Regulatory Filings • Nov 25, 2009
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Download Source FileN-Q 1 b78056a1nvq.htm EATON VANCE TAX-MANAGED GLOBAL BUY-WRITE OPPORTINITIES FUND Eaton Vance Tax-Managed Global Buy-Write Opportini PAGEBREAK
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549
Form N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
811-21745
Investment Company Act File Number
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
(Exact Name of Registrant as Specified in Charter)
Two International Place, Boston, Massachusetts 02110
(Address of Principal Executive Offices)
Maureen A. Gemma
Two International Place, Boston, Massachusetts 02110
(Name and Address of Agent for Services)
(617) 482-8260
(Registrants Telephone Number, Including Area Code)
December 31
Date of Fiscal Year End
September 30, 2009
Date of Reporting Period
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TABLE OF CONTENTS
| Item 2. Controls and Procedures |
| Signatures |
| EX-99.CERT Section 302 Certification |
/TOC
Table of Contents
link2 "Item 1. Schedule of Investments"
Item 1. Schedule of Investments
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Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of September 30, 2009
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks 100.5%
| Security | Value | |
|---|---|---|
| Aerospace & Defense 0.9% | ||
| European Aeronautic Defence & Space Co. | 33,248 | $ 749,448 |
| General Dynamics Corp. | 43,377 | 2,802,154 |
| Honeywell International, Inc. | 105,874 | 3,933,219 |
| Rockwell Collins, Inc. | 59,584 | 3,026,867 |
| Rolls-Royce Group | ||
| PLC (1) | 254,537 | 1,920,694 |
| $ 12,432,382 | ||
| Air Freight & Logistics 0.9% | ||
| CH Robinson Worldwide, Inc. | 78,091 | $ 4,509,755 |
| Deutsche Post AG | 122,561 | 2,283,314 |
| Expeditors International of Washington, Inc. | 94,273 | 3,313,696 |
| FedEx Corp. | 28,786 | 2,165,283 |
| $ 12,272,048 | ||
| Auto Components 0.4% | ||
| Aisin Seiki Co., Ltd. | 11,600 | $ 281,743 |
| Cooper Tire & Rubber Co. | 30,158 | 530,178 |
| Denso Corp. | 65,300 | 1,915,060 |
| Johnson Controls, Inc. | 114,456 | 2,925,495 |
| Tokai Rika Co., Ltd. | 17,700 | 316,436 |
| Toyota Boshoku Corp. | 8,600 | 169,172 |
| Toyota Industries Corp. | 8,600 | 235,423 |
| $ 6,373,507 | ||
| Automobiles 1.2% | ||
| Daimler AG | 122,491 | $ 6,145,115 |
| Honda Motor Co., Ltd. | 119,100 | 3,617,038 |
| Isuzu Motors, | ||
| Ltd. (1) | 76,000 | 160,320 |
| Mazda Motor | ||
| Corp. (1) | 125,000 | 279,135 |
| Mitsubishi Motors | ||
| Corp. (1) | 204,000 | 335,555 |
| Nissan Motor Co., | ||
| Ltd. (1) | 137,800 | 928,613 |
| Toyota Motor Corp. | 55,607 | 2,211,519 |
| Volkswagen AG | 14,978 | 2,463,336 |
| Yamaha Motor Co., Ltd. | 22,100 | 271,830 |
| $ 16,412,461 | ||
| Beverages 1.3% | ||
| Coca-Cola Co. (The) | 90,906 | $ 4,881,652 |
| Coca-Cola West Co., Ltd. | 26,200 | 511,530 |
| Constellation Brands, Inc., | ||
| Class A (1) | 34,264 | 519,099 |
| Heineken NV | 30,199 | 1,400,164 |
| Heineken Holding NV | 51,223 | 2,104,062 |
| Kirin Holdings Co., Ltd. | 43,000 | 658,583 |
| Pepsi Bottling Group, Inc. | 31,754 | 1,157,116 |
| PepsiCo, Inc. | 91,627 | 5,374,840 |
| Pernod-Ricard SA | 11,630 | 927,003 |
| Sapporo Holdings, Ltd. | 128,000 | 651,286 |
| $ 18,185,335 | ||
| Biotechnology 2.9% | ||
| Amgen, | ||
| Inc. (1) | 207,589 | $ 12,503,086 |
| Biogen Idec, | ||
| Inc. (1) | 134,180 | 6,778,774 |
| Celgene | ||
| Corp. (1) | 168,251 | 9,405,231 |
| Gilead Sciences, | ||
| Inc. (1) | 221,754 | 10,329,301 |
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| Security | Value | |
|---|---|---|
| Martek Biosciences | ||
| Corp. (1) | 49,531 | $ 1,118,905 |
| Regeneron Pharmaceuticals, | ||
| Inc. (1) | 23,758 | 458,529 |
| $ 40,593,826 | ||
| Building Products 0.3% | ||
| Asahi Glass Co., Ltd. | 38,776 | $ 312,527 |
| Daikin Industries, Ltd. | 75,800 | 2,715,518 |
| Masco Corp. | 59,062 | 763,081 |
| $ 3,791,126 | ||
| Capital Markets 1.8% | ||
| Bank of New York Mellon Corp. (The) | 104,137 | $ 3,018,931 |
| Charles Schwab Corp. (The) | 81,426 | 1,559,308 |
| Franklin Resources, Inc. | 43,596 | 4,385,757 |
| Goldman Sachs Group, Inc. | 23,559 | 4,343,102 |
| Investec PLC | 400,000 | 2,936,623 |
| Julius Baer Holding AG | 76,144 | 3,819,018 |
| Man Group PLC | 355,866 | 1,889,908 |
| Matsui Securities Co., Ltd. | 44,400 | 360,759 |
| Nomura Holdings, Inc. | 183,400 | 1,124,217 |
| Schroders PLC | 115,586 | 2,022,959 |
| Shinko Securities Co., Ltd. | 105,000 | 380,642 |
| $ 25,841,224 | ||
| Chemicals 2.1% | ||
| Air Products and Chemicals, Inc. | 32,297 | $ 2,505,601 |
| BASF AG | 205,591 | 10,884,993 |
| Daicel Chemical Industries, Ltd. | 50,000 | 301,136 |
| Dow Chemical Co. (The) | 92,442 | 2,409,963 |
| Eastman Chemical Co. | 22,700 | 1,215,358 |
| Hitachi Chemical Co., Ltd. | 20,200 | 411,727 |
| Kaneka Corp. | 57,000 | 408,477 |
| Mitsubishi Gas Chemical Co., Inc. | 89,000 | 482,257 |
| Monsanto Co. | 38,287 | 2,963,414 |
| Nitto Denko Corp. | 11,900 | 363,615 |
| Shin-Etsu Chemical Co., Ltd. | 47,300 | 2,901,771 |
| Showa Denko KK | 293,000 | 594,616 |
| Sumitomo Chemical Co., Ltd. | 134,000 | 556,383 |
| Taiyo Nippon Sanso Corp. | 50,000 | 593,326 |
| Toray Industries, Inc. | 132,000 | 798,003 |
| Tosoh Corp. | 172,000 | 433,601 |
| Umicore | 86,400 | 2,596,232 |
| $ 30,420,473 | ||
| Commercial Banks 7.4% | ||
| Banco Santander Central Hispano SA | 1,297,979 | $ 20,968,052 |
| Barclays | ||
| PLC (1) | 725,000 | 4,296,587 |
| BNP Paribas SA | 126,898 | 10,183,819 |
| Gunma Bank, Ltd. (The) | 124,000 | 680,333 |
| Hachijuni Bank, Ltd. (The) | 113,000 | 627,415 |
| Hiroshima Bank, Ltd. (The) | 126,000 | 519,632 |
| HSBC Holdings PLC | 1,859,067 | 21,287,243 |
| Intesa Sanpaolo | ||
| SpA (1) | 1,681,641 | 7,461,249 |
| Lloyds Banking Group | ||
| PLC (1) | 2,055,072 | 3,413,124 |
| Mizuho Financial Group, Inc. | 137,000 | 269,824 |
| PNC Financial Services Group, Inc. | 6,406 | 311,268 |
| Royal Bank of Canada | 37,315 | 1,998,965 |
| Royal Bank of Scotland Group | ||
| PLC (1) | 922,000 | 780,796 |
| Shinsei Bank, | ||
| Ltd. (1) | 214,000 | 326,728 |
| Societe Generale | 103,978 | 8,410,445 |
| Standard Chartered PLC | 220,000 | 5,434,298 |
| Sterling Bancshares, Inc. | 108,059 | 789,911 |
| Sumitomo Mitsui Financial Group, Inc. | 9,208 | 319,170 |
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| Security | Value | |
|---|---|---|
| Toronto-Dominion Bank | 29,261 | $ 1,885,872 |
| UniCredit | ||
| SpA (1) | 1,790,303 | 7,026,696 |
| Wells Fargo & Co. | 299,713 | 8,445,912 |
| $ 105,437,339 | ||
| Commercial Services & Supplies 0.6% | ||
| Avery Dennison Corp. | 23,372 | $ 841,626 |
| Republic Services, Inc. | 15,222 | 404,448 |
| SECOM Co., Ltd. | 67,500 | 3,390,813 |
| Serco Group PLC | 144,136 | 1,165,704 |
| Waste Management, Inc. | 76,061 | 2,268,139 |
| $ 8,070,730 | ||
| Communications Equipment 4.4% | ||
| Brocade Communications Systems, | ||
| Inc. (1) | 97,320 | $ 764,935 |
| Cisco Systems, | ||
| Inc. (1) | 859,885 | 20,241,693 |
| Harris Corp. | 26,933 | 1,012,681 |
| Harris Stratex Networks, Inc., | ||
| Class A (1) | 11,360 | 79,520 |
| Nokia Oyj | 549,163 | 8,054,642 |
| QUALCOMM, Inc. | 509,515 | 22,917,985 |
| Research In Motion, | ||
| Ltd. (1) | 124,600 | 8,416,730 |
| Riverbed Technology, | ||
| Inc. (1) | 30,785 | 676,038 |
| $ 62,164,224 | ||
| Computers & Peripherals 5.7% | ||
| Apple, | ||
| Inc. (1) | 323,577 | $ 59,981,469 |
| Dell, | ||
| Inc. (1) | 314,244 | 4,795,363 |
| Hewlett-Packard Co. | 85,494 | 4,036,172 |
| International Business Machines Corp. | 76,613 | 9,163,681 |
| Mitsumi Electric Co., Ltd. | 38,000 | 816,468 |
| NEC | ||
| Corp. (1) | 122,000 | 381,760 |
| Seagate Technology | 145,478 | 2,212,720 |
| $ 81,387,633 | ||
| Construction & Engineering 0.4% | ||
| Bouygues SA | 25,787 | $ 1,317,628 |
| Chiyoda Corp. | 78,000 | 612,613 |
| Fluor Corp. | 9,129 | 464,210 |
| Granite Construction, Inc. | 21,951 | 679,164 |
| Hochtief AG | 12,249 | 929,905 |
| JGC Corp. | 69,000 | 1,403,843 |
| Obayashi Corp. | 112,000 | 491,266 |
| $ 5,898,629 | ||
| Construction Materials 0.2% | ||
| Lafarge SA | 7,094 | $ 636,106 |
| Taiheiyo Cement | ||
| Corp. (1) | 250,000 | 332,704 |
| Vulcan Materials Co. | 24,404 | 1,319,524 |
| $ 2,288,334 | ||
| Consumer Finance 0.5% | ||
| American Express Co. | 107,888 | $ 3,657,403 |
| Capital One Financial Corp. | 32,500 | 1,161,225 |
| Discover Financial Services | 59,731 | 969,434 |
| SLM | ||
| Corp. (1) | 97,247 | 847,994 |
| $ 6,636,056 | ||
| Containers & Packaging 0.1% | ||
| Bemis Co., Inc. | 27,217 | $ 705,192 |
| Toyo Seikan Kaisha, Ltd. | 51,400 | 984,113 |
| $ 1,689,305 |
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| Security | Value | |
|---|---|---|
| Distributors 0.3% | ||
| Canon Marketing Japan, Inc. | 33,500 | $ 591,053 |
| Genuine Parts Co. | 56,294 | 2,142,550 |
| LKQ | ||
| Corp. (1) | 61,787 | 1,145,531 |
| $ 3,879,134 | ||
| Diversified Financial Services 1.5% | ||
| Bank of America Corp. | 250,000 | $ 4,230,000 |
| Citigroup, Inc. | 413,438 | 2,001,040 |
| CME Group, Inc. | 7,388 | 2,276,907 |
| Compagnie Nationale a Portefeuille | 9,100 | 496,356 |
| Groupe Bruxelles Lambert SA | 6,437 | 596,510 |
| JPMorgan Chase & Co. | 236,173 | 10,349,101 |
| Moodys Corp. | 76,959 | 1,574,581 |
| $ 21,524,495 | ||
| Diversified Telecommunication | ||
| Services 2.9% | ||
| AT&T, Inc. | 317,811 | $ 8,584,075 |
| Deutsche Telekom AG | 217,859 | 2,973,175 |
| France Telecom SA | 142,154 | 3,790,804 |
| Frontier Communications Corp. | 88,967 | 670,811 |
| Telefonica SA | 691,650 | 19,135,854 |
| Verizon Communications, Inc. | 168,710 | 5,106,852 |
| Windstream Corp. | 100,356 | 1,016,606 |
| $ 41,278,177 | ||
| Electric Utilities 2.1% | ||
| Duke Energy Corp. | 129,531 | $ 2,038,818 |
| E.ON AG | 260,941 | 11,044,358 |
| EDF SA | 41,600 | 2,476,224 |
| Edison International | 72,875 | 2,447,142 |
| Enel SpA | 1,004,413 | 6,388,662 |
| Hokkaido Electric Power Co., Inc. | 13,500 | 280,512 |
| Iberdrola SA | 371,167 | 3,651,468 |
| Kyushu Electric Power Co., Inc. | 13,400 | 303,564 |
| Shikoku Electric Power Co., Inc. | 6,300 | 192,119 |
| Tokyo Electric Power Co., Inc. | 16,201 | 424,478 |
| $ 29,247,345 | ||
| Electrical Equipment 1.0% | ||
| ABB, | ||
| Ltd. (1) | 433,638 | $ 8,719,748 |
| Cooper Industries PLC, Class A | 24,149 | 907,278 |
| Energy Conversion Devices, | ||
| Inc. (1) | 7,332 | 84,905 |
| First Solar, | ||
| Inc. (1) | 18,250 | 2,789,695 |
| Fujikura, Ltd. | 69,000 | 336,719 |
| GS Yuasa Corp. | 102,000 | 929,503 |
| Suntech Power Holdings Co., Ltd. | ||
| ADR (1) | 19,232 | 292,326 |
| $ 14,060,174 | ||
| Electronic Equipment, Instruments & | ||
| Components 1.0% | ||
| Corning, Inc. | 98,620 | $ 1,509,872 |
| Hoya Corp. | 13,600 | 320,418 |
| Ibiden Co., Ltd. | 10,400 | 385,307 |
| Keyence Corp. | 2,310 | 492,150 |
| Kyocera Corp. | 61,234 | 5,656,518 |
| Mabuchi Motor Co., Ltd. | 3,300 | 167,685 |
| Nippon Electric Glass Co., Ltd. | 16,000 | 145,605 |
| Omron Corp. | 16,500 | 310,018 |
| Taiyo Yuden Co., Ltd. | 83,000 | 975,539 |
| TDK Corp. | 56,100 | 3,232,188 |
| Yaskawa Electric Corp. | 50,000 | 359,578 |
| $ 13,554,878 |
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| Security | Value | |
|---|---|---|
| Energy Equipment & Services 0.4% | ||
| CARBO Ceramics, Inc. | 29,215 | $ 1,506,033 |
| Halliburton Co. | 130,037 | 3,526,604 |
| Schlumberger, Ltd. | 11,889 | 708,584 |
| Transocean, | ||
| Ltd. (1) | 806 | 68,937 |
| Willbros Group, | ||
| Inc. (1) | 25,872 | 394,031 |
| $ 6,204,189 | ||
| Food & Staples Retailing 1.8% | ||
| CVS Caremark Corp. | 191,781 | $ 6,854,253 |
| Koninklijke Ahold NV | 122,728 | 1,481,339 |
| Kroger Co. (The) | 115,650 | 2,387,016 |
| Lawson, Inc. | 5,300 | 246,037 |
| Metro AG | 28,658 | 1,618,388 |
| Safeway, Inc. | 20,063 | 395,642 |
| Seven & I Holdings Co., Ltd. | 59,000 | 1,408,163 |
| Sysco Corp. | 99,048 | 2,461,343 |
| UNY Co., Ltd. | 52,000 | 387,876 |
| Wal-Mart Stores, Inc. | 178,434 | 8,759,325 |
| $ 25,999,382 | ||
| Food Products 2.8% | ||
| Cadbury PLC | 63,336 | $ 812,990 |
| Campbell Soup Co. | 17,968 | 586,116 |
| ConAgra Foods, Inc. | 77,043 | 1,670,292 |
| H.J. Heinz Co. | 59,510 | 2,365,523 |
| Hershey Co. (The) | 54,133 | 2,103,608 |
| Kraft Foods, Inc., Class A | 88,500 | 2,324,895 |
| Nestle SA | 474,265 | 20,246,684 |
| Nissin Foods Holdings Co., Ltd. | 11,700 | 448,631 |
| Toyo Suisan Kaisha, Ltd. | 8,000 | 216,460 |
| Unilever NV | 328,402 | 9,502,469 |
| Yakult Honsha Co., Ltd. | 11,000 | 293,490 |
| $ 40,571,158 | ||
| Gas Utilities 0.2% | ||
| Gas Natural SDG SA | 45,614 | $ 1,011,615 |
| Snam Rete Gas SpA | 260,064 | 1,266,391 |
| $ 2,278,006 | ||
| Health Care Equipment & | ||
| Supplies 1.2% | ||
| Boston Scientific | ||
| Corp. (1) | 231,022 | $ 2,446,523 |
| Cooper Cos., Inc. (The) | 15,076 | 448,210 |
| Covidien PLC | 14,617 | 632,331 |
| Edwards Lifesciences | ||
| Corp. (1) | 7,026 | 491,188 |
| Hologic, | ||
| Inc. (1) | 67,694 | 1,106,120 |
| Immucor, | ||
| Inc. (1) | 15,993 | 283,076 |
| Intuitive Surgical, | ||
| Inc. (1) | 12,743 | 3,341,852 |
| Medtronic, Inc. | 103,989 | 3,826,795 |
| Olympus Corp. | 37,000 | 976,591 |
| Terumo Corp. | 65,400 | 3,586,833 |
| $ 17,139,519 | ||
| Health Care Providers & | ||
| Services 0.8% | ||
| DaVita, | ||
| Inc. (1) | 22,729 | $ 1,287,370 |
| Laboratory Corp. of America | ||
| Holdings (1) | 18,314 | 1,203,230 |
| Lincare Holdings, | ||
| Inc. (1) | 53,576 | 1,674,250 |
| McKesson Corp. | 42,868 | 2,552,789 |
| Medco Health Solutions, | ||
| Inc. (1) | 45,718 | 2,528,663 |
| UnitedHealth Group, Inc. | 99,402 | 2,489,026 |
| $ 11,735,328 |
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| Security | Value | |
|---|---|---|
| Health Care Technology 0.0% | ||
| IMS Health, Inc. | 20,213 | $ 310,270 |
| $ 310,270 | ||
| Hotels, Restaurants & Leisure 0.9% | ||
| Accor SA | 26,214 | $ 1,463,128 |
| Carnival Corp. | 22,815 | 759,283 |
| International Game Technology | 51,748 | 1,111,547 |
| Marriott International, Inc., Class A | 97,775 | 2,697,613 |
| Wynn Resorts, | ||
| Ltd. (1) | 27,627 | 1,958,478 |
| Yum! Brands, Inc. | 150,671 | 5,086,653 |
| $ 13,076,702 | ||
| Household Durables 0.5% | ||
| Casio Computer Co., Ltd. | 77,300 | $ 630,841 |
| Makita Corp. | 6,700 | 211,744 |
| Ryland Group, Inc. | 37,074 | 781,149 |
| Sekisui Chemical Co., Ltd. | 100,000 | 579,803 |
| Sharp Corp. | 88,000 | 976,372 |
| Sony Corp. | 81,400 | 2,385,266 |
| Whirlpool Corp. | 26,354 | 1,843,726 |
| $ 7,408,901 | ||
| Household Products 1.1% | ||
| Clorox Co. (The) | 30,648 | $ 1,802,715 |
| Colgate-Palmolive Co. | 28,351 | 2,162,614 |
| Kao Corp. | 97,654 | 2,411,299 |
| Procter & Gamble Co. | 152,165 | 8,813,397 |
| Uni-Charm Corp. | 9,200 | 872,306 |
| $ 16,062,331 | ||
| Independent Power Producers & Energy | ||
| Traders 0.1% | ||
| AES Corp. | ||
| (The) (1) | 60,704 | $ 899,633 |
| $ 899,633 | ||
| Industrial Conglomerates 1.7% | ||
| 3M Co. | 64,134 | $ 4,733,089 |
| General Electric Co. | 489,864 | 8,043,567 |
| Hankyu Hanshin Holdings, Inc. | 39,128 | 187,479 |
| Siemens AG | 119,830 | 11,033,972 |
| Textron, Inc. | 29,211 | 554,425 |
| $ 24,552,532 | ||
| Insurance 3.3% | ||
| ACE, | ||
| Ltd. (1) | 41,246 | $ 2,205,011 |
| Aioi Insurance Co., Ltd. | 108,000 | 548,624 |
| Allianz SE | 65,338 | 8,151,174 |
| AON Corp. | 38,325 | 1,559,444 |
| AXA SA | 297,994 | 8,089,014 |
| Chubb Corp. | 6,724 | 338,957 |
| Cincinnati Financial Corp. | 137,085 | 3,562,839 |
| CNP Assurances | 14,204 | 1,449,866 |
| Mapfre SA | 200,954 | 901,332 |
| Marsh & McLennan Cos., Inc. | 111,769 | 2,764,047 |
| MetLife, Inc. | 112,391 | 4,278,725 |
| Muenchener Rueckversicherungs-Gesellschaft AG | 38,311 | 6,106,098 |
| Nipponkoa Insurance Co., Ltd. | 39,000 | 243,299 |
| Old Mutual PLC | 914,549 | 1,465,723 |
| Principal Financial Group, Inc. | 36,247 | 992,805 |
| Prudential Financial, Inc. | 37,177 | 1,855,504 |
| RSA Insurance Group PLC | 330,365 | 708,005 |
| Sony Financial Holdings, Inc. | 136 | 389,128 |
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| Security | Value | |
|---|---|---|
| T&D Holdings, Inc. | 32,550 | $ 877,196 |
| TrygVesta AS | 13,598 | 1,043,920 |
| $ 47,530,711 | ||
| Internet & Catalog Retail 0.7% | ||
| Amazon.com, | ||
| Inc. (1) | 76,105 | $ 7,105,163 |
| Liberty Media Corp. - Interactive, | ||
| Class A (1) | 240,113 | 2,634,039 |
| $ 9,739,202 | ||
| Internet Software & Services 2.8% | ||
| Akamai Technologies, | ||
| Inc. (1) | 86,272 | $ 1,697,833 |
| eBay, | ||
| Inc. (1) | 265,244 | 6,262,411 |
| Google, Inc., | ||
| Class A (1) | 49,010 | 24,301,608 |
| Omniture, | ||
| Inc. (1) | 29,159 | 625,169 |
| VeriSign, | ||
| Inc. (1) | 132,262 | 3,133,287 |
| Yahoo! | ||
| Inc. (1) | 222,843 | 3,968,834 |
| $ 39,989,142 | ||
| IT Services 1.3% | ||
| CapGemini SA | 38,327 | $ 2,014,290 |
| Cognizant Technology Solutions | ||
| Corp. (1) | 179,418 | 6,936,300 |
| CSK Holdings | ||
| Corp. (1) | 88,600 | 333,775 |
| Fidelity National Information Services, Inc. | 51,873 | 1,323,280 |
| Infosys Technologies, Ltd. ADR | 57,657 | 2,795,788 |
| MasterCard, Inc., Class A | 2,641 | 533,878 |
| Nomura Research Institute, Ltd. | 14,000 | 332,551 |
| NTT Data Corp. | 638 | 2,037,250 |
| Obic Co., Ltd. | 1,290 | 217,700 |
| Otsuka Corp. | 4,700 | 280,645 |
| Western Union Co. | 89,601 | 1,695,251 |
| $ 18,500,708 | ||
| Leisure Equipment & Products 0.2% | ||
| Hasbro, Inc. | 26,234 | $ 727,994 |
| Mattel, Inc. | 31,709 | 585,348 |
| Nikon Corp. | 69,000 | 1,256,734 |
| Sankyo Co., Ltd. | 3,300 | 205,986 |
| $ 2,776,062 | ||
| Life Sciences Tools & Services 0.1% | ||
| PerkinElmer, Inc. | 27,425 | $ 527,657 |
| Thermo Fisher Scientific, | ||
| Inc. (1) | 33,544 | 1,464,866 |
| $ 1,992,523 | ||
| Machinery 2.0% | ||
| AGCO | ||
| Corp. (1) | 30,980 | $ 855,977 |
| Caterpillar, Inc. | 28,676 | 1,471,939 |
| Dover Corp. | 15,298 | 592,951 |
| Eaton Corp. | 46,216 | 2,615,364 |
| Fanuc, Ltd. | 57,627 | 5,146,721 |
| Hitachi Construction Machinery Co., Ltd. | 71,800 | 1,535,390 |
| Ingersoll-Rand Co., Ltd., Class A | 49,310 | 1,512,338 |
| Japan Steel Works, Ltd. | 71,000 | 813,439 |
| Kawasaki Heavy Industries, Ltd. | 107,000 | 271,079 |
| Komatsu, Ltd. | 90,300 | 1,685,121 |
| Kurita Water Industries, Ltd. | 9,200 | 329,345 |
| MAN AG | 12,372 | 1,016,214 |
| Meidensha Corp. | 97,000 | 506,711 |
| Minebea Co., Ltd. | 67,127 | 307,270 |
| Mitsui Engineering & Shipbuilding Co., Ltd. | 212,000 | 548,367 |
| NGK Insulators, Ltd. | 66,000 | 1,522,770 |
| NSK, Ltd. | 96,000 | 593,271 |
| NTN Corp. | 153,000 | 633,009 |
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| Security | Value | |
|---|---|---|
| Pall Corp. | 30,660 | $ 989,705 |
| Parker Hannifin Corp. | 13,311 | 690,042 |
| Sandvik AB | 109,600 | 1,209,899 |
| Scania AB, Class B | 48,900 | 607,431 |
| SMC Corp. | 3,400 | 416,515 |
| Snap-On, Inc. | 15,120 | 525,571 |
| Stanley Works (The) | 48,688 | 2,078,491 |
| Titan International, Inc. | 23,159 | 206,115 |
| $ 28,681,045 | ||
| Marine 0.0% | ||
| Mitsui O.S.K. Lines, Ltd. | 83,000 | $ 489,454 |
| $ 489,454 | ||
| Media 2.5% | ||
| British Sky Broadcasting Group PLC | 396,961 | $ 3,636,327 |
| CBS Corp., Class B | 203,865 | 2,456,573 |
| Comcast Corp., Class A | 661,173 | 11,167,212 |
| Comcast Corp., Special Class A | 144,653 | 2,326,020 |
| Daily Mail & General Trust NV, Class A | 108,279 | 798,644 |
| Focus Media Holding, Ltd. | ||
| ADR (1) | 44,518 | 491,479 |
| Gannett Co., Inc. | 51,742 | 647,292 |
| McGraw-Hill Cos., Inc. (The) | 27,142 | 682,350 |
| Omnicom Group, Inc. | 99,372 | 3,670,802 |
| Publicis Groupe | 82,745 | 3,335,387 |
| Walt Disney Co. (The) | 204,307 | 5,610,270 |
| Wolters Kluwer NV | 26,909 | 576,480 |
| $ 35,398,836 | ||
| Metals & Mining 2.2% | ||
| Alcoa, Inc. | 129,184 | $ 1,694,894 |
| Anglo American | ||
| PLC (1) | 105,079 | 3,353,113 |
| Antofagasta PLC | 110,421 | 1,343,147 |
| ArcelorMittal | 137,123 | 5,112,923 |
| JFE Holdings, Inc. | 8,400 | 287,241 |
| Kobe Steel, | ||
| Ltd. (1) | 216,000 | 375,711 |
| Lonmin | ||
| PLC (1) | 36,876 | 987,443 |
| Mitsubishi Materials | ||
| Corp. (1) | 211,000 | 580,176 |
| Mitsui Mining & Smelting Co., | ||
| Ltd. (1) | 112,000 | 285,933 |
| Newmont Mining Corp. | 31,226 | 1,374,568 |
| Norsk Hydro | ||
| ASA (1) | 335,400 | 2,242,059 |
| Pacific Metals Co., Ltd. | 42,000 | 317,151 |
| Rio Tinto PLC | 172,084 | 7,314,804 |
| Sumitomo Metal Industries, Ltd. | 112,000 | 274,429 |
| Sumitomo Metal Mining Co., Ltd. | 71,000 | 1,159,719 |
| Toho Zinc Co., Ltd. | 117,000 | 558,572 |
| United States Steel Corp. | 40,717 | 1,806,613 |
| Xstrata | ||
| PLC (1) | 140,000 | 2,064,660 |
| $ 31,133,156 | ||
| Multi-Utilities 1.5% | ||
| Centrica PLC | 307,754 | $ 1,239,527 |
| CMS Energy Corp. | 312,086 | 4,181,952 |
| Consolidated Edison, Inc. | 12,419 | 508,434 |
| Dominion Resources, Inc. | 34,329 | 1,184,351 |
| GDF Suez | 214,788 | 9,562,910 |
| Public Service Enterprise Group, Inc. | 144,782 | 4,551,946 |
| $ 21,229,120 | ||
| Multiline Retail 1.0% | ||
| H2O Retailing Corp. | 29,000 | $ 182,090 |
| Isetan Mitsukoshi Holdings, Ltd. | 71,332 | 817,178 |
| Kohls | ||
| Corp. (1) | 35,420 | 2,020,711 |
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| Security | Value | |
|---|---|---|
| Marks & Spencer Group PLC | 398,770 | $ 2,312,253 |
| Nordstrom, Inc. | 12,439 | 379,887 |
| PPR SA | 18,939 | 2,436,626 |
| Sears Holdings | ||
| Corp. (1) | 39,789 | 2,598,620 |
| Target Corp. | 70,056 | 3,270,214 |
| $ 14,017,579 | ||
| Office Electronics 0.2% | ||
| Brother Industries, Ltd. | 18,000 | $ 215,342 |
| Canon, Inc. | 43,600 | 1,746,895 |
| Konica Minolta Holdings, Inc. | 66,500 | 627,594 |
| Ricoh Co., Ltd. | 59,000 | 856,942 |
| $ 3,446,773 | ||
| Oil, Gas & Consumable Fuels 8.1% | ||
| Alpha Natural Resources, | ||
| Inc. (1) | 30,905 | $ 1,084,766 |
| Anadarko Petroleum Corp. | 39,019 | 2,447,662 |
| BP PLC | 1,904,199 | 16,868,718 |
| Chevron Corp. | 135,963 | 9,575,874 |
| ConocoPhillips | 116,689 | 5,269,675 |
| Devon Energy Corp. | 8,417 | 566,717 |
| El Paso Corp. | 56,715 | 585,299 |
| ENI SpA | 375,713 | 9,388,617 |
| Exxon Mobil Corp. | 309,486 | 21,233,834 |
| Goodrich Petroleum | ||
| Corp. (1) | 6,636 | 171,275 |
| Hess Corp. | 20,723 | 1,107,852 |
| Idemitsu Kosan Co., Ltd. | 3,100 | 255,296 |
| Nippon Mining Holdings, Inc. | 118,000 | 578,252 |
| Peabody Energy Corp. | 31,437 | 1,170,085 |
| Petrohawk Energy | ||
| Corp. (1) | 38,373 | 929,010 |
| Royal Dutch Shell PLC, Class A | 370,230 | 10,500,450 |
| Royal Dutch Shell PLC, Class B | 299,054 | 8,307,413 |
| Southwestern Energy | ||
| Co. (1) | 24,167 | 1,031,448 |
| Suncor Energy, Inc. | 47,858 | 1,653,973 |
| TonenGeneral Sekiyu KK | 39,000 | 380,540 |
| Total SA | 296,489 | 17,623,189 |
| Williams Cos., Inc. | 157,397 | 2,812,684 |
| XTO Energy, Inc. | 46,681 | 1,928,859 |
| $ 115,471,488 | ||
| Paper & Forest Products 0.1% | ||
| International Paper Co. | 57,584 | $ 1,280,092 |
| OJI Paper Co., Ltd. | 143,000 | 643,721 |
| $ 1,923,813 | ||
| Personal Products 0.3% | ||
| Beiersdorf AG | 28,716 | $ 1,681,794 |
| Estee Lauder Cos., Inc., Class A | 27,069 | 1,003,718 |
| Oriflame Cosmetics SA | 18,734 | 960,397 |
| USANA Health Sciences, | ||
| Inc. (1) | 9,533 | 325,171 |
| $ 3,971,080 | ||
| Pharmaceuticals 7.7% | ||
| Abbott Laboratories | 148,126 | $ 7,327,793 |
| Allergan, Inc. | 41,914 | 2,379,039 |
| Astellas Pharma, Inc. | 67,100 | 2,751,354 |
| AstraZeneca PLC | 166,221 | 7,454,473 |
| Chugai Pharmaceutical Co., Ltd. | 52,900 | 1,092,229 |
| Daiichi Sankyo Co., Ltd. | 72,200 | 1,488,597 |
| Eisai Co., Ltd. | 63,146 | 2,371,148 |
| Eli Lilly & Co. | 66,581 | 2,199,170 |
| GlaxoSmithKline PLC | 621,723 | 12,258,451 |
| Johnson & Johnson | 111,251 | 6,774,073 |
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| Security | Value | |
|---|---|---|
| King Pharmaceuticals, | ||
| Inc. (1) | 86,183 | $ 928,191 |
| Medicines | ||
| Co. (1) | 28,661 | 315,558 |
| Merck & Co., Inc. | 167,343 | 5,293,059 |
| Mitsubishi Tanabe Pharma Corp. | 16,000 | 212,857 |
| Mylan, | ||
| Inc. (1) | 78,674 | 1,259,571 |
| Novartis AG | 269,660 | 13,545,226 |
| Ono Pharmaceutical Co., Ltd. | 10,700 | 555,768 |
| Pfizer, Inc. | 529,325 | 8,760,329 |
| Roche Holding AG | 79,723 | 12,890,305 |
| Sanofi-Aventis SA | 122,524 | 9,035,578 |
| Santen Pharmaceutical Co., Ltd. | 9,700 | 356,159 |
| Schering-Plough Corp. | 74,573 | 2,106,687 |
| Shionogi & Co., Ltd. | 56,000 | 1,324,700 |
| Shire PLC | 52,086 | 904,204 |
| Takeda Pharmaceutical Co., Ltd. | 56,231 | 2,338,997 |
| Wyeth | 62,263 | 3,024,737 |
| $ 108,948,253 | ||
| Professional Services 0.3% | ||
| Equifax, Inc. | 15,217 | $ 443,423 |
| Manpower, Inc. | 13,198 | 748,459 |
| Monster Worldwide, | ||
| Inc. (1) | 70,330 | 1,229,368 |
| Robert Half International, Inc. | 73,835 | 1,847,352 |
| $ 4,268,602 | ||
| Real Estate Investment Trusts | ||
| (REITs) 0.4% | ||
| British Land Co. PLC | 87,921 | $ 669,376 |
| Japan Real Estate Investment Corp. | 37 | 302,040 |
| Japan Retail Fund Investment Corp. | 50 | 270,276 |
| Liberty International PLC | 189,600 | 1,457,727 |
| Nippon Building Fund, Inc. | 40 | 356,089 |
| Simon Property Group, Inc. | 37,207 | 2,583,282 |
| $ 5,638,790 | ||
| Real Estate Management & | ||
| Development 0.1% | ||
| Daito Trust Construction Co., Ltd. | 6,300 | $ 274,655 |
| Heiwa Real Estate Co., Ltd. | 448,500 | 1,531,504 |
| LEOPALACE21 Corp. | 37,600 | 300,991 |
| $ 2,107,150 | ||
| Road & Rail 0.4% | ||
| Central Japan Railway Co. | 55 | $ 395,625 |
| CSX Corp. | 48,354 | 2,024,099 |
| East Japan Railway Co. | 12,600 | 908,448 |
| Keio Corp. | 139,000 | 948,646 |
| Kintetsu Corp. | 178,000 | 688,803 |
| Ryder System, Inc. | 14,154 | 552,855 |
| Tobu Railway Co., Ltd. | 135,000 | 823,935 |
| $ 6,342,411 | ||
| Semiconductors & Semiconductor | ||
| Equipment 3.4% | ||
| Advantest Corp. | 110,000 | $ 3,036,484 |
| Applied Materials, Inc. | 356,268 | 4,773,991 |
| ASML Holding NV | 60,300 | 1,779,534 |
| Atheros Communications, | ||
| Inc. (1) | 60,993 | 1,618,144 |
| Broadcom Corp., | ||
| Class A (1) | 115,327 | 3,539,386 |
| Cypress Semiconductor | ||
| Corp. (1) | 146,371 | 1,512,012 |
| Intel Corp. | 731,885 | 14,322,989 |
| KLA-Tencor Corp. | 122,392 | 4,388,977 |
| MEMC Electronic Materials, | ||
| Inc. (1) | 40,523 | 673,898 |
| Microchip Technology, Inc. | 41,171 | 1,091,032 |
| National Semiconductor Corp. | 69,755 | 995,404 |
| NVIDIA | ||
| Corp. (1) | 180,137 | 2,707,459 |
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| Security | Value | |
|---|---|---|
| ON Semiconductor | ||
| Corp. (1) | 150,228 | $ 1,239,381 |
| ROHM Co., Ltd. | 4,700 | 327,453 |
| Shinko Electric Industries | 17,700 | 313,869 |
| Sumco Corp. | 19,900 | 450,564 |
| Tessera Technologies, | ||
| Inc. (1) | 51,311 | 1,431,064 |
| Tokyo Electron, Ltd. | 61,000 | 3,878,936 |
| $ 48,080,577 | ||
| Software 4.7% | ||
| Ariba, | ||
| Inc. (1) | 184,980 | $ 2,145,768 |
| BMC Software, | ||
| Inc. (1) | 31,383 | 1,177,804 |
| Citrix Systems, | ||
| Inc. (1) | 82,034 | 3,218,194 |
| Compuware | ||
| Corp. (1) | 52,384 | 383,975 |
| Concur Technologies, | ||
| Inc. (1) | 23,180 | 921,637 |
| Konami Corp. | 47,400 | 963,430 |
| Microsoft Corp. | 1,281,833 | 33,186,656 |
| Nintendo Co., Ltd. | 800 | 204,008 |
| Oracle Corp. | 703,349 | 14,657,793 |
| Oracle Corp. Japan | 15,200 | 676,406 |
| Red Hat, | ||
| Inc. (1) | 19,525 | 539,671 |
| Symantec | ||
| Corp. (1) | 346,140 | 5,700,926 |
| TiVo, | ||
| Inc. (1) | 106,665 | 1,105,049 |
| Trend Micro, Inc. | 63,397 | 2,352,251 |
| $ 67,233,568 | ||
| Specialty Retail 1.6% | ||
| AutoNation, | ||
| Inc. (1) | 44,658 | $ 807,416 |
| Best Buy Co., Inc. | 47,984 | 1,800,360 |
| Fast Retailing Co., Ltd. | 58,800 | 7,426,890 |
| Gap, Inc. (The) | 78,617 | 1,682,404 |
| Home Depot, Inc. | 87,184 | 2,322,582 |
| Limited Brands, Inc. | 36,921 | 627,288 |
| OReilly Automotive, | ||
| Inc. (1) | 16,299 | 589,046 |
| Staples, Inc. | 222,003 | 5,154,910 |
| Tiffany & Co. | 33,012 | 1,271,952 |
| Urban Outfitters, | ||
| Inc. (1) | 30,282 | 913,608 |
| Yamada Denki Co., Ltd. | 4,660 | 314,397 |
| $ 22,910,853 | ||
| Textiles, Apparel & Luxury | ||
| Goods 0.6% | ||
| Burberry Group PLC | 275,422 | $ 2,221,497 |
| Christian Dior SA | 12,210 | 1,210,085 |
| Coach, Inc. | 16,626 | 547,328 |
| Hanesbrands, | ||
| Inc. (1) | 4,073 | 87,162 |
| NIKE, Inc., Class B | 30,110 | 1,948,117 |
| Nisshinbo Holdings, Inc. | 100,000 | 1,060,632 |
| Swatch Group AG, Class B | 6,168 | 1,456,567 |
| $ 8,531,388 | ||
| Tobacco 1.7% | ||
| Altria Group, Inc. | 103,053 | $ 1,835,374 |
| British American Tobacco PLC | 280,829 | 8,821,732 |
| Imperial Tobacco Group PLC | 180,380 | 5,225,638 |
| Japan Tobacco, Inc. | 425 | 1,453,042 |
| Philip Morris International, Inc. | 129,040 | 6,289,410 |
| Swedish Match AB | 28,187 | 567,755 |
| $ 24,192,951 |
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| Security | Value | |
|---|---|---|
| Trading Companies & | ||
| Distributors 0.2% | ||
| Marubeni Corp. | 55,000 | $ 276,238 |
| Mitsubishi Corp. | 79,800 | 1,604,963 |
| Sumitomo Corp. | 115,000 | 1,179,866 |
| $ 3,061,067 | ||
| Transportation Infrastructure 0.2% | ||
| ADP | 11,573 | $ 1,043,455 |
| Cintra Concesiones de Infraestructuras de Transporte SA | 78,300 | 914,192 |
| Societe des Autoroutes Paris-Rhin-Rhone | 18,585 | 1,417,810 |
| $ 3,375,457 | ||
| Wireless Telecommunication Services 1.5% | ||
| KDDI Corp. | 556 | $ 3,128,072 |
| NTT DoCoMo, Inc. | 121 | 192,726 |
| Rogers Communications, Inc., Class B | 44,475 | 1,254,195 |
| Softbank Corp. | 191,398 | 4,195,180 |
| Vodafone Group PLC | 5,638,459 | 12,666,467 |
| $ 21,436,640 | ||
| Total Common Stocks (identified cost $1,248,872,828) | $ 1,432,095,185 |
Investment Funds 0.1%
| Security | Value | |
|---|---|---|
| Alliance Trust PLC (The) | 163,948 | $ 811,612 |
| Total Investment Funds (identified cost $683,209) | $ 811,612 |
Rights 0.0%
| Security | Value | |
|---|---|---|
| Commercial Banks 0.0% | ||
| BNP Paribas, Ltd., Expires | ||
| 10/13/09 (1) | 126,898 | $ 274,830 |
| $ 274,830 | ||
| Diversified Financial Services 0.0% | ||
| Fortis, Expires | ||
| 7/4/14 (1)(2) | 111,868 | $ 0 |
| $ 0 | ||
| Total Rights (identified cost $0) | $ 274,830 | |
| Total Investments 100.6% (identified cost $1,249,556,037) | $ 1,433,181,627 |
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Covered Call Options Written (1.1)%
| Description | Number — of Contracts | Price | Expiration — Date | Value | ||
|---|---|---|---|---|---|---|
| Dow Jones Euro Stoxx 50 Index | 67,745 | EUR | 2,900 | 10/16/09 | $ (4,044,691 | ) |
| FTSE 100 Index | 18,342 | GBP | 5,150 | 10/16/09 | (1,934,677 | ) |
| NASDAQ 100 Index | 482 | $ | 1,725 | 10/17/09 | (1,397,800 | ) |
| NASDAQ 100 Index | 410 | $ | 1,735 | 10/17/09 | (1,004,500 | ) |
| NASDAQ 100 Index | 941 | $ | 1,750 | 10/17/09 | (1,684,390 | ) |
| Nikkei 225 Index | 1,354,600 | JPY | 10,500 | 10/9/09 | (609,164 | ) |
| S&P 500 Index | 1,188 | $ | 1,065 | 10/17/09 | (1,686,960 | ) |
| S&P 500 Index | 1,836 | $ | 1,075 | 10/17/09 | (2,019,600 | ) |
| S&P 500 Index | 1,431 | $ | 1,080 | 10/17/09 | (1,272,159 | ) |
| SMI Index | 8,650 | CHF | 6,350 | 10/16/09 | (635,207 | ) |
| Total Covered Call Options Written (premiums received $25,460,100) | $ (16,289,148 | ) | ||||
| Other Assets, Less Liabilities 0.5% | $ 7,587,842 | |||||
| Net Assets 100.0% | $ 1,424,480,321 |
| The percentage shown for each investment category in the
Portfolio of Investments is based on net assets. — ADR | - | American Depositary Receipt |
| --- | --- | --- |
| CHF | - | Swiss Franc |
| EUR | - | Euro |
| GBP | - | British Pound Sterling |
| JPY | - | Japanese Yen |
| (1) | | Non-income producing security. |
| (2) | | Security valued at fair value using methods determined in good
faith by or at the direction of the Trustees. |
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Country Concentration of Portfolio
| Country | Percentage — of Net Assets | Value |
|---|---|---|
| United States | 53.5 % | $ 761,777,153 |
| United Kingdom | 11.2 | 159,352,330 |
| Japan | 10.6 | 151,353,005 |
| France | 6.1 | 86,698,197 |
| Germany | 4.7 | 66,331,836 |
| Switzerland | 4.4 | 62,951,496 |
| Spain | 3.3 | 46,582,513 |
| Italy | 2.2 | 31,531,615 |
| Netherlands | 1.2 | 17,593,496 |
| Canada | 1.1 | 15,209,735 |
| Finland | 0.6 | 8,054,642 |
| Luxembourg | 0.4 | 6,073,320 |
| Other Countries, less than 0.3% each | 1.3 | 19,672,289 |
| Total Investments | 100.6 % | $ 1,433,181,627 |
The cost and unrealized appreciation (depreciation) of investments of the Fund at September 30, 2009, as determined on a federal income tax basis, were as follows:
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized appreciation | $ 255,663,863 | |
| Gross unrealized depreciation | (72,233,730 | ) |
| Net unrealized appreciation | $ 183,430,133 |
Written call options activity for the fiscal year to date ended September 30, 2009 was as follows:
| of Contracts | Received | |||
|---|---|---|---|---|
| Outstanding, beginning of period | 1,731,429 | $ | 46,546,455 | |
| Options written | 13,463,089 | 299,058,571 | ||
| Options terminated in closing purchase transactions | (13,702,810 | ) | (304,444,560 | ) |
| Options expired | (36,083 | ) | (15,700,366 | ) |
| Outstanding, end of period | 1,455,625 | $ | 25,460,100 |
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent. At September 30, 2009, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
The Fund is subject to equity price risk in the normal course of pursuing its investment objective. The Fund generally intends to write index call options above the current value of the index to generate premium income. In writing index call options, the Fund in effect, sells potential appreciation in the value of the applicable index above the exercise price in exchange for the option premium received. The Fund retains the risk of loss, minus the premium received, should the price of the underlying index decline.
At September 30, 2009, the aggregate fair value of derivative instruments (not considered to be hedging instruments for accounting disclosure purposes) in a liability position and whose primary underlying risk exposure is equity price risk was $16,289,148.
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
| | Level 1 quoted prices in active markets for
identical investments |
| --- | --- |
| | Level 2 other significant observable inputs
(including quoted prices for similar investments, interest
rates, prepayment speeds, credit risk, etc.) |
| | Level 3 significant unobservable inputs
(including a funds own assumptions in determining the fair
value of investments) |
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
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At September 30, 2009, the inputs used in valuing the Funds investments, which are carried at value, were as follows:
| Quoted Prices in | |||||||
|---|---|---|---|---|---|---|---|
| Active Markets for | Significant Other | Significant | |||||
| Identical Assets | Observable Inputs | Unobservable Inputs | |||||
| Asset Description | (Level 1) | (Level 2) | (Level 3) | Total | |||
| Common Stocks | |||||||
| Consumer Discretionary | $ 85,108,350 | $ 55,416,275 | $ | $ 140,524,625 | |||
| Consumer Staples | 64,073,119 | 64,909,118 | | 128,982,237 | |||
| Energy | 57,773,202 | 63,902,475 | | 121,675,677 | |||
| Financials | 73,947,325 | 140,768,440 | | 214,715,765 | |||
| Health Care | 107,576,249 | 73,143,470 | | 180,719,719 | |||
| Industrials | 60,960,976 | 66,334,681 | | 127,295,657 | |||
| Information Technology | 290,413,708 | 43,943,795 | | 334,357,503 | |||
| Materials | 17,275,219 | 50,179,862 | | 67,455,081 | |||
| Telecommunication Services | 16,632,539 | 46,082,278 | | 62,714,817 | |||
| Utilities | 15,812,276 | 37,841,828 | | 53,654,104 | |||
| Total Common Stocks | $ 789,572,963 | $ 642,522,222 | * | $ | $ 1,432,095,185 | ||
| Investment Funds | | 811,612 | | 811,612 | |||
| Rights | 274,830 | | 0 | 274,830 | |||
| Total Investments | $ 789,847,793 | $ 643,333,834 | $ 0 | $ 1,433,181,627 | |||
| Liability Description | |||||||
| Covered Call Options Written | $ (15,679,984 | ) | $ (609,164 | ) | $ | $ (16,289,148 | ) |
| Total | $ (15,679,984 | ) | $ (609,164 | ) | $ | $ (16,289,148 | ) |
The following is a reconciliation of Level 3 assets for which significant unobservable inputs were used to determine fair value:
| Investments- | |
|---|---|
| Rights | |
| Balance as of December 31, 2008 | $ 0 |
| Realized gains (losses) | |
| Change in net unrealized appreciation (depreciation) | 0 |
| Net purchases (sales) | |
| Accrued discount (premium) | |
| Net transfers to (from) Level 3 | |
| Balance as of September 30, 2009 | $ 0 |
| Change in net unrealized appreciation (depreciation) on | |
| investments still held as of September 30, 2009 | $ 0 |
All Level 3 investments held at December 31, 2008 and September 30, 2009 were valued at $0.
For information on the Funds policy regarding the valuation of investments and other significant accounting policies, please refer to the Funds most recent financial statements included in its semiannual or annual report to shareholders.
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BEGIN PAGE WIDTH XBRL Pagebreak End link2 "Item 2. Controls and Procedures"
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.
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BEGIN PAGE WIDTH XBRL Pagebreak End link1 "Signatures"
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 | |
| Date: | November 23, 2009 |
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 | |
| Date: | November 23, 2009 |
| By: | /s/ Barbara E. Campbell |
| Barbara E. Campbell | |
| Treasurer | |
| Date: | November 23, 2009 |
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