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) |
|
Maureen A. Gemma |
||
|
(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, 2007 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund II as of September 30, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 100.2%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 6.1% |
|
|
|
|
|
|
|
Alliant Techsystems, Inc. (2) |
|
116,876 |
|
$ |
12,774,547 |
|
|
Boeing Company |
|
32,505 |
|
3,412,700 |
|
|
|
General Dynamics Corp. |
|
199,997 |
|
16,893,747 |
|
|
|
Precision Castparts Corp. |
|
16,049 |
|
2,374,931 |
|
|
|
Rockwell Collins, Inc. |
|
148,330 |
|
10,834,023 |
|
|
|
United Technologies Corp. |
|
149,095 |
|
11,999,166 |
|
|
|
|
|
|
|
$ |
58,289,114 |
|
|
Beverages — 1.2% |
|
|
|
|
|
|
|
PepsiCo, Inc. |
|
155,157 |
|
$ |
11,366,802 |
|
|
|
|
|
|
$ |
11,366,802 |
|
|
Biotechnology — 2.0% |
|
|
|
|
|
|
|
Cephalon, Inc. (2) |
|
131,845 |
|
$ |
9,632,596 |
|
|
Genzyme Corp. (2) |
|
160,614 |
|
9,951,643 |
|
|
|
|
|
|
|
$ |
19,584,239 |
|
|
Capital Markets — 2.7% |
|
|
|
|
|
|
|
Affiliated Managers Group, Inc. (2) |
|
102,320 |
|
$ |
13,046,823 |
|
|
Bank of New York Mellon Corp. |
|
190,782 |
|
8,421,117 |
|
|
|
UBS AG |
|
81,500 |
|
4,339,875 |
|
|
|
|
|
|
|
$ |
25,807,815 |
|
|
Chemicals — 1.6% |
|
|
|
|
|
|
|
Ecolab, Inc. |
|
320,122 |
|
$ |
15,109,758 |
|
|
|
|
|
|
$ |
15,109,758 |
|
|
Commercial Banks — 0.8% |
|
|
|
|
|
|
|
Zions Bancorporation |
|
108,533 |
|
$ |
7,452,961 |
|
|
|
|
|
|
$ |
7,452,961 |
|
|
Commercial Services & Supplies — 2.0% |
|
|
|
|
|
|
|
Avery Dennison Corp. |
|
159,623 |
|
$ |
9,101,703 |
|
|
Equifax, Inc. |
|
254,055 |
|
9,684,577 |
|
|
|
|
|
|
|
$ |
18,786,280 |
|
|
Communications Equipment — 3.9% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
230,487 |
|
$ |
7,631,425 |
|
|
Corning, Inc. |
|
521,667 |
|
12,859,092 |
|
|
|
QUALCOMM, Inc. |
|
184,599 |
|
7,801,154 |
|
|
|
Riverbed Technology, Inc. (2) |
|
217,432 |
|
8,782,078 |
|
|
|
|
|
|
|
$ |
37,073,749 |
|
|
Computer Peripherals — 3.5% |
|
|
|
|
|
|
|
Apple, Inc. (2) |
|
105,901 |
|
$ |
16,260,040 |
|
|
Brocade Communications Systems, Inc. (2) |
|
1,047,499 |
|
8,966,591 |
|
|
0
|
EMC Corp. (2) |
|
414,494 |
|
$ |
8,621,475 |
|
|
|
|
|
|
$ |
33,848,106 |
|
|
Consumer Finance — 1.0% |
|
|
|
|
|
|
|
American Express Co. |
|
161,710 |
|
$ |
9,600,723 |
|
|
|
|
|
|
$ |
9,600,723 |
|
|
Diversified Telecommunication Services — 0.6% |
|
|
|
|
|
|
|
Windstream Corp. |
|
387,340 |
|
$ |
5,469,241 |
|
|
|
|
|
|
$ |
5,469,241 |
|
|
Electrical Equipment — 0.9% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
162,165 |
|
$ |
8,630,421 |
|
|
|
|
|
|
$ |
8,630,421 |
|
|
Electronic Equipment & Instruments — 0.8% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (2) |
|
221,627 |
|
$ |
8,173,604 |
|
|
|
|
|
|
$ |
8,173,604 |
|
|
Energy Equipment & Services — 5.4% |
|
|
|
|
|
|
|
Diamond Offshore Drilling, Inc. |
|
94,210 |
|
$ |
10,673,051 |
|
|
Noble Corp. |
|
154,209 |
|
7,563,951 |
|
|
|
Rowan Cos., Inc. |
|
264,421 |
|
9,672,520 |
|
|
|
Schlumberger, Ltd. |
|
103,280 |
|
10,844,400 |
|
|
|
Transocean, Inc. (2) |
|
115,575 |
|
13,065,754 |
|
|
|
|
|
|
|
$ |
51,819,676 |
|
|
Food & Staples Retailing — 3.0% |
|
|
|
|
|
|
|
CVS Caremark Corp. |
|
274,937 |
|
$ |
10,895,753 |
|
|
Kroger Co. |
|
347,740 |
|
9,917,545 |
|
|
|
Safeway, Inc. |
|
227,785 |
|
7,541,961 |
|
|
|
|
|
|
|
$ |
28,355,259 |
|
|
Food Products — 2.7% |
|
|
|
|
|
|
|
Kraft Foods, Inc., Class A |
|
35,281 |
|
$ |
1,217,547 |
|
|
Nestle SA ADR |
|
116,862 |
|
13,079,698 |
|
|
|
William Wrigley Jr. Co. |
|
181,003 |
|
11,625,823 |
|
|
|
|
|
|
|
$ |
25,923,068 |
|
|
Health Care Equipment & Supplies — 6.1% |
|
|
|
|
|
|
|
Baxter International, Inc. |
|
184,589 |
|
$ |
10,388,669 |
|
|
DENTSPLY International, Inc. |
|
265,900 |
|
11,072,076 |
|
|
|
Edwards Lifesciences Corp. (2) |
|
248,856 |
|
12,271,089 |
|
|
|
Gen-Probe, Inc. (2) |
|
113,234 |
|
7,539,120 |
|
|
|
St. Jude Medical, Inc. (2) |
|
197,028 |
|
8,683,024 |
|
|
|
Thoratec Corp. (2) |
|
402,472 |
|
8,327,146 |
|
|
|
|
|
|
|
$ |
58,281,124 |
|
|
Health Care Providers & Services — 4.5% |
|
|
|
|
|
|
|
DaVita, Inc. (2) |
|
171,568 |
|
$ |
10,839,666 |
|
|
Henry Schein, Inc. (2) |
|
205,408 |
|
12,497,023 |
|
|
1
|
Lincare Holdings, Inc. (2) |
|
277,189 |
|
$ |
10,158,977 |
|
|
UnitedHealth Group, Inc. |
|
191,046 |
|
9,252,358 |
|
|
|
|
|
|
|
$ |
42,748,024 |
|
|
Hotels, Restaurants & Leisure — 3.5% |
|
|
|
|
|
|
|
Cheesecake Factory, Inc., (2) |
|
391,645 |
|
$ |
9,191,908 |
|
|
International Game Technology |
|
275,935 |
|
11,892,798 |
|
|
|
Marriott International, Inc., Class A |
|
169,250 |
|
7,357,297 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
86,182 |
|
5,235,557 |
|
|
|
|
|
|
|
$ |
33,677,560 |
|
|
Household Durables — 0.7% |
|
|
|
|
|
|
|
Jarden Corp. (2) |
|
234,016 |
|
$ |
7,240,455 |
|
|
|
|
|
|
$ |
7,240,455 |
|
|
Household Products — 2.7% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
140,812 |
|
$ |
10,042,712 |
|
|
Procter & Gamble Co. |
|
230,650 |
|
16,223,921 |
|
|
|
|
|
|
|
$ |
26,266,633 |
|
|
Independent Power Producers & Energy Traders — 1.2% |
|
|
|
|
|
|
|
NRG Energy, Inc. (2) |
|
264,067 |
|
$ |
11,167,393 |
|
|
|
|
|
|
$ |
11,167,393 |
|
|
Insurance — 2.2% |
|
|
|
|
|
|
|
Travelers Cos., Inc. |
|
216,012 |
|
$ |
10,874,044 |
|
|
Willis Group Holdings, Ltd. |
|
239,885 |
|
9,820,892 |
|
|
|
|
|
|
|
$ |
20,694,936 |
|
|
Internet & Catalog Retail — 0.4% |
|
|
|
|
|
|
|
Liberty Media Corp. - Interactive Group (2) |
|
197,723 |
|
$ |
3,798,259 |
|
|
|
|
|
|
$ |
3,798,259 |
|
|
Internet Software & Services — 3.8% |
|
|
|
|
|
|
|
Akamai Technologies, Inc. (2) |
|
314,840 |
|
$ |
9,045,353 |
|
|
Google Inc., Class A (2) |
|
21,107 |
|
11,973,368 |
|
|
|
Omniture, Inc. (2) |
|
203,585 |
|
6,172,697 |
|
|
|
VeriSign, Inc. (2) |
|
264,645 |
|
8,929,122 |
|
|
|
|
|
|
|
$ |
36,120,540 |
|
|
IT Services — 0.9% |
|
|
|
|
|
|
|
Paychex, Inc. |
|
202,473 |
|
$ |
8,301,393 |
|
|
|
|
|
|
$ |
8,301,393 |
|
|
Life Sciences Tools & Services — 0.7% |
|
|
|
|
|
|
|
Thermo Fisher Scientific, Inc. (2) |
|
122,120 |
|
$ |
7,048,766 |
|
|
|
|
|
|
$ |
7,048,766 |
|
|
Machinery — 3.6% |
|
|
|
|
|
|
|
Eaton Corp. |
|
116,491 |
|
$ |
11,537,269 |
|
|
Oshkosh Truck Corp. |
|
121,014 |
|
7,499,238 |
|
|
2
|
Terex Corp. (2) |
|
82,793 |
|
$ |
7,370,233 |
|
|
Trinity Industries, Inc. |
|
228,470 |
|
8,576,764 |
|
|
|
|
|
|
|
$ |
34,983,504 |
|
|
Media — 4.3% |
|
|
|
|
|
|
|
Central European Media Enterprises, Ltd., Class A (2) |
|
111,546 |
|
$ |
10,229,884 |
|
|
Comcast Corp., Class A (2) |
|
486,898 |
|
11,773,194 |
|
|
|
McGraw-Hill Companies, Inc., (The) |
|
173,157 |
|
8,815,423 |
|
|
|
Time Warner Inc. |
|
578,029 |
|
10,612,612 |
|
|
|
|
|
|
|
$ |
41,431,113 |
|
|
Metals & Mining — 4.4% |
|
|
|
|
|
|
|
Aber Diamond Corp. |
|
246,057 |
|
$ |
9,630,671 |
|
|
Alcoa, Inc. |
|
264,135 |
|
10,332,961 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc. |
|
94,326 |
|
9,893,854 |
|
|
|
Goldcorp, Inc. |
|
416,668 |
|
12,733,374 |
|
|
|
|
|
|
|
$ |
42,590,860 |
|
|
Multiline Retail — 1.0% |
|
|
|
|
|
|
|
Macy’s, Inc. |
|
286,670 |
|
$ |
9,265,174 |
|
|
|
|
|
|
$ |
9,265,174 |
|
|
Oil, Gas & Consumable Fuels — 3.3% |
|
|
|
|
|
|
|
Apache Corp. |
|
125,144 |
|
$ |
11,270,469 |
|
|
Hess Corp. |
|
195,369 |
|
12,997,900 |
|
|
|
Western Refining, Inc. |
|
175,802 |
|
7,134,045 |
|
|
|
|
|
|
|
$ |
31,402,414 |
|
|
Personal Products — 0.5% |
|
|
|
|
|
|
|
Estee Lauder Cos., Inc., Class A |
|
109,464 |
|
$ |
4,647,841 |
|
|
|
|
|
|
$ |
4,647,841 |
|
|
Pharmaceuticals — 4.8% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
171,820 |
|
$ |
9,212,988 |
|
|
Eli Lilly & Co. |
|
172,982 |
|
9,847,865 |
|
|
|
Johnson & Johnson |
|
177,620 |
|
11,669,634 |
|
|
|
Mylan Laboratories, Inc. |
|
390,746 |
|
6,236,306 |
|
|
|
Novartis AG ADR |
|
163,628 |
|
8,992,995 |
|
|
|
|
|
|
|
$ |
45,959,788 |
|
|
Real Estate Investment Trusts (REITs) — 1.0% |
|
|
|
|
|
|
|
Public Storage |
|
124,574 |
|
$ |
9,797,745 |
|
|
|
|
|
|
$ |
9,797,745 |
|
|
Semiconductors & Semiconductor Equipment — 8.0% |
|
|
|
|
|
|
|
KLA-Tencor Corp. |
|
227,597 |
|
$ |
12,695,361 |
|
|
Marvell Technology Group, Ltd. (2) |
|
541,611 |
|
8,866,172 |
|
|
|
MEMC Electronic Materials, Inc. (2) |
|
128,000 |
|
7,534,080 |
|
|
|
Microchip Technology, Inc. |
|
267,973 |
|
9,732,779 |
|
|
|
Micron Technology, Inc. (2) |
|
652,491 |
|
7,242,650 |
|
|
3
|
NVIDIA Corp. (2) |
|
438,919 |
|
$ |
15,906,425 |
|
|
Texas Instruments, Inc. |
|
395,881 |
|
14,485,286 |
|
|
|
|
|
|
|
$ |
76,462,753 |
|
|
Software — 2.6% |
|
|
|
|
|
|
|
Autodesk, Inc. (2) |
|
183,138 |
|
$ |
9,151,406 |
|
|
Oracle Corp. (2) |
|
724,375 |
|
15,682,719 |
|
|
|
|
|
|
|
$ |
24,834,125 |
|
|
Tobacco — 1.1% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
50,746 |
|
$ |
3,528,369 |
|
|
Loews Corp. - Carolina Group |
|
90,197 |
|
7,416,899 |
|
|
|
|
|
|
|
$ |
10,945,268 |
|
|
Wireless Telecommunication Services — 0.7% |
|
|
|
|
|
|
|
Rogers Communications, Inc., Class B |
|
153,366 |
|
$ |
6,982,754 |
|
|
|
|
|
|
$ |
6,982,754 |
|
|
Total Common Stocks |
|
|
|
$ |
959,939,238 |
|
Short-Term Investments — 3.1%
|
Description |
|
Interest |
|
Value |
|
||
|
Investment in Cash Management Portfolio, 5.01% (3) |
|
$ |
29,322 |
|
$ |
29,321,803 |
|
|
Total Short-Term Investments |
|
|
|
$ |
29,321,803 |
|
|
|
Total
Investments — 103.3% |
|
|
|
$ |
989,261,041 |
|
|
Covered Call Options Written — (3.3%)
|
Type of Contract |
|
Number of |
|
Premium |
|
Value |
|
||
|
Abbott Laboratories, Expires 11/17/07, Strike 57.50 |
|
1,250 |
|
$ |
290,358 |
|
$ |
(50,000 |
) |
|
Affiliated Managers Group, Inc., Expires 12/22/07, Strike 115.00 |
|
410 |
|
253,007 |
|
(697,000 |
) |
||
|
Agilent Techologies, Inc., Expires 11/17/07, Strike 35.00 |
|
1,135 |
|
181,688 |
|
(324,610 |
) |
||
|
Akamai Technologies, Inc., Expires 11/17/07, Strike 40.00 |
|
2,290 |
|
326,254 |
|
(68,700 |
) |
||
|
Alcoa Inc., Expires 11/17/07, Strike 37.50 |
|
1,310 |
|
235,272 |
|
(445,400 |
) |
||
|
Alliant Technologies, Inc., Expires 11/17/07, Strike 105.00 |
|
565 |
|
217,108 |
|
(429,400 |
) |
||
|
Altria Group, Inc., Expires 12/22/07, Strike 70.00 |
|
225 |
|
48,847 |
|
(53,775 |
) |
||
|
American Express Co., Expires 10/20/07, Strike 62.50 |
|
945 |
|
219,331 |
|
(37,800 |
) |
||
4
|
Apache Corp., Expires 10/20/07, Strike 85.00 |
|
895 |
|
$ |
248,001 |
|
$ |
(528,050 |
) |
|
Apple, Inc., Expires 10/20/07, Strike 160.00 |
|
925 |
|
552,309 |
|
(251,600 |
) |
||
|
Autodesk, Inc., Expires 10/20/07, Strike 45.00 |
|
1,150 |
|
238,161 |
|
(575,000 |
) |
||
|
Avery Dennison Corp., Expires 1/19/08, Strike 65.00 |
|
1,596 |
|
214,419 |
|
(75,810 |
) |
||
|
Baxter International, Inc., Expires 11/17/07, Strike 52.50 |
|
970 |
|
360,980 |
|
(465,600 |
) |
||
|
Boeing Company, Expires 11/17/07, Strike 100.00 |
|
230 |
|
108,006 |
|
(158,700 |
) |
||
|
Brocade Communications Systems, Inc., Expires 1/19/08, Strike 9.00 |
|
9,402 |
|
174,874 |
|
(564,120 |
) |
||
|
Central European Media Enterprises, Ltd., Expires 10/20/07, Strike 95.00 |
|
515 |
|
327,402 |
|
(82,400 |
) |
||
|
Cephalon, Inc., Expires 11/17/07, Strike 75.00 |
|
690 |
|
180,846 |
|
(207,000 |
) |
||
|
Cheesecake Factory, Inc., Expires 10/20/07, Strike 25.00 |
|
1,860 |
|
338,701 |
|
(46,500 |
) |
||
|
Cisco Systems, Inc., Expires 10/20/07, Strike 30.00 |
|
1,640 |
|
294,539 |
|
(533,000 |
) |
||
|
Colgate-Palmolive Co., Expires 11/17/07, Strike 70.00 |
|
1,408 |
|
288,776 |
|
(373,120 |
) |
||
|
Comcast Corp., Class A, Expires 10/20/07, Strike 27.50 |
|
3,000 |
|
391,824 |
|
(15,000 |
) |
||
|
Corning, Inc., Expires 11/17/07, Strike 25.00 |
|
2,585 |
|
367,323 |
|
(328,295 |
) |
||
|
CVS/Caremark Corp., Expires 11/17/07, Strike 37.50 |
|
1,440 |
|
348,619 |
|
(432,000 |
) |
||
|
Davita, Inc., Expires 10/20/07, Strike 55.00 |
|
1,030 |
|
235,084 |
|
(860,050 |
) |
||
|
DENTSPLY International, Inc., Expires 10/20/07, Strike 40.00 |
|
2,659 |
|
162,462 |
|
(531,800 |
) |
||
|
Diamond Offshore Drilling, Inc., Expires 12/22/07, Strike 115.00 |
|
650 |
|
472,608 |
|
(442,000 |
) |
||
|
Eaton Corp., Expires 10/20/07, Strike 100.00 |
|
610 |
|
211,728 |
|
(167,750 |
) |
||
|
Ecolab, Inc., Expires 10/20/07, Strike 45.00 |
|
1,505 |
|
198,832 |
|
(387,537 |
) |
||
|
Edwards Lifesciences Corp., Expires 11/17/07, Strike 50.00 |
|
1,225 |
|
152,633 |
|
(162,312 |
) |
||
|
Eli Lilly & Co., Expires 10/20/07, Strike 55.00 |
|
760 |
|
204,893 |
|
(199,120 |
) |
||
|
EMC Corp., Expires 10/20/07, Strike 19.00 |
|
3,310 |
|
309,811 |
|
(645,450 |
) |
||
|
Emerson Electric Co., Expires 12/22/07, Strike 50.00 |
|
1,621 |
|
279,975 |
|
(778,080 |
) |
||
|
Equifax, Inc., Expires 10/20/07, Strike 40.00 |
|
605 |
|
113,696 |
|
(22,687 |
) |
||
|
Estee Lauder Cos., Inc., (The), Class A, Expires 1/19/08, Strike 45.00 |
|
620 |
|
105,460 |
|
(80,600 |
) |
||
|
Freeport McMoran Copper & Gold, Inc., Expires 11/17/07, Strike 110.00 |
|
620 |
|
336,097 |
|
(319,300 |
) |
||
|
General Dynamics Corp., Expires 11/17/07, Strike 80.00 |
|
1,295 |
|
378,264 |
|
(880,600 |
) |
||
|
Gen-Probe, Inc., Expires 11/17/07, Strike 65.00 |
|
500 |
|
143,548 |
|
(200,000 |
) |
||
|
Genzyme Corp., Expires 10/20/07, Strike 62.50 |
|
805 |
|
225,075 |
|
(100,625 |
) |
||
|
Goldcorp, Inc., Expires 10/20/07, Strike 25.00 |
|
2,170 |
|
366,681 |
|
(1,280,300 |
) |
||
|
Google, Inc., Class A, Expires 12/22/07, Strike 570.00 |
|
155 |
|
410,294 |
|
(452,600 |
) |
||
|
Henry Schein, Inc., Expires 10/20/07, Strike 55.00 |
|
1,080 |
|
249,796 |
|
(658,800 |
) |
||
|
Hess Corp., Expires 11/17/07, Strike 65.00 |
|
1,025 |
|
386,522 |
|
(451,000 |
) |
||
|
International Game Technology, Expires 10/20/07, Strike 35.00 |
|
1,375 |
|
363,902 |
|
(1,113,750 |
) |
||
6
|
Jarden Corp., Expires 10/20/07, Strike 45.00 |
|
1,370 |
|
$ |
381,571 |
|
$ |
(6,850 |
) |
|
Johnson & Johnson, Expires 10/20/07, Strike 65.00 |
|
1,776 |
|
161,791 |
|
(239,760 |
) |
||
|
Jude Medical, Expires 10/20/07, Strike 45.00 |
|
1,215 |
|
178,724 |
|
(115,425 |
) |
||
|
KLA-Tencor Corp., Expires 12/22/07, Strike 60.00 |
|
1,900 |
|
526,482 |
|
(351,500 |
) |
||
|
Kroger Co. (The), Expires 10/20/07, Strike 27.50 |
|
870 |
|
163,410 |
|
(121,800 |
) |
||
|
Liberty Media Corp.-Interactive Group, Expires 1/19/08, Strike 20.00 |
|
730 |
|
78,182 |
|
(62,050 |
) |
||
|
Lincare Holdings, Inc., Expires 11/17/07, Strike 37.50 |
|
855 |
|
104,394 |
|
(83,363 |
) |
||
|
Loews Corp. - Carolina Group, Expires 12/22/07, Strike 75.00 |
|
355 |
|
152,506 |
|
(312,400 |
) |
||
|
Macy’s, Inc., Expires 11/17/07, Strike 37.50 |
|
905 |
|
200,997 |
|
(63,350 |
) |
||
|
Marriott International, Inc., Class A, Expires 10/20/07, Strike 45.00 |
|
1,692 |
|
265,809 |
|
(143,820 |
) |
||
|
Marvell Technology Group, Ltd., Expires 11/17/07, Strike 17.50 |
|
2,460 |
|
318,811 |
|
(147,600 |
) |
||
|
McGraw-Hill Companies, Inc., (The), Expires 11/17/07, Strike 65.00 |
|
680 |
|
297,223 |
|
(6,800 |
) |
||
|
MEMC Electronic Materials, Inc., Expires 10/20/07, Strike 65.00 |
|
675 |
|
197,164 |
|
(33,750 |
) |
||
|
Micron Technology, Inc., Expires 1/19/08, Strike 12.50 |
|
2,010 |
|
152,959 |
|
(120,600 |
) |
||
|
Mircrochip Technology, Inc., Expires 10/20/07, Strike 40.00 |
|
2,679 |
|
341,594 |
|
(26,790 |
) |
||
|
Mylan Laboratories, Inc., Expires 1/19/08, Strike 15.00 |
|
610 |
|
111,079 |
|
(115,900 |
) |
||
|
Noble Corp., Expires 11/17/07, Strike 50.00 |
|
770 |
|
197,964 |
|
(192,500 |
) |
||
|
Novartis AG, Expires 10/20/07, Strike 55.00 |
|
795 |
|
214,329 |
|
(67,575 |
) |
||
|
NRG Energy, Inc., Expires 12/22/07, Strike 40.00 |
|
855 |
|
224,092 |
|
(350,550 |
) |
||
|
NVIDIA Corp., Expires 12/22/07, Strike 35.00 |
|
2,085 |
|
666,356 |
|
(854,850 |
) |
||
|
Omniture, Inc., Expires 12/22/07, Strike 30.00 |
|
1,745 |
|
492,257 |
|
(715,450 |
) |
||
|
Oracle Corp., Expires 12/22/07, Strike 22.50 |
|
7,243 |
|
696,041 |
|
(579,440 |
) |
||
|
Oshkosh Truck Corp., Expires 10/20/07, Strike 65.00 |
|
835 |
|
316,224 |
|
(54,275 |
) |
||
|
Paychex, Inc., Expires 12/22/07, Strike 45.00 |
|
1,470 |
|
223,584 |
|
(64,680 |
) |
||
|
PepsiCo, Inc., Expires 10/20/07, Strike 67.50 |
|
1,045 |
|
195,516 |
|
(600,875 |
) |
||
|
Procter & Gamble Co., Expires 10/20/07, Strike 65.00 |
|
2,306 |
|
204,308 |
|
(1,245,240 |
) |
||
|
Public Storage, Inc., Expires 12/22/07, Strike 80.00 |
|
725 |
|
367,642 |
|
(329,875 |
) |
||
|
QUALCOMM, Inc., Expires 10/20/07, Strike 42.50 |
|
820 |
|
194,419 |
|
(86,100 |
) |
||
|
Riverbed Technology, Inc., Expires 12/22/07, Strike 45.00 |
|
845 |
|
373,577 |
|
(223,925 |
) |
||
|
Rockwell Collins, Inc., Expires 10/20/07, Strike 70.00 |
|
825 |
|
195,604 |
|
(346,500 |
) |
||
|
Rogers Communications, Inc., Class B, Expires 10/20/07, Strike 50.00 |
|
910 |
|
106,559 |
|
(9,100 |
) |
||
|
Rowan Cos., Inc., Expires 11/17/07, Strike 37.50 |
|
1,320 |
|
211,500 |
|
(310,200 |
) |
||
|
Safeway, Inc., Expires 12/22/07, Strike 35.00 |
|
2,277 |
|
255,248 |
|
(307,395 |
) |
||
|
Schlumberger, Ltd., Expires 11/17/07, Strike 95.00 |
|
1,032 |
|
466,560 |
|
(1,268,328 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 11/17/07, Strike 60.00 |
|
255 |
|
129,309 |
|
(102,000 |
) |
||
|
Terex Corp., Expires 10/20/07, Strike 80.00 |
|
827 |
|
378,016 |
|
(802,190 |
) |
||
7
|
Texas Instruments, Inc., Expires 10/20/07, Strike 37.50 |
|
2,855 |
|
$ |
372,886 |
|
$ |
(131,330 |
) |
|
Thermo Fisher Scientific, Inc., Expires 12/22/07, Strike 60.00 |
|
1,221 |
|
197,921 |
|
(213,675 |
) |
||
|
Thoratec Corp., Expires 10/20/07, Strike 20.00 |
|
1,935 |
|
265,284 |
|
(208,980 |
) |
||
|
Time Warner, Inc., Expires 10/20/07, Strike 20.00 |
|
2,740 |
|
242,760 |
|
(13,700 |
) |
||
|
Transocean, Inc., Expires 11/17/07, Strike 105.00 |
|
1,155 |
|
574,199 |
|
(1,201,200 |
) |
||
|
Travelers Cos., Inc., Expires 10/20/07, Strike 55.00 |
|
2,160 |
|
371,428 |
|
(2,160 |
) |
||
|
Trinity Industries, Inc., Expires 1/19/08, Strike 40.00 |
|
890 |
|
188,766 |
|
(200,250 |
) |
||
|
UBS AG, Expires 12/22/07, Strike 55.00 |
|
265 |
|
76,080 |
|
(55,650 |
) |
||
|
United Technologies, Corp., Expires 11/17/07, Strike 75.00 |
|
1,490 |
|
472,472 |
|
(983,400 |
) |
||
|
UnitedHealth Group, Inc., Expires 12/22/07, Strike 50.00 |
|
660 |
|
157,309 |
|
(102,300 |
) |
||
|
VeriSign, Inc., Expires 12/22/07, Strike 35.00 |
|
2,035 |
|
370,568 |
|
(407,000 |
) |
||
|
Western Refining, Inc., Expires 12/22/07, Strike 60.00 |
|
1,115 |
|
375,861 |
|
(33,450 |
) |
||
|
William Wrigley Jr. Co., Expires 12/22/07, Strike 65.00 |
|
1,810 |
|
302,953 |
|
(434,400 |
) |
||
|
Willis Group Holdings, Ltd., Expires 10/20/07, Strike 40.00 |
|
815 |
|
74,671 |
|
(112,063 |
) |
||
|
Zions Bancorporation, Expires 10/20/07, Strike 80.00 |
|
645 |
|
150,218 |
|
(6,451 |
) |
||
|
Total
Covered Call Options Written |
|
|
|
|
|
$ |
(31,046,056 |
) |
|
|
Other Assets, Less Liabilities — (0.0)% |
|
|
|
|
|
$ |
(46,889 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
958,168,096 |
|
|
|
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 September 30, 2007. Net income allocated from the Investment in Cash Management Portfolio for the fiscal year to date ended September 30, 2007 was $1,480,329. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2007, as determined on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
972,183,028 |
|
|
Gross unrealized appreciation |
|
$ |
59,132,964 |
|
|
Gross unrealized depreciation |
|
(42,054,951 |
) |
|
|
Net unrealized appreciation |
|
$ |
17,078,013 |
|
8
Written call option activity for the fiscal year to date ended September 30, 2007 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
141,814 |
|
$ |
24,810,118 |
|
|
Options written |
|
451,574 |
|
79,164,689 |
|
|
|
Options terminated in closing purchase transactions |
|
(421,020 |
) |
(70,222,757 |
) |
|
|
Options expired |
|
(40,754 |
) |
(8,302,869 |
) |
|
|
Outstanding, end of period |
|
131,614 |
|
$ |
25,449,181 |
|
At September 30, 2007, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
9
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 20, 2007 |
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 20, 2007 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
November 20, 2007 |