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UNITED STATES |
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FORM N-Q |
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QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
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Investment Company Act file number |
811-21670 |
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Eaton Vance Enhanced Equity Income Fund II |
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(Exact name of registrant as specified in charter) |
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The Eaton Vance Building, 255 State Street, |
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02109 |
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(Address of principal executive offices) |
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(Zip code) |
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Alan R. Dynner, Esq. |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: |
(617) 482-8260 |
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Date of fiscal year end: |
December 31 |
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Date of reporting period: |
March 31, 2005 |
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Item 1. Schedule of Investments
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Eaton Vance Enhanced Equity Income Fund II |
as of March 31, 2005 |
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PORTFOLIO OF INVESTMENTS (Unaudited) |
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Common Stocks — 100.3% |
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Security |
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Shares |
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Value |
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Advertising — 2.1% |
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Getty Images, Inc. (1) |
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153,200 |
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$ |
10,894,052 |
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Lamar Advertising Co. (1) |
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188,700 |
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7,602,723 |
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$ |
18,496,775 |
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Aerospace & Defense — 0.7% |
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General Dynamics Corp. |
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58,500 |
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6,262,425 |
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$ |
6,262,425 |
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Apparel — 2.9% |
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Liz Claiborne, Inc. |
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243,400 |
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9,767,642 |
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Nike, Inc., Class B |
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94,000 |
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7,831,140 |
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Reebok International Ltd. |
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192,300 |
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8,518,890 |
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$ |
26,117,672 |
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Auto and Parts — 1.2% |
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BorgWarner, Inc. |
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227,400 |
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11,069,832 |
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$ |
11,069,832 |
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Beverages — 1.8% |
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Anheuser-Busch Co., Inc. |
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164,200 |
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7,781,438 |
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PepsiCo, Inc. |
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149,800 |
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7,943,894 |
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$ |
15,725,332 |
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Biotechnology — 4.5% |
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Amgen, Inc. (1) |
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95,900 |
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5,582,339 |
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Chiron Corp. (1) |
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235,700 |
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8,263,642 |
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Genzyme Corp. (1) |
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135,200 |
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7,738,848 |
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Gilead Sciences, Inc. (1) |
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180,900 |
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6,476,220 |
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Medimmune, Inc. (1) |
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522,100 |
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12,431,201 |
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$ |
40,492,250 |
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Business Services — 1.3% |
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Cintas Corp. |
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279,100 |
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11,529,621 |
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$ |
11,529,621 |
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Commercial Banks — 2.4% |
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Commerce Bancorp, Inc. |
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424,600 |
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13,786,762 |
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Wells Fargo & Co. |
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131,400 |
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7,857,720 |
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$ |
21,644,482 |
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1
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Communications Equipment — 4.2% |
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Avaya, Inc. (1) |
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966,900 |
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$ |
11,293,392 |
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Cisco Systems, Inc. (1) |
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452,200 |
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8,089,858 |
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Corning, Inc. (1) |
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730,600 |
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8,131,578 |
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Research in Motion Ltd. (1) |
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139,000 |
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10,622,380 |
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$ |
38,137,208 |
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Computer Equipment — 2.7% |
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Jabil Circuit, Inc. (1) |
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526,500 |
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15,015,780 |
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SanDisk Corp. (1) |
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323,000 |
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8,979,400 |
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$ |
23,995,180 |
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Computer Software — 2.9% |
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Check Point Software Technologies Ltd. (1) |
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495,500 |
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10,772,170 |
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SAP AG ADR |
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203,100 |
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8,140,248 |
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Symantec Corp. (1) |
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350,300 |
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7,471,899 |
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$ |
26,384,317 |
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Consumer Services — 2.5% |
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Cendant Corp. |
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415,000 |
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8,524,100 |
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Weight Watchers International, Inc. (1) |
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323,900 |
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13,921,222 |
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$ |
22,445,322 |
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Distribution/Wholesale — 1.3% |
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CDW Corp. |
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204,300 |
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11,579,724 |
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$ |
11,579,724 |
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Electrical Equipment — 0.7% |
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Emerson Electric Co. |
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90,700 |
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5,889,151 |
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$ |
5,889,151 |
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Electronic Equipment & Instruments — 4.5% |
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Agilent Technologies, Inc. (1) |
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363,600 |
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8,071,920 |
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Fisher Scientific International (1) |
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129,100 |
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7,348,372 |
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Flextronics International Ltd. (1) |
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860,800 |
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10,364,032 |
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L-3 Communications Holdings, Inc. |
|
201,700 |
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14,324,734 |
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$ |
40,109,058 |
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Entertainment — 1.1% |
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Carnival Corp. |
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190,500 |
|
9,869,805 |
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$ |
9,869,805 |
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2
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Financial Services — 7.0% |
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Accenture Ltd., Class A (1) |
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315,000 |
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$ |
7,607,250 |
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American Express Co. |
|
226,000 |
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11,609,620 |
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Citigroup, Inc. |
|
165,000 |
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7,415,100 |
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E*Trade Financial Corp. (1) |
|
926,600 |
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11,119,200 |
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Goldman Sachs Group, Inc. |
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77,500 |
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8,524,225 |
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Legg Mason, Inc. |
|
105,500 |
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8,243,770 |
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Paychex, Inc. |
|
262,700 |
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8,621,814 |
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$ |
63,140,979 |
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Health Services — 6.6% |
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Caremark Rx, Inc. (1) |
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206,500 |
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8,214,570 |
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Community Health Systems, Inc. (1) |
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344,400 |
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12,023,004 |
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Coventry Health Care, Inc. (1) |
|
186,000 |
|
12,674,040 |
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HCA, Inc. |
|
135,100 |
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7,237,307 |
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Medco Health Solutions, Inc. (1) |
|
144,000 |
|
7,138,080 |
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Quest Diagnostics, Inc. |
|
111,700 |
|
11,743,021 |
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$ |
59,030,022 |
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Industrial Conglomerates — 0.9% |
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Tyco International Ltd. |
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227,100 |
|
7,675,980 |
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$ |
7,675,980 |
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Insurance — 2.5% |
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MGIC Investment Corp. |
|
155,600 |
|
9,595,852 |
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UnitedHealth Group, Inc. |
|
68,300 |
|
6,514,454 |
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WellPoint, Inc. (1) |
|
50,600 |
|
6,342,710 |
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|
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$ |
22,453,016 |
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Internet Services — 2.3% |
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Google, Inc., Class A (1) |
|
51,000 |
|
9,206,010 |
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Monster Worldwide, Inc. (1) |
|
401,100 |
|
11,250,855 |
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$ |
20,456,865 |
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Media — 1.1% |
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Time Warner, Inc. (1) |
|
580,600 |
|
10,189,530 |
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$ |
10,189,530 |
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Medical Products — 3.7% |
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Beckman Coulter, Inc. |
|
114,300 |
|
7,595,235 |
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Boston Scientific Corp. (1) |
|
338,800 |
|
9,923,452 |
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DENTSPLY International, Inc. |
|
144,300 |
|
7,851,363 |
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Respironics, Inc. (1) |
|
137,600 |
|
8,017,952 |
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$ |
33,388,002 |
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3
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Metals - Industrial — 3.2% |
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Alcoa, Inc. |
|
139,700 |
|
$ |
4,245,483 |
|
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Inco Ltd. (1) |
|
370,400 |
|
14,741,920 |
|
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Phelps Dodge Corp. |
|
98,600 |
|
10,030,578 |
|
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$ |
29,017,981 |
|
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Oil and Gas — 1.7% |
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ConocoPhillips |
|
66,300 |
|
7,149,792 |
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GlobalSantaFe Corp. |
|
227,000 |
|
8,408,080 |
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$ |
15,557,872 |
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Oil and Gas - Equipment and Services — 2.8% |
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Halliburton Co. |
|
245,400 |
|
10,613,550 |
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Williams Co., Inc. (The) |
|
755,200 |
|
14,205,312 |
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$ |
24,818,862 |
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Personal Products — 3.3% |
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Colgate-Palmolive Co. |
|
160,400 |
|
8,368,068 |
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Estee Lauder Co., Inc. (The), Class A |
|
276,400 |
|
12,432,472 |
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Gillette Co. (The) |
|
177,800 |
|
8,975,344 |
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$ |
29,775,884 |
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Pharmaceuticals — 5.4% |
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Allergan, Inc. |
|
78,600 |
|
5,460,342 |
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IVAX Corp. (1) |
|
522,900 |
|
10,337,733 |
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Teva Pharmaceutical Industries Ltd. ADR |
|
290,300 |
|
8,999,300 |
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Valeant Pharmaceuticals International |
|
319,900 |
|
7,204,148 |
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Watson Pharmaceuticals, Inc. (1) |
|
337,800 |
|
10,380,594 |
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Wyeth Corp. |
|
140,100 |
|
5,909,418 |
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$ |
48,291,535 |
|
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Publishing — 0.8% |
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Dow Jones & Co., Inc. |
|
198,900 |
|
7,432,893 |
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$ |
7,432,893 |
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Retail - Food and Drug — 2.4% |
|
|
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Walgreen Co. |
|
190,200 |
|
8,448,684 |
|
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Whole Foods Market, Inc. |
|
132,000 |
|
13,481,160 |
|
|
|
|
|
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$ |
21,929,844 |
|
|
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Retail - General — 3.2% |
|
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BJ’s Wholesale Club, Inc. (1) |
|
365,200 |
|
11,343,112 |
|
|
|
Dollar General Corp. |
|
540,000 |
|
11,831,400 |
|
|
|
Target Corp. |
|
118,800 |
|
5,942,376 |
|
|
|
|
|
|
|
$ |
29,116,888 |
|
4
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Retail - Specialty and Apparel — 4.6% |
|
|
|
|
|
|
|
Bed Bath and Beyond, Inc. (1) |
|
200,700 |
|
$ |
7,333,578 |
|
|
PETsMART, Inc. |
|
392,000 |
|
11,270,000 |
|
|
|
Polo Ralph Lauren Corp. |
|
309,400 |
|
12,004,720 |
|
|
|
Williams-Sonoma, Inc. (1) |
|
295,200 |
|
10,848,600 |
|
|
|
|
|
|
|
$ |
41,456,898 |
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment — 8.9% |
|
|
|
|
|
|
|
Broadcom Corp., Class A (1) |
|
377,000 |
|
11,279,840 |
|
|
|
Linear Technology Corp. |
|
211,300 |
|
8,094,903 |
|
|
|
Marvell Technology Group Ltd. (1) |
|
241,500 |
|
9,259,110 |
|
|
|
Maxim Integrated Products, Inc. |
|
152,100 |
|
6,216,327 |
|
|
|
Microchip Technology, Inc. |
|
541,400 |
|
14,081,814 |
|
|
|
Novellus System, Inc. (1) |
|
463,500 |
|
12,389,355 |
|
|
|
Sigmatel, Inc. (1) |
|
300,000 |
|
11,229,000 |
|
|
|
Silicon Laboratories, Inc. (1) |
|
241,500 |
|
7,174,965 |
|
|
|
|
|
|
|
$ |
79,725,314 |
|
|
|
|
|
|
|
|
|
|
Telecommunications Services - Diversified — 0.9% |
|
|
|
|
|
|
|
CenturyTel, Inc. |
|
244,000 |
|
8,012,960 |
|
|
|
|
|
|
|
$ |
8,012,960 |
|
|
|
|
|
|
|
|
|
|
Transportation — 2.2% |
|
|
|
|
|
|
|
Expeditors International of Washington, Inc. |
|
213,400 |
|
11,427,570 |
|
|
|
Swift Transportation Co., Inc. (1) |
|
384,200 |
|
8,506,188 |
|
|
|
|
|
|
|
$ |
19,933,758 |
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
|
|
|
|
|
(identified cost $895,044,961) |
|
|
|
$ |
901,153,237 |
|
|
Short-Term Investments — 2.8% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Principal |
|
Value |
|
|
|
General Electric Capital Corp. Commercial Paper, 2.83%, 4/1/05 |
|
23,097 |
|
$ |
23,097,000 |
|
|
Investors Bank and Trust Company Time Deposit, 2.85%, 4/1/05 |
|
2,000 |
|
2,000,000 |
|
|
|
|
|
|
|
|
|
|
|
Total Short-Term Investments |
|
|
|
|
|
|
|
(at amortized cost, $25,097,000) |
|
|
|
$ |
25,097,000 |
|
5
|
Total Investments — 103.1% |
|
|
|
|
|
|
|
(identified cost $920,141,961) |
|
|
|
$ |
926,250,237 |
|
|
|
|
|
|
|
|
|
|
Other Assets, Less Liabilities — (3.1)% |
|
|
|
$ |
(27,929,974 |
) |
|
|
|
|
|
|
|
|
|
Net Assets — 100.0% |
|
|
|
$ |
898,320,263 |
|
|
ADR |
- |
American Depository Receipt |
|
|
|
|
|
(1) |
|
Non-income producing security. |
6
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2005 as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
920,141,961 |
|
|
Gross unrealized appreciation |
|
$ |
33,785,058 |
|
|
Gross unrealized depreciation |
|
(27,676,782 |
) |
|
|
Net unrealized appreciation |
|
$ |
6,108,276 |
|
Summary of options outstanding at March 31, 2005:
CALL OPTIONS WRITTEN
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Accenture Ltd., Class A, Expires 5/21/05, Strike 25.00 |
|
1,270 |
|
$ |
253,147 |
|
$ |
(101,600 |
) |
|
Agilent Technologies, Inc., Expires 5/21/05, Strike 22.50 |
|
1,685 |
|
237,468 |
|
(151,650 |
) |
||
|
Alcoa, Inc., Expires 7/16/05, Strike 30.00 |
|
375 |
|
51,338 |
|
(75,000 |
) |
||
|
Allergan, Inc., Expires 7/16/05, Strike 75.00 |
|
230 |
|
47,718 |
|
(34,500 |
) |
||
|
American Express Co., Expires 7/16/05, Strike 50.00 |
|
455 |
|
135,358 |
|
(154,700 |
) |
||
|
Amgen, Inc., Expires 4/16/05, Strike 60.00 |
|
335 |
|
119,559 |
|
(11,725 |
) |
||
|
Anheuser-Busch Co., Inc., Expires 6/18/05, Strike 50.00 |
|
125 |
|
11,675 |
|
(3,125 |
) |
||
|
Avaya, Inc., Expires 6/18/05, Strike 15.00 |
|
3,620 |
|
338,418 |
|
(54,300 |
) |
||
|
Beckman Coulter, Inc., Expires 5/21/05, Strike 70.00 |
|
1,143 |
|
192,812 |
|
(108,585 |
) |
||
|
Bed Bath and Beyond, Inc., Expires 5/21/05, Strike 40.00 |
|
680 |
|
132,694 |
|
(17,000 |
) |
||
|
BJ’s Wholesale Club, Inc., Expires 6/18/05, Strike 30.00 |
|
3,650 |
|
600,718 |
|
(857,750 |
) |
||
|
BorgWarner, Inc., Expires 7/16/05, Strike 50.00 |
|
1,280 |
|
367,252 |
|
(236,800 |
) |
||
|
Boston Scientific Corp., Expires 5/21/05, Strike 32.50 |
|
2,410 |
|
382,491 |
|
(72,300 |
) |
||
|
Broadcom Corp., Class A, Expires 5/21/05, Strike 32.50 |
|
2,300 |
|
521,930 |
|
(241,500 |
) |
||
|
Caremark Rx, Inc., Expires 6/18/05, Strike 40.00 |
|
1,570 |
|
403,359 |
|
(321,850 |
) |
||
|
Carnival Corp., Expires 7/16/05, Strike 55.00 |
|
490 |
|
124,917 |
|
(53,900 |
) |
||
|
CDW Corp., Expires 4/16/05, Strike 60.00 |
|
570 |
|
131,030 |
|
(5,700 |
) |
||
|
Cendant Corp., Expires 5/21/05, Strike 20.00 |
|
1,215 |
|
170,876 |
|
(133,650 |
) |
||
|
CenturyTel, Inc., Expires 7/16/05, Strike 35.00 |
|
980 |
|
73,120 |
|
(49,000 |
) |
||
|
Check Point Software Technologies Ltd., Expires 7/16/05, Strike 22.50 |
|
1,700 |
|
163,062 |
|
(238,000 |
) |
||
|
Chiron Corp., Expires 4/16/05, Strike 35.00 |
|
1,340 |
|
145,472 |
|
(154,100 |
) |
||
|
Cintas Corp., Expires 5/21/05, Strike 45.00 |
|
1,400 |
|
199,794 |
|
(42,000 |
) |
||
|
Cisco Systems, Inc., Expires 4/16/05, Strike 17.50 |
|
1,565 |
|
206,456 |
|
(93,900 |
) |
||
|
Citigroup, Inc., Expires 6/18/05, Strike 50.00 |
|
680 |
|
86,700 |
|
(6,800 |
) |
||
|
Colgate-Palmolive Co., Expires 5/21/05, Strike 50.00 |
|
1,125 |
|
379,028 |
|
(331,875 |
) |
||
|
Commerce Bancorp, Expires 6/18/05, Strike 30.00 |
|
2,030 |
|
255,657 |
|
(690,200 |
) |
||
|
Community Health Systems, Inc., Expires 6/18/05, Strike 30.00 |
|
2,250 |
|
315,797 |
|
(1,170,000 |
) |
||
|
ConocoPhillips, Expires 5/21/05, Strike 95.00 |
|
300 |
|
62,798 |
|
(405,000 |
) |
||
|
Corning, Inc., Expires 5/21/05, Strike 10.00 |
|
1,965 |
|
245,685 |
|
(259,380 |
) |
||
|
Coventry Healthcare, Inc., Expires 4/16/05, Strike 55.00 |
|
1,249 |
|
474,611 |
|
(1,623,700 |
) |
||
|
DENTSPLY International, Inc., Expires 7/16/05, Strike 55.00 |
|
655 |
|
142,452 |
|
(137,550 |
) |
||
|
Dollar General Corp., Expires 8/20/05, Strike 22.00 |
|
2,160 |
|
234,190 |
|
(216,000 |
) |
||
|
Dow Jones & Co., Inc., Expires 6/18/05, Strike 40.00 |
|
220 |
|
21,318 |
|
(6,600 |
) |
||
|
E*Trade Financial Corp., Expires 7/16/05, Strike 12.00 |
|
4,085 |
|
302,275 |
|
(343,140 |
) |
||
|
Emerson Electric Co., Expires 6/18/05, Strike 70.00 |
|
465 |
|
56,684 |
|
(18,600 |
) |
||
|
Estee Lauder Co., Inc. (The), Class A, Expires 4/16/05, Strike 45.00 |
|
1,235 |
|
184,422 |
|
(74,100 |
) |
||
|
Expeditors International of Washington, Inc., Expires 5/21/05, Strike 55.00 |
|
515 |
|
214,027 |
|
(92,700 |
) |
||
|
Fisher Scientific International, Expires 6/18/05, Strike 65.00 |
|
830 |
|
228,105 |
|
(12,450 |
) |
||
|
Flextronics International Ltd., Expires 7/16/05, Strike 15.00 |
|
8,608 |
|
682,798 |
|
(215,200 |
) |
||
|
General Dynamics Corp., Expires 5/21/05, Strike 105.00 |
|
390 |
|
111,889 |
|
(156,000 |
) |
||
|
Genzyme Corp., Expires 4/16/05, Strike 60.00 |
|
1,350 |
|
267,284 |
|
(54,000 |
) |
||
|
Getty Images, Inc., Expires 4/16/05, Strike 70.00 |
|
560 |
|
175,711 |
|
(112,000 |
) |
||
|
Gilead Sciences, Inc., Expires 5/21/05, Strike 35.00 |
|
1,045 |
|
163,981 |
|
(235,125 |
) |
||
7
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Gillette Co. (The), Expires 6/18/05, Strike 50.00 |
|
1,778 |
|
$ |
325,363 |
|
$ |
(302,260 |
) |
|
Global SantaFe Corp., Expires 4/16/05, Strike 35.00 |
|
1,230 |
|
211,461 |
|
(282,900 |
) |
||
|
Goldman Sachs Group, Inc., Expires 4/16/05, Strike 110.00 |
|
360 |
|
79,883 |
|
(56,160 |
) |
||
|
Google, Inc., Class A, Expires 6/18/05, Strike 180.00 |
|
315 |
|
406,454 |
|
(403,200 |
) |
||
|
Halliburton Co., Expires 4/16/05, Strike 42.50 |
|
1,420 |
|
185,892 |
|
(198,800 |
) |
||
|
HCA, Inc., Expires 5/21/05, Strike 45.00 |
|
945 |
|
192,079 |
|
(831,600 |
) |
||
|
Inco Ltd., Expires 7/16/05, Strike 35.00 |
|
2,195 |
|
509,015 |
|
(1,273,100 |
) |
||
|
IVAX Corp., Expires 06/18/05, Strike 17.50 |
|
5,225 |
|
524,443 |
|
(1,489,125 |
) |
||
|
Jabil Circuit, Inc., Expires 6/18/05, Strike 25.00 |
|
3,625 |
|
492,698 |
|
(1,522,500 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 7/16/05, Strike 70.00 |
|
870 |
|
338,780 |
|
(365,400 |
) |
||
|
Lamar Advertising Co., Expires 7/16/05, Strike 45.00 |
|
945 |
|
148,505 |
|
(37,800 |
) |
||
|
Legg Mason, Inc., Expires 5/21/05, Strike 80.00 |
|
1,055 |
|
281,597 |
|
(242,650 |
) |
||
|
Linear Technology Corp., Expires 5/21/05, Strike 37.50 |
|
790 |
|
174,564 |
|
(142,200 |
) |
||
|
Liz Claiborne, Inc., Expires 4/16/05, Strike 40.00 |
|
1,020 |
|
256,301 |
|
(96,900 |
) |
||
|
Marvell Technology Group Ltd., Expires 5/21/05, Strike 35.00 |
|
2,415 |
|
659,294 |
|
(1,038,450 |
) |
||
|
Maxim Intergrated Products, Inc., Expires 5/21/05, Strike 40.00 |
|
910 |
|
223,830 |
|
(218,400 |
) |
||
|
Medco Health Solutions, Inc., Expires 4/16/05, Strike 40.00 |
|
275 |
|
98,696 |
|
(266,750 |
) |
||
|
Medimmune, Inc., Expires 6/18/05, Strike 25.00 |
|
3,440 |
|
388,353 |
|
(313,040 |
) |
||
|
MGIC Investment Corp., Expires 6/18/05, Strike 65.00 |
|
585 |
|
180,534 |
|
(78,975 |
) |
||
|
Microchip Technology, Inc., Expires 4/16/05, Strike 25.00 |
|
2,690 |
|
541,559 |
|
(336,250 |
) |
||
|
Monster Worldwide, Inc., Expires 6/18/05, Strike 35.00 |
|
4,011 |
|
638,624 |
|
(120,330 |
) |
||
|
Nike, Inc., Class B, Expires 7/16/05, Strike 85.00 |
|
400 |
|
104,997 |
|
(124,000 |
) |
||
|
Novellus System, Inc., Expires 6/18/05, Strike 27.50 |
|
2,390 |
|
376,879 |
|
(346,550 |
) |
||
|
Paychex, Inc., Expires 6/18/05, Strike 30.00 |
|
715 |
|
137,215 |
|
(221,650 |
) |
||
|
PepsiCo, Inc., Expires 10/22/05, Strike 55.00 |
|
690 |
|
82,792 |
|
(106,950 |
) |
||
|
PETsMART, Inc., Expires 4/16/05, Strike 30.00 |
|
1,335 |
|
228,241 |
|
(33,375 |
) |
||
|
Phelps Dodge Corp., Expires 4/16/05, Strike 100.00 |
|
800 |
|
328,769 |
|
(320,000 |
) |
||
|
Polo Ralph Lauren Corp., Expires 4/16/05, Strike 40.00 |
|
2,085 |
|
247,637 |
|
(31,275 |
) |
||
|
Quest Diagnostics, Inc., Expires 5/21/05, Strike 95.00 |
|
750 |
|
316,276 |
|
(802,500 |
) |
||
|
Reebok International Ltd., Expires 7/16/05, Strike 45.00 |
|
1,923 |
|
433,977 |
|
(365,370 |
) |
||
|
Research in Motion Ltd., Expires 6/18/05, Strike 75.00 |
|
815 |
|
551,822 |
|
(668,300 |
) |
||
|
Respironics, Inc., Expires 4/16/05, Strike 60.00 |
|
1,376 |
|
229,037 |
|
(41,280 |
) |
||
|
SanDisk Corp., Expires 7/16/05, Strike 30.00 |
|
2,005 |
|
370,907 |
|
(451,125 |
) |
||
|
SAP AG ADR, Expires 6/18/05, Strike 40.00 |
|
735 |
|
125,662 |
|
(121,275 |
) |
||
|
Sigmatel, Inc., Expires 6/18/05, Strike 45.00 |
|
1,510 |
|
527,249 |
|
(241,600 |
) |
||
|
Silicon Laboratories, Inc., Expires 7/16/05, Strike 30.00 |
|
1,615 |
|
488,521 |
|
(484,500 |
) |
||
|
Swift Transportation Co., Inc., Expires 4/16/05, Strike 22.50 |
|
2,615 |
|
274,065 |
|
(143,825 |
) |
||
|
Symantec Corp., Expires 7/16/05, Strike 22.50 |
|
1,760 |
|
165,429 |
|
(211,200 |
) |
||
|
Target Corp., Expires 4/16/05, Strike 50.00 |
|
610 |
|
119,541 |
|
(57,950 |
) |
||
|
Teva Pharmaceutical Industries Ltd. ADR, Expires 06/18/05, Strike 30.00 |
|
1,355 |
|
153,062 |
|
(311,650 |
) |
||
|
Time Warner, Inc., Expires 7/16/05, Strike 18.00 |
|
1,420 |
|
161,736 |
|
(99,400 |
) |
||
|
Tyco International Ltd., Expires 4/16/05, Strike 35.00 |
|
665 |
|
130,944 |
|
(13,300 |
) |
||
|
UnitedHealth Group, Inc., Expires 6/18/05, Strike 90.00 |
|
350 |
|
164,486 |
|
(280,000 |
) |
||
|
Valeant Pharmaceuticals International, Expires 6/18/05, Strike 25.00 |
|
1,510 |
|
267,631 |
|
(52,850 |
) |
||
|
Walgreen Co., Expires 4/16/05, Strike 42.50 |
|
1,250 |
|
196,150 |
|
(268,750 |
) |
||
|
Watson Pharmaceuticals, Inc., Expires 5/21/05, Strike 30.00 |
|
700 |
|
111,709 |
|
(143,500 |
) |
||
|
Weight Watchers International, Inc., Expires 7/16/05, Strike 45.00 |
|
1,175 |
|
178,296 |
|
(158,625 |
) |
||
|
WellPoint, Inc., Expires 6/18/05, Strike 125.00 |
|
400 |
|
238,754 |
|
(284,000 |
) |
||
8
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Whole Foods Market, Inc., Expires 5/21/05, Strike 95.00 |
|
970 |
|
$ |
343,392 |
|
$ |
(843,900 |
) |
|
Williams Co., Inc. (The), Expires 5/21/05, Strike 17.50 |
|
4,565 |
|
384,790 |
|
(890,175 |
) |
||
|
Williams-Sonoma, Inc., Expires 05/21/05, Strike 35.00 |
|
1,405 |
|
237,602 |
|
(344,225 |
) |
||
|
TOTAL |
|
|
|
$ |
24,151,569 |
|
$ |
(27,452,945 |
) |
Written call option activity for the period ended March 31, 2005 was as follows:
|
|
|
Number of |
|
Premiums |
|
||
|
Outstanding, beginning of period |
|
— |
|
$ |
— |
|
|
|
Options written |
|
163,457 |
|
27,942,633 |
|
||
|
Options terminated in closing purchase transactions |
|
(25,358 |
) |
(3,790,684 |
) |
||
|
Options exercised |
|
(1 |
) |
(380 |
) |
||
|
Outstanding, end of period |
|
138,098 |
|
$ |
24,151,569 |
|
|
At March 31, 2005, 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: |
May 26, 2005 |
|
|
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 26, 2005 |
|
|
|
By: |
/s/ James L. O’Connor |
|
|
|
|
James L. O’Connor |
||
|
|
Treasurer and Principal Financial Officer |
||
|
|
|
||
|
Date: |
May 26, 2005 |
|
|