From DIane Benisek, Martek

High DHA eggs is a current hot research item.  Regardless of which high DHA
feed the chicken is fed (fish meal, algae, or organ meat products), the
chicken produces DHA as phospholipid in the egg.

Fish do not appear to make DHA from the precursor, linolenic acid, but get
their DHA from consuming algae and other fish.  The algae from cold, deep
water are the highest in DHA, and fish from cold, deep water tend to be the
best sources of DHA. Fish that are grown in farms and fed grain-based diets
(no algae) have lower DHA contents than the naturally raised fish.