Regulatory Filings • Nov 29, 2007
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Download Source FileN-Q 1 a07-26984_1nq.htm N-Q
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) |
| Maureen A. Gemma 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: | September 30, |
| 2007 |
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Item 1. Schedule of Investments
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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
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| EMC Corp. (2) | 414,494 | $ |
|---|---|---|
| $ 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
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| Lincare
Holdings, Inc. (2) | 277,189 | $ |
| --- | --- | --- |
| 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
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| Terex Corp. (2) | 82,793 | $ |
|---|---|---|
| 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% | ||
| Macys, 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
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| NVIDIA Corp. (2) | 438,919 | $ |
|---|---|---|
| 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 (identified cost $937,031,188) | $ 959,939,238 |
*Short-Term Investments 3.1%*
| Description | Interest (000s omitted) | Value |
|---|---|---|
| Investment in | ||
| Cash Management Portfolio, 5.01% (3) | $ 29,322 | $ 29,321,803 |
| Total Short-Term Investments (identified cost $29,321,803) | $ 29,321,803 | |
| Total | ||
| Investments 103.3% (identified cost $966,352,991) | $ 989,261,041 |
Covered Call Options Written (3.3%)
| Type of Contract | Number of Contracts | Premium Received | 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
SEQ.=1,FOLIO='4',FILE='C:\Fc\32111458339_P66535CHE_2534173\26984-1-bg-01.htm',USER='jmsproofassembler',CD='Nov 17 11:46 2007'
| Apache Corp., Expires
10/20/07, Strike 85.00 | 895 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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
SEQ.=1,FOLIO='6',FILE='C:\Fc\3218149964_P66527CHE_2533897\26984-1-bg-03.htm',USER='jmsproofassembler',CD='Nov 17 08:02 2007'
| Jarden Corp., Expires
10/20/07, Strike 45.00 | 1,370 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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 | ) |
| Macys, 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
SEQ.=1,FOLIO='7',FILE='C:\Fc\3218149964_P66527CHE_2533897\26984-1-bg-03.htm',USER='jmsproofassembler',CD='Nov 17 08:02 2007'
| Texas
Instruments, Inc., Expires 10/20/07, Strike 37.50 | 2,855 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| 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 (premiums received $25,449,181) | | | $ (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 | $ | |
|---|---|---|
| Gross unrealized | ||
| appreciation | $ 59,132,964 | |
| Gross unrealized | ||
| depreciation | (42,054,951 | ) |
| Net unrealized appreciation | $ 17,078,013 |
8
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Written call option activity for the fiscal year to date ended September 30, 2007 was as follows:
| Outstanding,
beginning of period | Number of Contracts — 141,814 | | Premiums Received — $ 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
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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.
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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 |
SEQ.=1,FOLIO='',FILE='C:\Fc\33302359929_P66530CHE_2548065\26984-1-jc.htm',USER='jmsproofassembler',CD='Nov 29 00:24 2007'
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