Regulatory Filings • May 30, 2006
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Download Source FileN-Q 1 a06-8454_1nq.htm QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
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, 255 State Street, Boston, Massachusetts | 02109 |
| (Address of | |
| Principal Executive Offices) | (Zip code) |
| Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109 | |
| (Name and Address | |
| of Agent for Services) | |
| (Registrants Telephone | |
| Number, Including Area Code): | (617) |
| 482-8260 | |
| Date of Fiscal Year End: | December |
| 31 | |
| Date of Reporting | |
| Period: | March |
| 31, 2006 |
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Item 1. Schedule of Investments
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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
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| 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% | ||
| BJs 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
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| 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 |
| Harrahs | ||
| 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 |
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| 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
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| Maxim Integrated
Products, Inc. | 113,700 | $ |
| --- | --- | --- |
| 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 (identified cost $924,574,397) | | $ 965,481,015 |
Short-Term Investments 1.1%
| Security | Principal Amount (000s omitted) | 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 (at amortized cost, $10,753,000) | $ 10,753,000 | |
| Total Investments 104.0% (identified cost $935,327,397) | $ 976,234,015 |
5
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Covered Call Options Written (4.0)%
| Abbott Laboratories,
Expires, 5/20/06, Strike 42.50 | Number of Contracts — 960 | Premium Received — $ 160,315 | Value — $ (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 | ) |
| BJs 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
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| Fedex Corp., Expires
4/22/06, Strike 100.00 | 1,190 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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 | ) |
| Harrahs
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
SEQ.=1,FOLIO='7',FILE='C:\JMS\schella\06-8454-1\task1133514\8454-1-bg.htm',USER='schellamuthu',CD='May 25 06:27 2006'
| Ryland Group, Inc.,
Expires 07/22/06, Strike 70.00 | 900 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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 (premiums recieved, $28,709,223) | | | $ (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
SEQ.=1,FOLIO='8',FILE='C:\JMS\schella\06-8454-1\task1133514\8454-1-bg.htm',USER='schellamuthu',CD='May 25 06:27 2006'
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 | $ | |
|---|---|---|
| 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:
| Outstanding, beginning of
period | Number of Contracts — 153,413 | | Premiums Received — $ 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
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Item 2. Controls and Procedures
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants 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 Commissions 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 registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants 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 registrants internal control over financial reporting.
SEQ.=1,FOLIO='',FILE='C:\JMS\tsubramaniam\06-8454-1\task1140605\8454-1-ga.htm',USER='tsubramaniam',CD='May 27 19:08 2006'
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: | 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 President and Principal Executive Officer | |
| Date: | May 24, 2006 |
| By: | /s/ Barbara E. Campbell |
| Barbara E. Campbell Treasurer and Principal Financial Officer | |
| Date: | May 24, 2006 |
SEQ.=1,FOLIO='',FILE='C:\JMS\rambaji\06-8454-1\task1140610\8454-1-jc.htm',USER='rambaji',CD='May 27 18:58 2006'
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