Regulatory Filings • Mar 29, 2010
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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 811-21729
Name of Fund: BlackRock Global Opportunities Equity Trust (BOE)
Fund Address: 100 Bellevue Parkway, Wilmington, DE 19809
Name and address of agent for service: Anne F. Ackerley, Chief Executive Officer, BlackRock Global Opportunities Equity Trust, 55 East 52 nd Street, New York, NY 10055.
Registrants telephone number, including area code: (800) 882-0052, Option 4
Date of fiscal year end: 10/31/2010
Date of reporting period: 01/31/2010
Item 1 Schedule of Investments
| Schedule of Investments January 31, 2010 (Unaudited) |
|---|
| (Percentages shown are based on Net |
| Assets) |
| Shares | Common Stocks | Value |
|---|---|---|
| Australia0.6% | ||
| 102,000 | BHP Billiton Ltd. - ADR | $ 7,075,740 |
| Belgium0.6% | ||
| 152,800 | Anheuser-Busch InBev NV | 7,625,034 |
| Bermuda1.1% | ||
| 51,400 | Arch Capital Group Ltd. (a) | 3,677,156 |
| 83,300 | Bunge Ltd. | 4,897,207 |
| 265,500 | Invesco Ltd. | 5,124,150 |
| 13,698,513 | ||
| Brazil0.4% | ||
| 203,800 | Banco Santander Brasil SA - ADR | 2,453,752 |
| 395,144 | BM&FBOVESPA SA | 2,668,532 |
| 5,122,284 | ||
| Canada3.8% | ||
| 160,000 | Barrick Gold Corp. | 5,554,547 |
| 212,400 | Enbridge, Inc. | 9,219,064 |
| 356,400 | Pan American Silver Corp. | 7,552,116 |
| 82,400 | Potash Corp. of Saskatchewan, Inc. | 8,186,440 |
| 149,300 | Suncor Energy, Inc. | 4,725,345 |
| 78,100 | Toronto-Dominion Bank (The) | 4,601,637 |
| 282,800 | TransCanada Corp. | 9,037,434 |
| 48,876,583 | ||
| Cayman Islands0.2% | ||
| 71,200 | Herbalife Ltd. | 2,766,120 |
| China1.4% | ||
| 206,911 | AirMedia Group, Inc. - ADR (a) | 1,605,629 |
| 3,316,800 | China Coal Energy Co., Class H | 5,019,074 |
| 4,397,800 | China Construction Bank Corp., Class H | 3,359,651 |
| 279,200 | Focus Media Holding Ltd. - ADR (a) | 3,746,864 |
| 4,911,100 | Industrial & Commercial Bank of China | 3,576,777 |
| 21,600 | Noah Education Holdings Ltd. - ADR (a) | 87,912 |
| 17,395,907 | ||
| Finland0.4% | ||
| 202,200 | Fortum Oyj | 5,131,160 |
| France4.5% | ||
| 449,100 | Air France-KLM (a) | 7,318,086 |
| 241,500 | AXA SA | 4,972,689 |
| 78,280 | BNP Paribas | 5,592,090 |
| 162,400 | Cie de Saint-Gobain | 7,757,934 |
| 57,000 | Compagnie Generale des Etablissements | |
| Michelin, Class B | 4,413,969 | |
| 43,200 | PPR | 5,268,093 |
| 154,700 | Renault SA (a) | 7,262,254 |
| 52,100 | Societe Generale | 3,014,363 |
| 88,709 | Total SA | 5,126,794 |
| 29,300 | Unibail-Rodamco SE - REIT | 6,348,792 |
| 57,075,064 | ||
| Germany2.3% | ||
| 156,800 | Bayerische Motoren Werke AG | 6,700,956 |
| 59,200 | Deutche Boerse AG | 3,880,351 |
| 384,700 | Deutsche Lufthansa AG | 6,169,790 |
| 101,300 | K+S AG | 5,694,345 |
| 81,700 | RWE AG | 7,248,427 |
| 29,693,869 | ||
| Hong Kong1.2% | ||
| 579,000 | Cheung Kong Holdings Ltd. | 6,812,812 |
| 506,700 | China Mobile Ltd. | 4,760,310 |
| 405,000 | Wing Hang Bank Ltd. | 3,403,023 |
| 14,976,145 | ||
| India1.5% | ||
| 697,200 | Bharti Airtel Ltd. | 4,600,765 |
| 232,500 | Punjab National Bank Ltd. | 4,511,179 |
| Shares | Common Stocks | Value |
|---|---|---|
| India (concluded) | ||
| 629,800 | Sterlite Industries India Ltd. - ADR | $ 10,045,310 |
| 19,157,254 | ||
| Ireland0.8% | ||
| 160,900 | Accenture Plc, Class A | 6,595,291 |
| 66,600 | Coviden Plc | 3,367,296 |
| 9,962,587 | ||
| Israel0.7% | ||
| 162,400 | Teva Pharmaceutical Industries Ltd. - ADR | 9,211,328 |
| Italy1.1% | ||
| 306,400 | ENI SpA | 7,121,152 |
| 1,607,500 | Intesa Sanpaolo SpA (a) | 6,119,176 |
| 285,500 | Intesa Sanpaolo SpA | 837,372 |
| 14,077,700 | ||
| Japan9.3% | ||
| 1,061,000 | Amada Co. Ltd. | 7,087,233 |
| 200,700 | Canon, Inc. | 7,844,976 |
| 859,700 | Fujitsu Ltd. | 5,243,210 |
| 380,400 | Honda Motor Co. Ltd. | 12,891,420 |
| 1,541,000 | ITOCHU Corp. | 12,029,897 |
| 2,850 | Japan Tobacco, Inc. | 10,284,635 |
| 284,700 | JTEKT Corp. | 3,215,811 |
| 2,199,300 | Marubeni Corp. | 12,772,136 |
| 1,885,600 | Mitsubishi Heavy Industries Ltd. | 6,574,541 |
| 1,063,300 | Mitsubishi UFJ Financial Group, Inc. | 5,471,818 |
| 826,900 | Mitsui & Co. Ltd. | 12,162,417 |
| 1,766,900 | Nippon Yusen KK | 6,100,226 |
| 864,900 | Nomura Holdings, Inc. | 6,466,238 |
| 384,300 | NTN Corp. | 1,661,309 |
| 87,800 | Sumitomo Mitsui Financial Group, Inc. | 2,833,931 |
| 218,800 | Tokio Marine Holdings, Inc. | 5,883,158 |
| 118,522,956 | ||
| Luxembourg0.7% | ||
| 219,600 | ArcelorMittal, NY Registered Shares | 8,494,128 |
| Malaysia0.3% | ||
| 1,074,400 | Bumiputra-Commerce Holdings Bhd | 3,975,641 |
| Mexico0.3% | ||
| 96,100 | Fomento Economico Mexicano SAB de CV - ADR | 4,051,576 |
| Netherlands1.3% | ||
| 1,085,800 | Aegon NV (a) | 6,488,257 |
| 38,800 | Corio NV - REIT | 2,381,567 |
| 153,400 | Randstad Holding NV (a) | 7,362,062 |
| 16,231,886 | ||
| New Zealand0.4% | ||
| 3,107,100 | Telecom Corp. of New Zealand Ltd. | 5,186,261 |
| Russia0.4% | ||
| 286,600 | Vimpel-Communications - ADR | 5,198,924 |
| Singapore1.5% | ||
| 1,184,451 | CapitaLand Ltd. | 3,220,052 |
| 353,000 | DBS Group Holdings Ltd. | 3,556,561 |
| 3,024,455 | Singapore Telecommunications Ltd. | 6,445,364 |
| 1,327,900 | Wilmar International Ltd. | 6,195,093 |
| 19,417,070 | ||
| South Africa0.5% | ||
| 160,700 | Naspers Ltd. | 5,664,539 |
| South Korea2.0% | ||
| 146,200 | Hyosung Corp. | 10,174,243 |
| 39,500 | Korea Zinc Co. Ltd. | 5,755,052 |
| 14,700 | Samsung Electronics Co. Ltd. | 9,877,090 |
| 25,806,385 | ||
| Spain1.2% | ||
| 253,500 | Banco Santander SA | 3,620,223 |
| 94,500 | Inditex SA | 5,948,446 |
1 JANUARY 31, 2010
| Schedule of Investments (continued) |
|---|
| (Percentages shown are based on Net |
| Assets) |
| Shares | Common Stocks | Value |
|---|---|---|
| Spain (concluded) | ||
| 231,400 | Telefonica SA | $ 5,543,316 |
| 15,111,985 | ||
| Sweden1.1% | ||
| 644,300 | Nordea Bank AB | 5,909,106 |
| 558,800 | Svenska Cellulosa AB, B Shares | 7,528,457 |
| 13,437,563 | ||
| Switzerland2.8% | ||
| 56,800 | ACE Ltd. (a) | 2,801,558 |
| 255,199 | Nestle SA | 12,096,873 |
| 133,700 | Novartis AG | 7,154,943 |
| 55,800 | Roche Holding AG | 9,361,621 |
| 98,600 | Swiss Reinsurance Co. Ltd. | 4,262,464 |
| 35,677,459 | ||
| Taiwan1.5% | ||
| 6,224,700 | China Steel Corp. | 6,308,189 |
| 263,727 | Chunghwa Telecom Co. Ltd. - ADR | 5,005,538 |
| 6,493,800 | Mega Financial Holding Co. Ltd. | 3,493,910 |
| 643,500 | Siliconware Precision Industries | |
| Co. - ADR | 4,343,625 | |
| 19,151,262 | ||
| Thailand0.2% | ||
| 849,700 | Bangkok Bank PCL | 2,863,221 |
| United Kingdom5.4% | ||
| 666,800 | Barclays Plc | 2,849,894 |
| 158,200 | Barclays Plc - ADR | 2,706,802 |
| 395,900 | BG Group Plc | 7,278,108 |
| 458,236 | GlaxoSmithKline Plc | 8,918,168 |
| 659,130 | HSBC Holdings Plc | 7,056,320 |
| 579,500 | Prudential Plc | 5,307,448 |
| 180,800 | Royal Dutch Shell Plc - ADR | 10,014,512 |
| 177,508 | Standard Chartered Plc | 4,088,647 |
| 236,800 | Unilever Plc | 7,200,818 |
| 306,100 | Vodafone Group Plc - ADR | 6,568,906 |
| 740,100 | WPP Plc | 6,829,230 |
| 68,818,853 | ||
| United States47.6% | ||
| 125,000 | Abbott Laboratories | 6,617,500 |
| 179,400 | Adobe Systems, Inc. (a) | 5,794,620 |
| 103,100 | Aetna, Inc. | 3,089,907 |
| 391,500 | Alcoa, Inc. | 4,983,795 |
| 94,200 | Alpha Natural Resources, Inc. | |
| (a)(b) | 3,825,462 | |
| 173,500 | American Electric Power Co., Inc. | 6,011,775 |
| 184,600 | Amerprise Financial, Inc. | 7,059,104 |
| 63,900 | Apache Corp. | 6,311,403 |
| 53,600 | Apple, Inc. (a) | 10,297,632 |
| 596,900 | Applied Materials, Inc. | 7,270,242 |
| 234,600 | Arch Coal, Inc. | 4,943,022 |
| 187,900 | AT&T Inc. | 4,765,144 |
| 126,700 | Bank of America Corp. | 1,923,306 |
| 296,300 | Bank of America Corp. | 4,474,130 |
| 86,400 | Becton Dickinson & Co. | 6,511,968 |
| 123,600 | Black & Decker Corp. | 7,991,976 |
| 311,700 | Bristol-Myers Squibb Co. | 7,593,012 |
| 505,900 | CBS Corp., Class B | 6,541,287 |
| 212,300 | Celanese Corp., Series A | 6,177,930 |
| 248,500 | Charles Schwab Corp. (The) | 4,545,065 |
| 183,200 | Chevron Corp. (c) | 13,212,384 |
| 410,900 | Cisco Systems, Inc. (a) | 9,232,923 |
| 1,187,400 | Citigroup, Inc. (a) | 3,942,168 |
| 123,500 | Comerica, Inc. | 4,261,985 |
| 282,600 | ConAgra Foods, Inc. | 6,426,324 |
| 158,100 | ConocoPhillips | 7,588,800 |
| 67,600 | Consol Energy, Inc. | 3,150,836 |
| 484,500 | Corning, Inc. | 8,759,760 |
| 211,000 | Deere & Co. | 10,539,450 |
| Shares | Common Stocks | Value |
|---|---|---|
| United States (concluded) | ||
| 143,800 | Dominion Resources, Inc. | $ 5,386,748 |
| 365,200 | eBay, Inc. (a) | 8,406,904 |
| 454,600 | EMC Corp. (a) | 7,578,182 |
| 76,400 | Energizer Holdings, Inc. (a) | 4,240,200 |
| 105,900 | EOG Resources, Inc. | 9,575,478 |
| 247,100 | Exxon Mobil Corp. | 15,920,653 |
| 53,200 | Federal Realty Investment Trust - | |
| REIT | 3,425,016 | |
| 695,500 | General Electric Co. | 11,183,640 |
| 97,200 | General Mills, Inc. | 6,931,332 |
| 14,500 | Google, Inc., Class A (a) | 7,676,590 |
| 231,800 | Halliburton Co. | 6,770,878 |
| 131,900 | Helmerich & Payne, Inc. | 5,517,377 |
| 195,700 | Hewlett-Packard Co. | 9,211,599 |
| 234,600 | Home Depot, Inc. | 6,571,146 |
| 235,400 | Hudson City Bancorp, Inc. | 3,123,758 |
| 338,900 | Intel Corp. (c) | 6,574,660 |
| 88,700 | International Business Machines | |
| Corp. | 10,855,993 | |
| 81,900 | Johnson & Johnson | 5,148,234 |
| 88,700 | Jones Lang LaSalle, Inc. | 5,056,787 |
| 195,000 | JPMorgan Chase & Co. | 7,593,300 |
| 1,037,600 | KeyCorp | 7,449,968 |
| 225,400 | Kla-Tencor Corp. | 6,356,280 |
| 118,400 | Kohls Corp. (a)(c) | 5,963,808 |
| 325,100 | Las Vegas Sands Corp. (a)(b) | 5,039,050 |
| 209,000 | LaSalle Hotel Properties - REIT | 4,211,350 |
| 322,800 | Liberty Global, Inc., Class A | |
| (a)(b) | 8,192,664 | |
| 256,300 | Lincoln National Corp. | 6,299,854 |
| 100,500 | Mack-Cali Realty Corp. - REIT | 3,278,310 |
| 219,500 | Manpower, Inc. | 11,367,905 |
| 40,400 | Medco Health Solutions, Inc. (a) | 2,483,792 |
| 108,300 | Medtronic, Inc. | 4,644,987 |
| 182,100 | Merck & Co., Inc. | 6,952,578 |
| 663,200 | Microsoft Corp. (c) | 18,688,976 |
| 544,200 | Monster Worldwide, Inc. (a) | 8,484,078 |
| 166,600 | Morgan Stanley | 4,461,548 |
| 141,000 | Mosaic Co. (The) | 7,544,910 |
| 526,100 | News Corp., Class A | 6,634,121 |
| 199,900 | NII Holdings, Inc. (a) | 6,544,726 |
| 100,600 | Nike, Inc. | 6,413,250 |
| 323,900 | Oracle Corp. | 7,469,134 |
| 395,400 | Parametric Technology Corp. (a) | 6,547,824 |
| 211,500 | Peoples United Financial, Inc. | 3,419,955 |
| 161,900 | PepsiCo, Inc. | 9,652,478 |
| 645,500 | Pfizer, Inc. | 12,045,030 |
| 65,500 | Piper Jaffray Cos. (a) | 3,181,990 |
| 271,800 | Principal Financial Group, Inc. | 6,264,990 |
| 111,100 | QUALCOMM, Inc. | 4,354,009 |
| 150,100 | Sempra Energy | 7,617,575 |
| 133,700 | Southwestern Energy Co. (a) | 5,733,056 |
| 76,400 | State Street Corp. | 3,276,032 |
| 128,500 | Stryker Corp. | 6,671,720 |
| 299,600 | SunTrust Banks, Inc. | 7,289,268 |
| 90,200 | T. Rowe Price Group, Inc. | 4,475,724 |
| 292,300 | Texas Instruments, Inc. | 6,576,750 |
| 70,500 | Thermo Fisher Scientific, Inc. | |
| (a) | 3,253,575 | |
| 275,600 | U.S. Bancorp | 6,912,048 |
| 172,100 | United Parcel Service, Inc., | |
| Class B | 9,942,217 | |
| 214,400 | UnitedHealth Group, Inc. | 7,075,200 |
| 175,900 | Urban Outfitters, Inc. (a) | 5,553,163 |
| 436,900 | Virgin Media, Inc. | 6,199,611 |
| 22,100 | Wabtec Corp. | 847,093 |
| 220,200 | Walt Disney Co. (The) | 6,506,910 |
| 44,400 | WellPoint, Inc. (a) | 2,829,168 |
| 605,298,060 | ||
| Total Common Stocks97.1% | 1,234,753,057 |
JANUARY 31, 2010 2
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Shares | Common Stocks | Value | |
|---|---|---|---|
| Preferred Stock0.6% | |||
| Germany0.6% | |||
| 97,900 | Volkswagon AG | $ 7,927,995 | |
| Total Long-Term | |||
| Investments (Cost$1,254,403,882)97.7% | 1,242,681,052 | ||
| Shares/Beneficial Interest | Short-Term Securities | Value | |
| 26,958,996 | BlackRock Liquidity Funds, TempFund, | ||
| Institutional Class, 0.10% (d)(e) | 26,958,996 | ||
| 6,110,100 | BlackRock Liquidity Series, LLC, Money | ||
| Market Series, 0.27% (d)(e)(f) | 6,110,100 | ||
| Total Short-Term | |||
| Securities (Cost$33,069,096)2.6% | 33,069,096 | ||
| Total | |||
| Investments Before Outstanding Options Written (Cost$1,287,472,978*)100.3% | 1,275,750,148 | ||
| Contracts | Options Written | ||
| Exchange-Traded Call Options | |||
| Written(0.3)% | |||
| 290 | Abbott Laboratories, Strike Price USD | ||
| 55, Expires 2/22/10 | (5,800 | ) | |
| 1,000 | Adobe Systems, Inc., Strike Price USD | ||
| 38, Expires 2/22/10 | (5,000 | ) | |
| 550 | Aetna, Inc., Strike Price USD 32, Expires | ||
| 2/22/10 | (24,750 | ) | |
| 440 | AirMedia Group, Inc. - ADR, Strike Price | ||
| USD 9, Expires 3/03/10 | (4,229 | ) | |
| 1,540 | Alcoa, Inc., Strike Price USD 16, Expires | ||
| 2/22/10 | (6,930 | ) | |
| 307 | Alcoa, Inc., Strike Price USD 16, Expires | ||
| 3/22/10 | (3,530 | ) | |
| 308 | Alcoa, Inc., Strike Price USD 17, Expires | ||
| 3/22/10 | (2,156 | ) | |
| 350 | Apache Corp., Strike Price USD 115, | ||
| Expires 3/22/10 | (16,625 | ) | |
| 90 | Apple, Inc., Strike Price USD 220, | ||
| Expires 2/22/10 | (4,455 | ) | |
| 205 | Apple, Inc., Strike Price USD 220, | ||
| Expires 4/19/10 | (78,413 | ) | |
| 388 | Applied Materials, Inc., Strike Price USD | ||
| 14, Expires 2/22/10 | (2,910 | ) | |
| 500 | Applied Materials, Inc., Strike Price USD | ||
| 14, Expires 4/19/10 | (12,500 | ) | |
| 290 | ArcelorMittal, NY Registered Shares, | ||
| Strike Price USD 47, Expires 2/22/10 | (2,900 | ) | |
| 1,290 | Arch Coal, Inc., Strike Price USD 28, | ||
| Expires 2/22/10 | (6,450 | ) | |
| 1,030 | AT&T Inc., Strike Price USD 28, Expires | ||
| 2/22/10 | (3,090 | ) | |
| 700 | Bank of America Corp., Strike Price USD | ||
| 16.50, Expires 2/03/10 | (253 | ) | |
| 550 | BHP Billiton Ltd. - ADR, Strike Price USD | ||
| 80, Expires 2/22/10 | (9,625 | ) | |
| 575 | Black & Decker Corp., Strike Price USD | ||
| 65, Expires 2/22/10 | (120,750 | ) | |
| 100 | Black & Decker Corp., Strike Price USD | ||
| 75, Expires 3/22/10 | (1,500 | ) | |
| 100 | Bristol-Myers Squibb Co., Strike Price | ||
| USD 26, Expires 2/22/10 | (650 | ) | |
| 630 | Bristol-Myers Squibb Co., Strike Price | ||
| USD 26, Expires 3/22/10 | (18,585 | ) | |
| 529 | Bunge Ltd., Strike Price USD 65, Expires | ||
| 2/22/10 | (26,450 | ) | |
| 1,500 | CBS Corp., Class B, Strike Price USD 15, | ||
| Expires 3/22/10 | (33,750 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Exchange-Traded Call Options Written | |||
| (continued) | |||
| 675 | Charles Schwab Corp. (The), Strike Price | ||
| USD 19, Expires 2/22/10 | $ (11,812 | ) | |
| 305 | Chevron Corp., Strike Price USD 80, | ||
| Expires 2/22/10 | (1,677 | ) | |
| 110 | Cisco Systems, Inc., Strike Price USD 25, | ||
| Expires 3/22/10 | (2,530 | ) | |
| 680 | Comerica, Inc., Strike Price USD 35, | ||
| Expires 3/22/10 | (124,100 | ) | |
| 490 | ConAgra Foods, Inc., Strike Price USD | ||
| 22.50, Expires 2/22/10 | (26,950 | ) | |
| 940 | ConocoPhillips, Strike Price USD 52.50, | ||
| Expires 2/22/10 | (7,990 | ) | |
| 650 | Corning, Inc., Strike Price USD 19, | ||
| Expires 2/22/10 | (17,875 | ) | |
| 2,000 | Corning, Inc., Strike Price USD 20, | ||
| Expires 2/22/10 | (25,000 | ) | |
| 875 | Deere & Co., Strike Price USD 60, | ||
| Expires 2/22/10 | (8,750 | ) | |
| 1,000 | eBay, Inc., Strike Price USD 24, Expires | ||
| 3/22/10 | (64,500 | ) | |
| 1,000 | eBay, Inc., Strike Price USD 24, Expires | ||
| 4/19/10 | (90,500 | ) | |
| 420 | Energizer Holdings, Inc., Strike Price | ||
| USD 65, Expires 2/22/10 | (2,100 | ) | |
| 185 | Exxon Mobil Corp., Strike Price USD 70, | ||
| Expires 2/22/10 | (1,665 | ) | |
| 310 | Federal Realty Investment Trust - REIT, | ||
| Strike Price USD 70, Expires 2/22/10 | (10,075 | ) | |
| 420 | Formento Economico Mexico SAB de CV - | ||
| ADR, Strike Price USD 47.50, Expires | |||
| 2/19/10 | (2,614 | ) | |
| 1,180 | General Electric Co., Strike Price USD | ||
| 16, Expires 2/22/10 | (50,740 | ) | |
| 880 | General Electric Co., Strike Price USD | ||
| 17, Expires 2/22/10 | (9,240 | ) | |
| 535 | General Mills, Inc., Strike Price USD | ||
| 72.50, Expires 3/22/10 | (69,550 | ) | |
| 42 | Google, Inc., Class A, Strike Price USD | ||
| 600, Expires 2/22/10 | (2,730 | ) | |
| 37 | Google, Inc., Class A, Strike Price USD | ||
| 620, Expires 2/22/10 | (1,202 | ) | |
| 575 | Halliburton Co., Strike Price USD 36, | ||
| Expires 3/22/10 | (5,462 | ) | |
| 725 | Helmerich & Payne, Inc., Strike Price | ||
| USD 50, Expires 3/22/10 | (23,563 | ) | |
| 1,070 | Hewlett-Packard Co., Strike Price USD | ||
| 52.75, Expires 3/19/10 | (48,460 | ) | |
| 1,290 | Home Depot, Inc., Strike Price USD 29, | ||
| Expires 3/22/10 | (73,530 | ) | |
| 1,300 | Hudson City Bancorp, Inc., Strike Price | ||
| USD 15, Expires 4/19/10 | (13,000 | ) | |
| 300 | Intel Corp., Strike Price USD 21, Expires | ||
| 2/22/10 | (2,700 | ) | |
| 490 | International Business Machines Corp., | ||
| Strike Price USD 130, Expires 2/22/10 | (13,720 | ) | |
| 440 | Invesco Ltd., Strike Price USD 22.50, | ||
| Expires 2/22/10 | (4,400 | ) | |
| 1,000 | Invesco Ltd., Strike Price USD 25, | ||
| Expires 4/19/10 | (12,500 | ) | |
| 490 | Jones Lang LaSalle, Inc., Strike Price | ||
| USD 65, Expires 2/22/10 | (13,475 | ) | |
| 5,700 | KeyCorp, Strike Price USD 7, Expires | ||
| 2/22/10 | (242,250 | ) | |
| 620 | KLA-Tencor Corp., Strike Price USD 32, | ||
| Expires 3/22/10 | (18,600 | ) |
3 JANUARY 31, 2010
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Exchange-Traded Call Options Written | |||
| (continued) | |||
| 620 | KLA-Tencor Corp., Strike Price USD 33, | ||
| Expires 3/22/10 | $ (12,400 | ) | |
| 250 | Las Vegas Sands Corp., Strike Price USD | ||
| 18, Expires 2/22/10 | (5,375 | ) | |
| 200 | Las Vegas Sands Corp., Strike Price USD | ||
| 19, Expires 2/22/10 | (2,100 | ) | |
| 1,320 | LaSalle Hotel Properties - REIT, Strike | ||
| Price USD 22.50, Expires 3/22/10 | (79,200 | ) | |
| 1,775 | Liberty Global, Inc., Class A, Strike Price | ||
| USD 22.50, Expires 2/22/10 | (559,125 | ) | |
| 1,410 | Lincoln National Corp., Strike Price USD | ||
| 28, Expires 2/22/10 | (35,250 | ) | |
| 550 | Mack-Cali Realty Corp. - REIT, Strike | ||
| Price USD 36, Expires 2/19/10 | (5,479 | ) | |
| 500 | Merck & Co., Inc., Strike Price USD 38, | ||
| Expires 2/22/10 | (61,500 | ) | |
| 500 | Merck & Co., Inc., Strike Price USD 39, | ||
| Expires 2/22/10 | (37,250 | ) | |
| 1,500 | Microsoft Corp., Strike Price USD 31, | ||
| Expires 2/22/10 | (12,750 | ) | |
| 250 | Monster Worldwide, Inc., Strike Price | ||
| USD 20, Expires 2/22/10 | (1,250 | ) | |
| 845 | Morgan Stanley, Strike Price USD 32, | ||
| Expires 2/22/10 | (2,535 | ) | |
| 775 | Mosaic Co. (The), Strike Price USD 65, | ||
| Expires 2/22/10 | (15,888 | ) | |
| 280 | Nike, Inc., Strike Price USD 65, Expires | ||
| 2/22/10 | (19,600 | ) | |
| 1,780 | Oracle Corp., Strike Price USD 25, | ||
| Expires 2/22/10 | (16,020 | ) | |
| 1,040 | Pan American Silver Corp., Strike Price | ||
| USD 23, Expires 3/22/10 | (80,600 | ) | |
| 715 | Pan American Silver Corp., Strike Price | ||
| USD 25, Expires 2/22/10 | (7,150 | ) | |
| 210 | Pan American Silver Corp., Strike Price | ||
| USD 25, Expires 3/22/10 | (7,350 | ) | |
| 120 | PepsiCo, Inc., Strike Price USD 60, | ||
| Expires 3/22/10 | (20,100 | ) | |
| 790 | PepsiCo, Inc., Strike Price USD 62.50, | ||
| Expires 2/22/10 | (19,750 | ) | |
| 1,630 | Pfizer, Inc., Strike Price USD 19, Expires | ||
| 3/22/10 | (87,205 | ) | |
| 300 | Pfizer, Inc., Strike Price USD 20, Expires | ||
| 3/22/10 | (7,050 | ) | |
| 200 | Potash Corp. of Saskatchewan, Inc., | ||
| Strike Price USD 125, Expires 2/22/10 | (4,800 | ) | |
| 1,500 | Principal Financial Group, Inc., Strike | ||
| Price USD 24, Expires 3/22/10 | (183,750 | ) | |
| 160 | QUALCOMM, Inc., Strike Price USD 50, | ||
| Expires 4/19/10 | (1,360 | ) | |
| 420 | State Street Corp., Strike Price USD 44, | ||
| Expires 2/22/10 | (39,900 | ) | |
| 700 | Stryker Corp., Strike Price USD 56, | ||
| Expires 3/19/10 | (26,849 | ) | |
| 400 | Suncor Energy, Inc., Strike Price USD 37, | ||
| Expires 3/22/10 | (12,000 | ) | |
| 420 | Suncor Energy, Inc., Strike Price USD 38, | ||
| Expires 2/22/10 | (4,200 | ) | |
| 910 | SunTrust Banks, Inc., Strike Price USD | ||
| 22, Expires 2/22/10 | (241,150 | ) | |
| 750 | SunTrust Banks, Inc., Strike Price USD | ||
| 24, Expires 2/22/10 | (91,125 | ) | |
| 580 | Teva Pharmaceutical Industries Ltd. - | ||
| ADR, Strike Price USD 52.50, Expires | |||
| 3/22/10 | (278,400 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Exchange-Traded | |||
| Call Options Written (concluded) | |||
| 545 | U.S. Bancorp, Strike Price USD 24, | ||
| Expires 3/22/10 | $ (100,008 | ) | |
| 970 | U.S. Bancorp, Strike Price USD 26, | ||
| Expires 2/22/10 | (32,010 | ) | |
| 530 | United Parcel Service, Class B, Strike | ||
| Price USD 62.50, Expires 3/22/10 | (21,730 | ) | |
| 180 | UnitedHealth Group, Inc., Strike Price | ||
| USD 36, Expires 3/22/10 | (10,710 | ) | |
| 970 | Urban Outfitters, Inc., Strike Price USD | ||
| 35, Expires 2/22/10 | (12,125 | ) | |
| 1,570 | Vimpel-Communications - ADR, Strike | ||
| Price USD 22.50, Expires 2/22/10 | (15,700 | ) | |
| 450 | Vodafone Group Plc - ADR, Strike Price | ||
| USD 22.50, Expires 4/19/10 | (29,250 | ) | |
| 380 | Vodafone Group Plc - ADR, Strike Price | ||
| USD 23, Expires 3/26/10 | (8,667 | ) | |
| 1,100 | Walt Disney Co. (The), Strike Price USD | ||
| 32, Expires 4/19/10 | (61,050 | ) | |
| 255 | Walt Disney Co. (The), Strike Price USD | ||
| 33, Expires 2/22/10 | (1,275 | ) | |
| 118 | WellPoint, Inc., Strike Price USD 65, | ||
| Expires 2/22/10 | (14,455 | ) | |
| 120 | WellPoint, Inc., Strike Price USD 75, | ||
| Expires 3/22/10 | (2,400 | ) | |
| Total | |||
| Exchange-Traded Call Options Written | (3,682,402 | ) | |
| Exchange-Traded | |||
| Put Options Written(0.0)% | |||
| 607 | iShares MSCI EAFE Index Fund, Strike | ||
| Price USD 56, Expires 2/22/10 | (224,590 | ) | |
| 250 | Monster Worldwide, Inc., Strike Price | ||
| USD 17.50, Expires 2/22/10 | (50,625 | ) | |
| 300 | SPDR Trusts Series I, Strike Price USD | ||
| 113, Expires 2/22/10 | (180,000 | ) | |
| Total Exchange-Traded | |||
| Put Options Written | (455,215 | ) | |
| Over-the-Counter | |||
| Call Options Written(0.5)% | |||
| 40,000 | Abbott Laboratories, Strike Price USD | ||
| 55.25, Expires 2/18/10, Broker UBS | |||
| Securities LLC | (4,129 | ) | |
| 88,500 | Accenture Plc, Class A, Strike Price USD | ||
| 42.24, Expires 2/26/10, Broker Credit | |||
| Suisse First Boston | (41,595 | ) | |
| 330,000 | Aegon NV, Strike Price EUR 4.70, Expires | ||
| 2/24/10, Broker Morgan Stanley & | |||
| Co., Inc. | (34,625 | ) | |
| 267,200 | Aegon NV, Strike Price EUR 5.09, Expires | ||
| 2/09/10, Broker Morgan Stanley & | |||
| Co., Inc. | (1,624 | ) | |
| 247,000 | Air France-KLM, Strike Price EUR 12.58, | ||
| Expires 2/24/10, Broker Citigroup | |||
| Global Markets | (40,526 | ) | |
| 35,000 | AirMedia Group, Inc. - ADR, Strike Price | ||
| USD 8.54, Expires 4/05/10, Broker UBS | |||
| Securities LLC | (24,500 | ) | |
| 35,000 | AirMedia Group, Inc. - ADR, Strike Price | ||
| USD 8.54, Expires 4/13/10, Broker UBS | |||
| Securities LLC | (26,250 | ) | |
| 585,000 | Amada Co. Ltd., Strike Price JPY 634.57, | ||
| Expires 3/09/10, Broker Goldman | |||
| Sachs & Co. | (96,475 | ) | |
| 95,500 | American Electric Power Co., Inc., | ||
| Strike Price USD 36.50, Expires | |||
| 3/04/10, Broker Credit Suisse First | |||
| Boston | (13,293 | ) | |
| 102,000 | Amerprise Financial, Inc., Strike Price | ||
| USD 42.50, Expires 3/24/10, Broker | |||
| Morgan Stanley & Co., Inc. | (34,283 | ) |
JANUARY 31, 2010 4
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter | |||
| Call Options Written (continued) | |||
| 38,500 | Applied Materials, Inc., Strike Price USD | ||
| 13.36, Expires 2/17/10, Broker | |||
| Goldman Sachs & Co. | $ (3,890 | ) | |
| 130,000 | Applied Materials, Inc., Strike Price USD | ||
| 13.93, Expires 2/17/10, Broker Morgan | |||
| Stanley & Co., Inc. | (4,554 | ) | |
| 71,000 | Applied Materials, Inc., Strike Price USD | ||
| 14.11, Expires 2/25/10, Broker Morgan | |||
| Stanley & Co., Inc. | (4,523 | ) | |
| 28,000 | Arch Capital Group Ltd., Strike Price | ||
| USD 73.99, Expires 3/15/10, Broker | |||
| Morgan Stanley & Co., Inc. | (25,010 | ) | |
| 140,000 | AXA SA, Strike Price EUR 17.19, Expires | ||
| 2/24/10, Broker Morgan Stanley & | |||
| Co., Inc. | (8,285 | ) | |
| 112,500 | Banco Santander Brasil SA - ADR, Strike | ||
| Price USD 13.76, Expires 3/26/10, | |||
| Broker Credit Suisse First Boston | (7,169 | ) | |
| 215,500 | Banco Santander SA, Strike Price EUR | ||
| 11.78, Expires 2/24/10, Broker Morgan | |||
| Stanley & Co., Inc. | (4,745 | ) | |
| 200 | Barclays Plc, Strike Price GBP 3, Expires | ||
| 2/19/10, Broker Morgan Stanley & | |||
| Co., Inc. | (13,368 | ) | |
| 466,000 | Barclays Plc, Strike Price GBP 3.20, | ||
| Expires 2/19/10, Broker Citigroup | |||
| Global Markets | (1,695 | ) | |
| 880 | Barrick Gold Corp., Strike Price CAD 44, | ||
| Expires 2/22/10, Broker Thomas | |||
| Weisel Partners | (7,819 | ) | |
| 17,000 | Bayerische Motoren Werke AG, Strike | ||
| Price EUR 30.37, Expires 3/10/10, | |||
| Broker Deutsche Bank Securities | (37,577 | ) | |
| 69,100 | Bayerische Motoren Werke AG, Strike | ||
| Price EUR 32.29, Expires 2/24/10, | |||
| Broker Citigroup Global Markets | (32,598 | ) | |
| 47,000 | Becton Dickinson & Co., Strike Price USD | ||
| 76.25, Expires 3/30/10, Broker | |||
| Deutsche Bank Securities | (83,988 | ) | |
| 33,000 | BG Group Plc, Strike Price GBP 11.96, | ||
| Expires 2/24/10, Broker Citigroup | |||
| Global Markets | (12,876 | ) | |
| 185,000 | BG Group Plc, Strike Price GBP 12.03, | ||
| Expires 2/24/10, Broker Credit Suisse | |||
| First Boston | (65,267 | ) | |
| 217,400 | BM&FBOVESPA SA, Strike Price USD | ||
| 13.13, Expires 2/08/10, Broker | |||
| Deutsche Bank Securities | (20,190 | ) | |
| 43,000 | BNP Paribas, Strike Price EUR 55.88, | ||
| Expires 2/09/10, Broker Credit Suisse | |||
| First Boston | (12,986 | ) | |
| 98,500 | Bristol-Myers Squibb Co., Strike Price | ||
| USD 26.01, Expires 2/25/10, Broker | |||
| Morgan Stanley & Co., Inc. | (6,568 | ) | |
| 93,900 | Cannon, Inc., Strike Price JPY 3,539.40, | ||
| Expires 2/03/10, Broker Goldman | |||
| Sachs & Co. | (42,847 | ) | |
| 652,000 | CapitaLand Ltd., Strike Price SGD 4.22, | ||
| Expires 3/02/10, Broker Goldman | |||
| Sachs & Co. | (9,136 | ) | |
| 116,500 | Celanese Corp., Series A, Strike Price | ||
| USD 32.47, Expires 2/26/10, Broker | |||
| UBS Securities LLC | (41,100 | ) | |
| 69,200 | Charles Schwab Corp. (The), Strike Price | ||
| USD 19.19, Expires 2/16/10, Broker | |||
| Morgan Stanley & Co., Inc. | (10,136 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 346,000 | Cheung Kong Holdings Ltd., Strike Price | ||
| HKD 98.58, Expires 2/02/10, Broker | |||
| Credit Suisse First Boston | $ (401 | ) | |
| 67,000 | Chevron Corp., Strike Price USD 78.19, | ||
| Expires 3/04/10, Broker Morgan | |||
| Stanley & Co., Inc. | (15,848 | ) | |
| 40,000 | Chevron Corp., Strike Price USD 79.25, | ||
| Expires 2/18/10, Broker Deutsche | |||
| Bank Securities | (2,222 | ) | |
| 1,824,000 | China Coal Energy Co., Class H, Strike | ||
| Price HKD 14.84, Expires 3/02/10, | |||
| Broker Credit Suisse First Boston | (7,154 | ) | |
| 2,419,000 | China Construction Bank Corp., Class H, | ||
| Strike Price HKD 6.32, Expires | |||
| 3/02/10, Broker Deutsche Bank | |||
| Securities | (27,447 | ) | |
| 280,000 | China Mobile Ltd., Strike Price HKD | ||
| 71.97, Expires 3/02/10, Broker Credit | |||
| Suisse First Boston | (98,029 | ) | |
| 3,423,000 | China Steel Corp., Strike Price USD | ||
| 34.69, Expires 3/02/10, Broker | |||
| Goldman Sachs & Co. | (15,164 | ) | |
| 72,700 | Chunghwa Telecom Co. Ltd. - ADR, | ||
| Strike Price USD 19.71, Expires | |||
| 2/16/10, Broker Morgan Stanley & | |||
| Co., Inc. | (9,463 | ) | |
| 31,000 | Cie Generale des Etablissements | ||
| Michelin, Class B, Strike Price EUR | |||
| 60.60, Expires 2/24/10, Broker Credit | |||
| Suisse First Boston | (13,752 | ) | |
| 141,000 | CIMB Group Holdings Bhd, Strike Price | ||
| USD 13.14, Expires 3/09/10, Broker | |||
| Credit Suisse First Boston | (4,174 | ) | |
| 450,000 | CIMB Group Holdings Bhd, Strike Price | ||
| USD 13.58, Expires 3/02/10, Broker | |||
| Credit Suisse First Boston | (3,029 | ) | |
| 215,000 | Cisco Systems, Inc., Strike Price USD | ||
| 23.75, Expires 2/05/10, Broker UBS | |||
| Securities L L C | (13,723 | ) | |
| 680,000 | Citigroup, Inc., Strike Price USD 3.65, | ||
| Expires 2/05/10, Broker Credit Suisse | |||
| First Boston | (5,270 | ) | |
| 89,300 | Compagnie de St.-Gobain, Strike Price | ||
| EUR 35.65, Expires 3/10/10, Broker | |||
| Morgan Stanley & Co., Inc. | (152,044 | ) | |
| 106,000 | ConAgra Foods, Inc., Strike Price USD | ||
| 23.25, Expires 3/30/10, Broker Morgan | |||
| Stanley & Co., Inc. | (58,301 | ) | |
| 21,400 | Corio NV, Strike Price EUR 46.76, | ||
| Expires 2/09/10, Broker UBS Securities | |||
| LLC | (2,571 | ) | |
| 36,000 | Coviden Plc, Strike Price USD 51.80, | ||
| Expires 3/30/10, Broker Citigroup | |||
| Global Markets | (38,442 | ) | |
| 195,000 | DBS Group Holdings Ltd., Strike Price | ||
| SGD 15.72, Expires 3/09/10, Broker | |||
| Goldman Sachs & Co. | (3,154 | ) | |
| 28,600 | Deere & Co., Strike Price USD 56.55, | ||
| Expires 2/19/10, Broker UBS Securities | |||
| LLC | (9,832 | ) | |
| 32,600 | Deutche Borse AG, Strike Price EUR | ||
| 54.37, Expires 2/24/10, Broker Credit | |||
| Suisse First Boston | (1,187 | ) | |
| 212,000 | Deutsche Lufthansa AG, Strike Price EUR | ||
| 11.86, Expires 2/24/10, Broker | |||
| Goldman Sachs & Co. | (66,705 | ) |
5 JANUARY 31, 2010
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 79,000 | Dominion Resources, Inc., Strike Price USD 39.37, Expires | ||
| 2/17/10, Broker JPMorgan Chase Securities | $ (8,396 | ) | |
| 167,000 | EMC Corp., Strike Price USD 17, Expires 2/16/10, Broker | ||
| UBS Securities LLC | (49,614 | ) | |
| 39,500 | EMC Corp., Strike Price USD 17.73, Expires 2/26/10, Broker | ||
| Credit Suisse First Boston | (6,418 | ) | |
| 43,500 | EMC Corp., Strike Price USD 17.95, Expires 3/03/10, Broker | ||
| Credit Suisse First Boston | (6,994 | ) | |
| 650 | Enbridge, Inc., Strike Price CAD 46, Expires 3/20/10, | ||
| Broker T.D. Securities | (66,869 | ) | |
| 160 | Enbridge, Inc., Strike Price CAD 48, Expires 2/22/10, | ||
| Broker TD Newcrest | (2,020 | ) | |
| 170,000 | ENI SpA, Strike Price EUR 18.74, Expires 2/24/10, Broker | ||
| Morgan Stanley & Co., Inc. | (8,416 | ) | |
| 59,000 | Exxon Mobil Corp., Strike Price USD 69, Expires 3/30/10, | ||
| Broker Citigroup Global Markets | (40,812 | ) | |
| 75,000 | Exxon Mobil Corp., Strike Price USD 71.28, Expires | ||
| 2/26/10, Broker UBS Securities LLC | (6,306 | ) | |
| 153,500 | Focus Media Holding Ltd. - ADR, Strike Price USD 17.19, | ||
| Expires 2/16/10, Broker UBS Securities LLC | (6,048 | ) | |
| 111,200 | Fortum Oyj, Strike Price EUR 18.95, Expires 2/24/10, | ||
| Broker Citigroup Global Markets | (13,911 | ) | |
| 193,000 | Fujitsu Ltd., Strike Price JPY 551.05, Expires 2/03/10, | ||
| Broker Morgan Stanley & Co., Inc. | (16,352 | ) | |
| 280,000 | Fujitsu Ltd., Strike Price JPY 591.27, Expires 2/02/10, | ||
| Broker Goldman Sachs & Co. | (474 | ) | |
| 117,000 | General Electric Co., Strike Price USD 15.75, Expires | ||
| 2/08/10, Broker Morgan Stanley & Co., Inc. | (53,240 | ) | |
| 60,000 | General Electric Co., Strike Price USD 17.15, Expires | ||
| 3/12/10, Broker Credit Suisse First Boston | (14,609 | ) | |
| 327,500 | GlaxoSmithKline Plc, Strike Price GBP 12.88, Expires | ||
| 2/24/10, Broker Credit Suisse First Boston | (24,458 | ) | |
| 70,000 | Halliburton Co., Strike Price USD 30.93, Expires 2/26/10, | ||
| Broker Morgan Stanley & Co., Inc. | (39,003 | ) | |
| 39,000 | Herbalife Ltd., Strike Price USD 45.85, Expires 3/05/10, | ||
| Broker Credit Suisse First Boston | (6,895 | ) | |
| 168,000 | Honda Motor Co. Ltd., Strike Price JPY 3,205.86, Expires | ||
| 3/09/10, Broker Morgan Stanley & Co., Inc. | (114,828 | ) | |
| 52,600 | Honda Motor Co. Ltd., Strike Price JPY 3,237.05, Expires | ||
| 3/09/10, Broker Credit Suisse First Boston | (33,506 | ) | |
| 363,000 | HSBC Holdings Plc, Strike Price GBP 7.44, Expires 3/10/10, | ||
| Broker UBS Securities LLC | (16,703 | ) | |
| 50,000 | Hyosung Corp., Strike Price KRW 85,481.77, Expires | ||
| 2/02/10, Broker Goldman Sachs & Co. | (13,823 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 84,000 | InBev NV, Strike Price EUR 35.95, Expires 2/09/10, Broker | ||
| Morgan Stanley & Co., Inc. | $ (84,364 | ) | |
| 52,000 | Inditex SA, Strike Price EUR 44.84, Expires 2/24/10, | ||
| Broker Morgan Stanley & Co., Inc. | (97,243 | ) | |
| 2,700,000 | Industrial & Commercial Bank of China, Strike Price | ||
| HKD 6.33, Expires 2/02/10, Broker Credit Suisse First Boston | (28 | ) | |
| 156,000 | Intel Corp., Strike Price USD 21.05, Expires 3/26/10, | ||
| Broker Goldman Sachs & Co. | (45,295 | ) | |
| 285,500 | Intesa Sanpaolo SpA, Strike Price EUR 2.48, Expires | ||
| 2/24/10, Broker Morgan Stanley & Co., Inc. | (163 | ) | |
| 884,000 | Intesa Sanpaolo SpA, Strike Price EUR 3.11, Expires | ||
| 2/11/10, Broker Morgan Stanley & Co., Inc. | (266 | ) | |
| 722,000 | ITOCHU Corp., Strike Price JPY 676.62, Expires 2/03/10, | ||
| Broker Goldman Sachs & Co. | (227,955 | ) | |
| 239,000 | ITOCHU Corp., Strike Price JPY 785.78, Expires 3/02/10, | ||
| Broker Morgan Stanley & Co., Inc. | (10,514 | ) | |
| 1,570 | Japan Tobacco, Inc., Strike Price JPY 292,815.16, Expires | ||
| 2/03/10, Broker Goldman Sachs & Co. | (574,669 | ) | |
| 45,000 | Johnson & Johnson, Strike Price USD 65.25, Expires | ||
| 3/03/10, Broker Deutsche Bank Securities | (13,081 | ) | |
| 107,000 | JPMorgan Chase & Co., Strike Price USD 41, Expires | ||
| 4/05/10, Broker Citigroup Global Markets | (180,830 | ) | |
| 55,700 | K+S AG, Strike Price EUR 43.07, Expires 2/24/10, Broker | ||
| UBS Securities LLC | (30,187 | ) | |
| 65,000 | Kohls Corp., Strike Price USD 52.50, Expires 3/03/10, | ||
| Broker Goldman Sachs & Co. | (62,570 | ) | |
| 22,000 | Korea Zinc Co. Ltd., Strike Price KRW 207,045, Expires | ||
| 3/09/10, Broker Credit Suisse First Boston | (15,666 | ) | |
| 135,000 | Las Vegas Sands Corp., Strike Price USD 15.32, Expires | ||
| 2/04/10, Broker Citigroup Global Markets | (74,816 | ) | |
| 60,600 | Manpower, Inc., Strike Price USD 52.74, Expires 2/26/10, | ||
| Broker Goldman Sachs & Co. | (131,483 | ) | |
| 925,000 | Marubeni Corp., Strike Price JPY 504.70, Expires 2/03/10, | ||
| Broker Morgan Stanley & Co., Inc. | (217,928 | ) | |
| 400,000 | Marubeni Corp., Strike Price JPY 508.03, Expires 2/03/10, | ||
| Broker UBS Securities LLC | (82,995 | ) | |
| 32,000 | Medco Health Solutions, Inc., Strike Price USD 66.52, | ||
| Expires 2/26/10, Broker UBS Securities LLC | (7,881 | ) | |
| 58,000 | Medtronic, Inc., Strike Price USD 46, Expires 3/08/10, | ||
| Broker Goldman Sachs & Co. | (28,201 | ) | |
| 3,572,000 | Mega Financial Holding Co. Ltd., Strike Price USD 18.87, | ||
| Expires 3/09/10, Broker Goldman Sachs & Co. | (15,967 | ) | |
| 60,000 | Microsoft Corp., Strike Price USD 30.55, Expires 2/03/10, | ||
| Broker UBS Securities LLC | (245 | ) |
JANUARY 31, 2010 6
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 83,000 | Microsoft Corp., Strike Price USD 31.26, Expires 3/08/10, | ||
| Broker Goldman Sachs & Co. | $ (13,856 | ) | |
| 72,000 | Microsoft Corp., Strike Price USD 31.50, Expires 3/12/10, | ||
| Broker Morgan Stanley & Co., Inc. | (13,069 | ) | |
| 1,000,000 | Mitsubishi Heavy Industries Ltd., Strike Price JPY 320.79, | ||
| Expires 2/03/10, Broker Morgan Stanley & Co., Inc. | (25,147 | ) | |
| 585,000 | Mitsubishi UFJ Financial Group, Inc., Strike Price JPY | ||
| 479.55, Expires 3/09/10, Broker Deutsche Bank Securities | (102,854 | ) | |
| 487,500 | Mitsui & Co. Ltd., Strike Price JPY 1,449.66, Expires | ||
| 3/02/10, Broker Morgan Stanley & Co., Inc. | (80,258 | ) | |
| 250,000 | Monster Worldwide, Inc., Strike Price USD 18.25, Expires | ||
| 2/26/10, Broker Morgan Stanley & Co., Inc. | (17,575 | ) | |
| 160,700 | Naspers Ltd., Strike Price ZAR 305.91, Expires 3/10/10, | ||
| Broker UBS Securities LLC | (25,762 | ) | |
| 140,400 | Nestle SA, Strike Price CHF 49.97, Expires 2/24/10, Broker | ||
| Credit Suisse First Boston | (154,354 | ) | |
| 289,500 | News Corp., Class A, Strike Price USD 13.12, Expires | ||
| 3/15/10, Broker Credit Suisse First Boston | (114,905 | ) | |
| 110,000 | NII Holdings, Inc., Strike Price USD 37.65, Expires | ||
| 3/05/10, Broker Morgan Stanley & Co., Inc. | (40,180 | ) | |
| 27,000 | Nike, Inc., Strike Price USD 65.75, Expires 2/05/10, | ||
| Broker Credit Suisse First Boston | (2,429 | ) | |
| 1,162,000 | Nippon Yusen KK, Strike Price JPY 293.76, Expires 2/03/10, | ||
| Broker UBS Securities LLC | (243,942 | ) | |
| 475,000 | Nomura Holdings, Inc., Strike Price JPY 712.76, Expires | ||
| 2/02/10, Broker Goldman Sachs & Co. | (6,965 | ) | |
| 355,000 | Nordea Bank AB, Strike Price SEK 74.18, Expires 2/09/10, | ||
| Broker Morgan Stanley & Co., Inc. | (3,258 | ) | |
| 133,700 | Novartis AG, Registered Shares, Strike Price CHF 56.21, | ||
| Expires 2/09/10, Broker UBS Securities LLC | (114,282 | ) | |
| 40,000 | Parametric Technology Corp., Strike Price USD 15.73, | ||
| Expires 2/03/10, Broker Morgan Stanley & Co., Inc. | (33,688 | ) | |
| 192,300 | Parametric Technology Corp., Strike Price USD 16.11, | ||
| Expires 3/01/10, Broker Morgan Stanley & Co., Inc. | (148,402 | ) | |
| 58,000 | Peoples United Financial, Inc., Strike Price USD 16.64, | ||
| Expires 2/02/10, Broker UBS Securities LLC | (1,699 | ) | |
| 58,300 | Peoples United Financial, Inc., Strike Price USD 17.11, | ||
| Expires 2/16/10, Broker Morgan Stanley & Co., Inc. | (4,166 | ) | |
| 163,000 | Pfizer, Inc., Strike Price USD 18.50, Expires 2/19/10, | ||
| Broker UBS Securities LLC | (88,551 | ) | |
| 36,000 | Piper Jaffray Cos., Strike Price USD 52.17, Expires | ||
| 2/08/10, Broker Credit Suisse First Boston | (4,744 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 30,000 | Potash Corp. of Saskatchewan, Inc., Strike Price USD | ||
| 128.87, Expires 2/08/10, Broker UBS Securities LLC | $ (242 | ) | |
| 90 | PPR, Strike Price EUR 88, Expires 2/19/10, Broker UBS Securities | ||
| LLC | (37,382 | ) | |
| 4,900 | PPR, Strike Price EUR 88.72, Expires 2/19/10, Broker | ||
| Morgan Stanley & Co., Inc. | (16,905 | ) | |
| 9,900 | PPR, Strike Price EUR 90.70, Expires 2/24/10, Broker | ||
| Credit Suisse First Boston | (25,892 | ) | |
| 319,000 | Prudential Plc, Strike Price GBP 6.45, Expires 2/09/10, | ||
| Broker Citigroup Global Markets | (975 | ) | |
| 45,000 | QUALCOMM, Inc., Strike Price USD 45.84, Expires 2/26/10, | ||
| Broker Morgan Stanley & Co., Inc. | (2,151 | ) | |
| 84,400 | Randstad Holding NV, Strike Price EUR 37.88, Expires 2/24/10, | ||
| Broker Morgan Stanley & Co., Inc. | (41,331 | ) | |
| 14,800 | Renault SA, Strike Price EUR 35.34, Expires 3/10/10, | ||
| Broker UBS Securities LLC | (25,247 | ) | |
| 71,000 | Renault SA, Strike Price EUR 36, Expires 2/04/10, Broker | ||
| Morgan Stanley & Co., Inc. | (12,591 | ) | |
| 30,700 | Roche Holding AG, Strike Price CHF 183.42, Expires | ||
| 2/24/10, Broker Citigroup Global Markets | (59,931 | ) | |
| 99,500 | Royal Dutch Shell Plc - ADR, Strike Price USD 58.84, | ||
| Expires 3/12/10, Broker Morgan Stanley & Co., Inc. | (56,832 | ) | |
| 45,000 | RWE AG, Strike Price EUR 68.42, Expires 2/09/10, Broker | ||
| Morgan Stanley & Co., Inc. | (1,627 | ) | |
| 8,100 | Samsung Electronics Co. Ltd., Strike Price KRW 837,063, | ||
| Expires 3/09/10, Broker Credit Suisse First Boston | (73,363 | ) | |
| 82,500 | Sempra Energy, Strike Price USD 52.38, Expires 3/08/10, | ||
| Broker Morgan Stanley & Co., Inc. | (70,848 | ) | |
| 350,000 | Siliconware Precision Industries Co. - ADR, Strike Price | ||
| USD 7.39, Expires 3/05/10, Broker Citigroup Global Markets | (38,283 | ) | |
| 1,663,500 | Singapore Telecommunications Ltd., Strike Price SGD 3, | ||
| Expires 3/02/10, Broker JPMorgan Chase Securities | (73,245 | ) | |
| 28,700 | Societe Generale, Strike Price EUR 52.78, Expires 2/24/10, | ||
| Broker Morgan Stanley & Co., Inc. | (1,460 | ) | |
| 74,000 | Southwestern Energy Co., Strike Price USD 51.75, Expires | ||
| 3/08/10, Broker UBS Securities LLC | (17,091 | ) | |
| 97,700 | Standard Chartered Plc, Strike Price GBP 15.62, Expires | ||
| 2/24/10, Broker UBS Securities LLC | (23,394 | ) | |
| 120,000 | Sterlite Industries India Ltd. - ADR, Strike Price USD | ||
| 16.75, Expires 4/05/10, Broker Morgan Stanley & Co., Inc. | (111,925 | ) | |
| 226,500 | Sterlite Industries India Ltd. - ADR, Strike Price USD | ||
| 17.85, Expires 2/04/10, Broker Morgan Stanley & Co., Inc. | (1,712 | ) |
7 JANUARY 31, 2010
| Schedule of
Investments (continued) |
| --- |
| (Percentages shown are based on Net Assets) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (continued) | |||
| 48,000 | Sumitomo Mitsui Financial Group, Inc., | ||
| Strike Price JPY 3,012.33, Expires | |||
| 3/02/10, Broker Morgan Stanley & Co., Inc. | $ (68,443 | ) | |
| 308,000 | Svenska Cellulosa AB, B Shares, Strike | ||
| Price SEK 103.20, Expires 3/29/10, | |||
| Broker UBS Securities LLC | (78,400 | ) | |
| 54,300 | Swiss Reinsurance Co. Ltd., Strike Price | ||
| CHF 53.91, Expires 3/10/10, Broker | |||
| Morgan Stanley & Co., Inc. | (10,201 | ) | |
| 50,000 | T. Rowe Price Group, Inc., Strike Price USD | ||
| 54.30, Expires 3/12/10, Broker | |||
| Goldman Sachs & Co. | (35,515 | ) | |
| 127,300 | Telefonica SA, Strike Price EUR 18.79, | ||
| Expires 2/24/10, Broker Morgan Stanley | |||
| & Co., Inc. | (4,463 | ) | |
| 31,500 | Teva Pharmaceutical Industries Ltd. - ADR, | ||
| Strike Price USD 58.64, Expires | |||
| 3/05/10, Broker UBS Securities LLC | (21,084 | ) | |
| 39,000 | Thermo Fisher Scientific, Inc., Strike Price | ||
| USD 47.65, Expires 3/11/10, Broker | |||
| Morgan Stanley & Co., Inc. | (35,295 | ) | |
| 120,000 | Tokio Marine Holdings, Inc., Strike Price JPY | ||
| 2,755.25, Expires 2/02/10, Broker | |||
| Morgan Stanley & Co., Inc. | | ||
| 415 | Toronto-Dominion Bank (The), Strike Price | ||
| CAD 66, Expires 2/22/10, Broker TD | |||
| Newcrest | (6,792 | ) | |
| 3,700 | Total SA, Strike Price EUR 45.25, Expires | ||
| 2/24/10, Broker Morgan Stanley & Co., Inc. | (459 | ) | |
| 45,100 | Total SA, Strike Price EUR 46.33, Expires | ||
| 2/19/10, Broker Morgan Stanley & Co., Inc. | (402 | ) | |
| 16,100 | Unibail-Rodamco SE, Strike Price EUR | ||
| 156.18, Expires 3/10/10, Broker BNP | |||
| Paribas | (113,963 | ) | |
| 130,000 | Unilever Plc, Strike Price GBP 19.71, | ||
| Expires 2/24/10, Broker Morgan Stanley | |||
| & Co., Inc. | (30,881 | ) | |
| 42,000 | United Parcel Service, Inc., Class B, Strike | ||
| Price USD 59.33, Expires 2/08/10, | |||
| Broker Credit Suisse First Boston | (14,058 | ) | |
| 100,000 | UnitedHealth Group, Inc., Strike Price USD | ||
| 33.27, Expires 2/08/10, Broker | |||
| Citigroup Global Markets | (56,180 | ) | |
| 103,000 | Virgin Media, Inc., Strike Price USD 17.26, | ||
| Expires 3/01/10, Broker JPMorgan | |||
| Chase Securities | (11,191 | ) | |
| 110,000 | Virgin Media, Inc., Strike Price USD 17.51, | ||
| Expires 3/05/10, Broker Morgan Stanley | |||
| & Co., Inc. | (12,384 | ) | |
| 29,000 | Virgin Media, Inc., Strike Price USD 17.75, | ||
| Expires 2/08/10, Broker Goldman Sachs | |||
| & Co. | (44 | ) | |
| 35,000 | Vodafone Group Plc - ADR, Strike Price USD | ||
| 23.51, Expires 2/12/10, Broker UBS | |||
| Securities LLC | (591 | ) | |
| 50,000 | Vodafone Group Plc - ADR, Strike Price USD | ||
| 24.05, Expires 3/05/10, Broker Credit | |||
| Suisse First Boston | (3,210 | ) | |
| 9,000 | Volkswagon AG, Strike Price EUR 58.24, | ||
| Expires 3/10/10, Broker Morgan Stanley | |||
| & Co., Inc. | (40,238 | ) |
| Contracts | Options Written | Value | |
|---|---|---|---|
| Over-the-Counter Call Options Written | |||
| (concluded) | |||
| 13,000 | Volkswagon AG, Strike Price EUR 64, | ||
| Expires 3/03/10, Broker Morgan Stanley | |||
| & Co., Inc. | $ (13,172 | ) | |
| 32,000 | Volkswagon AG, Strike Price EUR 66.86, | ||
| Expires 2/09/10, Broker Citigroup Global | |||
| Markets | (1,395 | ) | |
| 730,500 | Wilmar International Ltd., Strike Price SGD | ||
| 7.13, Expires 3/02/10, Broker JPMorgan | |||
| Chase Securities | (7,910 | ) | |
| 223,000 | Wing Hang Bank Ltd., Strike Price HKD | ||
| 72.29, Expires 3/02/10, Broker | |||
| JPMorgan Chase Securities | (6,455 | ) | |
| 407,000 | WPP Plc, Strike Price GBP 6.01, Expires | ||
| 2/24/10, Broker Morgan Stanley & Co., Inc. | (51,013 | ) | |
| Total Over-the-Counter Call Options | |||
| Written | (6,329,833 | ) | |
| Total Options Written (Premiums Received | |||
| $24,577,320)(0.8)% | (10,467,450 | ) | |
| Total Investments Net of Outstanding | |||
| Options Written99.5% | 1,265,282,698 | ||
| Other Assets Less Liabilities0.5% | 6,283,182 | ||
| Net Assets100.0% | $ 1,271,565,880 |
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized appreciation | $ 41,639,121 | |
| Gross unrealized depreciation | (52,379,777 | ) |
| Net unrealized depreciation | $ (10,740,656 | ) |
| (a) | Non-income producing security. |
|---|---|
| (b) | Security, or a portion of |
| security, is on loan. | |
| (c) | Security, or a portion thereof, |
| pledged as collateral for outstanding options written. | |
| (d) | Investments in companies |
| considered to be an affiliate of the Trust, for purposes of Section 2(a)(3) | |
| of the Investment Company Act of 1940 were as follows: |
| Affiliate — BlackRock Liquidity Funds,
TempFund, Institutional Class | Net Activity — $ 21,819,363 | | $ 2,434 |
| --- | --- | --- | --- |
| BlackRock Liquidity Series, LLC
Money Market Series | $ (1,492,700 | ) | $ 639 |
| (e) | Represents current yield as of
report date. |
| --- | --- |
| (f) | Security purchased with the cash
collateral from securities loans. |
JANUARY 31, 2010 8
| Schedule of
Investments (concluded) |
| --- |
| (Percentages shown are based on Net Assets) |
Foreign currency exchange contracts as of January 31, 2010 were as follows:
| Currency Purchased — USD | 4,312,489 | Currency Sold — JPY | 385,405,000 | Counterparty — Citigroup Global Markets | Settlement Date — 2/01/10 | $ 42,783 | |
|---|---|---|---|---|---|---|---|
| EUR | 2,075,000 | USD | 2,898,976 | Citigroup Global Markets | 2/02/10 | (21,987 | ) |
| EUR | 206,000 | USD | 287,226 | Citigroup Global Markets | 2/02/10 | (1,607 | ) |
| EUR | 227,000 | USD | 317,164 | Citigroup Global Markets | 2/02/10 | (2,428 | ) |
| EUR | 211,000 | USD | 294,998 | Citigroup Global Markets | 2/02/10 | (2,447 | ) |
| USD | 12,339,155 | JPY | 1,112,249,000 | Citigroup Global Markets | 2/02/10 | 17,115 | |
| USD | 2,172,222 | JPY | 196,282,000 | Citigroup Global Markets | 2/03/10 | (2,306 | ) |
| Total | $ 29,123 |
| | |
|---|---|
| | Level 1 price quotations in |
| active markets/exchanges for identical assets and liabilities | |
| | Level 2 other observable inputs |
| (including, but not limited to: quoted prices for similar assets or | |
| liabilities in markets that are active, quoted prices for identical or | |
| similar assets or liabilities in markets that are not active, inputs other | |
| than quoted prices that are observable for the assets or liabilities (such as | |
| interest rates, yield curves, volatilities, prepayment speeds, loss | |
| severities, credit risks and default rates) or other market-corroborated | |
| inputs) | |
| | Level 3 unobservable inputs |
| based on the best information available In the circumstances, to the extent | |
| observable inputs are not available (including the Trustss own assumptions | |
| used in determining the fair value of investments) | |
| The inputs or methodologies used | |
| for valuing securities are not necessarily an indication of the risk associated with investing in those | |
| securities. For information about the Trusts policy regarding valuation of | |
| investments and other significant accounting policies, please refer to the | |
| Trusts most recent financial statements as contained in its annual report. |
The following table summarizes the inputs used as of January 31, 2010 in determining the fair valuation of the Trusts investments:
| Investments in Securities — Valuation Inputs | Level 1 | Level 2 | Level 3 | Total | |||
|---|---|---|---|---|---|---|---|
| Assets: | |||||||
| Common Stocks: | |||||||
| Australia | $ 7,075,740 | | | $ 7,075,740 | |||
| Belgium | | $ 7,625,034 | | 7,625,034 | |||
| Bermuda | 13,698,513 | | | 13,698,513 | |||
| Brazil | 5,122,284 | | | 5,122,284 | |||
| Canada | 48,876,583 | | | 48,876,583 | |||
| Cayman Islands | 2,766,120 | | | 2,766,120 | |||
| China | 5,440,405 | 11,955,502 | | 17,395,907 | |||
| Finland | | 5,131,160 | | 5,131,160 | |||
| France | | 57,075,064 | | 57,075,064 | |||
| Germany | | 29,693,869 | | 29,693,869 | |||
| Hong Kong | | 14,976,145 | | 14,976,145 | |||
| India | 10,045,310 | 9,111,944 | | 19,157,254 | |||
| Ireland | 9,962,587 | | | 9,962,587 | |||
| Israel | 9,211,328 | | | 9,211,328 | |||
| Italy | | 14,077,700 | | 14,077,700 | |||
| Japan | | 118,522,956 | | 118,522,956 | |||
| Luxembourg | 8,494,128 | | | 8,494,128 | |||
| Malaysia | | 3,975,641 | | 3,975,641 | |||
| Mexico | 4,051,576 | | | 4,051,576 | |||
| Netherlands | | 16,231,886 | | 16,231,886 | |||
| New Zealand | | 5,186,261 | | 5,186,261 | |||
| Russia | 5,198,924 | | | 5,198,924 | |||
| Singapore | | 19,417,070 | | 19,417,070 | |||
| South Africa | | 5,664,539 | | 5,664,539 | |||
| South Korea | | 25,806,385 | | 25,806,385 | |||
| Spain | | 15,111,985 | | 15,111,985 | |||
| Sweden | | 13,437,563 | | 13,437,563 | |||
| Switzerland | 2,801,558 | 32,875,901 | | 35,677,459 | |||
| Taiwan | 9,349,163 | 9,802,099 | | 19,151,262 | |||
| Thailand | | 2,863,221 | | 2,863,221 | |||
| United Kingdom | 19,290,220 | 49,528,633 | | 68,818,853 | |||
| United States | 600,823,930 | 4,474,130 | | 605,298,060 | |||
| Preferred Stock: | |||||||
| Germany | | 7,927,995 | | 7,927,995 | |||
| Short-Term Securities | 26,958,996 | 6,110,100 | | 33,069,096 | |||
| Total | $ 789,167,365 | $ 486,582,783 | | $ 1,275,750,148 | |||
| Other Financial Instruments 1 | |||||||
| Valuation Inputs | Level 1 | Level 2 | Level 3 | Total | |||
| Assets: | | $ 59,898 | | $ 59,898 | |||
| Liabilities: | $ (4,124,566 | ) | (6,373,659 | ) | | (10,498,225 | ) |
| Total | $ (4,124,566 | ) | $ (6,313,761 | ) | | $ (10,438,327 | ) |
1 Other financial instruments are foreign currency exchange contracts and options. Foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument and options are shown at market value.
| KEY TO ABBREVIATIONS — ADR | | American Depositary Receipt |
|---|---|---|
| CAD | | Canadian Dollar |
| CHF | | Swiss Franc |
| EUR | | Euro |
| GBP | | British Pound |
| HKD | | Hong Kong Dollar |
| JPY | | Japanese Yen |
| REIT | | Real Estate Investment Trust |
| SEK | | Swedish Krona |
| SGD | | Singapore Dollar |
| USD | | U.S. Dollar |
| ZAR | | South African Rand |
9 JANUARY 31, 2010
| Item 2 Controls and
Procedures — 2(a) | The registrants
principal executive and principal financial officers or persons performing
similar functions have concluded that the registrants disclosure controls
and procedures (as defined in Rule 30a-3(c) under the Investment Company Act
of 1940, as amended (the 1940 Act)) are effective as of a date within 90
days of the filing of this report based on the evaluation of these controls
and procedures required by Rule 30a-3(b) under the 1940 Act and Rule 13(a)-15(b)
under the Securities Exchange Act of 1934, as amended. | |
| --- | --- | --- |
| 2(b) | There were
no changes in the registrants internal control over financial reporting (as
defined in Rule 30a-3(d) under the 1940 Act) that occurred during the registrants
last fiscal quarter that have materially affected, or are reasonably likely
to materially affect, the registrants internal control over financial
reporting. | |
| Item 3 Exhibits | | |
| | Certifications
Attached hereto | |
| | 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. | |
| | BlackRock
Global Opportunities Equity Trust | |
| | By: | /s/ Anne F.
Ackerley |
| | | Anne F.
Ackerley |
| | | Chief
Executive Officer of |
| | | BlackRock
Global Opportunities Equity Trust |
| | Date: March
19, 2010 | |
| | 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/ Anne F.
Ackerley |
| | | Anne F.
Ackerley |
| | | Chief
Executive Officer (principal executive officer) of |
| | | BlackRock
Global Opportunities Equity Trust |
| | Date: March
19, 2010 | |
| | By: | /s/ Neal J.
Andrews |
| | | Neal J.
Andrews |
| | | Chief
Financial Officer (principal financial officer) of |
| | | BlackRock
Global Opportunities Equity Trust |
| | Date: March
19, 2010 | |
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