UNITED
STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
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Investment Company Act File Number |
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811-21614 |
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Eaton Vance Enhanced Equity Income Fund |
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(Exact Name of Registrant as Specified in Charter) |
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The
Eaton Vance Building, |
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02109 |
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(Address of Principal Executive Offices) |
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(Zip code) |
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Maureen
A. Gemma |
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(Name and Address of Agent for Service) |
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Registrant’s Telephone Number, Including Area Code: |
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(617) 482-8260 |
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Date of Fiscal Year End: |
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September 30 |
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Date of Reporting Period: |
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June 30, 2008 |
Item 1. Schedule of Investments
|
Eaton Vance Enhanced Equity Income Fund |
|
as of June 30, 2008 |
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 96.9%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 4.4% |
|
|
|
|
|
|
|
Alliant Techsystems, Inc. (2) |
|
15,056 |
|
$ |
1,530,894 |
|
|
Ceradyne, Inc. (2) |
|
64,273 |
|
2,204,564 |
|
|
|
General Dynamics Corp. |
|
81,660 |
|
6,875,772 |
|
|
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Lockheed Martin Corp. |
|
62,915 |
|
6,207,194 |
|
|
|
Precision Castparts Corp. |
|
27,798 |
|
2,678,893 |
|
|
|
Raytheon Co. |
|
79,917 |
|
4,497,729 |
|
|
|
United Technologies Corp. |
|
124,228 |
|
7,664,868 |
|
|
|
|
|
|
|
$ |
31,659,914 |
|
|
Auto Components — 0.8% |
|
|
|
|
|
|
|
Johnson Controls, Inc. |
|
212,314 |
|
$ |
6,089,166 |
|
|
|
|
|
|
$ |
6,089,166 |
|
|
Beverages — 2.2% |
|
|
|
|
|
|
|
Central European Distribution Corp.(2) |
|
25,371 |
|
$ |
1,881,260 |
|
|
Coca-Cola Co. (The) |
|
95,492 |
|
4,963,674 |
|
|
|
PepsiCo, Inc. |
|
139,710 |
|
8,884,159 |
|
|
|
|
|
|
|
$ |
15,729,093 |
|
|
Biotechnology — 3.0% |
|
|
|
|
|
|
|
BioMarin Pharmaceutical, Inc. (2) |
|
45,322 |
|
$ |
1,313,432 |
|
|
Cephalon, Inc. (2) |
|
28,128 |
|
1,875,856 |
|
|
|
Genentech, Inc. (2) |
|
54,816 |
|
4,160,534 |
|
|
|
Genzyme Corp. (2) |
|
99,210 |
|
7,145,104 |
|
|
|
Gilead Sciences, Inc. (2) |
|
108,696 |
|
5,755,453 |
|
|
|
Onyx Pharmaceuticals, Inc. (2) |
|
44,985 |
|
1,601,466 |
|
|
|
|
|
|
|
$ |
21,851,845 |
|
|
Capital Markets — 4.3% |
|
|
|
|
|
|
|
Affiliated Managers Group, Inc.(2) |
|
11,834 |
|
$ |
1,065,770 |
|
|
Bank of New York Mellon Corp. (The) |
|
278,201 |
|
10,524,344 |
|
|
|
Goldman Sachs Group, Inc. |
|
20,919 |
|
3,658,733 |
|
|
|
Invesco, Ltd. |
|
168,614 |
|
4,043,364 |
|
|
|
Julius Baer Holding AG |
|
32,268 |
|
2,170,255 |
|
|
|
State Street Corp. |
|
37,610 |
|
2,406,664 |
|
|
|
T. Rowe Price Group, Inc. |
|
134,109 |
|
7,573,135 |
|
|
|
|
|
|
|
$ |
31,442,265 |
|
|
Chemicals — 1.8% |
|
|
|
|
|
|
|
E.I. Du Pont de Nemours & Co. |
|
64,734 |
|
$ |
2,776,441 |
|
|
Ecolab, Inc. |
|
68,130 |
|
2,928,909 |
|
|
|
Monsanto Co. |
|
36,773 |
|
4,649,578 |
|
|
|
PPG Industries, Inc. |
|
48,163 |
|
2,763,111 |
|
|
|
|
|
|
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$ |
13,118,039 |
|
|
Commercial Banks — 1.3% |
|
|
|
|
|
|
|
M&T Bank Corp. |
|
45,712 |
|
$ |
3,224,524 |
|
|
Toronto-Dominion Bank |
|
43,458 |
|
2,706,130 |
|
|
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U.S. Bancorp |
|
114,850 |
|
3,203,167 |
|
|
|
|
|
|
|
$ |
9,133,821 |
|
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Commercial Services & Supplies — 1.3% |
|
|
|
|
|
|
|
Republic Services, Inc. |
|
99,002 |
|
$ |
2,940,359 |
|
|
Waste Management, Inc. |
|
166,592 |
|
6,282,184 |
|
|
|
|
|
|
|
$ |
9,222,543 |
|
|
Communications Equipment — 3.3% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
435,388 |
|
$ |
10,127,125 |
|
|
Juniper Networks, Inc. (2) |
|
115,182 |
|
2,554,737 |
|
|
|
QUALCOMM, Inc. |
|
106,448 |
|
4,723,098 |
|
|
|
Research In Motion, Ltd. (2) |
|
47,484 |
|
5,550,880 |
|
|
|
Riverbed Technology, Inc. (2) |
|
99,444 |
|
1,364,372 |
|
|
|
|
|
|
|
$ |
24,320,212 |
|
1
|
Computer Peripherals — 3.9% |
|
|
|
|
|
|
|
Apple, Inc. (2) |
|
53,386 |
|
$ |
8,938,952 |
|
|
Hewlett-Packard Co. |
|
177,680 |
|
7,855,233 |
|
|
|
International Business Machines Corp. |
|
94,858 |
|
11,243,519 |
|
|
|
|
|
|
|
$ |
28,037,704 |
|
|
Construction & Engineering — 0.3% |
|
|
|
|
|
|
|
Jacobs Engineering Group, Inc. (2) |
|
29,047 |
|
$ |
2,344,093 |
|
|
|
|
|
|
$ |
2,344,093 |
|
|
Diversified Financial Services — 1.2% |
|
|
|
|
|
|
|
Citigroup, Inc. |
|
89,061 |
|
$ |
1,492,662 |
|
|
IntercontinentalExchange, Inc. (2) |
|
12,876 |
|
1,467,864 |
|
|
|
JPMorgan Chase & Co. |
|
177,027 |
|
6,073,796 |
|
|
|
|
|
|
|
$ |
9,034,322 |
|
|
Diversified Telecommunication Services — 3.0% |
|
|
|
|
|
|
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AT&T, Inc. |
|
332,276 |
|
$ |
11,194,378 |
|
|
Fairpoint Communications, Inc. |
|
259,535 |
|
1,871,247 |
|
|
|
Qwest Communications International, Inc. |
|
485,310 |
|
1,907,268 |
|
|
|
Verizon Communications, Inc. |
|
188,753 |
|
6,681,856 |
|
|
|
|
|
|
|
$ |
21,654,749 |
|
|
Electric Utilities — 2.5% |
|
|
|
|
|
|
|
E.ON AG ADR |
|
110,628 |
|
$ |
7,374,463 |
|
|
Edison International |
|
103,343 |
|
5,309,763 |
|
|
|
FirstEnergy Corp. |
|
67,839 |
|
5,585,185 |
|
|
|
|
|
|
|
$ |
18,269,411 |
|
|
Electrical Equipment — 1.0% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
141,120 |
|
$ |
6,978,384 |
|
|
|
|
|
|
$ |
6,978,384 |
|
|
Electronic Equipment & Instruments — 0.5% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (2) |
|
109,646 |
|
$ |
3,896,819 |
|
|
|
|
|
|
$ |
3,896,819 |
|
|
Energy Equipment & Services — 4.2% |
|
|
|
|
|
|
|
Diamond Offshore Drilling, Inc. |
|
54,768 |
|
$ |
7,620,420 |
|
|
NATCO Group, Inc., Class A (2) |
|
48,329 |
|
2,635,380 |
|
|
|
Schlumberger, Ltd. |
|
95,428 |
|
10,251,830 |
|
|
|
Transocean, Inc. (2) |
|
46,199 |
|
7,040,266 |
|
|
|
Willbros Group, Inc. (2) |
|
69,550 |
|
3,046,986 |
|
|
|
|
|
|
|
$ |
30,594,882 |
|
|
Food & Staples Retailing — 2.8% |
|
|
|
|
|
|
|
CVS Caremark Corp. |
|
183,831 |
|
$ |
7,274,193 |
|
|
Safeway, Inc. |
|
126,206 |
|
3,603,181 |
|
|
|
Wal-Mart Stores, Inc. |
|
165,488 |
|
9,300,426 |
|
|
|
|
|
|
|
$ |
20,177,800 |
|
|
Food Products — 1.7% |
|
|
|
|
|
|
|
Campbell Soup Co. |
|
92,172 |
|
$ |
3,084,075 |
|
|
H.J. Heinz Co. |
|
54,558 |
|
2,610,600 |
|
|
|
Nestle SA ADR |
|
59,292 |
|
6,596,235 |
|
|
|
|
|
|
|
$ |
12,290,910 |
|
|
Health Care Equipment & Supplies — 3.1% |
|
|
|
|
|
|
|
Baxter International, Inc. |
|
51,660 |
|
$ |
3,303,140 |
|
|
Boston Scientific Corp. (2) |
|
250,502 |
|
3,078,670 |
|
|
|
Covidien, Ltd. |
|
143,391 |
|
6,866,995 |
|
|
|
Heartware, Ltd. (2) |
|
3,145,346 |
|
1,205,800 |
|
|
|
Medtronic, Inc. |
|
73,694 |
|
3,813,665 |
|
|
|
Thoratec Corp. (2) |
|
122,835 |
|
2,136,101 |
|
|
|
Zimmer Holdings, Inc. (2) |
|
35,245 |
|
2,398,422 |
|
|
|
|
|
|
|
$ |
22,802,793 |
|
|
Health Care Providers & Services — 0.5% |
|
|
|
|
|
|
|
DaVita, Inc. (2) |
|
41,433 |
|
$ |
2,201,335 |
|
|
Fresenius Medical Care AG & Co. KGaA ADR |
|
29,222 |
|
1,603,996 |
|
|
|
|
|
|
|
$ |
3,805,331 |
|
2
|
Hotels, Restaurants & Leisure — 1.5% |
|
|
|
|
|
|
|
Marriott International, Inc., Class A |
|
144,267 |
|
$ |
3,785,566 |
|
|
McDonald’s Corp. |
|
120,674 |
|
6,784,292 |
|
|
|
|
|
|
|
$ |
10,569,858 |
|
|
Household Products — 2.1% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
78,513 |
|
$ |
5,425,248 |
|
|
Kimberly-Clark Corp. |
|
60,690 |
|
3,628,048 |
|
|
|
Procter & Gamble Co. |
|
104,116 |
|
6,331,294 |
|
|
|
|
|
|
|
$ |
15,384,590 |
|
|
Independent Power Producers & Energy Traders — 0.4% |
|
|
|
|
|
|
|
NRG Energy, Inc. (2) |
|
70,810 |
|
$ |
3,037,749 |
|
|
|
|
|
|
$ |
3,037,749 |
|
|
Industrial Conglomerates — 2.1% |
|
|
|
|
|
|
|
General Electric Co. |
|
558,215 |
|
$ |
14,898,758 |
|
|
|
|
|
|
$ |
14,898,758 |
|
|
Insurance — 4.0% |
|
|
|
|
|
|
|
Assurant, Inc. |
|
17,812 |
|
$ |
1,174,880 |
|
|
Berkshire Hathaway, Inc., Class A (2) |
|
59 |
|
7,124,250 |
|
|
|
Chubb Corp. |
|
75,185 |
|
3,684,817 |
|
|
|
Lincoln National Corp. |
|
34,843 |
|
1,579,085 |
|
|
|
MetLife, Inc. |
|
97,426 |
|
5,141,170 |
|
|
|
Travelers Companies, Inc. (The) |
|
160,846 |
|
6,980,716 |
|
|
|
Zurich Financial Services AG |
|
13,040 |
|
3,332,930 |
|
|
|
|
|
|
|
$ |
29,017,848 |
|
|
Internet Software & Services — 2.8% |
|
|
|
|
|
|
|
Akamai Technologies, Inc. (2) |
|
107,408 |
|
$ |
3,736,724 |
|
|
Ariba, Inc. (2) |
|
210,930 |
|
3,102,780 |
|
|
|
Google, Inc., Class A (2) |
|
20,790 |
|
10,944,272 |
|
|
|
Omniture, Inc. (2) |
|
123,629 |
|
2,295,791 |
|
|
|
|
|
|
|
$ |
20,079,567 |
|
|
IT Services — 1.3% |
|
|
|
|
|
|
|
Accenture, Ltd., Class A |
|
58,263 |
|
$ |
2,372,469 |
|
|
MasterCard, Inc., Class A |
|
19,693 |
|
5,228,885 |
|
|
|
Visa, Inc., Class A (2) |
|
23,324 |
|
1,896,474 |
|
|
|
|
|
|
|
$ |
9,497,828 |
|
|
Life Sciences Tools & Services — 1.0% |
|
|
|
|
|
|
|
Thermo Fisher Scientific, Inc. (2) |
|
135,987 |
|
$ |
7,578,556 |
|
|
|
|
|
|
$ |
7,578,556 |
|
|
Machinery — 2.0% |
|
|
|
|
|
|
|
Danaher Corp. |
|
87,544 |
|
$ |
6,767,151 |
|
|
Eaton Corp. |
|
36,064 |
|
3,064,358 |
|
|
|
Illinois Tool Works, Inc. |
|
53,517 |
|
2,542,593 |
|
|
|
Titan International, Inc. |
|
60,822 |
|
2,166,480 |
|
|
|
|
|
|
|
$ |
14,540,582 |
|
|
Media — 2.6% |
|
|
|
|
|
|
|
Comcast Corp., Class A |
|
406,025 |
|
$ |
7,702,294 |
|
|
Omnicom Group, Inc. |
|
86,266 |
|
3,871,618 |
|
|
|
Time Warner, Inc. |
|
499,484 |
|
7,392,363 |
|
|
|
|
|
|
|
$ |
18,966,275 |
|
|
Metals & Mining — 1.2% |
|
|
|
|
|
|
|
BHP Billiton, Ltd. ADR |
|
22,053 |
|
$ |
1,878,695 |
|
|
Centerra Gold, Inc. (2) |
|
154,064 |
|
724,346 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
27,493 |
|
3,221,905 |
|
|
|
Nucor Corp. |
|
36,178 |
|
2,701,411 |
|
|
|
|
|
|
|
$ |
8,526,357 |
|
|
Multiline Retail — 0.6% |
|
|
|
|
|
|
|
JC Penney Co., Inc. |
|
58,328 |
|
$ |
2,116,723 |
|
|
Nordstrom, Inc. |
|
68,120 |
|
2,064,036 |
|
|
|
|
|
|
|
$ |
4,180,759 |
|
|
Multi-Utilities — 1.3% |
|
|
|
|
|
|
|
CMS Energy Corp. |
|
219,864 |
|
$ |
3,275,974 |
|
|
Public Service Enterprise Group, Inc. |
|
138,874 |
|
6,378,483 |
|
|
|
|
|
|
|
$ |
9,654,457 |
|
|
Office Electronics — 0.3% |
|
|
|
|
|
|
|
Xerox Corp. |
|
167,808 |
|
$ |
2,275,476 |
|
|
|
|
|
|
$ |
2,275,476 |
|
3
|
Oil, Gas & Consumable Fuels — 10.8% |
|
|
|
|
|
||
|
Anadarko Petroleum Corp. |
|
113,948 |
|
$ |
8,527,868 |
|
|
|
ConocoPhillips |
|
97,510 |
|
9,203,969 |
|
||
|
Exxon Mobil Corp. |
|
180,200 |
|
15,881,026 |
|
||
|
Goodrich Petroleum Corp. (2) |
|
37,217 |
|
3,086,034 |
|
||
|
Hess Corp. |
|
65,660 |
|
8,285,635 |
|
||
|
Niko Resources, Ltd. |
|
31,187 |
|
3,004,502 |
|
||
|
Occidental Petroleum Corp. |
|
95,297 |
|
8,563,388 |
|
||
|
Patriot Coal Corp. (2) |
|
20,395 |
|
3,126,350 |
|
||
|
Petrohawk Energy Corp. (2) |
|
87,814 |
|
4,066,666 |
|
||
|
Range Resources Corp. |
|
52,669 |
|
3,451,926 |
|
||
|
Williams Cos., Inc. |
|
91,614 |
|
3,692,960 |
|
||
|
XTO Energy, Inc. |
|
110,607 |
|
7,577,686 |
|
||
|
|
|
|
|
$ |
78,468,010 |
|
|
|
Personal Products — 0.9% |
|
|
|
|
|
||
|
Avon Products, Inc. |
|
83,998 |
|
$ |
3,025,608 |
|
|
|
Estee Lauder Cos., Inc., Class A |
|
69,345 |
|
3,221,075 |
|
||
|
|
|
|
|
$ |
6,246,683 |
|
|
|
Pharmaceuticals — 4.9% |
|
|
|
|
|
||
|
Abbott Laboratories |
|
170,699 |
|
$ |
9,041,926 |
|
|
|
Johnson & Johnson |
|
192,853 |
|
12,408,162 |
|
||
|
Merck & Co., Inc. |
|
194,904 |
|
7,345,932 |
|
||
|
Shire PLC ADR |
|
62,885 |
|
3,089,540 |
|
||
|
Wyeth Corp. |
|
71,886 |
|
3,447,653 |
|
||
|
|
|
|
|
$ |
35,333,213 |
|
|
|
Real Estate Investment Trusts (REITs) — 1.1% |
|
|
|
|
|
||
|
AvalonBay Communities, Inc. |
|
24,072 |
|
$ |
2,146,260 |
|
|
|
Boston Properties, Inc. |
|
25,241 |
|
2,277,243 |
|
||
|
Public Storage, Inc. |
|
16,383 |
|
1,323,583 |
|
||
|
Simon Property Group, Inc. |
|
28,634 |
|
2,573,910 |
|
||
|
|
|
|
|
$ |
8,320,996 |
|
|
|
Road & Rail — 0.3% |
|
|
|
|
|
||
|
JB Hunt Transport Services, Inc. |
|
57,483 |
|
$ |
1,913,034 |
|
|
|
|
|
|
|
$ |
1,913,034 |
|
|
|
Semiconductors & Semiconductor Equipment — 1.4% |
|
|
|
|
|
||
|
ASML Holding NV |
|
158,532 |
|
$ |
3,868,181 |
|
|
|
Intersil Corp., Class A |
|
90,224 |
|
2,194,248 |
|
||
|
KLA-Tencor Corp. |
|
95,596 |
|
3,891,713 |
|
||
|
|
|
|
|
$ |
9,954,142 |
|
|
|
Software — 2.6% |
|
|
|
|
|
||
|
McAfee, Inc. (2) |
|
65,497 |
|
$ |
2,228,863 |
|
|
|
Microsoft Corp. |
|
465,554 |
|
12,807,391 |
|
||
|
Oracle Corp. (2) |
|
171,253 |
|
3,596,313 |
|
||
|
|
|
|
|
$ |
18,632,567 |
|
|
|
Specialty Retail — 2.0% |
|
|
|
|
|
||
|
Best Buy Co., Inc. |
|
109,824 |
|
$ |
4,349,030 |
|
|
|
Home Depot, Inc. |
|
140,501 |
|
3,290,533 |
|
||
|
Staples, Inc. |
|
297,254 |
|
7,059,783 |
|
||
|
|
|
|
|
$ |
14,699,346 |
|
|
|
Textiles, Apparel & Luxury Goods — 0.4% |
|
|
|
|
|
||
|
Coach, Inc. (2) |
|
90,707 |
|
$ |
2,619,618 |
|
|
|
|
|
|
|
$ |
2,619,618 |
|
|
|
Tobacco — 1.9% |
|
|
|
|
|
||
|
British American Tobacco PLC |
|
80,338 |
|
$ |
2,768,821 |
|
|
|
Philip Morris International, Inc. |
|
227,714 |
|
11,246,794 |
|
||
|
|
|
|
|
$ |
14,015,615 |
|
|
|
Wireless Telecommunication Services — 0.3% |
|
|
|
|
|
||
|
Rogers Communications, Inc., Class B |
|
66,138 |
|
$ |
2,556,895 |
|
|
|
|
|
|
|
$ |
2,556,895 |
|
|
|
Total Common Stocks |
|
|
|
$ |
703,422,875 |
|
|
4
Short-Term Investments — 5.6%
|
|
|
Interest |
|
|
|
||
|
Description |
|
(000’s omitted) |
|
Value |
|
||
|
Investment in Cash Management Portfolio, 2.28% (3) |
|
$ |
40,464 |
|
$ |
40,463,721 |
|
|
Total Short-Term Investments |
|
|
|
$ |
40,463,721 |
|
|
|
Total Investments — 102.5% |
|
|
|
$ |
743,886,596 |
|
|
Covered Call Options Written — (2.0)%
|
|
|
Number |
|
Strike |
|
Expiration |
|
|
|
||
|
Security |
|
of Contracts |
|
Price |
|
Date |
|
Value |
|
||
|
Abbott Laboratories |
|
705 |
|
$ |
52.50 |
|
8/16/08 |
|
$ |
(144,525 |
) |
|
Accenture, Ltd., Class A |
|
395 |
|
40.00 |
|
11/22/08 |
|
(142,200 |
) |
||
|
Affiliated Managers Group, Inc. |
|
60 |
|
105.00 |
|
9/20/08 |
|
(19,800 |
) |
||
|
Agilent Technologies, Inc. |
|
605 |
|
35.00 |
|
8/16/08 |
|
(127,050 |
) |
||
|
Akamai Technologies, Inc. |
|
770 |
|
40.00 |
|
8/16/08 |
|
(53,900 |
) |
||
|
Alliant Techsystems, Inc. |
|
60 |
|
115.00 |
|
8/16/08 |
|
(1,950 |
) |
||
|
Anadarko Petroleum Corp. |
|
690 |
|
80.00 |
|
8/16/08 |
|
(179,400 |
) |
||
|
Apple, Inc. |
|
410 |
|
150.00 |
|
7/19/08 |
|
(783,100 |
) |
||
|
Ariba, Inc. |
|
1,385 |
|
12.50 |
|
8/16/08 |
|
(363,562 |
) |
||
|
ASML Holding NV |
|
890 |
|
25.00 |
|
10/18/08 |
|
(189,125 |
) |
||
|
Assurant, Inc. |
|
125 |
|
70.00 |
|
9/20/08 |
|
(31,250 |
) |
||
|
AT&T, Inc. |
|
630 |
|
35.00 |
|
10/18/08 |
|
(84,420 |
) |
||
|
AvalonBay Communities, Inc. |
|
100 |
|
95.00 |
|
10/18/08 |
|
(50,000 |
) |
||
|
Avon Products, Inc. |
|
839 |
|
40.00 |
|
10/18/08 |
|
(67,120 |
) |
||
|
Bank of New York Mellon Corp. (The) |
|
1,085 |
|
42.50 |
|
9/20/08 |
|
(151,900 |
) |
||
|
Baxter International, Inc. |
|
400 |
|
62.50 |
|
8/16/08 |
|
(124,000 |
) |
||
|
Best Buy Co., Inc. |
|
460 |
|
45.00 |
|
9/20/08 |
|
(59,800 |
) |
||
|
BHP Billiton, Ltd. ADR |
|
120 |
|
85.00 |
|
11/22/08 |
|
(108,600 |
) |
||
|
BioMarin Pharmaceutical, Inc. |
|
125 |
|
30.00 |
|
10/18/08 |
|
(37,500 |
) |
||
|
Boston Properties, Inc. |
|
160 |
|
100.00 |
|
7/19/08 |
|
(5,600 |
) |
||
|
Boston Scientific Corp. |
|
1,485 |
|
15.00 |
|
8/16/08 |
|
(11,137 |
) |
||
|
Campbell Soup Co. |
|
615 |
|
35.00 |
|
8/16/08 |
|
(36,900 |
) |
||
|
Central European Distribution Corp. |
|
145 |
|
65.00 |
|
9/20/08 |
|
(163,850 |
) |
||
|
Cephalon, Inc. |
|
130 |
|
65.00 |
|
8/16/08 |
|
(49,400 |
) |
||
|
Ceradyne, Inc. |
|
245 |
|
40.00 |
|
9/20/08 |
|
(36,750 |
) |
||
|
Chubb Corp. |
|
80 |
|
50.00 |
|
7/19/08 |
|
(6,800 |
) |
||
|
Cisco Systems, Inc. |
|
1,415 |
|
25.00 |
|
7/19/08 |
|
(21,225 |
) |
||
|
Citigroup, Inc. |
|
265 |
|
22.50 |
|
9/20/08 |
|
(8,215 |
) |
||
|
CMS Energy Corp. |
|
1,070 |
|
15.00 |
|
9/20/08 |
|
(72,225 |
) |
||
|
Coach, Inc. |
|
490 |
|
37.50 |
|
8/16/08 |
|
(9,800 |
) |
||
|
Coca-Cola Co. (The) |
|
355 |
|
57.50 |
|
8/16/08 |
|
(10,650 |
) |
||
|
Colgate-Palmolive Co. |
|
465 |
|
75.00 |
|
8/16/08 |
|
(22,785 |
) |
||
|
Comcast Corp., Class A |
|
1,830 |
|
20.00 |
|
10/18/08 |
|
(192,150 |
) |
||
|
ConocoPhillips |
|
730 |
|
90.00 |
|
8/16/08 |
|
(485,450 |
) |
||
|
Covidien, Ltd. |
|
818 |
|
45.00 |
|
7/19/08 |
|
(269,940 |
) |
||
|
CVS Caremark Corp. |
|
1,030 |
|
45.00 |
|
8/16/08 |
|
(25,750 |
) |
||
|
Danaher Corp. |
|
625 |
|
85.00 |
|
9/20/08 |
|
(81,250 |
) |
||
|
Diamond Offshore Drilling, Inc. |
|
370 |
|
135.00 |
|
9/20/08 |
|
(477,300 |
) |
||
|
E.I. Du Pont de Nemours & Co. |
|
275 |
|
45.00 |
|
10/18/08 |
|
(48,125 |
) |
||
|
Eaton Corp. |
|
215 |
|
85.00 |
|
7/19/08 |
|
(77,400 |
) |
||
|
Edison International |
|
485 |
|
52.50 |
|
7/19/08 |
|
(29,100 |
) |
||
|
Emerson Electric Co. |
|
920 |
|
55.00 |
|
9/20/08 |
|
(96,600 |
) |
||
|
Estee Lauder Cos., Inc., Class A |
|
245 |
|
45.00 |
|
7/19/08 |
|
(57,575 |
) |
||
|
Exxon Mobil Corp. |
|
1,000 |
|
90.00 |
|
10/18/08 |
|
(440,000 |
) |
||
|
Fairpoint Communications, Inc. |
|
1,320 |
|
10.00 |
|
9/20/08 |
|
(13,200 |
) |
||
|
FirstEnergy Corp. |
|
445 |
|
80.00 |
|
7/19/08 |
|
(155,750 |
) |
||
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
115 |
|
110.00 |
|
8/16/08 |
|
(159,850 |
) |
||
|
Genentech, Inc. |
|
270 |
|
75.00 |
|
9/20/08 |
|
(121,500 |
) |
||
|
General Dynamics Corp. |
|
580 |
|
95.00 |
|
8/16/08 |
|
(23,200 |
) |
||
|
General Electric Co. |
|
1,450 |
|
31.00 |
|
9/20/08 |
|
(36,250 |
) |
||
|
Gilead Sciences, Inc. |
|
595 |
|
52.50 |
|
8/16/08 |
|
(160,650 |
) |
||
|
Goldman Sachs Group, Inc. |
|
30 |
|
170.00 |
|
7/19/08 |
|
(28,020 |
) |
||
|
Google, Inc., Class A |
|
120 |
|
570.00 |
|
9/20/08 |
|
(252,000 |
) |
||
|
Hess Corp. |
|
175 |
|
110.00 |
|
8/16/08 |
|
(343,000 |
) |
||
|
Hewlett-Packard Co. |
|
850 |
|
47.50 |
|
8/16/08 |
|
(54,400 |
) |
||
|
Home Depot, Inc. |
|
1,405 |
|
30.00 |
|
8/16/08 |
|
(11,240 |
) |
||
|
Illinois Tool Works, Inc. |
|
190 |
|
50.00 |
|
9/20/08 |
|
(27,550 |
) |
||
|
IntercontinentalExchange, Inc. |
|
70 |
|
160.00 |
|
9/20/08 |
|
(9,100 |
) |
||
|
International Business Machines Corp. |
|
465 |
|
125.00 |
|
7/19/08 |
|
(46,500 |
) |
||
|
Intersil Corp., Class A |
|
495 |
|
25.00 |
|
7/19/08 |
|
(34,650 |
) |
||
5
|
Jacobs Engineering Group, Inc. |
|
165 |
|
$ |
90.00 |
|
7/19/08 |
|
$ |
(5,775 |
) |
|
|
JB Hunt Transport Services, Inc. |
|
574 |
|
|
40.00 |
|
8/16/08 |
|
(30,135 |
) |
||
|
JC Penney Co., Inc. |
|
365 |
|
|
47.50 |
|
8/16/08 |
|
(7,300 |
) |
||
|
Johnson & Johnson |
|
920 |
|
|
65.00 |
|
7/19/08 |
|
(69,000 |
) |
||
|
Johnson Controls, Inc. |
|
430 |
|
|
30.00 |
|
10/18/08 |
|
(92,450 |
) |
||
|
JPMorgan Chase & Co. |
|
700 |
|
|
42.50 |
|
9/20/08 |
|
(50,400 |
) |
||
|
Juniper Networks, Inc. |
|
540 |
|
|
28.00 |
|
10/18/08 |
|
(29,700 |
) |
||
|
KLA-Tencor Corp. |
|
520 |
|
|
42.50 |
|
9/20/08 |
|
(143,000 |
) |
||
|
Lincoln National Corp. |
|
110 |
|
|
50.00 |
|
10/18/08 |
|
(22,000 |
) |
||
|
Lockheed Martin Corp. |
|
265 |
|
|
105.00 |
|
9/20/08 |
|
(66,780 |
) |
||
|
M&T Bank Corp. |
|
145 |
|
|
75.00 |
|
10/18/08 |
|
(82,650 |
) |
||
|
Marriott International, Inc., Class A |
|
350 |
|
|
27.50 |
|
10/18/08 |
|
(68,250 |
) |
||
|
MasterCard, Inc., Class A |
|
150 |
|
|
310.00 |
|
7/19/08 |
|
(10,350 |
) |
||
|
McAfee, Inc. |
|
405 |
|
|
40.00 |
|
9/20/08 |
|
(24,300 |
) |
||
|
McDonald’s Corp. |
|
950 |
|
|
60.00 |
|
9/20/08 |
|
(118,750 |
) |
||
|
Medtronic, Inc. |
|
545 |
|
|
47.50 |
|
8/16/08 |
|
(238,710 |
) |
||
|
Merck & Co., Inc. |
|
650 |
|
|
40.00 |
|
10/18/08 |
|
(87,750 |
) |
||
|
MetLife, Inc. |
|
460 |
|
|
60.00 |
|
9/20/08 |
|
(48,300 |
) |
||
|
Microsoft Corp. |
|
1,750 |
|
|
28.00 |
|
10/18/08 |
|
(280,000 |
) |
||
|
Monsanto Co. |
|
200 |
|
|
110.00 |
|
7/19/08 |
|
(371,400 |
) |
||
|
NATCO Group, Inc., Class A |
|
205 |
|
|
55.00 |
|
10/18/08 |
|
(115,825 |
) |
||
|
Nordstrom, Inc. |
|
315 |
|
|
35.00 |
|
10/18/08 |
|
(56,070 |
) |
||
|
NRG Energy, Inc. |
|
210 |
|
|
42.50 |
|
9/20/08 |
|
(57,750 |
) |
||
|
Nucor Corp. |
|
190 |
|
|
75.00 |
|
7/19/08 |
|
(64,600 |
) |
||
|
Occidental Petroleum Corp. |
|
605 |
|
|
95.00 |
|
8/16/08 |
|
(212,960 |
) |
||
|
Omnicom Group, Inc. |
|
355 |
|
|
45.00 |
|
7/19/08 |
|
(35,500 |
) |
||
|
Omniture, Inc. |
|
450 |
|
|
22.50 |
|
9/20/08 |
|
(51,750 |
) |
||
|
Onyx Pharmaceuticals, Inc. |
|
155 |
|
|
35.00 |
|
8/16/08 |
|
(46,500 |
) |
||
|
Oracle Corp. |
|
1,270 |
|
|
22.50 |
|
9/20/08 |
|
(88,900 |
) |
||
|
Patriot Coal Corp. |
|
50 |
|
|
145.00 |
|
9/20/08 |
|
(118,000 |
) |
||
|
PepsiCo, Inc. |
|
600 |
|
|
67.50 |
|
10/18/08 |
|
(96,000 |
) |
||
|
Petrohawk Energy Corp. |
|
610 |
|
|
45.00 |
|
9/20/08 |
|
(408,700 |
) |
||
|
Philip Morris International, Inc. |
|
2,277 |
|
|
55.00 |
|
9/20/08 |
|
(102,465 |
) |
||
|
Precision Castparts Corp. |
|
65 |
|
|
105.00 |
|
9/20/08 |
|
(34,450 |
) |
||
|
Procter & Gamble Co. |
|
285 |
|
|
62.50 |
|
10/18/08 |
|
(54,150 |
) |
||
|
Public Service Enterprise Group, Inc. |
|
850 |
|
|
47.50 |
|
9/20/08 |
|
(153,000 |
) |
||
|
QUALCOMM, Inc. |
|
670 |
|
|
42.50 |
|
7/19/08 |
|
(176,880 |
) |
||
|
Qwest Communications International, Inc. |
|
2,720 |
|
|
5.00 |
|
7/19/08 |
|
(13,600 |
) |
||
|
Range Resources Corp. |
|
265 |
|
|
70.00 |
|
9/20/08 |
|
(127,200 |
) |
||
|
Raytheon Co. |
|
630 |
|
|
67.50 |
|
8/16/08 |
|
(12,600 |
) |
||
|
Republic Services, Inc. |
|
247 |
|
|
30.00 |
|
7/19/08 |
|
(11,115 |
) |
||
|
Research In Motion, Ltd. |
|
365 |
|
|
140.00 |
|
9/20/08 |
|
(133,225 |
) |
||
|
Riverbed Technology, Inc. |
|
365 |
|
|
17.50 |
|
9/20/08 |
|
(27,375 |
) |
||
|
Rogers Communications, Inc., Class B |
|
405 |
|
|
40.00 |
|
7/19/08 |
|
(30,375 |
) |
||
|
Safeway, Inc. |
|
690 |
|
|
35.00 |
|
9/20/08 |
|
(24,150 |
) |
||
|
Schlumberger, Ltd. |
|
575 |
|
|
105.00 |
|
8/16/08 |
|
(437,000 |
) |
||
|
Shire PLC ADR |
|
200 |
|
|
50.00 |
|
10/18/08 |
|
(70,000 |
) |
||
|
Simon Property Group, Inc. |
|
286 |
|
|
105.00 |
|
7/19/08 |
|
(3,432 |
) |
||
|
Staples, Inc. |
|
2,190 |
|
|
25.00 |
|
9/20/08 |
|
(295,650 |
) |
||
|
State Street Corp. |
|
180 |
|
|
75.00 |
|
8/16/08 |
|
(13,500 |
) |
||
|
T. Rowe Price Group, Inc. |
|
755 |
|
|
55.00 |
|
7/19/08 |
|
(279,350 |
) |
||
|
Thermo Fisher Scientific, Inc. |
|
1,359 |
|
|
60.00 |
|
12/20/08 |
|
(312,570 |
) |
||
|
Time Warner, Inc. |
|
2,845 |
|
|
15.00 |
|
10/18/08 |
|
(253,205 |
) |
||
|
Titan International, Inc. |
|
395 |
|
|
40.00 |
|
7/19/08 |
|
(20,738 |
) |
||
|
Toronto-Dominion Bank |
|
285 |
|
|
65.00 |
|
7/19/08 |
|
(14,250 |
) |
||
|
Transocean, Inc. |
|
220 |
|
|
155.00 |
|
8/16/08 |
|
(171,600 |
) |
||
|
Travelers Companies, Inc. (The) |
|
660 |
|
|
45.00 |
|
10/18/08 |
|
(181,500 |
) |
||
|
United Technologies Corp. |
|
825 |
|
|
75.00 |
|
8/16/08 |
|
(12,375 |
) |
||
|
U.S. Bancorp |
|
595 |
|
|
32.50 |
|
9/20/08 |
|
(35,700 |
) |
||
|
Verizon Communications, Inc. |
|
325 |
|
|
35.00 |
|
10/18/08 |
|
(73,125 |
) |
||
|
Visa, Inc., Class A |
|
125 |
|
|
85.00 |
|
9/20/08 |
|
(68,750 |
) |
||
|
Wal-Mart Stores, Inc. |
|
1,654 |
|
|
60.00 |
|
9/20/08 |
|
(198,480 |
) |
||
|
Waste Management, Inc. |
|
885 |
|
|
37.50 |
|
10/18/08 |
|
(212,400 |
) |
||
|
Willbros Group, Inc. |
|
579 |
|
|
50.00 |
|
9/20/08 |
|
(130,275 |
) |
||
|
Williams Cos., Inc. |
|
700 |
|
|
37.50 |
|
8/16/08 |
|
(266,000 |
) |
||
|
Wyeth Corp. |
|
435 |
|
|
45.00 |
|
10/18/08 |
|
(226,200 |
) |
||
|
Xerox Corp. |
|
1,385 |
|
|
14.00 |
|
10/18/08 |
|
(103,875 |
) |
||
|
XTO Energy, Inc. |
|
989 |
|
|
75.00 |
|
8/16/08 |
|
(182,965 |
) |
||
|
Zimmer Holdings, Inc. |
|
130 |
|
|
75.00 |
|
9/20/08 |
|
(20,150 |
) |
||
|
Total Covered Call Options Written |
|
|
|
|
|
|
|
|
$ |
(14,615,269 |
) |
|
|
Other Assets, Less Liabilities — (0.5)% |
|
|
|
|
|
|
|
|
$ |
(3,692,013 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
|
|
|
$ |
725,579,314 |
|
|
6
|
ADR |
- |
American Depository Receipt |
|
|
|
|
|
(1) |
|
A portion of each common stock holding has been segregated as collateral for 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, 2008. Net income allocated from the Investment in Cash Management Portfolio for the fiscal year to date ended June 30, 2008 was $1,075,404. |
The cost and unrealized appreciation (depreciation) of investments of the Fund at June 30, 2008, as determined on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
762,083,864 |
|
|
Gross unrealized appreciation |
|
$ |
33,296,570 |
|
|
Gross unrealized depreciation |
|
(51,493,838 |
) |
|
|
Net unrealized depreciation |
|
$ |
(18,197,268 |
) |
Written call options activity for the fiscal year to date ended June 30, 2008 was as follows:
|
|
|
Number of |
|
Premiums |
|
||
|
Outstanding, beginning of period |
|
110,709 |
|
$ |
25,984,835 |
|
|
|
Options written |
|
300,822 |
|
67,538,944 |
|
||
|
Options terminated in closing purchase transactions |
|
(314,244 |
) |
(68,593,416 |
) |
||
|
Options expired |
|
(19,775 |
) |
(5,892,416 |
) |
||
|
Outstanding, end of period |
|
77,512 |
|
$ |
19,037,947 |
|
|
At June 30, 2008, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
7
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 27, 2008 |
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 27, 2008 |
|
|
|
|
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer |
|
|
|
|
|
Date: |
|
August 27, 2008 |