Regulatory Filings • May 29, 2007
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Download Source FileN-Q 1 a07-13499_1nq.htm N-Q
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, |
| 2007 |
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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, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks 101.5%
| Security | Shares | Value |
|---|---|---|
| Aerospace & | ||
| Defense 0.6% | ||
| General Dynamics Corp. | 66,702 | $ 5,096,033 |
| Honeywell | ||
| International, Inc. | 152,231 | 7,011,760 |
| $ 12,107,793 | ||
| Air | ||
| Freight & Logistics 1.0% | ||
| C.H. Robinson Worldwide, Inc. | 84,275 | $ 4,024,131 |
| Deutsche Post AG | 295,340 | 8,884,566 |
| Expeditors International | ||
| of Washington, Inc. | 60,642 | 2,505,727 |
| FedEx Corp. | 28,786 | 3,092,480 |
| Yamato Holdings Co., | ||
| Ltd. | 115,701 | 1,858,131 |
| $ 20,365,035 | ||
| Airlines | ||
| 0.0% | ||
| Japan Airlines Corp. (1) | 335,000 | $ 694,625 |
| $ 694,625 | ||
| Auto | ||
| Components 0.4% | ||
| Bridgestone Corp. | 72,000 | $ 1,427,983 |
| Cooper Tire and Rubber | ||
| Co. | 33,444 | 611,691 |
| Johnson | ||
| Controls, Inc. | 39,177 | 3,706,928 |
| NGK Spark Plug Co., Ltd. | 20,000 | 372,453 |
| NHK Spring Co., Ltd. | 38,000 | 379,567 |
| Stanley Electric Co., | ||
| Ltd. | 17,200 | 348,050 |
| Sumitomo Rubber | ||
| Industries, Inc. | 25,000 | 272,333 |
| Toyota Industries Corp. | 9,000 | 423,718 |
| $ 7,542,723 | ||
| Automobiles | ||
| 1.6% | ||
| DaimlerChrysler AG | 221,780 | $ 18,081,140 |
| Harley-Davidson, Inc. | 24,652 | 1,448,305 |
| Honda Motor Co., Ltd. | 120,700 | 4,197,500 |
| Isuzu Motors, Ltd. | 77,000 | 385,094 |
| Mitsubishi Motors Corp. | ||
| (1) | 172,000 | 267,426 |
| Nissan Motor Co., Ltd. | 97,600 | 1,040,624 |
| Toyota Motor Corp. | 84,207 | 5,381,961 |
| Volkswagen AG | 21,183 | 3,167,899 |
| $ 33,969,949 | ||
| Beverages | ||
| 0.9% | ||
| Brown-Forman Corp., | ||
| Class B | 9,015 | $ 591,023 |
| Carlsberg A/S | 16,803 | 1,819,012 |
| Heineken NV | 30,199 | 1,573,416 |
| Ito En, Ltd. | 16,600 | 539,457 |
| Kirin Brewery Company, | ||
| Ltd. | 68,000 | 979,587 |
| Pepsi Bottling | ||
| Group, Inc. | 19,042 | 607,249 |
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| PepsiCo, Inc. | 140,963 | $ |
|---|---|---|
| Pernod-Ricard SA | 8,806 | 1,784,266 |
| Sapporo Holdings, Ltd. | 153,000 | 1,072,629 |
| Scottish & | ||
| Newcastle PLC | 35,190 | 415,422 |
| Takara | ||
| Holdings, Inc. | 137,000 | 964,495 |
| $ 19,306,164 | ||
| Biotechnology | ||
| 2.5% | ||
| Amgen, Inc. (1) | 302,879 | $ 16,924,879 |
| Amylin | ||
| Pharmaceuticals, Inc. (1) | 33,302 | 1,244,163 |
| Biogen Idec, Inc. | ||
| (1) | 204,749 | 9,086,761 |
| CV Therapeutics, Inc. | ||
| (1) | 50,000 | 393,500 |
| Genzyme Corp. (1) | 43,104 | 2,587,102 |
| Gilead | ||
| Sciences, Inc. (1) | 219,532 | 16,794,198 |
| LifeCell Corp. (1) | 61,774 | 1,542,497 |
| Martek Biosciences Corp. | ||
| (1) | 12,388 | 255,441 |
| Regeneron | ||
| Pharmaceuticals, Inc. (1) | 124,547 | 2,692,706 |
| $ 51,521,247 | ||
| Building | ||
| Products 0.2% | ||
| Asahi Glass Co., Ltd. | 156,497 | $ 2,191,561 |
| JS Group Corp. | 25,600 | 552,561 |
| Masco Corp. | 37,357 | 1,023,582 |
| Sanwa Shutter Corp. | 78,000 | 483,716 |
| $ 4,251,420 | ||
| Capital | ||
| Markets 2.5% | ||
| Bank of New York | ||
| Co., Inc. | 134,492 | $ 5,453,651 |
| Charles Schwab Corp. | 43,252 | 791,079 |
| E*Trade Financial Corp. | ||
| (1) | 31,960 | 678,191 |
| Federated | ||
| Investors, Inc., Class B | 15,936 | 585,170 |
| Franklin | ||
| Resources, Inc. | 66,123 | 7,989,642 |
| Goldman Sachs Group, Inc. | 7,200 | 1,487,736 |
| Matsui Securities Co., | ||
| Ltd. (1) | 16,300 | 142,060 |
| Merrill Lynch & | ||
| Co., Inc. | 85,000 | 6,941,950 |
| Mitsubishi UFJ | ||
| Securities Co., Ltd. (1) | 36,000 | 408,180 |
| Nikko Cordial Corp. | 65,803 | 932,745 |
| Nomura | ||
| Holdings, Inc. | 89,400 | 1,849,795 |
| NYSE Euronext | 17,935 | 1,710,238 |
| UBS AG | 373,582 | 22,174,320 |
| $ 51,144,757 | ||
| Chemicals | ||
| 1.6% | ||
| Air Products and | ||
| Chemicals, Inc. | 9,559 | $ 706,315 |
| BASF AG | 137,761 | 15,447,306 |
| Daicel Chemical | ||
| Industries, Ltd. | 62,000 | 420,964 |
| Dainippon Ink and | ||
| Chemicals, Inc. | 120,000 | 474,401 |
| Dow Chemical Co. | 73,566 | 3,373,737 |
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| E.I. du Pont de Nemours
and Co. | 19,328 | $ |
| --- | --- | --- |
| Eastman Chemical Co. | 11,375 | 720,379 |
| Ecolab, Inc. | 16,822 | 723,346 |
| Mitsubishi Chemical
Holdings Corp. | 35,000 | 296,848 |
| Mitsubishi Gas Chem Co. | 43,000 | 409,982 |
| Nippon Kayaku Co., Ltd. | 180,672 | 1,486,710 |
| Nissan Chemical
Industries, Ltd. | 87,000 | 1,115,751 |
| Nitto Denko Corp. | 2,700 | 126,299 |
| Rohm & Haas Co. | 12,829 | 663,516 |
| Shin-Etsu Chemical Co.,
Ltd. | 71,400 | 4,335,573 |
| Sumitomo Bakelite Co.,
Ltd. | 39,000 | 280,628 |
| Taiyo Nippon Sanso Corp. | 72,000 | 647,516 |
| Teijin, Ltd. | 179,000 | 1,004,056 |
| Tokuyama Soda Co. Ltd. | 21,000 | 365,046 |
| Zeon Corp. | 24,000 | 246,041 |
| | | $ 33,799,797 |
| Commercial
Banks 9.0% | | |
| ABN AMRO Holdings NV | 422,512 | $ 18,141,288 |
| Banco Popular Espanol SA | 81,170 | 1,673,246 |
| Banco Santander Central Hispano SA | 1,149,698 | 20,452,331 |
| Bank of Fukuoka, Ltd. | 32,000 | 254,857 |
| Bank of Yokohama, Ltd. | 113,000 | 838,345 |
| Barclays PLC | 1,274,463 | 18,011,865 |
| Bayerische Hypo und
Vereinsb Foreign | 22,398 | 1,185,894 |
| BNP Paribas SA | 158,748 | 16,545,866 |
| Comerica, Inc. | 8,894 | 525,813 |
| Commerzbank AG | 48,772 | 2,146,926 |
| DNB NOR ASA | 105,036 | 1,469,691 |
| First Horizon National
Corp. | 14,106 | 585,822 |
| HSBC Holdings PLC | 1,782,708 | 31,114,369 |
| Huntington
Bancshares, Inc. | 22,759 | 497,284 |
| Intesa Sanpaolo | 1,213,354 | 9,189,572 |
| Joyo Bank, Ltd. | 37,000 | 229,785 |
| KeyCorp | 16,538 | 619,679 |
| Lloyds TSB Group PLC | 910,946 | 10,028,189 |
| Marshall &
Ilsley Corp. | 36,714 | 1,700,225 |
| Mizuho Financial
Group, Inc. | 81 | 519,282 |
| Mizuho Trust &
Banking Co., Ltd. | 155,000 | 341,248 |
| National City Corp. | 168,516 | 6,277,221 |
| Placer Sierra Bancshares | 7,177 | 194,210 |
| Regions Financial Corp. | 16,786 | 593,721 |
| Royal Bank of Scotland
Group PLC | 471,202 | 18,385,919 |
| Societe Generale | 99,169 | 17,086,914 |
| Sterling Bancorp | 25,916 | 469,080 |
| Sumitomo Mitsui
Financial Group, Inc. | 105 | 948,725 |
| Sumitomo Trust and
Banking Co., Ltd. | 185,955 | 1,925,411 |
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| Synovus Financial Corp. | 19,321 | $ |
|---|---|---|
| Wells Fargo & | ||
| Co. | 104,600 | 3,601,378 |
| $ 186,178,997 | ||
| Commercial | ||
| Services & Supplies 1.1% | ||
| Adecco SA | 28,437 | $ 1,799,851 |
| Avery Dennison Corp. | 10,114 | 649,926 |
| Cintas Corp. | 136,477 | 4,926,820 |
| Dai Nippon Printing Co., | ||
| Ltd. | 98,000 | 1,535,038 |
| Donnelley | ||
| (R.R) & Sons Co. | 73,912 | 2,704,440 |
| Equifax, Inc. | 15,217 | 554,660 |
| Experian Group, Ltd. (1) | 49,527 | 570,548 |
| Half (Robert) | ||
| International, Inc. | 15,815 | 585,313 |
| PARK24 Co., Ltd. | 21,200 | 283,813 |
| Pitney Bowes, Inc. | 36,173 | 1,641,892 |
| Resources | ||
| Connection, Inc. (1) | 44,239 | 1,415,206 |
| SECOM Co., Ltd. (1) | 71,000 | 3,274,069 |
| Serco Group PLC | 144,136 | 1,299,467 |
| Suez SA STRIP VVPR (1) | 53,996 | 719 |
| Waste | ||
| Management, Inc. | 18,690 | 643,123 |
| $ 21,884,885 | ||
| Communications | ||
| Equipment 4.2% | ||
| Cisco Systems, Inc. | ||
| (1) | 999,233 | $ 25,510,419 |
| Corning, Inc. (1) | 179,244 | 4,076,009 |
| Harris Corp. | 47,813 | 2,436,072 |
| Motorola, Inc. | 131,993 | 2,332,316 |
| Nokia Oyi ADR | 590,865 | 13,566,869 |
| QUALCOMM, Inc. | 729,121 | 31,104,302 |
| Telefonaktiebolaget LM | ||
| Ericsson | 2,407,117 | 8,881,508 |
| $ 87,907,495 | ||
| Computer | ||
| Peripherals 4.2% | ||
| Apple | ||
| Computer, Inc. (1) | 410,532 | $ 38,142,528 |
| Brocade Communications | ||
| Systems, Inc. (1) | 76,415 | 727,471 |
| Dell, Inc. (1) | 368,613 | 8,555,508 |
| Diebold, Inc. | 18,729 | 893,561 |
| EMC Corp. (1) | 279,905 | 3,876,684 |
| Fujitsu, Ltd. | 203,121 | 1,345,003 |
| Hewlett-Packard Co. | 247,871 | 9,949,542 |
| International Business | ||
| Machines Corp. | 137,282 | 12,940,201 |
| NEC Corp. | 50,000 | 266,713 |
| Palm, Inc. (1) | 69,717 | 1,263,969 |
| SanDisk Corp. (1) | 93,871 | 4,111,550 |
| Seagate Technology | 129,847 | 3,025,435 |
| Toshiba Corp. | 187,431 | 1,245,552 |
| $ 86,343,717 |
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| Construction &
Engineering 0.2% — Chiyoda Corp. | 67,000 | $ 1,460,518 |
| --- | --- | --- |
| Fluor Corp. | 8,474 | 760,287 |
| JGC Corp. | 64,000 | 1,044,884 |
| Kajima Corp. | 151,000 | 766,252 |
| Nishimatsu Construction
Co., Ltd. | 97,000 | 312,574 |
| | | $ 4,344,515 |
| Construction
Materials 0.1% | | |
| Holcim, Ltd. | 118 | $ 11,818 |
| Sumitomo Osaka Cement
Co., Ltd. | 330,591 | 988,019 |
| Vulcan Materials Co. | 7,353 | 856,477 |
| | | $ 1,856,314 |
| Consumer
Finance 0.3% | | |
| Capital One Financial
Corp. | 58,324 | $ 4,401,129 |
| Credit Saison Co., Ltd. | 41,400 | 1,354,641 |
| Orix Corp. | 1,460 | 378,064 |
| Mitsubishi UFJ NICOS
Co., Ltd. | 73,000 | 249,423 |
| | | $ 6,383,257 |
| Containers &
Packaging 0.2% | | |
| Bemis Co., Inc. | 21,337 | $ 712,442 |
| Temple-Inland, Inc. | 28,051 | 1,675,767 |
| Toyo Seikan Kaisha, Ltd. | 71,300 | 1,429,478 |
| | | $ 3,817,687 |
| Distributors
0.0% | | |
| Genuine Parts Co. | 12,278 | $ 601,622 |
| | | $ 601,622 |
| Diversified
Consumer Services 0.1% | | |
| H&R Block, Inc. | 129,392 | $ 2,722,408 |
| | | $ 2,722,408 |
| Diversified
Financial Services 3.5% | | |
| Bank of America Corp. | 301,765 | $ 15,396,050 |
| Chicago Mercantile
Exchange Holdings, Inc. | 7,160 | 3,812,414 |
| CITGroup, Inc. | 27,153 | 1,436,937 |
| Citigroup, Inc. | 379,082 | 19,462,070 |
| Fortis | 212,310 | 9,675,242 |
| ING Groep NV | 317,107 | 13,368,644 |
| JPMorgan
Chase & Co. | 99,789 | 4,827,792 |
| Moodys Corp. | 59,015 | 3,662,471 |
| | | $ 71,641,620 |
| Diversified
Telecommunication Services 2.7% | | |
| AT&T Corp. | 179,440 | $ 7,075,319 |
| Citizens Communications
Co. | 462,437 | 6,913,433 |
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| Deutsche Telekom AG | 245,114 | $ |
|---|---|---|
| Embarq Corp. | 13,779 | 776,447 |
| France Telecom SA | 142,623 | 3,766,056 |
| Telecom Italia SPA | 1,284,354 | 3,166,183 |
| Telefonica SA | 936,051 | 20,655,701 |
| Verizon | ||
| Communications, Inc. | 246,478 | 9,346,446 |
| $ 55,744,278 | ||
| Electric | ||
| Utilities 1.7% | ||
| Duke Energy Corp. | 208,933 | $ 4,239,251 |
| E. ON AG | 54,239 | 7,357,792 |
| Enel SPA | 1,205,625 | 12,866,167 |
| Fortum Oyj | 49,786 | 1,444,836 |
| Kyushu Electric Power | ||
| Co., Inc. | 13,400 | 380,123 |
| PPL Corp. | 44,342 | 1,813,588 |
| Scottish and Southern | ||
| Energy PLC | 78,146 | 2,370,098 |
| Scottish Power PLC | 126,774 | 1,995,625 |
| Tokyo Electric Power | ||
| Co., Inc. | 50,801 | 1,730,691 |
| Union Fenosa SA | 20,612 | 1,111,128 |
| $ 35,309,299 | ||
| Electrical | ||
| Equipment 1.0% | ||
| ABB Ltd. | 411,129 | $ 7,041,362 |
| Cooper Industries, Ltd., | ||
| Class A | 82,374 | 3,706,006 |
| Emerson Electric Co. | 193,032 | 8,317,749 |
| Fuji Electric Holdings | ||
| Co., Ltd. | 217,000 | 1,001,300 |
| Fujikura, Ltd. | 105,000 | 735,772 |
| Hitachi Cable, Ltd. | 52,000 | 294,316 |
| Ushio, Inc. | 13,500 | 259,341 |
| $ 21,355,846 | ||
| Electronic | ||
| Equipment & Instruments 0.9% | ||
| Agilent | ||
| Technologies, Inc. (1) | 73,937 | $ 2,490,938 |
| Anritsu Corp. | 33,000 | 156,549 |
| Dainippon Screen Mfg. | ||
| Co. Ltd. Foreign | 52,000 | 391,233 |
| Hoya Corp. | 11,700 | 385,770 |
| Kyocera Corp. | 73,234 | 6,866,534 |
| Mabuchi Motor Co., Ltd. | 7,700 | 475,181 |
| Murata Manufacturing | ||
| Co., Ltd. | 6,400 | 463,886 |
| Omron Corp. | 11,800 | 316,012 |
| Taiyo Yuden Co., Ltd. | 24,000 | 496,763 |
| TDK Corp. | 66,700 | 5,763,408 |
| $ 17,806,274 |
6
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| Energy
Equipment & Services 0.6% — Halliburton Co. | 182,089 | $ 5,779,505 |
| --- | --- | --- |
| Schlumberger, Ltd. | 30,905 | 2,135,536 |
| Transocean, Inc.
(1) | 56,851 | 4,644,727 |
| | | $ 12,559,768 |
| Food &
Staples Retailing 1.9% | | |
| Alliance Boots PLC | 69,504 | $ 1,400,447 |
| Circle K Sunkus Co.,
Ltd. | 16,500 | 307,099 |
| CVS Corp. | 273,973 | 9,353,438 |
| Familymart Co., Ltd. | 10,600 | 293,670 |
| Koninklijke Ahold NV (1) | 153,410 | 1,794,949 |
| Lawson, Inc. | 10,800 | 413,866 |
| Matsumotokiyoshi Co.,
Ltd. | 10,300 | 235,209 |
| Metro AG | 28,658 | 2,023,063 |
| Safeway, Inc. | 23,779 | 871,263 |
| Seven and I Holdings
Co., Ltd. | 92,560 | 2,800,458 |
| SUPERVALU, Inc. | 17,345 | 677,669 |
| Sysco Corp. | 100,301 | 3,393,183 |
| UNY Co., Ltd. | 21,000 | 286,973 |
| Walgreen Co. | 92,732 | 4,255,472 |
| Wal-Mart
Stores, Inc. | 249,063 | 11,693,508 |
| | | $ 39,800,267 |
| Food
Products 2.2% | | |
| Campbell Soup Co. | 17,968 | $ 699,854 |
| ConAgra Foods, Inc. | 77,043 | 1,919,141 |
| H.J. Heinz Co. | 14,987 | 706,187 |
| Hershey Co. | 9,378 | 512,601 |
| Kellogg Co. | 11,886 | 611,297 |
| Meiji Seika Kaisha, Ltd. | 260,851 | 1,204,616 |
| Morinaga & Co.,
Ltd. | 483,079 | 1,131,587 |
| Nestle SA | 64,298 | 24,939,597 |
| Nissin Food Products
Co., Ltd. | 11,700 | 427,605 |
| Sara Lee Corp. | 32,588 | 551,389 |
| Tate & Lyle PLC | 78,459 | 887,040 |
| Toyo Suisan Kaisha, Ltd. | 15,000 | 293,807 |
| Unilever NV | 402,049 | 11,701,033 |
| | | $ 45,585,754 |
| Gas
Utilities 0.2% | | |
| Gas Natural SDG SA | 45,614 | $ 2,139,423 |
| Nicor, Inc. | 12,565 | 608,397 |
| Snam Rete Gas S.p.A | 260,064 | 1,650,305 |
| | | $ 4,398,125 |
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| Health
Care Equipment & Supplies 1.0% — C.R. Bard, Inc. | 7,942 | $ 631,468 |
| --- | --- | --- |
| Gen-Probe, Inc. (1) | 23,579 | 1,110,099 |
| Hospira, Inc. (1) | 13,029 | 532,886 |
| Immucor, Inc. (1) | 58,135 | 1,710,913 |
| Intuitive
Surgical, Inc. (1) | 37,629 | 4,574,558 |
| Medtronic, Inc. | 134,465 | 6,596,853 |
| Olympus Corp. | 67,000 | 2,280,771 |
| St. Jude Medical, Inc.
(1) | 13,530 | 508,863 |
| Terumo Corp. | 55,000 | 2,131,149 |
| | | $ 20,077,560 |
| Health
Care Providers & Services 0.8% | | |
| Coventry Health
Care, Inc. (1) | 23,552 | $ 1,320,090 |
| Genesis HealthCare Corp.
(1) | 11,462 | 723,367 |
| Humana, Inc. (1) | 35,364 | 2,051,819 |
| Manor Care, Inc. | 22,330 | 1,213,859 |
| McKesson Corp. | 125,474 | 7,345,248 |
| Quest
Diagnostics, Inc. | 19,560 | 975,457 |
| Unitedhealth Group | 42,000 | 2,224,740 |
| | | $ 15,854,580 |
| Health
Care Technology 0.0% | | |
| IMS Health, Inc. | 20,213 | $ 599,518 |
| | | $ 599,518 |
| Hotels,
Restaurants & Leisure 1.5% | | |
| Accor SA | 26,214 | $ 2,499,454 |
| Carnival Corp. | 126,018 | 5,905,204 |
| Harrahs
Entertainment, Inc. | 90,811 | 7,668,989 |
| Starbucks Corp. (1) | 230,561 | 7,230,393 |
| Starwood
Hotels & Resorts Worldwide, Inc. | 54,114 | 3,509,293 |
| Yum! Brands, Inc. | 78,857 | 4,554,780 |
| | | $ 31,368,113 |
| Household
Durables 1.0% | | |
| D.R. Horton, Inc. | 65,363 | $ 1,437,986 |
| Daito Trust Construction
Co., Ltd. | 9,200 | 430,179 |
| Fortune
Brands, Inc. | 36,182 | 2,851,865 |
| Garmin, Ltd. | 53,606 | 2,902,765 |
| Makita Corp. | 13,500 | 499,054 |
| Pioneer Corp. | 89,500 | 1,164,246 |
| Sekisui House, Ltd. | 159,639 | 2,473,705 |
| Sharp Corp. | 86,000 | 1,650,463 |
| Snap-On, Inc. | 15,120 | 727,272 |
| Sony Corp. | 68,300 | 3,444,974 |
8
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| Stanley Works | 48,688 | $ |
|---|---|---|
| Thomson | 61,843 | 1,187,212 |
| $ 21,465,089 | ||
| Household | ||
| Products 0.8% | ||
| Kao Corp. | 114,654 | $ 3,345,435 |
| Procter & | ||
| Gamble Co. | 196,035 | 12,381,571 |
| $ 15,727,006 | ||
| Independent | ||
| Power Producers & Energy Traders 0.4% | ||
| TXU Corp. | 125,893 | $ 8,069,741 |
| $ 8,069,741 | ||
| Industrial | ||
| Conglomerates 2.6% | ||
| 3M Co. | 81,121 | $ 6,200,078 |
| General Electric Co. | 673,171 | 23,803,327 |
| Hankyu Hanshin | ||
| Holdings, Inc. | 71,000 | 428,153 |
| Siemens AG | 171,864 | 18,341,871 |
| Tyco International, Ltd. | 150,105 | 4,735,813 |
| $ 53,509,242 | ||
| Insurance | ||
| 4.6% | ||
| ACE, Ltd. | 78,172 | $ 4,460,494 |
| AFLAC, Inc. | 68,355 | 3,216,786 |
| Alleanza Asicurazioni | ||
| SPA | 121,297 | 1,546,233 |
| Allstate Corp. | 87,349 | 5,246,181 |
| American International | ||
| Group, Inc. | 169,786 | 11,413,015 |
| AON Corp. | 190,061 | 7,214,716 |
| AXA SA | 428,404 | 18,154,996 |
| Cincinnati Financial | ||
| Corp. | 12,917 | 547,681 |
| CNP Assurances | 9,407 | 1,096,969 |
| Corporacion Mapfre S.A. | 246,590 | 1,265,014 |
| Fondiaria - Sai S.p.A | 22,751 | 1,042,971 |
| Lincoln National Corp. | 19,628 | 1,330,582 |
| Marsh & | ||
| McLennan Cos., Inc. | 83,242 | 2,438,158 |
| Muenchener | ||
| Rueckversicherungs-Gesellschaft AG | 64,144 | 10,824,202 |
| Prudential | ||
| Financial, Inc. | 32,559 | 2,938,775 |
| Prudential PLC | 723,059 | 10,183,460 |
| Resolution PLC | 96,239 | 1,170,340 |
| Sompo Japan | ||
| Insurance, Inc. | 91,000 | 1,127,883 |
| Storebrand ASA | 141,807 | 2,248,800 |
| T & D | ||
| Holdings, Inc. | 17,500 | 1,199,503 |
| Trygvesta AS | 22,648 | 1,863,754 |
| Willis Group Holdings, | ||
| Ltd. | 9,036 | 357,645 |
| XL Capital, Ltd., | ||
| Class A | 59,414 | 4,156,603 |
| $ 95,044,761 |
9
SEQ.=1,FOLIO='9',FILE='C:\Fc\137205753658_P66532CHE_2131655\13499-1-bg-01.htm',USER='jmsproofassembler',CD='May 17 20:59 2007'
| Internet &
Catalog Retail 0.5% — IAC/InterActiveCorp (1) | 273,397 | $ 10,309,801 |
| --- | --- | --- |
| | | $ 10,309,801 |
| Internet
Software & Services 2.9% | | |
| Akamai
Technologies, Inc. (1) | 81,879 | $ 4,087,400 |
| eAccess, Ltd. | 454 | 300,934 |
| eBay, Inc. (1) | 417,326 | 13,834,357 |
| Google, Inc.,
Class A (1) | 60,763 | 27,839,176 |
| VeriSign, Inc. (1) | 146,768 | 3,686,812 |
| Yahoo!, Inc. (1) | 335,429 | 10,495,573 |
| | | $ 60,244,252 |
| IT
Services 0.6% | | |
| CSK Holdings Corp. | 55,800 | $ 2,327,951 |
| Electronic Data Systems
Corp. | 26,776 | 741,160 |
| Infosys Technologies,
Ltd. ADR | 12,000 | 603,000 |
| Itochu Techno-Science
Corp. | 5,400 | 257,491 |
| MoneyGram
International, Inc. | 25,276 | 701,662 |
| Nomura Research
Institute, Ltd. | 14,000 | 410,619 |
| NTT Data Corp. | 717 | 3,623,210 |
| Obic Co., Ltd. | 1,570 | 308,936 |
| Satyam Computer
Services, Ltd. ADR | 171,090 | 3,883,743 |
| | | $ 12,857,772 |
| Leisure
Equipment & Products 0.3% | | |
| Eastman Kodak Co. | 20,370 | $ 459,547 |
| Fuji Photo Film Co.,
Ltd. | 46,800 | 1,910,447 |
| Hasbro, Inc. | 26,234 | 750,817 |
| Mattel, Inc. | 31,709 | 874,217 |
| Namco Bandai
Holdings, Inc. | 22,900 | 355,385 |
| Nikon Corp. | 97,000 | 2,031,803 |
| Sankyo Co., Ltd. | 4,500 | 196,878 |
| Sega Sammy
Holdings, Inc. | 10,700 | 248,903 |
| | | $ 6,827,997 |
| Life
Sciences Tools & Services 0.1% | | |
| PerkinElmer, Inc. | 27,425 | $ 664,234 |
| Thermo Fisher
Scientific, Inc. (1) | 25,584 | 1,196,052 |
| | | $ 1,860,286 |
| Machinery
1.5% | | |
| Amada Co., Ltd. | 38,000 | $ 432,128 |
| Amano Corp. | 26,000 | 316,008 |
| Danaher Corp. | 1,373 | 98,101 |
| Deere & Co. | 62,864 | 6,829,545 |
| Dover Corp. | 13,219 | 645,219 |
| Eaton Corp. | 46,216 | 3,861,809 |
| Ebara Corp. | 330,410 | 1,555,061 |
10
SEQ.=1,FOLIO='10',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Fanuc, Ltd. | 70,627 | $ |
|---|---|---|
| Illinois Tool Works, Inc. | 13,282 | 685,351 |
| Japan Steel Works, Ltd. | 135,000 | 1,613,907 |
| Kawasaki Heavy Industries, Ltd. | 209,000 | 879,872 |
| Komatsu, Ltd. | 93,000 | 1,943,831 |
| Kurita Water Industries, Ltd. | 14,700 | 353,328 |
| Minebea Co., Ltd. | 221,227 | 1,361,499 |
| NSK, Ltd. | 151,000 | 1,432,780 |
| Pall Corp. | 19,443 | 738,834 |
| Parker Hannifin Corp. | 8,874 | 765,915 |
| Vallourec SA | 4,292 | 1,099,065 |
| $ 31,143,214 | ||
| Marine 0.1% | ||
| Nippon Yusen KK | 175,000 | $ 1,397,497 |
| $ 1,397,497 | ||
| Media 2.5% | ||
| CBS Corp., Class B | 87,263 | $ 2,669,375 |
| Comcast Corp., Class A (1) | 624,426 | 16,203,855 |
| Dow Jones & Co., Inc. | 55,771 | 1,922,426 |
| Fuji Television Network, Inc. | 216 | 498,385 |
| Idearc, Inc. | 12,323 | 432,537 |
| McGraw-Hill Cos., Inc. | 67,277 | 4,230,378 |
| Mediaset SPA | 10,101 | 109,934 |
| Meredith Corp. | 10,553 | 605,637 |
| Omnicom Group, Inc. | 41,321 | 4,230,444 |
| TiVo, Inc. (1) | 242,835 | 1,542,002 |
| Tribune Co. | 62,000 | 1,990,820 |
| Viacom, Inc., Class B (1) | 74,912 | 3,079,632 |
| Virgin Media, Inc. | 135,057 | 3,410,189 |
| Walt Disney Co. | 214,837 | 7,396,838 |
| Wolters Kluwer NV | 38,299 | 1,144,944 |
| XM Satellite Radio Holdings, Inc., Class A | ||
| (1) | 163,559 | 2,113,182 |
| $ 51,580,578 | ||
| Metals & Mining 2.2% | ||
| Alcan, Inc. ADR | 41,646 | $ 2,173,921 |
| Alcoa, Inc. | 49,548 | 1,679,677 |
| Anglo American PLC | 170,022 | 8,948,760 |
| Boliden AB | 68,066 | 1,496,261 |
| Companhia Vale do Rio Doce ADR | 108,078 | 3,997,805 |
| Dowa Mining Co., Ltd. | 143,791 | 1,452,107 |
| Freeport-McMoRan Copper & Gold, Inc., | ||
| Class B | 48,646 | 3,219,879 |
| Mitsui Mining & Smelting Co., Ltd. | 45,000 | 245,631 |
| Mittal Steel Co. NV | 165,865 | 8,853,250 |
| Nucor Corp. | 10,537 | 686,275 |
| Rio Tinto PLC | 164,961 | 9,388,810 |
11
SEQ.=1,FOLIO='11',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Sumitomo Metal Industries, Ltd. | 296,613 | $ |
|---|---|---|
| Sumitomo Metal Mining Co., Ltd. | 98,000 | 1,880,586 |
| Sumitomo Titanium Corp. | 2,900 | 319,911 |
| Toho Titanium | 7,200 | 349,999 |
| Toho Zinc Co., Ltd. | 44,000 | 395,886 |
| $ 46,616,215 | ||
| Multiline Retail 1.4% | ||
| Dollar General Corp. | 151,116 | $ 3,196,103 |
| Federated Department Stores, Inc. | 151,948 | 6,845,257 |
| Hankyu Department Stores | 42,000 | 388,015 |
| Karstadtquelle AG (1) | 39,659 | 1,453,265 |
| Marks & Spencer | ||
| Group PLC | 115,676 | 1,535,546 |
| Nordstrom, Inc. | 42,995 | 2,276,155 |
| PPR SA | 12,595 | 2,014,950 |
| Ryohin Keikaku Co., Ltd. | 3,600 | 226,200 |
| Sears Holdings Corp. (1) | 59,333 | 10,689,433 |
| The Daimaru, Inc. | 20,000 | 258,241 |
| $ 28,883,165 | ||
| Multi-Utilities | ||
| 1.1% | ||
| Ameren Corp. | 72,149 | $ 3,629,095 |
| Centrica PLC | 281,371 | 2,139,562 |
| KeySpan Corp. | 14,259 | 586,758 |
| NiSource, Inc. | 161,910 | 3,957,080 |
| PG&E Corp. | 9,132 | 440,802 |
| Public Service | ||
| Enterprise Group, Inc. | 56,822 | 4,718,499 |
| Suez SA (1) | 52,258 | 2,757,717 |
| TECO Energy, Inc. | 30,971 | 533,011 |
| United Utilities PLC | 115,769 | 1,719,213 |
| Veolia Environnement | 31,200 | 2,314,115 |
| $ 22,795,852 | ||
| Office | ||
| Electronics 0.3% | ||
| Canon, Inc. | 96,300 | $ 5,160,465 |
| Xerox Corp. (1) | 38,686 | 653,407 |
| $ 5,813,872 | ||
| Oil, | ||
| Gas & Consumable Fuels 7.7% | ||
| BP PLC | 2,808,438 | $ 30,255,339 |
| Chevron Corp. | 86,537 | 6,400,277 |
| ConocoPhillips | 144,488 | 9,875,755 |
| El Paso Corp. | 56,715 | 820,666 |
| ENI SPA | 407,272 | 13,206,790 |
| Exxon Mobil Corp. | 367,880 | 27,756,546 |
| Frontline, Ltd. | 1,075 | 37,365 |
| Murphy Oil Corp. | 10,642 | 568,283 |
| Nippon Mining | ||
| Holdings, Inc. | 33,000 | 282,274 |
12
SEQ.=1,FOLIO='12',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Parallel Petroleum Corp.
(1) | 128,392 | $ |
| --- | --- | --- |
| Royal Dutch Shell PLC,
Class A | 527,896 | 17,499,543 |
| Royal Dutch Shell PLC,
Class B | 383,980 | 12,732,507 |
| Ship Finance
International, Ltd. | 115 | 3,151 |
| Showa Shell Sekiyu KK | 119,900 | 1,461,591 |
| TonenGeneral Sekiyu KK | 42,000 | 467,072 |
| Total SA | 376,630 | 26,219,132 |
| Williams Cos., Inc. | 283,854 | 8,078,485 |
| | | $ 158,611,372 |
| Paper
and Forest Products 0.2% | | |
| International Paper Co. | 50,046 | $ 1,821,674 |
| Nippon Paper
Group, Inc. | 190 | 672,884 |
| OJI Paper Co., Ltd. | 164,000 | 866,359 |
| | | $ 3,360,917 |
| Personal
Products 0.2% | | |
| Alberto-Culver Co. | 11,849 | $ 271,105 |
| Beiersdorf AG | 28,716 | 1,959,833 |
| Herbalife, Ltd. (1) | 21,454 | 840,782 |
| Oriflame Cosmetics SA | 32,734 | 1,262,094 |
| | | $ 4,333,814 |
| Pharmaceuticals
6.8% | | |
| Abbott Laboratories | 212,635 | $ 11,865,033 |
| Allergan, Inc. | 20,957 | 2,322,455 |
| Astellas
Pharma, Inc. | 67,800 | 2,908,402 |
| AstraZeneca PLC | 200,545 | 10,775,492 |
| Bristol-Myers Squibb Co. | 330,336 | 9,170,127 |
| Chugai Pharmaceuticals
Co., Ltd. | 70,000 | 1,763,409 |
| Cypress
Bioscience, Inc. (1) | 25,169 | 191,284 |
| Daiichi Sankyo Co., Ltd. | 66,600 | 2,034,234 |
| Eisai Co., Ltd. | 84,346 | 4,034,086 |
| Eli Lilly & Co. | 28,000 | 1,503,880 |
| GlaxoSmithKline PLC | 920,920 | 25,336,396 |
| Johnson &
Johnson Co. | 144,723 | 8,721,008 |
| Novartis AG-REG | 171,958 | 9,562,163 |
| Pfizer, Inc. | 607,609 | 15,348,203 |
| Roche Holding AG | 95,218 | 16,835,891 |
| Sanofi-Synthelabo SA | 139,738 | 12,116,418 |
| Santen Pharmaceutical
Co., Ltd. | 18,900 | 484,513 |
| Takeda Pharmaceutical
Co., Ltd. | 80,331 | 5,249,535 |
| Tanabe Seiyaku Co., Ltd. | 28,000 | 380,739 |
| Valeant Pharmaceuticals
International | 50,787 | 878,107 |
| | | $ 141,481,375 |
13
SEQ.=1,FOLIO='13',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Real Estate Investment Trusts (REITs) 0.3% — Host Hotels & Resorts, Inc. | 33,128 | $ 871,598 |
|---|---|---|
| Japan Real Estate Investment Corp. | 50 | 661,269 |
| Japan Retail Fund Investment Corp. | 50 | 491,587 |
| Nippon Building Fund, Inc. | 56 | 925,180 |
| Simon Property Group, Inc. | 35,779 | 3,980,414 |
| $ 6,930,048 | ||
| Real | ||
| Estate Management & Development 0.3% | ||
| Heiwa Real Estate Co., | ||
| Ltd. | 104,000 | $ 696,624 |
| LEOPALACE21 Corp. | 8,200 | 270,210 |
| Mitsubishi Estate Co., | ||
| Ltd. | 91,000 | 2,970,143 |
| NTT Urban Development | ||
| Corp. | 170 | 395,770 |
| Realogy Corp. (1) | 31,509 | 932,982 |
| Tokyo Tatemono Co., Ltd. | 19,000 | 284,847 |
| Tokyu Land Corp. | 89,000 | 1,009,228 |
| $ 6,559,804 | ||
| Road & | ||
| Rail 0.3% | ||
| Avis Budget | ||
| Group, Inc. (1) | 2,043 | $ 55,815 |
| CSX Corp. | 48,354 | 1,936,578 |
| East Japan Railway Co. | 50 | 388,121 |
| Kinetsu Corp. | 91,000 | 285,553 |
| Norfolk Southern Corp. | 41,055 | 2,077,383 |
| Tobu Railway Co., Ltd. | 154,000 | 737,100 |
| $ 5,480,550 | ||
| Semiconductors & | ||
| Semiconductor Equipment 3.9% | ||
| Advantest Corp. | 128,800 | $ 5,694,860 |
| Analog | ||
| Devices, Inc. | 33,409 | 1,152,276 |
| Applied | ||
| Materials, Inc. | 498,564 | 9,133,692 |
| Atheros | ||
| Communications, Inc. (1) | 66,024 | 1,579,954 |
| Elpida Memory, Inc. | ||
| (1) | 9,200 | 354,916 |
| Intel Corp. | 991,292 | 18,963,416 |
| Intersil Corp., | ||
| Class A | 40,863 | 1,082,461 |
| KLA-Tencor Corp. | 154,838 | 8,255,962 |
| LSI Logic Corp. (1) | 56,168 | 586,394 |
| Marvell Technology | ||
| Group, Ltd. (1) | 247,820 | 4,165,854 |
| Maxim Integrated | ||
| Products, Inc. | 301,951 | 8,877,359 |
| MEMC Electronic | ||
| Materials, Inc. (1) | 74,411 | 4,507,818 |
| Microchip | ||
| Technology, Inc. | 56,000 | 1,989,680 |
| Micron | ||
| Technology, Inc. (1) | 80,894 | 977,200 |
| OC Oerlikon Corp. AG (1) | 4,069 | 2,470,724 |
| ROHM Co., Ltd. | 2,400 | 216,726 |
| Silicon Image, Inc. | ||
| (1) | 108,396 | 884,511 |
| STMicroelectronics NV | 100,381 | 1,927,315 |
| Teradyne, Inc. (1) | 63,431 | 1,049,149 |
14
SEQ.=1,FOLIO='14',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Tessera
Technologies, Inc. (1) | 26,615 | $ |
| --- | --- | --- |
| Tokyo Electron, Ltd. | 67,300 | 4,678,301 |
| Veeco Instruments, Inc.
(1) | 23,763 | 463,379 |
| | | $ 80,069,627 |
| Software
4.5% | | |
| Autodesk, Inc. (1) | 101,343 | $ 3,810,497 |
| CA, Inc. | 43,249 | 1,120,582 |
| Compuware Corp. (1) | 58,560 | 555,734 |
| Electronic
Arts, Inc. (1) | 118,496 | 5,967,459 |
| Konami Corp. | 85,700 | 2,281,542 |
| Microsoft Corp. | 1,734,000 | 48,326,580 |
| NAVTEQ (1) | 64,478 | 2,224,491 |
| Nintendo Co., Ltd. | 1,600 | 463,335 |
| Oracle Corp. (1) | 845,520 | 15,329,278 |
| Oracle Corp. | 10,800 | 516,946 |
| Symantec Corp. (1) | 598,288 | 10,350,382 |
| Trend Micro, Inc.
(1) | 62,897 | 1,709,678 |
| | | $ 92,656,504 |
| Specialty
Retail 1.1% | | |
| Abercrombie &
Fitch Co., Class A | 30,198 | $ 2,285,385 |
| Aoyama Trading Co., Ltd. | 9,600 | 303,388 |
| Bed Bath and
Beyond, Inc. (1) | 167,745 | 6,738,317 |
| Best Buy Co., Inc. | 74,789 | 3,643,720 |
| Big 5 Sporting Goods
Corp. | 19,174 | 496,990 |
| Fast Retailing Co., Ltd. | 65,600 | 5,064,709 |
| Inditex SA | 39,946 | 2,486,202 |
| Office Depot, Inc.
(1) | 17,560 | 617,058 |
| Shimamura Co., Ltd. | 2,400 | 262,558 |
| Tiffany & Co. | 13,839 | 629,398 |
| TJX Companies, Inc. | 25,596 | 690,068 |
| Yamada Denki Co., Ltd. | 4,300 | 398,084 |
| | | $ 23,615,877 |
| Textiles,
Apparel & Luxury Goods 0.5% | | |
| Asics Corp. | 22,000 | $ 244,933 |
| Coach, Inc. (1) | 37,247 | 1,864,212 |
| Compagnie Financiere
Richemont AG, Class A | 33,833 | 1,889,293 |
| Hanesbrands, Inc.
(1) | 4,073 | 119,705 |
| Nike, Inc.,
Class B | 33,075 | 3,514,550 |
| Onward Kashiyama
Company, Ltd. | 24,000 | 332,237 |
| Swatch Group AG,
Class B | 6,168 | 1,626,517 |
| Toyobo Co., Ltd. | 298,000 | 883,220 |
| Unitika, Ltd. | 158,000 | 218,616 |
| | | $ 10,693,283 |
15
SEQ.=1,FOLIO='15',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
| Thrifts &
Mortgage Finance 0.3% — Countrywide Financial
Corp. | 19,114 | $ 642,995 |
| --- | --- | --- |
| Fannie Mae | 68,964 | 3,764,055 |
| PFF Bancorp, Inc. | 52,597 | 1,595,267 |
| Washington
Mutual, Inc. | 21,787 | 879,759 |
| | | $ 6,882,076 |
| Tobacco
1.2% | | |
| Altadis SA | 29,497 | $ 1,885,188 |
| Altria Group, Inc. | 127,887 | 11,229,757 |
| Gallaher Group PLC | 87,651 | 1,947,165 |
| Imperial Tobacco Group
PLC | 46,553 | 2,081,054 |
| Reynolds American, Inc. | 73,886 | 4,611,225 |
| Swedish Match AB | 64,387 | 1,144,694 |
| UST, Inc. | 28,896 | 1,675,390 |
| | | $ 24,574,473 |
| Trading
Companies & Distributors 0.3% | | |
| ITOCHU Corp. | 70,000 | $ 689,954 |
| Marubeni Corp. | 49,000 | 296,210 |
| Mitsui and Co., Ltd. | 163,962 | 3,079,590 |
| Toyota Tsusho Corp. | 59,791 | 1,518,094 |
| | | $ 5,583,848 |
| Transportation
Infrastructure 0.1% | | |
| Societe des Autoroutes
Paris-Rhin-Rhone | 19,885 | $ 1,807,152 |
| | | $ 1,807,152 |
| Water
Utilities 0.1% | | |
| Kelda Group PLC | 87,371 | $ 1,610,796 |
| Severn Trent PLC | 34,758 | 977,770 |
| | | $ 2,588,566 |
| Wireless
Telecommunication Services 2.1% | | |
| Alltel Corp. | 97,000 | $ 6,014,000 |
| Bouygues SA | 28,071 | 2,166,854 |
| KDDI Corp. | 630 | 5,001,719 |
| NII Holdings, Inc.
(1) | 100,807 | 7,477,863 |
| NTT DoCoMo, Inc. | 148 | 272,105 |
| Softbank Corp. (1) | 165,598 | 4,232,944 |
| Vodafone Group PLC | 7,254,451 | 19,333,340 |
| | | $ 44,498,825 |
| Total Common Stocks (identified cost $1,817,087,315) | | $ 2,102,719,860 |
16
SEQ.=1,FOLIO='16',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
Preferred Stocks 0.1%
| Security | Shares | Value |
|---|---|---|
| Automobiles | ||
| 0.1% | ||
| Volkswagen AG | 5,292 | $ 540,888 |
| $ 540,888 | ||
| Total Preferred Stocks (identified cost $242,206) | $ 540,888 | |
| Total Investments 101.6% (identified cost $1,817,329,521) | $ 2,103,260,748 |
17
SEQ.=1,FOLIO='17',FILE='C:\Fc\13720501177_P66531CHE_2131641\13499-1-bg-03.htm',USER='jmsproofassembler',CD='May 17 20:51 2007'
Covered Call Options Written (2.3)%
| Type of Contract | Number of — Contracts | Premium — Received | Value | |
|---|---|---|---|---|
| Eurotop 100 | ||||
| Index, Expires 4/17/07, Strike 301 | 23,426 | $ 9,448,877 | $ (27,584,583 | ) |
| Nasdaq 100 Index, | ||||
| Expires 4/21/07, Strike 1,775 | 457 | 1,013,854 | (1,284,170 | ) |
| Nasdaq 100 Index, | ||||
| Expires 4/21/07, Strike 1,785 | 708 | 1,850,626 | (1,649,640 | ) |
| Nasdaq 100 Index, | ||||
| Expires 4/21/07, Strike 1,800 | 1,441 | 2,419,688 | (2,247,960 | ) |
| Nikkei Index, | ||||
| Expires 4/13/07, Strike 17,100 | 1,477,336 | 3,294,755 | (4,392,268 | ) |
| S&P 500 | ||||
| Index, Expires 4/21/07, Strike 1,400 | 1,613 | 2,732,390 | (5,484,200 | ) |
| S&P 500 | ||||
| Index, Expires 4/21/07, Strike 1,415 | 286 | 513,942 | (637,780 | ) |
| S&P 500 | ||||
| Index, Expires 4/21/07, Strike 1,420 | 2,461 | 3,477,056 | (4,626,680 | ) |
| S&P 500 | ||||
| Index, Expires 4/21/07, Strike 1,435 | 538 | 967,378 | (618,700 | ) |
| Total Covered Call Options Written (premiums received $25,718,566) | $ (48,525,981 | ) | ||
| Other Assets, Less Liabilities 0.7% | $ 15,902,765 | |||
| Net | ||||
| Assets 100.0% | $ 2,070,637,532 |
| ADR | American Depository Receipt |
|---|---|
| (1) | Non-income producing security. |
Country Concentration of Portfolio
| Country | Percentage — of Net Total Investments | Value |
|---|---|---|
| United States | 52.6 % | $ 1,106,433,211 |
| United Kingdom | 10.7 % | 226,043,990 |
| Japan | 10.3 % | 217,582,752 |
| France | 5.4 % | 112,617,856 |
| Germany | 4.5 % | 95,459,337 |
| Switzerland | 4.2 % | 88,351,536 |
| Netherlands | 3.6 % | 76,004,383 |
| Spain | 2.5 % | 51,668,234 |
| Italy | 2.0 % | 42,778,156 |
| Cayman Islands | 0.9 % | 19,190,024 |
| Finland | 0.7 % | 15,011,705 |
| Bermuda | 0.6 % | 13,005,835 |
| Sweden | 0.5 % | 11,522,463 |
| Belgium | 0.5 % | 9,675,242 |
| Other countries, less | ||
| than 0.4% each | 1.0 % | 17,916,024 |
| 100.0 % | $ 2,103,260,748 |
18
SEQ.=1,FOLIO='18',FILE='C:\Fc\1372119119_P66533CHE_2131665\13499-1-bg-05.htm',USER='jmsproofassembler',CD='May 17 21:01 2007'
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2007, as computed on a federal income tax basis, were as follows:
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized appreciation | $ 337,317,794 | |
| Gross unrealized | ||
| depreciation | (51,934,089 | ) |
| Net unrealized appreciation | $ 285,383,705 |
The net unrealized depreciation on foreign currency at March 31, 2007 was $2,859,448.
A summary of financial instruments at March 31, 2007 is as follows:
Forward Foreign Currency Exchange Contracts
Purchases
| Settlement — Date(s) | In Exchange For | Deliver | Net Unrealized — Appreciation |
|---|---|---|---|
| 4/19/07 | Euro | United | |
| States Dollar | |||
| 150,000,000 | 198,841,850 | $ 958,642 | |
| 5/17/07 | Euro | United | |
| States Dollar | |||
| 140,000,000 | 185,862,250 | 826,258 | |
| $ 1,784,900 |
Sales
| Settlement | Net Unrealized — Appreciation | |||
|---|---|---|---|---|
| Date(s) | Deliver | In Exchange For | (Depreciation) | |
| 4/02/07 | Japanese | |||
| Yen | United | |||
| States Dollar | ||||
| 9,980,109 | 84,299 | $ (347 | ) | |
| 4/19/07 | Euro | United | ||
| States Dollar | ||||
| 150,000,000 | 199,900,500 | 100,008 | ||
| 5/17/07 | Euro | United | ||
| States Dollar | ||||
| 140,000,000 | 181,887,800 | (4,800,708 | ) | |
| $ (4,701,047 | ) |
Written call option activity for the three months ended March 31, 2007 was as follows:
| Outstanding, beginning of
period | Number of Contracts — 1,542,382 | | Premiums Received — $ 25,179,301 | |
| --- | --- | --- | --- | --- |
| Options written | 4,544,673 | | 76,597,116 | |
| Options closed | (4,555,639 | ) | (68,919,549 | ) |
| Options expired | (23,150 | ) | (7,138,302 | ) |
| Outstanding, end of period | 1,508,266 | | $ 25,718,566 | |
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent.
At March 31, 2007, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
19
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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 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 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) During the second fiscal quarter of the period covered by this report, the registrants internal control over financial reporting was modified to enhance the review and analysis of the relevant terms and conditions of transfers of securities in connection with inverse floating rate obligations in light of Statement of Financial Accounting Standards No. 140.
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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 18, 2007 |
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 18, 2007 |
| By: | /s/ Barbara E. Campbell |
| Barbara E. Campbell | |
| Treasurer and Principal Financial Officer | |
| Date: | May 18, 2007 |
SEQ.=1,FOLIO='',FILE='C:\Fc\146154528355_P66534CHE_2152008\13499-1-jc.htm',USER='jmsproofassembler',CD='May 26 15:46 2007'
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