Item 1. Schedule of Investments | ||||||||
Item 2. Controls and Procedures | ||||||||
Signatures | ||||||||
Certifications |
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund | as of March 31, 2009 |
Security | Shares | Value | ||||||
Aerospace & Defense 0.9%
|
||||||||
European Aeronautic Defence & Space Co.
|
47,383 | $ | 550,583 | |||||
General Dynamics Corp.
|
66,702 | 2,774,136 | ||||||
Honeywell International, Inc.
|
106,620 | 2,970,433 | ||||||
L-3 Communications Holdings, Inc.
|
18,594 | 1,260,673 | ||||||
Rockwell Collins, Inc.
|
59,584 | 1,944,822 | ||||||
Rolls-Royce Group
PLC(1)
|
179,623 | 756,641 | ||||||
$ | 10,257,288 | |||||||
Air Freight & Logistics 0.7%
|
||||||||
CH Robinson Worldwide, Inc.
|
81,714 | $ | 3,726,976 | |||||
Deutsche Post AG
|
122,561 | 1,320,614 | ||||||
Expeditors International of Washington, Inc.
|
94,273 | 2,666,983 | ||||||
FedEx Corp.
|
28,786 | 1,280,689 | ||||||
$ | 8,995,262 | |||||||
Airlines 0.1%
|
||||||||
Air France-KLM
|
111,870 | $ | 994,693 | |||||
Ryanair Holdings PLC
ADR(1)
|
25,702 | 593,973 | ||||||
$ | 1,588,666 | |||||||
Auto Components 0.3%
|
||||||||
Aisin Seiki Co., Ltd.
|
15,600 | $ | 250,326 | |||||
Cooper Tire & Rubber Co.
|
30,158 | 121,838 | ||||||
Denso Corp.
|
65,300 | 1,320,062 | ||||||
Johnson Controls, Inc.
|
114,456 | 1,373,472 | ||||||
Tokai Rika Co., Ltd.
|
26,100 | 262,846 | ||||||
Toyota Boshoku Corp.
|
28,200 | 293,950 | ||||||
Toyota Industries Corp.
|
8,600 | 185,243 | ||||||
$ | 3,807,737 | |||||||
Automobiles 1.4%
|
||||||||
DaimlerChrysler AG
|
122,491 | $ | 3,086,203 | |||||
Honda Motor Co., Ltd.
|
151,500 | 3,606,574 | ||||||
Isuzu Motors, Ltd.
|
311,000 | 381,979 | ||||||
Mazda Motor Corp.
|
125,000 | 211,904 | ||||||
Nissan Motor Co., Ltd.
|
218,500 | 789,731 | ||||||
Toyota Motor Corp.
|
61,907 | 1,966,405 | ||||||
Volkswagen AG
|
21,183 | 6,505,010 | ||||||
Yamaha Motor Co., Ltd.
|
22,100 | 198,278 | ||||||
$ | 16,746,084 | |||||||
Security | Shares | Value | ||||||
Beverages 1.4%
|
||||||||
Carlsberg A/S, Class B
|
15,753 | $ | 646,875 | |||||
Coca-Cola
Co. (The)
|
90,906 | 3,995,319 | ||||||
Coca-Cola
West Co., Ltd.
|
26,200 | 419,170 | ||||||
Constellation Brands, Inc.,
Class A(1)
|
34,264 | 407,742 | ||||||
Heineken Holding NV, Class A
|
51,223 | 1,241,775 | ||||||
Heineken NV
|
30,199 | 857,869 | ||||||
Kirin Holdings Co., Ltd.
|
43,000 | 459,372 | ||||||
Pepsi Bottling Group, Inc.
|
34,449 | 762,701 | ||||||
PepsiCo, Inc.
|
123,412 | 6,353,250 | ||||||
Pernod-Ricard SA
|
11,630 | 648,135 | ||||||
Sapporo Holdings, Ltd.
|
128,000 | 490,039 | ||||||
$ | 16,282,247 | |||||||
Biotechnology 3.7%
|
||||||||
Amgen,
Inc.(1)
|
227,600 | $ | 11,270,752 | |||||
Biogen Idec,
Inc.(1)
|
134,180 | 7,033,716 | ||||||
Celgene
Corp.(1)
|
168,251 | 7,470,344 | ||||||
CV Therapeutics,
Inc.(1)
|
35,295 | 701,665 | ||||||
Gilead Sciences,
Inc.(1)
|
353,310 | 16,365,319 | ||||||
Martek Biosciences Corp.
|
56,488 | 1,030,906 | ||||||
Regeneron Pharmaceuticals,
Inc.(1)
|
42,972 | 595,592 | ||||||
$ | 44,468,294 | |||||||
Building Products 0.2%
|
||||||||
Asahi Glass Co., Ltd.
|
38,776 | $ | 205,860 | |||||
Daikin Industries, Ltd.
|
78,700 | 2,166,769 | ||||||
Masco Corp.
|
59,062 | 412,253 | ||||||
$ | 2,784,882 | |||||||
Capital Markets 1.8%
|
||||||||
Bank of New York Mellon Corp. (The)
|
119,790 | $ | 3,384,067 | |||||
Charles Schwab Corp. (The)
|
115,113 | 1,784,251 | ||||||
Franklin Resources, Inc.
|
43,596 | 2,348,517 | ||||||
Goldman Sachs Group, Inc.
|
27,535 | 2,919,261 | ||||||
Investec PLC
|
400,000 | 1,674,828 | ||||||
Julius Baer Holding AG
|
17,844 | 438,442 | ||||||
Man Group PLC
|
355,866 | 1,115,206 | ||||||
Nomura Holdings, Inc.
|
237,000 | 1,202,303 | ||||||
Northern Trust Corp.
|
31,017 | 1,855,437 | ||||||
Schroders PLC
|
115,586 | 1,310,288 | ||||||
Shinko Securities Co., Ltd.
|
105,000 | 207,267 | ||||||
UBS AG(1)
|
447,073 | 4,191,419 | ||||||
$ | 22,431,286 | |||||||
Security | Shares | Value | ||||||
Chemicals 1.8%
|
||||||||
Air Liquide SA
|
17,779 | $ | 1,445,760 | |||||
Air Products and Chemicals, Inc.
|
32,297 | 1,816,706 | ||||||
BASF AG
|
241,118 | 7,286,881 | ||||||
Daicel Chemical Industries, Ltd.
|
50,000 | 180,220 | ||||||
Dow Chemical Co. (The)
|
92,442 | 779,286 | ||||||
Eastman Chemical Co.
|
22,700 | 608,360 | ||||||
Hitachi Chemical Co., Ltd.
|
20,200 | 244,337 | ||||||
Kaneka Corp.
|
57,000 | 281,817 | ||||||
Mitsubishi Gas Chemical Co., Inc.
|
173,000 | 748,448 | ||||||
Monsanto Co.
|
38,287 | 3,181,650 | ||||||
Nitto Denko Corp.
|
11,900 | 243,515 | ||||||
Shin-Etsu Chemical Co., Ltd.
|
47,300 | 2,323,863 | ||||||
Showa Denko KK
|
293,000 | 364,163 | ||||||
Sumitomo Chemical Co., Ltd.
|
134,000 | 460,682 | ||||||
Taiyo Nippon Sanso Corp.
|
72,000 | 475,220 | ||||||
Toray Industries, Inc.
|
261,000 | 1,052,230 | ||||||
Tosoh Corp.
|
172,000 | 327,896 | ||||||
$ | 21,821,034 | |||||||
Commercial Banks 4.5%
|
||||||||
Banco Santander Central Hispano SA
|
1,596,786 | $ | 11,009,495 | |||||
Bank of Nova Scotia
|
32,994 | 809,013 | ||||||
BNP Paribas SA
|
142,080 | 5,861,727 | ||||||
Gunma Bank, Ltd.
|
149,000 | 810,758 | ||||||
Hachijuni Bank, Ltd. (The)
|
128,000 | 746,741 | ||||||
Hiroshima Bank, Ltd. (The)
|
151,000 | 578,726 | ||||||
HSBC Holdings PLC
|
1,875,426 | 10,441,578 | ||||||
Intesa Sanpaolo SpA
|
1,720,258 | 4,731,535 | ||||||
Lloyds Banking Group PLC
|
1,100,000 | 1,113,695 | ||||||
Mizuho Financial Group, Inc.
|
137,000 | 267,528 | ||||||
Royal Bank of Canada
|
58,284 | 1,685,573 | ||||||
Shinsei Bank,
Ltd.(1)
|
256,000 | 260,130 | ||||||
Societe Generale
|
182,224 | 7,128,029 | ||||||
Sumitomo Mitsui Financial Group, Inc.
|
9,208 | 324,226 | ||||||
Toronto-Dominion Bank
|
31,546 | 1,090,861 | ||||||
UniCredit SpA
|
1,896,766 | 3,121,820 | ||||||
Wells Fargo & Co.
|
299,713 | 4,267,913 | ||||||
$ | 54,249,348 | |||||||
Commercial Services &
Supplies 0.4%
|
||||||||
Avery Dennison Corp.
|
23,372 | $ | 522,130 | |||||
Republic Services, Inc.
|
15,222 | 261,057 | ||||||
SECOM Co., Ltd.
|
70,000 | 2,591,718 |
Security | Shares | Value | ||||||
Serco Group PLC
|
144,136 | $ | 755,257 | |||||
Waste Management, Inc.
|
41,988 | 1,074,893 | ||||||
$ | 5,205,055 | |||||||
Communications Equipment 5.2%
|
||||||||
Brocade Communications Systems,
Inc.(1)
|
29,461 | $ | 101,640 | |||||
Cisco Systems,
Inc.(1)
|
1,016,204 | 17,041,741 | ||||||
Corning, Inc.
|
98,620 | 1,308,687 | ||||||
Harris Corp.
|
45,732 | 1,323,484 | ||||||
Nokia Oyj
|
655,135 | 7,662,077 | ||||||
QUALCOMM, Inc.
|
724,835 | 28,203,330 | ||||||
Research In Motion,
Ltd.(1)
|
124,600 | 5,366,522 | ||||||
Riverbed Technology,
Inc.(1)
|
80,237 | 1,049,500 | ||||||
$ | 62,056,981 | |||||||
Computers & Peripherals 5.2%
|
||||||||
Apple,
Inc.(1)
|
387,722 | $ | 40,757,337 | |||||
Dell,
Inc.(1)
|
314,244 | 2,979,033 | ||||||
Hewlett-Packard Co.
|
241,463 | 7,741,304 | ||||||
International Business Machines Corp.
|
87,667 | 8,494,056 | ||||||
Mitsumi Electric Co., Ltd.
|
38,000 | 555,058 | ||||||
NEC
Corp.(1)
|
122,000 | 331,810 | ||||||
Seagate Technology
|
303,843 | 1,826,096 | ||||||
$ | 62,684,694 | |||||||
Construction & Engineering 0.4%
|
||||||||
Bouygues SA
|
25,787 | $ | 921,498 | |||||
Chiyoda Corp.
|
78,000 | 422,253 | ||||||
Fluor Corp.
|
9,129 | 315,407 | ||||||
Granite Construction, Inc.
|
21,951 | 822,723 | ||||||
Hochtief AG
|
28,374 | 1,068,960 | ||||||
JGC Corp.
|
69,000 | 796,723 | ||||||
Obayashi Corp.
|
212,000 | 1,034,357 | ||||||
$ | 5,381,921 | |||||||
Construction Materials 0.2%
|
||||||||
Lafarge SA
|
15,932 | $ | 719,274 | |||||
Taiheiyo Cement Corp.
|
250,000 | 368,244 | ||||||
Vulcan Materials Co.
|
24,404 | 1,080,853 | ||||||
$ | 2,168,371 | |||||||
Consumer Finance 0.2%
|
||||||||
American Express Co.
|
65,608 | $ | 894,237 | |||||
Discover Financial Services
|
59,731 | 376,903 | ||||||
ORIX
Corp.(1)
|
10,080 | 331,747 |
Security | Shares | Value | ||||||
SLM
Corp.(1)
|
97,247 | $ | 481,373 | |||||
Takefuji Corp.
|
30,880 | 146,057 | ||||||
$ | 2,230,317 | |||||||
Containers & Packaging 0.2%
|
||||||||
Bemis Co., Inc.
|
27,217 | $ | 570,740 | |||||
Rexam PLC
|
321,632 | 1,242,891 | ||||||
Toyo Seikan Kaisha, Ltd.
|
51,400 | 758,710 | ||||||
$ | 2,572,341 | |||||||
Distributors 0.3%
|
||||||||
Canon Marketing Japan, Inc.
|
39,000 | $ | 549,419 | |||||
Genuine Parts Co.
|
56,294 | 1,680,939 | ||||||
LKQ
Corp.(1)
|
61,787 | 881,700 | ||||||
$ | 3,112,058 | |||||||
Diversified Consumer Services 0.1%
|
||||||||
H&R Block, Inc.
|
65,199 | $ | 1,185,970 | |||||
$ | 1,185,970 | |||||||
Diversified Financial Services 1.1%
|
||||||||
CME Group, Inc.
|
8,790 | $ | 2,165,768 | |||||
Fortis
|
814,958 | 1,488,991 | ||||||
Groupe Bruxelles Lambert SA
|
6,437 | 437,043 | ||||||
JPMorgan Chase & Co.
|
285,692 | 7,593,693 | ||||||
Moodys Corp.
|
76,959 | 1,763,900 | ||||||
$ | 13,449,395 | |||||||
Diversified Telecommunication
Services 3.8%
|
||||||||
AT&T, Inc.
|
317,811 | $ | 8,008,837 | |||||
Deutsche Telekom AG
|
506,497 | 6,273,463 | ||||||
France Telecom SA
|
274,954 | 6,268,167 | ||||||
Frontier Communications Corp.
|
88,967 | 638,783 | ||||||
Nippon Telegraph & Telephone Corp.
|
10,100 | 385,464 | ||||||
Telefonica SA
|
796,352 | 15,880,305 | ||||||
Verizon Communications, Inc.
|
246,478 | 7,443,636 | ||||||
Windstream Corp.
|
100,356 | 808,869 | ||||||
$ | 45,707,524 | |||||||
Electric Utilities 2.1%
|
||||||||
Duke Energy Corp.
|
129,531 | $ | 1,854,884 | |||||
E.ON AG
|
283,085 | 7,851,107 | ||||||
Edison International
|
145,468 | 4,190,933 | ||||||
Enel SpA
|
1,137,993 | 5,456,977 | ||||||
Hokkaido Electric Power Co.
|
13,500 | 271,460 | ||||||
Iberdrola SA
|
371,167 | 2,603,739 | ||||||
Kyushu Electric Power Co., Inc.
|
13,400 | 300,862 |
Security | Shares | Value | ||||||
Shikoku Electric Power Co.
|
6,300 | $ | 168,254 | |||||
Tokyo Electric Power Co., Inc.
|
21,001 | 524,891 | ||||||
Union Fenosa SA
|
61,836 | 1,477,598 | ||||||
$ | 24,700,705 | |||||||
Electrical Equipment 1.1%
|
||||||||
ABB,
Ltd.(1)
|
433,638 | $ | 6,047,845 | |||||
Cooper Industries, Ltd., Class A
|
30,705 | 794,031 | ||||||
Emerson Electric Co.
|
127,413 | 3,641,464 | ||||||
Energy Conversion Devices,
Inc.(1)
|
7,332 | 97,296 | ||||||
First Solar,
Inc.(1)
|
18,250 | 2,421,775 | ||||||
Fujikura, Ltd.
|
69,000 | 192,388 | ||||||
Suntech Power Holdings Co., Ltd.
ADR(1)
|
19,232 | 224,822 | ||||||
$ | 13,419,621 | |||||||
Electronic Equipment, Instruments &
Components 0.9%
|
||||||||
Hoya Corp.
|
13,600 | $ | 270,661 | |||||
Ibiden Co., Ltd.
|
16,500 | 403,607 | ||||||
Keyence Corp.
|
2,310 | 437,021 | ||||||
Kyocera Corp.
|
73,234 | 4,888,300 | ||||||
Mabuchi Motor Co., Ltd.
|
10,900 | 443,962 | ||||||
Nippon Electric Glass Co., Ltd.
|
40,000 | 283,701 | ||||||
Omron Corp.
|
16,500 | 195,706 | ||||||
Taiyo Yuden Co., Ltd.
|
125,000 | 962,483 | ||||||
TDK Corp.
|
63,500 | 2,400,286 | ||||||
Yaskawa Electric Corp.
|
50,000 | 218,877 | ||||||
$ | 10,504,604 | |||||||
Energy Equipment &
Services 0.6%
|
||||||||
CARBO Ceramics, Inc.
|
29,215 | $ | 830,875 | |||||
Complete Production Services,
Inc.(1)
|
41,752 | 128,596 | ||||||
Halliburton Co.
|
130,037 | 2,011,672 | ||||||
Schlumberger, Ltd.
|
59,785 | 2,428,467 | ||||||
Transocean,
Ltd.(1)
|
28,078 | 1,652,110 | ||||||
Willbros Group,
Inc.(1)
|
25,872 | 250,958 | ||||||
$ | 7,302,678 | |||||||
Food & Staples Retailing 2.3%
|
||||||||
Circle K Sunkus Co., Ltd.
|
16,500 | $ | 235,223 | |||||
CVS Caremark Corp.
|
191,781 | 5,272,060 | ||||||
Familymart Co., Ltd.
|
10,600 | 322,765 | ||||||
Koninklijke Ahold NV
|
122,728 | 1,344,205 | ||||||
Kroger Co. (The)
|
115,650 | 2,454,093 | ||||||
Lawson, Inc.
|
5,300 | 220,161 | ||||||
Metro AG
|
28,658 | 944,890 | ||||||
Safeway, Inc.
|
20,338 | 410,624 |
Security | Shares | Value | ||||||
Seven & I Holdings Co., Ltd.
|
88,400 | $ | 1,951,612 | |||||
Sysco Corp.
|
99,048 | 2,258,294 | ||||||
UNY Co., Ltd.
|
52,000 | 412,306 | ||||||
Wal-Mart Stores, Inc.
|
216,471 | 11,278,139 | ||||||
$ | 27,104,372 | |||||||
Food Products 3.0%
|
||||||||
Cadbury PLC
|
63,336 | $ | 477,744 | |||||
Campbell Soup Co.
|
17,968 | 491,604 | ||||||
ConAgra Foods, Inc.
|
77,043 | 1,299,715 | ||||||
H.J. Heinz Co.
|
59,510 | 1,967,401 | ||||||
Hershey Co. (The)
|
54,133 | 1,881,122 | ||||||
Kraft Foods, Inc., Class A
|
88,500 | 1,972,665 | ||||||
Lindt & Spruengli AG
|
353 | 472,220 | ||||||
Nestle SA
|
558,806 | 18,878,906 | ||||||
Nippon Suisan Kaisha, Ltd.
|
181,600 | 478,181 | ||||||
Nissin Foods Holdings Co., Ltd.
|
11,700 | 346,438 | ||||||
Toyo Suisan Kaisha, Ltd.
|
15,000 | 309,505 | ||||||
Unilever NV
|
368,724 | 7,264,289 | ||||||
Yakult Honsha Co., Ltd.
|
11,000 | 196,830 | ||||||
$ | 36,036,620 | |||||||
Gas Utilities 0.8%
|
||||||||
Gas Natural SDG SA
|
45,614 | $ | 624,588 | |||||
GDF Suez
|
234,378 | 8,037,895 | ||||||
Snam Rete Gas
|
260,064 | 1,395,411 | ||||||
$ | 10,057,894 | |||||||
Health Care Equipment &
Supplies 1.4%
|
||||||||
Boston Scientific
Corp.(1)
|
231,022 | $ | 1,836,625 | |||||
Cooper Cos., Inc. (The)
|
16,718 | 442,024 | ||||||
Covidien, Ltd.
|
84,924 | 2,822,874 | ||||||
Edwards Lifesciences
Corp.(1)
|
7,026 | 425,986 | ||||||
Hologic,
Inc.(1)
|
67,694 | 886,114 | ||||||
Immucor,
Inc.(1)
|
43,389 | 1,091,233 | ||||||
Intuitive Surgical,
Inc.(1)
|
17,782 | 1,695,692 | ||||||
Medtronic, Inc.
|
159,154 | 4,690,268 | ||||||
Olympus Optical Corp.
|
37,000 | 603,788 | ||||||
Terumo Corp.
|
65,400 | 2,429,331 | ||||||
$ | 16,923,935 | |||||||
Health Care Providers &
Services 1.1%
|
||||||||
DaVita,
Inc.(1)
|
22,729 | $ | 998,940 | |||||
Humana,
Inc.(1)
|
35,364 | 922,293 | ||||||
IMS Health, Inc.
|
20,213 | 252,056 | ||||||
Laboratory Corp. of America
Holdings(1)
|
22,532 | 1,317,897 |
Security | Shares | Value | ||||||
Lincare Holdings,
Inc.(1)
|
56,738 | $ | 1,236,888 | |||||
McKesson Corp.
|
85,303 | 2,989,017 | ||||||
Medco Health Solutions,
Inc.(1)
|
77,226 | 3,192,523 | ||||||
UnitedHealth Group, Inc.
|
113,398 | 2,373,420 | ||||||
$ | 13,283,034 | |||||||
Hotels, Restaurants &
Leisure 1.1%
|
||||||||
Accor SA
|
26,214 | $ | 912,338 | |||||
Carnival Corp., Unit
|
22,815 | 492,804 | ||||||
International Game Technology
|
64,170 | 591,647 | ||||||
Marriott International, Inc., Class A
|
107,229 | 1,754,266 | ||||||
Starbucks
Corp.(1)
|
318,156 | 3,534,713 | ||||||
Starwood Hotels & Resorts Worldwide, Inc.
|
54,114 | 687,248 | ||||||
Wynn Resorts,
Ltd.(1)
|
27,627 | 551,711 | ||||||
Yum! Brands, Inc.
|
157,714 | 4,333,981 | ||||||
$ | 12,858,708 | |||||||
Household Durables 0.6%
|
||||||||
Casio Computer Co., Ltd.
|
77,300 | $ | 552,887 | |||||
Makita Corp.
|
9,200 | 210,112 | ||||||
Ryland Group, Inc.
|
37,074 | 617,653 | ||||||
Sekisui Chemical Co., Ltd.
|
122,000 | 609,363 | ||||||
Sharp Corp.
|
88,000 | 704,195 | ||||||
Snap-On, Inc.
|
15,120 | 379,512 | ||||||
Sony Corp.
|
81,400 | 1,683,717 | ||||||
Stanley Works (The)
|
48,688 | 1,417,795 | ||||||
Whirlpool Corp.
|
36,102 | 1,068,258 | ||||||
$ | 7,243,492 | |||||||
Household Products 1.3%
|
||||||||
Clorox Co. (The)
|
36,298 | $ | 1,868,621 | |||||
Colgate-Palmolive Co.
|
28,351 | 1,672,142 | ||||||
Kao Corp.
|
108,654 | 2,120,100 | ||||||
Procter & Gamble Co.
|
192,358 | 9,058,138 | ||||||
Uni-Charm Corp.
|
8,500 | 516,674 | ||||||
$ | 15,235,675 | |||||||
Independent Power Producers & Energy
Traders 0.1%
|
||||||||
AES Corp.
(The)(1)
|
97,536 | $ | 566,684 | |||||
NRG Energy,
Inc.(1)
|
39,661 | 698,034 | ||||||
$ | 1,264,718 | |||||||
Industrial Conglomerates 1.6%
|
||||||||
3M Co.
|
82,273 | $ | 4,090,614 | |||||
General Electric Co.
|
616,068 | 6,228,447 | ||||||
Hankyu Hanshin Holdings, Inc.
|
39,128 | 177,945 |
Security | Shares | Value | ||||||
Siemens AG
|
155,733 | $ | 8,890,734 | |||||
Textron, Inc.
|
29,211 | 167,671 | ||||||
$ | 19,555,411 | |||||||
Insurance 3.3%
|
||||||||
ACE, Ltd.
|
70,355 | $ | 2,842,342 | |||||
Aioi Insurance Co., Ltd.
|
108,000 | 420,508 | ||||||
Allianz SE
|
85,301 | 7,139,908 | ||||||
AON Corp.
|
81,816 | 3,339,729 | ||||||
AXA SA
|
428,404 | 5,141,894 | ||||||
Cincinnati Financial Corp.
|
140,338 | 3,209,530 | ||||||
CNP Assurances
|
14,204 | 895,792 | ||||||
Corporacion Mapfre SA
|
200,954 | 440,042 | ||||||
Marsh & McLennan Cos., Inc.
|
111,769 | 2,263,322 | ||||||
MetLife, Inc.
|
112,391 | 2,559,143 | ||||||
Muenchener Rueckversicherungs-Gesellschaft AG
|
47,495 | 5,783,276 | ||||||
Nipponkoa Insurance Co., Ltd.
|
39,000 | 225,810 | ||||||
Old Mutual PLC
|
3,533,145 | 2,630,317 | ||||||
RSA Insurance Group PLC
|
330,365 | 616,056 | ||||||
Sony Financial Holdings, Inc.
|
136 | 366,792 | ||||||
T & D Holdings, Inc.
|
34,550 | 841,453 | ||||||
TrygVesta AS
|
13,598 | 688,060 | ||||||
$ | 39,403,974 | |||||||
Internet & Catalog Retail 0.6%
|
||||||||
Amazon.com,
Inc.(1)
|
92,872 | $ | 6,820,520 | |||||
Liberty Media Corp. - Interactive,
Class A(1)
|
269,363 | 781,153 | ||||||
$ | 7,601,673 | |||||||
Internet Software &
Services 2.4%
|
||||||||
Akamai Technologies,
Inc.(1)
|
49,843 | $ | 966,954 | |||||
Ariba,
Inc.(1)
|
55,338 | 483,101 | ||||||
eBay,
Inc.(1)
|
265,244 | 3,331,465 | ||||||
Google, Inc.,
Class A(1)
|
51,959 | 18,084,850 | ||||||
MercadoLibre,
Inc.(1)
|
23,884 | 443,048 | ||||||
Omniture,
Inc.(1)
|
29,159 | 384,607 | ||||||
VeriSign,
Inc.(1)
|
132,262 | 2,495,784 | ||||||
Yahoo!,
Inc.(1)
|
170,044 | 2,178,264 | ||||||
$ | 28,368,073 | |||||||
IT Services 1.2%
|
||||||||
Accenture, Ltd., Class A
|
22,699 | $ | 623,996 | |||||
CapGemini SA
|
47,121 | 1,514,426 | ||||||
Cognizant Technology Solutions
Corp.(1)
|
179,418 | 3,730,100 | ||||||
CSK Holdings
Corp.(1)
|
126,500 | 315,032 | ||||||
Fidelity National Information Services, Inc.
|
51,873 | 944,089 |
Security | Shares | Value | ||||||
Infosys Technologies, Ltd. ADR
|
107,814 | $ | 2,871,087 | |||||
MasterCard, Inc., Class A
|
5,421 | 907,909 | ||||||
Nomura Research Institute, Ltd.
|
14,000 | 219,762 | ||||||
NTT Data Corp.
|
731 | 2,002,545 | ||||||
Obic Co., Ltd.
|
2,060 | 259,577 | ||||||
Otsuka Corp.
|
4,700 | 175,746 | ||||||
Western Union Co.
|
89,601 | 1,126,285 | ||||||
$ | 14,690,554 | |||||||
Leisure Equipment &
Products 0.2%
|
||||||||
Hasbro, Inc.
|
26,234 | $ | 657,686 | |||||
Mattel, Inc.
|
31,709 | 365,605 | ||||||
Nikon Corp.
|
75,000 | 853,581 | ||||||
Sankyo Co., Ltd.
|
4,000 | 174,814 | ||||||
Sega Sammy Holdings, Inc.
|
36,300 | 321,992 | ||||||
$ | 2,373,678 | |||||||
Life Sciences Tools &
Services 0.1%
|
||||||||
PerkinElmer, Inc.
|
27,425 | $ | 350,217 | |||||
Thermo Fisher Scientific,
Inc.(1)
|
36,262 | 1,293,466 | ||||||
$ | 1,643,683 | |||||||
Machinery 1.8%
|
||||||||
AGCO
Corp.(1)
|
30,980 | $ | 607,208 | |||||
Caterpillar, Inc.
|
46,992 | 1,313,896 | ||||||
Dover Corp.
|
15,298 | 403,561 | ||||||
Eaton Corp.
|
46,216 | 1,703,522 | ||||||
Fanuc, Ltd.
|
63,627 | 4,351,897 | ||||||
Hitachi Construction Machinery Co., Ltd.
|
82,900 | 1,094,478 | ||||||
Ingersoll-Rand Co., Ltd., Class A
|
141,103 | 1,947,221 | ||||||
Japan Steel Works, Ltd.
|
135,000 | 1,287,074 | ||||||
Kawasaki Heavy Industries, Ltd.
|
107,000 | 214,811 | ||||||
Komatsu, Ltd.
|
93,000 | 1,029,209 | ||||||
Kurita Water Industries, Ltd.
|
14,700 | 286,081 | ||||||
MAN AG
|
18,989 | 824,255 | ||||||
Minebea Co., Ltd.
|
67,127 | 247,247 | ||||||
Mitsui Engineering & Shipbuilding Co., Ltd.
|
266,000 | 449,700 | ||||||
NGK Insulators, Ltd.
|
91,000 | 1,423,293 | ||||||
NSK, Ltd.
|
96,000 | 372,625 | ||||||
NTN Corp.
|
195,000 | 553,400 | ||||||
Pall Corp.
|
30,660 | 626,384 | ||||||
Parker Hannifin Corp.
|
13,311 | 452,308 | ||||||
Sandvik AB
|
140,200 | 803,128 |
Security | Shares | Value | ||||||
Scania AB, Class B
|
77,000 | $ | 626,642 | |||||
SMC Corp.
|
3,400 | 331,371 | ||||||
Titan International, Inc.
|
23,159 | 116,490 | ||||||
$ | 21,065,801 | |||||||
Marine 0.1%
|
||||||||
Mitsui O.S.K. Lines, Ltd.
|
131,000 | $ | 648,312 | |||||
$ | 648,312 | |||||||
Media 2.4%
|
||||||||
British Sky Broadcasting Group PLC
|
561,886 | $ | 3,487,460 | |||||
CBS Corp., Class B
|
203,865 | 782,842 | ||||||
Comcast Corp., Class A
|
888,706 | 12,121,950 | ||||||
Comcast Corp., Special Class A
|
144,653 | 1,861,684 | ||||||
Daily Mail & General Trust NV, Class A
|
123,299 | 412,791 | ||||||
Focus Media Holding, Ltd.
ADR(1)
|
44,518 | 302,722 | ||||||
Gannett Co., Inc.
|
51,742 | 113,832 | ||||||
Lagardere SCA
|
18,033 | 506,028 | ||||||
Omnicom Group, Inc.
|
109,132 | 2,553,689 | ||||||
Publicis Groupe
|
82,745 | 2,121,179 | ||||||
Walt Disney Co. (The)
|
218,622 | 3,970,176 | ||||||
Wolters Kluwer NV
|
39,260 | 636,392 | ||||||
$ | 28,870,745 | |||||||
Metals & Mining 1.8%
|
||||||||
Alcoa, Inc.
|
129,184 | $ | 948,211 | |||||
Anglo American PLC
|
148,533 | 2,529,317 | ||||||
Antofagasta PLC
|
299,210 | 2,165,304 | ||||||
ArcelorMittal
|
142,034 | 2,898,012 | ||||||
JFE Holdings, Inc.
|
8,400 | 185,415 | ||||||
Kobe Steel, Ltd.
|
216,000 | 279,321 | ||||||
Lonmin PLC
|
36,876 | 753,868 | ||||||
Mitsubishi Materials Corp.
|
284,000 | 773,616 | ||||||
Mitsui Mining & Smelting Co.,
Ltd.(1)
|
112,000 | 186,340 | ||||||
Newmont Mining Corp.
|
34,446 | 1,541,803 | ||||||
Norsk Hydro ASA
|
335,400 | 1,262,069 | ||||||
Pacific Metals Co., Ltd.
|
42,000 | 186,397 | ||||||
Rio Tinto PLC
|
160,570 | 5,391,638 | ||||||
Sumitomo Metal Industries, Ltd.
|
112,000 | 227,302 | ||||||
Sumitomo Metal Mining Co., Ltd.
|
80,000 | 769,163 | ||||||
Toho Zinc Co., Ltd.
|
117,000 | 300,260 | ||||||
United States Steel Corp.
|
40,717 | 860,350 | ||||||
$ | 21,258,386 | |||||||
Security | Shares | Value | ||||||
Multiline Retail 0.9%
|
||||||||
Hankyu Department Stores
|
29,000 | $ | 167,204 | |||||
Kohls
Corp.(1)
|
35,420 | 1,498,974 | ||||||
Marks & Spencer Group PLC
|
751,108 | 3,184,398 | ||||||
PPR SA
|
27,056 | 1,734,567 | ||||||
Sears Holdings
Corp.(1)
|
41,037 | 1,875,801 | ||||||
Target Corp.
|
70,056 | 2,409,226 | ||||||
$ | 10,870,170 | |||||||
Multi-Utilities 1.2%
|
||||||||
Centrica PLC
|
307,754 | $ | 1,004,611 | |||||
CMS Energy Corp.
|
312,086 | 3,695,098 | ||||||
Consolidated Edison, Inc.
|
32,494 | 1,287,087 | ||||||
Dominion Resources, Inc.
|
34,329 | 1,063,856 | ||||||
NorthWestern Corp.
|
25,742 | 552,938 | ||||||
Public Service Enterprise Group, Inc.
|
144,782 | 4,266,726 | ||||||
United Utilities Group PLC
|
331,644 | 2,298,788 | ||||||
$ | 14,169,104 | |||||||
Office Electronics 0.3%
|
||||||||
Brother Industries, Ltd.
|
31,000 | $ | 229,804 | |||||
Canon, Inc.
|
43,600 | 1,271,020 | ||||||
Konica Minolta Holdings, Inc.
|
90,000 | 784,493 | ||||||
Ricoh Co., Ltd.
|
59,000 | 713,423 | ||||||
$ | 2,998,740 | |||||||
Oil, Gas & Consumable
Fuels 9.4%
|
||||||||
Anadarko Petroleum Corp.
|
39,019 | $ | 1,517,449 | |||||
BP PLC
|
2,335,205 | 15,658,450 | ||||||
Chevron Corp.
|
135,963 | 9,142,152 | ||||||
ConocoPhillips
|
144,488 | 5,658,150 | ||||||
El Paso Corp.
|
56,715 | 354,469 | ||||||
ENI SpA
|
426,500 | 8,257,992 | ||||||
Exxon Mobil Corp.
|
327,392 | 22,295,395 | ||||||
Foundation Coal Holdings, Inc.
|
32,272 | 463,103 | ||||||
Goodrich Petroleum
Corp.(1)
|
6,636 | 128,473 | ||||||
Hess Corp.
|
20,723 | 1,123,187 | ||||||
Idemitsu Kosan Co., Ltd.
|
3,100 | 234,184 | ||||||
Independent Tankers Corp.,
Ltd.(1)
|
215 | 96 | ||||||
Nippon Mining Holdings, Inc.
|
118,000 | 472,977 | ||||||
Peabody Energy Corp.
|
48,072 | 1,203,723 | ||||||
Petrohawk Energy
Corp.(1)
|
46,910 | 902,079 | ||||||
Royal Dutch Shell PLC, Class A
|
521,693 | 11,728,064 | ||||||
Royal Dutch Shell PLC, Class B
|
414,555 | 9,018,591 | ||||||
Southwestern Energy
Co.(1)
|
24,167 | 717,518 |
Security | Shares | Value | ||||||
Suncor Energy, Inc.
|
65,964 | $ | 1,465,060 | |||||
TonenGeneral Sekiyu KK
|
39,000 | 382,162 | ||||||
Total SA
|
356,989 | 17,652,890 | ||||||
Williams Cos., Inc.
|
159,612 | 1,816,385 | ||||||
XTO Energy, Inc.
|
77,523 | 2,373,754 | ||||||
$ | 112,566,303 | |||||||
Paper & Forest Products 0.1%
|
||||||||
International Paper Co.
|
57,584 | $ | 405,391 | |||||
Mondi PLC
|
1 | 2 | ||||||
OJI Paper Co., Ltd.
|
143,000 | 585,824 | ||||||
$ | 991,217 | |||||||
Personal Products 0.3%
|
||||||||
Alberto-Culver Co.
|
11,849 | $ | 267,906 | |||||
Beiersdorf AG
|
28,716 | 1,286,115 | ||||||
Estee Lauder Cos., Inc., Class A
|
41,517 | 1,023,394 | ||||||
Oriflame Cosmetics SA
|
29,484 | 920,547 | ||||||
USANA Health Services,
Inc.(1)
|
9,533 | 213,158 | ||||||
$ | 3,711,120 | |||||||
Pharmaceuticals 9.0%
|
||||||||
Abbott Laboratories
|
155,754 | $ | 7,429,466 | |||||
Allergan, Inc.
|
41,914 | 2,001,813 | ||||||
Astellas Pharma, Inc.
|
84,600 | 2,618,042 | ||||||
AstraZeneca PLC
|
219,194 | 7,762,759 | ||||||
Chugai Pharmaceuticals Co., Ltd.
|
52,900 | 901,198 | ||||||
Daiichi Sankyo Co., Ltd.
|
82,300 | 1,383,712 | ||||||
Eisai Co., Ltd.
|
70,946 | 2,088,269 | ||||||
Eli Lilly & Co.
|
66,581 | 2,224,471 | ||||||
Endo Pharmaceuticals Holdings,
Inc.(1)
|
42,910 | 758,649 | ||||||
GlaxoSmithKline PLC
|
758,256 | 11,809,615 | ||||||
Johnson & Johnson
|
175,703 | 9,241,978 | ||||||
King Pharmaceuticals,
Inc.(1)
|
86,183 | 609,314 | ||||||
Medicines
Co.(1)
|
28,661 | 310,685 | ||||||
Merck & Co., Inc.
|
167,343 | 4,476,425 | ||||||
Mylan,
Inc.(1)
|
78,674 | 1,055,018 | ||||||
Novartis AG
|
281,243 | 10,640,425 | ||||||
Ono Pharmaceutical Co., Ltd.
|
14,100 | 618,830 | ||||||
Pfizer, Inc.
|
554,173 | 7,547,836 | ||||||
Roche Holding AG
|
91,418 | 12,547,134 | ||||||
Sanofi-Aventis SA
|
172,863 | 9,701,268 | ||||||
Santen Pharmaceutical Co., Ltd.
|
17,000 | 474,163 | ||||||
Schering-Plough Corp.
|
164,819 | 3,881,487 | ||||||
Shionogi & Co., Ltd.
|
56,000 | 965,259 |
Security | Shares | Value | ||||||
Shire PLC
|
52,086 | $ | 637,852 | |||||
Takeda Pharmaceutical Co., Ltd.
|
61,231 | 2,124,383 | ||||||
Tanabe Seiyaku Co., Ltd.
|
28,000 | 278,748 | ||||||
Wyeth
|
99,104 | 4,265,436 | ||||||
$ | 108,354,235 | |||||||
Professional Services 0.2%
|
||||||||
Equifax, Inc.
|
15,217 | $ | 372,056 | |||||
Manpower, Inc.
|
13,198 | 416,133 | ||||||
Monster Worldwide,
Inc.(1)
|
92,909 | 757,208 | ||||||
Robert Half International, Inc.
|
73,835 | 1,316,478 | ||||||
$ | 2,861,875 | |||||||
Real Estate Investment Trusts
(REITs) 0.2%
|
||||||||
British Land Co. PLC
|
87,921 | $ | 454,291 | |||||
Japan Real Estate Investment Corp.
|
50 | 384,110 | ||||||
Japan Retail Fund Investment Corp.
|
50 | 191,522 | ||||||
Nippon Building Fund, Inc.
|
50 | 432,149 | ||||||
Simon Property Group, Inc.
|
36,625 | 1,268,690 | ||||||
$ | 2,730,762 | |||||||
Real Estate Management &
Development 0.1%
|
||||||||
Daito Trust Construction Co., Ltd.
|
5,400 | $ | 182,044 | |||||
Heiwa Real Estate Co., Ltd.
|
448,500 | 984,069 | ||||||
LEOPALACE21 Corp.
|
66,600 | 398,206 | ||||||
$ | 1,564,319 | |||||||
Road & Rail 0.7%
|
||||||||
Central Japan Railway Co.
|
79 | $ | 445,467 | |||||
CSX Corp.
|
48,354 | 1,249,951 | ||||||
East Japan Railway Co.
|
12,600 | 656,891 | ||||||
JB Hunt Transport Services, Inc.
|
116,477 | 2,808,260 | ||||||
Keio Corp.
|
139,000 | 791,505 | ||||||
Kinetsu Corp.
|
91,000 | 378,296 | ||||||
Norfolk Southern Corp.
|
41,055 | 1,385,606 | ||||||
Ryder System, Inc.
|
14,154 | 400,700 | ||||||
Tobu Railway Co., Ltd.
|
154,000 | 781,289 | ||||||
$ | 8,897,965 | |||||||
Semiconductors & Semiconductor
Equipment 3.3%
|
||||||||
Advantest Corp.
|
110,000 | $ | 1,661,023 | |||||
Applied Materials, Inc.
|
477,645 | 5,134,684 | ||||||
Atheros Communications,
Inc.(1)
|
66,024 | 967,912 | ||||||
Broadcom Corp.,
Class A(1)
|
117,049 | 2,338,639 | ||||||
Cavium Networks,
Inc.(1)
|
124,631 | 1,438,242 | ||||||
Cypress Semiconductor
Corp.(1)
|
179,441 | 1,214,816 |
Security | Shares | Value | ||||||
Intel Corp.
|
843,908 | $ | 12,700,815 | |||||
KLA-Tencor Corp.
|
138,609 | 2,772,180 | ||||||
MEMC Electronic Materials,
Inc.(1)
|
52,752 | 869,880 | ||||||
Microchip Technology, Inc.
|
139,305 | 2,951,873 | ||||||
National Semiconductor Corp.
|
69,755 | 716,384 | ||||||
NVIDIA
Corp.(1)
|
180,137 | 1,776,151 | ||||||
ON Semiconductor
Corp.(1)
|
150,228 | 585,889 | ||||||
ROHM Co., Ltd.
|
4,700 | 234,825 | ||||||
Shinko Electric Industries
|
44,200 | 425,790 | ||||||
Sumco Corp.
|
42,900 | 639,117 | ||||||
Tessera Technologies,
Inc.(1)
|
81,309 | 1,087,101 | ||||||
Tokyo Electron, Ltd.
|
62,500 | 2,340,857 | ||||||
$ | 39,856,178 | |||||||
Software 5.3%
|
||||||||
BMC Software,
Inc.(1)
|
31,383 | $ | 1,035,639 | |||||
Check Point Software Technologies,
Ltd.(1)
|
149,951 | 3,330,412 | ||||||
Citrix Systems,
Inc.(1)
|
92,876 | 2,102,713 | ||||||
Compuware
Corp.(1)
|
52,384 | 345,211 | ||||||
Concur Technologies,
Inc.(1)
|
23,180 | 444,824 | ||||||
Konami Corp.
|
47,400 | 720,801 | ||||||
Microsoft Corp.
|
1,431,537 | 26,297,335 | ||||||
Nintendo Co., Ltd.
|
1,600 | 468,051 | ||||||
Oracle
Corp.(1)
|
1,042,819 | 18,843,739 | ||||||
Oracle Corp. Japan
|
15,200 | 577,657 | ||||||
Red Hat,
Inc.(1)
|
19,525 | 348,326 | ||||||
Symantec
Corp.(1)
|
420,373 | 6,280,373 | ||||||
TiVo,
Inc.(1)
|
108,706 | 765,290 | ||||||
Trend Micro, Inc.
|
63,397 | 1,811,039 | ||||||
$ | 63,371,410 | |||||||
Specialty Retail 1.8%
|
||||||||
AutoNation,
Inc.(1)
|
104,541 | $ | 1,451,029 | |||||
Best Buy Co., Inc.
|
57,465 | 2,181,371 | ||||||
Fast Retailing Co., Ltd.
|
63,100 | 7,224,913 | ||||||
Home Depot, Inc.
|
114,605 | 2,700,094 | ||||||
Isetan Mitsukoshi Holdings, Ltd., Class L
|
71,332 | 552,024 | ||||||
Limited Brands, Inc.
|
36,921 | 321,213 | ||||||
Nitori Co., Ltd.
|
3,950 | 221,078 | ||||||
OReilly Automotive,
Inc.(1)
|
32,951 | 1,153,615 | ||||||
Staples, Inc.
|
222,003 | 4,020,474 | ||||||
Tiffany & Co.
|
33,012 | 711,739 |
Security | Shares | Value | ||||||
TJX Companies., Inc. (The)
|
25,596 | $ | 656,281 | |||||
Urban Outfitters,
Inc.(1)
|
30,282 | 495,716 | ||||||
Yamada Denki Co., Ltd.
|
4,660 | 183,907 | ||||||
$ | 21,873,454 | |||||||
Textiles, Apparel & Luxury
Goods 0.9%
|
||||||||
Burberry Group PLC
|
689,590 | $ | 2,781,312 | |||||
Christian Dior SA
|
12,210 | 668,822 | ||||||
Coach,
Inc.(1)
|
38,372 | 640,812 | ||||||
Compagnie Financiere Richemont AG, Class A
|
52,670 | 822,364 | ||||||
Hanesbrands,
Inc.(1)
|
4,073 | 38,979 | ||||||
Nike, Inc., Class B
|
79,633 | 3,733,991 | ||||||
Nisshinbo Industries, Inc.
|
172,000 | 1,639,401 | ||||||
Swatch Group AG, Class B
|
6,168 | 743,920 | ||||||
$ | 11,069,601 | |||||||
Tobacco 1.8%
|
||||||||
Altria Group, Inc.
|
154,248 | $ | 2,471,053 | |||||
British American Tobacco PLC
|
280,829 | 6,487,396 | ||||||
Imperial Tobacco Group PLC
|
232,493 | 5,221,423 | ||||||
Japan Tobacco, Inc.
|
478 | 1,277,782 | ||||||
Philip Morris International, Inc.
|
138,852 | 4,940,354 | ||||||
Swedish Match AB
|
64,387 | 931,233 | ||||||
$ | 21,329,241 | |||||||
Trading Companies &
Distributors 0.2%
|
||||||||
Marubeni Corp.
|
55,000 | $ | 173,224 | |||||
Mitsubishi Corp.
|
79,800 | 1,057,887 | ||||||
Sumitomo Corp.
|
153,500 | 1,333,836 | ||||||
$ | 2,564,947 | |||||||
Transportation Infrastructure 0.2%
|
||||||||
ADP
|
11,573 | $ | 616,145 | |||||
Societe des Autoroutes Paris-Rhin-Rhone
|
18,585 | 1,185,438 | ||||||
$ | 1,801,583 | |||||||
Water Utilities 0.1%
|
||||||||
Severn Trent PLC
|
52,773 | $ | 748,949 | |||||
$ | 748,949 | |||||||
Wireless Telecommunication Services 1.6%
|
||||||||
KDDI Corp.
|
624 | $ | 2,938,504 | |||||
NTT DoCoMo, Inc.
|
121 | 164,855 |
Security | Shares | Value | ||||||
Rogers Communications, Inc., Class B
|
48,136 | $ | 1,098,945 | |||||
Softbank Corp.
|
194,798 | 2,508,747 | ||||||
Vodafone Group PLC
|
7,274,719 | 12,683,153 | ||||||
$ | 19,394,204 | |||||||
Total Common Stocks
(identified cost $1,514,174,891) |
$ | 1,242,328,478 | ||||||
Security | Shares | Value | ||||||
Alliance Trust PLC (The)
|
163,948 | $ | 624,788 | |||||
Total Investment Funds
(identified cost $683,209) |
$ | 624,788 | ||||||
Security | Shares | Value | ||||||
Diversified Financial Services 0.0%
|
||||||||
Fortis, Expires
7/1/14(1)
|
111,868 | $ | 0 | |||||
$ | 0 | |||||||
Insurance 0.0%
|
||||||||
Corporacion Mapfre SA, Expires
4/1/09(1)
|
200,954 | $ | 2,670 | |||||
$ | 2,670 | |||||||
Total Rights
(identified cost $0) |
$ | 2,670 | ||||||
Total Investments 103.5%
(identified cost $1,514,858,100) |
$ | 1,242,955,936 | ||||||
Number |
Strike |
Expiration |
||||||||||||||
Description | of Contracts | Price | Date | Value | ||||||||||||
AMEX EUROTOP 100 Index
|
12,662 | $ | 154 | 4/14/09 | $ | (8,278,416 | ) | |||||||||
Dow Jones Euro Stoxx 50 Index
|
43,291 | EUR | 2,050 | 4/17/09 | (4,325,235 | ) | ||||||||||
FTSE 100 Index
|
11,583 | GBP | 3,900 | 4/17/09 | (2,152,273 | ) | ||||||||||
NASDAQ 100 Index
|
1,827 | $ | 1,225 | 4/18/09 | (8,586,900 | ) | ||||||||||
NASDAQ 100 Index
|
354 | $ | 1,235 | 4/18/09 | (1,380,600 | ) | ||||||||||
Nikkei 225 Index
|
1,488,681 | JPY | 7,500 | 4/10/09 | (10,704,956 | ) | ||||||||||
S&P 500 Index
|
1,327 | $ | 785 | 4/18/09 | (4,511,800 | ) | ||||||||||
S&P 500 Index
|
2,846 | $ | 790 | 4/18/09 | (8,395,700 | ) | ||||||||||
S&P 500 Index
|
883 | $ | 815 | 4/18/09 | (1,589,400 | ) | ||||||||||
SMI Index
|
5,132 | CHF | 4,900 | 4/17/09 | (656,434 | ) | ||||||||||
Total Covered Call Options Written
(premiums received $35,510,902) |
$ | (50,581,714 | ) | |||||||||||||
Other Assets, Less Liabilities 0.7%
|
$ | 8,715,986 | ||||||||||||||
Net Assets 100.0%
|
$ | 1,201,090,208 | ||||||||||||||
ADR
|
- | American Depository Receipt | ||||
CHF
|
- | Swiss Franc | ||||
EUR
|
- | Euro | ||||
GBP
|
- | British Pound Sterling | ||||
JPY
|
- | Japanese Yen | ||||
(1)
|
Non-income producing security. |
Percentage |
||||||||
Country | of Net Assets | Value | ||||||
United States
|
56.8 | % | $ | 681,903,698 | ||||
Japan
|
10.8 | 130,073,216 | ||||||
United Kingdom
|
9.8 | 117,251,256 | ||||||
France
|
6.2 | 74,675,965 | ||||||
Switzerland
|
4.9 | 59,277,127 | ||||||
Germany
|
4.9 | 58,261,416 | ||||||
Spain
|
2.7 | 32,038,437 | ||||||
Netherlands
|
2.0 | 23,623,177 | ||||||
Italy
|
1.9 | 22,963,735 | ||||||
Canada
|
0.9 | 11,515,974 | ||||||
Finland
|
0.6 | 7,662,077 | ||||||
Luxembourg
|
0.3 | 3,818,559 | ||||||
Bermuda
|
0.3 | 3,365,344 | ||||||
Israel
|
0.3 | 3,330,412 | ||||||
Other Countries, less than 0.3% each
|
1.1 | 13,195,543 | ||||||
103.5 | % | $ | 1,242,955,936 | |||||
Aggregate cost
|
$ | 1,515,053,557 | ||
Gross unrealized appreciation
|
$ | 64,731,056 | ||
Gross unrealized depreciation
|
(336,828,677 | ) | ||
Net unrealized depreciation
|
$ | (272,097,621 | ) | |
Number of |
Premiums |
|||||||
Contracts | Received | |||||||
Outstanding, beginning of period
|
1,731,429 | $ | 46,546,455 | |||||
Options written
|
4,627,222 | 121,845,731 | ||||||
Options terminated in closing purchase transactions
|
(4,753,982 | ) | (117,180,918 | ) | ||||
Options expired
|
(36,083 | ) | (15,700,366 | ) | ||||
Outstanding, end of period
|
1,568,586 | $ | 35,510,902 | |||||
| Level 1 quoted prices in active markets for identical investments | |
| Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) | |
| Level 3 significant unobservable inputs (including a funds own assumptions in determining the fair value of investments) |
Investments in |
Other Financial |
|||||||||
Valuation Inputs | Securities | Instruments* | ||||||||
Level 1
|
Quoted Prices | $ | 713,527,794 | $ | (39,876,758 | ) | ||||
Level 2
|
Other Significant Observable Inputs | 529,428,142 | (10,704,956 | ) | ||||||
Level 3
|
Significant Unobservable Inputs | | | |||||||
Total
|
$ | 1,242,955,936 | $ | (50,581,714 | ) | |||||
* | Other financial instruments include written call options. |
By:
|
/s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
Date:
|
May 20, 2009 |
By:
|
/s/ Duncan W. Richardson | |||
Duncan W. Richardson | ||||
President | ||||
Date:
|
May 20, 2009 |
By:
|
/s/ Barbara E. Campbell | |||
Barbara E. Campbell | ||||
Treasurer | ||||
Date:
|
May 20, 2009 |