |
) |
||
|
SunTrust Banks, Inc., Expires 1/21/06, |
|
775 |
|
210,727 |
|
(240,250 |
) |
||
|
T. Rowe Price Group, Inc., Expires 1/21/06, Strike 60.00 |
|
967 |
|
480,583 |
|
(1,155,565 |
) |
||
|
Time Warner, Inc., Expires 1/21/06, |
|
2,585 |
|
228,765 |
|
(77,550 |
) |
||
|
Tyco International, Ltd., Expires 1/21/06, Strike 27.50 |
|
715 |
|
137,215 |
|
(110,825 |
) |
||
|
Walgreen Co., Expires 1/21/06, Strike 42.50 |
|
1,410 |
|
327,003 |
|
(303,150 |
) |
||
|
Walt Disney Co., Expires 1/21/06, |
|
239 |
|
36,306 |
|
(38,240 |
) |
||
|
Watson Pharmaceuticals, Inc., Expires 5/20/06, Strike 35.00 |
|
675 |
|
85,722 |
|
(67,500 |
) |
||
|
Wells Fargo & Co., Expires 1/21/06, |
|
660 |
|
93,717 |
|
(194,700 |
) |
||
|
Williams Co., Inc., Expires 1/21/06, |
|
2,570 |
|
313,370 |
|
(282,700 |
) |
||
|
Wyeth, Expires 4/22/06, Strike 45.00 |
|
1,613 |
|
221,730 |
|
(483,900 |
) |
||
9
|
Yum! Brands, Inc., Expires 1/21/06, |
|
845 |
|
$ |
162,163 |
|
$ |
(12,675 |
) |
|
Total Call Options Written |
|
|
|
|
|
$ |
(24,222,008 |
) |
|
|
Other Assets, Less Liabilities — (0.5)% |
|
|
|
|
|
$ |
(4,138,526 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
790,405,660 |
|
|
|
ADR |
— |
American Depository Receipt |
|
REIT |
— |
Real Estate Investment Trust |
|
(1) |
|
Non-income producing security. |
|
(2) |
|
A portion of each common stock holding has been segregated as collateral for outstanding options written. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at December 31, 2005, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
786,381,473 |
|
|
Gross unrealized appreciation |
|
$ |
51,776,163 |
|
|
Gross unrealized depreciation |
|
(19,391,442 |
) |
|
|
Net unrealized appreciation |
|
$ |
32,384,721 |
|
10
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 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: |
|
February 24, 2006 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
February 24, 2006 |