Regulatory Filings • Nov 25, 2009
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Download Source FileN-Q 1 b78014a1nvq.htm EATON VANCE ENHANCED EQUITY INCOME II Eaton Vance Enhanced Equity Income II PAGEBREAK
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549
Form N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
811-21670
Investment Company Act File Number
Eaton Vance Enhanced Equity Income Fund II
(Exact Name of Registrant as Specified in Charter)
Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)
Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)
(617) 482-8260
(Registrants Telephone Number, Including Area Code)
December 31
Date of Fiscal Year End
September 30, 2009
Date of Reporting Period
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| Item 2. Controls and Procedures |
| Signatures |
| EX-99.CERT Section 302 Certification |
/TOC
Table of Contents
link2 "Item 1. Schedule of Investments"
Item 1. Schedule of Investments
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Eaton Vance Enhanced Equity Income Fund II as of September 30, 2009
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks (1) 103.8%
| Security | Value | |
|---|---|---|
| Aerospace & Defense 2.6% | ||
| Alliant Techsystems, | ||
| Inc. (2) | 43,163 | $ 3,360,239 |
| General Dynamics Corp. | 102,885 | 6,646,371 |
| Lockheed Martin Corp. | 71,800 | 5,606,144 |
| $ 15,612,754 | ||
| Air Freight & Logistics 0.7% | ||
| FedEx Corp. | 55,167 | $ 4,149,662 |
| $ 4,149,662 | ||
| Beverages 3.9% | ||
| Coca-Cola Co. (The) | 180,872 | $ 9,712,826 |
| PepsiCo, Inc. | 242,245 | 14,210,092 |
| $ 23,922,918 | ||
| Biotechnology 2.2% | ||
| Amgen, | ||
| Inc. (2) | 169,415 | $ 10,203,865 |
| Celgene | ||
| Corp. (2) | 31,199 | 1,744,024 |
| Gilead Sciences, | ||
| Inc. (2) | 30,355 | 1,413,936 |
| $ 13,361,825 | ||
| Capital Markets 1.1% | ||
| Goldman Sachs Group, Inc. | 35,146 | $ 6,479,165 |
| $ 6,479,165 | ||
| Chemicals 0.7% | ||
| Air Products and Chemicals, Inc. | 24,411 | $ 1,893,806 |
| Monsanto Co. | 32,878 | 2,544,757 |
| $ 4,438,563 | ||
| Commercial Banks 2.2% | ||
| PNC Financial Services Group, Inc. | 58,340 | $ 2,834,741 |
| Sterling Bancshares, Inc. | 470,745 | 3,441,146 |
| U.S. Bancorp | 123,773 | 2,705,678 |
| Wells Fargo & Co. | 148,318 | 4,179,601 |
| $ 13,161,166 | ||
| Commercial Services & Supplies 0.8% | ||
| Waste Management, Inc. | 159,167 | $ 4,746,360 |
| $ 4,746,360 | ||
| Communications Equipment 5.8% | ||
| Brocade Communications Systems, | ||
| Inc. (2) | 777,818 | $ 6,113,649 |
| Cisco Systems, | ||
| Inc. (2) | 606,954 | 14,287,697 |
| QUALCOMM, Inc. | 332,360 | 14,949,553 |
| $ 35,350,899 | ||
| Computers & Peripherals 10.9% | ||
| Apple, | ||
| Inc. (2) | 122,855 | $ 22,773,631 |
| Hewlett-Packard Co. | 468,240 | 22,105,611 |
| International Business Machines Corp. | 183,276 | 21,921,642 |
| $ 66,800,884 | ||
| Construction & Engineering 0.4% | ||
| Fluor Corp. | 53,374 | $ 2,714,068 |
| $ 2,714,068 |
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| Security | Value | |
|---|---|---|
| Consumer Finance 0.7% | ||
| Discover Financial Services | 271,507 | $ 4,406,559 |
| $ 4,406,559 | ||
| Diversified Telecommunication | ||
| Services 0.3% | ||
| AT&T, Inc. | 71,947 | $ 1,943,288 |
| $ 1,943,288 | ||
| Electric Utilities 0.3% | ||
| American Electric Power Co., Inc. | 60,614 | $ 1,878,428 |
| $ 1,878,428 | ||
| Electrical Equipment 1.1% | ||
| Emerson Electric Co. | 169,696 | $ 6,801,416 |
| $ 6,801,416 | ||
| Electronic Equipment, Instruments & | ||
| Components 1.1% | ||
| Agilent Technologies, | ||
| Inc. (2) | 239,495 | $ 6,665,146 |
| $ 6,665,146 | ||
| Energy Equipment & Services 1.5% | ||
| Diamond Offshore Drilling, Inc. | 44,213 | $ 4,223,226 |
| Schlumberger, Ltd. | 82,554 | 4,920,218 |
| $ 9,143,444 | ||
| Food & Staples Retailing 3.5% | ||
| CVS Caremark Corp. | 184,998 | $ 6,611,829 |
| Kroger Co. (The) | 198,312 | 4,093,160 |
| Wal-Mart Stores, Inc. | 221,394 | 10,868,231 |
| $ 21,573,220 | ||
| Food Products 2.3% | ||
| Nestle SA | 134,351 | $ 5,735,532 |
| Nestle SA ADR | 188,169 | 8,032,935 |
| $ 13,768,467 | ||
| Health Care Equipment & | ||
| Supplies 3.8% | ||
| Baxter International, Inc. | 85,459 | $ 4,872,018 |
| Boston Scientific | ||
| Corp. (2) | 286,374 | 3,032,701 |
| Covidien, Ltd. | 79,571 | 3,442,241 |
| HeartWare International, | ||
| Inc. (2) | 5,242,244 | 4,447,090 |
| Thoratec | ||
| Corp. (2) | 249,073 | 7,539,440 |
| $ 23,333,490 | ||
| Health Care Providers & | ||
| Services 2.6% | ||
| Aetna, Inc. | 187,438 | $ 5,216,399 |
| Fresenius Medical Care AG & Co. KGaA ADR | 51,174 | 2,545,395 |
| UnitedHealth Group, Inc. | 201,190 | 5,037,798 |
| VCA Antech, | ||
| Inc. (2) | 124,509 | 3,348,047 |
| $ 16,147,639 | ||
| Hotels, Restaurants & Leisure 2.1% | ||
| Carnival Corp. | 109,710 | $ 3,651,149 |
| McDonalds Corp. | 161,385 | 9,210,242 |
| $ 12,861,391 | ||
| Household Durables 0.9% | ||
| Whirlpool Corp. | 81,956 | $ 5,733,642 |
| $ 5,733,642 |
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| Security | Value | |
|---|---|---|
| Household Products 3.8% | ||
| Colgate-Palmolive Co. | 129,571 | $ 9,883,676 |
| Procter & Gamble Co. | 226,908 | 13,142,511 |
| $ 23,026,187 | ||
| Industrial Conglomerates 1.1% | ||
| General Electric Co. | 417,869 | $ 6,861,409 |
| $ 6,861,409 | ||
| Insurance 0.6% | ||
| Prudential Financial, Inc. | 74,796 | $ 3,733,068 |
| $ 3,733,068 | ||
| Internet & Catalog Retail 1.2% | ||
| Amazon.com, | ||
| Inc. (2) | 78,071 | $ 7,288,708 |
| $ 7,288,708 | ||
| Internet Software & Services 3.6% | ||
| Akamai Technologies, | ||
| Inc. (2) | 135,518 | $ 2,666,994 |
| Google, Inc., | ||
| Class A (2) | 28,194 | 13,979,995 |
| VeriSign, | ||
| Inc. (2) | 230,592 | 5,462,725 |
| $ 22,109,714 | ||
| IT Services 1.5% | ||
| MasterCard, Inc., Class A | 28,448 | $ 5,750,763 |
| Western Union Co. | 172,215 | 3,258,308 |
| $ 9,009,071 | ||
| Life Sciences Tools & Services 0.6% | ||
| Thermo Fisher Scientific, | ||
| Inc. (2) | 80,434 | $ 3,512,553 |
| $ 3,512,553 | ||
| Machinery 2.8% | ||
| Danaher Corp. | 94,624 | $ 6,370,088 |
| Deere & Co. | 83,856 | 3,599,099 |
| Illinois Tool Works, Inc. | 166,531 | 7,112,539 |
| $ 17,081,726 | ||
| Media 1.4% | ||
| Walt Disney Co. (The) | 302,205 | $ 8,298,549 |
| $ 8,298,549 | ||
| Metals & Mining 4.1% | ||
| BHP Billiton, Ltd. ADR | 48,605 | $ 3,208,416 |
| Freeport-McMoRan Copper & Gold, Inc. | 61,433 | 4,214,918 |
| Goldcorp, Inc. | 353,730 | 14,280,080 |
| United States Steel Corp. | 72,094 | 3,198,811 |
| $ 24,902,225 | ||
| Multi-Utilities 0.5% | ||
| Public Service Enterprise Group, Inc. | 90,829 | $ 2,855,664 |
| $ 2,855,664 | ||
| Multiline Retail 0.6% | ||
| Target Corp. | 81,684 | $ 3,813,009 |
| $ 3,813,009 | ||
| Oil, Gas & Consumable Fuels 3.6% | ||
| Anadarko Petroleum Corp. | 68,600 | $ 4,303,278 |
| Chevron Corp. | 45,000 | 3,169,350 |
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| Security | Value | |
|---|---|---|
| Exxon Mobil Corp. | 87,000 | $ 5,969,070 |
| Hess Corp. | 43,844 | 2,343,900 |
| Occidental Petroleum Corp. | 46,920 | 3,678,528 |
| XTO Energy, Inc. | 61,958 | 2,560,105 |
| $ 22,024,231 | ||
| Personal Products 0.7% | ||
| Avon Products, Inc. | 125,015 | $ 4,245,509 |
| $ 4,245,509 | ||
| Pharmaceuticals 8.1% | ||
| Abbott Laboratories | 153,755 | $ 7,606,260 |
| Bristol-Myers Squibb Co. | 278,464 | 6,271,009 |
| Johnson & Johnson | 179,561 | 10,933,469 |
| Merck & Co., Inc. | 193,468 | 6,119,393 |
| Pfizer, Inc. | 391,309 | 6,476,164 |
| Shire PLC ADR | 83,351 | 4,358,424 |
| Teva Pharmaceutical Industries, Ltd. ADR | 81,359 | 4,113,511 |
| Wyeth | 73,707 | 3,580,686 |
| $ 49,458,916 | ||
| Professional Services 0.5% | ||
| Equifax, Inc. | 105,630 | $ 3,078,058 |
| $ 3,078,058 | ||
| Real Estate Investment Trusts | ||
| (REITs) 0.4% | ||
| AvalonBay Communities, Inc. | 16,707 | $ 1,215,100 |
| Boston Properties, Inc. | 20,525 | 1,345,414 |
| $ 2,560,514 | ||
| Road & Rail 1.2% | ||
| CSX Corp. | 97,386 | $ 4,076,578 |
| Kansas City | ||
| Southern (2) | 116,296 | 3,080,681 |
| $ 7,157,259 | ||
| Semiconductors & Semiconductor | ||
| Equipment 4.0% | ||
| ASML Holding NV | 118,976 | $ 3,518,120 |
| Atheros Communications, | ||
| Inc. (2) | 207,536 | 5,505,930 |
| Broadcom Corp., | ||
| Class A (2) | 57,015 | 1,749,791 |
| NVIDIA | ||
| Corp. (2) | 429,159 | 6,450,260 |
| ON Semiconductor | ||
| Corp. (2) | 658,497 | 5,432,600 |
| Tessera Technologies, | ||
| Inc. (2) | 57,047 | 1,591,041 |
| $ 24,247,742 | ||
| Software 5.9% | ||
| McAfee, | ||
| Inc. (2) | 95,250 | $ 4,170,997 |
| Microsoft Corp. | 877,135 | 22,709,025 |
| Oracle Corp. | 366,140 | 7,630,358 |
| Salesforce.com, | ||
| Inc. (2) | 28,619 | 1,629,280 |
| $ 36,139,660 | ||
| Specialty Retail 3.8% | ||
| Advance Auto Parts, Inc. | 84,502 | $ 3,319,238 |
| Best Buy Co., Inc. | 128,395 | 4,817,380 |
| Gap, Inc. (The) | 102,897 | 2,201,996 |
| Home Depot, Inc. | 185,056 | 4,929,892 |
| Staples, Inc. | 200,572 | 4,657,282 |
| TJX Companies, Inc. (The) | 86,072 | 3,197,575 |
| $ 23,123,363 |
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| Security | Value | |
|---|---|---|
| Textiles, Apparel & Luxury | ||
| Goods 1.2% | ||
| Hanesbrands, | ||
| Inc. (2) | 155,217 | $ 3,321,644 |
| NIKE, Inc., Class B | 59,931 | 3,877,535 |
| $ 7,199,179 | ||
| Tobacco 1.1% | ||
| Philip Morris International, Inc. | 132,943 | $ 6,479,642 |
| $ 6,479,642 | ||
| Total Common Stocks (identified cost $597,900,415) | $ 633,200,350 |
Short-Term Investments 0.2%
| Description | Interest — (000s omitted) | Value |
|---|---|---|
| Cash Management Portfolio, | ||
| 0.00% (3) | $ 1,131 | $ 1,131,484 |
| Total Short-Term Investments (identified cost $1,131,484) | $ 1,131,484 | |
| Total Investments (identified cost $599,031,899) | $ 634,331,834 |
Covered Call Options Written (4.1)%
| Security | Number of — Contracts | Strike — Price | Expiration — Date | Value | |
|---|---|---|---|---|---|
| Abbott Laboratories | 685 | $ 45.00 | 11/21/09 | $ (308,250 | ) |
| Advance Auto Parts, Inc. | 380 | 45.00 | 12/19/09 | (26,600 | ) |
| Aetna, Inc. | 1,255 | 30.00 | 10/17/09 | (56,475 | ) |
| Agilent Technologies, Inc. | 1,365 | 30.00 | 1/16/10 | (166,530 | ) |
| Air Products and Chemicals, Inc. | 244 | 80.00 | 12/19/09 | (79,300 | ) |
| Alliant Techsystems, Inc. | 220 | 80.00 | 11/21/09 | (47,300 | ) |
| Amazon.com, Inc. | 475 | 85.00 | 10/17/09 | (432,250 | ) |
| American Electric Power Co., Inc. | 420 | 32.50 | 11/21/09 | (12,600 | ) |
| Amgen, Inc. | 1,435 | 60.00 | 10/17/09 | (192,290 | ) |
| Anadarko Petroleum Corp. | 520 | 55.00 | 11/21/09 | (473,200 | ) |
| Apple, Inc. | 830 | 150.00 | 10/17/09 | (2,925,750 | ) |
| ASML Holding NV | 1,189 | 25.00 | 10/17/09 | (535,050 | ) |
| AT&T, Inc. | 300 | 24.00 | 10/17/09 | (87,600 | ) |
| Atheros Communications, Inc. | 1,335 | 30.00 | 12/19/09 | (133,500 | ) |
| AvalonBay Communities, Inc. | 70 | 75.00 | 1/16/10 | (42,000 | ) |
| Avon Products, Inc. | 745 | 33.00 | 10/17/09 | (96,850 | ) |
| Baxter International, Inc. | 435 | 57.50 | 11/21/09 | (93,525 | ) |
| Best Buy Co., Inc. | 850 | 39.00 | 12/19/09 | (170,850 | ) |
| BHP Billiton, Ltd. ADR | 395 | 65.00 | 11/21/09 | (181,700 | ) |
| Boston Properties, Inc. | 80 | 70.00 | 1/16/10 | (36,400 | ) |
| Boston Scientific Corp. | 1,835 | 12.50 | 11/21/09 | (18,350 | ) |
| Bristol-Myers Squibb Co. | 1,905 | 23.00 | 12/19/09 | (152,400 | ) |
| Broadcom Corp., Class A | 255 | 31.00 | 1/16/10 | (68,085 | ) |
| Brocade Communications Systems, Inc. | 7,778 | 9.00 | 10/17/09 | (38,890 | ) |
| Carnival Corp. | 475 | 27.50 | 10/17/09 | (279,300 | ) |
| Celgene Corp. | 135 | 47.00 | 10/17/09 | (120,825 | ) |
| Chevron Corp. | 325 | 75.00 | 12/19/09 | (39,000 | ) |
| Cisco Systems, Inc. | 3,560 | 20.00 | 10/17/09 | (1,263,800 | ) |
| Coca-Cola Co. (The) | 725 | 50.00 | 11/21/09 | (311,750 | ) |
| Colgate-Palmolive Co. | 885 | 75.00 | 11/21/09 | (250,455 | ) |
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| Security | Number of — Contracts | Strike — Price | Expiration — Date | Value | |
|---|---|---|---|---|---|
| Covidien, Ltd. | 465 | $ 40.00 | 10/17/09 | $ (149,265 | ) |
| CSX Corp. | 715 | 45.00 | 11/21/09 | (107,250 | ) |
| CVS Caremark Corp. | 1,165 | 36.00 | 11/21/09 | (154,945 | ) |
| Danaher Corp. | 675 | 65.00 | 12/19/09 | (310,500 | ) |
| Deere & Co. | 320 | 45.00 | 12/19/09 | (72,000 | ) |
| Diamond Offshore Drilling, Inc. | 315 | 95.00 | 12/19/09 | (217,350 | ) |
| Discover Financial Services | 2,715 | 12.50 | 10/17/09 | (814,500 | ) |
| Emerson Electric Co. | 1,065 | 40.00 | 12/19/09 | (223,650 | ) |
| Equifax, Inc. | 225 | 30.00 | 10/17/09 | (5,625 | ) |
| Exxon Mobil Corp. | 470 | 70.00 | 10/17/09 | (30,080 | ) |
| FedEx Corp. | 205 | 60.00 | 10/17/09 | (307,500 | ) |
| Fluor Corp. | 425 | 50.00 | 10/17/09 | (85,000 | ) |
| Freeport-McMoRan Copper & Gold, Inc. | 525 | 65.00 | 11/21/09 | (388,500 | ) |
| Gap, Inc. (The) | 760 | 22.50 | 12/19/09 | (79,800 | ) |
| General Dynamics Corp. | 720 | 60.00 | 11/21/09 | (374,400 | ) |
| General Electric Co. | 3,105 | 16.00 | 12/19/09 | (478,170 | ) |
| Gilead Sciences, Inc. | 155 | 47.50 | 11/21/09 | (25,110 | ) |
| Goldman Sachs Group, Inc. | 290 | 145.00 | 10/17/09 | (1,132,450 | ) |
| Google, Inc., Class A | 200 | 480.00 | 12/19/09 | (696,000 | ) |
| Hanesbrands, Inc. | 1,215 | 22.50 | 10/17/09 | (54,675 | ) |
| Hess Corp. | 270 | 55.00 | 11/21/09 | (76,950 | ) |
| Hewlett-Packard Co. | 3,015 | 45.00 | 11/21/09 | (964,800 | ) |
| Home Depot, Inc. | 1,340 | 27.50 | 11/21/09 | (111,220 | ) |
| Illinois Tool Works, Inc. | 1,065 | 45.00 | 12/19/09 | (149,100 | ) |
| International Business Machines Corp. | 1,155 | 110.00 | 10/17/09 | (1,178,100 | ) |
| Johnson & Johnson | 865 | 60.00 | 10/17/09 | (121,100 | ) |
| Kansas City Southern | 1,162 | 30.00 | 12/19/09 | (127,820 | ) |
| Kroger Co. (The) | 900 | 22.50 | 10/17/09 | (2,250 | ) |
| Lockheed Martin Corp. | 305 | 75.00 | 12/19/09 | (183,000 | ) |
| MasterCard, Inc., Class A | 110 | 180.00 | 10/17/09 | (244,200 | ) |
| McAfee, Inc. | 625 | 45.00 | 12/19/09 | (137,500 | ) |
| McDonalds Corp. | 755 | 57.50 | 12/19/09 | (132,880 | ) |
| Merck & Co., Inc. | 655 | 29.00 | 10/17/09 | (176,850 | ) |
| Microsoft Corp. | 4,350 | 25.00 | 10/17/09 | (430,650 | ) |
| Monsanto Co. | 95 | 75.00 | 10/17/09 | (33,630 | ) |
| NIKE, Inc., Class B | 425 | 55.00 | 10/17/09 | (408,000 | ) |
| NVIDIA Corp. | 2,995 | 17.00 | 12/19/09 | (140,765 | ) |
| Occidental Petroleum Corp. | 375 | 75.00 | 11/21/09 | (232,125 | ) |
| ON Semiconductor Corp. | 6,511 | 7.50 | 10/17/09 | (520,880 | ) |
| Oracle Corp. | 2,775 | 23.00 | 12/19/09 | (111,000 | ) |
| PepsiCo, Inc. | 1,540 | 55.00 | 10/17/09 | (600,600 | ) |
| Pfizer, Inc. | 3,200 | 17.00 | 12/19/09 | (185,600 | ) |
| Philip Morris International, Inc. | 780 | 48.00 | 12/19/09 | (179,400 | ) |
| PNC Financial Services Group, Inc. | 255 | 42.50 | 11/21/09 | (186,150 | ) |
| Procter & Gamble Co. | 795 | 55.00 | 10/17/09 | (254,400 | ) |
| Prudential Financial, Inc. | 440 | 50.00 | 12/19/09 | (220,000 | ) |
| Public Service Enterprise Group, Inc. | 455 | 35.00 | 12/19/09 | (11,375 | ) |
| QUALCOMM, Inc. | 2,730 | 47.50 | 10/17/09 | (70,980 | ) |
| Salesforce.com, Inc. | 140 | 60.00 | 1/16/10 | (63,000 | ) |
| Schlumberger, Ltd. | 645 | 60.00 | 11/21/09 | (225,750 | ) |
| Shire PLC ADR | 405 | 42.50 | 10/17/09 | (398,925 | ) |
| Staples, Inc. | 1,570 | 23.00 | 12/19/09 | (251,200 | ) |
| Sterling Bancshares, Inc. | 2,815 | 7.50 | 12/19/09 | (168,900 | ) |
| Target Corp. | 570 | 40.00 | 10/17/09 | (384,750 | ) |
| Tessera Technologies, Inc. | 285 | 30.00 | 12/19/09 | (51,300 | ) |
| Teva Pharmaceutical Industries, Ltd. ADR | 375 | 52.50 | 12/19/09 | (48,750 | ) |
| Thermo Fisher Scientific, Inc. | 804 | 50.00 | 12/19/09 | (32,160 | ) |
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| Security | Number of — Contracts | Strike — Price | Expiration — Date | Value | |
|---|---|---|---|---|---|
| TJX Companies, Inc. (The) | 535 | $ 35.00 | 10/17/09 | $ (128,400 | ) |
| U.S. Bancorp | 625 | 23.00 | 12/19/09 | (68,750 | ) |
| United States Steel Corp. | 255 | 40.00 | 10/17/09 | (126,990 | ) |
| UnitedHealth Group, Inc. | 1,600 | 29.00 | 12/19/09 | (144,000 | ) |
| VCA Antech, Inc. | 655 | 25.00 | 12/19/09 | (168,663 | ) |
| VeriSign, Inc. | 1,585 | 24.00 | 12/19/09 | (269,450 | ) |
| Wal-Mart Stores, Inc. | 950 | 52.50 | 12/19/09 | (48,450 | ) |
| Walt Disney Co. (The) | 1,610 | 27.50 | 10/17/09 | (112,700 | ) |
| Waste Management, Inc. | 720 | 30.00 | 10/17/09 | (32,400 | ) |
| Wells Fargo & Co. | 555 | 24.00 | 10/17/09 | (233,100 | ) |
| Western Union Co. | 1,200 | 20.00 | 11/21/09 | (81,600 | ) |
| Whirlpool Corp. | 420 | 65.00 | 12/19/09 | (399,420 | ) |
| XTO Energy, Inc. | 335 | 41.00 | 11/21/09 | (93,465 | ) |
| Total Covered Call Options Written (premiums received $18,143,530) | $ (25,071,093 | ) | |||
| Other Assets, Less Liabilities 0.1% | $ 905,488 | ||||
| Net Assets 100.0% | $ 610,166,229 |
| The percentage shown for each investment category in the
Portfolio of Investments is based on net assets. — ADR | American Depositary Receipt |
| --- | --- |
| (1) | A portion of each applicable common stock for which a written
call option is outstanding at September 30, 2009 has been
segregated as collateral for written options. |
| (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, 2009. Net income allocated from
the investment in Cash Management Portfolio for the fiscal year
to date ended September 30, 2009 was $21,634. |
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The cost and unrealized appreciation (depreciation) of investments of the Fund at September 30, 2009, as determined on a federal income tax basis, were as follows:
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized appreciation | $ 71,045,105 | |
| Gross unrealized depreciation | (37,577,130 | ) |
| Net unrealized appreciation | $ 33,467,975 |
Written call options activity for the fiscal year to date ended September 30, 2009 was as follows:
| Contracts | Received | |||
|---|---|---|---|---|
| Outstanding, beginning of period | 51,860 | $ | 16,573,309 | |
| Options written | 304,824 | 56,107,548 | ||
| Options terminated in closing purchase transactions | (251,251 | ) | (54,537,327 | ) |
| Outstanding, end of period | 105,433 | $ | 18,143,530 |
At September 30, 2009, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
The Fund is subject to equity price risk in the normal course of pursuing its investment objective. The Fund generally intends to write covered call options on individual stocks above the current value of the stock to generate premium income. In writing call options on individual stocks, the Fund in effect, sells potential appreciation in the value of the applicable stock above the exercise price in exchange for the option premium received. The Fund retains the risk of loss, minus the premium received, should the price of the underlying stock decline.
At September 30, 2009, the aggregate fair value of derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in a liability position and whose primary underlying risk exposure is equity price risk was $25,071,093.
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
| | Level 1 quoted prices in active markets for
identical investments |
| --- | --- |
| | Level 2 other significant observable inputs
(including quoted prices for similar investments, interest
rates, prepayment speeds, credit risk, etc.) |
| | Level 3 significant unobservable inputs
(including a funds own assumptions in determining the fair
value of investments) |
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
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At September 30, 2009, the inputs used in valuing the Funds investments, which are carried at value, were as follows:
| Quoted Priced in | |||||||
|---|---|---|---|---|---|---|---|
| Active Markets for | Significant Other | Significant | |||||
| Identical Assets | Observable Inputs | Unobservable Inputs | |||||
| Asset Description | (Level 1) | (Level 2) | (Level 3) | Total | |||
| Common Stocks | |||||||
| Consumer Discretionary | $ 68,317,841 | $ | $ | $ 68,317,841 | |||
| Consumer Staples | 87,280,411 | 5,735,532 | | 93,015,943 | |||
| Energy | 31,167,675 | | | 31,167,675 | |||
| Financials | 30,340,472 | | | 30,340,472 | |||
| Health Care | 101,367,333 | 4,447,090 | | 105,814,423 | |||
| Industrials | 68,202,712 | | | 68,202,712 | |||
| Information Technology | 200,323,116 | | | 200,323,116 | |||
| Materials | 29,340,788 | | | 29,340,788 | |||
| Telecommunication Services | 1,943,288 | | | 1,943,288 | |||
| Utilities | 4,734,092 | | | 4,734,092 | |||
| Total Common Stocks | $ 623,017,728 | $ 10,182,622 | * | $ | $ 633,200,350 | ||
| Short-Term Investments | 1,131,484 | | | 1,131,484 | |||
| Total Investments | $ 624,149,212 | $ 10,182,622 | $ | $ 634,331,834 | |||
| Liability Description | |||||||
| Covered Call Options Written | $ (25,071,093 | ) | $ | $ | $ (25,071,093 | ) | |
| Total | $ (25,071,093 | ) | $ | $ | $ (25,071,093 | ) |
The Fund held no investments or other financial instruments as of December 31, 2008 whose fair value was determined using Level 3 inputs.
For information on the Funds policy regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent financial statements included in its semiannual or annual report to shareholders.
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BEGIN PAGE WIDTH XBRL Pagebreak End link2 "Item 2. Controls and Procedures"
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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BEGIN PAGE WIDTH XBRL Pagebreak End link1 "Signatures"
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 | |
| Date: | November 23, 2009 |
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 | |
| Date: | November 23, 2009 |
| By: | /s/ Barbara E. Campell |
| Barbara E. Campbell | |
| Treasurer | |
| Date: | November 23, 2009 |
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