UNITED
STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
|
Investment Company Act file number |
811-21745 |
|
||||
|
|
||||||
|
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund |
||||||
|
(Exact name of registrant as specified in charter) |
||||||
|
|
||||||
|
The Eaton Vance Building, 255 State Street, Boston, Massachusetts |
|
02109 |
||||
|
(Address of principal executive offices) |
|
(Zip code) |
||||
|
|
||||||
|
Alan R. Dynner, Esq. |
||||||
|
(Name and address of agent for service) |
||||||
|
|
||||||
|
Registrant's telephone number, including area code: |
(617) 482-8260 |
|
||||
|
|
||||||
|
Date of fiscal year end: |
December 31 |
|
||||
|
|
|
|
||||
|
Date of reporting period: |
September 30, 2006 |
|
||||
Item 1. Schedule of Investments
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of September 30, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 101.0%
|
Security |
|
Shares |
|
Value |
|
|
|
|
|
|
|
|
|
|
|
Aerospace & Defense — 0.7% |
|
|
|
|
|
|
|
BAE Systems PLC |
|
167,103 |
|
$ |
1,232,957 |
|
|
General Dynamics Corp. |
|
66,702 |
|
4,780,532 |
|
|
|
Honeywell International, Inc. |
|
152,231 |
|
6,226,248 |
|
|
|
Lockheed Martin Corp. |
|
22,206 |
|
1,911,048 |
|
|
|
|
|
|
|
$ |
14,150,785 |
|
|
|
|
|
|
|
|
|
|
Air Freight & Logistics — 0.8% |
|
|
|
|
|
|
|
C.H. Robinson Worldwide, Inc. |
|
83,730 |
|
3,732,683 |
|
|
|
Deutsche Post AG |
|
295,340 |
|
7,740,245 |
|
|
|
FedEx Corp. |
|
28,786 |
|
3,128,462 |
|
|
|
Yamato Holdings Co., Ltd. |
|
118,000 |
|
1,708,244 |
|
|
|
|
|
|
|
$ |
16,309,634 |
|
|
|
|
|
|
|
|
|
|
Airlines — 0.1% |
|
|
|
|
|
|
|
Deutsche Lufthansa AG |
|
69,057 |
|
1,458,360 |
|
|
|
Japan Airlines Corp. (1) |
|
335,000 |
|
655,236 |
|
|
|
|
|
|
|
$ |
2,113,596 |
|
|
|
|
|
|
|
|
|
|
Auto Components — 0.3% |
|
|
|
|
|
|
|
Bridgestone Corp. |
|
72,000 |
|
1,458,750 |
|
|
|
Cooper Tire and Rubber Co. |
|
33,444 |
|
336,447 |
|
|
|
Johnson Controls, Inc. |
|
39,177 |
|
2,810,558 |
|
|
|
NGK Spark Plug Co., Ltd. |
|
20,000 |
|
398,081 |
|
|
|
Stanley Electric Co., Ltd. |
|
17,200 |
|
355,766 |
|
|
|
Sumitomo Rubber Industries, Inc. |
|
25,000 |
|
275,549 |
|
|
|
Toyota Industries Corp. |
|
9,000 |
|
382,369 |
|
|
|
|
|
|
|
$ |
6,017,520 |
|
|
|
|
|
|
|
|
|
|
Automobiles — 1.3% |
|
|
|
|
|
|
|
DaimlerChrysler AG |
|
241,620 |
|
12,035,989 |
|
|
|
Harley-Davidson, Inc. |
|
24,652 |
|
1,546,913 |
|
|
|
Honda Motor Co., Ltd. |
|
119,200 |
|
4,008,024 |
|
|
|
Mitsubishi Motors Corp. (1) |
|
172,000 |
|
285,521 |
|
|
|
Nissan Motor Co., Ltd. |
|
97,600 |
|
1,093,381 |
|
|
|
Toyota Motor Corp. |
|
89,500 |
|
4,872,775 |
|
|
|
Volkswagen AG |
|
24,592 |
|
1,451,455 |
|
|
|
Volkswagen AG |
|
22,976 |
|
1,953,115 |
|
|
|
|
|
|
|
$ |
27,247,173 |
|
|
|
|
|
|
|
|
|
|
Beverages — 1.0% |
|
|
|
|
|
|
|
Brown-Forman Corp., Class B |
|
9,015 |
|
691,000 |
|
|
|
Heineken NV |
|
28,449 |
|
1,300,138 |
|
|
|
Ito En, Ltd. |
|
16,600 |
|
572,163 |
|
|
|
Kirin Brewery Company, Ltd. |
|
68,000 |
|
908,931 |
|
|
|
Molson Coors Brewing Co., Class B |
|
8,253 |
|
$ |
568,632 |
|
|
Pepsi Bottling Group, Inc. |
|
19,042 |
|
675,991 |
|
|
|
PepsiCo, Inc. |
|
140,963 |
|
9,199,245 |
|
|
|
Pernod-Ricard SA |
|
7,339 |
|
1,524,948 |
|
|
|
SABMiller PLC |
|
125,976 |
|
2,346,587 |
|
|
|
Sapporo Holdings, Ltd. |
|
153,000 |
|
727,554 |
|
|
|
Scottish & Newcastle PLC |
|
151,490 |
|
1,612,528 |
|
|
|
Takara Holdings, Inc. |
|
137,000 |
|
805,510 |
|
|
|
|
|
|
|
$ |
20,933,227 |
|
|
|
|
|
|
|
|
|
|
Biotechnology — 2.7% |
|
|
|
|
|
|
|
Amgen, Inc. (1) |
|
302,879 |
|
21,664,935 |
|
|
|
Biogen Idec, Inc. (1) |
|
204,749 |
|
9,148,185 |
|
|
|
Celgene Corp. (1) |
|
173,152 |
|
7,497,482 |
|
|
|
CV Therapeutics, Inc. (1) |
|
50,000 |
|
557,000 |
|
|
|
Genzyme Corp. (1) |
|
17,735 |
|
1,196,580 |
|
|
|
Gilead Sciences, Inc. (1) |
|
174,490 |
|
11,987,463 |
|
|
|
Regeneron Pharmaceuticals, Inc. (1) |
|
186,398 |
|
2,924,585 |
|
|
|
|
|
|
|
$ |
54,976,230 |
|
|
|
|
|
|
|
|
|
|
Building Products — 0.2% |
|
|
|
|
|
|
|
Asahi Glass Co., Ltd. |
|
160,000 |
|
1,974,874 |
|
|
|
JS Group Corp. |
|
25,600 |
|
536,186 |
|
|
|
Masco Corp. |
|
17,357 |
|
475,929 |
|
|
|
Sanwa Shutter Corp. |
|
78,000 |
|
442,449 |
|
|
|
|
|
|
|
$ |
3,429,438 |
|
|
|
|
|
|
|
|
|
|
Capital Markets — 2.6% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
134,492 |
|
4,742,188 |
|
|
|
Charles Schwab Corp. |
|
43,252 |
|
774,211 |
|
|
|
Daiwa Securities Group, Inc. |
|
160,000 |
|
1,872,834 |
|
|
|
E*Trade Financial Corp. (1) |
|
31,960 |
|
764,483 |
|
|
|
Federated Investors, Inc. |
|
15,936 |
|
538,796 |
|
|
|
Franklin Resources, Inc. |
|
66,123 |
|
6,992,507 |
|
|
|
Goldman Sachs Group, Inc. |
|
7,200 |
|
1,218,024 |
|
|
|
Man Group PLC |
|
234,666 |
|
1,963,446 |
|
|
|
Matsui Securities Co., Ltd. |
|
24,000 |
|
201,064 |
|
|
|
Merrill Lynch & Co., Inc. |
|
85,000 |
|
6,648,700 |
|
|
|
Nikko Cordial Corp. |
|
81,000 |
|
941,861 |
|
|
|
Nomura Holdings, Inc. |
|
69,300 |
|
1,220,663 |
|
|
|
UBS AG |
|
411,134 |
|
24,507,622 |
|
|
|
|
|
|
|
$ |
52,386,399 |
|
|
|
|
|
|
|
|
|
|
Chemicals — 1.4% |
|
|
|
|
|
|
|
Air Products and Chemicals, Inc. |
|
9,559 |
|
634,431 |
|
|
|
BASF AG |
|
140,361 |
|
11,211,323 |
|
|
|
Daicel Chemical Industries, Ltd. |
|
62,000 |
|
431,046 |
|
|
|
Dainippon Ink and Chemicals, Inc. |
|
120,000 |
|
437,702 |
|
|
|
Dow Chemical Co. |
|
73,566 |
|
2,867,603 |
|
|
|
E.I. du Pont de Nemours and Co. |
|
19,328 |
|
828,012 |
|
|
|
Eastman Chemical Co. |
|
11,375 |
|
614,477 |
|
|
|
Ecolab, Inc. |
|
16,822 |
|
720,318 |
|
|
|
Mitsubishi Chemical Holdings Corp. |
|
35,000 |
|
219,351 |
|
|
|
Nippon Kayaku Co., Ltd. |
|
184,000 |
|
1,561,735 |
|
|
|
Nissan Chemical Industries, Ltd. |
|
87,000 |
|
1,029,527 |
|
|
|
Nitto Denko Corp. |
|
5,600 |
|
331,914 |
|
|
|
Rohm & Haas Co. |
|
12,829 |
|
$ |
607,453 |
|
|
Shin-Etsu Chemical Co., Ltd. |
|
65,000 |
|
4,153,328 |
|
|
|
Sumitomo Bakelite Co., Ltd. |
|
39,000 |
|
295,133 |
|
|
|
Taiyo Nippon Sanso Corp. |
|
72,000 |
|
611,220 |
|
|
|
Teijin, Ltd. |
|
179,000 |
|
965,980 |
|
|
|
Zeon Corp. |
|
19,000 |
|
192,571 |
|
|
|
|
|
|
|
$ |
27,713,124 |
|
|
|
|
|
|
|
|
|
|
Commercial Banks — 9.2% |
|
|
|
|
|
|
|
ABN AMRO Holdings NV |
|
422,512 |
|
12,307,011 |
|
|
|
Banca Intesa SPA |
|
295,707 |
|
1,807,748 |
|
|
|
Banco Popular Espanol SA |
|
81,170 |
|
1,329,530 |
|
|
|
Banco Santander Central Hispano SA |
|
1,280,098 |
|
20,195,270 |
|
|
|
Bank of Fukuoka, Ltd. |
|
32,000 |
|
235,351 |
|
|
|
Bank of Yokohama, Ltd. |
|
113,000 |
|
891,980 |
|
|
|
Barclays PLC |
|
1,305,495 |
|
16,424,437 |
|
|
|
BNP Paribas SA |
|
158,748 |
|
17,042,447 |
|
|
|
Comerica, Inc. |
|
8,894 |
|
506,246 |
|
|
|
Commerzbank AG |
|
48,772 |
|
1,637,498 |
|
|
|
DNB NOR ASA |
|
105,036 |
|
1,286,329 |
|
|
|
First Horizon National Corp. |
|
14,106 |
|
536,169 |
|
|
|
HSBC Holdings PLC |
|
1,878,108 |
|
34,180,950 |
|
|
|
Huntington Bancshares, Inc. |
|
22,759 |
|
544,623 |
|
|
|
Joyo Bank, Ltd. |
|
37,000 |
|
219,676 |
|
|
|
KeyCorp |
|
16,538 |
|
619,183 |
|
|
|
Lloyds TSB Group PLC |
|
910,946 |
|
9,188,746 |
|
|
|
Marshall & Ilsley Corp. |
|
36,714 |
|
1,768,881 |
|
|
|
Mizuho Financial Group, Inc. |
|
47 |
|
365,107 |
|
|
|
Mizuho Trust & Banking Co., Ltd. |
|
155,000 |
|
347,391 |
|
|
|
National City Corp. |
|
168,516 |
|
6,167,686 |
|
|
|
North Fork Bancorp, Inc. |
|
157,976 |
|
4,524,433 |
|
|
|
Placer Sierra Bancshares |
|
7,177 |
|
159,401 |
|
|
|
Regions Financial Corp. |
|
16,786 |
|
617,557 |
|
|
|
Royal Bank of Scotland Group PLC |
|
471,202 |
|
16,175,070 |
|
|
|
Sanpaolo IMI SPA |
|
389,520 |
|
8,226,326 |
|
|
|
Skandinaviska Enskilda Banken AB |
|
51,831 |
|
1,393,661 |
|
|
|
Societe Generale |
|
102,929 |
|
16,335,743 |
|
|
|
Sterling Bancorp |
|
25,916 |
|
509,509 |
|
|
|
Sumitomo Mitsui Financial Group, Inc. |
|
105 |
|
1,103,152 |
|
|
|
Sumitomo Trust and Banking Co., Ltd. |
|
191,000 |
|
2,004,403 |
|
|
|
Svenska Handelsbanken AB |
|
48,059 |
|
1,298,707 |
|
|
|
Synovus Financial Corp. |
|
19,321 |
|
567,458 |
|
|
|
UnicCredito Italiano SPA |
|
195,279 |
|
1,607,559 |
|
|
|
Wells Fargo & Co. |
|
104,600 |
|
3,784,428 |
|
|
|
|
|
|
|
$ |
185,909,666 |
|
|
|
|
|
|
|
|
|
|
Commercial Services & Supplies — 1.0% |
|
|
|
|
|
|
|
Adecco SA |
|
28,437 |
|
1,709,689 |
|
|
|
Avery Dennison Corp. |
|
10,114 |
|
608,559 |
|
|
|
Cintas Corp. |
|
136,477 |
|
5,572,356 |
|
|
|
Dai Nippon Printing Co., Ltd. |
|
98,000 |
|
1,512,721 |
|
|
|
Donnelley (R.R) & Sons Co. |
|
73,912 |
|
2,436,140 |
|
|
|
Equifax, Inc. |
|
15,217 |
|
558,616 |
|
|
|
Half (Robert) International, Inc. |
|
15,815 |
|
537,236 |
|
|
|
Pitney Bowes, Inc. |
|
36,173 |
|
1,604,996 |
|
|
|
Resources Connection, Inc. (1) |
|
44,239 |
|
1,185,163 |
|
|
|
SECOM Co., Ltd. |
|
71,000 |
|
$ |
3,520,130 |
|
|
Waste Management, Inc. |
|
18,690 |
|
685,549 |
|
|
|
|
|
|
|
$ |
19,931,155 |
|
|
|
|
|
|
|
|
|
|
Communications Equipment — 4.5% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (1) |
|
1,277,165 |
|
29,374,795 |
|
|
|
Corning, Inc. (1) |
|
179,244 |
|
4,375,346 |
|
|
|
Motorola, Inc. |
|
149,639 |
|
3,740,975 |
|
|
|
Nokia Oyj |
|
643,364 |
|
12,660,514 |
|
|
|
QUALCOMM, Inc. |
|
729,121 |
|
26,503,548 |
|
|
|
Research in Motion, Ltd. (1) |
|
52,753 |
|
5,415,623 |
|
|
|
Telefonaktiebolaget LM Ericsson |
|
2,407,117 |
|
8,316,065 |
|
|
|
|
|
|
|
$ |
90,386,866 |
|
|
|
|
|
|
|
|
|
|
Computer Peripherals — 3.6% |
|
|
|
|
|
|
|
Apple Computer, Inc. (1) |
|
459,775 |
|
35,416,468 |
|
|
|
Dell, Inc. (1) |
|
368,613 |
|
8,419,121 |
|
|
|
Diebold, Inc. |
|
18,729 |
|
815,273 |
|
|
|
EMC Corp. (1) |
|
279,905 |
|
3,353,262 |
|
|
|
Fujitsu, Ltd. |
|
200,000 |
|
1,650,936 |
|
|
|
Hewlett-Packard Co. |
|
207,871 |
|
7,626,787 |
|
|
|
International Business Machines Corp. |
|
153,614 |
|
12,587,131 |
|
|
|
McDATA Corp., Class A (1) |
|
101,887 |
|
512,492 |
|
|
|
Palm, Inc. (1) |
|
54,994 |
|
800,713 |
|
|
|
Toshiba Corp. |
|
191,000 |
|
1,239,986 |
|
|
|
|
|
|
|
$ |
72,422,169 |
|
|
|
|
|
|
|
|
|
|
Construction & Engineering — 0.2% |
|
|
|
|
|
|
|
Chiyoda Corp. |
|
67,000 |
|
1,313,621 |
|
|
|
Fluor Corp. |
|
8,474 |
|
651,566 |
|
|
|
JGC Corp. |
|
64,000 |
|
1,071,530 |
|
|
|
Kajima Corp. |
|
151,000 |
|
690,246 |
|
|
|
Nishimatsu Construction Co., Ltd. |
|
97,000 |
|
362,693 |
|
|
|
|
|
|
|
$ |
4,089,656 |
|
|
|
|
|
|
|
|
|
|
Construction Materials — 0.1% |
|
|
|
|
|
|
|
Holcim, Ltd. |
|
13,518 |
|
1,100,933 |
|
|
|
Sumitomo Osaka Cement Co., Ltd. |
|
337,000 |
|
1,001,123 |
|
|
|
Vulcan Materials Co. |
|
7,353 |
|
575,372 |
|
|
|
|
|
|
|
$ |
2,677,428 |
|
|
|
|
|
|
|
|
|
|
Consumer Finance — 0.1% |
|
|
|
|
|
|
|
Credit Saison Co., Ltd. |
|
41,400 |
|
1,746,796 |
|
|
|
UFJ NICOS Co., Ltd. |
|
59,000 |
|
379,569 |
|
|
|
|
|
|
|
$ |
2,126,365 |
|
|
|
|
|
|
|
|
|
|
Containers & Packaging — 0.1% |
|
|
|
|
|
|
|
Bemis Co., Inc. |
|
21,337 |
|
701,134 |
|
|
|
Temple-Inland, Inc. |
|
28,051 |
|
1,124,845 |
|
|
|
Toyo Seikan Kaisha, Ltd. |
|
51,400 |
|
984,951 |
|
|
|
|
|
|
|
$ |
2,810,930 |
|
|
|
|
|
|
|
|
|
|
Distributors — 0.0% |
|
|
|
|
|
|
|
Genuine Parts Co. |
|
12,278 |
|
529,550 |
|
|
|
|
|
|
|
$ |
529,550 |
|
|
Diversified Consumer Services — 0.2% |
|
|
|
|
|
|
|
H&R Block, Inc. |
|
190,927 |
|
$ |
4,150,753 |
|
|
|
|
|
|
$ |
4,150,753 |
|
|
|
|
|
|
|
|
|
|
Diversified Financial Services — 3.5% |
|
|
|
|
|
|
|
Bank of America Corp. |
|
325,118 |
|
17,416,571 |
|
|
|
CITGroup, Inc. |
|
27,153 |
|
1,320,450 |
|
|
|
Citigroup, Inc. |
|
379,082 |
|
18,829,003 |
|
|
|
Fortis |
|
212,310 |
|
8,603,709 |
|
|
|
ING Groep NV |
|
367,107 |
|
16,116,486 |
|
|
|
JPMorgan Chase & Co. |
|
99,789 |
|
4,686,091 |
|
|
|
Moody’s Corp. |
|
59,015 |
|
3,858,401 |
|
|
|
|
|
|
|
$ |
70,830,711 |
|
|
|
|
|
|
|
|
|
|
Diversified Telecommunication Services — 2.8% |
|
|
|
|
|
|
|
AT&T Corp. |
|
151,129 |
|
4,920,760 |
|
|
|
Citizens Communications Co. |
|
465,146 |
|
6,530,650 |
|
|
|
Deutsche Telekom AG |
|
572,194 |
|
9,074,549 |
|
|
|
Embarq Corp. |
|
13,779 |
|
666,490 |
|
|
|
France Telecom SA |
|
142,623 |
|
3,276,897 |
|
|
|
Qwest Communications International, Inc. |
|
111,825 |
|
975,114 |
|
|
|
Telecom Italia SPA |
|
2,484,354 |
|
5,972,922 |
|
|
|
Telefonica SA |
|
936,051 |
|
16,187,373 |
|
|
|
Verizon Communications, Inc. |
|
246,478 |
|
9,151,728 |
|
|
|
|
|
|
|
$ |
56,756,483 |
|
|
|
|
|
|
|
|
|
|
Electric Utilities — 1.4% |
|
|
|
|
|
|
|
Enel SPA |
|
1,205,625 |
|
10,993,901 |
|
|
|
Fortum Oyj |
|
49,786 |
|
1,325,537 |
|
|
|
Kyushu Electric Power Co., Inc. |
|
13,400 |
|
316,764 |
|
|
|
PPL Corp. |
|
44,342 |
|
1,458,852 |
|
|
|
Progress Energy, Inc. |
|
142,438 |
|
6,463,836 |
|
|
|
Scottish and Southern Energy PLC |
|
78,146 |
|
1,920,343 |
|
|
|
Scottish Power PLC |
|
126,774 |
|
1,540,536 |
|
|
|
Tokyo Electric Power Co., Inc. |
|
57,300 |
|
1,650,672 |
|
|
|
Union Fenosa SA |
|
35,255 |
|
1,799,768 |
|
|
|
|
|
|
|
$ |
27,470,209 |
|
|
|
|
|
|
|
|
|
|
Electrical Equipment — 0.9% |
|
|
|
|
|
|
|
ABB Ltd. |
|
217,975 |
|
2,863,860 |
|
|
|
Cooper Industries, Ltd., Class A |
|
41,187 |
|
3,509,956 |
|
|
|
Emerson Electric Co. |
|
96,516 |
|
8,093,832 |
|
|
|
Fuji Electric Holdings Co., Ltd. |
|
217,000 |
|
1,120,985 |
|
|
|
Fujikura, Ltd. |
|
80,000 |
|
877,273 |
|
|
|
Furukawa Electric Co., Ltd. |
|
87,000 |
|
575,977 |
|
|
|
Hitachi Cable, Ltd. |
|
52,000 |
|
235,137 |
|
|
|
Schneider Electric SA |
|
11,952 |
|
1,329,719 |
|
|
|
Ushio, Inc. |
|
10,900 |
|
235,347 |
|
|
|
|
|
|
|
$ |
18,842,086 |
|
|
|
|
|
|
|
|
|
|
Electronic Equipment & Instruments — 0.8% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (1) |
|
73,937 |
|
2,417,001 |
|
|
|
Anritsu Corp. |
|
33,000 |
|
176,859 |
|
|
|
Hoya Corp. |
|
11,700 |
|
441,483 |
|
|
|
Kyocera Corp. |
|
74,600 |
|
6,387,251 |
|
|
|
Mabuchi Motor Co., Ltd. |
|
7,700 |
|
$ |
471,081 |
|
|
Murata Manufacturing Co., Ltd. |
|
6,400 |
|
445,133 |
|
|
|
Omron Corp. |
|
11,800 |
|
289,692 |
|
|
|
TDK Corp. |
|
66,700 |
|
5,345,292 |
|
|
|
|
|
|
|
$ |
15,973,792 |
|
|
|
|
|
|
|
|
|
|
Energy Equipment & Services — 0.7% |
|
|
|
|
|
|
|
BJ Services Co. |
|
14,856 |
|
447,611 |
|
|
|
Halliburton Co. |
|
182,089 |
|
5,180,432 |
|
|
|
National-Oilwell Varco, Inc. (1) |
|
7,944 |
|
465,121 |
|
|
|
Noble Corp. |
|
57,947 |
|
3,719,038 |
|
|
|
Transocean, Inc. (1) |
|
56,851 |
|
4,163,199 |
|
|
|
|
|
|
|
$ |
13,975,401 |
|
|
|
|
|
|
|
|
|
|
Food & Staples Retailing — 1.8% |
|
|
|
|
|
|
|
Alliance Boots PLC |
|
69,504 |
|
1,005,076 |
|
|
|
Circle K Sunkus Co., Ltd. |
|
16,500 |
|
310,038 |
|
|
|
CVS Corp. |
|
208,079 |
|
6,683,497 |
|
|
|
Familymart Co., Ltd. |
|
10,600 |
|
290,202 |
|
|
|
Koninklijke Ahold NV (1) |
|
153,410 |
|
1,626,412 |
|
|
|
Lawson, Inc. |
|
10,800 |
|
379,996 |
|
|
|
Matsumotokiyoshi Co., Ltd. |
|
8,200 |
|
197,101 |
|
|
|
Metro AG |
|
28,658 |
|
1,670,910 |
|
|
|
Seven and I Holdings Co., Ltd. |
|
94,200 |
|
3,036,473 |
|
|
|
SUPERVALU, Inc. |
|
17,345 |
|
514,279 |
|
|
|
Sysco Corp. |
|
100,301 |
|
3,355,068 |
|
|
|
UNY Co., Ltd. |
|
21,000 |
|
279,418 |
|
|
|
Walgreen Co. |
|
92,732 |
|
4,116,373 |
|
|
|
Wal-Mart Stores, Inc. |
|
249,063 |
|
12,283,787 |
|
|
|
|
|
|
|
$ |
35,748,630 |
|
|
|
|
|
|
|
|
|
|
Food Products — 2.1% |
|
|
|
|
|
|
|
Campbell Soup Co. |
|
17,968 |
|
655,832 |
|
|
|
ConAgra Foods, Inc. |
|
77,043 |
|
1,886,013 |
|
|
|
H.J. Heinz Co. |
|
14,987 |
|
628,405 |
|
|
|
Hershey Co. |
|
9,378 |
|
501,254 |
|
|
|
Kellogg Co. |
|
11,886 |
|
588,595 |
|
|
|
Meiji Seika Kaisha, Ltd. |
|
266,000 |
|
1,351,624 |
|
|
|
Morinaga & Co., Ltd. |
|
492,000 |
|
1,206,033 |
|
|
|
Nestle SA |
|
68,754 |
|
23,890,333 |
|
|
|
Nissin Food Products Co., Ltd. |
|
11,700 |
|
372,823 |
|
|
|
Sara Lee Corp. |
|
32,588 |
|
523,689 |
|
|
|
Toyo Suisan Kaisha, Ltd. |
|
12,000 |
|
173,083 |
|
|
|
Unilever NV |
|
463,239 |
|
11,376,980 |
|
|
|
|
|
|
|
$ |
43,154,664 |
|
|
|
|
|
|
|
|
|
|
Gas Utilities — 0.2% |
|
|
|
|
|
|
|
Gas Natural SDG SA |
|
45,614 |
|
1,660,637 |
|
|
|
Nicor, Inc. |
|
12,565 |
|
537,279 |
|
|
|
Peoples Energy Corp. |
|
13,340 |
|
542,271 |
|
|
|
Snam Rete Gas |
|
308,099 |
|
1,494,340 |
|
|
|
|
|
|
|
$ |
4,234,527 |
|
|
|
|
|
|
|
|
|
|
Health Care Equipment & Supplies — 0.9% |
|
|
|
|
|
|
|
Becton, Dickinson and Co. |
|
9,970 |
|
704,580 |
|
|
|
C.R. Bard, Inc. |
|
7,942 |
|
595,650 |
|
|
|
Hospira, Inc. (1) |
|
13,029 |
|
$ |
498,620 |
|
|
Immucor, Inc. (1) |
|
58,135 |
|
1,302,805 |
|
|
|
Intuitive Surgical, Inc. (1) |
|
37,629 |
|
3,967,978 |
|
|
|
Medtronic, Inc. |
|
134,465 |
|
6,244,555 |
|
|
|
Olympus Corp. |
|
64,000 |
|
1,886,992 |
|
|
|
St. Jude Medical, Inc. (1) |
|
13,530 |
|
477,474 |
|
|
|
Terumo Corp. |
|
53,700 |
|
2,036,787 |
|
|
|
|
|
|
|
$ |
17,715,441 |
|
|
|
|
|
|
|
|
|
|
Health Care Providers & Services — 1.1% |
|
|
|
|
|
|
|
Caremark Rx, Inc. |
|
39,458 |
|
2,236,085 |
|
|
|
Coventry Health Care, Inc. (1) |
|
42,975 |
|
2,214,072 |
|
|
|
Genesis HealthCare Corp. (1) |
|
19,809 |
|
943,503 |
|
|
|
HCA, Inc. |
|
82,379 |
|
4,109,888 |
|
|
|
Health Management Associates, Inc., Class A |
|
24,182 |
|
505,404 |
|
|
|
Humana, Inc. (1) |
|
35,364 |
|
2,337,207 |
|
|
|
Manor Care, Inc. |
|
22,330 |
|
1,167,412 |
|
|
|
McKesson Corp. |
|
125,474 |
|
6,614,989 |
|
|
|
Quest Diagnostics, Inc. |
|
19,560 |
|
1,196,290 |
|
|
|
|
|
|
|
$ |
21,324,850 |
|
|
|
|
|
|
|
|
|
|
Health Care Technology — 0.1% |
|
|
|
|
|
|
|
Emdeon Corp. (1) |
|
104,294 |
|
1,221,283 |
|
|
|
IMS Health, Inc. |
|
20,213 |
|
538,474 |
|
|
|
|
|
|
|
$ |
1,759,757 |
|
|
|
|
|
|
|
|
|
|
Hotels, Restaurants & Leisure — 1.6% |
|
|
|
|
|
|
|
Accor SA |
|
26,214 |
|
1,782,312 |
|
|
|
Carnival Corp. |
|
128,046 |
|
6,022,003 |
|
|
|
Harrah’s Entertainment, Inc. |
|
90,811 |
|
6,032,575 |
|
|
|
International Game Technology |
|
19,378 |
|
804,187 |
|
|
|
Six Flags, Inc. (1) |
|
43,632 |
|
228,195 |
|
|
|
Starbucks Corp. (1) |
|
230,561 |
|
7,850,602 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
54,114 |
|
3,094,780 |
|
|
|
Wendy’s International, Inc. |
|
23,698 |
|
1,587,766 |
|
|
|
Wyndham Worldwide Corp. (1) |
|
25,207 |
|
705,040 |
|
|
|
Yum! Brands, Inc. |
|
78,857 |
|
4,104,507 |
|
|
|
|
|
|
|
$ |
32,211,967 |
|
|
|
|
|
|
|
|
|
|
Household Durables — 1.0% |
|
|
|
|
|
|
|
D.R. Horton, Inc. |
|
65,363 |
|
1,565,444 |
|
|
|
Daito Trust Construction Co., Ltd. |
|
9,200 |
|
499,966 |
|
|
|
Electrolux AB |
|
71,130 |
|
1,154,635 |
|
|
|
Fortune Brands, Inc. |
|
36,182 |
|
2,717,630 |
|
|
|
Makita Corp. |
|
21,000 |
|
617,948 |
|
|
|
Pioneer Corp. |
|
89,500 |
|
1,576,125 |
|
|
|
Sekisui House, Ltd. |
|
174,000 |
|
2,635,082 |
|
|
|
Sharp Corp. |
|
86,000 |
|
1,476,603 |
|
|
|
Snap-On, Inc. |
|
15,120 |
|
673,596 |
|
|
|
Sony Corp. |
|
63,300 |
|
2,557,737 |
|
|
|
Stanley Works |
|
48,688 |
|
2,427,097 |
|
|
|
Thomson |
|
61,843 |
|
972,022 |
|
|
|
Whirlpool Corp. |
|
7,584 |
|
637,890 |
|
|
|
|
|
|
|
$ |
19,511,775 |
|
|
Household Products — 0.8% |
|
|
|
|
|
|
|
Henkel KGaA |
|
10,271 |
|
$ |
1,425,337 |
|
|
Kao Corp. |
|
124,000 |
|
3,307,446 |
|
|
|
Procter & Gamble Co. |
|
196,035 |
|
12,150,249 |
|
|
|
|
|
|
|
$ |
16,883,032 |
|
|
|
|
|
|
|
|
|
|
Independent Power Producers & Energy Traders — 0.5% |
|
|
|
|
|
|
|
International Power PLC |
|
187,715 |
|
1,096,830 |
|
|
|
TXU Corp. |
|
129,585 |
|
8,101,654 |
|
|
|
|
|
|
|
$ |
9,198,484 |
|
|
|
|
|
|
|
|
|
|
Industrial Conglomerates — 2.4% |
|
|
|
|
|
|
|
3M Co. |
|
81,121 |
|
6,037,025 |
|
|
|
General Electric Co. |
|
673,171 |
|
23,762,936 |
|
|
|
Siemens AG |
|
171,864 |
|
14,938,861 |
|
|
|
Tyco International, Ltd. |
|
150,105 |
|
4,201,439 |
|
|
|
|
|
|
|
$ |
48,940,261 |
|
|
|
|
|
|
|
|
|
|
Insurance — 4.4% |
|
|
|
|
|
|
|
ACE, Ltd. |
|
78,172 |
|
4,278,354 |
|
|
|
AFLAC, Inc. |
|
68,355 |
|
3,127,925 |
|
|
|
Alleanza Asicurazioni SPA |
|
121,297 |
|
1,417,098 |
|
|
|
Allstate Corp. |
|
88,818 |
|
5,571,553 |
|
|
|
American International Group, Inc. |
|
169,786 |
|
11,250,020 |
|
|
|
AON Corp. |
|
190,061 |
|
6,437,366 |
|
|
|
AXA SA |
|
431,704 |
|
15,891,554 |
|
|
|
Cincinnati Financial Corp. |
|
12,917 |
|
620,791 |
|
|
|
CNP Assurances |
|
12,081 |
|
1,169,474 |
|
|
|
Corp Mapfre SA |
|
55,418 |
|
1,157,244 |
|
|
|
Lincoln National Corp. |
|
19,628 |
|
1,218,506 |
|
|
|
Marsh & McLennan Cos., Inc. |
|
83,242 |
|
2,343,262 |
|
|
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
64,144 |
|
10,112,037 |
|
|
|
Prudential Financial, Inc. |
|
55,210 |
|
4,209,762 |
|
|
|
Prudential PLC |
|
755,214 |
|
9,336,312 |
|
|
|
Resolution PLC |
|
96,239 |
|
1,109,533 |
|
|
|
Sompo Japan Insurance, Inc. |
|
91,000 |
|
1,193,750 |
|
|
|
Storebrand ASA |
|
141,807 |
|
1,496,860 |
|
|
|
T & D Holdings, Inc. |
|
17,500 |
|
1,268,480 |
|
|
|
Trygvesta AS |
|
22,648 |
|
1,347,505 |
|
|
|
Willis Group Holdings, Ltd. |
|
9,036 |
|
343,368 |
|
|
|
XL Capital Ltd., Class A |
|
59,414 |
|
4,081,742 |
|
|
|
|
|
|
|
$ |
88,982,496 |
|
|
|
|
|
|
|
|
|
|
Internet & Catalog Retail — 0.4% |
|
|
|
|
|
|
|
GUS PLC |
|
69,063 |
|
1,245,251 |
|
|
|
IAC/InterActiveCorp (1) |
|
273,397 |
|
7,862,898 |
|
|
|
|
|
|
|
$ |
9,108,149 |
|
|
|
|
|
|
|
|
|
|
Internet Software & Services — 2.3% |
|
|
|
|
|
|
|
eAccess, Ltd. |
|
365 |
|
220,078 |
|
|
|
eBay, Inc. (1) |
|
417,326 |
|
11,835,365 |
|
|
|
Google, Inc., Class A (1) |
|
60,557 |
|
24,337,858 |
|
|
|
Yahoo!, Inc. (1) |
|
390,180 |
|
9,863,750 |
|
|
|
|
|
|
|
$ |
46,257,051 |
|
|
IT Services — 0.7% |
|
|
|
|
|
|
|
Alliance Data Systems Corp. (1) |
|
12,680 |
|
$ |
699,809 |
|
|
CheckFree Corp. (1) |
|
66,718 |
|
2,756,788 |
|
|
|
CSK Holdings Corp. |
|
53,700 |
|
2,250,106 |
|
|
|
Electronic Data Systems Corp. |
|
26,776 |
|
656,548 |
|
|
|
Kanbay International, Inc. (1) |
|
27,846 |
|
572,514 |
|
|
|
MoneyGram International, Inc. |
|
25,276 |
|
734,521 |
|
|
|
Nomura Research Institute, Ltd. |
|
2,800 |
|
388,973 |
|
|
|
NTT Data Corp. |
|
706 |
|
3,263,795 |
|
|
|
Satyam Computer Services, Ltd. ADR |
|
85,545 |
|
3,309,736 |
|
|
|
|
|
|
|
$ |
14,632,790 |
|
|
|
|
|
|
|
|
|
|
Leisure Equipment & Products — 0.3% |
|
|
|
|
|
|
|
Eastman Kodak Co. |
|
20,370 |
|
456,288 |
|
|
|
Fuji Photo Film Co., Ltd. |
|
46,800 |
|
1,707,310 |
|
|
|
Hasbro, Inc. |
|
26,234 |
|
596,823 |
|
|
|
Mattel, Inc. |
|
31,709 |
|
624,667 |
|
|
|
Namco Bandai Holdings, Inc. |
|
22,900 |
|
360,677 |
|
|
|
Nikon Corp. |
|
86,000 |
|
1,780,375 |
|
|
|
Sankyo Co., Ltd. |
|
4,500 |
|
240,407 |
|
|
|
Sega Sammy Holdings, Inc. |
|
10,700 |
|
344,703 |
|
|
|
|
|
|
|
$ |
6,111,250 |
|
|
|
|
|
|
|
|
|
|
Life Sciences Tools & Services — 0.1% |
|
|
|
|
|
|
|
Applera Corp.-Applied Biosystems Group |
|
26,681 |
|
883,408 |
|
|
|
Fisher Scientific International, Inc. (1) |
|
12,792 |
|
1,000,846 |
|
|
|
PerkinElmer, Inc. |
|
27,425 |
|
519,155 |
|
|
|
|
|
|
|
$ |
2,403,409 |
|
|
|
|
|
|
|
|
|
|
Machinery — 1.5% |
|
|
|
|
|
|
|
Amada Co., Ltd. |
|
38,000 |
|
382,250 |
|
|
|
Amano Corp. |
|
26,000 |
|
333,588 |
|
|
|
Danaher Corp. |
|
34,126 |
|
2,343,432 |
|
|
|
Deere & Co. |
|
84,100 |
|
7,056,831 |
|
|
|
Dover Corp. |
|
13,219 |
|
627,109 |
|
|
|
Eaton Corp. |
|
46,216 |
|
3,181,972 |
|
|
|
Ebara Corp. |
|
337,000 |
|
1,223,196 |
|
|
|
Fanuc, Ltd. |
|
71,900 |
|
5,614,894 |
|
|
|
Illinois Tool Works, Inc. |
|
13,282 |
|
596,362 |
|
|
|
Kawasaki Heavy Industries, Ltd. |
|
209,000 |
|
693,073 |
|
|
|
Komatsu, Ltd. |
|
93,000 |
|
1,610,032 |
|
|
|
Kurita Water Industries, Ltd. |
|
14,700 |
|
285,410 |
|
|
|
MAN AG |
|
17,561 |
|
1,481,718 |
|
|
|
Minebea Co., Ltd. |
|
226,000 |
|
1,238,707 |
|
|
|
Mitsui Engineering and Shipbuilding Co., Ltd. |
|
154,000 |
|
501,885 |
|
|
|
NSK, Ltd. |
|
173,000 |
|
1,462,135 |
|
|
|
Pall Corp. |
|
19,443 |
|
599,039 |
|
|
|
Parker Hannifin Corp. |
|
8,874 |
|
689,776 |
|
|
|
|
|
|
|
$ |
29,921,409 |
|
|
|
|
|
|
|
|
|
|
Marine — 0.2% |
|
|
|
|
|
|
|
AP Moller-Maersk A/S |
|
307 |
|
2,624,684 |
|
|
|
Nippon Yusen KK |
|
175,000 |
|
1,067,388 |
|
|
|
|
|
|
|
$ |
3,692,072 |
|
|
|
|
|
|
|
|
|
|
Media — 2.3% |
|
|
|
|
|
|
|
CBS Corp., Class B |
|
87,263 |
|
2,458,199 |
|
|
|
Comcast Corp., Class A (1) |
|
350,863 |
|
$ |
12,929,302 |
|
|
Dow Jones & Co., Inc. |
|
55,771 |
|
1,870,559 |
|
|
|
Fuji Television Network, Inc. |
|
216 |
|
488,135 |
|
|
|
Gannett Co., Inc. |
|
54,966 |
|
3,123,718 |
|
|
|
McGraw-Hill Cos., Inc. |
|
48,277 |
|
2,801,514 |
|
|
|
Mediaset SPA |
|
100,838 |
|
1,082,571 |
|
|
|
Meredith Corp. |
|
10,553 |
|
520,579 |
|
|
|
NTL, Inc. |
|
89,244 |
|
2,269,475 |
|
|
|
Omnicom Group, Inc. |
|
41,321 |
|
3,867,646 |
|
|
|
TiVo, Inc. |
|
242,835 |
|
1,843,118 |
|
|
|
Univision Communications, Inc., Class A (1) |
|
42,797 |
|
1,469,649 |
|
|
|
Viacom, Inc., Class B (1) |
|
87,263 |
|
3,244,438 |
|
|
|
Walt Disney Co. |
|
214,837 |
|
6,640,612 |
|
|
|
XM Satellite Radio Holdings, Inc., Class A |
|
169,572 |
|
2,185,783 |
|
|
|
|
|
|
|
$ |
46,795,298 |
|
|
|
|
|
|
|
|
|
|
Metals & Mining — 1.8% |
|
|
|
|
|
|
|
Alcan, Inc. |
|
41,646 |
|
1,660,426 |
|
|
|
Alcoa, Inc. |
|
49,548 |
|
1,389,326 |
|
|
|
Anglo American PLC |
|
195,022 |
|
8,180,511 |
|
|
|
Cia Vale do Rio Doce, ADR |
|
63,847 |
|
1,376,541 |
|
|
|
Dowa Mining Co., Ltd. |
|
146,000 |
|
1,264,262 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
72,782 |
|
3,876,369 |
|
|
|
Mitsui Mining & Smelting Co., Ltd. |
|
35,000 |
|
180,878 |
|
|
|
Mittal Steel Co. NV |
|
57,451 |
|
2,004,253 |
|
|
|
Nucor Corp. |
|
59,902 |
|
2,964,550 |
|
|
|
Rio Tinto PLC |
|
236,332 |
|
11,157,566 |
|
|
|
Sumitomo Metal Industries, Ltd. |
|
302,000 |
|
1,159,738 |
|
|
|
Sumitomo Metal Mining Co., Ltd. |
|
67,000 |
|
880,263 |
|
|
|
|
|
|
|
$ |
36,094,683 |
|
|
|
|
|
|
|
|
|
|
Multiline Retail — 1.2% |
|
|
|
|
|
|
|
Dollar General Corp. |
|
151,116 |
|
2,059,711 |
|
|
|
Federated Department Stores, Inc. |
|
151,948 |
|
6,565,673 |
|
|
|
Hankyu Department Stores |
|
42,000 |
|
355,335 |
|
|
|
J.C. Penney Company, Inc. |
|
10,989 |
|
751,538 |
|
|
|
Nordstrom, Inc. |
|
42,995 |
|
1,818,688 |
|
|
|
PPR SA |
|
12,595 |
|
1,864,356 |
|
|
|
Ryohin Keikaku Co., Ltd. |
|
3,600 |
|
255,005 |
|
|
|
Sears Holdings Corp. (1) |
|
62,826 |
|
9,932,162 |
|
|
|
The Daimaru, Inc. |
|
16,000 |
|
198,111 |
|
|
|
|
|
|
|
$ |
23,800,579 |
|
|
|
|
|
|
|
|
|
|
Multi-Utilities — 1.3% |
|
|
|
|
|
|
|
Ameren Corp. |
|
72,149 |
|
3,808,746 |
|
|
|
Centrica PLC |
|
281,371 |
|
1,708,364 |
|
|
|
Duke Energy Corp. |
|
104,432 |
|
3,153,846 |
|
|
|
KeySpan Corp. |
|
14,259 |
|
586,615 |
|
|
|
NiSource, Inc. |
|
161,910 |
|
3,519,923 |
|
|
|
PG&E Corp. |
|
16,823 |
|
700,678 |
|
|
|
Public Service Enterprise Group, Inc. |
|
56,822 |
|
3,476,938 |
|
|
|
RWE AG |
|
22,826 |
|
1,909,221 |
|
|
|
Suez SA (Brussels Exchange) |
|
52,258 |
|
2,294,149 |
|
|
|
Suez SA (Paris Exchange) |
|
25,000 |
|
1,097,322 |
|
|
|
Suez SA STRIP VVPR (1) |
|
53,996 |
|
684 |
|
|
|
TECO Energy, Inc. |
|
30,971 |
|
484,696 |
|
|
|
United Utilities PLC |
|
115,769 |
|
$ |
1,524,842 |
|
|
Veolia Environnement |
|
31,200 |
|
1,878,136 |
|
|
|
Xcel Energy, Inc. |
|
15,922 |
|
328,789 |
|
|
|
|
|
|
|
$ |
26,472,949 |
|
|
|
|
|
|
|
|
|
|
Office Electronics — 0.3% |
|
|
|
|
|
|
|
Canon, Inc. |
|
109,200 |
|
5,709,626 |
|
|
|
Xerox Corp. (1) |
|
38,686 |
|
601,954 |
|
|
|
|
|
|
|
$ |
6,311,580 |
|
|
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels — 8.1% |
|
|
|
|
|
|
|
BP PLC |
|
3,203,214 |
|
34,936,382 |
|
|
|
Chevron Corp. |
|
90,016 |
|
5,838,438 |
|
|
|
ConocoPhillips |
|
144,488 |
|
8,601,371 |
|
|
|
El Paso Corp. |
|
56,715 |
|
773,593 |
|
|
|
EnCana Corp. |
|
10,446 |
|
487,724 |
|
|
|
ENI SPA |
|
515,272 |
|
15,294,766 |
|
|
|
Exxon Mobil Corp. |
|
367,880 |
|
24,684,748 |
|
|
|
Frontline, Ltd. |
|
37,070 |
|
1,419,309 |
|
|
|
Hugoton Royalty Trust |
|
717 |
|
18,893 |
|
|
|
Murphy Oil Corp. |
|
10,642 |
|
506,027 |
|
|
|
Nippon Mining Holdings, Inc. |
|
33,000 |
|
233,989 |
|
|
|
Parallel Petroleum Corp. (1) |
|
99,479 |
|
1,995,549 |
|
|
|
Royal Dutch Shell PLC, Class A |
|
555,896 |
|
18,337,760 |
|
|
|
Royal Dutch Shell PLC, Class B |
|
383,980 |
|
13,031,776 |
|
|
|
Showa Shell Sekiyu KK |
|
119,900 |
|
1,337,403 |
|
|
|
Sunoco, Inc. |
|
15,302 |
|
951,631 |
|
|
|
TonenGeneral Sekiyu KK |
|
42,000 |
|
379,831 |
|
|
|
Total SA |
|
424,404 |
|
27,808,227 |
|
|
|
Williams Cos., Inc. |
|
283,854 |
|
6,775,595 |
|
|
|
|
|
|
|
$ |
163,413,012 |
|
|
|
|
|
|
|
|
|
|
Paper and Forest Products — 0.2% |
|
|
|
|
|
|
|
International Paper Co. |
|
50,046 |
|
1,733,093 |
|
|
|
Nippon Paper Group, Inc. |
|
190 |
|
688,412 |
|
|
|
OJI Paper Co., Ltd. |
|
164,000 |
|
898,615 |
|
|
|
|
|
|
|
$ |
3,320,120 |
|
|
|
|
|
|
|
|
|
|
Personal Products — 0.2% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
11,849 |
|
599,441 |
|
|
|
Beiersdorf AG |
|
28,716 |
|
1,525,856 |
|
|
|
Oriflame Cosmetics SA |
|
39,383 |
|
1,302,709 |
|
|
|
|
|
|
|
$ |
3,428,006 |
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals — 7.4% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
212,635 |
|
10,325,556 |
|
|
|
Allergan, Inc. |
|
20,957 |
|
2,359,968 |
|
|
|
Astellas Pharma, Inc. |
|
67,800 |
|
2,730,988 |
|
|
|
AstraZeneca PLC |
|
200,545 |
|
12,496,296 |
|
|
|
Bristol-Myers Squibb Co. |
|
330,336 |
|
8,231,973 |
|
|
|
Chugai Pharmaceuticals Co., Ltd. |
|
70,000 |
|
1,507,090 |
|
|
|
Cypress Bioscience, Inc. (1) |
|
25,169 |
|
183,734 |
|
|
|
Daiichi Sankyo Co., Ltd. |
|
47,100 |
|
1,334,716 |
|
|
|
Eisai Co., Ltd. |
|
85,900 |
|
4,161,216 |
|
|
|
GlaxoSmithKline PLC |
|
920,920 |
|
24,434,250 |
|
|
|
Johnson & Johnson Co. |
|
144,723 |
|
9,398,312 |
|
|
|
Merck & Co., Inc. |
|
40,719 |
|
$ |
1,706,126 |
|
|
Novartis AG |
|
206,358 |
|
12,005,983 |
|
|
|
Pfizer, Inc. |
|
599,790 |
|
17,010,044 |
|
|
|
Roche Holding AG |
|
118,891 |
|
20,483,129 |
|
|
|
Sanofi-Synthelabo SA |
|
167,961 |
|
14,917,178 |
|
|
|
Santen Pharmaceutical Co., Ltd. |
|
18,900 |
|
480,494 |
|
|
|
Takeda Pharmaceutical Co., Ltd. |
|
81,900 |
|
5,120,059 |
|
|
|
Tanabe Seiyaku Co., Ltd. |
|
28,000 |
|
351,865 |
|
|
|
Valeant Pharmaceuticals International |
|
43,284 |
|
856,158 |
|
|
|
|
|
|
|
$ |
150,095,135 |
|
|
|
|
|
|
|
|
|
|
Real Estate Investment Trusts (REITs) — 0.4% |
|
|
|
|
|
|
|
Apartment Investment and Management Co., Class A |
|
42,450 |
|
2,309,705 |
|
|
|
Host Hotels & Resorts, Inc. |
|
33,128 |
|
759,625 |
|
|
|
Japan Real Estate Investment Corp. |
|
50 |
|
423,508 |
|
|
|
Japan Retail Fund Investment Corp. |
|
50 |
|
368,458 |
|
|
|
Nippon Building Fund, Inc. |
|
56 |
|
569,106 |
|
|
|
Simon Property Group, Inc. |
|
35,779 |
|
3,242,293 |
|
|
|
|
|
|
|
$ |
7,672,695 |
|
|
|
|
|
|
|
|
|
|
Real Estate Management & Development — 0.2% |
|
|
|
|
|
|
|
Heiwa Real Estate Co., Ltd. |
|
219,000 |
|
1,367,141 |
|
|
|
NTT Urban Development Corp. |
|
83 |
|
664,971 |
|
|
|
Realogy Corp. (1) |
|
31,509 |
|
714,624 |
|
|
|
Sumitomo Realty & Development Co., Ltd. |
|
36,000 |
|
1,059,504 |
|
|
|
Tokyu Land Corp. |
|
29,000 |
|
275,408 |
|
|
|
|
|
|
|
$ |
4,081,648 |
|
|
|
|
|
|
|
|
|
|
Road & Rail — 0.2% |
|
|
|
|
|
|
|
Avis Budget Group, Inc. |
|
12,603 |
|
230,509 |
|
|
|
CSX Corp. |
|
23,794 |
|
781,157 |
|
|
|
East Japan Railway Co. |
|
50 |
|
349,907 |
|
|
|
Kinetsu Corp. |
|
91,000 |
|
285,028 |
|
|
|
Ryder System, Inc. |
|
15,960 |
|
824,813 |
|
|
|
Tobu Railway Co., Ltd. |
|
154,000 |
|
777,405 |
|
|
|
|
|
|
|
$ |
3,248,819 |
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor Equipment — 4.4% |
|
|
|
|
|
|
|
Advanced Micro Devices, Inc. (1) |
|
22,060 |
|
548,191 |
|
|
|
Advantest Corp. |
|
128,800 |
|
6,424,954 |
|
|
|
Analog Devices, Inc. |
|
33,409 |
|
981,891 |
|
|
|
Applied Materials, Inc. |
|
498,564 |
|
8,839,540 |
|
|
|
Atheros Communications, Inc. (1) |
|
55,283 |
|
1,002,281 |
|
|
|
Intel Corp. |
|
1,347,413 |
|
27,716,285 |
|
|
|
Intersil Corp., Class A |
|
40,863 |
|
1,003,187 |
|
|
|
KLA-Tencor Corp. |
|
154,838 |
|
6,885,646 |
|
|
|
LSI Logic Corp. (1) |
|
56,168 |
|
461,701 |
|
|
|
Marvell Technology Group, Ltd. (1) |
|
247,820 |
|
4,800,273 |
|
|
|
Maxim Integrated Products, Inc. |
|
301,951 |
|
8,475,765 |
|
|
|
MEMC Electronic Materials, Inc. (1) |
|
9,193 |
|
336,740 |
|
|
|
Microchip Technology, Inc. |
|
191,324 |
|
6,202,724 |
|
|
|
Micron Technology, Inc. (1) |
|
80,894 |
|
1,407,556 |
|
|
|
NVIDIA Corp. (1) |
|
142,807 |
|
4,225,659 |
|
|
|
ROHM Co., Ltd. |
|
2,400 |
|
223,539 |
|
|
|
Silicon Image, Inc. (1) |
|
108,396 |
|
$ |
1,378,797 |
|
|
STMicroelectronics N.V. |
|
100,381 |
|
1,732,576 |
|
|
|
Teradyne, Inc. (1) |
|
33,940 |
|
446,650 |
|
|
|
Tessera Technologies, Inc. (1) |
|
26,615 |
|
925,670 |
|
|
|
Tokyo Electron, Ltd. |
|
67,300 |
|
4,977,602 |
|
|
|
Veeco Instruments, Inc. (1) |
|
33,128 |
|
667,529 |
|
|
|
|
|
|
|
$ |
89,664,756 |
|
|
|
|
|
|
|
|
|
|
Software — 5.0% |
|
|
|
|
|
|
|
Autodesk Inc. (1) |
|
101,343 |
|
3,524,710 |
|
|
|
BMC Software, Inc. (1) |
|
26,642 |
|
725,195 |
|
|
|
CA, Inc. |
|
43,249 |
|
1,024,569 |
|
|
|
Compuware Corp. (1) |
|
58,560 |
|
456,182 |
|
|
|
Electronic Arts, Inc. (1) |
|
118,496 |
|
6,597,857 |
|
|
|
Konami Corp. |
|
85,700 |
|
2,180,737 |
|
|
|
Microsoft Corp. |
|
1,864,886 |
|
50,967,334 |
|
|
|
Oracle Corp. (1) |
|
1,184,781 |
|
21,018,015 |
|
|
|
Oracle Corp. |
|
10,800 |
|
467,791 |
|
|
|
Symantec Corp. (1) |
|
598,288 |
|
12,731,569 |
|
|
|
Trend Micro, Inc. |
|
70,000 |
|
2,047,208 |
|
|
|
|
|
|
|
$ |
101,741,167 |
|
|
|
|
|
|
|
|
|
|
Specialty Retail — 1.1% |
|
|
|
|
|
|
|
Abercrombie & Fitch Co., Class A |
|
38,268 |
|
2,658,861 |
|
|
|
Aoyama Trading Co., Ltd. |
|
9,600 |
|
307,266 |
|
|
|
Bed Bath and Beyond, Inc. (1) |
|
167,745 |
|
6,417,924 |
|
|
|
Best Buy Co., Inc. |
|
57,465 |
|
3,077,825 |
|
|
|
Big 5 Sporting Goods Corp. |
|
22,809 |
|
520,045 |
|
|
|
Fast Retailing Co., Ltd. |
|
65,600 |
|
6,171,404 |
|
|
|
Office Depot, Inc. (1) |
|
17,560 |
|
697,132 |
|
|
|
Shimamura Co., Ltd. |
|
2,400 |
|
234,636 |
|
|
|
Tiffany & Co. |
|
13,839 |
|
459,455 |
|
|
|
TJX Companies, Inc. |
|
25,596 |
|
717,456 |
|
|
|
|
|
|
|
$ |
21,262,004 |
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods — 0.4% |
|
|
|
|
|
|
|
Coach, Inc. (1) |
|
37,247 |
|
1,281,297 |
|
|
|
Compagnie Financiere Richemont AG, Class A |
|
33,833 |
|
1,624,817 |
|
|
|
Hanesbrands, Inc. (1) |
|
4,073 |
|
91,683 |
|
|
|
Nike, Inc., Class B |
|
33,075 |
|
2,898,032 |
|
|
|
Onward Kashiyama Company, Ltd. |
|
24,000 |
|
345,601 |
|
|
|
Swatch Group AG, Class B |
|
5,908 |
|
1,137,834 |
|
|
|
Toyobo Co., Ltd. |
|
298,000 |
|
786,063 |
|
|
|
Unitika, Ltd. |
|
158,000 |
|
218,170 |
|
|
|
|
|
|
|
$ |
8,383,497 |
|
|
|
|
|
|
|
|
|
|
Thrifts & Mortgage Finance — 0.4% |
|
|
|
|
|
|
|
Commercial Capital Bancorp |
|
30,478 |
|
485,819 |
|
|
|
Countrywide Financial Corp. |
|
19,114 |
|
669,755 |
|
|
|
Fannie Mae |
|
68,964 |
|
3,855,777 |
|
|
|
PFF Bancorp, Inc. |
|
52,597 |
|
1,948,193 |
|
|
|
Washington Mutual, Inc. |
|
21,787 |
|
947,081 |
|
|
|
|
|
|
|
$ |
7,906,625 |
|
|
|
|
|
|
|
|
|
|
Tobacco — 1.0% |
|
|
|
|
|
|
|
Altadis SA |
|
29,497 |
|
1,399,888 |
|
|
|
Altria Group, Inc. |
|
127,887 |
|
$ |
9,789,750 |
|
|
Gallaher Group PLC |
|
84,360 |
|
1,376,271 |
|
|
|
Imperial Tobacco Group PLC |
|
46,553 |
|
1,546,270 |
|
|
|
Reynolds American, Inc. |
|
79,066 |
|
4,899,720 |
|
|
|
UST, Inc. |
|
28,896 |
|
1,584,368 |
|
|
|
|
|
|
|
$ |
20,596,267 |
|
|
|
|
|
|
|
|
|
|
Trading Companies & Distributors — 0.3% |
|
|
|
|
|
|
|
ITOCHU Corp. |
|
70,000 |
|
543,412 |
|
|
|
Marubeni Corp. |
|
39,000 |
|
194,460 |
|
|
|
Mitsui and Co., Ltd. |
|
180,000 |
|
2,295,329 |
|
|
|
Toyota Tsusho Corp. |
|
56,591 |
|
1,491,594 |
|
|
|
WW Grainger, Inc. |
|
8,452 |
|
566,453 |
|
|
|
|
|
|
|
$ |
5,091,248 |
|
|
|
|
|
|
|
|
|
|
Transportation Infrastructure — 0.1% |
|
|
|
|
|
|
|
Societe des Autoroutes Paris-Rhin-Rhone |
|
19,885 |
|
1,480,283 |
|
|
|
|
|
|
|
$ |
1,480,283 |
|
|
|
|
|
|
|
|
|
|
Water Utilities — 0.1% |
|
|
|
|
|
|
|
Kelda Group PLC |
|
87,371 |
|
1,387,608 |
|
|
|
Severn Trent PLC |
|
61,138 |
|
1,523,704 |
|
|
|
|
|
|
|
$ |
2,911,312 |
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services — 2.0% |
|
|
|
|
|
|
|
Bouygues SA |
|
28,071 |
|
1,497,437 |
|
|
|
KDDI Corp. |
|
630 |
|
3,934,752 |
|
|
|
NII Holdings, Inc., Class B (1) |
|
100,807 |
|
6,266,163 |
|
|
|
NTT DoCoMo, Inc. |
|
148 |
|
228,123 |
|
|
|
Softbank Corp. |
|
198,300 |
|
4,107,647 |
|
|
|
Sprint Nextel Corp. |
|
275,590 |
|
4,726,369 |
|
|
|
Vodafone Group PLC |
|
8,312,583 |
|
18,942,900 |
|
|
|
|
|
|
|
$ |
39,703,391 |
|
|
|
|
|
|
|
|
|
|
Total Common Stocks |
|
|
|
$ |
2,039,427,434 |
|
|
|
|
|
|
|
|
|
|
Total Investments — 101.0% |
|
|
|
$ |
2,039,427,434 |
|
Covered Call Options Written — (1.7)%
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Eurotop 100
Index, Expires 10/17/06, |
|
23,974 |
|
$ |
8,121,192 |
|
$ |
(11,154,623 |
) |
|
Nasdaq 100
Index, Expires 10/21/06, |
|
495 |
|
1,682,208 |
|
(2,316,600 |
) |
||
|
Nasdaq 100
Index, Expires 10/21/06, |
|
1,550 |
|
4,753,369 |
|
(5,680,750 |
) |
||
|
Nasdaq 100
Index, Expires 10/21/06, |
|
646 |
|
1,646,331 |
|
(1,950,920 |
) |
||
|
Nikkei
Index, Expires 10/21/06, |
|
1,448 |
|
3,027,290 |
|
(798,215 |
) |
||
|
S & P
500 Index, Expires 10/21/06, |
|
648 |
|
1,100,304 |
|
(2,144,880 |
) |
||
|
S & P
500 Index, Expires 10/21/06, |
|
1,447 |
|
$ |
2,431,686 |
|
$ |
(3,733,260 |
) |
|
S & P
500 Index, Expires 10/21/06, |
|
2,868 |
|
4,221,414 |
|
(6,338,280 |
) |
||
|
Total Call Options Written |
|
|
|
|
|
$ |
(34,117,528 |
) |
|
|
|
|
|
|
|
|
|
|
||
|
Other Assets, Less Liabilities — 0.7% |
|
|
|
|
|
$ |
13,717,091 |
|
|
|
|
|
|
|
|
|
|
|
||
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
2,019,026,997 |
|
|
|
ADR |
- |
American Depository Receipt |
|
|
|
|
|
(1) |
|
Non-income producing security. |
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of September 30, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Country Concentration of Portfolio
|
|
|
Percentage of |
|
|
|
|
|
Country |
|
Total Investments |
|
Value |
|
|
|
United States |
|
53.1 |
% |
$ |
1,082,549,559 |
|
|
United Kingdom |
|
11.4 |
% |
232,625,342 |
|
|
|
Japan |
|
9.8 |
% |
199,797,040 |
|
|
|
France |
|
5.5 |
% |
112,162,888 |
|
|
|
Switzerland |
|
4.4 |
% |
89,324,201 |
|
|
|
Germany |
|
3.9 |
% |
79,626,475 |
|
|
|
Netherlands |
|
3.2 |
% |
64,801,616 |
|
|
|
Italy |
|
2.3 |
% |
47,897,232 |
|
|
|
Spain |
|
2.1 |
% |
43,729,710 |
|
|
|
Cayman Islands |
|
0.8 |
% |
16,242,333 |
|
|
|
Bermuda |
|
0.7 |
% |
14,274,346 |
|
|
|
Finland |
|
0.7 |
% |
13,986,051 |
|
|
|
Sweden |
|
0.6 |
% |
12,163,068 |
|
|
|
Belgium |
|
0.4 |
% |
8,603,709 |
|
|
|
Canada |
|
0.4 |
% |
7,563,773 |
|
|
|
Other countries, less than 0.3% each |
|
0.7 |
% |
14,080,091 |
|
|
|
|
|
100.0 |
% |
2,039,427,434 |
|
|
The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2006, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
1,863,201,913 |
|
|
Gross unrealized appreciation |
|
$ |
240,993,988 |
|
|
Gross unrealized depreciation |
|
(64,768,467 |
) |
|
|
Net unrealized appreciation |
|
$ |
176,225,521 |
|
The net unrealized appreciation on foreign currency at September 30, 2006 was 1,645,667.
A summary of financial instruments at September 30, 2006 is as follows:
Forward Foreign Currency Exchange Contracts
Sales
|
|
|
|
|
|
|
Net Unrealized |
|
|||
|
Settlement |
|
|
|
|
|
Appreciation |
|
|||
|
Date(s) |
|
Deliver |
|
In Exchange For |
|
(Depreciation) |
|
|||
|
10/19/06 |
|
Euro |
130,000,000 |
|
United States Dollar |
164,508,400 |
|
(316,718 |
) |
|
|
11/16/06 |
|
Euro |
135,000,000 |
|
United States Dollar |
170,144,000 |
|
(1,284,836 |
) |
|
|
12/14/06 |
|
Euro |
150,000,000 |
|
United States Dollar |
193,306,000 |
|
2,550,505 |
|
|
|
1/18/06 |
|
Euro |
1,463,000,000 |
|
United States Dollar |
179,040,500 |
|
710,131 |
|
|
|
10/02/06 |
|
Japanese Yen |
140,000,000 |
|
United States Dollar |
13,700 |
|
(6 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
1,659,076 |
|
Written call option activity for the nine months ended September 30, 2006 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
35,080 |
|
$ |
26,345,917 |
|
|
Options written |
|
306,989 |
|
237,106,389 |
|
|
|
Options closed |
|
(258,638 |
) |
(220,169,017 |
) |
|
|
Options Expired |
|
(50,355 |
) |
(16,299,495 |
) |
|
|
|
|
|
|
|
|
|
|
Outstanding, end of period |
|
33,076 |
|
$ |
26,983,794 |
|
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent.
At September 30, 2006, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
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 Tax-Managed Global Buy-Write Opportunities Fund |
|
|
||
|
|
|
|||
|
By: |
/s/ Duncan W. Richardson |
|
|
|
|
|
Duncan W. Richardson |
|
||
|
|
President and Principal Executive Officer |
|
||
|
|
|
|
||
|
Date: |
November 22, 2006 |
|
||
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
By: |
/s/ Duncan W. Richardson |
|
|
|
|
Duncan W. Richardson |
||
|
|
President and Principal Executive Officer |
||
|
|
|
||
|
Date: |
November 22, 2006 |
||
|
|
|
||
|
|
|
||
|
By: |
/s/ Barbara E. Campbell |
|
|
|
|
Barbara E. Campbell |
||
|
|
Treasurer and Principal Financial Officer |
||
|
|
|
||
|
Date: |
November 22, 2006 |
||