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 |
|
811-21670 |
|
Eaton Vance Enhanced Equity Income Fund II |
||
|
(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: |
|
December 31 |
|
Date of Reporting Period: |
|
September 30, 2005 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund II as of September 30, 2005
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 104.0%
|
Security |
|
Shares |
|
Value |
|
|
|
Advertising — 0.9% |
|
|
|
|
|
|
|
Lamar Advertising Co. (1) |
|
188,700 |
|
$ |
8,559,432 |
|
|
|
|
|
|
$ |
8,559,432 |
|
|
Aerospace & Defense — 2.9% |
|
|
|
|
|
|
|
General Dynamics Corp. |
|
51,700 |
|
6,180,735 |
|
|
|
L-3 Communications Holdings, Inc. |
|
136,000 |
|
10,753,520 |
|
|
|
United Technologies Corp. |
|
184,000 |
|
9,538,560 |
|
|
|
|
|
|
|
$ |
26,472,815 |
|
|
Air Freight & Logistics — 1.3% |
|
|
|
|
|
|
|
FedEx Corp. |
|
135,000 |
|
11,762,550 |
|
|
|
|
|
|
|
$ |
11,762,550 |
|
|
Apparel & Footwear — 3.2% |
|
|
|
|
|
|
|
Liz Claiborne, Inc. |
|
243,400 |
|
9,570,488 |
|
|
|
Nike, Inc., Class B |
|
94,000 |
|
7,677,920 |
|
|
|
Polo Ralph Lauren Corp. |
|
74,300 |
|
3,737,290 |
|
|
|
Reebok International Ltd. |
|
139,500 |
|
7,891,515 |
|
|
|
|
|
|
|
$ |
28,877,213 |
|
|
Asset Management — 0.7% |
|
|
|
|
|
|
|
Legg Mason, Inc. |
|
61,500 |
|
6,745,935 |
|
|
|
|
|
|
|
$ |
6,745,935 |
|
|
Auto and Parts — 1.4% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
227,400 |
|
12,839,004 |
|
|
|
|
|
|
|
$ |
12,839,004 |
|
|
Beverages — 2.6% |
|
|
|
|
|
|
|
Anheuser-Busch Cos., Inc. |
|
164,200 |
|
7,067,168 |
|
|
|
Constellation Brands, Inc., Class A (1) |
|
313,900 |
|
8,161,400 |
|
|
|
PepsiCo, Inc. |
|
149,800 |
|
8,495,158 |
|
|
|
|
|
|
|
$ |
23,723,726 |
|
|
Biotechnology — 3.4% |
|
|
|
|
|
|
|
Amgen, Inc. (1) |
|
95,900 |
|
7,640,353 |
|
|
|
Amylin Pharmaceuticals, Inc. (1) |
|
142,200 |
|
4,947,138 |
|
|
|
Chiron Corp. (1) |
|
202,800 |
|
8,846,136 |
|
|
|
Genzyme Corp. (1) |
|
135,200 |
|
9,685,728 |
|
|
|
|
|
|
|
$ |
31,119,355 |
|
|
Business Services — 5.8% |
|
|
|
|
|
|
|
CheckFree Corp. (1) |
|
184,500 |
|
6,977,790 |
|
|
|
Cintas Corp. |
|
208,600 |
|
8,563,030 |
|
|
|
First American Corp. |
|
259,600 |
|
11,855,932 |
|
|
1
|
Manpower, Inc. |
|
144,600 |
|
$ |
6,418,794 |
|
|
Paychex, Inc. |
|
513,500 |
|
19,040,580 |
|
|
|
|
|
|
|
$ |
52,856,126 |
|
|
Communications Equipment — 4.4% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (1) |
|
451,700 |
|
8,098,981 |
|
|
|
Corning, Inc. (1) |
|
414,000 |
|
8,002,620 |
|
|
|
Harris Corp. |
|
241,000 |
|
10,073,800 |
|
|
|
QUALCOMM, Inc. |
|
188,000 |
|
8,413,000 |
|
|
|
Scientific-Atlanta, Inc. |
|
150,000 |
|
5,626,500 |
|
|
|
|
|
|
|
$ |
40,214,901 |
|
|
Computers & Peripherals — 3.9% |
|
|
|
|
|
|
|
Dell, Inc. (1) |
|
156,200 |
|
5,342,040 |
|
|
|
Hewlett-Packard Co. |
|
147,000 |
|
4,292,400 |
|
|
|
International Business Machines Corp. |
|
115,112 |
|
9,234,285 |
|
|
|
NCR Corp. (1) |
|
248,000 |
|
7,913,680 |
|
|
|
Palm, Inc. (1) |
|
132,517 |
|
3,754,206 |
|
|
|
SanDisk Corp. (1) |
|
113,000 |
|
5,452,250 |
|
|
|
|
|
|
|
$ |
35,988,861 |
|
|
Consumer Finance — 0.7% |
|
|
|
|
|
|
|
American Express Co. |
|
106,500 |
|
6,117,360 |
|
|
|
|
|
|
|
$ |
6,117,360 |
|
|
Consumer Products — 0.6% |
|
|
|
|
|
|
|
Brunswick Corp. |
|
141,500 |
|
5,338,795 |
|
|
|
|
|
|
|
$ |
5,338,795 |
|
|
Consumer Services — 4.0% |
|
|
|
|
|
|
|
Alliance Data Systems Corp. (1) |
|
118,600 |
|
4,643,190 |
|
|
|
Cendant Corp. |
|
351,800 |
|
7,261,152 |
|
|
|
ServiceMaster Co. |
|
567,000 |
|
7,677,180 |
|
|
|
Weight Watchers International, Inc. (1) |
|
323,900 |
|
16,706,762 |
|
|
|
|
|
|
|
$ |
36,288,284 |
|
|
Distribution/Wholesale — 1.3% |
|
|
|
|
|
|
|
CDW Corp. |
|
204,300 |
|
12,037,356 |
|
|
|
|
|
|
|
$ |
12,037,356 |
|
|
Diverse Financial Services — 0.7% |
|
|
|
|
|
|
|
Citigroup, Inc. |
|
136,500 |
|
6,213,480 |
|
|
|
|
|
|
|
$ |
6,213,480 |
|
|
Electrical Equipment — 1.5% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
187,900 |
|
13,491,220 |
|
|
|
|
|
|
|
$ |
13,491,220 |
|
2
|
Electronic Manufacturing Services — 1.5% |
|
|
|
|
|
|
|
Flextronics International, Ltd. (1) |
|
670,300 |
|
$ |
8,613,355 |
|
|
Jabil Circuit, Inc. (1) |
|
161,000 |
|
4,978,120 |
|
|
|
|
|
|
|
$ |
13,591,475 |
|
|
Food Products — 1.2% |
|
|
|
|
|
|
|
Smithfield Foods, Inc. (1) |
|
360,000 |
|
10,684,800 |
|
|
|
|
|
|
|
$ |
10,684,800 |
|
|
Health Services — 5.4% |
|
|
|
|
|
|
|
Community Health Systems, Inc. (1) |
|
203,800 |
|
7,909,478 |
|
|
|
DaVita, Inc. (1) |
|
248,000 |
|
11,425,360 |
|
|
|
Henry Schein, Inc. (1) |
|
207,200 |
|
8,830,864 |
|
|
|
Laboratory Corporation of America Holdings (1) |
|
192,500 |
|
9,376,675 |
|
|
|
LifePoint Hospitals, Inc. (1) |
|
149,500 |
|
6,537,635 |
|
|
|
Medco Health Solutions, Inc. (1) |
|
88,000 |
|
4,825,040 |
|
|
|
|
|
|
|
$ |
48,905,052 |
|
|
Healthcare Equipment & Supplies — 5.1% |
|
|
|
|
|
|
|
Beckman Coulter, Inc. |
|
114,300 |
|
6,169,914 |
|
|
|
DENTSPLY International, Inc. |
|
144,300 |
|
7,795,086 |
|
|
|
Edwards Lifesciences Corp. (1) |
|
202,400 |
|
8,988,584 |
|
|
|
Fisher Scientific International, Inc. (1) |
|
154,900 |
|
9,611,545 |
|
|
|
Medtronic, Inc. |
|
207,400 |
|
11,120,788 |
|
|
|
Stryker Corp. |
|
55,500 |
|
2,743,365 |
|
|
|
|
|
|
|
$ |
46,429,282 |
|
|
Hotel/Resort/Cruise — 1.0% |
|
|
|
|
|
|
|
Carnival Corp. |
|
190,500 |
|
9,521,190 |
|
|
|
|
|
|
|
$ |
9,521,190 |
|
|
Industrial Conglomerates — 0.7% |
|
|
|
|
|
|
|
Tyco International, Ltd. |
|
227,100 |
|
6,324,735 |
|
|
|
|
|
|
|
$ |
6,324,735 |
|
|
Industrial Machinery — 2.6% |
|
|
|
|
|
|
|
Danaher Corp. |
|
129,300 |
|
6,960,219 |
|
|
|
Parker-Hannifin Corp. |
|
156,800 |
|
10,083,808 |
|
|
|
Timken Co. |
|
231,000 |
|
6,844,530 |
|
|
|
|
|
|
|
$ |
23,888,557 |
|
|
Internet Services — 1.0% |
|
|
|
|
|
|
|
Google, Inc., Class A (1) |
|
27,500 |
|
8,702,650 |
|
|
|
|
|
|
|
$ |
8,702,650 |
|
|
Investment Banking & Brokerage — 0.9% |
|
|
|
|
|
|
|
Goldman Sachs Group, Inc. |
|
17,000 |
|
2,066,860 |
|
|
|
Merrill Lynch & Co., Inc. |
|
99,900 |
|
6,128,865 |
|
|
|
|
|
|
|
$ |
8,195,725 |
|
3
|
IT Consulting — 0.7% |
|
|
|
|
|
|
|
Accenture Ltd., Class A (1) |
|
244,500 |
|
$ |
6,224,970 |
|
|
|
|
|
|
$ |
6,224,970 |
|
|
Lodging and Casinos — 1.0% |
|
|
|
|
|
|
|
Harrah’s Entertainment, Inc. |
|
143,000 |
|
9,322,170 |
|
|
|
|
|
|
|
$ |
9,322,170 |
|
|
Media — 1.2% |
|
|
|
|
|
|
|
Time Warner, Inc. |
|
580,600 |
|
10,514,666 |
|
|
|
|
|
|
|
$ |
10,514,666 |
|
|
Metals-Industrial — 3.7% |
|
|
|
|
|
|
|
Alcoa, Inc. |
|
139,700 |
|
3,411,473 |
|
|
|
Inco Ltd. |
|
370,400 |
|
17,538,440 |
|
|
|
Phelps Dodge Corp. |
|
98,600 |
|
12,811,098 |
|
|
|
|
|
|
|
$ |
33,761,011 |
|
|
Oil and Gas-Equipment and Services — 3.7% |
|
|
|
|
|
|
|
Halliburton Co. |
|
244,900 |
|
16,780,548 |
|
|
|
Rowan Cos., Inc. |
|
186,600 |
|
6,622,434 |
|
|
|
Williams Co., Inc. |
|
404,500 |
|
10,132,725 |
|
|
|
|
|
|
|
$ |
33,535,707 |
|
|
Oil and Gas-Exploration and Production — 1.8% |
|
|
|
|
|
|
|
Chesapeake Energy Corp. |
|
194,500 |
|
7,439,625 |
|
|
|
Newfield Exploration Co. (1) |
|
181,800 |
|
8,926,380 |
|
|
|
|
|
|
|
$ |
16,366,005 |
|
|
Personal Products — 2.0% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
240,000 |
|
10,740,000 |
|
|
|
Colgate-Palmolive Co. |
|
146,400 |
|
7,728,456 |
|
|
|
|
|
|
|
$ |
18,468,456 |
|
|
Pharmaceuticals — 6.6% |
|
|
|
|
|
|
|
Allergan, Inc. |
|
53,500 |
|
4,901,670 |
|
|
|
Endo Pharmaceuticals Holdings, Inc. (1) |
|
325,100 |
|
8,670,417 |
|
|
|
Johnson & Johnson |
|
185,800 |
|
11,757,424 |
|
|
|
Mylan Laboratories, Inc. |
|
333,500 |
|
6,423,210 |
|
|
|
Sepracor, Inc. (1) |
|
182,000 |
|
10,736,180 |
|
|
|
Teva Pharmaceutical Industries Ltd. ADR |
|
290,300 |
|
9,701,826 |
|
|
|
Wyeth Corp. |
|
181,800 |
|
8,411,886 |
|
|
|
|
|
|
|
$ |
60,602,613 |
|
|
Publishing — 1.0% |
|
|
|
|
|
|
|
Getty Images, Inc. (1) |
|
101,500 |
|
8,733,060 |
|
|
|
|
|
|
|
$ |
8,733,060 |
|
4
|
Regional Banks — 0.9% |
|
|
|
|
|
|
|
Commerce Bancorp, Inc. |
|
274,400 |
|
$ |
8,421,336 |
|
|
|
|
|
|
$ |
8,421,336 |
|
|
Retail-Department Stores — 1.1% |
|
|
|
|
|
|
|
Federated Department Stores, Inc. |
|
145,000 |
|
9,696,150 |
|
|
|
|
|
|
|
$ |
9,696,150 |
|
|
Retail-Food and Drug — 1.9% |
|
|
|
|
|
|
|
Safeway, Inc. |
|
338,000 |
|
8,652,800 |
|
|
|
SUPERVALU, Inc. |
|
264,500 |
|
8,231,240 |
|
|
|
|
|
|
|
$ |
16,884,040 |
|
|
Retail-General Merchandise — 2.2% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (1) |
|
365,200 |
|
10,152,560 |
|
|
|
Dollar General Corp. |
|
540,000 |
|
9,903,600 |
|
|
|
|
|
|
|
$ |
20,056,160 |
|
|
Retail-Specialty — 1.9% |
|
|
|
|
|
|
|
Best Buy Co., Inc. |
|
204,400 |
|
8,897,532 |
|
|
|
PETsMART, Inc. |
|
392,000 |
|
8,537,760 |
|
|
|
|
|
|
|
$ |
17,435,292 |
|
|
Semiconductors & Semiconductor Equipment — 7.9% |
|
|
|
|
|
|
|
Broadcom Corp., Class A (1) |
|
197,900 |
|
9,283,489 |
|
|
|
Intel Corp. |
|
482,000 |
|
11,881,300 |
|
|
|
International Rectifier Corp. (1) |
|
258,100 |
|
11,635,148 |
|
|
|
Intersil Corp., Class A |
|
225,800 |
|
4,917,924 |
|
|
|
Linear Technology Corp. |
|
203,100 |
|
7,634,529 |
|
|
|
Maxim Integrated Products, Inc. |
|
69,600 |
|
2,968,440 |
|
|
|
Microchip Technology, Inc. |
|
278,800 |
|
8,397,456 |
|
|
|
Sigmatel, Inc. (1) |
|
420,000 |
|
8,500,800 |
|
|
|
Veeco Instruments, Inc. (1) |
|
442,000 |
|
7,089,680 |
|
|
|
|
|
|
|
$ |
72,308,766 |
|
|
Software — 2.0% |
|
|
|
|
|
|
|
Oracle Corp. (1) |
|
850,161 |
|
10,533,495 |
|
|
|
Symantec Corp. (1) |
|
350,300 |
|
7,937,798 |
|
|
|
|
|
|
|
$ |
18,471,293 |
|
|
Telecommunications Services — 2.3% |
|
|
|
|
|
|
|
CenturyTel, Inc. |
|
424,800 |
|
14,859,504 |
|
|
|
Citizens Communications Co. |
|
444,200 |
|
6,018,910 |
|
|
|
|
|
|
|
$ |
20,878,414 |
|
|
Thrifts & Mortgage — 1.9% |
|
|
|
|
|
|
|
MGIC Investment Corp. |
|
201,000 |
|
12,904,200 |
|
|
|
PMI Group, Inc. |
|
106,500 |
|
4,246,155 |
|
|
|
|
|
|
|
$ |
17,150,355 |
|
5
|
Transportation — 1.5% |
|
|
|
|
|
|
|
Expeditors International of Washington, Inc. |
|
128,400 |
|
$ |
7,290,552 |
|
|
Swift Transportation Co., Inc. (1) |
|
384,200 |
|
6,800,340 |
|
|
|
|
|
|
|
$ |
14,090,892 |
|
|
Total
Common Stocks |
|
|
|
$ |
947,811,235 |
|
Commercial Paper — 2.7%
|
|
Principal |
|
|
|
|||
|
|
|
Amount |
|
|
|
||
|
Security |
|
(000’s omitted) |
|
Value |
|
||
|
UBS Finance LLC, Commercial Paper, 3.86%, 10/3/05 |
|
$ |
24,680 |
|
$ |
24,674,708 |
|
|
Total Commercial Paper |
|
|
|
$ |
24,674,708 |
|
|
Short-Term Investments — 0.4%
|
|
Principal |
|
|
|
|||
|
|
|
Amount |
|
|
|
||
|
Security |
|
(000’s omitted) |
|
Value |
|
||
|
Investors Bank and Trust Company Time Deposit, 3.90%, 10/3/05 |
|
$ |
3,074 |
|
$ |
3,074,000 |
|
|
Total
Short-Term Investments |
|
|
|
$ |
3,074,000 |
|
|
|
Total Investments — 107.1% |
|
|
|
$ |
975,559,943 |
|
|
Call Options Written — (6.1)%
|
|
Number of |
|
Premium |
|
|
|
|||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Alberto-Culver Co., Expires 12/17/05, Strike 45.00 |
|
1,135 |
|
$ |
291,600 |
|
$ |
(175,925 |
) |
|
Alcoa, Inc., Expires 10/22/05, Strike 27.50 |
|
565 |
|
91,479 |
|
(2,825 |
) |
||
|
Allergan, Inc., Expires 1/21/06, Strike 85.00 |
|
535 |
|
308,639 |
|
(492,200 |
) |
||
|
American Express Co., Expires 10/22/05, Strike 55.00 |
|
1,065 |
|
241,667 |
|
(282,225 |
) |
||
|
Amgen, Inc., Expires 1/21/06, Strike 70.00 |
|
959 |
|
342,270 |
|
(1,083,670 |
) |
||
|
Amylin Pharmaceuticals, Inc., Expires 1/21/06, Strike 35.00 |
|
1,422 |
|
299,428 |
|
(497,700 |
) |
||
|
Anheuser-Busch Co., Expires 12/17/2005, Strike 50.00 |
|
280 |
|
32,032 |
|
(2,800 |
) |
||
|
Best Buy Co., Inc., Expires 12/17/05, Strike 42.50 |
|
2,044 |
|
729,538 |
|
(715,400 |
) |
||
|
BorgWarner, Inc., Expires 10/22/05, Strike 55.00 |
|
2,274 |
|
879,857 |
|
(488,910 |
) |
||
|
Broadcom Corp., Expires 1/21/06, Strike 45.00 |
|
1,979 |
|
552,964 |
|
(949,920 |
) |
||
|
Brunswick Corp., Expires 12/17/05, Strike 45.00 |
|
1,415 |
|
206,067 |
|
(14,150 |
) |
||
|
Carnival Corp., Expires 10/22/05, Strike 50.00 |
|
275 |
|
65,147 |
|
(31,625 |
) |
||
|
CDW Corp., Expires 10/22/05, Strike 55.00 |
|
525 |
|
166,375 |
|
(220,500 |
) |
||
|
Cendant Corp., Expires 1/21/06, Strike 20.00 |
|
1,825 |
|
199,694 |
|
(301,125 |
) |
||
6
|
Centurytel, Inc., Expires 1/21/06, Strike 35.00 |
|
3,868 |
|
$ |
731,339 |
|
$ |
(464,160 |
) |
|
Centurytel, Inc., Expires 10/22/05, Strike 30.00 |
|
380 |
|
93,821 |
|
(182,400 |
) |
||
|
Chesapeake Energy Corp., Expires 10/22/05, Strike 25.00 |
|
1,945 |
|
370,388 |
|
(2,567,400 |
) |
||
|
Chiron Corp., Expires 10/22/05, Strike 37.50 |
|
1,461 |
|
506,841 |
|
(832,770 |
) |
||
|
Cisco Systems, Inc., Expires 10/22/05, Strike 17.50 |
|
1,525 |
|
376,548 |
|
(83,875 |
) |
||
|
Colgate-Palmolive Co., Expires 1/21/06, Strike 55.00 |
|
1,464 |
|
167,513 |
|
(161,040 |
) |
||
|
Commerce Bancorp, Inc., Expires 12/17/05, Strike 30.00 |
|
2,743 |
|
636,349 |
|
(521,170 |
) |
||
|
Community Health Systems, Inc., Expires 12/17/05, Strike 35.00 |
|
2,038 |
|
511,925 |
|
(835,580 |
) |
||
|
Constellation Brands, Inc., Expires 1/21/06, Strike 30.00 |
|
3,139 |
|
261,924 |
|
(125,560 |
) |
||
|
Corning, Inc., Expires 11/19/05, Strike 12.50 |
|
4,140 |
|
774,184 |
|
(2,815,200 |
) |
||
|
Danaher Corp. Dec 05 Call Exp 12/17/05 Strike 55 |
|
1,293 |
|
165,608 |
|
(200,415 |
) |
||
|
DaVita, Inc., Expires 10/22/05, Strike 45.00 |
|
785 |
|
282,212 |
|
(129,525 |
) |
||
|
Dell, Inc., Expires 1/21/06, Strike 35.00 |
|
1,562 |
|
342,074 |
|
(257,730 |
) |
||
|
DENTSPLY International, Inc., Expires 10/22/05, Strike 55.00 |
|
765 |
|
146,810 |
|
(22,950 |
) |
||
|
Dollar General Corp., Expires 11/19/05, Strike 20.00 |
|
1,590 |
|
193,854 |
|
(15,900 |
) |
||
|
Edwards Lifesciences Corp., Expires 1/21/06, Strike 45.00 |
|
2,024 |
|
357,715 |
|
(344,080 |
) |
||
|
Emerson Electric Co., Expires 12/17/05, Strike 70.00 |
|
1,879 |
|
416,983 |
|
(620,070 |
) |
||
|
Federated Department Stores, Inc., Expires 11/19/05, Strike 75.00 |
|
705 |
|
315,065 |
|
(42,300 |
) |
||
|
Fedex Corp., Expires 10/22/05, Strike 85.00 |
|
920 |
|
264,257 |
|
(253,920 |
) |
||
|
First American Corp., Expires 1/21/06, Strike 40.00 |
|
1,830 |
|
566,698 |
|
(1,116,300 |
) |
||
|
Fisher Scientific International, Inc., Expires 12/17/05, Strike 65.00 |
|
1,549 |
|
235,820 |
|
(178,135 |
) |
||
|
Flextronics International, Ltd., Expires 1/21/06, Strike 12.50 |
|
6,703 |
|
609,288 |
|
(670,300 |
) |
||
|
General Dynamic Corp., Expires 1/21/06, Strike 115.00 |
|
517 |
|
225,878 |
|
(392,920 |
) |
||
|
Genzyme Corp., Expires 10/22/05, Strike 60.00 |
|
1,352 |
|
644,781 |
|
(1,622,400 |
) |
||
|
Getty Images, Inc., Expires 10/22/05, Strike 75.00 |
|
1,015 |
|
618,546 |
|
(1,116,500 |
) |
||
|
Goldman Sachs Group, Inc., Expires 10/22/05, Strike 100.00 |
|
170 |
|
114,220 |
|
(363,800 |
) |
||
|
Google, Inc., Expires 1/21/06, Strike 310.00 |
|
275 |
|
622,047 |
|
(627,000 |
) |
||
|
Halliburton Co., Expires 10/22/05, Strike 47.50 |
|
2,449 |
|
886,353 |
|
(5,387,800 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 11/19/05, Strike 80.00 |
|
660 |
|
199,327 |
|
(6,600 |
) |
||
|
Harris Corp., Expires 11/19/05, Strike 35.00 |
|
1,170 |
|
306,442 |
|
(842,400 |
) |
||
|
Henry Schein, Inc., Expires 10/22/05, Strike 45.00 |
|
1,035 |
|
85,220 |
|
(20,700 |
) |
||
|
Hewlett-Packard Co., Expires 11/19/05, Strike 25.00 |
|
1,470 |
|
193,923 |
|
(632,100 |
) |
||
|
Inco, Ltd., Expires 01/21/06, Strike 40.00 |
|
3,704 |
|
1,359,135 |
|
(3,111,360 |
) |
||
|
Intel Corp., Expires 10/22/05, Strike 25.00 |
|
740 |
|
197,510 |
|
(29,600 |
) |
||
7
|
International Business Machines Corp., Expires 10/22/05, Strike 85.00 |
|
735 |
|
$ |
150,240 |
|
$ |
(22,050 |
) |
|
International Rectifier Corp., Expires 12/17/05, Strike 50.00 |
|
2,581 |
|
586,792 |
|
(271,005 |
) |
||
|
Intersil Corp., Expires 10/22/05, Strike 17.50 |
|
575 |
|
140,821 |
|
(17,250 |
) |
||
|
Jabil Circuit, Inc., Expires 12/17/05, Strike 30.00 |
|
1,610 |
|
289,753 |
|
(307,510 |
) |
||
|
Johnson & Johnson, Expires 1/21/06, Strike 65.00 |
|
1,858 |
|
392,158 |
|
(306,570 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 10/22/05, Strike 75.00 |
|
1,360 |
|
553,400 |
|
(625,600 |
) |
||
|
Laboratory Corporation of America Holdings, Expires 1/21/06, Strike 50.00 |
|
1,824 |
|
314,082 |
|
(273,600 |
) |
||
|
Lamar Advertising Co., Expires 10/22/05, Strike 40.00 |
|
430 |
|
88,966 |
|
(240,800 |
) |
||
|
Legg Mason, Inc., Expires 11/19/05, Strike 110.00 |
|
615 |
|
205,086 |
|
(282,900 |
) |
||
|
LifePoint Hospitals, Inc., Expires 11/19/05, Strike 50.00 |
|
1,495 |
|
144,943 |
|
(22,425 |
) |
||
|
Liz Claiborne, Inc., Expires 10/22/05, Strike 40.00 |
|
1,190 |
|
156,985 |
|
(47,600 |
) |
||
|
Manpower, Inc., Expires 12/17/05, Strike 45.00 |
|
1,446 |
|
277,514 |
|
(245,820 |
) |
||
|
Medco Health Solutions, Inc., Expires 10/22/05, Strike 50.00 |
|
880 |
|
366,873 |
|
(448,800 |
) |
||
|
Medtronic, Inc., Expires 11/19/05, Strike 55.00 |
|
2,074 |
|
393,744 |
|
(217,770 |
) |
||
|
Merrill Lynch & Co., Inc., Expires 1/21/06, Strike 55.00 |
|
999 |
|
516,381 |
|
(759,240 |
) |
||
|
MGIC Investment Corp., Expires 12/17/05, Strike 65.00 |
|
1,310 |
|
257,963 |
|
(340,600 |
) |
||
|
Microship Technology, Inc., Expires 10/22/05, Strike 30.00 |
|
655 |
|
145,349 |
|
(62,225 |
) |
||
|
Mylan Laboratories, Inc., Expires 1/21/06, Strike 17.50 |
|
3,335 |
|
545,929 |
|
(783,725 |
) |
||
|
NCR Corp., Expires 10/22/05, Strike 35.00 |
|
725 |
|
99,260 |
|
(7,250 |
) |
||
|
Newfield Exploration Co., Expires 12/17/05, Strike 45.00 |
|
1,818 |
|
795,576 |
|
(1,199,880 |
) |
||
|
Nike, Inc., Expires 10/22/05, Strike 90.00 |
|
635 |
|
169,485 |
|
(3,175 |
) |
||
|
Oracle Corp., Expires 12/17/05, Strike 13.00 |
|
4,500 |
|
527,403 |
|
(135,000 |
) |
||
|
Palm, Inc., Expires 1/21/06, Strike 30.00 |
|
1,325 |
|
313,915 |
|
(298,125 |
) |
||
|
Parker-Hannifin Corp., Expires 11/19/05, Strike 65.00 |
|
1,568 |
|
293,434 |
|
(297,920 |
) |
||
|
Paychex, Inc., Expires 12/17/05, Strike 35.00 |
|
5,135 |
|
432,967 |
|
(1,283,750 |
) |
||
|
PepsiCo, Inc., Expires 10/22/05, Strike 55.00 |
|
690 |
|
82,792 |
|
(141,450 |
) |
||
|
PET sMART, Inc., Expires 10/22/05, Strike 30.00 |
|
1,940 |
|
498,418 |
|
(9,700 |
) |
||
|
Phelps Dodge Corp., Expires 10/22/05, Strike 95.00 |
|
635 |
|
474,777 |
|
(2,254,250 |
) |
||
|
Polo Ralph Lauren Corp., Expires 1/21/06, Strike 50.00 |
|
743 |
|
194,596 |
|
(260,050 |
) |
||
|
QUALCOMM, Inc., Expires 10/22/05, Strike 40.00 |
|
1,880 |
|
238,611 |
|
(883,600 |
) |
||
|
Reebok International, Ltd., Expires 10/22/05, Strike 42.50 |
|
1,395 |
|
351,424 |
|
(1,953,000 |
) |
||
|
Rowan Cos., Inc., Expires 1/21/06, Strike 35.00 |
|
1,866 |
|
709,215 |
|
(653,100 |
) |
||
|
Safeway, Inc., Expires 12/17/05, Strike 25.00 |
|
3,380 |
|
433,933 |
|
(591,500 |
) |
||
|
SanDisk Corp., Expires 10/22/05, Strike 25.00 |
|
1,130 |
|
279,016 |
|
(2,621,600 |
) |
||
|
Sepracor, Inc., Expires 10/22/05, Strike 60.00 |
|
935 |
|
595,496 |
|
(144,925 |
) |
||
8
|
ServiceMaster Co. (The), Expires 1/21/06, Strike 12.50 |
|
4,670 |
|
$ |
508,909 |
|
$ |
(583,750 |
) |
|
Sigmatel, Inc., Expires 12/17/05, Strike 17.50 |
|
1,035 |
|
409,869 |
|
(362,250 |
) |
||
|
Sigmatel, Inc., Expires 12/17/05, Strike 20.00 |
|
3,165 |
|
674,645 |
|
(727,950 |
) |
||
|
Smithfield Foods, Inc., Expires 10/22/05, Strike 30.00 |
|
1,600 |
|
324,717 |
|
(72,000 |
) |
||
|
SUPERVALUE, Inc., Expires 10/22/05, Strike 30.00 |
|
905 |
|
299,088 |
|
(122,175 |
) |
||
|
Swift Transportation Co., Inc., Expires 10/22/05, Strike 25.00 |
|
3,842 |
|
449,308 |
|
(19,210 |
) |
||
|
Symantec Corp., Expires 10/22/05, Strike 22.50 |
|
1,788 |
|
226,934 |
|
(125,160 |
) |
||
|
Teva Pharmaceutical Industries, Ltd., Expires 12/17/05, Strike 35.00 |
|
2,903 |
|
557,190 |
|
(203,210 |
) |
||
|
Time Warner, Inc., Expires 10/22/05, Strike 17.00 |
|
970 |
|
88,185 |
|
(126,100 |
) |
||
|
Timken Co. (The), Expires 12/17/05, Strike 30.00 |
|
2,310 |
|
217,922 |
|
(288,750 |
) |
||
|
Tyco International, Ltd., Expires 10/22/05, Strike 30.00 |
|
565 |
|
91,015 |
|
(5,650 |
) |
||
|
United Technologies Corp., Expires 11/19/05, Strike 52.50 |
|
1,255 |
|
221,218 |
|
(131,775 |
) |
||
|
Veeco Instruments, Inc., Expires 10/22/05, Strike 20.00 |
|
2,585 |
|
324,084 |
|
(12,925 |
) |
||
|
Weight Watchers International, Inc., Expires 1/21/06, Strike 55.00 |
|
3,239 |
|
832,219 |
|
(566,825 |
) |
||
|
Williams Cos., Inc., Expires 1/21/06, Strike 22.50 |
|
4,045 |
|
542,341 |
|
(1,375,300 |
) |
||
|
Wyeth, Expires 1/21/06, Strike 45.00 |
|
1,818 |
|
486,599 |
|
(518,130 |
) |
||
|
Total
Call Options Written |
|
|
|
|
|
$ |
(55,107,860 |
) |
|
|
Other Assets, Less Liabilities — (1.0)% |
|
|
|
|
|
$ |
(9,215,526 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
911,236,557 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
Non-income producing security. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2005, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
942,416,136 |
|
|
Gross unrealized appreciation |
|
$ |
63,050,566 |
|
|
Gross unrealized depreciation |
|
(29,906,759 |
) |
|
|
Net unrealized appreciation |
|
$ |
33,143,807 |
|
9
Written call option activity for the period ended September 30, 2005 was as follows:
|
|
Number of |
|
Premiums |
|
||
|
Outstanding, beginning of period |
|
— |
|
$ |
— |
|
|
Options written |
|
424,912 |
|
84,969,116 |
|
|
|
Options terminated in closing purchase transactions |
|
(172,143 |
) |
(29,918,544 |
) |
|
|
Options exercised |
|
(79,466 |
) |
(17,117,376 |
) |
|
|
Options expired |
|
(6,173 |
) |
(1,474,301 |
) |
|
|
Outstanding, end of period |
|
167,130 |
|
$ |
36,458,895 |
|
At September 30, 2005, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
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 II
|
By: |
|
/s/ Duncan W. Richardson |
|
|
|
Duncan W. Richardson |
|
|
|
President and Principal Executive Officer |
|
Date: |
|
November 28, 2005 |
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: |
|
November 28, 2005 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
November 28, 2005 |