Regulatory Filings • May 30, 2006
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Download Source FileN-Q 1 a06-8798_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 COMPANIES
| Investment Company Act File Number | 811-21745 |
|---|---|
| Eaton Vance Tax-Managed Global Buy-Write | |
| Opportunities Fund | |
| (Exact Name of | |
| Registrant as Specified in Charter) | |
| The Eaton Vance Building, 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 Services) | |
| Registrants Telephone | |
| Number, Including Area Code: | (617) |
| 482-8260 | |
| Date of Fiscal Year End: | December |
| 31 | |
| Date of Reporting Period: | March |
| 31, 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 March 31, 2006
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks 100.7%
| Security | Shares | Value |
|---|---|---|
| Aerospace & Defense 1.0% | ||
| BAE Systems PLC | 150,520 | $ 1,095,556 |
| General Dynamics Corp. | 66,702 | 4,267,594 |
| Honeywell International, Inc. | 152,231 | 6,510,920 |
| Lockheed Martin Corp. | 48,765 | 3,663,714 |
| Northrop Grumman Corp. | 58,863 | 4,019,754 |
| Raytheon Co. | 14,083 | 645,565 |
| $ 20,203,103 | ||
| Air Freight & | ||
| Logistics 0.7% | ||
| C.H. Robinson Worldwide, Inc. | 25,047 | 1,229,557 |
| Deutsche Post AG | 295,340 | 7,399,755 |
| FedEx Corp. | 28,786 | 3,251,091 |
| Ryder System, Inc. | 15,960 | 714,689 |
| Yamato Holdings Co., Ltd. | 118,000 | 2,411,605 |
| $ 15,006,697 | ||
| Airlines 0.1% | ||
| Deutsche Lufthansa AG | 69,057 | 1,231,706 |
| Japan Airlines Corp. (1) | 335,000 | 874,932 |
| $ 2,106,638 | ||
| Auto Components 0.3% | ||
| Bridgestone Corp. | 72,000 | 1,497,074 |
| Cooper Tire and Rubber Co. | 33,444 | 479,587 |
| Johnson Controls, Inc. | 39,177 | 2,974,710 |
| NGK Spark Plug Co., Ltd. | 20,000 | 464,882 |
| Stanley Electric Co.,Ltd. | 17,200 | 366,714 |
| Sumitomo Rubber Industries, Inc. | 25,000 | 325,350 |
| Toyota Industries Corp. | 9,000 | 367,003 |
| $ 6,475,320 | ||
| Automobiles 1.5% | ||
| DaimlerChrysler AG | 241,620 | 13,843,222 |
| General Motors Corp. | 29,575 | 629,060 |
| Harley-Davidson, Inc. | 24,652 | 1,278,946 |
| Honda Motor Co., Ltd. | 59,600 | 3,669,604 |
| Mitsubishi Motors Corp. (1) | 172,000 | 363,093 |
| Nissan Motor Co., Ltd. | 142,400 | 1,687,287 |
| Toyota Motor Corp. | 89,500 | 4,861,225 |
| Volkswagen AG | 24,592 | 1,346,655 |
| Volkswagen AG | 22,976 | 1,729,895 |
| $ 29,408,987 |
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| Beverages
0.8% — Brown-Forman Corp.,
Class B | 9,015 | $ 693,885 |
| --- | --- | --- |
| Ito En, Ltd. | 16,600 | 580,020 |
| Kirin Brewery Company Ltd. | 15,000 | 203,597 |
| Molson Coors Brewing Co., Class B | 8,253 | 566,321 |
| Pepsi Bottling Group, Inc. | 19,042 | 578,686 |
| PepsiCo, Inc. | 140,963 | 8,146,252 |
| Pernod-Ricard SA | 7,339 | 1,402,329 |
| SABMiller PLC | 65,976 | 1,297,679 |
| Sapporo Holdings, Ltd. | 153,000 | 799,131 |
| Scottish & Newcastle PLC | 151,490 | 1,363,282 |
| Takara Holdings, Inc. | 137,000 | 835,957 |
| | | $ 16,467,139 |
| Biotechnology 2.8% | | |
| Amgen, Inc. (1) | 307,743 | 22,388,303 |
| Applera Corp.-Applied Biosystems Group | 50,825 | 1,379,390 |
| Biogen Idec, Inc. (1) | 204,749 | 9,643,678 |
| Celgene Corp. (1) | 173,152 | 7,656,781 |
| Genzyme Corp. (1) | 17,735 | 1,192,147 |
| Gilead Sciences, Inc. (1) | 174,490 | 10,856,768 |
| Regeneron Pharmaceuticals, Inc. (1) | 178,751 | 2,972,629 |
| | | $ 56,089,696 |
| Building Products 0.2% | | |
| Asahi Glass Co., Ltd. | 160,000 | 2,382,592 |
| JS Group Corp. | 25,600 | 549,396 |
| Masco Corp. | 17,357 | 563,929 |
| Sanwa Shutter Corp. | 78,000 | 510,062 |
| | | $ 4,005,979 |
| Capital Markets 2.6% | | |
| Bank of New York Co., Inc. | 134,492 | 4,847,092 |
| Charles Schwab Corp. | 43,252 | 744,367 |
| Daiwa Securities Group, Inc. | 160,000 | 2,141,713 |
| E*Trade Financial Corp. (1) | 31,960 | 862,281 |
| Federated Investors, Inc. | 15,936 | 622,301 |
| Franklin Resources, Inc. | 66,123 | 6,231,432 |
| Man Group PLC | 39,111 | 1,668,720 |
| Matsui Securities Co., Ltd. (1) | 18,300 | 253,153 |
| Mediobanca SPA | 55,007 | 1,175,685 |
| Merrill Lynch & Co., Inc. | 85,000 | 6,694,600 |
| Morgan Stanley | 11,743 | 737,695 |
| Nikko Cordial Corp. | 105,000 | 1,734,586 |
| Nomura Holdings, Inc. | 69,300 | 1,531,424 |
| T. Rowe Price Group, Inc. | 9,087 | 710,694 |
| UBS AG | 205,567 | 22,536,191 |
| | | $ 52,491,934 |
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| Chemicals
1.7% — Air Products and Chemicals, Inc. | 9,559 | $ 642,269 |
| --- | --- | --- |
| BASF AG | 140,361 | 10,981,460 |
| BOC Group PLC | 53,805 | 1,440,897 |
| Daicel Chemical Industries, Ltd. | 62,000 | 520,581 |
| Dainippon Ink and Chemicals, Inc. | 120,000 | 445,700 |
| Dow Chemical Co. | 73,566 | 2,986,780 |
| E.I. du Pont de Nemours and Co. | 19,328 | 815,835 |
| Eastman Chemical Co. | 11,375 | 582,172 |
| Ecolab, Inc. | 16,822 | 642,600 |
| Mitsubishi Chemical Holdings Corp. | 35,000 | 215,439 |
| Monsanto Co. | 52,707 | 4,466,918 |
| Nippon Kayaku Co., Ltd. | 184,000 | 1,625,217 |
| Nissan Chemical Industries, Ltd. | 87,000 | 1,472,035 |
| Nitto Denko Corp. | 5,600 | 473,774 |
| Rohm & Haas Co. | 12,829 | 626,953 |
| Shin-Etsu Chemical Co., Ltd. | 65,000 | 3,516,475 |
| Sumitomo Bakelite Co., Ltd. | 39,000 | 352,524 |
| Taiyo Nippon Sanso Corp. | 72,000 | 530,793 |
| Teijin, Ltd. | 179,000 | 1,189,545 |
| Zeon Corp. | 19,000 | 244,734 |
| | | $ 33,772,701 |
| Commercial Banks 9.5% | | |
| ABN AMRO Holdings NV | 422,512 | 12,607,477 |
| Banca Intesa SPA | 295,707 | 1,668,574 |
| Banco Popular Espanol SA | 81,170 | 1,192,782 |
| Banco Santander Central Hispano SA | 1,280,098 | 18,642,395 |
| Bank of America Corp. | 325,118 | 14,805,874 |
| Bank of Fukuoka, Ltd. | 32,000 | 269,391 |
| Bank of Yokohama, Ltd. | 113,000 | 923,437 |
| Barclays PLC | 1,305,495 | 15,220,947 |
| BNP Paribas SA | 14,125 | 1,305,390 |
| Comerica, Inc. | 8,894 | 515,585 |
| Commerzbank AG | 48,772 | 1,937,097 |
| Credit Agricole SA | 203,148 | 7,862,211 |
| Danske Bank A/S | 174,280 | 6,451,763 |
| DNB NOR ASA | 105,036 | 1,409,608 |
| First Horizon National Corp. | 14,106 | 587,515 |
| HSBC Holdings PLC | 1,878,108 | 31,382,662 |
| Huntington Bancshares, Inc. | 22,759 | 549,175 |
| Joyo Bank, Ltd. | 37,000 | 260,255 |
| KeyCorp | 16,538 | 608,598 |
| Lloyds TSB Group PLC | 910,946 | 8,695,872 |
| Marshall & Ilsley Corp. | 36,714 | 1,599,996 |
| Mitsui Trust Holdings, Inc. | 59,000 | 860,391 |
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| Mizuho Trust & Banking Co., Ltd. | 155,000 | $ |
|---|---|---|
| National City Corp. | 168,516 | 5,881,208 |
| North Fork Bancorp, Inc. | 157,976 | 4,554,448 |
| Placer Sierra Bancshares | 7,177 | 204,903 |
| Regions Financial Corp. | 16,786 | 590,364 |
| Royal Bank of Scotland Group PLC | 471,202 | 15,296,011 |
| Sanpaolo IMI SPA | 389,520 | 6,952,301 |
| Skandinaviska Enskilda Banken AB | 51,831 | 1,282,261 |
| Societe Generale | 102,929 | 15,401,599 |
| Sterling Bancorp | 25,916 | 533,870 |
| Sumitomo Mitsui Financial Group, Inc. | 105 | 1,156,171 |
| Sumitomo Trust and Banking Co., Ltd. | 191,000 | 2,204,295 |
| Svenska Handelsbanken AB | 48,059 | 1,333,597 |
| Synovus Financial Corp. | 19,321 | 523,406 |
| UnicCredito Italiano SPA | 195,279 | 1,399,267 |
| Wells Fargo & Co. | 52,300 | 3,340,401 |
| $ 190,511,514 | ||
| Commercial Services & | ||
| Supplies 1.3% | ||
| Adecco SA | 28,437 | 1,582,631 |
| Avery Dennison Corp. | 10,114 | 591,467 |
| Cendant Corp. | 126,039 | 2,186,777 |
| Cintas Corp. | 136,477 | 5,816,650 |
| Dai Nippon Printing Co., Ltd. | 98,000 | 1,768,620 |
| Donnelley (R.R.) & Sons Co. | 73,912 | 2,418,401 |
| Equifax, Inc. | 15,217 | 566,681 |
| Half (Robert) International, Inc. | 15,815 | 610,617 |
| Pitney Bowes, Inc. | 36,173 | 1,552,907 |
| Resources Connection, Inc. (1) | 44,239 | 1,101,993 |
| SECOM Co., Ltd. | 71,000 | 3,612,692 |
| SGS SA | 1,164 | 1,075,422 |
| Toppan Printing Co., Ltd. | 161,000 | 2,222,354 |
| Waste Management, Inc. | 18,690 | 659,757 |
| $ 25,766,969 | ||
| Communications Equipment 5.0% | ||
| Cisco Systems, Inc. (1) | 1,277,165 | 27,676,166 |
| Corning, Inc. (1) | 179,244 | 4,823,456 |
| Motorola, Inc. | 149,639 | 3,428,229 |
| Nokia Oyj | 680,083 | 14,039,930 |
| QUALCOMM, Inc. | 729,121 | 36,900,814 |
| Research in Motion, Ltd. (1) | 52,753 | 4,477,675 |
| Telefonaktiebolaget LM Ericsson | 2,407,117 | 9,087,204 |
| $ 100,433,474 | ||
| Computer | ||
| Peripherals 3.5% | ||
| Apple Computer, Inc. (1) | 459,775 | 28,837,088 |
| Dell, Inc. (1) | 368,613 | 10,969,923 |
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| Diebold, Inc. | 42,647 | $ |
|---|---|---|
| EMC Corp. (1) | 279,905 | 3,815,105 |
| Fujitsu Ltd. | 200,000 | 1,676,504 |
| Hewlett-Packard Co. | 207,871 | 6,838,956 |
| International Business Machines Corp. | 153,614 | 12,668,547 |
| McDATA Corp., Class A (1) | 101,887 | 470,718 |
| NCR Corp. (1) | 39,347 | 1,644,311 |
| Palm, Inc. (1) | 54,994 | 1,273,661 |
| Toshiba Corp. | 197,000 | 1,142,017 |
| $ 71,089,622 | ||
| Construction & | ||
| Engineering 0.3% | ||
| Chiyoda Corp. | 67,000 | 1,557,942 |
| COMSYS Holdings Corp. | 91,000 | 1,293,978 |
| Fluor Corp. | 8,474 | 727,069 |
| JGC Corp. | 64,000 | 1,258,523 |
| Kajima Corp. | 151,000 | 940,062 |
| Nishimatsu Construction Co., Ltd. | 97,000 | 396,779 |
| $ 6,174,353 | ||
| Construction Materials 0.1% | ||
| Holcim, Ltd. | 14,620 | 1,161,330 |
| Sumitomo Osaka Cement Co., Ltd. | 337,000 | 1,222,302 |
| Vulcan Materials Co. | 7,353 | 637,137 |
| $ 3,020,769 | ||
| Consumer Finance 0.1% | ||
| Credit Saison Co., Ltd. | 41,400 | 2,282,966 |
| UFJ NICOS Co., Ltd. | 59,000 | 621,803 |
| $ 2,904,769 | ||
| Containers & Packaging | ||
| 0.1% | ||
| Bemis Co., Inc. | 21,337 | 673,822 |
| Temple-Inland, Inc. | 28,051 | 1,249,672 |
| Toyo Seikan Kaisha, Ltd. | 51,400 | 929,713 |
| $ 2,853,207 | ||
| Distributors 0.0% | ||
| Genuine Parts Co. | 12,278 | 538,145 |
| $ 538,145 | ||
| Diversified Consumer Services | ||
| 0.2% | ||
| H&R Block, Inc. | 190,927 | 4,133,570 |
| $ 4,133,570 | ||
| Diversified | ||
| Financial Services 2.7% | ||
| CIT Group Inc. | 27,153 | 1,453,229 |
| Citigroup, Inc. | 379,082 | 17,904,043 |
| Deutsche Boerse AG | 13,303 | 1,910,485 |
| Fortis | 212,310 | 7,557,157 |
5
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| ING Groep NV | 421,640 | $ |
|---|---|---|
| JPMorgan Chase & Co. | 124,642 | 5,190,093 |
| Moodys Corp. | 59,015 | 4,217,212 |
| $ 54,814,522 | ||
| Diversified Telecommunication | ||
| Services 2.6% | ||
| AT&T Corp. | 146,652 | 3,965,470 |
| Citizens Communications Co. | 465,146 | 6,172,487 |
| Deutsche Telekom AG | 549,716 | 9,241,089 |
| France Telecom SA | 137,691 | 3,086,896 |
| Qwest Communications International, Inc. (1) | 313,368 | 2,130,902 |
| Telecom Italia SPA | 1,864,846 | 4,945,761 |
| Telefonica SA | 936,051 | 14,638,753 |
| Verizon Communications, Inc. | 246,478 | 8,395,041 |
| $ 52,576,399 | ||
| Electric Utilities 1.4% | ||
| Cinergy Corp. | 66,944 | 3,039,927 |
| Enel SPA | 1,205,625 | 10,175,682 |
| Fortum Oyj | 55,552 | 1,397,104 |
| Kyushu Electric Power Co., Inc. | 13,400 | 301,703 |
| PPL Corp. | 44,342 | 1,303,655 |
| Progress Energy, Inc. | 142,438 | 6,264,423 |
| Scottish and Southern Energy PLC | 78,146 | 1,530,172 |
| Scottish Power PLC | 130,404 | 1,313,392 |
| Tokyo Electric Power Co., Inc. | 57,300 | 1,425,538 |
| Union Fenosa SA | 25,318 | 960,408 |
| $ 27,712,004 | ||
| Electrical Equipment 0.9% | ||
| ABB Ltd. (1) | 109,913 | 1,381,506 |
| Cooper Industries, Ltd., Class A | 41,187 | 3,579,150 |
| Emerson Electric Co. | 96,516 | 8,071,633 |
| Fuji Electric Holdings Co., Ltd. | 217,000 | 1,179,831 |
| Fujikura, Ltd. | 80,000 | 902,309 |
| Furukawa Electric Co., Ltd. | 87,000 | 719,702 |
| Hitachi Cable, Ltd. | 103,000 | 583,553 |
| Rockwell Automation, Inc. | 9,986 | 718,093 |
| Schneider Electric SA | 11,952 | 1,285,198 |
| Ushio, Inc. | 10,900 | 259,239 |
| $ 18,680,214 | ||
| Electronic | ||
| Equipment & Instruments 0.9% | ||
| Agilent Technologies, Inc. (1) | 73,937 | 2,776,334 |
| Alps Electric Co., Ltd. | 74,700 | 1,199,130 |
| Anritsu Corp. | 49,000 | 306,970 |
| Hoya Corp. | 11,700 | 469,972 |
| Kyocera Corp. | 78,800 | 6,928,868 |
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| Mabuchi Motor Co., Ltd. | 7,700 | $ |
|---|---|---|
| Murata Manufacturing Co., Ltd. | 6,400 | 431,835 |
| Omron Corp. | 11,800 | 337,268 |
| TDK Corp. | 66,700 | 4,994,515 |
| $ 17,840,994 | ||
| Energy Equipment & | ||
| Services 0.8% | ||
| BJ Services Co. | 14,856 | 514,018 |
| Halliburton Co. | 75,072 | 5,481,757 |
| National-Oilwell Varco, Inc. (1) | 7,944 | 509,369 |
| Noble Corp. | 57,947 | 4,699,502 |
| Transocean, Inc. (1) | 56,851 | 4,565,135 |
| $ 15,769,781 | ||
| Food & Staples | ||
| Retailing 1.7% | ||
| Circle K Sunkus Co., Ltd. | 16,500 | 398,642 |
| CVS Corp. | 208,079 | 6,215,320 |
| Familymart Co., Ltd. | 10,600 | 331,898 |
| Koninklijke Ahold NV (1) | 153,410 | 1,197,485 |
| Lawson, Inc. | 10,800 | 405,677 |
| Matsumotokiyoshi Co., Ltd. | 8,200 | 233,975 |
| Metro AG | 28,658 | 1,467,400 |
| Seven and I Holdings Co., Ltd. | 94,200 | 3,722,664 |
| SUPERVALU, Inc. | 17,345 | 534,573 |
| Sysco Corp. | 100,301 | 3,214,647 |
| UNY Co., Ltd. | 21,000 | 335,354 |
| Walgreen Co. | 92,732 | 3,999,531 |
| Wal-Mart Stores, Inc. | 257,716 | 12,174,504 |
| $ 34,231,670 | ||
| Food Products 1.9% | ||
| Campbell Soup Co. | 17,968 | 582,163 |
| ConAgra Foods, Inc. | 77,043 | 1,653,343 |
| H.J. Heinz Co. | 14,987 | 568,307 |
| Hershey Co. | 9,378 | 489,813 |
| Kellogg Co. | 11,886 | 523,459 |
| Meiji Seika Kaisha, Ltd. | 266,000 | 1,351,709 |
| Morinaga & Co., Ltd. | 492,000 | 1,336,055 |
| Nestle SA | 69,269 | 20,461,111 |
| Nissin Food Products Co., Ltd. | 11,700 | 361,067 |
| Sara Lee Corp. | 32,588 | 582,673 |
| Unilever NV | 154,413 | 10,683,761 |
| $ 38,593,461 | ||
| Gas Utilities 0.2% | ||
| Gas Natural SDG SA | 45,614 | 1,317,947 |
| Gaz de France | 26,064 | 938,529 |
| Nicor, Inc. | 12,565 | 497,071 |
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| Peoples Energy Corp. | 13,340 | $ |
|---|---|---|
| Snam Rete Gas | 218,242 | 962,591 |
| $ 4,191,576 | ||
| Health Care | ||
| Equipment & Supplies 1.2% | ||
| Becton, Dickinson and Co. | 9,970 | 613,953 |
| C.R. Bard, Inc. | 7,942 | 538,547 |
| Emdeon Corp. (1) | 104,294 | 1,126,375 |
| Fisher Scientific International, Inc. (1) | 27,318 | 1,858,990 |
| Guidant Corp. | 18,665 | 1,456,990 |
| Hospira, Inc. (1) | 13,029 | 514,124 |
| Immucor, Inc. (1) | 38,757 | 1,111,938 |
| IMS Health, Inc. | 20,213 | 520,889 |
| Intuitive Surgical, Inc. (1) | 37,629 | 4,440,222 |
| Medtronic, Inc. | 134,465 | 6,824,099 |
| Olympus Corp. | 64,000 | 1,873,251 |
| PerkinElmer, Inc. | 27,425 | 643,665 |
| St. Jude Medical, Inc. (1) | 13,530 | 554,730 |
| Terumo Corp. | 48,700 | 1,596,222 |
| $ 23,673,995 | ||
| Health Care | ||
| Providers & Services 1.2% | ||
| Caremark Rx, Inc. | 39,458 | 1,940,544 |
| Coventry Health Care, Inc. (1) | 42,975 | 2,319,790 |
| Genesis HealthCare Corp. (1) | 19,809 | 870,407 |
| HCA, Inc. | 94,003 | 4,304,397 |
| Health Management Associates, Inc., Class A | 24,182 | 521,606 |
| Humana, Inc. (1) | 35,364 | 1,861,915 |
| Laboratory Corporation of America Holdings (1) | 58,414 | 3,416,051 |
| Manor Care, Inc. | 42,178 | 1,870,594 |
| McKesson Corp. | 125,474 | 6,540,960 |
| Quest Diagnostics, Inc. | 22,456 | 1,151,993 |
| $ 24,798,257 | ||
| Hotels, Restaurants & | ||
| Leisure 1.8% | ||
| Accor SA | 26,214 | 1,506,327 |
| Carnival Corp. | 103,203 | 4,888,726 |
| Darden Restaurants, Inc. | 17,198 | 705,634 |
| Harrahs Entertainment, Inc. | 90,811 | 7,079,626 |
| International Game Technology | 19,378 | 682,493 |
| Skylark Co., Ltd. | 17,400 | 310,971 |
| Starbucks Corp. (1) | 334,484 | 12,589,978 |
| Starwood Hotels & Resorts Worldwide, Inc. | 54,114 | 3,665,141 |
| Wendys International, Inc. | 23,698 | 1,470,698 |
| Yum! Brands, Inc. | 78,857 | 3,852,953 |
| $ 36,752,547 |
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| Household Durables 1.0% — D.R. Horton, Inc. | 65,363 | $ 2,171,359 |
|---|---|---|
| Daito Trust Construction Co., Ltd. | 9,200 | 478,850 |
| Electrolux AB | 47,576 | 1,362,168 |
| Fortune Brands, Inc. | 36,182 | 2,917,355 |
| Makita Corp. | 21,000 | 645,712 |
| Pioneer Corp. | 89,500 | 1,439,790 |
| Sekisui House, Ltd. | 174,000 | 2,588,752 |
| Sharp Corp. | 86,000 | 1,518,242 |
| Snap-On, Inc. | 15,120 | 576,374 |
| Sony Corp. | 63,300 | 2,908,967 |
| Stanley Works (The) | 48,688 | 2,466,534 |
| Thomson | 53,754 | 1,058,464 |
| Whirlpool Corp. | 7,584 | 693,708 |
| $ 20,826,275 | ||
| Household Products 0.8% | ||
| Henkel KGaA | 10,271 | 1,198,609 |
| Kao Corp. | 126,000 | 3,307,041 |
| Procter & Gamble Co. | 196,035 | 11,295,537 |
| $ 15,801,187 | ||
| Independent Power | ||
| Producers & Energy Traders 0.2% | ||
| TXU Corp. | 87,344 | 3,909,517 |
| $ 3,909,517 | ||
| Industrial Conglomerates 2.5% | ||
| 3M Co. | 81,121 | 6,140,048 |
| General Electric Co. | 673,171 | 23,412,887 |
| Siemens AG | 171,864 | 16,005,451 |
| Tyco International, Ltd. | 150,105 | 4,034,822 |
| $ 49,593,208 | ||
| Insurance 3.6% | ||
| AFLAC, Inc. | 68,355 | 3,084,861 |
| Alleanza Asicurazioni SPA | 106,954 | 1,268,400 |
| Allstate Corp. | 134,987 | 7,034,173 |
| American International Group, Inc. | 113,757 | 7,518,200 |
| AON Corp. | 16,722 | 694,130 |
| AXA SA (1) | 431,704 | 15,078,577 |
| Cincinnati Financial Corp. | 12,917 | 543,418 |
| CNP Assurances | 12,081 | 1,216,904 |
| Corp Mapfre SA | 49,878 | 1,013,023 |
| Friends Provident PLC | 329,449 | 1,188,106 |
| Jefferson-Pilot Corp. | 10,475 | 585,972 |
| Lincoln National Corp. | 10,220 | 557,910 |
| Marsh & McLennan Cos., Inc. | 83,242 | 2,443,985 |
| Muenchener Rueckversicherungs-Gesellschaft AG | 64,144 | 9,059,407 |
9
SEQ.=1,FOLIO='9',FILE='C:\JMS\smohan\06-8798-1\task1131544\8798-1-bg-01.htm',USER='sbmohan',CD='May 24 13:37 2006'
| Old Mutual PLC | 330,883 | $ |
|---|---|---|
| Prudential Financial, Inc. | 55,210 | 4,185,470 |
| Prudential PLC | 800,151 | 9,239,467 |
| Resolution PLC | 86,351 | 1,004,583 |
| Sompo Japan Insurance, Inc. | 91,000 | 1,314,108 |
| T & D Holdings, Inc. | 17,500 | 1,361,678 |
| XL Capital Ltd., Class A | 59,414 | 3,809,032 |
| $ 73,352,537 | ||
| Internet & Catalog | ||
| Retail 0.5% | ||
| GUS PLC | 69,063 | 1,262,667 |
| IAC/InterActiveCorp (1) | 273,397 | 8,057,010 |
| $ 9,319,677 | ||
| Internet Software & | ||
| Services 2.6% | ||
| eAccess, Ltd. | 296 | 228,067 |
| eBay, Inc. (1) | 417,326 | 16,300,754 |
| Google, Inc., Class A (1) | 44,579 | 17,385,810 |
| Softbank Corp. (1) | 198,300 | 5,785,677 |
| Yahoo!, Inc. (1) | 390,180 | 12,587,207 |
| $ 52,287,515 | ||
| IT Services 0.6% | ||
| Alliance Data Systems Corp. (1) | 12,680 | 593,044 |
| CheckFree Corp. (1) | 66,718 | 3,369,259 |
| CSK Holdings Corp. | 52,000 | 2,577,322 |
| Electronic Data Systems Corp. | 26,776 | 718,400 |
| Kanbay International, Inc. (1) | 27,846 | 424,930 |
| MoneyGram International, Inc. | 25,276 | 776,479 |
| Nomura Research Institute, Ltd. | 2,800 | 341,558 |
| NTT Data Corp. | 706 | 3,390,386 |
| $ 12,191,378 | ||
| Leisure Equipment & | ||
| Products 0.3% | ||
| Eastman Kodak Co. | 20,370 | 579,323 |
| Fuji Photo Film Co., Ltd. | 46,800 | 1,554,349 |
| Hasbro Inc. | 26,234 | 553,537 |
| Mattel, Inc. | 31,709 | 574,884 |
| Namco Bandai Holdings, Inc. | 22,900 | 313,422 |
| Nikon Corp. | 86,000 | 1,536,476 |
| Sankyo Co., Ltd. | 4,500 | 307,993 |
| Sega Sammy Holdings, Inc. | 10,700 | 433,261 |
| $ 5,853,245 |
10
SEQ.=1,FOLIO='10',FILE='C:\JMS\smohan\06-8798-1\task1131544\8798-1-bg-01.htm',USER='sbmohan',CD='May 24 13:37 2006'
| Machinery
1.7% — Amada Co., Ltd. | 38,000 | $ 414,588 |
| --- | --- | --- |
| Amano Corp. | 26,000 | 451,507 |
| Danaher Corp. | 34,126 | 2,168,707 |
| Deere & Co. | 93,444 | 7,386,748 |
| Dover Corp. | 13,219 | 641,915 |
| Eaton Corp. | 46,216 | 3,372,382 |
| Ebara Corp. | 357,000 | 2,237,876 |
| Fanuc, Ltd. | 71,900 | 6,893,919 |
| Illinois Tool
Works, Inc. | 6,641 | 639,595 |
| Kawasaki Heavy
Industries, Ltd. | 209,000 | 732,061 |
| Komatsu, Ltd. | 93,000 | 1,769,389 |
| Kurita Water Industries,
Ltd. | 14,700 | 313,173 |
| MAN AG | 17,561 | 1,216,110 |
| Minebea Co., Ltd. | 226,000 | 1,554,837 |
| Mitsui Engineering and
Shipbuilding Co., Ltd. (1) | 154,000 | 498,501 |
| NSK, Ltd. | 228,000 | 1,971,482 |
| Pall Corp. | 19,443 | 606,427 |
| Parker Hannifin Corp. | 8,874 | 715,333 |
| | | $ 33,584,550 |
| Marine
0.2% | | |
| AP Moller-Maersk A/S | 307 | 2,629,220 |
| Nippon Yusen KK | 218,000 | 1,328,584 |
| | | $ 3,957,804 |
| Media
2.2% | | |
| CBS Corp., Class B | 87,263 | 2,092,567 |
| Comcast Corp.,
Class A (1) | 350,863 | 9,178,576 |
| Dow Jones &
Co., Inc. | 55,771 | 2,191,800 |
| EchoStar Communications
Corp., Class A (1) | 32,305 | 964,950 |
| Fuji Television
Network, Inc. | 216 | 537,888 |
| Gannett Co., Inc. | 54,966 | 3,293,563 |
| Lagardere S.C.A. | 13,101 | 1,018,870 |
| McGraw-Hill
Cos., Inc. | 48,277 | 2,781,721 |
| Mediaset SPA | 100,838 | 1,185,714 |
| Meredith Corp. | 10,553 | 588,752 |
| Omnicom Group, Inc. | 41,321 | 3,439,973 |
| Telefonica Publicidad E
Informacion SA | 118,091 | 1,312,233 |
| TiVo, Inc. (1) | 196,331 | 1,419,473 |
| Univision
Communications, Inc., Class A (1) | 42,797 | 1,475,213 |
| Viacom, Inc.,
Class B (1) | 87,263 | 3,385,804 |
| Walt Disney Co. | 224,507 | 6,261,500 |
| XM Satellite Radio
Holdings, Inc., Class A (1) | 169,572 | 3,776,368 |
| | | $ 44,904,965 |
11
SEQ.=1,FOLIO='11',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| Metals &
Mining 1.9% — Alcan, Inc. | 41,646 | $ 1,904,472 |
| --- | --- | --- |
| Alcoa, Inc. | 49,548 | 1,514,187 |
| Anglo American PLC | 195,022 | 7,541,809 |
| Arcelor | 58,395 | 2,294,234 |
| Dowa Mining Co., Ltd. | 146,000 | 1,745,320 |
| Freeport-McMoRan
Copper & Gold, Inc., Class B | 72,782 | 4,350,180 |
| Nucor Corp. | 38,985 | 4,085,238 |
| Rio Tinto PLC | 236,332 | 12,101,588 |
| Sumitomo Metal
Industries, Ltd. | 356,000 | 1,524,962 |
| Toho Zinc Co., Ltd. | 142,000 | 1,445,182 |
| | | $ 38,507,172 |
| Multiline
Retail 1.0% | | |
| Dollar General Corp. | 151,116 | 2,670,220 |
| Federated Department
Stores, Inc. | 75,974 | 5,546,102 |
| Hankyu Department Stores | 42,000 | 387,195 |
| J.C. Penney
Company, Inc. | 10,989 | 663,845 |
| Nordstrom, Inc. | 42,995 | 1,684,544 |
| PPR SA | 12,595 | 1,516,575 |
| Ryohin Keikaku Co., Ltd. | 3,600 | 301,297 |
| Sears Holdings Corp. (1) | 62,826 | 8,308,110 |
| | | $ 21,077,888 |
| Multi-Utilities
1.5% | | |
| Ameren Corp. | 89,366 | 4,452,214 |
| Centrica PLC | 281,371 | 1,369,650 |
| KeySpan Corp. | 14,259 | 582,765 |
| National Grid PLC | 115,397 | 1,143,350 |
| NiSource, Inc. | 161,910 | 3,273,820 |
| PG&E Corp. | 16,823 | 654,415 |
| Public Service
Enterprise Group, Inc. | 56,822 | 3,638,881 |
| RWE AG | 22,826 | 1,775,730 |
| Suez | 52,258 | 2,055,385 |
| Suez SA | 171,500 | 6,730,481 |
| Suez SA STRIP VVPR (1) | 53,996 | 654 |
| TECO Energy, Inc. | 30,971 | 499,253 |
| United Utilities PLC | 97,162 | 1,158,782 |
| Veolia Environnement | 31,200 | 1,726,368 |
| Xcel Energy, Inc. | 15,922 | 288,984 |
| | | $ 29,350,732 |
| Office
Electronics 0.3% | | |
| Canon, Inc. | 74,700 | 4,917,679 |
| Xerox Corp. (1) | 38,686 | 588,027 |
| | | $ 5,505,706 |
12
SEQ.=1,FOLIO='12',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| Oil,
Gas & Consumable Fuels 7.9% — BP PLC | 3,286,131 | $ 37,733,127 |
| --- | --- | --- |
| Burlington Resources, Inc. | 53,004 | 4,871,598 |
| Chevron Corp. | 90,016 | 5,218,228 |
| ConocoPhillips | 106,251 | 6,709,751 |
| El Paso Corp. | 56,715 | 683,416 |
| EnCana Corp. | 13,766 | 643,285 |
| ENI SPA | 515,272 | 14,651,791 |
| Exxon Mobil Corp. | 386,451 | 23,519,408 |
| Frontline, Ltd. | 27,509 | 908,840 |
| Murphy Oil Corp. | 10,642 | 530,184 |
| Parallel Petroleum Corp.
(1) | 49,481 | 912,924 |
| Royal Dutch Shell PLC,
Class A | 507,453 | 15,832,867 |
| Royal Dutch Shell PLC,
Class B | 383,980 | 12,478,703 |
| Ship Finance
International, Ltd. | 1,812 | 30,647 |
| Showa Shell Sekiyu KK | 151,800 | 1,717,844 |
| Sunoco, Inc. | 15,302 | 1,186,976 |
| TonenGeneral Sekiyu KK | 42,000 | 426,338 |
| Total SA | 106,101 | 27,932,512 |
| Williams Cos., Inc. | 128,181 | 2,741,792 |
| XTO Energy, Inc. | 12,033 | 524,278 |
| | | $ 159,254,509 |
| Paper
and Forest Products 0.2% | | |
| International Paper Co. | 50,046 | 1,730,090 |
| MeadWestvaco Corp. | 40,062 | 1,094,093 |
| Nippon Paper
Group, Inc. | 196 | 845,336 |
| OJI Paper Co., Ltd. | 176,000 | 1,078,067 |
| | | $ 4,747,586 |
| Personal
Products 0.3% | | |
| Alberto-Culver Co. | 11,849 | 524,081 |
| Beiersdorf AG | 9,572 | 1,377,875 |
| Oriflame Cosmetics SA | 36,069 | 1,200,958 |
| Shiseido Co., Ltd. | 137,000 | 2,540,716 |
| | | $ 5,643,630 |
| Pharmaceuticals
7.1% | | |
| Abbott Laboratories | 212,635 | 9,030,608 |
| Astellas Pharma, Inc. | 67,800 | 2,562,665 |
| AstraZeneca PLC | 200,545 | 10,058,987 |
| Bristol-Myers Squibb Co. | 330,336 | 8,129,569 |
| Chugai Pharmaceuticals
Co., Ltd. | 70,000 | 1,265,311 |
| Cypress
Bioscience, Inc. (1) | 25,169 | 158,565 |
| Daiichi Sankyo Co. Ltd. | 11,800 | 268,732 |
| Eisai Co., Ltd. | 85,900 | 3,741,901 |
| GlaxoSmithKline PLC | 920,920 | 24,036,155 |
13
SEQ.=1,FOLIO='13',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| Johnson &
Johnson Co. | 144,723 | $ |
| --- | --- | --- |
| Merck &
Co., Inc. | 269,420 | 9,491,667 |
| Novartis AG | 206,358 | 11,421,965 |
| Pfizer, Inc. | 599,790 | 14,946,767 |
| Roche Holding AG | 118,891 | 17,625,537 |
| Sanofi-Synthelabo SA | 167,961 | 15,905,060 |
| Santen Pharmaceutical
Co., Ltd. | 18,900 | 454,158 |
| Takeda Pharmaceutical
Co., Ltd. | 81,900 | 4,647,410 |
| Tanabe Seiyaku Co., Ltd. | 28,000 | 309,339 |
| | | $ 142,624,892 |
| Real
Estate 0.6% | | |
| Apartment Investment and
Management Co., Class A | 42,450 | 1,990,905 |
| Archstone-Smith Trust | 13,432 | 655,079 |
| Heiwa Real Estate Co.,
Ltd. | 219,000 | 1,574,440 |
| Japan Real Estate
Investment Corp. | 50 | 432,272 |
| Japan Retail Fund
Investment Corp. | 50 | 389,877 |
| Nippon Building
Fund, Inc. | 56 | 516,494 |
| NTT Urban Development
Corp. | 83 | 719,697 |
| Simon Property
Group, Inc. | 35,779 | 3,010,445 |
| Sumitomo
Realty & Development Co., Ltd. | 72,000 | 1,988,267 |
| Tokyu Land Corp. | 29,000 | 258,766 |
| | | $ 11,536,242 |
| Road &
Rail 0.2% | | |
| CSX Corp. | 11,897 | 711,441 |
| East Japan Railway Co. | 50 | 369,415 |
| Kinetsu Corp. | 91,000 | 353,684 |
| Swift Transportation
Co., Inc. (1) | 50,000 | 1,086,500 |
| Tobu Railway Co., Ltd. | 154,000 | 808,522 |
| | | $ 3,329,562 |
| Semiconductors &
Semiconductor Equipment 4.5% | | |
| Advantest Corp. | 67,800 | 8,034,893 |
| Analog
Devices, Inc. | 33,409 | 1,279,231 |
| Applied
Materials, Inc. | 498,564 | 8,729,856 |
| Atheros
Communications, Inc. (1) | 55,283 | 1,447,862 |
| Intel Corp. | 1,233,219 | 23,862,788 |
| KLA-Tencor Corp. | 154,838 | 7,487,966 |
| LSI Logic Corp. (1) | 56,168 | 649,302 |
| Marvell Technology
Group, Ltd. (1) | 123,910 | 6,703,531 |
| Maxim Integrated
Products, Inc. | 243,480 | 9,045,282 |
| Microchip
Technology, Inc. | 191,324 | 6,945,061 |
| NVIDIA Corp. (1) | 17,074 | 977,657 |
| ROHM Co., Ltd. | 2,400 | 252,518 |
| STMicroelectronics N.V. | 144,552 | 2,658,311 |
| Taiwan Semiconductor
Manufacturing Co., Ltd. ADR | 328,586 | 3,305,575 |
| Teradyne, Inc. (1) | 33,940 | 526,409 |
14
SEQ.=1,FOLIO='14',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| Tessera
Technologies, Inc. (1) | 26,615 | $ |
| --- | --- | --- |
| Tokyo Electron, Ltd. | 72,700 | 4,986,571 |
| Unaxis Holding AG (1) | 6,348 | 1,806,891 |
| Veeco
Instruments, Inc. (1) | 33,128 | 773,539 |
| | | $ 90,327,052 |
| Software
4.7% | | |
| Autodesk, Inc. (1) | 101,343 | 3,903,732 |
| BMC Software, Inc.
(1) | 26,642 | 577,066 |
| CA, Inc. | 43,249 | 1,176,805 |
| Compuware Corp. (1) | 58,560 | 458,525 |
| Electronic
Arts, Inc. (1) | 118,496 | 6,484,101 |
| Konami Corp. | 88,000 | 2,213,220 |
| Microsoft Corp. | 1,835,000 | 49,930,350 |
| Nintendo Co., Ltd. | 4,100 | 610,748 |
| Oracle Corp. (1) | 1,208,900 | 16,549,841 |
| Oracle Corp. | 10,800 | 539,738 |
| Symantec Corp. (1) | 598,288 | 10,069,187 |
| Trend Micro, Inc. | 70,000 | 2,444,813 |
| | | $ 94,958,126 |
| Specialty
Retail 1.2% | | |
| Abercrombie &
Fitch Co., Class A | 46,375 | 2,703,663 |
| Aoyama Trading Co., Ltd. | 9,600 | 317,578 |
| Bed Bath and
Beyond, Inc. (1) | 167,745 | 6,441,408 |
| Best Buy Co., Inc. | 57,465 | 3,214,017 |
| Big 5 Sporting Goods
Corp. | 22,809 | 446,600 |
| Fast Retailing Co., Ltd. | 70,500 | 6,882,208 |
| Inditex SA | 44,192 | 1,703,381 |
| Office Depot, Inc.
(1) | 17,560 | 653,934 |
| Shimamura Co., Ltd. | 1,900 | 220,210 |
| Tiffany & Co. | 13,839 | 519,516 |
| TJX Companies, Inc. | 25,596 | 635,293 |
| | | $ 23,737,808 |
| Textiles,
Apparel & Luxury Goods 0.6% | | |
| Coach, Inc. (1) | 37,247 | 1,288,001 |
| Compagnie Financiere
Richemont AG, Class A | 33,833 | 1,615,134 |
| Nike, Inc.,
Class B | 72,969 | 6,209,662 |
| Onward Kashiyama
Company, Ltd. | 24,000 | 424,014 |
| Swatch Group AG,
Class B | 6,996 | 1,170,120 |
| Toyobo Co., Ltd. | 298,000 | 918,673 |
| Unitika, Ltd. | 158,000 | 293,156 |
| | | $ 11,918,760 |
| Thrifts &
Mortgage Finance 0.4% | | |
| Commercial Capital
Bancorp | 30,478 | 428,521 |
| Countrywide Financial
Corp. | 19,114 | 701,484 |
15
SEQ.=1,FOLIO='15',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| Fannie Mae | 118,647 | $ | |
|---|---|---|---|
| PFF Bancorp, Inc. | 10,865 | 366,259 | |
| $ 7,594,720 | |||
| Tobacco | |||
| 1.0% | |||
| Altadis SA | 29,497 | 1,319,033 | |
| Altria Group, Inc. | 127,887 | 9,062,073 | |
| Gallaher Group PLC | 84,360 | 1,226,927 | |
| Imperial Tobacco Group | |||
| PLC | 46,553 | 1,375,149 | |
| Reynolds | |||
| American, Inc. | 45,902 | 4,842,661 | |
| Swedish Match AB | 92,749 | 1,265,995 | |
| UST, Inc. | 28,896 | 1,202,074 | |
| $ 20,293,912 | |||
| Trading | |||
| Companies & Distributors 0.2% | |||
| Mitsui and Co., Ltd. | 196,000 | 2,823,851 | |
| Tomen Corp. (1) | 139,000 | 245,038 | |
| Toyota Tsusho Corp. | 16,000 | 432,856 | |
| WW Grainger, Inc. | 8,452 | 636,858 | |
| $ 4,138,603 | |||
| Transportation | |||
| Infrastructure 0.2% | |||
| Abertis Infraestructuras | |||
| SA | 40,100 | 1,037,218 | |
| Autoroutes du Sud de la | |||
| France | 20,604 | 1,272,421 | |
| BAA PLC | 87,261 | 1,254,938 | |
| $ 3,564,577 | |||
| Water | |||
| Utilities 0.1% | |||
| Kelda Group PLC | 79,871 | 1,090,708 | |
| Severn Trent PLC | 61,138 | 1,181,359 | |
| $ 2,272,067 | |||
| Wireless | |||
| Telecommunication Services 1.5% | |||
| Bouygues SA | 28,071 | 1,484,824 | |
| KDDI Corp. | 661 | 3,521,732 | |
| NTT DoCoMo, Inc. | 313 | 460,092 | |
| Sprint Nextel Corp. | 275,590 | 7,121,246 | |
| Vodafone Group PLC | 8,704,572 | 18,129,935 | |
| $ 30,717,829 | |||
| Total | |||
| Common Stocks (identified cost $1,864,743,709) | $ 2,029,773,237 | ||
| Total | |||
| Investments 100.7% (identified cost $1,864,743,709) | $ 2,029,773,237 | ||
| Other | |||
| Assets, Less Liabilities (0.7)% | $ (14,372,900 | ) | |
| Net Assets 100.0% | $ 2,015,400,337 |
16
SEQ.=1,FOLIO='16',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
| ADR | American Depository Receipt |
|---|---|
| (1) | Non-income producing security. |
Country Concentration of Portfolio
| Country | Percentage of — Total Investments | Value |
|---|---|---|
| United States | 52.9 % | $ 1,079,862,094 |
| Japan | 11.0 % | 222,740,100 |
| United Kingdom | 10.9 % | 219,706,615 |
| France | 5.4 % | 109,785,574 |
| Switzerland | 4.2 % | 84,496,149 |
| Germany | 4.0 % | 80,505,836 |
| Netherlands | 2.8 % | 56,903,893 |
| Italy | 2.2 % | 44,385,767 |
| Spain | 2.1 % | 43,137,172 |
| Bermuda | 0.8 % | 15,256,990 |
| Finland | 0.8 % | 15,437,034 |
| Sweden | 0.8 % | 15,532,184 |
| Belgium | 0.4 % | 7,557,157 |
| Denmark | 0.4 % | 9,080,983 |
| South Africa | 0.4 % | 7,541,809 |
| Canada | 0.3 % | 7,025,431 |
| Cayman Islands | 0.2 % | 3,809,032 |
| Taiwan | 0.2 % | 3,305,575 |
| Other Countries, | ||
| less than 0.2% each | 0.2 % | 3,703,842 |
| 100.0 % | $ 2,029,773,237 |
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2006, as computed on a federal income tax basis, were as follows:
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized | ||
| appreciation | $ 208,586,149 | |
| Gross unrealized | ||
| depreciation | (43,556,621 | ) |
| Net unrealized appreciation | $ 165,029,528 |
17
SEQ.=1,FOLIO='17',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 2006'
Summary of options outstanding at March 31, 2006:
WRITTEN OPTIONS
| Type of Contract | Number of — Contracts | Premium — Received | Value | |
|---|---|---|---|---|
| Eurotop 100 | ||||
| Index, Expires 4/18/06, Strike 292.50 | 23,900 | $ 6,770,870 | $ (3,828,541 | ) |
| Nasdaq 100 Index, Expires 4/22/06, Strike 1,680.00 | 1,152 | 3,487,872 | (4,884,480 | ) |
| Nasdaq 100 Index, Expires 4/22/06, Strike 1,710.00 | 528 | 1,123,795 | (1,351,680 | ) |
| Nasdaq 100 Index, Expires 4/22/06, Strike 1,725.00 | 900 | 1,834,571 | (1,620,000 | ) |
| Nikkei Index, Expires 4/22/06, Strike 16,000.00 | 1,534 | 3,980,998 | (13,946,141 | ) |
| S & P | ||||
| 500 Index, Expires 4/22/06, Strike 1,290.00 | 1,065 | 1,829,670 | (1,853,100 | ) |
| S & P | ||||
| 500 Index, Expires 4/22/06, Strike 1,295.00 | 615 | 1,043,963 | (996,300 | ) |
| S & P | ||||
| 500 Index, Expires 4/22/06, Strike 1,305.00 | 1,932 | 2,894,136 | (2,028,600 | ) |
| S & P | ||||
| 500 Index, Expires 4/22/06, Strike 1,315.00 | 1,400 | 1,974,200 | (882,000 | ) |
| TOTAL | $ 24,940,075 | $ (31,390,842 | ) |
Written call option activity for the period ended March 31, 2006 was as follows:
| Outstanding,
beginning of period | Number of Contracts — 8,649 | | Premiums Received — $ 17,480,251 | |
| --- | --- | --- | --- | --- |
| Options written | 25,715 | | 46,958,806 | |
| Options closed | (25,978 | ) | (48,777,997 | ) |
| Outstanding, end of
period | 8,386 | | $ 15,661,060 | |
At March 31, 2006, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
18
SEQ.=1,FOLIO='18',FILE='C:\FC\14514824974_ANL06OMRLM185_1133032\8798-1-bg-03.htm',USER='stpadmin',CD='May 25 01:49 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\sgopala\06-8798-1\task1140973\8798-1-ga.htm',USER='sgopaladas',CD='May 28 05:31 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: | May 24, 2006 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| By: | /s/ Duncan W. Richardson |
|---|---|
| Duncan W. Richardson | |
| President and Principal | |
| Executive Officer | |
| Date: | May 24, 2006 |
| By: | /s/ Barbara E. Campbell |
| Barbara E. Campbell | |
| Treasurer and Principal | |
| Financial Officer | |
| Date: | May 24, 2006 |
SEQ.=1,FOLIO='',FILE='C:\JMS\dhas\06-8798-1\task1141137\8798-1-jc.htm',USER='djoshua',CD='May 28 11:00 2006'
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