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 |
||
|
(Exact Name of Registrant as Specified in Charter) |
||
|
The Eaton Vance Building, |
|
02109 |
|
(Address of Principal Executive Offices) |
|
(Zip code) |
|
Alan R. Dynner, Esq. |
||
|
(Name and Address of Agent for Services) |
||
|
Registrant’s Telephone Number, Including Area Code: |
|
(617) 482-8260 |
|
Date of Fiscal Year End: |
|
December 31 |
|
Date of Reporting Period: |
|
March 31, 2007 |
Item 1. Schedule of Investments
Eaton Vance Enhanced Equity Income Fund II as of March 31, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 102.6% (1)
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 6.7% |
|
|
|
|
|
|
|
Alliant Techsystems, Inc. (2) |
|
90,230 |
|
$ |
7,933,022 |
|
|
Boeing Company |
|
63,500 |
|
5,645,785 |
|
|
|
General Dynamics Corp. |
|
201,896 |
|
15,424,854 |
|
|
|
L-3 Communications Holdings, Inc. |
|
108,158 |
|
9,460,580 |
|
|
|
Precision Castparts Corp. |
|
56,242 |
|
5,851,980 |
|
|
|
Rockwell Collins, Inc. |
|
155,659 |
|
10,418,257 |
|
|
|
United Technologies Corp. |
|
131,884 |
|
8,572,460 |
|
|
|
|
|
|
|
$ |
63,306,938 |
|
|
Auto Components — 1.3% |
|
|
|
|
|
|
|
BorgWarner, Inc. |
|
157,448 |
|
$ |
11,874,728 |
|
|
|
|
|
|
$ |
11,874,728 |
|
|
Biotechnology — 1.3% |
|
|
|
|
|
|
|
Amgen, Inc. (2) |
|
44,500 |
|
$ |
2,486,660 |
|
|
Cephalon, Inc. (2) |
|
139,444 |
|
9,929,807 |
|
|
|
|
|
|
|
$ |
12,416,467 |
|
|
Capital Markets — 4.8% |
|
|
|
|
|
|
|
Affiliated Managers Group, Inc. (2) |
|
112,405 |
|
$ |
12,179,082 |
|
|
Charles Schwab Corp. |
|
597,940 |
|
10,936,323 |
|
|
|
E*Trade Financial Corp. (2) |
|
423,103 |
|
8,978,246 |
|
|
|
Mellon Financial Corp. |
|
197,424 |
|
8,516,871 |
|
|
|
UBS AG |
|
81,500 |
|
4,843,545 |
|
|
|
|
|
|
|
$ |
45,454,067 |
|
|
Chemicals — 0.7% |
|
|
|
|
|
|
|
Ecolab, Inc. |
|
144,027 |
|
$ |
6,193,161 |
|
|
|
|
|
|
$ |
6,193,161 |
|
|
Commercial Banks — 1.0% |
|
|
|
|
|
|
|
Zions Bancorporation |
|
108,533 |
|
$ |
9,173,209 |
|
|
|
|
|
|
$ |
9,173,209 |
|
|
Commercial Services & Supplies — 1.9% |
|
|
|
|
|
|
|
Cintas Corp. |
|
215,189 |
|
$ |
7,768,323 |
|
|
Equifax, Inc. |
|
268,227 |
|
9,776,874 |
|
|
|
|
|
|
|
$ |
17,545,197 |
|
|
Communications Equipment — 3.4% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (2) |
|
400,987 |
|
$ |
10,237,198 |
|
|
QUALCOMM, Inc. |
|
213,058 |
|
9,089,054 |
|
|
|
Riverbed Technology, Inc. (2) |
|
159,633 |
|
4,412,256 |
|
|
|
Tellabs, Inc. (2) |
|
880,714 |
|
8,719,069 |
|
|
|
|
|
|
|
$ |
32,457,577 |
|
1
|
Computer Peripherals — 5.8% |
|
|
|
|
|
|
|
Apple, Inc. (2) |
|
164,317 |
|
$ |
15,266,692 |
|
|
Brocade Communications Systems, Inc. (2) |
|
1,047,499 |
|
9,972,190 |
|
|
|
EMC Corp. (2) |
|
511,243 |
|
7,080,716 |
|
|
|
Hewlett-Packard Co. |
|
187,491 |
|
7,525,889 |
|
|
|
NCR Corp. (2) |
|
124,000 |
|
5,923,480 |
|
|
|
Seagate Technology |
|
374,333 |
|
8,721,959 |
|
|
|
|
|
|
|
$ |
54,490,926 |
|
|
Construction & Engineering — 1.1% |
|
|
|
|
|
|
|
Foster Wheeler, Ltd. (2) |
|
170,796 |
|
$ |
9,972,778 |
|
|
|
|
|
|
$ |
9,972,778 |
|
|
Consumer Finance — 1.0% |
|
|
|
|
|
|
|
American Express Co. |
|
170,751 |
|
$ |
9,630,356 |
|
|
|
|
|
|
$ |
9,630,356 |
|
|
Diversified Telecommunication Services — 0.6% |
|
|
|
|
|
|
|
Windstream Corp. |
|
387,340 |
|
$ |
5,690,025 |
|
|
|
|
|
|
$ |
5,690,025 |
|
|
Electrical Equipment — 0.8% |
|
|
|
|
|
|
|
Emerson Electric Co. |
|
170,446 |
|
$ |
7,344,518 |
|
|
|
|
|
|
$ |
7,344,518 |
|
|
Electronic Equipment & Instruments — 0.8% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (2) |
|
238,199 |
|
$ |
8,024,924 |
|
|
|
|
|
|
$ |
8,024,924 |
|
|
Energy Equipment & Services — 2.7% |
|
|
|
|
|
|
|
Dresser-Rand Group, Inc. (2) |
|
280,246 |
|
$ |
8,536,293 |
|
|
Halliburton Co. |
|
269,519 |
|
8,554,533 |
|
|
|
Schlumberger, Ltd. |
|
122,295 |
|
8,450,585 |
|
|
|
|
|
|
|
$ |
25,541,411 |
|
|
Food & Staples Retailing — 0.9% |
|
|
|
|
|
|
|
Safeway, Inc. |
|
227,785 |
|
$ |
8,346,042 |
|
|
|
|
|
|
$ |
8,346,042 |
|
|
Food Products — 2.9% |
|
|
|
|
|
|
|
Kellogg Co. |
|
126,450 |
|
$ |
6,503,324 |
|
|
Nestle SA ADR |
|
116,862 |
|
11,325,552 |
|
|
|
William Wrigley Jr. Co. |
|
186,136 |
|
9,479,906 |
|
|
|
|
|
|
|
$ |
27,308,782 |
|
|
Health Care Equipment & Supplies — 6.2% |
|
|
|
|
|
|
|
Baxter International, Inc. |
|
200,240 |
|
$ |
10,546,641 |
|
|
Cytyc Corp. (2) |
|
223,097 |
|
7,632,148 |
|
|
|
DENTSPLY International, Inc. |
|
298,388 |
|
9,772,207 |
|
|
|
Edwards Lifesciences Corp. (2) |
|
248,856 |
|
12,616,999 |
|
|
2
|
St. Jude Medical, Inc. (2) |
|
208,094 |
|
$ |
7,826,415 |
|
|
Thoratec Corp. (2) |
|
463,535 |
|
9,687,882 |
|
|
|
|
|
|
|
$ |
58,082,292 |
|
|
Health Care Providers & Services — 4.4% |
|
|
|
|
|
|
|
DaVita, Inc. (2) |
|
174,068 |
|
$ |
9,281,306 |
|
|
Henry Schein, Inc. (2) |
|
211,140 |
|
11,650,705 |
|
|
|
Lincare Holdings, Inc. (2) |
|
277,189 |
|
10,158,977 |
|
|
|
UnitedHealth Group, Inc. |
|
191,046 |
|
10,119,707 |
|
|
|
|
|
|
|
$ |
41,210,695 |
|
|
Hotels, Restaurants & Leisure — 2.6% |
|
|
|
|
|
|
|
Cheesecake Factory, Inc. (2) |
|
391,645 |
|
$ |
10,437,339 |
|
|
Marriott International, Inc., Class A |
|
169,250 |
|
8,286,480 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
86,182 |
|
5,588,903 |
|
|
|
|
|
|
|
$ |
24,312,722 |
|
|
Household Products — 2.6% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
143,068 |
|
$ |
9,555,512 |
|
|
Procter & Gamble Co. |
|
230,650 |
|
14,567,854 |
|
|
|
|
|
|
|
$ |
24,123,366 |
|
|
Independent Power Producers & Energy Traders — 1.2% |
|
|
|
|
|
|
|
NRG Energy, Inc. (2) |
|
156,969 |
|
$ |
11,308,047 |
|
|
|
|
|
|
$ |
11,308,047 |
|
|
Insurance — 2.9% |
|
|
|
|
|
|
|
AON Corp. |
|
274,841 |
|
$ |
10,432,964 |
|
|
Travelers Cos., Inc. |
|
216,012 |
|
11,182,941 |
|
|
|
Willis Group Holdings, Ltd. |
|
138,488 |
|
5,481,355 |
|
|
|
|
|
|
|
$ |
27,097,260 |
|
|
Internet & Catalog Retail — 0.5% |
|
|
|
|
|
|
|
Liberty Media Corp. - Interactive Group (2) |
|
205,281 |
|
$ |
4,889,793 |
|
|
|
|
|
|
$ |
4,889,793 |
|
|
Internet Software & Services — 1.1% |
|
|
|
|
|
|
|
Google, Inc., Class A (2) |
|
22,278 |
|
$ |
10,206,888 |
|
|
|
|
|
|
$ |
10,206,888 |
|
|
IT Services — 2.8% |
|
|
|
|
|
|
|
Fidelity National Information Services, Inc. |
|
199,538 |
|
$ |
9,070,997 |
|
|
MoneyGram International, Inc. |
|
352,900 |
|
9,796,504 |
|
|
|
Paychex, Inc. |
|
202,473 |
|
7,667,653 |
|
|
|
|
|
|
|
$ |
26,535,154 |
|
|
Life Sciences Tools & Services — 1.4% |
|
|
|
|
|
|
|
Charles River Laboratories International, Inc. (2) |
|
151,205 |
|
$ |
6,994,743 |
|
|
Thermo Fisher Scientific, Inc. (2) |
|
133,400 |
|
6,236,450 |
|
|
|
|
|
|
|
$ |
13,231,193 |
|
3
|
Machinery — 4.1% |
|
|
|
|
|
|
|
Caterpillar, Inc. |
|
113,666 |
|
$ |
7,619,032 |
|
|
Eaton Corp. |
|
127,650 |
|
10,666,434 |
|
|
|
Parker Hannifin Corp. |
|
114,305 |
|
9,865,665 |
|
|
|
Trinity Industries, Inc. |
|
248,987 |
|
10,437,535 |
|
|
|
|
|
|
|
$ |
38,588,666 |
|
|
Media — 3.8% |
|
|
|
|
|
|
|
Comcast Corp., Class A (2) |
|
498,736 |
|
$ |
12,942,199 |
|
|
McGraw-Hill Companies, Inc., (The) |
|
173,173 |
|
10,889,118 |
|
|
|
Time Warner, Inc. |
|
587,998 |
|
11,595,321 |
|
|
|
|
|
|
|
$ |
35,426,638 |
|
|
Metals & Mining — 3.0% |
|
|
|
|
|
|
|
Aber Diamond Corp. |
|
246,057 |
|
$ |
9,168,084 |
|
|
Companhia Vale do Rio Doce ADR |
|
319,670 |
|
11,824,593 |
|
|
|
Newmont Mining Corp. |
|
179,852 |
|
7,551,985 |
|
|
|
|
|
|
|
$ |
28,544,662 |
|
|
Multiline Retail — 3.5% |
|
|
|
|
|
|
|
Dollar General Corp. |
|
479,000 |
|
$ |
10,130,850 |
|
|
Federated Department Stores, Inc. |
|
286,670 |
|
12,914,484 |
|
|
|
Saks, Inc. |
|
496,857 |
|
10,354,500 |
|
|
|
|
|
|
|
$ |
33,399,834 |
|
|
Pharmaceuticals — 5.3% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
194,500 |
|
$ |
10,853,100 |
|
|
Eli Lilly & Co. |
|
178,649 |
|
9,595,238 |
|
|
|
Johnson & Johnson |
|
175,453 |
|
10,572,798 |
|
|
|
Novartis AG ADR |
|
163,628 |
|
8,938,998 |
|
|
|
Wyeth |
|
192,817 |
|
9,646,635 |
|
|
|
|
|
|
|
$ |
49,606,769 |
|
|
Semiconductors & Semiconductor Equipment — 11.1% |
|
|
|
|
|
|
|
Cypress Semiconductor Corp. (2) |
|
168,862 |
|
$ |
3,132,390 |
|
|
KLA-Tencor Corp. |
|
230,760 |
|
12,304,123 |
|
|
|
Linear Technology Corp. |
|
290,931 |
|
9,190,510 |
|
|
|
Marvell Technology Group, Ltd. (2) |
|
541,611 |
|
9,104,481 |
|
|
|
MEMC Electronic Materials, Inc. (2) |
|
240,494 |
|
14,569,127 |
|
|
|
Microchip Technology, Inc. |
|
276,543 |
|
9,825,573 |
|
|
|
Micron Technology, Inc. (2) |
|
652,491 |
|
7,882,091 |
|
|
|
NVIDIA Corp. (2) |
|
308,224 |
|
8,870,687 |
|
|
|
Teradyne, Inc. (2) |
|
1,008,428 |
|
16,679,399 |
|
|
|
Texas Instruments, Inc. |
|
434,000 |
|
13,063,400 |
|
|
|
|
|
|
|
$ |
104,621,781 |
|
4
|
Software — 2.2% |
|
|
|
|
|
|
|
Autodesk, Inc. (2) |
|
189,967 |
|
$ |
7,142,759 |
|
|
Oracle Corp. (2) |
|
777,082 |
|
14,088,497 |
|
|
|
|
|
|
|
$ |
21,231,256 |
|
|
Specialty Retail — 3.6% |
|
|
|
|
|
|
|
Barnes & Noble, Inc. |
|
254,875 |
|
$ |
10,054,819 |
|
|
GameStop Corp., Class A (2) |
|
368,126 |
|
11,989,864 |
|
|
|
J. Crew Group, Inc. (2) |
|
289,882 |
|
11,644,560 |
|
|
|
|
|
|
|
$ |
33,689,243 |
|
|
Tobacco — 2.0% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
131,746 |
|
$ |
11,568,616 |
|
|
Lowes Corp. - Carolina Group |
|
97,949 |
|
7,405,924 |
|
|
|
|
|
|
|
$ |
18,974,540 |
|
|
Wireless Telecommunication Services — 0.6% |
|
|
|
|
|
|
|
Rogers Communications, Inc., Class B |
|
185,951 |
|
$ |
6,091,755 |
|
|
|
|
|
|
$ |
6,091,755 |
|
|
Total Common Stocks |
|
|
|
$ |
965,943,660 |
|
Short-Term Investments — 0.5%
|
|
|
Interest |
|
|
|
|
|
Description |
|
(000’s omitted) |
|
Value |
|
|
|
Investment in Cash Management Portfolio, 4.74% (3) |
|
4,520 |
|
$ |
4,520,143 |
|
|
Total Short-Term Investments |
|
|
|
$ |
4,520,143 |
|
|
Total
Investments — 103.1% |
|
|
|
$ |
970,463,803 |
|
COVERED CALL OPTIONS WRITTEN — (3.1)%
|
|
Number of |
|
Premium |
|
|
|
|||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Abbott Laboratories, Expires 5/19/07, Strike 52.50 |
|
1,945 |
|
$ |
388,247 |
|
$ |
(739,100 |
) |
|
Affiliated Managers Group, Inc., Expires 6/16/07, Strike 110.00 |
|
825 |
|
249,225 |
|
(371,250 |
) |
||
|
Agilent Technologies, Inc., Expires 5/19/07, Strike 32.50 |
|
1,145 |
|
242,263 |
|
(240,450 |
) |
||
|
Alliant Technologies, Inc., Expires 5/19/07, Strike 80.00 |
|
525 |
|
221,543 |
|
(472,500 |
) |
||
|
Altria Group, Inc., Expires 6/16/07, Strike 85.00 |
|
810 |
|
273,981 |
|
(413,100 |
) |
||
|
American Express Co., Expires 4/21/07, Strike 57.50 |
|
905 |
|
241,562 |
|
(54,300 |
) |
||
|
Amgen, Inc., Expires 7/21/07, Strike 67.50 |
|
445 |
|
105,506 |
|
(20,025 |
) |
||
5
|
AON Corp., Expires 4/21/07, Strike 35.00 |
|
1,225 |
|
$ |
241,317 |
|
$ |
(404,250 |
) |
|
Apple Computer, Inc., Expires 4/21/07, Strike 90.00 |
|
1,045 |
|
514,124 |
|
(449,350 |
) |
||
|
Autodesk Inc., Expires 4/21/07, Strike 42.50 |
|
920 |
|
291,723 |
|
(4,600 |
) |
||
|
Barnes and Noble, Inc., Expires 4/21/07, Strike 40.00 |
|
2,392 |
|
350,592 |
|
(167,440 |
) |
||
|
Baxter International Inc., Expires 5/19/07, Strike 52.50 |
|
1,879 |
|
182,445 |
|
(319,430 |
) |
||
|
Boeing Company, Expires 5/19/07, Strike 90.00 |
|
635 |
|
226,751 |
|
(155,575 |
) |
||
|
BorgWarner, Inc., Expires 4/21/07, Strike 70.00 |
|
940 |
|
208,503 |
|
(545,200 |
) |
||
|
Brocade Communications Systems, Inc., Expires 7/21/07, Strike 10.00 |
|
3,430 |
|
367,347 |
|
(257,250 |
) |
||
|
Caterpillar, Inc., Expires 5/19/07, Strike 65.00 |
|
665 |
|
230,814 |
|
(229,425 |
) |
||
|
Cephalon, Inc., Expires 5/19/07, Strike 75.00 |
|
985 |
|
152,276 |
|
(211,775 |
) |
||
|
Charles River Laboratories International, Inc., Expires 5/19/07, Strike 50.00 |
|
1,419 |
|
100,888 |
|
(85,140 |
) |
||
|
Charles Schwab Corp., Expires 6/16/07, Strike 20.00 |
|
3,415 |
|
174,501 |
|
(110,987 |
) |
||
|
Cheesecake Factory, Inc., Expires 7/21/07, Strike 30.00 |
|
3,676 |
|
554,104 |
|
(283,052 |
) |
||
|
Cintas Corp., Expires 5/19/07, Strike 40.00 |
|
850 |
|
103,782 |
|
(10,625 |
) |
||
|
Cisco Systems, Inc., Expires 4/21/07, Strike 27.50 |
|
1,775 |
|
207,668 |
|
(17,750 |
) |
||
|
Colgate-Palmolive Co., Expires 5/19/07, Strike 65.00 |
|
660 |
|
231,059 |
|
(166,650 |
) |
||
|
Comcast Corp., Class A, Expires 7/21/07, Strike 27.50 |
|
3,105 |
|
323,277 |
|
(232,875 |
) |
||
|
Companhia Vale do Rio Doce, Expires 6/16/07, Strike 35.00 |
|
3,000 |
|
561,283 |
|
(1,080,000 |
) |
||
|
Cypress Semiconductor Corp., Expires 6/16/07, Strike 17.50 |
|
1,025 |
|
184,087 |
|
(179,375 |
) |
||
|
Cytyc Corp., Expires 5/19/07, Strike 30.00 |
|
2,094 |
|
299,621 |
|
(1,047,000 |
) |
||
|
Davita, Inc., Expires 4/21/07, Strike 55.00 |
|
690 |
|
149,725 |
|
(37,950 |
) |
||
|
DENTSPLY International, Inc., Expires 4/21/07, Strike 30.00 |
|
990 |
|
204,924 |
|
(287,100 |
) |
||
|
Dollar General Corp., Expires 5/19/07, Strike 17.50 |
|
4,790 |
|
528,225 |
|
(1,820,200 |
) |
||
|
Dresser-Rand, Inc., Exp 6/16/07, Strike 25.00 |
|
1,315 |
|
351,226 |
|
(775,850 |
) |
||
|
E*Trade Financial Corp., Expires 4/21/07, Strike 25.00 |
|
1,865 |
|
221,473 |
|
(9,325 |
) |
||
|
Eaton Corp., Expires 4/21/07, Strike 85.00 |
|
895 |
|
113,037 |
|
(98,450 |
) |
||
|
Ecolab, Inc., Expires 7/21/07, Strike 45.00 |
|
595 |
|
46,766 |
|
(66,937 |
) |
||
|
Edwards Lifesciences Corp., Expires 5/19/07, Strike 50.00 |
|
1,105 |
|
317,236 |
|
(215,475 |
) |
||
|
EMC Corp., Expires 4/21/07, Strike 14.00 |
|
3,580 |
|
230,903 |
|
(143,200 |
) |
||
|
Emerson Electric Co., Expires 6/16/07, Strike 45.00 |
|
1,090 |
|
91,121 |
|
(70,850 |
) |
||
|
Equifax, Inc., Expires 4/21/07, Strike 40.00 |
|
1,120 |
|
212,905 |
|
(33,600 |
) |
||
|
Federated Department Stores, Inc., Expires 5/19/07, Strike 40.00 |
|
1,495 |
|
391,678 |
|
(837,200 |
) |
||
|
Fidelity National Information Services, Inc., Expires 4/21/07, Strike 40.00 |
|
915 |
|
193,974 |
|
(480,375 |
) |
||
|
Foster Wheeler, Ltd., Expires 5/19/07, Strike 60.00 |
|
890 |
|
278,147 |
|
(253,650 |
) |
||
|
GameStop Corp., Class A, Expires 4/21/07, Strike 27.50 |
|
2,705 |
|
543,691 |
|
(1,352,500 |
) |
||
|
General Dynamics Corp., Expires 5/19/07, Strike 80.00 |
|
1,225 |
|
186,317 |
|
(90,650 |
) |
||
|
Google, Inc., Class A, Expires 6/16/07, Strike 470.00 |
|
165 |
|
255,453 |
|
(297,000 |
) |
||
6
|
Halliburton Co., Expires 4/21/07, Strike 30.00 |
|
1,435 |
|
$ |
193,001 |
|
$ |
(265,475 |
) |
|
Hewlett-Packard Co., Expires 5/19/07, Strike 42.50 |
|
1,760 |
|
421,683 |
|
(96,800 |
) |
||
|
J Crew Group, Inc., Expires 6/16/07, Strike 40.00 |
|
1,830 |
|
261,279 |
|
(521,550 |
) |
||
|
Johnson & Johnson, Expires 4/21/07, Strike 65.00 |
|
720 |
|
222,833 |
|
(3,600 |
) |
||
|
Kellogg Co., Expires 6/16/07, Strike 50.00 |
|
1,187 |
|
204,276 |
|
(273,010 |
) |
||
|
KLA-Tencor Corp., Expires 6/16/07, Strike 55.00 |
|
1,585 |
|
423,347 |
|
(380,400 |
) |
||
|
L-3 Communications Holdings, Inc., Expires 4/21/07, Strike 85.00 |
|
1,081 |
|
284,005 |
|
(345,920 |
) |
||
|
Liberty Media Corp. - Interactive Group, Expires 4/21/07, Strike 22.50 |
|
1,100 |
|
131,193 |
|
(165,000 |
) |
||
|
Lilly Eli & Co., Expires 4/21/07, Strike 50.00 |
|
325 |
|
112,772 |
|
(130,000 |
) |
||
|
Lincare Holdings Inc., Expires 5/19/07, Strike 40.00 |
|
2,602 |
|
486,819 |
|
(65,050 |
) |
||
|
Linear Technology Corp., Expires 5/19/07, Strike 32.50 |
|
1,315 |
|
186,856 |
|
(118,350 |
) |
||
|
Loews Corp. - Carolina Group, Expires 6/16/07, Strike 75.00 |
|
615 |
|
171,976 |
|
(181,425 |
) |
||
|
Marriot International, Inc.,Class A, Expires 1/20/07, Strike 50.00 |
|
1,692 |
|
186,912 |
|
(126,900 |
) |
||
|
Marvell Technology Group, Ltd., Expires 5/19/07, Strike 20.00 |
|
2,770 |
|
325,437 |
|
(55,400 |
) |
||
|
McGraw-Hill Companies, Inc., Expires 5/19/07, Strike 70.00 |
|
1,625 |
|
279,654 |
|
(40,625 |
) |
||
|
MEMC Electronic Materials, Inc., Expires 4/21/07, Strike 45.00 |
|
1,605 |
|
312,596 |
|
(2,535,900 |
) |
||
|
Microchip Technology, Inc., Expires 4/21/07, Strike 35.00 |
|
1,310 |
|
238,465 |
|
(150,650 |
) |
||
|
Micron Techologies, Inc., Expires 7/21/07, Strike 13.00 |
|
2,050 |
|
130,376 |
|
(127,100 |
) |
||
|
Moneygram International, Inc., Expires 4/21/07, Strike 30.00 |
|
995 |
|
223,758 |
|
(12,438 |
) |
||
|
NCR Corp., Expires 4/21/07, Strike 45.00 |
|
1,240 |
|
256,729 |
|
(375,100 |
) |
||
|
Newmont Mining Corp., Expires 6/16/07, Strike 42.50 |
|
1,320 |
|
246,964 |
|
(257,400 |
) |
||
|
Novartis AG, Expires 7/21/07, Strike 60.00 |
|
780 |
|
47,657 |
|
(46,800 |
) |
||
|
NRG Energy, Inc., Expires 6/16/07, Strike 70.00 |
|
1,065 |
|
369,650 |
|
(543,150 |
) |
||
|
NVIDIA Corp., Expires 6/16/07, Strike 32.50 |
|
455 |
|
104,465 |
|
(50,050 |
) |
||
|
Oracle Corp., Expires 6/16/07, Strike 17.00 |
|
3,660 |
|
324,266 |
|
(585,600 |
) |
||
|
Parker Hannifin Corp., Expires 5/19/07, Strike 80.00 |
|
500 |
|
165,995 |
|
(367,500 |
) |
||
|
Precision Castparts Corp., Expires 6/16/07, Strike 100.00 |
|
410 |
|
220,204 |
|
(364,900 |
) |
||
|
Procter & Gamble Co., Expires 4/21/07, Strike 65.00 |
|
2,306 |
|
320,472 |
|
(46,120 |
) |
||
|
QUALCOMM, Inc., Expires 4/21/07, Strike 40.00 |
|
745 |
|
146,760 |
|
(238,400 |
) |
||
|
Riverbed Techology, Inc., Expires 6/16/07, Strike 35.00 |
|
775 |
|
183,747 |
|
(42,625 |
) |
||
|
Rockwell Collins, Inc., Expires 4/21/07, Strike 70.00 |
|
1,556 |
|
227,741 |
|
(15,560 |
) |
||
|
Rogers Communications, Inc., Class B, Expires 4/21/07, Strike 32.50 |
|
1,300 |
|
224,586 |
|
(113,750 |
) |
||
|
Safeway, Inc., Expires 6/16/07, Strike 35.00 |
|
2,138 |
|
303,800 |
|
(598,640 |
) |
||
|
Saks, Inc., Expires 5/19/07, Strike 20.00 |
|
2,820 |
|
406,309 |
|
(380,700 |
) |
||
|
Henry Schein, Inc., Expires 4/21/07, Strike 50.00 |
|
1,035 |
|
86,420 |
|
(573,390 |
) |
||
7
|
Schlumberger, Ltd., Expires 5/19/07, Strike 65.00 |
|
810 |
|
$ |
289,307 |
|
$ |
(461,700 |
) |
|
Seagate Technology, Expires 6/16/07, Strike 27.50 |
|
1,890 |
|
162,724 |
|
(47,250 |
) |
||
|
St. Jude Medical, Inc., Expires 4/21/07, Strike 40.00 |
|
1,195 |
|
218,236 |
|
(35,850 |
) |
||
|
Starwood Hotels & Resorts Worldwide, Inc., Expires 5/19/07, Strike 70.00 |
|
809 |
|
260,571 |
|
(60,675 |
) |
||
|
Tellabs, Inc., Expires 6/16/07, Strike 10.00 |
|
2,530 |
|
173,553 |
|
(139,150 |
) |
||
|
Teradyne, Inc., Expires 4/21/07, Strike 15.00 |
|
3,510 |
|
490,893 |
|
(568,620 |
) |
||
|
Texas Instruments, Inc., Expires 4/21/07, Strike 30.00 |
|
1,970 |
|
269,882 |
|
(167,450 |
) |
||
|
Thermo Fisher Scientific, Inc., Expires 6/16/07, Strike 45.00 |
|
645 |
|
140,025 |
|
(167,700 |
) |
||
|
Thoratec Corp., Expires 4/21/07, Strike 15.00 |
|
1,270 |
|
215,008 |
|
(749,300 |
) |
||
|
Thoratec Corp., Expires 4/21/07, Strike 17.50 |
|
1,455 |
|
253,890 |
|
(509,250 |
) |
||
|
Time Warner, Inc., Expires 4/21/07, Strike 20.00 |
|
1,095 |
|
80,589 |
|
(27,375 |
) |
||
|
Travelers Cos., Expires 4/21/07, Strike 55.00 |
|
2,027 |
|
80,064 |
|
(20,270 |
) |
||
|
Trinity Industries, Inc., Expires 4/21/07, Strike 35.00 |
|
935 |
|
296,012 |
|
(682,550 |
) |
||
|
United Technologies Corp., Expires 5/19/07, Strike 70.00 |
|
1,238 |
|
151,155 |
|
(30,950 |
) |
||
|
UnitedHealth Group, Expires 6/16/07, Strike 55.00 |
|
1,145 |
|
351,624 |
|
(194,650 |
) |
||
|
William Wrigley Jr. Co., Expires 6/16/07, Strike 55.00 |
|
1,861 |
|
132,315 |
|
(74,440 |
) |
||
|
Willis Group Holdings, Ltd., Expires 4/21/07, Strike 40.00 |
|
1,384 |
|
131,438 |
|
(62,280 |
) |
||
|
Wyeth, Expires 4/21/07, Strike 52.50 |
|
1,370 |
|
223,910 |
|
(34,250 |
) |
||
|
Zions Bancorporation, Expires 7/21/07, Strike 90.00 |
|
1,085 |
|
230,125 |
|
(139,965 |
) |
||
|
Total
Covered Call Options Written |
|
|
|
|
|
$ |
(29,507,739 |
) |
|
|
Other Assets, Less Liabilities — 0.0% |
|
|
|
|
|
$ |
445,557 |
|
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
941,401,621 |
|
|
|
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. |
|
(3) |
|
Affiliated investment investing in high quality, U.S. Dollar denominated money market instruments, and that is available to Eaton Vance portfolios and funds. The rate shown is the annualized seven-day yield as of March 31, 2007. |
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2007, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
945,297,598 |
|
|
Gross unrealized appreciation |
|
$ |
54,414,017 |
|
|
Gross unrealized depreciation |
|
(29,247,812 |
) |
|
|
Net unrealized appreciation |
|
$ |
25,166,205 |
|
8
Written call option activity for the period ended March 31, 2007 was as follows:
|
|
Number of |
|
Premiums |
|
||
|
Outstanding, beginning |
|
|
|
|
|
|
|
of period |
|
141,814 |
|
$ |
24,810,118 |
|
|
Options written |
|
171,374 |
|
28,329,781 |
|
|
|
Options terminated in closing purchase transactions |
|
(161,018 |
) |
(27,007,017 |
) |
|
|
Options expired |
|
(7,074 |
) |
(2,003,268 |
) |
|
|
Outstanding, end of period |
|
145,096 |
|
24,129,614 |
|
|
At March 31, 2007, 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 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 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) During the second fiscal quarter of the period covered by this report, the registrant’s internal control over financial reporting was modified to enhance the review and analysis of the relevant terms and conditions of transfers of securities in connection with inverse floating rate obligations in light of Statement of Financial Accounting Standards No. 140.
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 18, 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: |
|
May 18, 2007 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
May 18, 2007 |