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: |
|
March 31, 2006 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund II as of March 31, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) — 102.9%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 5.2% |
|
|
|
|
|
|
|
Boeing Company |
|
114,200 |
|
$ |
8,899,606 |
|
|
General Dynamics Corp. |
|
283,800 |
|
18,157,524 |
|
|
|
L-3 Communications Holdings, Inc. |
|
121,000 |
|
10,380,590 |
|
|
|
Rockwell Collins, Inc. |
|
200,200 |
|
11,281,270 |
|
|
|
|
|
|
|
$ |
48,718,990 |
|
|
Air Freight & Logistics — 1.4% |
|
|
|
|
|
|
|
FedEx Corp. |
|
119,000 |
|
13,439,860 |
|
|
|
|
|
|
|
$ |
13,439,860 |
|
|
Auto Components — 1.0% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
164,000 |
|
9,846,560 |
|
|
|
|
|
|
|
$ |
9,846,560 |
|
|
Beverages — 2.3% |
|
|
|
|
|
|
|
Constellation Brands, Inc., Class A (2) |
|
313,900 |
|
7,863,195 |
|
|
|
PepsiCo, Inc. |
|
238,800 |
|
13,800,252 |
|
|
|
|
|
|
|
$ |
21,663,447 |
|
|
Biotechnology — 1.2% |
|
|
|
|
|
|
|
Amgen, Inc. (2) |
|
160,000 |
|
11,640,000 |
|
|
|
|
|
|
|
$ |
11,640,000 |
|
|
Capital Markets — 0.8% |
|
|
|
|
|
|
|
Mellon Financial Corp. |
|
200,000 |
|
7,120,000 |
|
|
|
|
|
|
|
$ |
7,120,000 |
|
|
Chemicals — 0.8% |
|
|
|
|
|
|
|
Ecolab, Inc. |
|
204,000 |
|
7,792,800 |
|
|
|
|
|
|
|
$ |
7,792,800 |
|
|
Commercial Banks — 0.9% |
|
|
|
|
|
|
|
Commerce Bancorp, Inc. |
|
235,600 |
|
8,634,740 |
|
|
|
|
|
|
|
$ |
8,634,740 |
|
|
Commercial Services & Supplies — 1.6% |
|
|
|
|
|
|
|
Cendant Corp. |
|
351,800 |
|
6,103,730 |
|
|
|
Cintas Corp. |
|
208,600 |
|
8,890,532 |
|
|
|
|
|
|
|
$ |
14,994,262 |
|
|
Communications Equipment — 4.2% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
451,700 |
|
9,788,339 |
|
|
|
Harris Corp. |
|
124,000 |
|
5,863,960 |
|
|
|
QUALCOMM, Inc. |
|
200,000 |
|
10,122,000 |
|
|
|
Tellabs, Inc. (2) |
|
844,800 |
|
13,432,320 |
|
|
|
|
|
|
|
$ |
39,206,619 |
|
1
|
Computer Peripherals — 4.6% |
|
|
|
|
|
|
|
Dell, Inc. (2) |
|
156,200 |
|
$ |
4,648,512 |
|
|
EMC Corp. (2) |
|
503,000 |
|
6,855,890 |
|
|
|
NCR Corp. (2) |
|
266,000 |
|
11,116,140 |
|
|
|
Network Appliance, Inc. (2) |
|
310,000 |
|
11,169,300 |
|
|
|
Seagate Technology (2) |
|
370,000 |
|
9,742,100 |
|
|
|
|
|
|
|
$ |
43,531,942 |
|
|
Consumer Finance — 0.6% |
|
|
|
|
|
|
|
American Express Co. |
|
106,500 |
|
5,596,575 |
|
|
|
|
|
|
|
$ |
5,596,575 |
|
|
Diversified Consumer Services — 2.6% |
|
|
|
|
|
|
|
ServiceMaster Co. |
|
567,000 |
|
7,439,040 |
|
|
|
Weight Watchers International, Inc. |
|
323,900 |
|
16,648,460 |
|
|
|
|
|
|
|
$ |
24,087,500 |
|
|
Diversified Financial Services — 0.7% |
|
|
|
|
|
|
|
Citigroup, Inc. |
|
136,500 |
|
6,446,895 |
|
|
|
|
|
|
|
$ |
6,446,895 |
|
|
Diversified Telecommunication Services — 1.6% |
|
|
|
|
|
|
|
CenturyTel, Inc. |
|
386,800 |
|
15,131,616 |
|
|
|
|
|
|
|
$ |
15,131,616 |
|
|
Electrical Equipment — 1.3% |
|
|
|
|
|
|
|
Thomas & Betts Corp. (2) |
|
243,500 |
|
12,511,030 |
|
|
|
|
|
|
|
$ |
12,511,030 |
|
|
Electronic Equipment & Instruments — 1.7% |
|
|
|
|
|
|
|
CDW Corp. |
|
151,800 |
|
8,933,430 |
|
|
|
Flextronics International Ltd. (2) |
|
670,300 |
|
6,937,605 |
|
|
|
|
|
|
|
$ |
15,871,035 |
|
|
Energy Equipment & Services — 3.7% |
|
|
|
|
|
|
|
Diamond Offshore Drilling, Inc. |
|
120,000 |
|
10,740,000 |
|
|
|
Halliburton Co. |
|
167,000 |
|
12,194,340 |
|
|
|
Noble Corp. |
|
146,000 |
|
11,840,600 |
|
|
|
|
|
|
|
$ |
34,774,940 |
|
|
Food & Staples Retailing — 3.1% |
|
|
|
|
|
|
|
BJ’s Wholesale Club, Inc. (2) |
|
365,200 |
|
11,507,452 |
|
|
|
Safeway, Inc. |
|
338,000 |
|
8,490,560 |
|
|
|
SUPERVALU, Inc. |
|
300,600 |
|
9,264,492 |
|
|
|
|
|
|
|
$ |
29,262,504 |
|
2
|
Food Products — 3.3% |
|
|
|
|
|
|
|
Kellogg Co. |
|
202,400 |
|
$ |
8,913,696 |
|
|
Smithfield Foods, Inc. (2) |
|
400,800 |
|
11,759,472 |
|
|
|
Wm. Wrigley Jr. Co. |
|
156,000 |
|
9,984,000 |
|
|
|
|
|
|
|
$ |
30,657,168 |
|
|
Health Care Equipment & Supplies — 4.2% |
|
|
|
|
|
|
|
DENTSPLY International, Inc. |
|
144,300 |
|
8,391,045 |
|
|
|
Edwards Lifesciences Corp. (2) |
|
202,400 |
|
8,804,400 |
|
|
|
Fisher Scientific International, Inc. (2) |
|
154,900 |
|
10,540,945 |
|
|
|
Millipore Corp. (2) |
|
108,000 |
|
7,890,480 |
|
|
|
Thoratec Corp. (2) |
|
196,200 |
|
3,780,774 |
|
|
|
|
|
|
|
$ |
39,407,644 |
|
|
Health Care Providers & Services — 6.2% |
|
|
|
|
|
|
|
Caremark Rx, Inc. (2) |
|
199,000 |
|
9,786,820 |
|
|
|
DaVita, Inc. (2) |
|
225,500 |
|
13,577,355 |
|
|
|
Henry Schein, Inc. (2) |
|
249,200 |
|
11,926,712 |
|
|
|
LifePoint Hospitals, Inc. (2) |
|
416,900 |
|
12,965,590 |
|
|
|
WellPoint, Inc. (2) |
|
126,000 |
|
9,756,180 |
|
|
|
|
|
|
|
$ |
58,012,657 |
|
|
Hotels, Restaurants & Leisure — 3.0% |
|
|
|
|
|
|
|
Carnival Corp. |
|
230,500 |
|
10,918,785 |
|
|
|
Harrah’s Entertainment, Inc. |
|
143,000 |
|
11,148,280 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
83,300 |
|
5,641,909 |
|
|
|
|
|
|
|
$ |
27,708,974 |
|
|
Household Durables — 0.9% |
|
|
|
|
|
|
|
Ryland Group, Inc. |
|
120,000 |
|
8,328,000 |
|
|
|
|
|
|
|
$ |
8,328,000 |
|
|
Household Products — 0.9% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
146,400 |
|
8,359,440 |
|
|
|
|
|
|
|
$ |
8,359,440 |
|
|
Industrial Conglomerates — 1.1% |
|
|
|
|
|
|
|
Tyco International, Ltd. |
|
375,600 |
|
10,096,128 |
|
|
|
|
|
|
|
$ |
10,096,128 |
|
|
Insurance — 1.9% |
|
|
|
|
|
|
|
PartnerRe Ltd. |
|
142,000 |
|
8,816,780 |
|
|
|
St. Paul Travelers Companies, Inc. |
|
215,000 |
|
8,984,850 |
|
|
|
|
|
|
|
$ |
17,801,630 |
|
|
Internet Software & Services — 0.9% |
|
|
|
|
|
|
|
Google, Inc., Class A (2) |
|
22,000 |
|
8,580,000 |
|
|
|
|
|
|
|
$ |
8,580,000 |
|
3
|
IT Services — 2.2% |
|
|
|
|
|
|
|
CheckFree Corp. (2) |
|
240,000 |
|
$ |
12,120,000 |
|
|
Paychex, Inc. |
|
196,100 |
|
8,169,526 |
|
|
|
|
|
|
|
$ |
20,289,526 |
|
|
Media — 2.6% |
|
|
|
|
|
|
|
Lamar Advertising Co. (2) |
|
250,700 |
|
13,191,834 |
|
|
|
Time Warner, Inc. |
|
644,400 |
|
10,819,476 |
|
|
|
|
|
|
|
$ |
24,011,310 |
|
|
Metals & Mining — 2.1% |
|
|
|
|
|
|
|
Alcoa, Inc. |
|
279,700 |
|
8,547,632 |
|
|
|
Inco Ltd. (2) |
|
215,000 |
|
10,726,350 |
|
|
|
|
|
|
|
$ |
19,273,982 |
|
|
Multiline Retail — 4.0% |
|
|
|
|
|
|
|
Dollar General Corp. |
|
540,000 |
|
9,541,800 |
|
|
|
Federated Department Stores, Inc. |
|
145,000 |
|
10,585,000 |
|
|
|
Nordstrom, Inc. |
|
214,300 |
|
8,396,274 |
|
|
|
Sears Holdings Corp. (2) |
|
68,300 |
|
9,031,992 |
|
|
|
|
|
|
|
$ |
37,555,066 |
|
|
Oil, Gas & Consumable Fuels — 1.1% |
|
|
|
|
|
|
|
Chesapeake Energy Corp. |
|
330,000 |
|
10,365,300 |
|
|
|
|
|
|
|
$ |
10,365,300 |
|
|
Personal Products — 1.0% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
214,200 |
|
9,474,066 |
|
|
|
|
|
|
|
$ |
9,474,066 |
|
|
Pharmaceuticals — 7.4% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
217,000 |
|
9,215,990 |
|
|
|
Endo Pharmaceuticals Holdings, Inc. (2) |
|
325,100 |
|
10,666,531 |
|
|
|
Johnson & Johnson |
|
185,800 |
|
11,003,076 |
|
|
|
Mylan Laboratories, Inc. |
|
389,000 |
|
9,102,600 |
|
|
|
Sepracor, Inc. (2) |
|
239,000 |
|
11,665,590 |
|
|
|
Teva Pharmaceutical Industries Ltd. ADR |
|
184,400 |
|
7,593,592 |
|
|
|
Wyeth |
|
208,000 |
|
10,092,160 |
|
|
|
|
|
|
|
$ |
69,339,539 |
|
|
Road & Rail — 1.2% |
|
|
|
|
|
|
|
Swift Transportation Co., Inc. (2) |
|
534,200 |
|
11,608,166 |
|
|
|
|
|
|
|
$ |
11,608,166 |
|
|
Semiconductors & Semiconductor Equipment — 12.6% |
|
|
|
|
|
|
|
Analog Devices, Inc. |
|
335,000 |
|
12,827,150 |
|
|
|
Cypress Semiconductor Corp. (2) |
|
601,000 |
|
10,186,950 |
|
|
|
Intel Corp. |
|
482,000 |
|
9,326,700 |
|
|
|
Intersil Corp., Class A |
|
348,300 |
|
10,072,836 |
|
|
|
Linear Technology Corp. |
|
273,100 |
|
9,580,348 |
|
|
4
|
Maxim Integrated Products, Inc. |
|
113,700 |
|
$ |
4,223,955 |
|
|
Microchip Technology, Inc. |
|
278,800 |
|
10,120,440 |
|
|
|
Micron Technology, Inc. (2) |
|
612,500 |
|
9,016,000 |
|
|
|
Teradyne, Inc. (2) |
|
1,014,800 |
|
15,739,548 |
|
|
|
Texas Instruments, Inc. |
|
417,000 |
|
13,539,990 |
|
|
|
Veeco Instruments, Inc. (2) |
|
591,900 |
|
13,820,865 |
|
|
|
|
|
|
|
$ |
118,454,782 |
|
|
Software — 1.2% |
|
|
|
|
|
|
|
Oracle Corp. (2) |
|
850,161 |
|
11,638,704 |
|
|
|
|
|
|
|
$ |
11,638,704 |
|
|
Specialty Retail — 1.2% |
|
|
|
|
|
|
|
Staples, Inc. |
|
425,000 |
|
10,846,000 |
|
|
|
|
|
|
|
$ |
10,846,000 |
|
|
Textiles, Apparel & Luxury Goods — 2.6% |
|
|
|
|
|
|
|
Liz Claiborne, Inc. |
|
323,400 |
|
13,252,932 |
|
|
|
NIKE, Inc., Class B |
|
134,000 |
|
11,403,400 |
|
|
|
|
|
|
|
$ |
24,656,332 |
|
|
Tobacco — 0.8% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
106,200 |
|
7,525,332 |
|
|
|
|
|
|
|
$ |
7,525,332 |
|
|
Trading Companies & Distributors — 1.2% |
|
|
|
|
|
|
|
MSC Industrial Direct Co., Inc. |
|
207,700 |
|
11,219,954 |
|
|
|
|
|
|
|
$ |
11,219,954 |
|
|
Total Common Stocks |
|
|
|
$ |
965,481,015 |
|
Short-Term Investments — 1.1%
|
Security |
|
Principal |
|
Value |
|
||
|
Investors Bank and Trust Company Time Deposit, 4.86%, 4/3/06 |
|
$ |
2,000 |
|
$ |
2,000,000 |
|
|
Royal Bank of Canada Time Deposit, 4.85%, 4/3/06 |
|
8,753 |
|
8,753,000 |
|
||
|
Total
Short-Term Investments |
|
|
|
$ |
10,753,000 |
|
|
|
Total Investments — 104.0% |
|
|
|
$ |
976,234,015 |
|
|
5
Covered Call Options Written — (4.0)%
|
|
Number of |
|
Premium |
|
Value |
|
|||
|
Abbott Laboratories, Expires, 5/20/06, Strike 42.50 |
|
960 |
|
$ |
160,315 |
|
$ |
(124,800 |
) |
|
Alberto-Culver Co., Expires 06/17/06, Strike 45.00 |
|
885 |
|
178,764 |
|
(123,900 |
) |
||
|
Alcoa, Inc., Expires 7/22/06, Strike 30.00 |
|
2,797 |
|
439,115 |
|
(629,325 |
) |
||
|
Altria Group, Inc., Expires 6/17/06, Strike 75.00 |
|
610 |
|
190,314 |
|
(125,050 |
) |
||
|
American Express Co., Expires 4/22/06, Strike 52.50 |
|
785 |
|
148,753 |
|
(62,800 |
) |
||
|
Amgen, Inc., Expires 4/22/06, Strike 75.00 |
|
555 |
|
107,178 |
|
(52,725 |
) |
||
|
Analog Devices, Inc., Expires 6/17/06, Strike 40.00 |
|
3,350 |
|
810,675 |
|
(402,000 |
) |
||
|
BJ’s Wholesale Club, Inc., Expires 6/17/06, Strike 30.00 |
|
3,652 |
|
865,497 |
|
(1,013,430 |
) |
||
|
Boeing Company, Expires 5/20/06, Strike 75.00 |
|
1,142 |
|
322,034 |
|
(513,900 |
) |
||
|
Borgwarner Inc., Expires 7/22/06, Strike 55.00 |
|
600 |
|
235,193 |
|
(399,000 |
) |
||
|
Caremark Rx, Inc., Expires 06/17/06, Strike 50.00 |
|
700 |
|
169,395 |
|
(133,000 |
) |
||
|
Carnival Corp., Expires 07/22/06, Strike 50.00 |
|
695 |
|
209,884 |
|
(86,875 |
) |
||
|
CDW Corp., Expires 4/22/06, Strike 60.00 |
|
1,518 |
|
450,832 |
|
(144,210 |
) |
||
|
Cendant Corp., Expires 5/20/06, Strike 17.50 |
|
965 |
|
120,139 |
|
(53,075 |
) |
||
|
CenturyTel Inc., Expires 4/22/06, Strike 35.00 |
|
3,868 |
|
284,289 |
|
(1,624,560 |
) |
||
|
CheckFree Corp., Expires 5/20/06, Strike 50.00 |
|
1,660 |
|
487,455 |
|
(481,400 |
) |
||
|
Chesapeake Energy Corp., Expires 07/22/06, Strike 30.00 |
|
1,185 |
|
357,859 |
|
(379,200 |
) |
||
|
Cintas Corp., Expires 5/20/06, Strike 40.00 |
|
950 |
|
272,642 |
|
(304,000 |
) |
||
|
Cisco Systems, Inc., Expires 4/22/06, Strike 17.50 |
|
2,285 |
|
223,920 |
|
(982,550 |
) |
||
|
Citigroup, Inc., Expires 6/17/06, Strike 50.00 |
|
1,365 |
|
156,288 |
|
(40,950 |
) |
||
|
Colgate-Palmolive Co., Expires 5/20/06, Strike 55.00 |
|
1,464 |
|
288,399 |
|
(417,240 |
) |
||
|
Commerce Bancorp, Inc., Expires 6/17/06, Strike 35.00 |
|
1,175 |
|
125,721 |
|
(299,625 |
) |
||
|
Constellation Brands, Inc., Class A, Expires 4/22/06, Strike 25.00 |
|
1,410 |
|
179,062 |
|
(119,850 |
) |
||
|
Cypress Semiconductor Corp., Expires 06/17/06, Strike 17.50 |
|
2,825 |
|
339,872 |
|
(296,625 |
) |
||
|
Davita Inc., Expires 7/22/06, Strike 55.00 |
|
1,290 |
|
512,114 |
|
(903,000 |
) |
||
|
Dell, Inc., Expires 5/20/06, Strike 30.00 |
|
680 |
|
135,654 |
|
(71,400 |
) |
||
|
DENTSPLY International, Inc., Expires 4/22/06, Strike 55.00 |
|
760 |
|
206,714 |
|
(258,400 |
) |
||
|
Diamond Offshore Drilling, Inc., Expires 6/17/06, Strike 80.00 |
|
510 |
|
340,262 |
|
(642,600 |
) |
||
|
Dollar General Corp., Expires 5/20/06, Strike 17.50 |
|
920 |
|
116,836 |
|
(55,200 |
) |
||
|
Ecolab, Inc., Expires 4/22/06, Strike 35.00 |
|
2,040 |
|
160,419 |
|
(683,400 |
) |
||
|
Edwards Lifesciences Corp., Expires 5/20/06, Strike 45.00 |
|
2,024 |
|
246,920 |
|
(172,040 |
) |
||
|
EMC Corp., Expires 07/22/06, Strike 13.00 |
|
1,660 |
|
190,064 |
|
(224,100 |
) |
||
|
Endo Pharmaceuticals Holdings, Inc., Expires 4/22/06, Strike 30.00 |
|
3,251 |
|
510,391 |
|
(1,040,320 |
) |
||
|
Federated Department Stores, Inc., Expires 5/20/06, Strike 70.00 |
|
525 |
|
197,919 |
|
(262,500 |
) |
||
6
|
Fedex Corp., Expires 4/22/06, Strike 100.00 |
|
1,190 |
|
$ |
627,111 |
|
$ |
(1,558,900 |
) |
|
Fisher Scientific International, Inc., Expires 6/17/06, Strike 65.00 |
|
970 |
|
520,874 |
|
(485,000 |
) |
||
|
Flextronics International, Ltd., Expires 4/22/06, Strike 10.00 |
|
3,655 |
|
323,454 |
|
(164,475 |
) |
||
|
General Dynamics Corp., Expires 5/20/06, Strike 57.50 |
|
500 |
|
128,946 |
|
(340,000 |
) |
||
|
General Dynamics Corp., Expires 5/20/06, Strike 60.00 |
|
1,140 |
|
237,683 |
|
(513,000 |
) |
||
|
Google, Inc., Class A, Expires 6/17/06, Strike 400.00 |
|
70 |
|
160,785 |
|
(154,000 |
) |
||
|
Halliburton Co., Expires 7/22/06, Strike 70.00 |
|
1,265 |
|
1,011,336 |
|
(936,100 |
) |
||
|
Harrah’s Entertainment, Inc., Expires 5/20/06, Strike 70.00 |
|
690 |
|
301,517 |
|
(593,400 |
) |
||
|
Harris Corp., Expires 05/20/06, Strike 45.00 |
|
680 |
|
298,851 |
|
(251,600 |
) |
||
|
Henry Schein, Inc., Expires 4/22/06, Strike 45.00 |
|
2,492 |
|
416,844 |
|
(760,060 |
) |
||
|
Inco Ltd., Expires 04/22/06, Strike 50.00 |
|
970 |
|
336,580 |
|
(169,750 |
) |
||
|
Intel Corp., Expires 7/22/06, Strike 20.00 |
|
910 |
|
170,165 |
|
(91,000 |
) |
||
|
Intersil Corp., Class A, Expires 4/22/06, Strike 25.00 |
|
1,645 |
|
424,474 |
|
(625,100 |
) |
||
|
Johnson & Johnson, Expires 7/22/06, Strike 60.00 |
|
845 |
|
117,874 |
|
(147,875 |
) |
||
|
Kellogg Co., Expires 6/17/06, Strike 45.00 |
|
645 |
|
65,788 |
|
(48,375 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 4/22/06, Strike 75.00 |
|
490 |
|
184,724 |
|
(539,000 |
) |
||
|
Lamar Advertising Co., Expires 4/22/06, Strike 45.00 |
|
1,245 |
|
400,878 |
|
(946,200 |
) |
||
|
LifePoint Hospitals, Inc., Expires 05/20/06, Strike 30.00 |
|
1,265 |
|
400,993 |
|
(259,325 |
) |
||
|
Linear Technology Corp., Expires 5/20/06, Strike 37.50 |
|
1,850 |
|
604,931 |
|
(74,000 |
) |
||
|
Liz Claiborne, Inc., Expires 4/22/06, Strike 35.00 |
|
1,490 |
|
338,220 |
|
(901,450 |
) |
||
|
Maxim Integrated Products, Inc., Expires 05/20/06, Strike 40.00 |
|
1,137 |
|
272,303 |
|
(79,590 |
) |
||
|
Mellon Financial Corp., Expires 6/17/06, Strike 37.50 |
|
1,260 |
|
146,665 |
|
(56,700 |
) |
||
|
Microchip Technology, Inc., Expires 7/22/06, Strike 35.00 |
|
2,788 |
|
702,554 |
|
(473,960 |
) |
||
|
Micron Technology Inc., Expires 07/22/06, Strike 16.00 |
|
1,625 |
|
218,468 |
|
(117,812 |
) |
||
|
Millipore Corp., Expires 07/22/06, Strike 70.00 |
|
455 |
|
174,169 |
|
(282,100 |
) |
||
|
Mylan Laboratories, Inc., Expires 04/22/06, Strike 20.00 |
|
1,195 |
|
111,729 |
|
(430,200 |
) |
||
|
NCR Corp., Expires 04/22/06, Strike 40.00 |
|
1,465 |
|
142,101 |
|
(366,250 |
) |
||
|
Network Appliance, Inc., Expires 06/17/06, Strike 32.50 |
|
1,375 |
|
363,676 |
|
(646,250 |
) |
||
|
NIKE Inc., Class B, Expires 07/22/06, Strike 90.00 |
|
900 |
|
178,104 |
|
(162,000 |
) |
||
|
Noble Corp., Expires 6/17/06, Strike 80.00 |
|
1,460 |
|
959,190 |
|
(919,800 |
) |
||
|
Nordstrom, Inc., Expires: 4/22/06, Strike: 40.00 |
|
1,290 |
|
254,122 |
|
(77,400 |
) |
||
|
Oracle Corp., Expires 6/17/06, Strike 12.00 |
|
3,165 |
|
394,030 |
|
(617,175 |
) |
||
|
PartnerRe, Ltd., Expires 5/20/06, Strike 65.00 |
|
295 |
|
34,514 |
|
(21,388 |
) |
||
|
Paychex Inc., Expires 6/17/06, Strike 40.00 |
|
965 |
|
112,901 |
|
(246,075 |
) |
||
|
PepsiCo, Inc., Expires 7/22/06, Strike 60.00 |
|
2,388 |
|
255,508 |
|
(226,860 |
) |
||
|
QUALCOMM, Inc., Expires 7/22/06, Strike 50.00 |
|
795 |
|
244,057 |
|
(294,150 |
) |
||
|
Rockwell Collins, Inc., Expires 4/22/06, Strike 50.00 |
|
1,020 |
|
114,235 |
|
(642,600 |
) |
||
7
|
Ryland Group, Inc., Expires 07/22/06, Strike 70.00 |
|
900 |
|
$ |
486,285 |
|
$ |
(468,000 |
) |
|
Safeway, Inc., Expires 6/17/06, Strike 22.50 |
|
2,030 |
|
476,020 |
|
(629,300 |
) |
||
|
Seagate Technology, Expires 06/17/06, Strike 30.00 |
|
2,085 |
|
275,211 |
|
(114,675 |
) |
||
|
Sears Holdings Corp., Expires 06/17/06, Strike 120.00 |
|
350 |
|
247,442 |
|
(535,500 |
) |
||
|
Sepracor, Inc., Expires 7/22/06, Strike 55.00 |
|
560 |
|
148,935 |
|
(126,000 |
) |
||
|
Servicemaster Co. (The), Expires 4/22/06, Strike 12.50 |
|
5,670 |
|
374,208 |
|
(382,725 |
) |
||
|
Smithfield Foods, Inc., Expires 07/22/06, Strike 25.00 |
|
455 |
|
137,410 |
|
(241,150 |
) |
||
|
St. Paul Travelers Companies, Inc., Expires 7/22/06, Strike 45.00 |
|
985 |
|
115,241 |
|
(83,725 |
) |
||
|
Staples Inc., Expires 06/17/06, Strike 25.00 |
|
2,520 |
|
210,413 |
|
(378,000 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 5/20/06, Strike 65.00 |
|
833 |
|
272,383 |
|
(333,200 |
) |
||
|
SUPERVALU, Inc., Expires 7/22/06, Strike 35.00 |
|
3,006 |
|
351,691 |
|
(97,695 |
) |
||
|
Swift Transportation Co., Expires 4/22/06, Strike 22.50 |
|
3,715 |
|
398,565 |
|
(148,600 |
) |
||
|
Tellabs Inc., Expires 06/17/06, Strike 15.00 |
|
5,430 |
|
457,300 |
|
(895,950 |
) |
||
|
Teradyne, Inc., Expires 4/22/06, Strike 15.00 |
|
4,495 |
|
784,801 |
|
(449,500 |
) |
||
|
Teva Pharmaceutical Industries, Ltd. ADR, Expires 06/17/06, Strike 40.00 |
|
515 |
|
178,699 |
|
(128,750 |
) |
||
|
Texas Instruments, Inc., Expires 07/22/06, Strike 30.00 |
|
2,070 |
|
480,225 |
|
(786,600 |
) |
||
|
Thoratic Corp., Expires 07/22/06, Strike 22.50 |
|
305 |
|
38,171 |
|
(22,113 |
) |
||
|
Time Warner, Inc., Expires 07/22/06, Strike 17.00 |
|
2,455 |
|
281,089 |
|
(159,575 |
) |
||
|
Tyco International, Ltd., Expires 7/22/06, Strike 27.50 |
|
945 |
|
78,905 |
|
(103,950 |
) |
||
|
Veeco Insturments, Inc., Expires 4/22/06, Strike 17.50 |
|
3,764 |
|
364,051 |
|
(2,220,760 |
) |
||
|
Weight Watchers International, Inc., Expires 4/22/06, Strike 50.00 |
|
2,020 |
|
387,824 |
|
(343,400 |
) |
||
|
Wellpoint, Inc., Expires 6/17/06, Strike 75.00 |
|
580 |
|
320,150 |
|
(292,900 |
) |
||
|
Wm. Wrigley Jr. Co., Expires 6/17/06, Strike 65.00 |
|
780 |
|
139,931 |
|
(152,100 |
) |
||
|
Wyeth, Expires 04/22/06, Strike 47.50 |
|
1,425 |
|
213,031 |
|
(206,625 |
) |
||
|
Total
Call Options Written |
|
|
|
|
|
$ |
(37,642,763 |
) |
|
|
Other Assets, Less Liabilities — (0.0)% |
|
|
|
|
|
$ |
(345,688 |
) |
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
938,245,564 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
A portion of each common stock holding has been segregated as collateral for outstanding options written. |
|
(2) |
|
Non-income producing security. |
8
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2006, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
935,327,397 |
|
|
Gross unrealized appreciation |
|
$ |
71,037,443 |
|
|
Gross unrealized depreciation |
|
(30,130,825 |
) |
|
|
Net unrealized appreciation |
|
$ |
40,906,618 |
|
Written call option activity for the period ended March 31, 2006 was as follows:
|
|
Number of |
|
Premiums |
|
||
|
Outstanding, beginning of period |
|
153,413 |
|
$ |
27,803,143 |
|
|
Options written |
|
135,047 |
|
27,888,284 |
|
|
|
Options terminated in closing purchase transactions |
|
(180,087 |
) |
(17,593,108 |
) |
|
|
Options exercised |
|
38,166 |
|
(9,389,096 |
) |
|
|
Outstanding, end of period |
|
146,539 |
|
$ |
28,709,223 |
|
At March 31, 2006, 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 |
|
Date: |
|
May 24, 2006 |
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 |
|
Date: |
|
May 24, 2006 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
Date: |
|
May 24, 2006 |