UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number 811-21504
Advent/Claymore Enhanced Growth & Income Fund
(Exact name of registrant as specified in charter)
1065 Avenue of the Americas, New York, NY 10018
(Address of principal executive offices)(Zip code)
Robert White, Treasurer
Advent/Claymore Enhanced Growth & Income Fund
1065 Avenue of the Americas
New York, NY 10018
(Name and address of agent for service)
Registrants telephone number, including area code: (212) 479-0675
Date of fiscal year end: October 31
Date of reporting period: July 31, 2005
Form N-Q is to be used by management investment companies, other than small business investment companies registered on Form N-5 (§§ 239.24 and 274.5 of this chapter), to file reports with the Commission, not later than 60 days after the close of the first and third fiscal quarters, pursuant to rule 30b1-5 under the Investment Company Act of 1940 (17 CFR 270.30b1-5). The Commission may use the information provided on Form N-Q in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-Q, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-Q unless the Form displays a currently valid Office of Management and Budget (OMB) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to the Secretary, Securities and Exchange Commission, 450 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Schedule of Investments.
Advent/Claymore Enhanced Growth & Income Fund
Portfolio of Investments
July 31, 2005 (unaudited)
Number of Shares | Value | |||||
Long-Term Investments 102.6% | ||||||
Common Stocks 57.9% | ||||||
Aerospace and Defense 1.6% | ||||||
100,000 | BE Aerospace, Inc. (a) | $ | 1,753,000 | |||
75,000 | Empresa Brasileira de Aeronautica SA ADR (Brazil) | 2,425,500 | ||||
4,178,500 | ||||||
Aluminum, Steel and Other Metals 9.8% | ||||||
54,200 | Alcoa, Inc. (b) | 1,520,310 | ||||
63,420 | BHP Billiton PLC ADR (United Kingdom) | 1,831,570 | ||||
95,000 | Cameco Corp. (Canada) | 4,460,250 | ||||
50,000 | Cleveland-Cliffs, Inc. | 3,635,500 | ||||
100,000 | Companhia Siderurgica Nacional SA ADR (Brazil) | 1,868,000 | ||||
50,000 | Freeport-McMoRan Copper & Gold, Inc., Class B | 2,014,000 | ||||
150,000 | Gerdau Ameristeel Corp. (Canada) | 759,000 | ||||
250,000 | Gerdau SA ADR (Brazil) | 2,597,500 | ||||
55,400 | Southern Peru Copper Corp. | 2,836,480 | ||||
75,000 | Steel Dynamics, Inc. | 2,412,000 | ||||
40,000 | United States Steel Corp. (b) | 1,706,000 | ||||
25,640,610 | ||||||
Banking and Finance 1.4% | ||||||
60,000 | Bank of America Corp. | 2,616,000 | ||||
15,000 | Wells Fargo & Co. | 920,100 | ||||
3,536,100 | ||||||
Beverages, Food and Tobacco 3.1% | ||||||
85,000 | Bunge Ltd. (Bermuda) | 5,218,150 | ||||
150,000 | Sara Lee Corp. | 2,989,500 | ||||
8,207,650 | ||||||
Biotechnology 0.8% | ||||||
92,800 | PerkinElmer, Inc. | 1,946,944 | ||||
Building Products and Services 2.1% | ||||||
30,000 | Pulte Homes, Inc. (b) | 2,808,600 | ||||
50,000 | Toll Brothers, Inc. (a)(b) | 2,771,000 | ||||
5,579,600 | ||||||
Chemicals 2.9% | ||||||
29,200 | Celanese Corp., Class A | 549,544 | ||||
50,000 | Lyondell Chemical Co. | 1,397,000 | ||||
12,000 | Potash Corp. of Saskatchewan, Inc. (Canada) | 1,278,720 | ||||
90,000 | The Dow Chemical Co. | 4,315,500 | ||||
7,540,764 | ||||||
Commercial Services 0.1% | ||||||
4,000 | Paychex, Inc. | 139,640 | ||||
Communications, Media and Entertainment 0.9% | ||||||
75,000 | Cablevision Systems Corp., Class A (a) | 2,322,750 | ||||
ComputersSoftware and Peripherals 0.9% | ||||||
63,500 | Activision, Inc. (a) | 1,291,590 | ||||
25,000 | Avid Technology, Inc. (a) | 1,028,750 | ||||
800 | Infosys Technologies Ltd. ADR (India) | 56,944 | ||||
2,377,284 | ||||||
Consumer Staples 1.9% | ||||||
75,000 | Altria Group, Inc. (b) | 5,022,000 | ||||
Diversified Manufacturing 0.7% | ||||||
50,000 | Trinity Industries, Inc. | 1,852,500 | ||||
Electronic Equipment and Components 0.6% | ||||||
50,000 | Texas Instruments, Inc. | 1,588,000 | ||||
Financial Services 2.4% | ||||||
150,000 | Ameritrade Holding Corp. (a) | 2,929,500 | ||||
40,000 | Capital One Financial Corp. | 3,300,000 | ||||
6,229,500 | ||||||
Health Care Products and Services 1.9% | ||||||
50,000 | Johnson & Johnson | 3,198,000 | ||||
35,000 | UnitedHealth Group, Inc. | 1,830,500 | ||||
5,028,500 | ||||||
Household Products 0.3% | ||||||
30,000 | Newell Rubbermaid, Inc. | 746,100 | ||||
Internet 5.3% | ||||||
90,000 | IAC/InterActiveCorp. (a) | 2,403,000 | ||||
200,000 | InfoSpace, Inc. (b) | 4,828,000 | ||||
90,000 | Priceline.com, Inc. (a)(b) | 2,235,600 | ||||
50,000 | Symantec Corp. (a) | 1,098,500 | ||||
100,000 | Yahoo! Inc. (a) | 3,334,000 | ||||
13,899,100 | ||||||
Leisure and Entertainment 0.9% | ||||||
40,000 | Wynn Resorts, Ltd. (a) | 2,252,000 | ||||
Mining 1.6% | ||||||
125,000 | Alpha Natural Resources, Inc. (a) | 3,500,000 | ||||
53,200 | Placer Dome, Inc. (Canada) | 737,884 | ||||
4,237,884 | ||||||
Oil and Gas 9.2% | ||||||
25,000 | EnCana Corp. (Canada) | 1,033,750 | ||||
50,000 | Murphy Oil Corp. | 2,652,000 | ||||
80,000 | Penn West Energy Trust (Canada) | 2,022,921 | ||||
50,000 | Petroleo Brasileiro SA ADR (Brazil) | 2,286,000 | ||||
115,329 | Pride International, Inc. (a)(b) | 3,000,860 | ||||
60,000 | Royal Dutch Shell PLC ADR, Class A (Netherlands) (a) | 3,676,800 | ||||
20,000 | Schlumberger Ltd. | 1,674,800 | ||||
40,000 | Tesoro Corp. | 1,928,800 | ||||
30,000 | Unocal Corp. | 1,945,500 | ||||
35,000 | Weatherford International Ltd. (Bermuda) (a) | 2,214,800 | ||||
27,700 | YPF SA ADR (Argentina) | 1,559,510 | ||||
23,995,741 | ||||||
Pharmaceuticals 1.0% | ||||||
50,600 | Biogen Idec, Inc. (a) | 1,988,074 | ||||
86,100 | Elan Corp. PLC ADR (Ireland) (a) | 644,028 | ||||
2,632,102 | ||||||
Real Estate Investment Trusts 1.3% | ||||||
50,000 | The Mills Corp. | 3,253,000 | ||||
Retail Specialty Stores 0.4% | ||||||
40,000 | The Great Atlantic & Pacific Tea Co., Inc. (a) | 1,146,000 | ||||
Telecommunications 3.8% | ||||||
86,500 | Alamosa Holdings, Inc. (a) | 1,389,190 | ||||
100,000 | Avaya, Inc. (a) | 1,033,000 | ||||
150,000 | Consolidated Communications Holdings, Inc. | 2,184,000 | ||||
70,000 | Motorola, Inc. | 1,482,600 | ||||
50,000 | Scientific-Atlanta, Inc. | 1,925,000 | ||||
75,000 | Sprint Corp. | 2,017,500 | ||||
10,031,290 | ||||||
Transportation 2.4% | ||||||
40,000 | Canadian Pacific Railway Ltd. (Canada) | 1,553,600 | ||||
120,000 | General Maritime Corp. (Marshall Islands) | 4,678,800 | ||||
6,232,400 | ||||||
Utilities 0.6% | ||||||
30,000 | Exelon Corp. | 1,605,600 | ||||
Total Common Stocks (Cost $149,496,969) |
151,221,559 | |||||
Convertible Preferred Stocks 8.0% | ||||||
Aluminum, Steel and Other Metals 0.7% | ||||||
2,000 | Freeport-McMoRan Copper & Gold, Inc., Ser. B, 5.50% | 1,927,250 | ||||
Automotive 0.5% | ||||||
28,800 | Ford Motor Co. Capital Trust II, 6.50%, 2032 (b) | 1,201,248 | ||||
Communications Equipment 2.0% | ||||||
5,100 | Lucent Technologies Capital Trust I, 7.75%, 2017 | 5,082,788 | ||||
Insurance 1.9% | ||||||
1,560 | Fortis Insurance NV, 7.75%, 2008 (Netherlands) (c) | 1,737,450 | ||||
125,000 | The PMI Group, Inc., Ser. A, 5.875%, 2006 (b) | 3,121,250 | ||||
4,858,700 | ||||||
Office Equipment 0.5% | ||||||
11,850 | Xerox Corp., 6.25%, 2006 | 1,367,490 | ||||
Retail Specialty Stores 1.4% | ||||||
161,563 | Albertson's, Inc., 7.25%, 2007 (b) | 3,675,558 | ||||
Utilities 1.0% | ||||||
2,435 | NRG Energy, Inc., Ser. 4 (2), 4.00% (c) | 2,705,285 | ||||
Total Convertible Preferred Stocks | ||||||
(Cost $21,715,160) | 20,818,319 | |||||
Principal Amount |
||||||
Corporate Bonds 25.1% | ||||||
Aluminum, Steel and Other Metals 0.8% | ||||||
2,000,000 | Chaparral Steel Co., B 10.00%, 7/15/13, Senior Unsecured Notes (c) |
2,095,000 | ||||
Automotive 1.8% | ||||||
3,000,000 | Dura Operating Corp., Ser. B, B- 8.625%, 4/15/12, Company Guarantee Notes |
2,850,000 | ||||
2,000,000 | Visteon Corp., B- 7.00%, 3/10/14, Senior Notes |
1,770,000 | ||||
4,620,000 | ||||||
Building Products and Services 1.4% | ||||||
3,830,000 | U.S. Concrete, Inc., B- 8.375%, 4/01/14, Senior Subordinated Notes |
3,676,800 | ||||
Chemicals 0.4% | ||||||
1,000,000 | PolyOne Corp., B+ 10.625%, 5/15/10, Company Guarantee Notes |
1,075,000 | ||||
Commercial Services 0.4% | ||||||
1,000,000 | Language Line, Inc., CCC+ 11.125%, 6/15/12, Senior Subordinated Notes |
950,000 | ||||
Communications Equipment 1.7% | ||||||
5,000,000 | Lucent Technologies, Inc., B 6.45%, 3/15/29, Debentures |
4,456,250 | ||||
Communications, Media and Entertainment 2.9% | ||||||
5,000,000 | Charter Communications, Inc., CCC- 10.00%, 5/15/11, Senior Notes |
3,912,500 | ||||
3,500,000 | Mediacom LLC, B 9.50%, 1/15/13, Senior Notes |
3,578,750 | ||||
7,491,250 | ||||||
Computers Software and Peripherals 0.0% | ||||||
58,000 | Sungard Data Systems, Inc., B- 10.25%, 8/15/15, Senior Subordinated Notes (c) |
60,103 | ||||
Electronic Equipment and Components 0.6% | ||||||
2,000,000 | Amkor Technology, Inc., B- 7.75%, 5/15/13, Senior Notes |
1,700,000 | ||||
Forest Products 1.2% | ||||||
4,000,000 | Tembec Industries, Inc., B 8.50%, 2/01/11, Company Guarantee Notes (Canada) |
3,200,000 | ||||
Leisure and Entertainment 1.9% | ||||||
3,000,000 | AMC Entertainment, Inc., CCC+ 9.875%, 2/01/12, Senior Subordinated Notes |
3,030,000 | ||||
2,000,000 | SixFlags, Inc., CCC 9.625%, 6/01/14, Senior Notes |
1,942,500 | ||||
4,972,500 | ||||||
Mining 1.7% | ||||||
4,425,000 | Hudson Bay Mining and Smelting Co, Ltd., B 9.625%, 1/15/12, Secured Notes (Canada) (c) |
4,425,000 | ||||
Oil and Gas 0.8% | ||||||
2,000,000 | United Refining Co., B- 10.50%, 8/15/12, Senior Notes (c) |
2,090,000 | ||||
Retail Specialty Stores 1.8% | ||||||
1,000,000 | The Jean Coutu Group (PJC), Inc., B 8.50%, 8/01/14, Senior Subordinated Notes (Canada) |
991,250 | ||||
3,500,000 | Movie Gallery, Inc., B- 11.00%, 5/01/12, Senior Unsecured Notes (c) |
3,622,500 | ||||
4,613,750 | ||||||
Special Purpose Entity 5.0% | ||||||
13,000,000 | Dow Jones CDX HY, Ser. 3-4, NR 10.50%, 12/29/09 (c) |
13,032,500 | ||||
Telecommunications 2.7% | ||||||
Hawaiian Telcom Communications, Inc., B- | ||||||
2,000,000 | 9.75%, 5/01/13, Senior Notes (c) | 2,160,000 | ||||
2,000,000 | 12.50%, 5/01/15, Senior Subordinated Notes (c) | 2,167,500 | ||||
3,000,000 | INTELSAT Ltd., B 7.625%, 4/15/12, Senior Notes (Bermuda) |
2,662,500 | ||||
6,990,000 | ||||||
Total Corporate Bonds (Cost $66,106,004) |
65,448,153 | |||||
Convertible Bonds 11.6% | ||||||
Airlines 0.6% | ||||||
2,000,000 | ExpressJet Holdings, Inc., NR 4.25%, 8/01/23, Convertible Notes |
1,707,500 | ||||
Automotive 1.9% | ||||||
118,550 | General Motors Corp., Ser. A, BB 4.50%, 3/06/32, Senior Convertible Notes |
2,923,443 | ||||
106,300 | General Motors Corp., Ser. B, BB 5.25%, 3/06/32, Senior Convertible Notes (b) |
2,116,433 | ||||
5,039,876 | ||||||
Commercial Services 0.7% | ||||||
2,000,000 | BearingPoint, Inc., CCC+ 2.50%, 12/15/24, Convertible Notes (c) |
1,945,000 | ||||
Communications Equipment 0.8% | ||||||
1,900,000 | Lucent Technologies, Inc., Ser. B, B 2.75%, 6/15/25, Senior Unsecured Convertible Notes |
2,135,125 | ||||
Electronic Equipment and Components 0.6% | ||||||
1,450,000 | Flextronics International Ltd., BB- 1.00%, 8/01/10, Subordinated Convertible Notes (Singapore) |
1,509,812 | ||||
Mining 1.1% | ||||||
2,800,000 | Placer Dome, Inc., BBB+ 2.75%, 10/15/23, Senior Convertible Notes (Canada) |
2,835,000 | ||||
Pharmaceuticals 1.0% | ||||||
3,000,000 | Valeant Pharmaceuticals International, B 4.00%, 11/15/13, Subordinated Convertible Notes |
2,696,250 | ||||
Special Purpose Entity 1.4% | ||||||
1,000,000 | Elan Capital Corp. Ltd., CCC+ 6.50%, 11/10/08, Company Guarantee Notes (Ireland) |
1,252,600 | ||||
2,000,000 | Qiagen Finance SA, NR 1.50%, 8/18/24, Company Guarantee Notes (Luxembourg) |
2,290,772 | ||||
3,543,372 | ||||||
Telecommunications 3.3% | ||||||
3,366,000 | Andrew Corp., B+ 3.25%, 8/15/13, Subordinated Convertible Notes |
3,483,810 | ||||
3,000,000 | Millicom International Cellular SA, B- 4.00%, 1/07/10, Convertible Debentures (Luxembourg) |
2,862,447 | ||||
2,100,000 | Tekelec, Inc., NR 2.25%, 6/15/08, Senior Subordinated Notes |
2,191,875 | ||||
8,538,132 | ||||||
Transportation 0.2% | ||||||
500,000 | CP Ships Ltd., BB+ 4.00%, 6/30/24, Senior Subordinated Notes (Canada) |
485,625 | ||||
Total Convertible Bonds | ||||||
(Cost $32,315,477) | 30,435,692 | |||||
Total Investments 102.6% | ||||||
(Cost $269,633,610) | 267,923,723 | |||||
Liabilities in excess of other assets (0.8%) | (2,220,323 | ) | ||||
Total Options Written (1.8%) | (4,645,085 | ) | ||||
Net Assets 100.0% | $ | 261,058,315 | ||||
ADR | American Depositary Receipt. |
LLC | Limited Liability Corp. |
PLC | Public Limited Co. |
(a) | Non-income producing security. |
(b) | All or a portion of these securities with an aggregate market value of $20,640,997 have been physically segregated to collateralize written call options. |
(c) | Securities are exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2005, these securities amounted to 13.8% of net assets. |
Ratings shown are per Standard & Poors. Securities classified as NR are not rated by Standard & Poors.
See previously submitted notes to financial statements for the semi-annual period ended April 30, 2005.
Option Contracts Outstanding
Contracts (100 shares per contract) |
Call Options Written (a) | Expiration Date |
Exercise Price |
Market Value | ||||||
635 |
Activision, Inc. | August 2005 | $ | 17.50 | $ | 187,325 | ||||
865 |
Alamosa Holdings, Inc. | August 2005 | 15.00 | 105,963 | ||||||
75 |
Alcoa, Inc. | August 2005 | 27.50 | 6,000 | ||||||
467 |
Alcoa, Inc. | September 2005 | 30.00 | 11,675 | ||||||
883 |
Alpha Natural Resources, Inc. | August 2005 | 25.00 | 291,390 | ||||||
195 |
Alpha Natural Resources, Inc. | August 2005 | 30.00 | 8,775 | ||||||
20 |
Altria Group, Inc. | August 2005 | 65.00 | 4,800 | ||||||
416 |
Altria Group, Inc. | August 2005 | 70.00 | 6,240 | ||||||
1,500 |
Ameritrade Holding Corp. | August 2005 | 20.00 | 45,000 | ||||||
402 |
Andrew Corp. | September 2005 | 15.00 | 4,020 | ||||||
200 |
Assurant, Inc. | September 2005 | 35.00 | 49,500 | ||||||
25 |
Bank of America Corp. | August 2005 | 45.00 | 375 | ||||||
500 |
Bank of America Corp. | August 2005 | 47.50 | 5,000 | ||||||
750 |
BE Aerospace, Inc. | August 2005 | 15.00 | 202,500 | ||||||
250 |
BE Aerospace, Inc. | September 2005 | 15.00 | 65,000 | ||||||
250 |
BearingPoint, Inc. | October 2005 | 7.50 | 25,625 | ||||||
101 |
Biogen Idec, Inc. | September 2005 | 45.00 | 3,787 | ||||||
300 |
Cameco Corp. | August 2005 | 45.00 | 82,500 | ||||||
217 |
Cameco Corp. | August 2005 | 50.00 | 9,765 | ||||||
400 |
Canadian Pacific Railway Ltd. | August 2005 | 35.00 | 160,000 | ||||||
100 |
Capital One Financial Corp. | August 2005 | 85.00 | 5,000 | ||||||
300 |
Capital One Financial Corp. | September 2005 | 80.00 | 124,500 | ||||||
292 |
Celanese Corp. | September 2005 | 17.50 | 46,720 | ||||||
500 |
Cleveland-Cliffs, Inc. | August 2005 | 65.00 | 405,000 | ||||||
85 |
Compania Anonima Nacional Telefonos de Venezuela | October 2005 | 20.00 | 4,250 | ||||||
25 |
Compania Anonima Nacional Telefonos de Venezuela | October 2005 | 22.50 | 1,125 | ||||||
250 |
EnCana Corp. | August 2005 | 40.00 | 53,125 | ||||||
708 |
Freeport-McMoRan Copper & Gold, Inc. | August 2005 | 40.00 | 77,880 | ||||||
6 |
Freeport-McMoRan Copper & Gold, Inc. | September 2005 | 45.00 | 165 | ||||||
500 |
General Motors Corp. | August 2005 | 40.00 | 7,500 | ||||||
200 |
Gerdau SA ADR | September 2005 | 11.625 | 5,250 | ||||||
300 |
Gerdau SA ADR | September 2005 | 13.375 | 4,500 | ||||||
500 |
IAC/InterActive Corp. | August 2005 | 25.00 | 97,500 | ||||||
332 |
IAC/InterActive Corp. | August 2005 | 27.50 | 14,940 | ||||||
250 |
Infospace, Inc. | August 2005 | 25.00 | 13,750 | ||||||
451 |
Infospace, Inc. | August 2005 | 35.00 | 2,255 | ||||||
500 |
Lyondell Chemical Co. | August 2005 | 25.00 | 155,000 | ||||||
166 |
Mitsubishi Tokyo Financial Group, Inc. | August 2005 | 10.00 | 830 | ||||||
350 |
Motorola, Inc. | August 2005 | 18.00 | 112,000 | ||||||
350 |
Motorola, Inc. | August 2005 | 19.00 | 78,750 | ||||||
300 |
Murphy Oil Corp. | August 2005 | 55.00 | 21,000 | ||||||
300 |
Newell Rubbermaid, Inc. | August 2005 | 22.50 | 75,000 | ||||||
100 |
NRG Energy, Inc. | September 2005 | 40.00 | 9,500 | ||||||
40 |
Paychex, Inc. | August 2005 | 30.00 | 19,800 | ||||||
900 |
PerkinElmer, Inc. | August 2005 | 20.00 | 114,750 | ||||||
500 |
Placer Dome, Inc. | August 2005 | 15.00 | 7,500 | ||||||
40 |
Placer Dome, Inc. | August 2005 | 17.50 | 200 | ||||||
120 |
Potash Corp. of Saskatchewan, Inc. | August 2005 | 105.00 | 44,400 | ||||||
255 |
Priceline.com, Inc. | August 2005 | 25.00 | 21,675 | ||||||
500 |
Pride International, Inc. | August 2005 | 25.00 | 77,500 | ||||||
300 |
Pulte Homes, Inc. | August 2005 | 85.00 | 279,000 | ||||||
40 |
Qiagen Finance SA | August 2005 | 10.00 | 13,600 | ||||||
50 |
Qiagen Finance SA | August 2005 | 12.50 | 5,000 | ||||||
550 |
Southern Peru Copper Corp. | August 2005 | 50.00 | 115,500 | ||||||
750 |
Sprint Corp. | September 2005 | 27.50 | 39,375 | ||||||
750 |
Steel Dynamics, Inc. | August 2005 | 30.00 | 198,750 | ||||||
500 |
Symantec Corp. | August 2005 | 22.50 | 22,500 | ||||||
100 |
Tesoro Corp. | August 2005 | 45.00 | 39,500 | ||||||
200 |
Tesoro Corp. | August 2005 | 50.00 | 22,000 | ||||||
500 |
Texas Instruments, Inc. | August 2005 | 32.50 | 15,000 | ||||||
894 |
The Dow Chemical Co. | August 2005 | 50.00 | 29,055 | ||||||
400 |
The Great Atlantic & Pacific Tea Co., Inc. | September 2005 | 30.00 | 52,000 | ||||||
250 |
The Mills Corp. | September 2005 | 60.00 | 138,750 | ||||||
250 |
The Mills Corp. | September 2005 | 65.00 | 44,375 | ||||||
250 |
The PMI Group, Inc. | September 2005 | 40.00 | 47,500 | ||||||
310 |
Toll Brothers, Inc. | August 2005 | 50.00 | 182,900 | ||||||
190 |
Toll Brothers, Inc. | August 2005 | 55.00 | 41,800 | ||||||
500 |
Trinity Industries, Inc. | August 2005 | 35.00 | 121,250 | ||||||
400 |
United States Steel Corp. | August 2005 | 40.00 | 132,000 | ||||||
250 |
UnitedHealth Group, Inc. | August 2005 | 50.00 | 65,000 | ||||||
250 |
Unocal Corp. | August 2005 | 65.00 | 26,250 | ||||||
350 |
Weatherford International Ltd. | August 2005 | 65.00 | 25,375 | ||||||
400 |
Wynn Resorts Ltd. | August 2005 | 55.00 | 112,000 | ||||||
Total Call Options Written (Premiums received $2,939,842) |
$ | 4,645,085 | ||||||||
(a) Non-income producing security.
Country Breakdown* |
|||
United States |
75.7 | % | |
Canada |
8.9 | % | |
Bermuda |
3.8 | % | |
Brazil |
3.4 | % | |
Netherlands |
2.0 | % | |
Luxembourg |
1.9 | % | |
Marshall Islands |
1.7 | % | |
Ireland |
0.7 | % | |
United Kingdom |
0.7 | % | |
Argentina |
0.6 | % | |
Singapore |
0.6 | % | |
India |
0.0 | %** |
* | Subject to change daily. |
** | Amount is less than 0.1%. |
Item 2. Controls and Procedures.
(a) | The registrant principal executive officer and principal financial officer have evaluated the registrants disclosure controls and procedures within 90 days of this filing and have concluded based on such evaluation, that the registrants disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commissions rules and forms. |
(b) | There was no change in the registrants internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrants last fiscal quarter that may have materially affected or is reasonably likely to materially affect the registrants internal control over financial reporting. |
Item 3. Exhibits.
A separate certification for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act (17 CFR 270.30a-2(a)), exactly as set forth below: Attached hereto.
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.
ADVENT/CLAYMORE ENHANCED GROWTH & INCOME FUND | ||||||||
Date: | September 27, 2005 |
By: | /s/ Tracy V. Maitland | |||||
Tracy V. Maitland President and Chief Executive Officer |
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.
Date: | September 27, 2005 |
By: | /s/ Tracy V. Maitland | |||||
Tracy V. Maitland President and Chief Executive Officer |
Date: | September 27, 2005 |
By: | /s/ Robert White | |||||
Robert White Treasurer and Chief Financial Officer |