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 |
|
811-21745 |
|
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund |
||
|
(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, 2006 |
Item 1. Schedule of Investments
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of March 31, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 100.7%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 1.0% |
|
|
|
|
|
|
|
BAE Systems PLC |
|
150,520 |
|
$ |
1,095,556 |
|
|
General Dynamics Corp. |
|
66,702 |
|
4,267,594 |
|
|
|
Honeywell International, Inc. |
|
152,231 |
|
6,510,920 |
|
|
|
Lockheed Martin Corp. |
|
48,765 |
|
3,663,714 |
|
|
|
Northrop Grumman Corp. |
|
58,863 |
|
4,019,754 |
|
|
|
Raytheon Co. |
|
14,083 |
|
645,565 |
|
|
|
|
|
|
|
$ |
20,203,103 |
|
|
Air Freight & Logistics — 0.7% |
|
|
|
|
|
|
|
C.H. Robinson Worldwide, Inc. |
|
25,047 |
|
1,229,557 |
|
|
|
Deutsche Post AG |
|
295,340 |
|
7,399,755 |
|
|
|
FedEx Corp. |
|
28,786 |
|
3,251,091 |
|
|
|
Ryder System, Inc. |
|
15,960 |
|
714,689 |
|
|
|
Yamato Holdings Co., Ltd. |
|
118,000 |
|
2,411,605 |
|
|
|
|
|
|
|
$ |
15,006,697 |
|
|
Airlines — 0.1% |
|
|
|
|
|
|
|
Deutsche Lufthansa AG |
|
69,057 |
|
1,231,706 |
|
|
|
Japan Airlines Corp. (1) |
|
335,000 |
|
874,932 |
|
|
|
|
|
|
|
$ |
2,106,638 |
|
|
Auto Components — 0.3% |
|
|
|
|
|
|
|
Bridgestone Corp. |
|
72,000 |
|
1,497,074 |
|
|
|
Cooper Tire and Rubber Co. |
|
33,444 |
|
479,587 |
|
|
|
Johnson Controls, Inc. |
|
39,177 |
|
2,974,710 |
|
|
|
NGK Spark Plug Co., Ltd. |
|
20,000 |
|
464,882 |
|
|
|
Stanley Electric Co.,Ltd. |
|
17,200 |
|
366,714 |
|
|
|
Sumitomo Rubber Industries, Inc. |
|
25,000 |
|
325,350 |
|
|
|
Toyota Industries Corp. |
|
9,000 |
|
367,003 |
|
|
|
|
|
|
|
$ |
6,475,320 |
|
|
Automobiles — 1.5% |
|
|
|
|
|
|
|
DaimlerChrysler AG |
|
241,620 |
|
13,843,222 |
|
|
|
General Motors Corp. |
|
29,575 |
|
629,060 |
|
|
|
Harley-Davidson, Inc. |
|
24,652 |
|
1,278,946 |
|
|
|
Honda Motor Co., Ltd. |
|
59,600 |
|
3,669,604 |
|
|
|
Mitsubishi Motors Corp. (1) |
|
172,000 |
|
363,093 |
|
|
|
Nissan Motor Co., Ltd. |
|
142,400 |
|
1,687,287 |
|
|
|
Toyota Motor Corp. |
|
89,500 |
|
4,861,225 |
|
|
|
Volkswagen AG |
|
24,592 |
|
1,346,655 |
|
|
|
Volkswagen AG |
|
22,976 |
|
1,729,895 |
|
|
|
|
|
|
|
$ |
29,408,987 |
|
1
|
Beverages — 0.8% |
|
|
|
|
|
|
|
Brown-Forman Corp., Class B |
|
9,015 |
|
$ |
693,885 |
|
|
Ito En, Ltd. |
|
16,600 |
|
580,020 |
|
|
|
Kirin Brewery Company Ltd. |
|
15,000 |
|
203,597 |
|
|
|
Molson Coors Brewing Co., Class B |
|
8,253 |
|
566,321 |
|
|
|
Pepsi Bottling Group, Inc. |
|
19,042 |
|
578,686 |
|
|
|
PepsiCo, Inc. |
|
140,963 |
|
8,146,252 |
|
|
|
Pernod-Ricard SA |
|
7,339 |
|
1,402,329 |
|
|
|
SABMiller PLC |
|
65,976 |
|
1,297,679 |
|
|
|
Sapporo Holdings, Ltd. |
|
153,000 |
|
799,131 |
|
|
|
Scottish & Newcastle PLC |
|
151,490 |
|
1,363,282 |
|
|
|
Takara Holdings, Inc. |
|
137,000 |
|
835,957 |
|
|
|
|
|
|
|
$ |
16,467,139 |
|
|
Biotechnology — 2.8% |
|
|
|
|
|
|
|
Amgen, Inc. (1) |
|
307,743 |
|
22,388,303 |
|
|
|
Applera Corp.-Applied Biosystems Group |
|
50,825 |
|
1,379,390 |
|
|
|
Biogen Idec, Inc. (1) |
|
204,749 |
|
9,643,678 |
|
|
|
Celgene Corp. (1) |
|
173,152 |
|
7,656,781 |
|
|
|
Genzyme Corp. (1) |
|
17,735 |
|
1,192,147 |
|
|
|
Gilead Sciences, Inc. (1) |
|
174,490 |
|
10,856,768 |
|
|
|
Regeneron Pharmaceuticals, Inc. (1) |
|
178,751 |
|
2,972,629 |
|
|
|
|
|
|
|
$ |
56,089,696 |
|
|
Building Products — 0.2% |
|
|
|
|
|
|
|
Asahi Glass Co., Ltd. |
|
160,000 |
|
2,382,592 |
|
|
|
JS Group Corp. |
|
25,600 |
|
549,396 |
|
|
|
Masco Corp. |
|
17,357 |
|
563,929 |
|
|
|
Sanwa Shutter Corp. |
|
78,000 |
|
510,062 |
|
|
|
|
|
|
|
$ |
4,005,979 |
|
|
Capital Markets — 2.6% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
134,492 |
|
4,847,092 |
|
|
|
Charles Schwab Corp. |
|
43,252 |
|
744,367 |
|
|
|
Daiwa Securities Group, Inc. |
|
160,000 |
|
2,141,713 |
|
|
|
E*Trade Financial Corp. (1) |
|
31,960 |
|
862,281 |
|
|
|
Federated Investors, Inc. |
|
15,936 |
|
622,301 |
|
|
|
Franklin Resources, Inc. |
|
66,123 |
|
6,231,432 |
|
|
|
Man Group PLC |
|
39,111 |
|
1,668,720 |
|
|
|
Matsui Securities Co., Ltd. (1) |
|
18,300 |
|
253,153 |
|
|
|
Mediobanca SPA |
|
55,007 |
|
1,175,685 |
|
|
|
Merrill Lynch & Co., Inc. |
|
85,000 |
|
6,694,600 |
|
|
|
Morgan Stanley |
|
11,743 |
|
737,695 |
|
|
|
Nikko Cordial Corp. |
|
105,000 |
|
1,734,586 |
|
|
|
Nomura Holdings, Inc. |
|
69,300 |
|
1,531,424 |
|
|
|
T. Rowe Price Group, Inc. |
|
9,087 |
|
710,694 |
|
|
|
UBS AG |
|
205,567 |
|
22,536,191 |
|
|
|
|
|
|
|
$ |
52,491,934 |
|
2
|
Chemicals — 1.7% |
|
|
|
|
|
|
|
Air Products and Chemicals, Inc. |
|
9,559 |
|
$ |
642,269 |
|
|
BASF AG |
|
140,361 |
|
10,981,460 |
|
|
|
BOC Group PLC |
|
53,805 |
|
1,440,897 |
|
|
|
Daicel Chemical Industries, Ltd. |
|
62,000 |
|
520,581 |
|
|
|
Dainippon Ink and Chemicals, Inc. |
|
120,000 |
|
445,700 |
|
|
|
Dow Chemical Co. |
|
73,566 |
|
2,986,780 |
|
|
|
E.I. du Pont de Nemours and Co. |
|
19,328 |
|
815,835 |
|
|
|
Eastman Chemical Co. |
|
11,375 |
|
582,172 |
|
|
|
Ecolab, Inc. |
|
16,822 |
|
642,600 |
|
|
|
Mitsubishi Chemical Holdings Corp. |
|
35,000 |
|
215,439 |
|
|
|
Monsanto Co. |
|
52,707 |
|
4,466,918 |
|
|
|
Nippon Kayaku Co., Ltd. |
|
184,000 |
|
1,625,217 |
|
|
|
Nissan Chemical Industries, Ltd. |
|
87,000 |
|
1,472,035 |
|
|
|
Nitto Denko Corp. |
|
5,600 |
|
473,774 |
|
|
|
Rohm & Haas Co. |
|
12,829 |
|
626,953 |
|
|
|
Shin-Etsu Chemical Co., Ltd. |
|
65,000 |
|
3,516,475 |
|
|
|
Sumitomo Bakelite Co., Ltd. |
|
39,000 |
|
352,524 |
|
|
|
Taiyo Nippon Sanso Corp. |
|
72,000 |
|
530,793 |
|
|
|
Teijin, Ltd. |
|
179,000 |
|
1,189,545 |
|
|
|
Zeon Corp. |
|
19,000 |
|
244,734 |
|
|
|
|
|
|
|
$ |
33,772,701 |
|
|
Commercial Banks — 9.5% |
|
|
|
|
|
|
|
ABN AMRO Holdings NV |
|
422,512 |
|
12,607,477 |
|
|
|
Banca Intesa SPA |
|
295,707 |
|
1,668,574 |
|
|
|
Banco Popular Espanol SA |
|
81,170 |
|
1,192,782 |
|
|
|
Banco Santander Central Hispano SA |
|
1,280,098 |
|
18,642,395 |
|
|
|
Bank of America Corp. |
|
325,118 |
|
14,805,874 |
|
|
|
Bank of Fukuoka, Ltd. |
|
32,000 |
|
269,391 |
|
|
|
Bank of Yokohama, Ltd. |
|
113,000 |
|
923,437 |
|
|
|
Barclays PLC |
|
1,305,495 |
|
15,220,947 |
|
|
|
BNP Paribas SA |
|
14,125 |
|
1,305,390 |
|
|
|
Comerica, Inc. |
|
8,894 |
|
515,585 |
|
|
|
Commerzbank AG |
|
48,772 |
|
1,937,097 |
|
|
|
Credit Agricole SA |
|
203,148 |
|
7,862,211 |
|
|
|
Danske Bank A/S |
|
174,280 |
|
6,451,763 |
|
|
|
DNB NOR ASA |
|
105,036 |
|
1,409,608 |
|
|
|
First Horizon National Corp. |
|
14,106 |
|
587,515 |
|
|
|
HSBC Holdings PLC |
|
1,878,108 |
|
31,382,662 |
|
|
|
Huntington Bancshares, Inc. |
|
22,759 |
|
549,175 |
|
|
|
Joyo Bank, Ltd. |
|
37,000 |
|
260,255 |
|
|
|
KeyCorp |
|
16,538 |
|
608,598 |
|
|
|
Lloyds TSB Group PLC |
|
910,946 |
|
8,695,872 |
|
|
|
Marshall & Ilsley Corp. |
|
36,714 |
|
1,599,996 |
|
|
|
Mitsui Trust Holdings, Inc. |
|
59,000 |
|
860,391 |
|
|
3
|
Mizuho Trust & Banking Co., Ltd. |
|
155,000 |
|
$ |
500,417 |
|
|
National City Corp. |
|
168,516 |
|
5,881,208 |
|
|
|
North Fork Bancorp, Inc. |
|
157,976 |
|
4,554,448 |
|
|
|
Placer Sierra Bancshares |
|
7,177 |
|
204,903 |
|
|
|
Regions Financial Corp. |
|
16,786 |
|
590,364 |
|
|
|
Royal Bank of Scotland Group PLC |
|
471,202 |
|
15,296,011 |
|
|
|
Sanpaolo IMI SPA |
|
389,520 |
|
6,952,301 |
|
|
|
Skandinaviska Enskilda Banken AB |
|
51,831 |
|
1,282,261 |
|
|
|
Societe Generale |
|
102,929 |
|
15,401,599 |
|
|
|
Sterling Bancorp |
|
25,916 |
|
533,870 |
|
|
|
Sumitomo Mitsui Financial Group, Inc. |
|
105 |
|
1,156,171 |
|
|
|
Sumitomo Trust and Banking Co., Ltd. |
|
191,000 |
|
2,204,295 |
|
|
|
Svenska Handelsbanken AB |
|
48,059 |
|
1,333,597 |
|
|
|
Synovus Financial Corp. |
|
19,321 |
|
523,406 |
|
|
|
UnicCredito Italiano SPA |
|
195,279 |
|
1,399,267 |
|
|
|
Wells Fargo & Co. |
|
52,300 |
|
3,340,401 |
|
|
|
|
|
|
|
$ |
190,511,514 |
|
|
Commercial Services & Supplies — 1.3% |
|
|
|
|
|
|
|
Adecco SA |
|
28,437 |
|
1,582,631 |
|
|
|
Avery Dennison Corp. |
|
10,114 |
|
591,467 |
|
|
|
Cendant Corp. |
|
126,039 |
|
2,186,777 |
|
|
|
Cintas Corp. |
|
136,477 |
|
5,816,650 |
|
|
|
Dai Nippon Printing Co., Ltd. |
|
98,000 |
|
1,768,620 |
|
|
|
Donnelley (R.R.) & Sons Co. |
|
73,912 |
|
2,418,401 |
|
|
|
Equifax, Inc. |
|
15,217 |
|
566,681 |
|
|
|
Half (Robert) International, Inc. |
|
15,815 |
|
610,617 |
|
|
|
Pitney Bowes, Inc. |
|
36,173 |
|
1,552,907 |
|
|
|
Resources Connection, Inc. (1) |
|
44,239 |
|
1,101,993 |
|
|
|
SECOM Co., Ltd. |
|
71,000 |
|
3,612,692 |
|
|
|
SGS SA |
|
1,164 |
|
1,075,422 |
|
|
|
Toppan Printing Co., Ltd. |
|
161,000 |
|
2,222,354 |
|
|
|
Waste Management, Inc. |
|
18,690 |
|
659,757 |
|
|
|
|
|
|
|
$ |
25,766,969 |
|
|
Communications Equipment — 5.0% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (1) |
|
1,277,165 |
|
27,676,166 |
|
|
|
Corning, Inc. (1) |
|
179,244 |
|
4,823,456 |
|
|
|
Motorola, Inc. |
|
149,639 |
|
3,428,229 |
|
|
|
Nokia Oyj |
|
680,083 |
|
14,039,930 |
|
|
|
QUALCOMM, Inc. |
|
729,121 |
|
36,900,814 |
|
|
|
Research in Motion, Ltd. (1) |
|
52,753 |
|
4,477,675 |
|
|
|
Telefonaktiebolaget LM Ericsson |
|
2,407,117 |
|
9,087,204 |
|
|
|
|
|
|
|
$ |
100,433,474 |
|
|
Computer Peripherals — 3.5% |
|
|
|
|
|
|
|
Apple Computer, Inc. (1) |
|
459,775 |
|
28,837,088 |
|
|
|
Dell, Inc. (1) |
|
368,613 |
|
10,969,923 |
|
|
4
|
Diebold, Inc. |
|
42,647 |
|
$ |
1,752,792 |
|
|
EMC Corp. (1) |
|
279,905 |
|
3,815,105 |
|
|
|
Fujitsu Ltd. |
|
200,000 |
|
1,676,504 |
|
|
|
Hewlett-Packard Co. |
|
207,871 |
|
6,838,956 |
|
|
|
International Business Machines Corp. |
|
153,614 |
|
12,668,547 |
|
|
|
McDATA Corp., Class A (1) |
|
101,887 |
|
470,718 |
|
|
|
NCR Corp. (1) |
|
39,347 |
|
1,644,311 |
|
|
|
Palm, Inc. (1) |
|
54,994 |
|
1,273,661 |
|
|
|
Toshiba Corp. |
|
197,000 |
|
1,142,017 |
|
|
|
|
|
|
|
$ |
71,089,622 |
|
|
Construction & Engineering — 0.3% |
|
|
|
|
|
|
|
Chiyoda Corp. |
|
67,000 |
|
1,557,942 |
|
|
|
COMSYS Holdings Corp. |
|
91,000 |
|
1,293,978 |
|
|
|
Fluor Corp. |
|
8,474 |
|
727,069 |
|
|
|
JGC Corp. |
|
64,000 |
|
1,258,523 |
|
|
|
Kajima Corp. |
|
151,000 |
|
940,062 |
|
|
|
Nishimatsu Construction Co., Ltd. |
|
97,000 |
|
396,779 |
|
|
|
|
|
|
|
$ |
6,174,353 |
|
|
Construction Materials — 0.1% |
|
|
|
|
|
|
|
Holcim, Ltd. |
|
14,620 |
|
1,161,330 |
|
|
|
Sumitomo Osaka Cement Co., Ltd. |
|
337,000 |
|
1,222,302 |
|
|
|
Vulcan Materials Co. |
|
7,353 |
|
637,137 |
|
|
|
|
|
|
|
$ |
3,020,769 |
|
|
Consumer Finance — 0.1% |
|
|
|
|
|
|
|
Credit Saison Co., Ltd. |
|
41,400 |
|
2,282,966 |
|
|
|
UFJ NICOS Co., Ltd. |
|
59,000 |
|
621,803 |
|
|
|
|
|
|
|
$ |
2,904,769 |
|
|
Containers & Packaging — 0.1% |
|
|
|
|
|
|
|
Bemis Co., Inc. |
|
21,337 |
|
673,822 |
|
|
|
Temple-Inland, Inc. |
|
28,051 |
|
1,249,672 |
|
|
|
Toyo Seikan Kaisha, Ltd. |
|
51,400 |
|
929,713 |
|
|
|
|
|
|
|
$ |
2,853,207 |
|
|
Distributors — 0.0% |
|
|
|
|
|
|
|
Genuine Parts Co. |
|
12,278 |
|
538,145 |
|
|
|
|
|
|
|
$ |
538,145 |
|
|
Diversified Consumer Services — 0.2% |
|
|
|
|
|
|
|
H&R Block, Inc. |
|
190,927 |
|
4,133,570 |
|
|
|
|
|
|
|
$ |
4,133,570 |
|
|
Diversified Financial Services — 2.7% |
|
|
|
|
|
|
|
CIT Group Inc. |
|
27,153 |
|
1,453,229 |
|
|
|
Citigroup, Inc. |
|
379,082 |
|
17,904,043 |
|
|
|
Deutsche Boerse AG |
|
13,303 |
|
1,910,485 |
|
|
|
Fortis |
|
212,310 |
|
7,557,157 |
|
|
5
|
ING Groep NV |
|
421,640 |
|
$ |
16,582,303 |
|
|
JPMorgan Chase & Co. |
|
124,642 |
|
5,190,093 |
|
|
|
Moody’s Corp. |
|
59,015 |
|
4,217,212 |
|
|
|
|
|
|
|
$ |
54,814,522 |
|
|
Diversified Telecommunication Services — 2.6% |
|
|
|
|
|
|
|
AT&T Corp. |
|
146,652 |
|
3,965,470 |
|
|
|
Citizens Communications Co. |
|
465,146 |
|
6,172,487 |
|
|
|
Deutsche Telekom AG |
|
549,716 |
|
9,241,089 |
|
|
|
France Telecom SA |
|
137,691 |
|
3,086,896 |
|
|
|
Qwest Communications International, Inc. (1) |
|
313,368 |
|
2,130,902 |
|
|
|
Telecom Italia SPA |
|
1,864,846 |
|
4,945,761 |
|
|
|
Telefonica SA |
|
936,051 |
|
14,638,753 |
|
|
|
Verizon Communications, Inc. |
|
246,478 |
|
8,395,041 |
|
|
|
|
|
|
|
$ |
52,576,399 |
|
|
Electric Utilities — 1.4% |
|
|
|
|
|
|
|
Cinergy Corp. |
|
66,944 |
|
3,039,927 |
|
|
|
Enel SPA |
|
1,205,625 |
|
10,175,682 |
|
|
|
Fortum Oyj |
|
55,552 |
|
1,397,104 |
|
|
|
Kyushu Electric Power Co., Inc. |
|
13,400 |
|
301,703 |
|
|
|
PPL Corp. |
|
44,342 |
|
1,303,655 |
|
|
|
Progress Energy, Inc. |
|
142,438 |
|
6,264,423 |
|
|
|
Scottish and Southern Energy PLC |
|
78,146 |
|
1,530,172 |
|
|
|
Scottish Power PLC |
|
130,404 |
|
1,313,392 |
|
|
|
Tokyo Electric Power Co., Inc. |
|
57,300 |
|
1,425,538 |
|
|
|
Union Fenosa SA |
|
25,318 |
|
960,408 |
|
|
|
|
|
|
|
$ |
27,712,004 |
|
|
Electrical Equipment — 0.9% |
|
|
|
|
|
|
|
ABB Ltd. (1) |
|
109,913 |
|
1,381,506 |
|
|
|
Cooper Industries, Ltd., Class A |
|
41,187 |
|
3,579,150 |
|
|
|
Emerson Electric Co. |
|
96,516 |
|
8,071,633 |
|
|
|
Fuji Electric Holdings Co., Ltd. |
|
217,000 |
|
1,179,831 |
|
|
|
Fujikura, Ltd. |
|
80,000 |
|
902,309 |
|
|
|
Furukawa Electric Co., Ltd. |
|
87,000 |
|
719,702 |
|
|
|
Hitachi Cable, Ltd. |
|
103,000 |
|
583,553 |
|
|
|
Rockwell Automation, Inc. |
|
9,986 |
|
718,093 |
|
|
|
Schneider Electric SA |
|
11,952 |
|
1,285,198 |
|
|
|
Ushio, Inc. |
|
10,900 |
|
259,239 |
|
|
|
|
|
|
|
$ |
18,680,214 |
|
|
Electronic Equipment & Instruments — 0.9% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (1) |
|
73,937 |
|
2,776,334 |
|
|
|
Alps Electric Co., Ltd. |
|
74,700 |
|
1,199,130 |
|
|
|
Anritsu Corp. |
|
49,000 |
|
306,970 |
|
|
|
Hoya Corp. |
|
11,700 |
|
469,972 |
|
|
|
Kyocera Corp. |
|
78,800 |
|
6,928,868 |
|
|
6
|
Mabuchi Motor Co., Ltd. |
|
7,700 |
|
$ |
396,102 |
|
|
Murata Manufacturing Co., Ltd. |
|
6,400 |
|
431,835 |
|
|
|
Omron Corp. |
|
11,800 |
|
337,268 |
|
|
|
TDK Corp. |
|
66,700 |
|
4,994,515 |
|
|
|
|
|
|
|
$ |
17,840,994 |
|
|
Energy Equipment & Services — 0.8% |
|
|
|
|
|
|
|
BJ Services Co. |
|
14,856 |
|
514,018 |
|
|
|
Halliburton Co. |
|
75,072 |
|
5,481,757 |
|
|
|
National-Oilwell Varco, Inc. (1) |
|
7,944 |
|
509,369 |
|
|
|
Noble Corp. |
|
57,947 |
|
4,699,502 |
|
|
|
Transocean, Inc. (1) |
|
56,851 |
|
4,565,135 |
|
|
|
|
|
|
|
$ |
15,769,781 |
|
|
Food & Staples Retailing — 1.7% |
|
|
|
|
|
|
|
Circle K Sunkus Co., Ltd. |
|
16,500 |
|
398,642 |
|
|
|
CVS Corp. |
|
208,079 |
|
6,215,320 |
|
|
|
Familymart Co., Ltd. |
|
10,600 |
|
331,898 |
|
|
|
Koninklijke Ahold NV (1) |
|
153,410 |
|
1,197,485 |
|
|
|
Lawson, Inc. |
|
10,800 |
|
405,677 |
|
|
|
Matsumotokiyoshi Co., Ltd. |
|
8,200 |
|
233,975 |
|
|
|
Metro AG |
|
28,658 |
|
1,467,400 |
|
|
|
Seven and I Holdings Co., Ltd. |
|
94,200 |
|
3,722,664 |
|
|
|
SUPERVALU, Inc. |
|
17,345 |
|
534,573 |
|
|
|
Sysco Corp. |
|
100,301 |
|
3,214,647 |
|
|
|
UNY Co., Ltd. |
|
21,000 |
|
335,354 |
|
|
|
Walgreen Co. |
|
92,732 |
|
3,999,531 |
|
|
|
Wal-Mart Stores, Inc. |
|
257,716 |
|
12,174,504 |
|
|
|
|
|
|
|
$ |
34,231,670 |
|
|
Food Products — 1.9% |
|
|
|
|
|
|
|
Campbell Soup Co. |
|
17,968 |
|
582,163 |
|
|
|
ConAgra Foods, Inc. |
|
77,043 |
|
1,653,343 |
|
|
|
H.J. Heinz Co. |
|
14,987 |
|
568,307 |
|
|
|
Hershey Co. |
|
9,378 |
|
489,813 |
|
|
|
Kellogg Co. |
|
11,886 |
|
523,459 |
|
|
|
Meiji Seika Kaisha, Ltd. |
|
266,000 |
|
1,351,709 |
|
|
|
Morinaga & Co., Ltd. |
|
492,000 |
|
1,336,055 |
|
|
|
Nestle SA |
|
69,269 |
|
20,461,111 |
|
|
|
Nissin Food Products Co., Ltd. |
|
11,700 |
|
361,067 |
|
|
|
Sara Lee Corp. |
|
32,588 |
|
582,673 |
|
|
|
Unilever NV |
|
154,413 |
|
10,683,761 |
|
|
|
|
|
|
|
$ |
38,593,461 |
|
|
Gas Utilities — 0.2% |
|
|
|
|
|
|
|
Gas Natural SDG SA |
|
45,614 |
|
1,317,947 |
|
|
|
Gaz de France |
|
26,064 |
|
938,529 |
|
|
|
Nicor, Inc. |
|
12,565 |
|
497,071 |
|
|
7
|
Peoples Energy Corp. |
|
13,340 |
|
$ |
475,438 |
|
|
Snam Rete Gas |
|
218,242 |
|
962,591 |
|
|
|
|
|
|
|
$ |
4,191,576 |
|
|
Health Care Equipment & Supplies — 1.2% |
|
|
|
|
|
|
|
Becton, Dickinson and Co. |
|
9,970 |
|
613,953 |
|
|
|
C.R. Bard, Inc. |
|
7,942 |
|
538,547 |
|
|
|
Emdeon Corp. (1) |
|
104,294 |
|
1,126,375 |
|
|
|
Fisher Scientific International, Inc. (1) |
|
27,318 |
|
1,858,990 |
|
|
|
Guidant Corp. |
|
18,665 |
|
1,456,990 |
|
|
|
Hospira, Inc. (1) |
|
13,029 |
|
514,124 |
|
|
|
Immucor, Inc. (1) |
|
38,757 |
|
1,111,938 |
|
|
|
IMS Health, Inc. |
|
20,213 |
|
520,889 |
|
|
|
Intuitive Surgical, Inc. (1) |
|
37,629 |
|
4,440,222 |
|
|
|
Medtronic, Inc. |
|
134,465 |
|
6,824,099 |
|
|
|
Olympus Corp. |
|
64,000 |
|
1,873,251 |
|
|
|
PerkinElmer, Inc. |
|
27,425 |
|
643,665 |
|
|
|
St. Jude Medical, Inc. (1) |
|
13,530 |
|
554,730 |
|
|
|
Terumo Corp. |
|
48,700 |
|
1,596,222 |
|
|
|
|
|
|
|
$ |
23,673,995 |
|
|
Health Care Providers & Services — 1.2% |
|
|
|
|
|
|
|
Caremark Rx, Inc. |
|
39,458 |
|
1,940,544 |
|
|
|
Coventry Health Care, Inc. (1) |
|
42,975 |
|
2,319,790 |
|
|
|
Genesis HealthCare Corp. (1) |
|
19,809 |
|
870,407 |
|
|
|
HCA, Inc. |
|
94,003 |
|
4,304,397 |
|
|
|
Health Management Associates, Inc., Class A |
|
24,182 |
|
521,606 |
|
|
|
Humana, Inc. (1) |
|
35,364 |
|
1,861,915 |
|
|
|
Laboratory Corporation of America Holdings (1) |
|
58,414 |
|
3,416,051 |
|
|
|
Manor Care, Inc. |
|
42,178 |
|
1,870,594 |
|
|
|
McKesson Corp. |
|
125,474 |
|
6,540,960 |
|
|
|
Quest Diagnostics, Inc. |
|
22,456 |
|
1,151,993 |
|
|
|
|
|
|
|
$ |
24,798,257 |
|
|
Hotels, Restaurants & Leisure — 1.8% |
|
|
|
|
|
|
|
Accor SA |
|
26,214 |
|
1,506,327 |
|
|
|
Carnival Corp. |
|
103,203 |
|
4,888,726 |
|
|
|
Darden Restaurants, Inc. |
|
17,198 |
|
705,634 |
|
|
|
Harrah’s Entertainment, Inc. |
|
90,811 |
|
7,079,626 |
|
|
|
International Game Technology |
|
19,378 |
|
682,493 |
|
|
|
Skylark Co., Ltd. |
|
17,400 |
|
310,971 |
|
|
|
Starbucks Corp. (1) |
|
334,484 |
|
12,589,978 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
54,114 |
|
3,665,141 |
|
|
|
Wendy’s International, Inc. |
|
23,698 |
|
1,470,698 |
|
|
|
Yum! Brands, Inc. |
|
78,857 |
|
3,852,953 |
|
|
|
|
|
|
|
$ |
36,752,547 |
|
8
|
Household Durables — 1.0% |
|
|
|
|
|
|
|
D.R. Horton, Inc. |
|
65,363 |
|
$ |
2,171,359 |
|
|
Daito Trust Construction Co., Ltd. |
|
9,200 |
|
478,850 |
|
|
|
Electrolux AB |
|
47,576 |
|
1,362,168 |
|
|
|
Fortune Brands, Inc. |
|
36,182 |
|
2,917,355 |
|
|
|
Makita Corp. |
|
21,000 |
|
645,712 |
|
|
|
Pioneer Corp. |
|
89,500 |
|
1,439,790 |
|
|
|
Sekisui House, Ltd. |
|
174,000 |
|
2,588,752 |
|
|
|
Sharp Corp. |
|
86,000 |
|
1,518,242 |
|
|
|
Snap-On, Inc. |
|
15,120 |
|
576,374 |
|
|
|
Sony Corp. |
|
63,300 |
|
2,908,967 |
|
|
|
Stanley Works (The) |
|
48,688 |
|
2,466,534 |
|
|
|
Thomson |
|
53,754 |
|
1,058,464 |
|
|
|
Whirlpool Corp. |
|
7,584 |
|
693,708 |
|
|
|
|
|
|
|
$ |
20,826,275 |
|
|
Household Products — 0.8% |
|
|
|
|
|
|
|
Henkel KGaA |
|
10,271 |
|
1,198,609 |
|
|
|
Kao Corp. |
|
126,000 |
|
3,307,041 |
|
|
|
Procter & Gamble Co. |
|
196,035 |
|
11,295,537 |
|
|
|
|
|
|
|
$ |
15,801,187 |
|
|
Independent Power Producers & Energy Traders — 0.2% |
|
|
|
|
|
|
|
TXU Corp. |
|
87,344 |
|
3,909,517 |
|
|
|
|
|
|
|
$ |
3,909,517 |
|
|
Industrial Conglomerates — 2.5% |
|
|
|
|
|
|
|
3M Co. |
|
81,121 |
|
6,140,048 |
|
|
|
General Electric Co. |
|
673,171 |
|
23,412,887 |
|
|
|
Siemens AG |
|
171,864 |
|
16,005,451 |
|
|
|
Tyco International, Ltd. |
|
150,105 |
|
4,034,822 |
|
|
|
|
|
|
|
$ |
49,593,208 |
|
|
Insurance — 3.6% |
|
|
|
|
|
|
|
AFLAC, Inc. |
|
68,355 |
|
3,084,861 |
|
|
|
Alleanza Asicurazioni SPA |
|
106,954 |
|
1,268,400 |
|
|
|
Allstate Corp. |
|
134,987 |
|
7,034,173 |
|
|
|
American International Group, Inc. |
|
113,757 |
|
7,518,200 |
|
|
|
AON Corp. |
|
16,722 |
|
694,130 |
|
|
|
AXA SA (1) |
|
431,704 |
|
15,078,577 |
|
|
|
Cincinnati Financial Corp. |
|
12,917 |
|
543,418 |
|
|
|
CNP Assurances |
|
12,081 |
|
1,216,904 |
|
|
|
Corp Mapfre SA |
|
49,878 |
|
1,013,023 |
|
|
|
Friends Provident PLC |
|
329,449 |
|
1,188,106 |
|
|
|
Jefferson-Pilot Corp. |
|
10,475 |
|
585,972 |
|
|
|
Lincoln National Corp. |
|
10,220 |
|
557,910 |
|
|
|
Marsh & McLennan Cos., Inc. |
|
83,242 |
|
2,443,985 |
|
|
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
64,144 |
|
9,059,407 |
|
|
9
|
Old Mutual PLC |
|
330,883 |
|
$ |
1,151,133 |
|
|
Prudential Financial, Inc. |
|
55,210 |
|
4,185,470 |
|
|
|
Prudential PLC |
|
800,151 |
|
9,239,467 |
|
|
|
Resolution PLC |
|
86,351 |
|
1,004,583 |
|
|
|
Sompo Japan Insurance, Inc. |
|
91,000 |
|
1,314,108 |
|
|
|
T & D Holdings, Inc. |
|
17,500 |
|
1,361,678 |
|
|
|
XL Capital Ltd., Class A |
|
59,414 |
|
3,809,032 |
|
|
|
|
|
|
|
$ |
73,352,537 |
|
|
Internet & Catalog Retail — 0.5% |
|
|
|
|
|
|
|
GUS PLC |
|
69,063 |
|
1,262,667 |
|
|
|
IAC/InterActiveCorp (1) |
|
273,397 |
|
8,057,010 |
|
|
|
|
|
|
|
$ |
9,319,677 |
|
|
Internet Software & Services — 2.6% |
|
|
|
|
|
|
|
eAccess, Ltd. |
|
296 |
|
228,067 |
|
|
|
eBay, Inc. (1) |
|
417,326 |
|
16,300,754 |
|
|
|
Google, Inc., Class A (1) |
|
44,579 |
|
17,385,810 |
|
|
|
Softbank Corp. (1) |
|
198,300 |
|
5,785,677 |
|
|
|
Yahoo!, Inc. (1) |
|
390,180 |
|
12,587,207 |
|
|
|
|
|
|
|
$ |
52,287,515 |
|
|
IT Services — 0.6% |
|
|
|
|
|
|
|
Alliance Data Systems Corp. (1) |
|
12,680 |
|
593,044 |
|
|
|
CheckFree Corp. (1) |
|
66,718 |
|
3,369,259 |
|
|
|
CSK Holdings Corp. |
|
52,000 |
|
2,577,322 |
|
|
|
Electronic Data Systems Corp. |
|
26,776 |
|
718,400 |
|
|
|
Kanbay International, Inc. (1) |
|
27,846 |
|
424,930 |
|
|
|
MoneyGram International, Inc. |
|
25,276 |
|
776,479 |
|
|
|
Nomura Research Institute, Ltd. |
|
2,800 |
|
341,558 |
|
|
|
NTT Data Corp. |
|
706 |
|
3,390,386 |
|
|
|
|
|
|
|
$ |
12,191,378 |
|
|
Leisure Equipment & Products — 0.3% |
|
|
|
|
|
|
|
Eastman Kodak Co. |
|
20,370 |
|
579,323 |
|
|
|
Fuji Photo Film Co., Ltd. |
|
46,800 |
|
1,554,349 |
|
|
|
Hasbro Inc. |
|
26,234 |
|
553,537 |
|
|
|
Mattel, Inc. |
|
31,709 |
|
574,884 |
|
|
|
Namco Bandai Holdings, Inc. |
|
22,900 |
|
313,422 |
|
|
|
Nikon Corp. |
|
86,000 |
|
1,536,476 |
|
|
|
Sankyo Co., Ltd. |
|
4,500 |
|
307,993 |
|
|
|
Sega Sammy Holdings, Inc. |
|
10,700 |
|
433,261 |
|
|
|
|
|
|
|
$ |
5,853,245 |
|
10
|
Machinery — 1.7% |
|
|
|
|
|
|
|
Amada Co., Ltd. |
|
38,000 |
|
$ |
414,588 |
|
|
Amano Corp. |
|
26,000 |
|
451,507 |
|
|
|
Danaher Corp. |
|
34,126 |
|
2,168,707 |
|
|
|
Deere & Co. |
|
93,444 |
|
7,386,748 |
|
|
|
Dover Corp. |
|
13,219 |
|
641,915 |
|
|
|
Eaton Corp. |
|
46,216 |
|
3,372,382 |
|
|
|
Ebara Corp. |
|
357,000 |
|
2,237,876 |
|
|
|
Fanuc, Ltd. |
|
71,900 |
|
6,893,919 |
|
|
|
Illinois Tool Works, Inc. |
|
6,641 |
|
639,595 |
|
|
|
Kawasaki Heavy Industries, Ltd. |
|
209,000 |
|
732,061 |
|
|
|
Komatsu, Ltd. |
|
93,000 |
|
1,769,389 |
|
|
|
Kurita Water Industries, Ltd. |
|
14,700 |
|
313,173 |
|
|
|
MAN AG |
|
17,561 |
|
1,216,110 |
|
|
|
Minebea Co., Ltd. |
|
226,000 |
|
1,554,837 |
|
|
|
Mitsui Engineering and Shipbuilding Co., Ltd. (1) |
|
154,000 |
|
498,501 |
|
|
|
NSK, Ltd. |
|
228,000 |
|
1,971,482 |
|
|
|
Pall Corp. |
|
19,443 |
|
606,427 |
|
|
|
Parker Hannifin Corp. |
|
8,874 |
|
715,333 |
|
|
|
|
|
|
|
$ |
33,584,550 |
|
|
Marine — 0.2% |
|
|
|
|
|
|
|
AP Moller-Maersk A/S |
|
307 |
|
2,629,220 |
|
|
|
Nippon Yusen KK |
|
218,000 |
|
1,328,584 |
|
|
|
|
|
|
|
$ |
3,957,804 |
|
|
Media — 2.2% |
|
|
|
|
|
|
|
CBS Corp., Class B |
|
87,263 |
|
2,092,567 |
|
|
|
Comcast Corp., Class A (1) |
|
350,863 |
|
9,178,576 |
|
|
|
Dow Jones & Co., Inc. |
|
55,771 |
|
2,191,800 |
|
|
|
EchoStar Communications Corp., Class A (1) |
|
32,305 |
|
964,950 |
|
|
|
Fuji Television Network, Inc. |
|
216 |
|
537,888 |
|
|
|
Gannett Co., Inc. |
|
54,966 |
|
3,293,563 |
|
|
|
Lagardere S.C.A. |
|
13,101 |
|
1,018,870 |
|
|
|
McGraw-Hill Cos., Inc. |
|
48,277 |
|
2,781,721 |
|
|
|
Mediaset SPA |
|
100,838 |
|
1,185,714 |
|
|
|
Meredith Corp. |
|
10,553 |
|
588,752 |
|
|
|
Omnicom Group, Inc. |
|
41,321 |
|
3,439,973 |
|
|
|
Telefonica Publicidad E Informacion SA |
|
118,091 |
|
1,312,233 |
|
|
|
TiVo, Inc. (1) |
|
196,331 |
|
1,419,473 |
|
|
|
Univision Communications, Inc., Class A (1) |
|
42,797 |
|
1,475,213 |
|
|
|
Viacom, Inc., Class B (1) |
|
87,263 |
|
3,385,804 |
|
|
|
Walt Disney Co. |
|
224,507 |
|
6,261,500 |
|
|
|
XM Satellite Radio Holdings, Inc., Class A (1) |
|
169,572 |
|
3,776,368 |
|
|
|
|
|
|
|
$ |
44,904,965 |
|
11
|
Metals & Mining — 1.9% |
|
|
|
|
|
|
|
Alcan, Inc. |
|
41,646 |
|
$ |
1,904,472 |
|
|
Alcoa, Inc. |
|
49,548 |
|
1,514,187 |
|
|
|
Anglo American PLC |
|
195,022 |
|
7,541,809 |
|
|
|
Arcelor |
|
58,395 |
|
2,294,234 |
|
|
|
Dowa Mining Co., Ltd. |
|
146,000 |
|
1,745,320 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
72,782 |
|
4,350,180 |
|
|
|
Nucor Corp. |
|
38,985 |
|
4,085,238 |
|
|
|
Rio Tinto PLC |
|
236,332 |
|
12,101,588 |
|
|
|
Sumitomo Metal Industries, Ltd. |
|
356,000 |
|
1,524,962 |
|
|
|
Toho Zinc Co., Ltd. |
|
142,000 |
|
1,445,182 |
|
|
|
|
|
|
|
$ |
38,507,172 |
|
|
Multiline Retail — 1.0% |
|
|
|
|
|
|
|
Dollar General Corp. |
|
151,116 |
|
2,670,220 |
|
|
|
Federated Department Stores, Inc. |
|
75,974 |
|
5,546,102 |
|
|
|
Hankyu Department Stores |
|
42,000 |
|
387,195 |
|
|
|
J.C. Penney Company, Inc. |
|
10,989 |
|
663,845 |
|
|
|
Nordstrom, Inc. |
|
42,995 |
|
1,684,544 |
|
|
|
PPR SA |
|
12,595 |
|
1,516,575 |
|
|
|
Ryohin Keikaku Co., Ltd. |
|
3,600 |
|
301,297 |
|
|
|
Sears Holdings Corp. (1) |
|
62,826 |
|
8,308,110 |
|
|
|
|
|
|
|
$ |
21,077,888 |
|
|
Multi-Utilities — 1.5% |
|
|
|
|
|
|
|
Ameren Corp. |
|
89,366 |
|
4,452,214 |
|
|
|
Centrica PLC |
|
281,371 |
|
1,369,650 |
|
|
|
KeySpan Corp. |
|
14,259 |
|
582,765 |
|
|
|
National Grid PLC |
|
115,397 |
|
1,143,350 |
|
|
|
NiSource, Inc. |
|
161,910 |
|
3,273,820 |
|
|
|
PG&E Corp. |
|
16,823 |
|
654,415 |
|
|
|
Public Service Enterprise Group, Inc. |
|
56,822 |
|
3,638,881 |
|
|
|
RWE AG |
|
22,826 |
|
1,775,730 |
|
|
|
Suez |
|
52,258 |
|
2,055,385 |
|
|
|
Suez SA |
|
171,500 |
|
6,730,481 |
|
|
|
Suez SA STRIP VVPR (1) |
|
53,996 |
|
654 |
|
|
|
TECO Energy, Inc. |
|
30,971 |
|
499,253 |
|
|
|
United Utilities PLC |
|
97,162 |
|
1,158,782 |
|
|
|
Veolia Environnement |
|
31,200 |
|
1,726,368 |
|
|
|
Xcel Energy, Inc. |
|
15,922 |
|
288,984 |
|
|
|
|
|
|
|
$ |
29,350,732 |
|
|
Office Electronics — 0.3% |
|
|
|
|
|
|
|
Canon, Inc. |
|
74,700 |
|
4,917,679 |
|
|
|
Xerox Corp. (1) |
|
38,686 |
|
588,027 |
|
|
|
|
|
|
|
$ |
5,505,706 |
|
12
|
Oil, Gas & Consumable Fuels — 7.9% |
|
|
|
|
|
|
|
BP PLC |
|
3,286,131 |
|
$ |
37,733,127 |
|
|
Burlington Resources, Inc. |
|
53,004 |
|
4,871,598 |
|
|
|
Chevron Corp. |
|
90,016 |
|
5,218,228 |
|
|
|
ConocoPhillips |
|
106,251 |
|
6,709,751 |
|
|
|
El Paso Corp. |
|
56,715 |
|
683,416 |
|
|
|
EnCana Corp. |
|
13,766 |
|
643,285 |
|
|
|
ENI SPA |
|
515,272 |
|
14,651,791 |
|
|
|
Exxon Mobil Corp. |
|
386,451 |
|
23,519,408 |
|
|
|
Frontline, Ltd. |
|
27,509 |
|
908,840 |
|
|
|
Murphy Oil Corp. |
|
10,642 |
|
530,184 |
|
|
|
Parallel Petroleum Corp. (1) |
|
49,481 |
|
912,924 |
|
|
|
Royal Dutch Shell PLC, Class A |
|
507,453 |
|
15,832,867 |
|
|
|
Royal Dutch Shell PLC, Class B |
|
383,980 |
|
12,478,703 |
|
|
|
Ship Finance International, Ltd. |
|
1,812 |
|
30,647 |
|
|
|
Showa Shell Sekiyu KK |
|
151,800 |
|
1,717,844 |
|
|
|
Sunoco, Inc. |
|
15,302 |
|
1,186,976 |
|
|
|
TonenGeneral Sekiyu KK |
|
42,000 |
|
426,338 |
|
|
|
Total SA |
|
106,101 |
|
27,932,512 |
|
|
|
Williams Cos., Inc. |
|
128,181 |
|
2,741,792 |
|
|
|
XTO Energy, Inc. |
|
12,033 |
|
524,278 |
|
|
|
|
|
|
|
$ |
159,254,509 |
|
|
Paper and Forest Products — 0.2% |
|
|
|
|
|
|
|
International Paper Co. |
|
50,046 |
|
1,730,090 |
|
|
|
MeadWestvaco Corp. |
|
40,062 |
|
1,094,093 |
|
|
|
Nippon Paper Group, Inc. |
|
196 |
|
845,336 |
|
|
|
OJI Paper Co., Ltd. |
|
176,000 |
|
1,078,067 |
|
|
|
|
|
|
|
$ |
4,747,586 |
|
|
Personal Products — 0.3% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
11,849 |
|
524,081 |
|
|
|
Beiersdorf AG |
|
9,572 |
|
1,377,875 |
|
|
|
Oriflame Cosmetics SA |
|
36,069 |
|
1,200,958 |
|
|
|
Shiseido Co., Ltd. |
|
137,000 |
|
2,540,716 |
|
|
|
|
|
|
|
$ |
5,643,630 |
|
|
Pharmaceuticals — 7.1% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
212,635 |
|
9,030,608 |
|
|
|
Astellas Pharma, Inc. |
|
67,800 |
|
2,562,665 |
|
|
|
AstraZeneca PLC |
|
200,545 |
|
10,058,987 |
|
|
|
Bristol-Myers Squibb Co. |
|
330,336 |
|
8,129,569 |
|
|
|
Chugai Pharmaceuticals Co., Ltd. |
|
70,000 |
|
1,265,311 |
|
|
|
Cypress Bioscience, Inc. (1) |
|
25,169 |
|
158,565 |
|
|
|
Daiichi Sankyo Co. Ltd. |
|
11,800 |
|
268,732 |
|
|
|
Eisai Co., Ltd. |
|
85,900 |
|
3,741,901 |
|
|
|
GlaxoSmithKline PLC |
|
920,920 |
|
24,036,155 |
|
|
13
|
Johnson & Johnson Co. |
|
144,723 |
|
$ |
8,570,496 |
|
|
Merck & Co., Inc. |
|
269,420 |
|
9,491,667 |
|
|
|
Novartis AG |
|
206,358 |
|
11,421,965 |
|
|
|
Pfizer, Inc. |
|
599,790 |
|
14,946,767 |
|
|
|
Roche Holding AG |
|
118,891 |
|
17,625,537 |
|
|
|
Sanofi-Synthelabo SA |
|
167,961 |
|
15,905,060 |
|
|
|
Santen Pharmaceutical Co., Ltd. |
|
18,900 |
|
454,158 |
|
|
|
Takeda Pharmaceutical Co., Ltd. |
|
81,900 |
|
4,647,410 |
|
|
|
Tanabe Seiyaku Co., Ltd. |
|
28,000 |
|
309,339 |
|
|
|
|
|
|
|
$ |
142,624,892 |
|
|
Real Estate — 0.6% |
|
|
|
|
|
|
|
Apartment Investment and Management Co., Class A |
|
42,450 |
|
1,990,905 |
|
|
|
Archstone-Smith Trust |
|
13,432 |
|
655,079 |
|
|
|
Heiwa Real Estate Co., Ltd. |
|
219,000 |
|
1,574,440 |
|
|
|
Japan Real Estate Investment Corp. |
|
50 |
|
432,272 |
|
|
|
Japan Retail Fund Investment Corp. |
|
50 |
|
389,877 |
|
|
|
Nippon Building Fund, Inc. |
|
56 |
|
516,494 |
|
|
|
NTT Urban Development Corp. |
|
83 |
|
719,697 |
|
|
|
Simon Property Group, Inc. |
|
35,779 |
|
3,010,445 |
|
|
|
Sumitomo Realty & Development Co., Ltd. |
|
72,000 |
|
1,988,267 |
|
|
|
Tokyu Land Corp. |
|
29,000 |
|
258,766 |
|
|
|
|
|
|
|
$ |
11,536,242 |
|
|
Road & Rail — 0.2% |
|
|
|
|
|
|
|
CSX Corp. |
|
11,897 |
|
711,441 |
|
|
|
East Japan Railway Co. |
|
50 |
|
369,415 |
|
|
|
Kinetsu Corp. |
|
91,000 |
|
353,684 |
|
|
|
Swift Transportation Co., Inc. (1) |
|
50,000 |
|
1,086,500 |
|
|
|
Tobu Railway Co., Ltd. |
|
154,000 |
|
808,522 |
|
|
|
|
|
|
|
$ |
3,329,562 |
|
|
Semiconductors & Semiconductor Equipment — 4.5% |
|
|
|
|
|
|
|
Advantest Corp. |
|
67,800 |
|
8,034,893 |
|
|
|
Analog Devices, Inc. |
|
33,409 |
|
1,279,231 |
|
|
|
Applied Materials, Inc. |
|
498,564 |
|
8,729,856 |
|
|
|
Atheros Communications, Inc. (1) |
|
55,283 |
|
1,447,862 |
|
|
|
Intel Corp. |
|
1,233,219 |
|
23,862,788 |
|
|
|
KLA-Tencor Corp. |
|
154,838 |
|
7,487,966 |
|
|
|
LSI Logic Corp. (1) |
|
56,168 |
|
649,302 |
|
|
|
Marvell Technology Group, Ltd. (1) |
|
123,910 |
|
6,703,531 |
|
|
|
Maxim Integrated Products, Inc. |
|
243,480 |
|
9,045,282 |
|
|
|
Microchip Technology, Inc. |
|
191,324 |
|
6,945,061 |
|
|
|
NVIDIA Corp. (1) |
|
17,074 |
|
977,657 |
|
|
|
ROHM Co., Ltd. |
|
2,400 |
|
252,518 |
|
|
|
STMicroelectronics N.V. |
|
144,552 |
|
2,658,311 |
|
|
|
Taiwan Semiconductor Manufacturing Co., Ltd. ADR |
|
328,586 |
|
3,305,575 |
|
|
|
Teradyne, Inc. (1) |
|
33,940 |
|
526,409 |
|
|
14
|
Tessera Technologies, Inc. (1) |
|
26,615 |
|
$ |
853,809 |
|
|
Tokyo Electron, Ltd. |
|
72,700 |
|
4,986,571 |
|
|
|
Unaxis Holding AG (1) |
|
6,348 |
|
1,806,891 |
|
|
|
Veeco Instruments, Inc. (1) |
|
33,128 |
|
773,539 |
|
|
|
|
|
|
|
$ |
90,327,052 |
|
|
Software — 4.7% |
|
|
|
|
|
|
|
Autodesk, Inc. (1) |
|
101,343 |
|
3,903,732 |
|
|
|
BMC Software, Inc. (1) |
|
26,642 |
|
577,066 |
|
|
|
CA, Inc. |
|
43,249 |
|
1,176,805 |
|
|
|
Compuware Corp. (1) |
|
58,560 |
|
458,525 |
|
|
|
Electronic Arts, Inc. (1) |
|
118,496 |
|
6,484,101 |
|
|
|
Konami Corp. |
|
88,000 |
|
2,213,220 |
|
|
|
Microsoft Corp. |
|
1,835,000 |
|
49,930,350 |
|
|
|
Nintendo Co., Ltd. |
|
4,100 |
|
610,748 |
|
|
|
Oracle Corp. (1) |
|
1,208,900 |
|
16,549,841 |
|
|
|
Oracle Corp. |
|
10,800 |
|
539,738 |
|
|
|
Symantec Corp. (1) |
|
598,288 |
|
10,069,187 |
|
|
|
Trend Micro, Inc. |
|
70,000 |
|
2,444,813 |
|
|
|
|
|
|
|
$ |
94,958,126 |
|
|
Specialty Retail — 1.2% |
|
|
|
|
|
|
|
Abercrombie & Fitch Co., Class A |
|
46,375 |
|
2,703,663 |
|
|
|
Aoyama Trading Co., Ltd. |
|
9,600 |
|
317,578 |
|
|
|
Bed Bath and Beyond, Inc. (1) |
|
167,745 |
|
6,441,408 |
|
|
|
Best Buy Co., Inc. |
|
57,465 |
|
3,214,017 |
|
|
|
Big 5 Sporting Goods Corp. |
|
22,809 |
|
446,600 |
|
|
|
Fast Retailing Co., Ltd. |
|
70,500 |
|
6,882,208 |
|
|
|
Inditex SA |
|
44,192 |
|
1,703,381 |
|
|
|
Office Depot, Inc. (1) |
|
17,560 |
|
653,934 |
|
|
|
Shimamura Co., Ltd. |
|
1,900 |
|
220,210 |
|
|
|
Tiffany & Co. |
|
13,839 |
|
519,516 |
|
|
|
TJX Companies, Inc. |
|
25,596 |
|
635,293 |
|
|
|
|
|
|
|
$ |
23,737,808 |
|
|
Textiles, Apparel & Luxury Goods — 0.6% |
|
|
|
|
|
|
|
Coach, Inc. (1) |
|
37,247 |
|
1,288,001 |
|
|
|
Compagnie Financiere Richemont AG, Class A |
|
33,833 |
|
1,615,134 |
|
|
|
Nike, Inc., Class B |
|
72,969 |
|
6,209,662 |
|
|
|
Onward Kashiyama Company, Ltd. |
|
24,000 |
|
424,014 |
|
|
|
Swatch Group AG, Class B |
|
6,996 |
|
1,170,120 |
|
|
|
Toyobo Co., Ltd. |
|
298,000 |
|
918,673 |
|
|
|
Unitika, Ltd. |
|
158,000 |
|
293,156 |
|
|
|
|
|
|
|
$ |
11,918,760 |
|
|
Thrifts & Mortgage Finance — 0.4% |
|
|
|
|
|
|
|
Commercial Capital Bancorp |
|
30,478 |
|
428,521 |
|
|
|
Countrywide Financial Corp. |
|
19,114 |
|
701,484 |
|
|
15
|
Fannie Mae |
|
118,647 |
|
$ |
6,098,456 |
|
|
PFF Bancorp, Inc. |
|
10,865 |
|
366,259 |
|
|
|
|
|
|
|
$ |
7,594,720 |
|
|
Tobacco — 1.0% |
|
|
|
|
|
|
|
Altadis SA |
|
29,497 |
|
1,319,033 |
|
|
|
Altria Group, Inc. |
|
127,887 |
|
9,062,073 |
|
|
|
Gallaher Group PLC |
|
84,360 |
|
1,226,927 |
|
|
|
Imperial Tobacco Group PLC |
|
46,553 |
|
1,375,149 |
|
|
|
Reynolds American, Inc. |
|
45,902 |
|
4,842,661 |
|
|
|
Swedish Match AB |
|
92,749 |
|
1,265,995 |
|
|
|
UST, Inc. |
|
28,896 |
|
1,202,074 |
|
|
|
|
|
|
|
$ |
20,293,912 |
|
|
Trading Companies & Distributors — 0.2% |
|
|
|
|
|
|
|
Mitsui and Co., Ltd. |
|
196,000 |
|
2,823,851 |
|
|
|
Tomen Corp. (1) |
|
139,000 |
|
245,038 |
|
|
|
Toyota Tsusho Corp. |
|
16,000 |
|
432,856 |
|
|
|
WW Grainger, Inc. |
|
8,452 |
|
636,858 |
|
|
|
|
|
|
|
$ |
4,138,603 |
|
|
Transportation Infrastructure — 0.2% |
|
|
|
|
|
|
|
Abertis Infraestructuras SA |
|
40,100 |
|
1,037,218 |
|
|
|
Autoroutes du Sud de la France |
|
20,604 |
|
1,272,421 |
|
|
|
BAA PLC |
|
87,261 |
|
1,254,938 |
|
|
|
|
|
|
|
$ |
3,564,577 |
|
|
Water Utilities — 0.1% |
|
|
|
|
|
|
|
Kelda Group PLC |
|
79,871 |
|
1,090,708 |
|
|
|
Severn Trent PLC |
|
61,138 |
|
1,181,359 |
|
|
|
|
|
|
|
$ |
2,272,067 |
|
|
Wireless Telecommunication Services — 1.5% |
|
|
|
|
|
|
|
Bouygues SA |
|
28,071 |
|
1,484,824 |
|
|
|
KDDI Corp. |
|
661 |
|
3,521,732 |
|
|
|
NTT DoCoMo, Inc. |
|
313 |
|
460,092 |
|
|
|
Sprint Nextel Corp. |
|
275,590 |
|
7,121,246 |
|
|
|
Vodafone Group PLC |
|
8,704,572 |
|
18,129,935 |
|
|
|
|
|
|
|
$ |
30,717,829 |
|
|
Total
Common Stocks |
|
|
|
$ |
2,029,773,237 |
|
|
Total
Investments — 100.7% |
|
|
|
$ |
2,029,773,237 |
|
|
Other Assets, Less Liabilities — (0.7)% |
|
|
|
$ |
(14,372,900 |
) |
|
Net Assets — 100.0% |
|
|
|
$ |
2,015,400,337 |
|
16
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
Non-income producing security. |
Country Concentration of Portfolio
|
|
|
Percentage of |
|
|
|
|
|
Country |
|
Total Investments |
|
Value |
|
|
|
United States |
|
52.9 |
% |
$ |
1,079,862,094 |
|
|
Japan |
|
11.0 |
% |
222,740,100 |
|
|
|
United Kingdom |
|
10.9 |
% |
219,706,615 |
|
|
|
France |
|
5.4 |
% |
109,785,574 |
|
|
|
Switzerland |
|
4.2 |
% |
84,496,149 |
|
|
|
Germany |
|
4.0 |
% |
80,505,836 |
|
|
|
Netherlands |
|
2.8 |
% |
56,903,893 |
|
|
|
Italy |
|
2.2 |
% |
44,385,767 |
|
|
|
Spain |
|
2.1 |
% |
43,137,172 |
|
|
|
Bermuda |
|
0.8 |
% |
15,256,990 |
|
|
|
Finland |
|
0.8 |
% |
15,437,034 |
|
|
|
Sweden |
|
0.8 |
% |
15,532,184 |
|
|
|
Belgium |
|
0.4 |
% |
7,557,157 |
|
|
|
Denmark |
|
0.4 |
% |
9,080,983 |
|
|
|
South Africa |
|
0.4 |
% |
7,541,809 |
|
|
|
Canada |
|
0.3 |
% |
7,025,431 |
|
|
|
Cayman Islands |
|
0.2 |
% |
3,809,032 |
|
|
|
Taiwan |
|
0.2 |
% |
3,305,575 |
|
|
|
Other Countries, less than 0.2% each |
|
0.2 |
% |
3,703,842 |
|
|
|
|
|
100.0 |
% |
$ |
2,029,773,237 |
|
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2006, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
1,864,743,709 |
|
|
Gross unrealized appreciation |
|
$ |
208,586,149 |
|
|
Gross unrealized depreciation |
|
(43,556,621 |
) |
|
|
Net unrealized appreciation |
|
$ |
165,029,528 |
|
17
Summary of options outstanding at March 31, 2006:
WRITTEN OPTIONS
|
|
Number of |
|
Premium |
|
|
|
|||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Eurotop 100
Index, |
|
23,900 |
|
$ |
6,770,870 |
|
$ |
(3,828,541 |
) |
|
Nasdaq 100 Index, |
|
1,152 |
|
3,487,872 |
|
(4,884,480 |
) |
||
|
Nasdaq 100 Index, |
|
528 |
|
1,123,795 |
|
(1,351,680 |
) |
||
|
Nasdaq 100 Index, |
|
900 |
|
1,834,571 |
|
(1,620,000 |
) |
||
|
Nikkei Index, |
|
1,534 |
|
3,980,998 |
|
(13,946,141 |
) |
||
|
S & P
500 Index, |
|
1,065 |
|
1,829,670 |
|
(1,853,100 |
) |
||
|
S & P
500 Index, |
|
615 |
|
1,043,963 |
|
(996,300 |
) |
||
|
S & P
500 Index, |
|
1,932 |
|
2,894,136 |
|
(2,028,600 |
) |
||
|
S & P
500 Index, |
|
1,400 |
|
1,974,200 |
|
(882,000 |
) |
||
|
TOTAL |
|
|
|
$ |
24,940,075 |
|
$ |
(31,390,842 |
) |
Written call option activity for the period ended March 31, 2006 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
8,649 |
|
$ |
17,480,251 |
|
|
Options written |
|
25,715 |
|
46,958,806 |
|
|
|
Options closed |
|
(25,978 |
) |
(48,777,997 |
) |
|
|
Outstanding, end of period |
|
8,386 |
|
$ |
15,661,060 |
|
At March 31, 2006, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
18
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: |
May 24, 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: |
May 24, 2006 |
|
|
By: |
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
|
Date: |
May 24, 2006 |
|