Regulatory Filings • Nov 29, 2006
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Download Source FileN-Q 1 a06-21121_1nq.htm QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
*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 | |
|---|---|
| Eaton Vance Tax-Managed | |
| Global Buy-Write Opportunities Fund | |
| (Exact name of | |
| registrant as specified in charter) | |
| The Eaton Vance | |
| Building, 255 State Street, Boston, Massachusetts | 02109 |
| (Address of principal | |
| executive offices) | (Zip code) |
| Alan R. Dynner, Esq. Eaton Vance Management, 255 State Street, Boston, Massachusetts 02109 | |
| (Name and address of | |
| agent for service) | |
| Registrant's telephone number, including area code: | (617) 482-8260 |
| Date of fiscal year end: | December 31 |
| Date of reporting period: | September 30, 2006 |
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*Item 1. Schedule of Investments*
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*Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of September 30, 2006*
*PORTFOLIO OF INVESTMENTS (Unaudited)*
*Common Stocks 101.0%*
| Security | Shares | Value |
|---|---|---|
| Aerospace | ||
| & Defense 0.7% | ||
| BAE Systems | ||
| PLC | 167,103 | $ 1,232,957 |
| General | ||
| Dynamics Corp. | 66,702 | 4,780,532 |
| Honeywell | ||
| International, Inc. | 152,231 | 6,226,248 |
| Lockheed | ||
| Martin Corp. | 22,206 | 1,911,048 |
| $ 14,150,785 | ||
| Air | ||
| Freight & Logistics 0.8% | ||
| C.H. | ||
| Robinson Worldwide, Inc. | 83,730 | 3,732,683 |
| Deutsche | ||
| Post AG | 295,340 | 7,740,245 |
| FedEx Corp. | 28,786 | 3,128,462 |
| Yamato | ||
| Holdings Co., Ltd. | 118,000 | 1,708,244 |
| $ 16,309,634 | ||
| Airlines | ||
| 0.1% | ||
| Deutsche | ||
| Lufthansa AG | 69,057 | 1,458,360 |
| Japan | ||
| Airlines Corp. (1) | 335,000 | 655,236 |
| $ 2,113,596 | ||
| Auto | ||
| Components 0.3% | ||
| Bridgestone | ||
| Corp. | 72,000 | 1,458,750 |
| Cooper Tire | ||
| and Rubber Co. | 33,444 | 336,447 |
| Johnson | ||
| Controls, Inc. | 39,177 | 2,810,558 |
| NGK Spark | ||
| Plug Co., Ltd. | 20,000 | 398,081 |
| Stanley | ||
| Electric Co., Ltd. | 17,200 | 355,766 |
| Sumitomo | ||
| Rubber Industries, Inc. | 25,000 | 275,549 |
| Toyota | ||
| Industries Corp. | 9,000 | 382,369 |
| $ 6,017,520 | ||
| Automobiles | ||
| 1.3% | ||
| DaimlerChrysler | ||
| AG | 241,620 | 12,035,989 |
| Harley-Davidson, | ||
| Inc. | 24,652 | 1,546,913 |
| Honda Motor | ||
| Co., Ltd. | 119,200 | 4,008,024 |
| Mitsubishi | ||
| Motors Corp. (1) | 172,000 | 285,521 |
| Nissan Motor | ||
| Co., Ltd. | 97,600 | 1,093,381 |
| Toyota Motor | ||
| Corp. | 89,500 | 4,872,775 |
| Volkswagen | ||
| AG | 24,592 | 1,451,455 |
| Volkswagen | ||
| AG | 22,976 | 1,953,115 |
| $ 27,247,173 | ||
| Beverages | ||
| 1.0% | ||
| Brown-Forman | ||
| Corp., Class B | 9,015 | 691,000 |
| Heineken NV | 28,449 | 1,300,138 |
| Ito En, Ltd. | 16,600 | 572,163 |
| Kirin | ||
| Brewery Company, Ltd. | 68,000 | 908,931 |
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| Molson Coors
Brewing Co., Class B | 8,253 | $ |
| --- | --- | --- |
| Pepsi
Bottling Group, Inc. | 19,042 | 675,991 |
| PepsiCo,
Inc. | 140,963 | 9,199,245 |
| Pernod-Ricard
SA | 7,339 | 1,524,948 |
| SABMiller
PLC | 125,976 | 2,346,587 |
| Sapporo
Holdings, Ltd. | 153,000 | 727,554 |
| Scottish
& Newcastle PLC | 151,490 | 1,612,528 |
| Takara
Holdings, Inc. | 137,000 | 805,510 |
| | | $ 20,933,227 |
| Biotechnology
2.7% | | |
| Amgen, Inc.
(1) | 302,879 | 21,664,935 |
| Biogen Idec,
Inc. (1) | 204,749 | 9,148,185 |
| Celgene
Corp. (1) | 173,152 | 7,497,482 |
| CV
Therapeutics, Inc. (1) | 50,000 | 557,000 |
| Genzyme
Corp. (1) | 17,735 | 1,196,580 |
| Gilead
Sciences, Inc. (1) | 174,490 | 11,987,463 |
| Regeneron
Pharmaceuticals, Inc. (1) | 186,398 | 2,924,585 |
| | | $ 54,976,230 |
| Building
Products 0.2% | | |
| Asahi Glass
Co., Ltd. | 160,000 | 1,974,874 |
| JS Group
Corp. | 25,600 | 536,186 |
| Masco Corp. | 17,357 | 475,929 |
| Sanwa
Shutter Corp. | 78,000 | 442,449 |
| | | $ 3,429,438 |
| Capital
Markets 2.6% | | |
| Bank of New
York Co., Inc. | 134,492 | 4,742,188 |
| Charles
Schwab Corp. | 43,252 | 774,211 |
| Daiwa
Securities Group, Inc. | 160,000 | 1,872,834 |
| E*Trade
Financial Corp. (1) | 31,960 | 764,483 |
| Federated
Investors, Inc. | 15,936 | 538,796 |
| Franklin
Resources, Inc. | 66,123 | 6,992,507 |
| Goldman
Sachs Group, Inc. | 7,200 | 1,218,024 |
| Man Group
PLC | 234,666 | 1,963,446 |
| Matsui
Securities Co., Ltd. | 24,000 | 201,064 |
| Merrill
Lynch & Co., Inc. | 85,000 | 6,648,700 |
| Nikko
Cordial Corp. | 81,000 | 941,861 |
| Nomura
Holdings, Inc. | 69,300 | 1,220,663 |
| UBS AG | 411,134 | 24,507,622 |
| | | $ 52,386,399 |
| Chemicals
1.4% | | |
| Air Products
and Chemicals, Inc. | 9,559 | 634,431 |
| BASF AG | 140,361 | 11,211,323 |
| Daicel
Chemical Industries, Ltd. | 62,000 | 431,046 |
| Dainippon
Ink and Chemicals, Inc. | 120,000 | 437,702 |
| Dow Chemical
Co. | 73,566 | 2,867,603 |
| E.I. du Pont
de Nemours and Co. | 19,328 | 828,012 |
| Eastman
Chemical Co. | 11,375 | 614,477 |
| Ecolab, Inc. | 16,822 | 720,318 |
| Mitsubishi
Chemical Holdings Corp. | 35,000 | 219,351 |
| Nippon
Kayaku Co., Ltd. | 184,000 | 1,561,735 |
| Nissan
Chemical Industries, Ltd. | 87,000 | 1,029,527 |
| Nitto Denko
Corp. | 5,600 | 331,914 |
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| Rohm &
Haas Co. | 12,829 | $ |
| --- | --- | --- |
| Shin-Etsu
Chemical Co., Ltd. | 65,000 | 4,153,328 |
| Sumitomo
Bakelite Co., Ltd. | 39,000 | 295,133 |
| Taiyo Nippon
Sanso Corp. | 72,000 | 611,220 |
| Teijin, Ltd. | 179,000 | 965,980 |
| Zeon Corp. | 19,000 | 192,571 |
| | | $ 27,713,124 |
| Commercial
Banks 9.2% | | |
| ABN AMRO
Holdings NV | 422,512 | 12,307,011 |
| Banca Intesa
SPA | 295,707 | 1,807,748 |
| Banco
Popular Espanol SA | 81,170 | 1,329,530 |
| Banco
Santander Central Hispano SA | 1,280,098 | 20,195,270 |
| Bank of
Fukuoka, Ltd. | 32,000 | 235,351 |
| Bank of
Yokohama, Ltd. | 113,000 | 891,980 |
| Barclays PLC | 1,305,495 | 16,424,437 |
| BNP Paribas
SA | 158,748 | 17,042,447 |
| Comerica,
Inc. | 8,894 | 506,246 |
| Commerzbank
AG | 48,772 | 1,637,498 |
| DNB NOR ASA | 105,036 | 1,286,329 |
| First
Horizon National Corp. | 14,106 | 536,169 |
| HSBC
Holdings PLC | 1,878,108 | 34,180,950 |
| Huntington
Bancshares, Inc. | 22,759 | 544,623 |
| Joyo Bank,
Ltd. | 37,000 | 219,676 |
| KeyCorp | 16,538 | 619,183 |
| Lloyds TSB
Group PLC | 910,946 | 9,188,746 |
| Marshall
& Ilsley Corp. | 36,714 | 1,768,881 |
| Mizuho
Financial Group, Inc. | 47 | 365,107 |
| Mizuho Trust
& Banking Co., Ltd. | 155,000 | 347,391 |
| National
City Corp. | 168,516 | 6,167,686 |
| North Fork
Bancorp, Inc. | 157,976 | 4,524,433 |
| Placer
Sierra Bancshares | 7,177 | 159,401 |
| Regions
Financial Corp. | 16,786 | 617,557 |
| Royal Bank
of Scotland Group PLC | 471,202 | 16,175,070 |
| Sanpaolo IMI
SPA | 389,520 | 8,226,326 |
| Skandinaviska
Enskilda Banken AB | 51,831 | 1,393,661 |
| Societe
Generale | 102,929 | 16,335,743 |
| Sterling Bancorp | 25,916 | 509,509 |
| Sumitomo
Mitsui Financial Group, Inc. | 105 | 1,103,152 |
| Sumitomo
Trust and Banking Co., Ltd. | 191,000 | 2,004,403 |
| Svenska
Handelsbanken AB | 48,059 | 1,298,707 |
| Synovus
Financial Corp. | 19,321 | 567,458 |
| UnicCredito
Italiano SPA | 195,279 | 1,607,559 |
| Wells Fargo
& Co. | 104,600 | 3,784,428 |
| | | $ 185,909,666 |
| Commercial
Services & Supplies 1.0% | | |
| Adecco SA | 28,437 | 1,709,689 |
| Avery
Dennison Corp. | 10,114 | 608,559 |
| Cintas Corp. | 136,477 | 5,572,356 |
| Dai Nippon
Printing Co., Ltd. | 98,000 | 1,512,721 |
| Donnelley
(R.R) & Sons Co. | 73,912 | 2,436,140 |
| Equifax,
Inc. | 15,217 | 558,616 |
| Half
(Robert) International, Inc. | 15,815 | 537,236 |
| Pitney
Bowes, Inc. | 36,173 | 1,604,996 |
| Resources Connection,
Inc. (1) | 44,239 | 1,185,163 |
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| SECOM Co.,
Ltd. | 71,000 | $ |
| --- | --- | --- |
| Waste
Management, Inc. | 18,690 | 685,549 |
| | | $ 19,931,155 |
| Communications
Equipment 4.5% | | |
| Cisco
Systems, Inc. (1) | 1,277,165 | 29,374,795 |
| Corning,
Inc. (1) | 179,244 | 4,375,346 |
| Motorola,
Inc. | 149,639 | 3,740,975 |
| Nokia Oyj | 643,364 | 12,660,514 |
| QUALCOMM,
Inc. | 729,121 | 26,503,548 |
| Research in
Motion, Ltd. (1) | 52,753 | 5,415,623 |
| Telefonaktiebolaget
LM Ericsson | 2,407,117 | 8,316,065 |
| | | $ 90,386,866 |
| Computer
Peripherals 3.6% | | |
| Apple
Computer, Inc. (1) | 459,775 | 35,416,468 |
| Dell, Inc.
(1) | 368,613 | 8,419,121 |
| Diebold,
Inc. | 18,729 | 815,273 |
| EMC Corp.
(1) | 279,905 | 3,353,262 |
| Fujitsu,
Ltd. | 200,000 | 1,650,936 |
| Hewlett-Packard
Co. | 207,871 | 7,626,787 |
| International
Business Machines Corp. | 153,614 | 12,587,131 |
| McDATA
Corp., Class A (1) | 101,887 | 512,492 |
| Palm, Inc.
(1) | 54,994 | 800,713 |
| Toshiba
Corp. | 191,000 | 1,239,986 |
| | | $ 72,422,169 |
| Construction
& Engineering 0.2% | | |
| Chiyoda
Corp. | 67,000 | 1,313,621 |
| Fluor Corp. | 8,474 | 651,566 |
| JGC Corp. | 64,000 | 1,071,530 |
| Kajima Corp. | 151,000 | 690,246 |
| Nishimatsu
Construction Co., Ltd. | 97,000 | 362,693 |
| | | $ 4,089,656 |
| Construction
Materials 0.1% | | |
| Holcim, Ltd. | 13,518 | 1,100,933 |
| Sumitomo
Osaka Cement Co., Ltd. | 337,000 | 1,001,123 |
| Vulcan
Materials Co. | 7,353 | 575,372 |
| | | $ 2,677,428 |
| Consumer
Finance 0.1% | | |
| Credit
Saison Co., Ltd. | 41,400 | 1,746,796 |
| UFJ NICOS
Co., Ltd. | 59,000 | 379,569 |
| | | $ 2,126,365 |
| Containers
& Packaging 0.1% | | |
| Bemis Co.,
Inc. | 21,337 | 701,134 |
| Temple-Inland,
Inc. | 28,051 | 1,124,845 |
| Toyo Seikan
Kaisha, Ltd. | 51,400 | 984,951 |
| | | $ 2,810,930 |
| Distributors
0.0% | | |
| Genuine
Parts Co. | 12,278 | 529,550 |
| | | $ 529,550 |
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| Diversified
Consumer Services 0.2% — H&R
Block, Inc. | 190,927 | $ 4,150,753 |
| --- | --- | --- |
| | | $ 4,150,753 |
| Diversified
Financial Services 3.5% | | |
| Bank of
America Corp. | 325,118 | 17,416,571 |
| CITGroup,
Inc. | 27,153 | 1,320,450 |
| Citigroup,
Inc. | 379,082 | 18,829,003 |
| Fortis | 212,310 | 8,603,709 |
| ING Groep NV | 367,107 | 16,116,486 |
| JPMorgan Chase
& Co. | 99,789 | 4,686,091 |
| Moodys
Corp. | 59,015 | 3,858,401 |
| | | $ 70,830,711 |
| Diversified
Telecommunication Services 2.8% | | |
| AT&T
Corp. | 151,129 | 4,920,760 |
| Citizens
Communications Co. | 465,146 | 6,530,650 |
| Deutsche
Telekom AG | 572,194 | 9,074,549 |
| Embarq Corp. | 13,779 | 666,490 |
| France
Telecom SA | 142,623 | 3,276,897 |
| Qwest
Communications International, Inc. | 111,825 | 975,114 |
| Telecom
Italia SPA | 2,484,354 | 5,972,922 |
| Telefonica
SA | 936,051 | 16,187,373 |
| Verizon
Communications, Inc. | 246,478 | 9,151,728 |
| | | $ 56,756,483 |
| Electric
Utilities 1.4% | | |
| Enel SPA | 1,205,625 | 10,993,901 |
| Fortum Oyj | 49,786 | 1,325,537 |
| Kyushu
Electric Power Co., Inc. | 13,400 | 316,764 |
| PPL Corp. | 44,342 | 1,458,852 |
| Progress
Energy, Inc. | 142,438 | 6,463,836 |
| Scottish and
Southern Energy PLC | 78,146 | 1,920,343 |
| Scottish
Power PLC | 126,774 | 1,540,536 |
| Tokyo
Electric Power Co., Inc. | 57,300 | 1,650,672 |
| Union Fenosa
SA | 35,255 | 1,799,768 |
| | | $ 27,470,209 |
| Electrical
Equipment 0.9% | | |
| ABB Ltd. | 217,975 | 2,863,860 |
| Cooper
Industries, Ltd., Class A | 41,187 | 3,509,956 |
| Emerson
Electric Co. | 96,516 | 8,093,832 |
| Fuji
Electric Holdings Co., Ltd. | 217,000 | 1,120,985 |
| Fujikura,
Ltd. | 80,000 | 877,273 |
| Furukawa
Electric Co., Ltd. | 87,000 | 575,977 |
| Hitachi
Cable, Ltd. | 52,000 | 235,137 |
| Schneider
Electric SA | 11,952 | 1,329,719 |
| Ushio, Inc. | 10,900 | 235,347 |
| | | $ 18,842,086 |
| Electronic
Equipment & Instruments 0.8% | | |
| Agilent
Technologies, Inc. (1) | 73,937 | 2,417,001 |
| Anritsu
Corp. | 33,000 | 176,859 |
| Hoya Corp. | 11,700 | 441,483 |
| Kyocera
Corp. | 74,600 | 6,387,251 |
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| Mabuchi
Motor Co., Ltd. | 7,700 | $ |
| --- | --- | --- |
| Murata
Manufacturing Co., Ltd. | 6,400 | 445,133 |
| Omron Corp. | 11,800 | 289,692 |
| TDK Corp. | 66,700 | 5,345,292 |
| | | $ 15,973,792 |
| Energy
Equipment & Services 0.7% | | |
| BJ Services
Co. | 14,856 | 447,611 |
| Halliburton
Co. | 182,089 | 5,180,432 |
| National-Oilwell
Varco, Inc. (1) | 7,944 | 465,121 |
| Noble Corp. | 57,947 | 3,719,038 |
| Transocean,
Inc. (1) | 56,851 | 4,163,199 |
| | | $ 13,975,401 |
| Food
& Staples Retailing 1.8% | | |
| Alliance
Boots PLC | 69,504 | 1,005,076 |
| Circle K
Sunkus Co., Ltd. | 16,500 | 310,038 |
| CVS Corp. | 208,079 | 6,683,497 |
| Familymart
Co., Ltd. | 10,600 | 290,202 |
| Koninklijke
Ahold NV (1) | 153,410 | 1,626,412 |
| Lawson, Inc. | 10,800 | 379,996 |
| Matsumotokiyoshi
Co., Ltd. | 8,200 | 197,101 |
| Metro AG | 28,658 | 1,670,910 |
| Seven and I
Holdings Co., Ltd. | 94,200 | 3,036,473 |
| SUPERVALU,
Inc. | 17,345 | 514,279 |
| Sysco Corp. | 100,301 | 3,355,068 |
| UNY Co.,
Ltd. | 21,000 | 279,418 |
| Walgreen Co. | 92,732 | 4,116,373 |
| Wal-Mart
Stores, Inc. | 249,063 | 12,283,787 |
| | | $ 35,748,630 |
| Food
Products 2.1% | | |
| Campbell
Soup Co. | 17,968 | 655,832 |
| ConAgra
Foods, Inc. | 77,043 | 1,886,013 |
| H.J. Heinz
Co. | 14,987 | 628,405 |
| Hershey Co. | 9,378 | 501,254 |
| Kellogg Co. | 11,886 | 588,595 |
| Meiji Seika
Kaisha, Ltd. | 266,000 | 1,351,624 |
| Morinaga
& Co., Ltd. | 492,000 | 1,206,033 |
| Nestle SA | 68,754 | 23,890,333 |
| Nissin Food
Products Co., Ltd. | 11,700 | 372,823 |
| Sara Lee
Corp. | 32,588 | 523,689 |
| Toyo Suisan
Kaisha, Ltd. | 12,000 | 173,083 |
| Unilever NV | 463,239 | 11,376,980 |
| | | $ 43,154,664 |
| Gas
Utilities 0.2% | | |
| Gas Natural
SDG SA | 45,614 | 1,660,637 |
| Nicor, Inc. | 12,565 | 537,279 |
| Peoples
Energy Corp. | 13,340 | 542,271 |
| Snam Rete
Gas | 308,099 | 1,494,340 |
| | | $ 4,234,527 |
| Health
Care Equipment & Supplies 0.9% | | |
| Becton,
Dickinson and Co. | 9,970 | 704,580 |
| C.R. Bard,
Inc. | 7,942 | 595,650 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Hospira,
Inc. (1) | 13,029 | $ |
| --- | --- | --- |
| Immucor,
Inc. (1) | 58,135 | 1,302,805 |
| Intuitive
Surgical, Inc. (1) | 37,629 | 3,967,978 |
| Medtronic,
Inc. | 134,465 | 6,244,555 |
| Olympus
Corp. | 64,000 | 1,886,992 |
| St. Jude
Medical, Inc. (1) | 13,530 | 477,474 |
| Terumo Corp. | 53,700 | 2,036,787 |
| | | $ 17,715,441 |
| Health
Care Providers & Services 1.1% | | |
| Caremark Rx,
Inc. | 39,458 | 2,236,085 |
| Coventry
Health Care, Inc. (1) | 42,975 | 2,214,072 |
| Genesis
HealthCare Corp. (1) | 19,809 | 943,503 |
| HCA, Inc. | 82,379 | 4,109,888 |
| Health
Management Associates, Inc., Class A | 24,182 | 505,404 |
| Humana, Inc.
(1) | 35,364 | 2,337,207 |
| Manor Care,
Inc. | 22,330 | 1,167,412 |
| McKesson
Corp. | 125,474 | 6,614,989 |
| Quest
Diagnostics, Inc. | 19,560 | 1,196,290 |
| | | $ 21,324,850 |
| Health
Care Technology 0.1% | | |
| Emdeon Corp.
(1) | 104,294 | 1,221,283 |
| IMS Health,
Inc. | 20,213 | 538,474 |
| | | $ 1,759,757 |
| Hotels,
Restaurants & Leisure 1.6% | | |
| Accor SA | 26,214 | 1,782,312 |
| Carnival
Corp. | 128,046 | 6,022,003 |
| Harrahs
Entertainment, Inc. | 90,811 | 6,032,575 |
| International
Game Technology | 19,378 | 804,187 |
| Six Flags,
Inc. (1) | 43,632 | 228,195 |
| Starbucks
Corp. (1) | 230,561 | 7,850,602 |
| Starwood
Hotels & Resorts Worldwide, Inc. | 54,114 | 3,094,780 |
| Wendys
International, Inc. | 23,698 | 1,587,766 |
| Wyndham
Worldwide Corp. (1) | 25,207 | 705,040 |
| Yum! Brands,
Inc. | 78,857 | 4,104,507 |
| | | $ 32,211,967 |
| Household
Durables 1.0% | | |
| D.R. Horton,
Inc. | 65,363 | 1,565,444 |
| Daito Trust
Construction Co., Ltd. | 9,200 | 499,966 |
| Electrolux
AB | 71,130 | 1,154,635 |
| Fortune
Brands, Inc. | 36,182 | 2,717,630 |
| Makita Corp. | 21,000 | 617,948 |
| Pioneer
Corp. | 89,500 | 1,576,125 |
| Sekisui
House, Ltd. | 174,000 | 2,635,082 |
| Sharp Corp. | 86,000 | 1,476,603 |
| Snap-On,
Inc. | 15,120 | 673,596 |
| Sony Corp. | 63,300 | 2,557,737 |
| Stanley
Works | 48,688 | 2,427,097 |
| Thomson | 61,843 | 972,022 |
| Whirlpool
Corp. | 7,584 | 637,890 |
| | | $ 19,511,775 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Household
Products 0.8% — Henkel KGaA | 10,271 | $ 1,425,337 |
| --- | --- | --- |
| Kao Corp. | 124,000 | 3,307,446 |
| Procter
& Gamble Co. | 196,035 | 12,150,249 |
| | | $ 16,883,032 |
| Independent
Power Producers & Energy Traders 0.5% | | |
| International
Power PLC | 187,715 | 1,096,830 |
| TXU Corp. | 129,585 | 8,101,654 |
| | | $ 9,198,484 |
| Industrial
Conglomerates 2.4% | | |
| 3M Co. | 81,121 | 6,037,025 |
| General
Electric Co. | 673,171 | 23,762,936 |
| Siemens AG | 171,864 | 14,938,861 |
| Tyco
International, Ltd. | 150,105 | 4,201,439 |
| | | $ 48,940,261 |
| Insurance
4.4% | | |
| ACE, Ltd. | 78,172 | 4,278,354 |
| AFLAC, Inc. | 68,355 | 3,127,925 |
| Alleanza
Asicurazioni SPA | 121,297 | 1,417,098 |
| Allstate
Corp. | 88,818 | 5,571,553 |
| American
International Group, Inc. | 169,786 | 11,250,020 |
| AON Corp. | 190,061 | 6,437,366 |
| AXA SA | 431,704 | 15,891,554 |
| Cincinnati
Financial Corp. | 12,917 | 620,791 |
| CNP
Assurances | 12,081 | 1,169,474 |
| Corp Mapfre
SA | 55,418 | 1,157,244 |
| Lincoln
National Corp. | 19,628 | 1,218,506 |
| Marsh &
McLennan Cos., Inc. | 83,242 | 2,343,262 |
| Muenchener
Rueckversicherungs-Gesellschaft AG | 64,144 | 10,112,037 |
| Prudential
Financial, Inc. | 55,210 | 4,209,762 |
| Prudential
PLC | 755,214 | 9,336,312 |
| Resolution
PLC | 96,239 | 1,109,533 |
| Sompo Japan
Insurance, Inc. | 91,000 | 1,193,750 |
| Storebrand
ASA | 141,807 | 1,496,860 |
| T & D
Holdings, Inc. | 17,500 | 1,268,480 |
| Trygvesta AS | 22,648 | 1,347,505 |
| Willis Group
Holdings, Ltd. | 9,036 | 343,368 |
| XL Capital
Ltd., Class A | 59,414 | 4,081,742 |
| | | $ 88,982,496 |
| Internet
& Catalog Retail 0.4% | | |
| GUS PLC | 69,063 | 1,245,251 |
| IAC/InterActiveCorp
(1) | 273,397 | 7,862,898 |
| | | $ 9,108,149 |
| Internet
Software & Services 2.3% | | |
| eAccess,
Ltd. | 365 | 220,078 |
| eBay, Inc.
(1) | 417,326 | 11,835,365 |
| Google,
Inc., Class A (1) | 60,557 | 24,337,858 |
| Yahoo!, Inc.
(1) | 390,180 | 9,863,750 |
| | | $ 46,257,051 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| IT
Services 0.7% — Alliance
Data Systems Corp. (1) | 12,680 | $ 699,809 |
| --- | --- | --- |
| CheckFree
Corp. (1) | 66,718 | 2,756,788 |
| CSK Holdings
Corp. | 53,700 | 2,250,106 |
| Electronic
Data Systems Corp. | 26,776 | 656,548 |
| Kanbay
International, Inc. (1) | 27,846 | 572,514 |
| MoneyGram
International, Inc. | 25,276 | 734,521 |
| Nomura
Research Institute, Ltd. | 2,800 | 388,973 |
| NTT Data
Corp. | 706 | 3,263,795 |
| Satyam
Computer Services, Ltd. ADR | 85,545 | 3,309,736 |
| | | $ 14,632,790 |
| Leisure
Equipment & Products 0.3% | | |
| Eastman
Kodak Co. | 20,370 | 456,288 |
| Fuji Photo
Film Co., Ltd. | 46,800 | 1,707,310 |
| Hasbro, Inc. | 26,234 | 596,823 |
| Mattel, Inc. | 31,709 | 624,667 |
| Namco Bandai
Holdings, Inc. | 22,900 | 360,677 |
| Nikon Corp. | 86,000 | 1,780,375 |
| Sankyo Co.,
Ltd. | 4,500 | 240,407 |
| Sega Sammy
Holdings, Inc. | 10,700 | 344,703 |
| | | $ 6,111,250 |
| Life
Sciences Tools & Services 0.1% | | |
| Applera
Corp.-Applied Biosystems Group | 26,681 | 883,408 |
| Fisher
Scientific International, Inc. (1) | 12,792 | 1,000,846 |
| PerkinElmer,
Inc. | 27,425 | 519,155 |
| | | $ 2,403,409 |
| Machinery
1.5% | | |
| Amada Co.,
Ltd. | 38,000 | 382,250 |
| Amano Corp. | 26,000 | 333,588 |
| Danaher
Corp. | 34,126 | 2,343,432 |
| Deere &
Co. | 84,100 | 7,056,831 |
| Dover Corp. | 13,219 | 627,109 |
| Eaton Corp. | 46,216 | 3,181,972 |
| Ebara Corp. | 337,000 | 1,223,196 |
| Fanuc, Ltd. | 71,900 | 5,614,894 |
| Illinois Tool
Works, Inc. | 13,282 | 596,362 |
| Kawasaki
Heavy Industries, Ltd. | 209,000 | 693,073 |
| Komatsu,
Ltd. | 93,000 | 1,610,032 |
| Kurita Water
Industries, Ltd. | 14,700 | 285,410 |
| MAN AG | 17,561 | 1,481,718 |
| Minebea Co.,
Ltd. | 226,000 | 1,238,707 |
| Mitsui
Engineering and Shipbuilding Co., Ltd. | 154,000 | 501,885 |
| NSK, Ltd. | 173,000 | 1,462,135 |
| Pall Corp. | 19,443 | 599,039 |
| Parker
Hannifin Corp. | 8,874 | 689,776 |
| | | $ 29,921,409 |
| Marine
0.2% | | |
| AP
Moller-Maersk A/S | 307 | 2,624,684 |
| Nippon Yusen
KK | 175,000 | 1,067,388 |
| | | $ 3,692,072 |
| Media
2.3% | | |
| CBS Corp.,
Class B | 87,263 | 2,458,199 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Comcast
Corp., Class A (1) | 350,863 | $ |
| --- | --- | --- |
| Dow Jones
& Co., Inc. | 55,771 | 1,870,559 |
| Fuji
Television Network, Inc. | 216 | 488,135 |
| Gannett Co.,
Inc. | 54,966 | 3,123,718 |
| McGraw-Hill
Cos., Inc. | 48,277 | 2,801,514 |
| Mediaset SPA | 100,838 | 1,082,571 |
| Meredith
Corp. | 10,553 | 520,579 |
| NTL, Inc. | 89,244 | 2,269,475 |
| Omnicom
Group, Inc. | 41,321 | 3,867,646 |
| TiVo, Inc. | 242,835 | 1,843,118 |
| Univision
Communications, Inc., Class A (1) | 42,797 | 1,469,649 |
| Viacom,
Inc., Class B (1) | 87,263 | 3,244,438 |
| Walt Disney
Co. | 214,837 | 6,640,612 |
| XM Satellite
Radio Holdings, Inc., Class A | 169,572 | 2,185,783 |
| | | $ 46,795,298 |
| Metals
& Mining 1.8% | | |
| Alcan, Inc. | 41,646 | 1,660,426 |
| Alcoa, Inc. | 49,548 | 1,389,326 |
| Anglo
American PLC | 195,022 | 8,180,511 |
| Cia Vale do
Rio Doce, ADR | 63,847 | 1,376,541 |
| Dowa Mining
Co., Ltd. | 146,000 | 1,264,262 |
| Freeport-McMoRan
Copper & Gold, Inc., Class B | 72,782 | 3,876,369 |
| Mitsui
Mining & Smelting Co., Ltd. | 35,000 | 180,878 |
| Mittal Steel
Co. NV | 57,451 | 2,004,253 |
| Nucor Corp. | 59,902 | 2,964,550 |
| Rio Tinto
PLC | 236,332 | 11,157,566 |
| Sumitomo
Metal Industries, Ltd. | 302,000 | 1,159,738 |
| Sumitomo
Metal Mining Co., Ltd. | 67,000 | 880,263 |
| | | $ 36,094,683 |
| Multiline
Retail 1.2% | | |
| Dollar
General Corp. | 151,116 | 2,059,711 |
| Federated
Department Stores, Inc. | 151,948 | 6,565,673 |
| Hankyu
Department Stores | 42,000 | 355,335 |
| J.C. Penney
Company, Inc. | 10,989 | 751,538 |
| Nordstrom,
Inc. | 42,995 | 1,818,688 |
| PPR SA | 12,595 | 1,864,356 |
| Ryohin
Keikaku Co., Ltd. | 3,600 | 255,005 |
| Sears
Holdings Corp. (1) | 62,826 | 9,932,162 |
| The Daimaru,
Inc. | 16,000 | 198,111 |
| | | $ 23,800,579 |
| Multi-Utilities
1.3% | | |
| Ameren Corp. | 72,149 | 3,808,746 |
| Centrica PLC | 281,371 | 1,708,364 |
| Duke Energy
Corp. | 104,432 | 3,153,846 |
| KeySpan Corp. | 14,259 | 586,615 |
| NiSource,
Inc. | 161,910 | 3,519,923 |
| PG&E
Corp. | 16,823 | 700,678 |
| Public
Service Enterprise Group, Inc. | 56,822 | 3,476,938 |
| RWE AG | 22,826 | 1,909,221 |
| Suez SA
(Brussels Exchange) | 52,258 | 2,294,149 |
| Suez SA
(Paris Exchange) | 25,000 | 1,097,322 |
| Suez SA
STRIP VVPR (1) | 53,996 | 684 |
| TECO Energy,
Inc. | 30,971 | 484,696 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| United
Utilities PLC | 115,769 | $ |
| --- | --- | --- |
| Veolia
Environnement | 31,200 | 1,878,136 |
| Xcel Energy,
Inc. | 15,922 | 328,789 |
| | | $ 26,472,949 |
| Office
Electronics 0.3% | | |
| Canon, Inc. | 109,200 | 5,709,626 |
| Xerox Corp.
(1) | 38,686 | 601,954 |
| | | $ 6,311,580 |
| Oil, Gas
& Consumable Fuels 8.1% | | |
| BP PLC | 3,203,214 | 34,936,382 |
| Chevron
Corp. | 90,016 | 5,838,438 |
| ConocoPhillips | 144,488 | 8,601,371 |
| El Paso
Corp. | 56,715 | 773,593 |
| EnCana Corp. | 10,446 | 487,724 |
| ENI SPA | 515,272 | 15,294,766 |
| Exxon Mobil
Corp. | 367,880 | 24,684,748 |
| Frontline,
Ltd. | 37,070 | 1,419,309 |
| Hugoton
Royalty Trust | 717 | 18,893 |
| Murphy Oil
Corp. | 10,642 | 506,027 |
| Nippon
Mining Holdings, Inc. | 33,000 | 233,989 |
| Parallel
Petroleum Corp. (1) | 99,479 | 1,995,549 |
| Royal Dutch
Shell PLC, Class A | 555,896 | 18,337,760 |
| Royal Dutch
Shell PLC, Class B | 383,980 | 13,031,776 |
| Showa Shell
Sekiyu KK | 119,900 | 1,337,403 |
| Sunoco, Inc. | 15,302 | 951,631 |
| TonenGeneral
Sekiyu KK | 42,000 | 379,831 |
| Total SA | 424,404 | 27,808,227 |
| Williams
Cos., Inc. | 283,854 | 6,775,595 |
| | | $ 163,413,012 |
| Paper
and Forest Products 0.2% | | |
| International
Paper Co. | 50,046 | 1,733,093 |
| Nippon Paper
Group, Inc. | 190 | 688,412 |
| OJI Paper
Co., Ltd. | 164,000 | 898,615 |
| | | $ 3,320,120 |
| Personal
Products 0.2% | | |
| Alberto-Culver
Co. | 11,849 | 599,441 |
| Beiersdorf
AG | 28,716 | 1,525,856 |
| Oriflame
Cosmetics SA | 39,383 | 1,302,709 |
| | | $ 3,428,006 |
| Pharmaceuticals
7.4% | | |
| Abbott
Laboratories | 212,635 | 10,325,556 |
| Allergan,
Inc. | 20,957 | 2,359,968 |
| Astellas
Pharma, Inc. | 67,800 | 2,730,988 |
| AstraZeneca
PLC | 200,545 | 12,496,296 |
| Bristol-Myers
Squibb Co. | 330,336 | 8,231,973 |
| Chugai
Pharmaceuticals Co., Ltd. | 70,000 | 1,507,090 |
| Cypress
Bioscience, Inc. (1) | 25,169 | 183,734 |
| Daiichi
Sankyo Co., Ltd. | 47,100 | 1,334,716 |
| Eisai Co.,
Ltd. | 85,900 | 4,161,216 |
| GlaxoSmithKline
PLC | 920,920 | 24,434,250 |
| Johnson
& Johnson Co. | 144,723 | 9,398,312 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Merck &
Co., Inc. | 40,719 | $ |
| --- | --- | --- |
| Novartis AG | 206,358 | 12,005,983 |
| Pfizer, Inc. | 599,790 | 17,010,044 |
| Roche
Holding AG | 118,891 | 20,483,129 |
| Sanofi-Synthelabo
SA | 167,961 | 14,917,178 |
| Santen
Pharmaceutical Co., Ltd. | 18,900 | 480,494 |
| Takeda
Pharmaceutical Co., Ltd. | 81,900 | 5,120,059 |
| Tanabe
Seiyaku Co., Ltd. | 28,000 | 351,865 |
| Valeant Pharmaceuticals
International | 43,284 | 856,158 |
| | | $ 150,095,135 |
| Real
Estate Investment Trusts (REITs) 0.4% | | |
| Apartment
Investment and Management Co., Class A | 42,450 | 2,309,705 |
| Host Hotels
& Resorts, Inc. | 33,128 | 759,625 |
| Japan Real
Estate Investment Corp. | 50 | 423,508 |
| Japan Retail
Fund Investment Corp. | 50 | 368,458 |
| Nippon
Building Fund, Inc. | 56 | 569,106 |
| Simon
Property Group, Inc. | 35,779 | 3,242,293 |
| | | $ 7,672,695 |
| Real
Estate Management & Development 0.2% | | |
| Heiwa Real
Estate Co., Ltd. | 219,000 | 1,367,141 |
| NTT Urban
Development Corp. | 83 | 664,971 |
| Realogy
Corp. (1) | 31,509 | 714,624 |
| Sumitomo
Realty & Development Co., Ltd. | 36,000 | 1,059,504 |
| Tokyu Land
Corp. | 29,000 | 275,408 |
| | | $ 4,081,648 |
| Road
& Rail 0.2% | | |
| Avis Budget
Group, Inc. | 12,603 | 230,509 |
| CSX Corp. | 23,794 | 781,157 |
| East Japan
Railway Co. | 50 | 349,907 |
| Kinetsu
Corp. | 91,000 | 285,028 |
| Ryder
System, Inc. | 15,960 | 824,813 |
| Tobu Railway
Co., Ltd. | 154,000 | 777,405 |
| | | $ 3,248,819 |
| Semiconductors
& Semiconductor Equipment 4.4% | | |
| Advanced
Micro Devices, Inc. (1) | 22,060 | 548,191 |
| Advantest
Corp. | 128,800 | 6,424,954 |
| Analog
Devices, Inc. | 33,409 | 981,891 |
| Applied
Materials, Inc. | 498,564 | 8,839,540 |
| Atheros
Communications, Inc. (1) | 55,283 | 1,002,281 |
| Intel Corp. | 1,347,413 | 27,716,285 |
| Intersil
Corp., Class A | 40,863 | 1,003,187 |
| KLA-Tencor
Corp. | 154,838 | 6,885,646 |
| LSI Logic
Corp. (1) | 56,168 | 461,701 |
| Marvell
Technology Group, Ltd. (1) | 247,820 | 4,800,273 |
| Maxim
Integrated Products, Inc. | 301,951 | 8,475,765 |
| MEMC
Electronic Materials, Inc. (1) | 9,193 | 336,740 |
| Microchip
Technology, Inc. | 191,324 | 6,202,724 |
| Micron
Technology, Inc. (1) | 80,894 | 1,407,556 |
| NVIDIA Corp.
(1) | 142,807 | 4,225,659 |
| ROHM Co.,
Ltd. | 2,400 | 223,539 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Silicon
Image, Inc. (1) | 108,396 | $ |
| --- | --- | --- |
| STMicroelectronics
N.V. | 100,381 | 1,732,576 |
| Teradyne,
Inc. (1) | 33,940 | 446,650 |
| Tessera
Technologies, Inc. (1) | 26,615 | 925,670 |
| Tokyo
Electron, Ltd. | 67,300 | 4,977,602 |
| Veeco
Instruments, Inc. (1) | 33,128 | 667,529 |
| | | $ 89,664,756 |
| Software
5.0% | | |
| Autodesk
Inc. (1) | 101,343 | 3,524,710 |
| BMC
Software, Inc. (1) | 26,642 | 725,195 |
| CA, Inc. | 43,249 | 1,024,569 |
| Compuware
Corp. (1) | 58,560 | 456,182 |
| Electronic
Arts, Inc. (1) | 118,496 | 6,597,857 |
| Konami Corp. | 85,700 | 2,180,737 |
| Microsoft
Corp. | 1,864,886 | 50,967,334 |
| Oracle Corp.
(1) | 1,184,781 | 21,018,015 |
| Oracle Corp. | 10,800 | 467,791 |
| Symantec
Corp. (1) | 598,288 | 12,731,569 |
| Trend Micro,
Inc. | 70,000 | 2,047,208 |
| | | $ 101,741,167 |
| Specialty
Retail 1.1% | | |
| Abercrombie
& Fitch Co., Class A | 38,268 | 2,658,861 |
| Aoyama
Trading Co., Ltd. | 9,600 | 307,266 |
| Bed Bath and
Beyond, Inc. (1) | 167,745 | 6,417,924 |
| Best Buy
Co., Inc. | 57,465 | 3,077,825 |
| Big 5
Sporting Goods Corp. | 22,809 | 520,045 |
| Fast
Retailing Co., Ltd. | 65,600 | 6,171,404 |
| Office
Depot, Inc. (1) | 17,560 | 697,132 |
| Shimamura
Co., Ltd. | 2,400 | 234,636 |
| Tiffany
& Co. | 13,839 | 459,455 |
| TJX
Companies, Inc. | 25,596 | 717,456 |
| | | $ 21,262,004 |
| Textiles,
Apparel & Luxury Goods 0.4% | | |
| Coach, Inc.
(1) | 37,247 | 1,281,297 |
| Compagnie
Financiere Richemont AG, Class A | 33,833 | 1,624,817 |
| Hanesbrands,
Inc. (1) | 4,073 | 91,683 |
| Nike, Inc.,
Class B | 33,075 | 2,898,032 |
| Onward
Kashiyama Company, Ltd. | 24,000 | 345,601 |
| Swatch Group
AG, Class B | 5,908 | 1,137,834 |
| Toyobo Co.,
Ltd. | 298,000 | 786,063 |
| Unitika,
Ltd. | 158,000 | 218,170 |
| | | $ 8,383,497 |
| Thrifts
& Mortgage Finance 0.4% | | |
| Commercial
Capital Bancorp | 30,478 | 485,819 |
| Countrywide
Financial Corp. | 19,114 | 669,755 |
| Fannie Mae | 68,964 | 3,855,777 |
| PFF Bancorp,
Inc. | 52,597 | 1,948,193 |
| Washington
Mutual, Inc. | 21,787 | 947,081 |
| | | $ 7,906,625 |
| Tobacco
1.0% | | |
| Altadis SA | 29,497 | 1,399,888 |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| Altria
Group, Inc. | 127,887 | $ |
| --- | --- | --- |
| Gallaher
Group PLC | 84,360 | 1,376,271 |
| Imperial
Tobacco Group PLC | 46,553 | 1,546,270 |
| Reynolds
American, Inc. | 79,066 | 4,899,720 |
| UST, Inc. | 28,896 | 1,584,368 |
| | | $ 20,596,267 |
| Trading
Companies & Distributors 0.3% | | |
| ITOCHU Corp. | 70,000 | 543,412 |
| Marubeni
Corp. | 39,000 | 194,460 |
| Mitsui and
Co., Ltd. | 180,000 | 2,295,329 |
| Toyota
Tsusho Corp. | 56,591 | 1,491,594 |
| WW Grainger,
Inc. | 8,452 | 566,453 |
| | | $ 5,091,248 |
| Transportation
Infrastructure 0.1% | | |
| Societe des Autoroutes
Paris-Rhin-Rhone | 19,885 | 1,480,283 |
| | | $ 1,480,283 |
| Water
Utilities 0.1% | | |
| Kelda Group
PLC | 87,371 | 1,387,608 |
| Severn Trent
PLC | 61,138 | 1,523,704 |
| | | $ 2,911,312 |
| Wireless
Telecommunication Services 2.0% | | |
| Bouygues SA | 28,071 | 1,497,437 |
| KDDI Corp. | 630 | 3,934,752 |
| NII
Holdings, Inc., Class B (1) | 100,807 | 6,266,163 |
| NTT DoCoMo,
Inc. | 148 | 228,123 |
| Softbank
Corp. | 198,300 | 4,107,647 |
| Sprint
Nextel Corp. | 275,590 | 4,726,369 |
| Vodafone
Group PLC | 8,312,583 | 18,942,900 |
| | | $ 39,703,391 |
| Total Common Stocks (identified cost $1,863,161,478) | | $ 2,039,427,434 |
| Total Investments 101.0% (identified cost $1,863,161,478) | | $ 2,039,427,434 |
*Covered Call Options Written (1.7)%*
| Type of Contract | Number of — Contracts | Premium — Received | Value | |
|---|---|---|---|---|
| Eurotop 100 | ||||
| Index, Expires 10/17/06, Strike 292.00 | 23,974 | $ 8,121,192 | $ (11,154,623 | ) |
| Nasdaq 100 | ||||
| Index, Expires 10/21/06, Strike 1,625.00 | 495 | 1,682,208 | (2,316,600 | ) |
| Nasdaq 100 | ||||
| Index, Expires 10/21/06, Strike 1,640.00 | 1,550 | 4,753,369 | (5,680,750 | ) |
| Nasdaq 100 | ||||
| Index, Expires 10/21/06, Strike 1,650.00 | 646 | 1,646,331 | (1,950,920 | ) |
| Nikkei | ||||
| Index, Expires 10/21/06, Strike 16,500.00 | 1,448 | 3,027,290 | (798,215 | ) |
| S & P | ||||
| 500 Index, Expires 10/21/06, Strike 1,315.00 | 648 | 1,100,304 | (2,144,880 | ) |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
| S & P
500 Index, Expires 10/21/06, Strike 1,320.00 | 1,447 | $ | $ | ) |
| --- | --- | --- | --- | --- |
| S & P
500 Index, Expires 10/21/06, Strike 1,325.00 | 2,868 | 4,221,414 | (6,338,280 | ) |
| Total Call Options Written (premiums received $26,983,794) | | | $ (34,117,528 | ) |
| Other
Assets, Less Liabilities 0.7% | | | $ 13,717,091 | |
| Net
Assets 100.0% | | | $ 2,019,026,997 | |
| ADR | American
Depository Receipt |
| --- | --- |
| (1) | Non-income
producing security. |
SEQ.=1,FOLIO='',FILE='C:\JMS\tkanda\06-21121-1\task1524485\21121-1-bg-01.htm',USER='105223',CD='Nov 29 02:01 2006'
*Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of September 30, 2006*
*PORTFOLIO OF INVESTMENTS (Unaudited)*
*Country Concentration of Portfolio*
| Country | Percentage of — Total Investments | Value |
|---|---|---|
| United | ||
| States | 53.1 % | $ 1,082,549,559 |
| United | ||
| Kingdom | 11.4 % | 232,625,342 |
| Japan | 9.8 % | 199,797,040 |
| France | 5.5 % | 112,162,888 |
| Switzerland | 4.4 % | 89,324,201 |
| Germany | 3.9 % | 79,626,475 |
| Netherlands | 3.2 % | 64,801,616 |
| Italy | 2.3 % | 47,897,232 |
| Spain | 2.1 % | 43,729,710 |
| Cayman Islands | 0.8 % | 16,242,333 |
| Bermuda | 0.7 % | 14,274,346 |
| Finland | 0.7 % | 13,986,051 |
| Sweden | 0.6 % | 12,163,068 |
| Belgium | 0.4 % | 8,603,709 |
| Canada | 0.4 % | 7,563,773 |
| Other | ||
| countries, less than 0.3% each | 0.7 % | 14,080,091 |
| 100.0 % | 2,039,427,434 |
SEQ.=1,FOLIO='',FILE='C:\JMS\rkum\06-21121-1\task1524619\21121-1-bg-03.htm',USER='105279',CD='Nov 29 02:40 2006'
The cost and unrealized appreciation (depreciation) in value of the investments owned at September 30, 2006, as computed on a federal income tax basis, were as follows:
| Aggregate
cost | $ | |
| --- | --- | --- |
| Gross
unrealized appreciation | $ 240,993,988 | |
| Gross
unrealized depreciation | (64,768,467 | ) |
| Net
unrealized appreciation | $ 176,225,521 | |
The net unrealized appreciation on foreign currency at September 30, 2006 was 1,645,667.
A summary of financial instruments at September 30, 2006 is as follows:
*Forward Foreign Currency Exchange Contracts*
*Sales*
| Net Unrealized | ||||||
|---|---|---|---|---|---|---|
| Settlement | Appreciation | |||||
| Date(s) | Deliver | In Exchange For | (Depreciation) | |||
| 10/19/06 | Euro | 130,000,000 | United | |||
| States Dollar | 164,508,400 | (316,718 | ) | |||
| 11/16/06 | Euro | 135,000,000 | United | |||
| States Dollar | 170,144,000 | (1,284,836 | ) | |||
| 12/14/06 | Euro | 150,000,000 | United | |||
| States Dollar | 193,306,000 | 2,550,505 | ||||
| 1/18/06 | Euro | 1,463,000,000 | United | |||
| States Dollar | 179,040,500 | 710,131 | ||||
| 10/02/06 | Japanese Yen | 140,000,000 | United | |||
| States Dollar | 13,700 | (6 | ) | |||
| $ 1,659,076 |
Written call option activity for the nine months ended September 30, 2006 was as follows:
| Outstanding,
beginning of period | Number of Contracts — 35,080 | | Premiums Received — $ 26,345,917 | |
| --- | --- | --- | --- | --- |
| Options
written | 306,989 | | 237,106,389 | |
| Options
closed | (258,638 | ) | (220,169,017 | ) |
| Options
Expired | (50,355 | ) | (16,299,495 | ) |
| Outstanding,
end of period | 33,076 | | $ 26,983,794 | |
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent.
At September 30, 2006 , the Fund had sufficient cash and/or securities to cover commitments under these contracts.
SEQ.=1,FOLIO='',FILE='C:\JMS\rkum\06-21121-1\task1524619\21121-1-bg-03.htm',USER='105279',CD='Nov 29 02:40 2006'
*Item 2. Controls and Procedures*
(a) It is the conclusion of the registrants principal executive officer and principal financial officer that the effectiveness of the registrants 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 Commissions 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 registrants principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrants 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 registrants internal control over financial reporting.
SEQ.=1,FOLIO='',FILE='C:\JMS\sethu\06-21121-1\task1526499\21121-1-ga.htm',USER='105167',CD='Nov 29 23:32 2006'
*Signatures*
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| Eaton Vance Tax-Managed Global Buy-Write
Opportunities Fund | |
| --- | --- |
| By: | /s/ Duncan W. Richardson |
| | Duncan W. Richardson |
| | President and Principal Executive Officer |
| Date: | November 22, 2006 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By: | /s/ Duncan W. Richardson |
|---|---|
| Duncan W. Richardson | |
| President and Principal Executive Officer | |
| Date: | November 22, 2006 |
| By: | /s/ Barbara E. Campbell |
| Barbara E. Campbell | |
| Treasurer and Principal Financial Officer | |
| Date: | November 22, 2006 |
SEQ.=1,FOLIO='',FILE='C:\JMS\mramana\06-21121-1\task1526601\21121-1-jc.htm',USER='105070',CD='Nov 29 23:51 2006'
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