Regulatory Filings • May 27, 2011
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Download Source FileN-Q 1 b86529a1nvq.htm EATON VANCE TAX-MANAGED GLOBAL BUY-WRITE OPPORTUNITIES Eaton Vance Tax-Managed Global Buy-Write Opportuni PAGEBREAK
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
March 31, 2011
Date of Reporting Period
Folio /Folio
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Item 1. Schedule of Investments
Folio /Folio
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Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund March 31, 2011
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks 100.8%
| Security | Value | |
|---|---|---|
| Aerospace & Defense 1.2% | ||
| European Aeronautic Defence & Space | ||
| Co. (1) | 56,122 | $ 1,634,529 |
| General Dynamics Corp. | 33,624 | 2,574,254 |
| Honeywell International, Inc. | 59,872 | 3,574,957 |
| Raytheon Co. | 74,944 | 3,812,401 |
| Rockwell Collins, Inc. | 25,533 | 1,655,304 |
| Rolls-Royce Group | ||
| PLC (1) | 272,487 | 2,701,862 |
| Textron, Inc. | 29,211 | 800,089 |
| $ 16,753,396 | ||
| Air Freight & Logistics 0.6% | ||
| CH Robinson Worldwide, Inc. | 56,332 | $ 4,175,891 |
| Deutsche Post AG | 82,457 | 1,482,021 |
| Expeditors International of Washington, Inc. | 73,976 | 3,709,156 |
| $ 9,367,068 | ||
| Airlines 0.1% | ||
| International Consolidated Airlines Group | ||
| SA (1) | 483,403 | $ 1,760,327 |
| $ 1,760,327 | ||
| Auto Components 0.6% | ||
| Aisin Seiki Co., Ltd. | 10,200 | $ 354,564 |
| Compagnie Generale des Etablissements Michelin | 26,277 | 2,216,426 |
| Cooper Tire & Rubber Co. | 23,193 | 597,220 |
| Dana Holding | ||
| Corp. (1) | 28,066 | 488,068 |
| Denso Corp. | 60,300 | 2,005,271 |
| Goodyear Tire & Rubber Co. | ||
| (The) (1) | 31,887 | 477,667 |
| Johnson Controls, Inc. | 63,322 | 2,632,296 |
| Toyota Boshoku Corp. | 11,900 | 171,311 |
| Toyota Industries Corp. | 8,600 | 260,391 |
| $ 9,203,214 | ||
| Automobiles 1.3% | ||
| Daimler | ||
| AG (1) | 132,059 | $ 9,305,199 |
| Ford Motor | ||
| Co. (1) | 75,528 | 1,126,122 |
| Honda Motor Co., Ltd. | 103,900 | 3,860,260 |
| Isuzu Motors, Ltd. | 116,000 | 460,173 |
| Mazda Motor Corp. | 115,000 | 253,408 |
| Suzuki Motor Corp. | 52,800 | 1,180,113 |
| Toyota Motor Corp. | 50,407 | 2,000,364 |
| Yamaha Motor Co., | ||
| Ltd. (1) | 18,800 | 327,344 |
| $ 18,512,983 | ||
| Beverages 1.3% | ||
| Carlsberg A/S, Class B | 8,450 | $ 908,659 |
| Coca-Cola Co. (The) | 82,128 | 5,449,193 |
| Coca-Cola West Co., Ltd. | 26,200 | 499,108 |
| Constellation Brands, Inc., | ||
| Class A (1) | 33,994 | 689,398 |
| Heineken Holding NV | 24,773 | 1,189,642 |
| Heineken NV | 30,199 | 1,649,062 |
| Kirin Holdings Co., Ltd. | 90,000 | 1,181,102 |
| PepsiCo, Inc. | 77,079 | 4,964,658 |
| Pernod-Ricard SA | 15,528 | 1,449,845 |
| Sapporo Holdings, Ltd. | 128,000 | 477,640 |
| $ 18,458,307 |
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| Security | Value | |
|---|---|---|
| Biotechnology 2.0% | ||
| Amgen, | ||
| Inc. (1) | 146,962 | $ 7,855,119 |
| Biogen Idec, | ||
| Inc. (1) | 65,997 | 4,843,520 |
| BioMarin Pharmaceutical, | ||
| Inc. (1) | 19,589 | 492,272 |
| Celgene | ||
| Corp. (1) | 124,687 | 7,173,243 |
| Gilead Sciences, | ||
| Inc. (1) | 169,876 | 7,209,537 |
| Regeneron Pharmaceuticals, | ||
| Inc. (1) | 23,758 | 1,067,684 |
| $ 28,641,375 | ||
| Building Products 0.3% | ||
| Asahi Glass Co., Ltd. | 76,776 | $ 965,945 |
| Daikin Industries, Ltd. | 63,300 | 1,893,549 |
| Masco Corp. | 59,062 | 822,143 |
| $ 3,681,637 | ||
| Capital Markets 1.9% | ||
| Affiliated Managers Group, | ||
| Inc. (1) | 5,077 | $ 555,271 |
| Artio Global Investors, Inc. | 28,136 | 454,678 |
| Bank of New York Mellon Corp. (The) | 54,215 | 1,619,402 |
| Charles Schwab Corp. (The) | 66,662 | 1,201,916 |
| Deutsche Bank AG | 134,582 | 7,890,774 |
| Duff & Phelps Corp., Class A | 30,762 | 491,577 |
| Franklin Resources, Inc. | 19,250 | 2,407,790 |
| GAM Holding | ||
| Ltd. (1) | 58,376 | 1,107,611 |
| Goldman Sachs Group, Inc. (The) | 20,456 | 3,241,662 |
| ICAP PLC | 178,286 | 1,508,817 |
| Julius Baer Group, Ltd. | 76,144 | 3,296,538 |
| Man Group PLC | 355,866 | 1,402,258 |
| Matsui Securities Co., Ltd. | 66,800 | 363,380 |
| Mediobanca SpA | 87,467 | 893,364 |
| Mizuho Securities Co., | ||
| Ltd. (1) | 105,000 | 279,287 |
| SBI Holdings, | ||
| Inc. (1) | 1,116 | 140,305 |
| State Street Corp. | 11,567 | 519,821 |
| $ 27,374,451 | ||
| Chemicals 2.1% | ||
| Air Products and Chemicals, Inc. | 37,115 | $ 3,347,031 |
| Akzo Nobel NV | 18,556 | 1,276,894 |
| BASF SE | 66,034 | 5,699,723 |
| Daicel Chemical Industries, Ltd. | 51,000 | 314,786 |
| Dow Chemical Co. (The) | 75,839 | 2,862,922 |
| Eastman Chemical Co. | 11,375 | 1,129,765 |
| Hitachi Chemical Co., Ltd. | 16,800 | 342,206 |
| Johnson Matthey PLC | 85,911 | 2,561,253 |
| Kaneka Corp. | 57,000 | 397,934 |
| Linde AG | 19,853 | 3,134,431 |
| Mitsubishi Gas Chemical Co., Inc. | 55,000 | 394,306 |
| Monsanto Co. | 29,335 | 2,119,747 |
| Nitto Denko Corp. | 5,900 | 312,629 |
| Shin-Etsu Chemical Co., Ltd. | 58,200 | 2,896,633 |
| Showa Denko KK | 236,000 | 474,723 |
| Sumitomo Chemical Co., Ltd. | 160,000 | 799,378 |
| Toray Industries, Inc. | 56,000 | 406,518 |
| Tosoh Corp. | 173,000 | 622,364 |
| Wacker Chemie AG | 2,699 | 604,608 |
| $ 29,697,851 | ||
| Commercial Banks 6.0% | ||
| Banco Popolare SC | 182,477 | $ 543,878 |
| Banco Santander SA | 1,132,101 | 13,204,835 |
| Barclays PLC | 1,085,798 | 4,875,182 |
| BNP Paribas | 130,141 | 9,513,912 |
| Fifth Third Bancorp | 152,511 | 2,116,853 |
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| Security | Value | |
|---|---|---|
| Gunma Bank, Ltd. (The) | 106,000 | $ 562,130 |
| Hachijuni Bank, Ltd. (The) | 89,000 | 512,585 |
| Hiroshima Bank, Ltd. (The) | 87,000 | 377,670 |
| HSBC Holdings PLC | 1,235,349 | 12,760,039 |
| IBERIABANK Corp. | 13,247 | 796,542 |
| Intesa Sanpaolo SpA | 1,486,339 | 4,384,824 |
| Lloyds Banking Group | ||
| PLC (1) | 3,975,334 | 3,693,888 |
| Mizuho Financial Group, Inc. | 401,941 | 663,239 |
| Natixis (1) | 165,993 | 937,349 |
| PNC Financial Services Group, Inc. | 37,644 | 2,371,195 |
| Regions Financial Corp. | 114,022 | 827,800 |
| Shinsei Bank, Ltd. | 390,000 | 459,576 |
| Societe Generale | 111,185 | 7,221,936 |
| Standard Chartered PLC | 220,000 | 5,706,550 |
| Sterling Bancshares, Inc. | 108,059 | 930,388 |
| Sumitomo Mitsui Financial Group, Inc. | 13,208 | 409,782 |
| UniCredit SpA | 2,422,488 | 5,971,059 |
| Wells Fargo & Co. | 245,542 | 7,783,681 |
| $ 86,624,893 | ||
| Commercial Services & Supplies 0.7% | ||
| Avery Dennison Corp. | 23,372 | $ 980,689 |
| SECOM Co., Ltd. | 60,200 | 2,799,186 |
| Serco Group PLC | 156,826 | 1,403,772 |
| Waste Management, Inc. | 114,399 | 4,271,659 |
| $ 9,455,306 | ||
| Communications Equipment 3.1% | ||
| Alcatel-Lucent (1) | 295,793 | $ 1,705,396 |
| Brocade Communications Systems, | ||
| Inc. (1) | 67,859 | 417,333 |
| Cisco Systems, Inc. | 600,796 | 10,303,651 |
| Nokia Oyj | 612,107 | 5,211,622 |
| QUALCOMM, Inc. | 393,928 | 21,599,072 |
| Research In Motion, | ||
| Ltd. (1) | 92,426 | 5,228,539 |
| $ 44,465,613 | ||
| Computers & Peripherals 6.5% | ||
| Apple, | ||
| Inc. (1) | 239,006 | $ 83,281,641 |
| Dell, | ||
| Inc. (1) | 305,333 | 4,430,382 |
| Hewlett-Packard Co. | 122,878 | 5,034,312 |
| NEC | ||
| Corp. (1) | 258,000 | 560,531 |
| $ 93,306,866 | ||
| Construction & Engineering 0.4% | ||
| Bouygues SA | 19,011 | $ 912,571 |
| Chiyoda Corp. | 69,000 | 631,942 |
| Ferrovial SA | 95,985 | 1,203,303 |
| Fluor Corp. | 9,129 | 672,442 |
| Hochtief AG | 11,977 | 1,286,424 |
| JGC Corp. | 71,000 | 1,656,871 |
| $ 6,363,553 | ||
| Construction Materials 0.2% | ||
| Imerys SA | 22,993 | $ 1,686,422 |
| Lafarge SA | 22,039 | 1,373,701 |
| Vulcan Materials Co. | 10,264 | 468,038 |
| $ 3,528,161 | ||
| Consumer Finance 0.3% | ||
| American Express Co. | 45,990 | $ 2,078,748 |
| Credit Saison Co., Ltd. | 51,200 | 826,181 |
| SLM | ||
| Corp. (1) | 50,603 | 774,226 |
| $ 3,679,155 |
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| Security | Value | |
|---|---|---|
| Containers & Packaging 0.1% | ||
| Sealed Air Corp. | 14,782 | $ 394,088 |
| Toyo Seikan Kaisha, Ltd. | 68,100 | 1,114,878 |
| $ 1,508,966 | ||
| Distributors 0.3% | ||
| Canon Marketing Japan, Inc. | 14,600 | $ 181,770 |
| Genuine Parts Co. | 56,294 | 3,019,610 |
| LKQ | ||
| Corp. (1) | 34,742 | 837,282 |
| $ 4,038,662 | ||
| Diversified Financial Services 1.7% | ||
| Bank of America Corp. | 469,938 | $ 6,264,273 |
| Citigroup, | ||
| Inc. (1) | 830,235 | 3,669,639 |
| CME Group, Inc. | 1,702 | 513,238 |
| Compagnie Nationale a Portefeuille | 17,116 | 1,180,497 |
| Criteria Caixacorp SA | 267,829 | 1,888,782 |
| Deutsche Boerse AG | 36,045 | 2,728,785 |
| JPMorgan Chase & Co. | 154,746 | 7,133,791 |
| Moodys Corp. | 18,539 | 628,657 |
| ORIX Corp. | 4,130 | 387,119 |
| $ 24,394,781 | ||
| Diversified Telecommunication | ||
| Services 2.9% | ||
| AT&T, Inc. | 258,166 | $ 7,899,880 |
| Deutsche Telekom AG | 325,887 | 5,040,934 |
| France Telecom SA | 222,265 | 4,990,660 |
| Frontier Communications Corp. | 295,887 | 2,432,191 |
| Telefonica SA | 512,662 | 12,859,958 |
| Verizon Communications, Inc. | 161,847 | 6,237,583 |
| Windstream Corp. | 133,199 | 1,714,271 |
| $ 41,175,477 | ||
| Electric Utilities 1.7% | ||
| Duke Energy Corp. | 144,296 | $ 2,618,972 |
| E.ON AG | 274,138 | 8,336,292 |
| EDF SA | 41,600 | 1,724,033 |
| Edison International | 51,169 | 1,872,274 |
| Enel SpA | 692,425 | 4,362,113 |
| Hokkaido Electric Power Co., Inc. | 13,500 | 262,247 |
| Iberdrola SA | 494,257 | 4,297,928 |
| Kyushu Electric Power Co., Inc. | 7,400 | 144,710 |
| Shikoku Electric Power Co., Inc. | 8,200 | 223,177 |
| $ 23,841,746 | ||
| Electrical Equipment 0.9% | ||
| ABB, | ||
| Ltd. (1) | 334,273 | $ 8,026,881 |
| Cooper Industries PLC, Class A | 21,762 | 1,412,354 |
| Fujikura, Ltd. | 87,000 | 421,409 |
| GS Yuasa Corp. | 82,000 | 545,943 |
| Legrand SA | 47,726 | 1,985,287 |
| Mabuchi Motor Co., Ltd. | 5,000 | 238,126 |
| $ 12,630,000 | ||
| Electronic Equipment, Instruments & | ||
| Components 0.9% | ||
| Alps Electric Co., Ltd. | 82,200 | $ 788,187 |
| Corning, Inc. | 39,985 | 824,891 |
| Keyence Corp. | 1,110 | 283,363 |
| Kyocera Corp. | 53,734 | 5,445,806 |
| Nippon Electric Glass Co., Ltd. | 96,000 | 1,360,547 |
| Omron Corp. | 16,500 | 464,515 |
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| Security | Value | |
|---|---|---|
| TDK Corp. | 54,600 | $ 3,229,093 |
| Yaskawa Electric Corp. | 27,000 | 320,039 |
| $ 12,716,441 | ||
| Energy Equipment & Services 1.0% | ||
| CGGVeritas (1) | 31,600 | $ 1,143,426 |
| Halliburton Co. | 123,425 | 6,151,502 |
| Schlumberger, Ltd. | 62,861 | 5,862,417 |
| Technip SA | 9,124 | 972,782 |
| $ 14,130,127 | ||
| Food & Staples Retailing 1.8% | ||
| Casino Guichard-Perrachon SA | 11,211 | $ 1,061,339 |
| CVS Caremark Corp. | 172,603 | 5,923,735 |
| Delhaize Group SA | 27,344 | 2,227,624 |
| Koninklijke Ahold NV | 134,328 | 1,801,485 |
| Kroger Co. (The) | 47,687 | 1,143,057 |
| Metro AG | 26,403 | 1,798,333 |
| Safeway, Inc. | 20,063 | 472,283 |
| Seven & i Holdings Co., Ltd. | 69,200 | 1,762,769 |
| Sysco Corp. | 78,426 | 2,172,400 |
| UNY Co., Ltd. | 64,000 | 593,923 |
| Wal-Mart Stores, Inc. | 133,551 | 6,951,330 |
| $ 25,908,278 | ||
| Food Products 2.6% | ||
| Campbell Soup Co. | 17,968 | $ 594,921 |
| ConAgra Foods, Inc. | 77,043 | 1,829,771 |
| Green Mountain Coffee Roasters, | ||
| Inc. (1) | 12,869 | 831,466 |
| H.J. Heinz Co. | 47,559 | 2,321,830 |
| Kraft Foods, Inc., Class A | 88,500 | 2,775,360 |
| Nestle SA | 367,642 | 21,053,051 |
| Nissin Foods Holdings Co., Ltd. | 11,700 | 411,958 |
| Parmalat SpA | 161,950 | 541,932 |
| Toyo Suisan Kaisha, Ltd. | 15,000 | 325,694 |
| Unilever NV | 203,126 | 6,364,463 |
| Yakult Honsha Co., Ltd. | 19,700 | 504,085 |
| $ 37,554,531 | ||
| Gas Utilities 0.1% | ||
| Gas Natural SDG SA | 45,614 | $ 856,534 |
| Snam Rete Gas SpA | 175,073 | 983,482 |
| $ 1,840,016 | ||
| Health Care Equipment & | ||
| Supplies 1.0% | ||
| Boston Scientific | ||
| Corp. (1) | 216,231 | $ 1,554,701 |
| Covidien PLC | 51,806 | 2,690,804 |
| Edwards Lifesciences | ||
| Corp. (1) | 5,485 | 477,195 |
| Hologic, | ||
| Inc. (1) | 76,941 | 1,708,090 |
| Immucor, | ||
| Inc. (1) | 15,993 | 316,342 |
| Medtronic, Inc. | 47,166 | 1,855,982 |
| Nobel Biocare Holding | ||
| AG (1) | 39,100 | 809,616 |
| Olympus Corp. | 60,000 | 1,670,892 |
| Terumo Corp. | 54,000 | 2,845,098 |
| $ 13,928,720 | ||
| Health Care Providers & | ||
| Services 1.0% | ||
| AmerisourceBergen Corp. | 43,561 | $ 1,723,273 |
| DaVita, | ||
| Inc. (1) | 17,678 | 1,511,646 |
| Laboratory Corp. of America | ||
| Holdings (1) | 16,119 | 1,485,044 |
| Lincare Holdings, Inc. | 57,193 | 1,696,344 |
| McKesson Corp. | 22,301 | 1,762,894 |
| Medco Health Solutions, | ||
| Inc. (1) | 28,789 | 1,616,790 |
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| Security | Value | |
|---|---|---|
| UnitedHealth Group, Inc. | 64,272 | $ 2,905,094 |
| VCA Antech, | ||
| Inc. (1) | 69,119 | 1,740,417 |
| $ 14,441,502 | ||
| Hotels, Restaurants & Leisure 1.4% | ||
| Accor SA | 26,214 | $ 1,178,026 |
| Bally Technologies, | ||
| Inc. (1) | 11,183 | 423,276 |
| Carnival Corp. | 69,217 | 2,655,164 |
| International Game Technology | 42,344 | 687,243 |
| Marriott International, Inc., Class A | 38,496 | 1,369,688 |
| McDonalds Corp. | 87,419 | 6,651,712 |
| Wynn Resorts, Ltd. | 27,627 | 3,515,536 |
| Yum! Brands, Inc. | 83,058 | 4,267,520 |
| $ 20,748,165 | ||
| Household Durables 0.5% | ||
| Casio Computer Co., Ltd. | 85,000 | $ 672,346 |
| Ryland Group, Inc. | 18,520 | 294,468 |
| Sanyo Electric Co., | ||
| Ltd. (1) | 170,000 | 237,076 |
| Sekisui Chemical Co., Ltd. | 61,000 | 476,598 |
| Sony Corp. | 57,600 | 1,837,212 |
| Stanley Black & Decker, Inc. | 45,820 | 3,509,812 |
| Whirlpool Corp. | 9,068 | 774,045 |
| $ 7,801,557 | ||
| Household Products 0.8% | ||
| Clorox Co. (The) | 20,211 | $ 1,416,185 |
| Colgate-Palmolive Co. | 3,997 | 322,798 |
| Henkel AG & Co. KgaA, PFC Shares | 20,000 | 1,237,928 |
| Kimberly-Clark Corp. | 23,485 | 1,532,866 |
| Procter & Gamble Co. | 78,880 | 4,859,008 |
| Reckitt Benckiser Group PLC | 30,271 | 1,553,822 |
| Uni-Charm Corp. | 12,400 | 451,380 |
| $ 11,373,987 | ||
| Industrial Conglomerates 2.1% | ||
| 3M Co. | 53,517 | $ 5,003,839 |
| General Electric Co. | 372,123 | 7,461,066 |
| Hankyu Hanshin Holdings, Inc. | 38,128 | 175,967 |
| Siemens AG | 126,201 | 17,262,839 |
| $ 29,903,711 | ||
| Insurance 3.8% | ||
| ACE, Ltd. | 25,406 | $ 1,643,768 |
| Aflac, Inc. | 17,276 | 911,827 |
| Allianz SE | 66,135 | 9,260,590 |
| American International Group, | ||
| Inc. (1) | 7,978 | 280,347 |
| AON Corp. | 3,503 | 185,519 |
| AXA SA | 297,994 | 6,226,309 |
| Berkshire Hathaway, Inc., | ||
| Class B (1) | 21,563 | 1,803,314 |
| Chubb Corp. | 4,667 | 286,134 |
| Cincinnati Financial Corp. | 95,829 | 3,143,191 |
| CNP Assurances | 56,816 | 1,205,845 |
| Delta Lloyd NV | 38,000 | 1,010,790 |
| Genworth Financial, Inc., | ||
| Class A (1) | 46,638 | 627,747 |
| HCC Insurance Holdings, Inc. | 54,556 | 1,708,148 |
| Mapfre SA | 247,314 | 931,630 |
| Marsh & McLennan Cos., Inc. | 94,701 | 2,823,037 |
| MetLife, Inc. | 107,541 | 4,810,309 |
| MS&AD Insurance Group Holdings, Inc. | 24,200 | 552,233 |
| Principal Financial Group, Inc. | 36,247 | 1,163,891 |
| Prudential Financial, Inc. | 37,177 | 2,289,360 |
| Prudential PLC | 349,752 | 3,960,825 |
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| Security | Value | |
|---|---|---|
| Resolution, Ltd. | 95,702 | $ 453,823 |
| RSA Insurance Group PLC | 678,764 | 1,430,115 |
| SCOR SE | 63,370 | 1,727,676 |
| Sony Financial Holdings, Inc. | 27,200 | 538,957 |
| Standard Life PLC | 479,801 | 1,589,747 |
| Swiss Life Holding, | ||
| Ltd. (1) | 5,941 | 980,088 |
| Swiss Reinsurance Co., Ltd. | 33,066 | 1,884,341 |
| T&D Holdings, Inc. | 27,300 | 672,629 |
| Tryg A/S | 15,498 | 910,011 |
| $ 55,012,201 | ||
| Internet & Catalog Retail 1.2% | ||
| Amazon.com, | ||
| Inc. (1) | 61,374 | $ 11,055,299 |
| Liberty Media Corp. - Interactive, | ||
| Class A (1) | 33,681 | 540,243 |
| Priceline.com, | ||
| Inc. (1) | 11,209 | 5,676,686 |
| $ 17,272,228 | ||
| Internet Software & Services 2.9% | ||
| Baidu, Inc. | ||
| ADR (1) | 53,449 | $ 7,365,807 |
| eBay, | ||
| Inc. (1) | 206,059 | 6,396,071 |
| Google, Inc., | ||
| Class A (1) | 34,412 | 20,172,659 |
| Monster Worldwide, | ||
| Inc. (1) | 36,048 | 573,163 |
| United Internet AG | 44,534 | 800,344 |
| VeriSign, Inc. | 98,783 | 3,576,932 |
| Yahoo! | ||
| Inc. (1) | 143,296 | 2,385,878 |
| $ 41,270,854 | ||
| IT Services 2.1% | ||
| CapGemini SA | 56,171 | $ 3,261,463 |
| Cognizant Technology Solutions Corp., | ||
| Class A (1) | 77,532 | 6,311,105 |
| Fidelity National Information Services, Inc. | 51,873 | 1,695,728 |
| Infosys Technologies, Ltd. ADR | 53,234 | 3,816,878 |
| International Business Machines Corp. | 62,600 | 10,208,182 |
| MasterCard, Inc., Class A | 5,904 | 1,486,155 |
| Nomura Research Institute, Ltd. | 6,800 | 150,204 |
| NTT Data Corp. | 581 | 1,794,031 |
| Obic Co., Ltd. | 730 | 139,127 |
| Otsuka Corp. | 2,600 | 167,326 |
| Western Union Co. | 55,901 | 1,161,064 |
| $ 30,191,263 | ||
| Leisure Equipment & Products 0.2% | ||
| Hasbro, Inc. | 21,651 | $ 1,014,133 |
| Nikon Corp. | 63,000 | 1,299,274 |
| Sankyo Co., Ltd. | 4,300 | 220,233 |
| $ 2,533,640 | ||
| Life Sciences Tools & Services 0.3% | ||
| Illumina, | ||
| Inc. (1) | 30,602 | $ 2,144,282 |
| PerkinElmer, Inc. | 27,425 | 720,455 |
| Thermo Fisher Scientific, | ||
| Inc. (1) | 17,359 | 964,292 |
| $ 3,829,029 | ||
| Machinery 2.4% | ||
| AGCO | ||
| Corp. (1) | 23,446 | $ 1,288,827 |
| Caterpillar, Inc. | 35,948 | 4,002,810 |
| Dover Corp. | 15,298 | 1,005,691 |
| Eaton Corp. | 45,472 | 2,520,968 |
| Ebara Corp. | 104,000 | 554,829 |
| Fanuc, Ltd. | 52,827 | 7,985,165 |
| Hitachi Construction Machinery Co., Ltd. | 66,900 | 1,674,792 |
| IHI Corp. | 213,000 | 519,150 |
| Japan Steel Works, Ltd. | 78,000 | 610,505 |
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| Security | Value | |
|---|---|---|
| Joy Global, Inc. | 19,362 | $ 1,913,159 |
| Kawasaki Heavy Industries, Ltd. | 107,000 | 471,298 |
| Komatsu, Ltd. | 67,800 | 2,300,158 |
| Kurita Water Industries, Ltd. | 7,400 | 218,758 |
| Makita Corp. | 6,700 | 311,662 |
| MAN AG | 10,039 | 1,249,081 |
| Meidensha Corp. | 97,000 | 431,895 |
| Minebea Co., Ltd. | 67,127 | 370,480 |
| NTN Corp. | 132,000 | 633,307 |
| Pall Corp. | 30,660 | 1,766,323 |
| Parker Hannifin Corp. | 29,259 | 2,770,242 |
| SMC Corp. | 1,900 | 312,726 |
| Snap-On, Inc. | 15,120 | 908,107 |
| Sumitomo Heavy Industries, Ltd. | 119,000 | 775,134 |
| Titan International, Inc. | 13,412 | 356,893 |
| $ 34,951,960 | ||
| Marine 0.1% | ||
| Kawasaki Kisen Kaisha, Ltd. | 174,000 | $ 642,882 |
| Mitsui O.S.K. Lines, Ltd. | 83,000 | 478,590 |
| $ 1,121,472 | ||
| Media 2.5% | ||
| British Sky Broadcasting Group PLC | 447,757 | $ 5,925,904 |
| Comcast Corp., Class A | 367,504 | 9,084,699 |
| DIRECTV, | ||
| Class A (1) | 89,322 | 4,180,269 |
| Focus Media Holding, Ltd. | ||
| ADR (1) | 10,518 | 322,587 |
| Hakuhodo DY Holdings, Inc. | 9,590 | 505,596 |
| JC Decaux | ||
| SA (1) | 44,715 | 1,499,616 |
| McGraw-Hill Cos., Inc. (The) | 27,142 | 1,069,395 |
| Omnicom Group, Inc. | 54,629 | 2,680,099 |
| Virgin Media, Inc. | 100,424 | 2,790,783 |
| Walt Disney Co. (The) | 174,880 | 7,535,579 |
| Wolters Kluwer NV | 45,032 | 1,053,118 |
| $ 36,647,645 | ||
| Metals & Mining 3.2% | ||
| AK Steel Holding Corp. | 20,960 | $ 330,749 |
| Alcoa, Inc. | 118,506 | 2,091,631 |
| Anglo American PLC | 100,152 | 5,146,319 |
| Aperam | 10,013 | 402,298 |
| ArcelorMittal | 192,366 | 6,954,782 |
| BHP Billiton PLC | 189,390 | 7,498,177 |
| Boliden AB | 86,800 | 1,867,449 |
| Cliffs Natural Resources, Inc. | 9,184 | 902,604 |
| Dowa Holdings Co., Ltd. | 105,000 | 653,866 |
| JFE Holdings, Inc. | 8,900 | 260,588 |
| Kobe Steel, Ltd. | 216,000 | 559,240 |
| Mitsubishi Materials Corp. | 80,000 | 270,975 |
| Newmont Mining Corp. | 30,985 | 1,691,161 |
| Pacific Metals Co., Ltd. | 62,000 | 459,086 |
| Rio Tinto PLC | 128,971 | 9,118,023 |
| Sumitomo Metal Industries, Ltd. | 112,000 | 250,376 |
| Sumitomo Metal Mining Co., Ltd. | 66,000 | 1,134,596 |
| United States Steel Corp. | 27,078 | 1,460,587 |
| Xstrata PLC | 195,335 | 4,557,469 |
| $ 45,609,976 | ||
| Multi-Utilities 1.7% | ||
| Centrica PLC | 498,444 | $ 2,599,289 |
| CMS Energy Corp. | 175,140 | 3,439,750 |
| Consolidated Edison, Inc. | 38,721 | 1,963,929 |
| Dominion Resources, Inc. | 42,535 | 1,901,314 |
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| Security | Value | |
|---|---|---|
| GDF Suez | 222,427 | $ 9,070,911 |
| NiSource, Inc. | 42,420 | 813,616 |
| Public Service Enterprise Group, Inc. | 116,940 | 3,684,779 |
| RWE AG, PFC Shares | 10,079 | 612,067 |
| $ 24,085,655 | ||
| Multiline Retail 0.8% | ||
| H2O Retailing Corp. | 29,000 | $ 196,322 |
| Isetan Mitsukoshi Holdings, Ltd. | 71,332 | 642,911 |
| Kohls Corp. | 44,325 | 2,350,998 |
| Marks & Spencer Group PLC | 432,844 | 2,336,504 |
| Nordstrom, Inc. | 19,173 | 860,484 |
| PPR SA | 7,380 | 1,130,312 |
| Sears Holdings | ||
| Corp. (1) | 12,813 | 1,058,994 |
| Target Corp. | 70,056 | 3,503,501 |
| $ 12,080,026 | ||
| Office Electronics 0.5% | ||
| Brother Industries, Ltd. | 22,000 | $ 323,032 |
| Canon, Inc. | 78,200 | 3,363,363 |
| Konica Minolta Holdings, Inc. | 70,500 | 592,487 |
| Ricoh Co., Ltd. | 59,000 | 694,665 |
| Xerox Corp. | 208,743 | 2,223,113 |
| $ 7,196,660 | ||
| Oil, Gas & Consumable Fuels 7.8% | ||
| Anadarko Petroleum Corp. | 35,234 | $ 2,886,369 |
| BP PLC | 1,728,070 | 12,696,271 |
| Chesapeake Energy Corp. | 11,230 | 376,430 |
| Chevron Corp. | 95,020 | 10,207,998 |
| ConocoPhillips | 102,909 | 8,218,313 |
| Devon Energy Corp. | 8,417 | 772,428 |
| El Paso Corp. | 56,715 | 1,020,870 |
| ENI SpA | 332,108 | 8,149,066 |
| Exxon Mobil Corp. | 233,306 | 19,628,034 |
| Hess Corp. | 20,723 | 1,765,807 |
| Idemitsu Kosan Co., Ltd. | 3,100 | 362,275 |
| Japan Petroleum Exploration Co. | 3,900 | 194,979 |
| Petrohawk Energy | ||
| Corp. (1) | 38,373 | 941,673 |
| Royal Dutch Shell PLC, Class A | 338,811 | 12,289,819 |
| Royal Dutch Shell PLC, Class B | 292,028 | 10,604,714 |
| Southwestern Energy | ||
| Co. (1) | 24,167 | 1,038,456 |
| Suncor Energy, Inc. | 23,244 | 1,042,261 |
| Total SA | 268,726 | 16,374,418 |
| Williams Cos., Inc. | 118,494 | 3,694,643 |
| $ 112,264,824 | ||
| Paper & Forest Products 0.1% | ||
| International Paper Co. | 12,829 | $ 387,179 |
| OJI Paper Co., Ltd. | 76,000 | 360,948 |
| $ 748,127 | ||
| Personal Products 0.1% | ||
| Kao Corp. | 69,654 | $ 1,738,013 |
| USANA Health Sciences, | ||
| Inc. (1) | 7,218 | 249,093 |
| $ 1,987,106 | ||
| Pharmaceuticals 6.7% | ||
| Abbott Laboratories | 115,361 | $ 5,658,457 |
| Allergan, Inc. | 27,084 | 1,923,506 |
| Astellas Pharma, Inc. | 58,400 | 2,162,722 |
| AstraZeneca PLC | 135,442 | 6,222,557 |
| Bayer AG | 25,635 | 1,980,633 |
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| Security | Value | |
|---|---|---|
| Chugai Pharmaceutical Co., Ltd. | 52,900 | $ 909,878 |
| Daiichi Sankyo Co., Ltd. | 62,300 | 1,202,778 |
| Eisai Co., Ltd. | 59,846 | 2,148,071 |
| Eli Lilly & Co. | 31,198 | 1,097,234 |
| GlaxoSmithKline PLC | 541,207 | 10,312,516 |
| Hisamitsu Pharmaceutical Co., Inc. | 4,800 | 193,509 |
| Johnson & Johnson | 119,421 | 7,075,694 |
| Medicines | ||
| Co. (1) | 28,661 | 466,888 |
| Merck & Co., Inc. | 177,326 | 5,853,531 |
| Mitsubishi Tanabe Pharma Corp. | 10,000 | 162,154 |
| Novartis AG | 240,605 | 13,028,989 |
| Ono Pharmaceutical Co., Ltd. | 5,000 | 246,358 |
| Pfizer, Inc. | 496,812 | 10,090,252 |
| Roche Holding AG | 75,396 | 10,763,934 |
| Sanofi-Aventis | 130,640 | 9,154,542 |
| Shionogi & Co., Ltd. | 56,000 | 955,385 |
| Takeda Pharmaceutical Co., Ltd. | 39,731 | 1,853,675 |
| Watson Pharmaceuticals, | ||
| Inc. (1) | 48,108 | 2,694,529 |
| $ 96,157,792 | ||
| Professional Services 0.4% | ||
| Equifax, Inc. | 15,217 | $ 591,180 |
| Manpower, Inc. | 24,829 | 1,561,248 |
| Randstad Holding | ||
| NV (1) | 24,548 | 1,366,499 |
| Robert Half International, Inc. | 59,863 | 1,831,808 |
| $ 5,350,735 | ||
| Real Estate Investment Trusts | ||
| (REITs) 0.7% | ||
| AvalonBay Communities, Inc. | 19,158 | $ 2,300,493 |
| British Land Co. PLC | 195,831 | 1,735,635 |
| Capital Shopping Centres Group PLC | 189,600 | 1,164,722 |
| Japan Real Estate Investment Corp. | 37 | 350,530 |
| Japan Retail Fund Investment Corp. | 200 | 313,607 |
| Nippon Building Fund, Inc. | 40 | 389,922 |
| Simon Property Group, Inc. | 32,545 | 3,487,522 |
| $ 9,742,431 | ||
| Real Estate Management & | ||
| Development 0.2% | ||
| Capital & Counties Properties PLC | 189,600 | $ 512,503 |
| Daito Trust Construction Co., Ltd. | 6,300 | 433,347 |
| Heiwa Real Estate Co., Ltd. | 324,000 | 747,915 |
| Nomura Real Estate Holdings, Inc. | 27,400 | 415,178 |
| NTT Urban Development Corp. | 443 | 371,369 |
| $ 2,480,312 | ||
| Road & Rail 0.5% | ||
| Central Japan Railway Co. | 55 | $ 435,995 |
| CSX Corp. | 38,338 | 3,013,367 |
| East Japan Railway Co. | 12,600 | 699,665 |
| Kansas City | ||
| Southern (1) | 19,740 | 1,074,843 |
| Keio Corp. | 139,000 | 830,629 |
| Kintetsu Corp. | 105,000 | 337,236 |
| Ryder System, Inc. | 14,154 | 716,192 |
| Tobu Railway Co., Ltd. | 135,000 | 551,554 |
| $ 7,659,481 | ||
| Semiconductors & Semiconductor | ||
| Equipment 2.8% | ||
| Advanced Micro Devices, | ||
| Inc. (1) | 43,780 | $ 376,508 |
| Advantest Corp. | 111,000 | 1,998,548 |
| Applied Materials, Inc. | 313,048 | 4,889,810 |
| Atheros Communications, | ||
| Inc. (1) | 60,993 | 2,723,337 |
| Broadcom Corp., Class A | 124,725 | 4,911,670 |
| Cirrus Logic, | ||
| Inc. (1) | 62,702 | 1,318,623 |
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| Security | Value | |
|---|---|---|
| Cree, | ||
| Inc. (1) | 28,924 | $ 1,335,132 |
| Cypress Semiconductor | ||
| Corp. (1) | 217,447 | 4,214,123 |
| Intel Corp. | 608,627 | 12,276,007 |
| MEMC Electronic Materials, | ||
| Inc. (1) | 57,209 | 741,429 |
| ON Semiconductor | ||
| Corp. (1) | 53,708 | 530,098 |
| Shinko Electric Industries Co., Ltd. | 17,200 | 176,441 |
| Sumco | ||
| Corp. (1) | 14,600 | 293,615 |
| Taiwan Semiconductor Manufacturing Co., Ltd. ADR | 91,231 | 1,111,194 |
| Tessera Technologies, | ||
| Inc. (1) | 21,221 | 387,495 |
| Tokyo Electron, Ltd. | 53,500 | 2,949,639 |
| $ 40,233,669 | ||
| Software 3.9% | ||
| BMC Software, | ||
| Inc. (1) | 31,383 | $ 1,560,990 |
| Citrix Systems, | ||
| Inc. (1) | 46,346 | 3,404,577 |
| Compuware | ||
| Corp. (1) | 52,384 | 605,035 |
| Concur Technologies, | ||
| Inc. (1) | 56,008 | 3,105,644 |
| Konami Corp. | 62,100 | 1,147,441 |
| Microsoft Corp. | 912,683 | 23,145,641 |
| Oracle Corp. | 529,690 | 17,675,755 |
| Symantec | ||
| Corp. (1) | 199,867 | 3,705,534 |
| TiVo, | ||
| Inc. (1) | 17,135 | 150,103 |
| Trend Micro, Inc. | 57,397 | 1,528,581 |
| $ 56,029,301 | ||
| Specialty Retail 1.5% | ||
| Abercrombie & Fitch Co., Class A | 10,682 | $ 627,033 |
| American Eagle Outfitters, Inc. | 42,783 | 679,822 |
| Best Buy Co., Inc. | 47,984 | 1,378,101 |
| Fast Retailing Co., Ltd. | 50,400 | 6,309,599 |
| Gap, Inc. (The) | 73,351 | 1,662,134 |
| Home Depot, Inc. | 62,734 | 2,324,922 |
| Limited Brands, Inc. | 33,514 | 1,101,940 |
| Office Depot, | ||
| Inc. (1) | 190,264 | 880,922 |
| Shimamura Co., Ltd. | 2,400 | 211,246 |
| Staples, Inc. | 222,003 | 4,311,298 |
| Tiffany & Co. | 26,337 | 1,618,145 |
| USS Co., Ltd. | 2,720 | 211,703 |
| Yamada Denki Co., Ltd. | 4,360 | 293,002 |
| $ 21,609,867 | ||
| Textiles, Apparel & Luxury | ||
| Goods 0.7% | ||
| Adidas AG | 18,804 | $ 1,182,242 |
| Asics Corp. | 20,000 | 267,926 |
| Christian Dior SA | 10,660 | 1,501,679 |
| Coach, Inc. | 16,626 | 865,217 |
| Hanesbrands, | ||
| Inc. (1) | 30,207 | 816,797 |
| NIKE, Inc., Class B | 30,110 | 2,279,327 |
| Nisshinbo Holdings, Inc. | 82,000 | 796,206 |
| Onward Holdings Co., Ltd. | 30,000 | 222,758 |
| Swatch Group AG, Class B | 3,924 | 1,731,500 |
| $ 9,663,652 | ||
| Tobacco 1.8% | ||
| Altria Group, Inc. | 43,018 | $ 1,119,759 |
| British American Tobacco PLC | 275,025 | 11,027,833 |
| Imperial Tobacco Group PLC | 177,291 | 5,470,547 |
| Japan Tobacco, Inc. | 409 | 1,478,691 |
| Philip Morris International, Inc. | 113,533 | 7,451,171 |
| $ 26,548,001 |
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| Security | Value | |
|---|---|---|
| Trading Companies & | ||
| Distributors 0.4% | ||
| Marubeni Corp. | 147,000 | $ 1,056,458 |
| Mitsubishi Corp. | 77,500 | 2,148,951 |
| Sumitomo Corp. | 96,700 | 1,381,962 |
| Wolseley | ||
| PLC (1) | 51,754 | 1,742,245 |
| $ 6,329,616 | ||
| Transportation Infrastructure 0.1% | ||
| ADP | 13,565 | $ 1,249,422 |
| Kamigumi Co., Ltd. | 46,000 | 392,555 |
| $ 1,641,977 | ||
| Wireless Telecommunication Services 2.0% | ||
| American Tower Corp., | ||
| Class A (1) | 19,546 | $ 1,012,874 |
| KDDI Corp. | 537 | 3,320,096 |
| MetroPCS Communications, | ||
| Inc. (1) | 31,693 | 514,694 |
| Millicom International Cellular SA | 18,027 | 1,733,657 |
| Rogers Communications, Inc., Class B | 46,378 | 1,688,159 |
| Softbank Corp. | 149,098 | 5,940,707 |
| Vodafone Group PLC | 5,349,088 | 15,243,868 |
| $ 29,454,055 | ||
| Total Common Stocks 100.8% (identified cost $1,205,102,525) | $ 1,448,514,378 |
Call Options Written (1.5)%
| Description | Number — of Contracts | Strike — Price | Date | Value | ||
|---|---|---|---|---|---|---|
| Dow Jones Euro Stoxx 50 Index | 10,950 | EUR | 2,900 | 4/15/11 | $ (837,213 | ) |
| Dow Jones Euro Stoxx 50 Index | 36,450 | EUR | 2,950 | 4/15/11 | (1,358,577 | ) |
| Dow Jones Euro Stoxx 50 Index | 11,900 | EUR | 3,000 | 4/15/11 | (166,117 | ) |
| FTSE 100 Index | 4,200 | GBP | 5,825 | 4/15/11 | (941,585 | ) |
| FTSE 100 Index | 4,700 | GBP | 5,900 | 4/15/11 | (661,612 | ) |
| FTSE 100 Index | 8,200 | GBP | 6,000 | 4/15/11 | (466,982 | ) |
| NASDAQ 100 Index | 1,270 | $ | 2,300 | 4/16/11 | (7,416,800 | ) |
| Nikkei 225 Index | 1,125,000 | JPY | 10,750 | 4/8/11 | (33,812 | ) |
| S&P 500 Index | 520 | $ | 1,295 | 4/16/11 | (1,934,400 | ) |
| S&P 500 Index | 1,285 | $ | 1,305 | 4/16/11 | (3,675,100 | ) |
| S&P 500 Index | 925 | $ | 1,310 | 4/16/11 | (2,349,500 | ) |
| S&P 500 Index | 605 | $ | 1,315 | 4/16/11 | (1,318,900 | ) |
| SMI Index | 4,350 | CHF | 6,300 | 4/15/11 | (484,965 | ) |
| SMI Index | 4,250 | CHF | 6,350 | 4/15/11 | (322,510 | ) |
| Total Call Options Written (premiums received $15,326,381) | $ (21,968,073 | ) | ||||
| Other Assets, Less Liabilities 0.7% | $ 10,568,174 | |||||
| Net Assets 100.0% | $ 1,437,114,479 |
| The percentage shown for each investment category in the
Portfolio of Investments is based on net assets. — ADR | - | American Depositary Receipt |
| --- | --- | --- |
| PFC Shares | - | Preference Shares |
| CHF | - | Swiss Franc |
| EUR | - | Euro |
| GBP | - | British Pound Sterling |
| JPY | - | Japanese Yen |
| (1) | | Non-income producing security. |
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Country Concentration of Portfolio
| Country | Percentage — of Net Assets | Value |
|---|---|---|
| United States | 53.4 % | $ 768,061,085 |
| United Kingdom | 12.0 | 171,806,868 |
| Japan | 10.1 | 144,696,877 |
| France | 6.4 | 92,475,304 |
| Germany | 5.6 | 80,893,248 |
| Switzerland | 4.5 | 64,326,317 |
| Spain | 2.6 | 37,003,297 |
| Italy | 1.8 | 25,829,718 |
| Netherlands | 1.2 | 17,346,482 |
| Luxembourg | 0.6 | 9,090,737 |
| Canada | 0.6 | 7,958,959 |
| China | 0.5 | 7,688,394 |
| Finland | 0.4 | 5,211,622 |
| Other Countries, less than 0.3% each | 1.1 | 16,125,470 |
| Total Investments | 100.8 % | $ 1,448,514,378 |
The cost and unrealized appreciation (depreciation) of investments of the Fund at March 31, 2011, as determined on a federal income tax basis, were as follows:
| Aggregate cost | $ | |
|---|---|---|
| Gross unrealized appreciation | $ 306,464,208 | |
| Gross unrealized depreciation | (64,932,892 | ) |
| Net unrealized appreciation | $ 241,531,316 |
Written call options activity for the fiscal year to date ended March 31, 2011 was as follows:
| Contracts | Received | |||
|---|---|---|---|---|
| Outstanding, beginning of period | 1,350,910 | $ | 22,312,888 | |
| Options written | 3,752,520 | 54,115,678 | ||
| Options terminated in closing purchase transactions | (3,846,510 | ) | (57,019,809 | ) |
| Options expired | (42,315 | ) | (4,082,376 | ) |
| Outstanding, end of period | 1,214,605 | $ | 15,326,381 |
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent. At March 31, 2011, 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 objectives. 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 March 31, 2011, 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 $21,968,073.
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) |
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In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At March 31, 2011, the hierarchy of inputs used in valuing the Funds investments, which are carried at value, were as follows:
| Asset Description | Level 1 | Level 2 | Level 3 | Total | |||
|---|---|---|---|---|---|---|---|
| Common Stocks | |||||||
| Consumer Discretionary | $ 111,759,115 | $ 48,352,524 | $ | $ 160,111,639 | |||
| Consumer Staples | 53,070,280 | 68,759,928 | | 121,830,208 | |||
| Energy | 63,607,201 | 62,787,750 | | 126,394,951 | |||
| Financials | 87,563,094 | 121,745,130 | | 209,308,224 | |||
| Health Care | 90,375,113 | 66,623,307 | | 156,998,420 | |||
| Industrials | 68,008,231 | 78,962,010 | | 146,970,241 | |||
| Information Technology | 286,661,260 | 38,749,407 | | 325,410,667 | |||
| Materials | 17,587,799 | 63,505,280 | | 81,093,079 | |||
| Telecommunication Services | 23,233,309 | 47,396,223 | | 70,629,532 | |||
| Utilities | 16,906,700 | 32,860,717 | | 49,767,417 | |||
| Total Common Stocks | $ 818,772,102 | $ 629,742,276 | * | $ | $ 1,448,514,378 | ||
| Total Investments | $ 818,772,102 | $ 629,742,276 | $ | $ 1,448,514,378 | |||
| Liability Description | |||||||
| Call Options Written | $ (16,694,700 | ) | $ (5,273,373 | ) | $ | $ (21,968,073 | ) |
| Total | $ (16,694,700 | ) | $ (5,273,373 | ) | $ | $ (21,968,073 | ) |
The Fund held no investments or other financial instruments as of December 31, 2010 whose fair value was determined using Level 3 inputs. At March 31, 2011, the value of investments transferred between Level 1 and Level 2, if any, during the fiscal year to date then ended was not significant.
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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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.
Folio /Folio
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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/ Walter A. Row, III Walter A. Row, III |
|---|---|
| President | |
| Date: | May 25, 2011 |
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/ Walter A. Row, III Walter A. Row, III |
|---|---|
| President | |
| Date: | May 25, 2011 |
| By: | /s/ Barbara E. Campbell Barbara E. Campbell |
| Treasurer | |
| Date: | May 25, 2011 |
Folio /Folio
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