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, |
|
02109 |
|
(Address of Principal Executive Offices) |
|
(Zip code) |
|
|
|
|
|
Maureen
A. Gemma |
||
|
(Name and Address of Agent for Service) |
||
|
|
||
|
Registrant’s Telephone Number, Including Area Code: |
|
(617) 482-8260 |
|
|
|
|
|
Date of Fiscal Year End: |
|
December 31 |
|
|
|
|
|
Date of Reporting Period: |
|
September 30, 2008 |
Item 1. Schedule of Investments
|
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund |
|
as of September 30, 2008 |
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 100.7%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 1.0% |
|
|
|
|
|
|
|
Boeing Co. (The) |
|
12,000 |
|
$ |
688,200 |
|
|
Finmeccanica SpA |
|
30,000 |
|
648,872 |
|
|
|
General Dynamics Corp. |
|
78,611 |
|
5,787,342 |
|
|
|
Honeywell International, Inc. |
|
106,620 |
|
4,430,061 |
|
|
|
Rockwell Collins, Inc. |
|
59,584 |
|
2,865,395 |
|
|
|
United Technologies Corp. |
|
11,000 |
|
660,660 |
|
|
|
|
|
|
|
$ |
15,080,530 |
|
|
Air Freight & Logistics — 0.9% |
|
|
|
|
|
|
|
CH Robinson Worldwide, Inc. |
|
84,275 |
|
$ |
4,294,654 |
|
|
Deutsche Post AG |
|
203,898 |
|
4,244,715 |
|
|
|
Expeditors International of Washington, Inc. |
|
60,642 |
|
2,112,767 |
|
|
|
FedEx Corp. |
|
28,786 |
|
2,275,245 |
|
|
|
Yamato Holdings Co., Ltd. |
|
64,701 |
|
725,959 |
|
|
|
|
|
|
|
$ |
13,653,340 |
|
|
Airlines — 0.1% |
|
|
|
|
|
|
|
Japan Airlines Corp. (1) |
|
335,000 |
|
$ |
691,035 |
|
|
Ryanair Holdings PLC, ADR (1) |
|
21,502 |
|
482,290 |
|
|
|
|
|
|
|
$ |
1,173,325 |
|
|
Auto Components — 0.4% |
|
|
|
|
|
|
|
Aisin Seiki Co., Ltd. |
|
7,600 |
|
$ |
186,458 |
|
|
Cooper Tire & Rubber Co. |
|
30,158 |
|
259,359 |
|
|
|
Denso Corp. |
|
83,300 |
|
2,046,826 |
|
|
|
Johnson Controls, Inc. |
|
114,456 |
|
3,471,450 |
|
|
|
NGK Spark Plug Co., Ltd. |
|
20,000 |
|
195,052 |
|
|
|
Stanley Electric Co., Ltd. |
|
17,200 |
|
252,774 |
|
|
|
Toyoda Gosei Co., Ltd. |
|
5,900 |
|
100,424 |
|
|
|
Toyota Industries Corp. |
|
9,000 |
|
227,536 |
|
|
|
|
|
|
|
$ |
6,739,879 |
|
|
Automobiles — 2.0% |
|
|
|
|
|
|
|
DaimlerChrysler AG |
|
181,953 |
|
$ |
9,014,286 |
|
|
Ford Motor Co. (1) |
|
309,707 |
|
1,610,476 |
|
|
|
Harley-Davidson, Inc. |
|
45,565 |
|
1,699,575 |
|
|
|
Honda Motor Co., Ltd. |
|
139,800 |
|
4,248,109 |
|
|
|
Isuzu Motors, Ltd. |
|
59,000 |
|
164,256 |
|
|
|
Suzuki Motor Corp. |
|
60,100 |
|
1,115,596 |
|
|
|
Toyota Motor Corp. |
|
88,807 |
|
3,803,517 |
|
|
|
Volkswagen AG |
|
21,183 |
|
8,281,909 |
|
|
|
Volkswagen AG (Preference Shares) |
|
3,759 |
|
466,929 |
|
|
|
Yamaha Motor Co., Ltd. |
|
21,600 |
|
295,543 |
|
|
|
|
|
|
|
$ |
30,700,196 |
|
|
Beverages — 1.6% |
|
|
|
|
|
|
|
Carlsberg A/S, Class B |
|
8,103 |
|
$ |
616,428 |
|
|
Coca-Cola Co. (The) |
|
69,480 |
|
3,674,102 |
|
|
|
Heineken NV |
|
30,199 |
|
1,210,600 |
|
|
|
Ito En, Ltd. |
|
37,800 |
|
491,536 |
|
|
|
Kirin Holdings Co., Ltd. |
|
83,000 |
|
1,092,491 |
|
|
|
Pepsi Bottling Group, Inc. |
|
19,042 |
|
555,455 |
|
|
|
PepsiCo, Inc. |
|
140,963 |
|
10,046,433 |
|
|
|
Pernod-Ricard SA |
|
16,230 |
|
1,426,518 |
|
|
|
SABMiller PLC |
|
181,405 |
|
3,551,036 |
|
|
|
Sapporo Holdings, Ltd. |
|
160,000 |
|
1,190,272 |
|
|
|
Takara Holdings, Inc. |
|
137,000 |
|
967,705 |
|
|
|
|
|
|
|
$ |
24,822,576 |
|
1
|
Biotechnology — 2.6% |
|
|
|
|
|
|
|
Amgen, Inc. (1) |
|
82,579 |
|
$ |
4,894,457 |
|
|
Amylin Pharmaceuticals, Inc. (1) |
|
25,910 |
|
523,900 |
|
|
|
Biogen Idec, Inc. (1) |
|
95,284 |
|
4,791,832 |
|
|
|
Celgene Corp. (1) |
|
111,272 |
|
7,041,292 |
|
|
|
Cephalon, Inc. (1) |
|
30,857 |
|
2,391,109 |
|
|
|
CV Therapeutics, Inc. (1) |
|
50,000 |
|
540,000 |
|
|
|
Gilead Sciences, Inc. (1) |
|
403,463 |
|
18,389,844 |
|
|
|
Martek Biosciences Corp. |
|
12,388 |
|
389,231 |
|
|
|
Regeneron Pharmaceuticals, Inc. (1) |
|
124,547 |
|
2,718,861 |
|
|
|
|
|
|
|
$ |
41,680,526 |
|
|
Building Products — 0.3% |
|
|
|
|
|
|
|
Asahi Glass Co., Ltd. |
|
156,497 |
|
$ |
1,378,169 |
|
|
Central Glass Co., Ltd. |
|
80,000 |
|
267,583 |
|
|
|
JS Group Corp. |
|
25,600 |
|
322,854 |
|
|
|
Masco Corp. |
|
59,062 |
|
1,059,572 |
|
|
|
Nippon Sheet Glass |
|
232,000 |
|
1,203,637 |
|
|
|
Sanwa Shutter Corp. |
|
86,000 |
|
325,401 |
|
|
|
|
|
|
|
$ |
4,557,216 |
|
|
Capital Markets — 1.9% |
|
|
|
|
|
|
|
American Capital, Ltd. |
|
23,553 |
|
$ |
600,837 |
|
|
Bank of New York Mellon Corp. (The) |
|
126,879 |
|
4,133,718 |
|
|
|
Charles Schwab Corp. (The) |
|
56,270 |
|
1,463,020 |
|
|
|
Daiwa Securities Group, Inc. |
|
113,000 |
|
824,535 |
|
|
|
Federated Investors, Inc., Class B |
|
15,936 |
|
459,754 |
|
|
|
Franklin Resources, Inc. |
|
43,596 |
|
3,842,115 |
|
|
|
Goldman Sachs Group, Inc. |
|
18,354 |
|
2,349,312 |
|
|
|
ICAP PLC |
|
50,600 |
|
327,215 |
|
|
|
Jafco Co., Ltd. |
|
3,200 |
|
120,832 |
|
|
|
Merrill Lynch & Co., Inc. |
|
125,905 |
|
3,185,397 |
|
|
|
Nomura Holdings, Inc. |
|
89,400 |
|
1,168,768 |
|
|
|
Northern Trust Corp. |
|
66,797 |
|
4,822,743 |
|
|
|
Shinko Securities Co., Ltd. |
|
107,000 |
|
302,661 |
|
|
|
UBS AG (1) |
|
367,577 |
|
6,299,319 |
|
|
|
|
|
|
|
$ |
29,900,226 |
|
|
Chemicals — 1.8% |
|
|
|
|
|
|
|
Air Products and Chemicals, Inc. |
|
9,559 |
|
$ |
654,696 |
|
|
BASF AG |
|
241,118 |
|
11,469,937 |
|
|
|
Daicel Chemical Industries, Ltd. |
|
62,000 |
|
279,411 |
|
|
|
Dainippon Ink and Chemicals, Inc. |
|
120,000 |
|
227,677 |
|
|
|
Dow Chemical Co. (The) |
|
73,566 |
|
2,337,927 |
|
|
|
E.I. Du Pont de Nemours & Co. |
|
19,328 |
|
778,918 |
|
|
|
Eastman Chemical Co. |
|
11,375 |
|
626,308 |
|
|
|
Ecolab, Inc. |
|
22,890 |
|
1,110,623 |
|
|
|
Kaneka Corp. |
|
154,000 |
|
852,263 |
|
|
|
Kansai Paint Co., Ltd. |
|
86,000 |
|
534,378 |
|
|
|
Mitsubishi Chemical Holdings Corp. |
|
35,000 |
|
185,332 |
|
|
|
Mitsubishi Rayon Co., Ltd. |
|
273,000 |
|
677,308 |
|
|
|
Monsanto Co. |
|
27,285 |
|
2,700,669 |
|
|
|
Nippon Shokubai Co., Ltd. |
|
138,000 |
|
886,246 |
|
|
|
Nissan Chemical Industries, Ltd. |
|
61,000 |
|
561,137 |
|
|
|
Nitto Denko Corp. |
|
5,000 |
|
127,431 |
|
|
|
Shin-Etsu Chemical Co., Ltd. |
|
61,500 |
|
2,929,603 |
|
|
|
Sumitomo Bakelite Co., Ltd. |
|
39,000 |
|
167,087 |
|
|
|
Taiyo Nippon Sanso Corp. |
|
72,000 |
|
571,411 |
|
|
|
|
|
|
|
$ |
27,678,362 |
|
|
Commercial Banks — 6.3% |
|
|
|
|
|
|
|
Banco Santander Central Hispano SA |
|
981,734 |
|
$ |
14,687,496 |
|
|
Bank of Yokohama, Ltd. |
|
113,000 |
|
560,737 |
|
|
|
Barclays PLC |
|
1,068,873 |
|
6,367,074 |
|
|
|
BB&T Corp. |
|
82,529 |
|
3,119,596 |
|
|
|
BNP Paribas SA |
|
142,080 |
|
13,532,254 |
|
|
2
|
DnB NOR ASA |
|
105,036 |
|
$ |
809,700 |
|
|
Fifth Third Bancorp |
|
6,891 |
|
82,003 |
|
|
|
HSBC Holdings PLC |
|
1,570,038 |
|
25,466,208 |
|
|
|
Intesa Sanpaolo RNC |
|
182,000 |
|
866,334 |
|
|
|
Intesa Sanpaolo SpA |
|
1,291,944 |
|
7,089,252 |
|
|
|
Joyo Bank, Ltd. |
|
37,000 |
|
168,742 |
|
|
|
Lloyds TSB Group PLC |
|
970,946 |
|
3,911,642 |
|
|
|
Mitsubishi UFJ Financial Group, Inc. |
|
14,060 |
|
122,826 |
|
|
|
Mitsui Trust Holdings, Inc. |
|
145,000 |
|
784,215 |
|
|
|
National City Corp. |
|
37,123 |
|
64,965 |
|
|
|
Popular, Inc. |
|
28,772 |
|
238,520 |
|
|
|
Resona Holdings, Inc. |
|
445 |
|
601,394 |
|
|
|
Royal Bank of Scotland PLC |
|
660,084 |
|
2,134,885 |
|
|
|
Sapporo Hokuyo Holdings, Inc. |
|
35 |
|
175,521 |
|
|
|
Societe Generale |
|
116,380 |
|
10,430,986 |
|
|
|
Sumitomo Trust and Banking Co., Ltd. |
|
150,955 |
|
1,007,529 |
|
|
|
Synovus Financial Corp. |
|
77,625 |
|
803,419 |
|
|
|
UniCredit SpA |
|
522,068 |
|
1,947,825 |
|
|
|
Wells Fargo & Co. |
|
77,150 |
|
2,895,440 |
|
|
|
Zions Bancorporation |
|
25,092 |
|
971,060 |
|
|
|
|
|
|
|
$ |
98,839,623 |
|
|
Commercial Services & Supplies — 0.7% |
|
|
|
|
|
|
|
Avery Dennison Corp. |
|
23,372 |
|
$ |
1,039,587 |
|
|
Dai Nippon Printing Co., Ltd. |
|
73,000 |
|
986,416 |
|
|
|
Rentokil Initial PLC |
|
2,336,582 |
|
2,906,496 |
|
|
|
RR Donnelley & Sons Co. |
|
70,366 |
|
1,726,078 |
|
|
|
SECOM Co., Ltd. |
|
69,300 |
|
2,892,042 |
|
|
|
Serco Group PLC |
|
144,136 |
|
942,457 |
|
|
|
Suez Environnement SA (1) |
|
5,000 |
|
122,837 |
|
|
|
Waste Management, Inc. |
|
18,690 |
|
588,548 |
|
|
|
|
|
|
|
$ |
11,204,461 |
|
|
Communications Equipment — 5.0% |
|
|
|
|
|
|
|
Alcatel-Lucent (1) |
|
370,076 |
|
$ |
1,422,972 |
|
|
Brocade Communications Systems, Inc. (1) |
|
76,415 |
|
444,735 |
|
|
|
Cisco Systems, Inc. (1) |
|
999,233 |
|
22,542,696 |
|
|
|
Corning, Inc. |
|
13,370 |
|
209,107 |
|
|
|
Harris Corp. |
|
47,813 |
|
2,208,961 |
|
|
|
Nokia Oyj |
|
434,865 |
|
8,092,711 |
|
|
|
QUALCOMM, Inc. |
|
724,882 |
|
31,148,180 |
|
|
|
Research In Motion, Ltd. (1) |
|
167,739 |
|
11,456,574 |
|
|
|
Riverbed Technology, Inc. (1) |
|
104,454 |
|
1,307,764 |
|
|
|
|
|
|
|
$ |
78,833,700 |
|
|
Computers & Peripherals — 4.8% |
|
|
|
|
|
|
|
Apple, Inc. (1) |
|
395,083 |
|
$ |
44,905,134 |
|
|
EMC Corp. (1) |
|
279,905 |
|
3,347,664 |
|
|
|
Fujitsu, Ltd. |
|
153,121 |
|
862,382 |
|
|
|
Hewlett-Packard Co. |
|
247,871 |
|
11,461,555 |
|
|
|
International Business Machines Corp. |
|
81,602 |
|
9,544,170 |
|
|
|
Mitsumi Electric Co., Ltd. |
|
56,500 |
|
1,437,278 |
|
|
|
NEC Corp. |
|
168,000 |
|
719,338 |
|
|
|
NetApp, Inc. (1) |
|
24,665 |
|
449,643 |
|
|
|
Palm, Inc. |
|
54,994 |
|
328,314 |
|
|
|
SanDisk Corp. (1) |
|
53,957 |
|
1,054,859 |
|
|
|
Toshiba Corp. |
|
187,431 |
|
818,899 |
|
|
|
|
|
|
|
$ |
74,929,236 |
|
|
Construction & Engineering — 0.2% |
|
|
|
|
|
|
|
Bouygues SA |
|
19,516 |
|
$ |
882,106 |
|
|
JGC Corp. |
|
64,000 |
|
1,028,613 |
|
|
|
Obayashi Corp. |
|
241,000 |
|
1,220,947 |
|
|
|
Skanska AB |
|
51,200 |
|
578,678 |
|
|
|
|
|
|
|
$ |
3,710,344 |
|
3
|
Construction Materials — 0.2% |
|
|
|
|
|
|
|
Lafarge SA |
|
10,540 |
|
$ |
1,107,255 |
|
|
Vulcan Materials Co. |
|
27,988 |
|
2,085,106 |
|
|
|
|
|
|
|
$ |
3,192,361 |
|
|
Consumer Finance — 0.2% |
|
|
|
|
|
|
|
Credit Saison Co., Ltd. |
|
63,000 |
|
$ |
1,037,256 |
|
|
Student Loan Corp. |
|
16,049 |
|
1,492,557 |
|
|
|
Takefuji Corp. |
|
21,420 |
|
279,241 |
|
|
|
|
|
|
|
$ |
2,809,054 |
|
|
Containers & Packaging — 0.1% |
|
|
|
|
|
|
|
Bemis Co., Inc. |
|
21,337 |
|
$ |
559,243 |
|
|
Toyo Seikan Kaisha, Ltd. |
|
71,300 |
|
1,096,456 |
|
|
|
|
|
|
|
$ |
1,655,699 |
|
|
Distributors — 0.1% |
|
|
|
|
|
|
|
Genuine Parts Co. |
|
56,294 |
|
$ |
2,263,582 |
|
|
|
|
|
|
$ |
2,263,582 |
|
|
Diversified Consumer Services — 0.1% |
|
|
|
|
|
|
|
H&R Block, Inc. |
|
65,199 |
|
$ |
1,483,277 |
|
|
Regis Corp. |
|
10,423 |
|
286,633 |
|
|
|
|
|
|
|
$ |
1,769,910 |
|
|
Diversified Financial Services — 2.4% |
|
|
|
|
|
|
|
Bank of America Corp. |
|
340,871 |
|
$ |
11,930,485 |
|
|
CITGroup, Inc. |
|
59,215 |
|
412,136 |
|
|
|
Citigroup, Inc. |
|
306,296 |
|
6,282,131 |
|
|
|
CME Group, Inc. |
|
6,433 |
|
2,389,924 |
|
|
|
Fortis |
|
111,868 |
|
689,572 |
|
|
|
ING Groep NV |
|
317,107 |
|
6,782,863 |
|
|
|
Investor AB, Class B |
|
78,000 |
|
1,450,368 |
|
|
|
JPMorgan Chase & Co. |
|
114,329 |
|
5,339,164 |
|
|
|
NYSE Euronext |
|
66,867 |
|
2,619,849 |
|
|
|
|
|
|
|
$ |
37,896,492 |
|
|
Diversified Telecommunication Services — 3.1% |
|
|
|
|
|
|
|
AT&T, Inc. |
|
179,440 |
|
$ |
5,009,965 |
|
|
Deutsche Telekom AG |
|
241,922 |
|
3,665,905 |
|
|
|
Embarq Corp. |
|
13,779 |
|
558,738 |
|
|
|
France Telecom SA |
|
215,006 |
|
6,017,340 |
|
|
|
Frontier Communications Corp. |
|
333,106 |
|
3,830,719 |
|
|
|
Telefonica SA |
|
796,352 |
|
18,892,948 |
|
|
|
Verizon Communications, Inc. |
|
246,478 |
|
7,909,479 |
|
|
|
Windstream Corp. |
|
255,703 |
|
2,797,391 |
|
|
|
|
|
|
|
$ |
48,682,485 |
|
|
Electric Utilities — 1.9% |
|
|
|
|
|
|
|
Duke Energy Corp. |
|
208,933 |
|
$ |
3,641,702 |
|
|
E.ON AG |
|
173,317 |
|
8,704,715 |
|
|
|
Enel SpA |
|
1,137,993 |
|
9,478,353 |
|
|
|
Exelon Corp. |
|
21,194 |
|
1,327,168 |
|
|
|
Fortum Oyj |
|
37,386 |
|
1,251,840 |
|
|
|
Hokkaido Electric Power Co. |
|
13,500 |
|
282,388 |
|
|
|
Iberdrola SA |
|
172,196 |
|
1,745,420 |
|
|
|
Kyushu Electric Power Co., Inc. |
|
13,400 |
|
279,818 |
|
|
|
Scottish and Southern Energy PLC |
|
60,381 |
|
1,540,417 |
|
|
|
Shikoku Electric Power Co. |
|
5,700 |
|
143,421 |
|
|
|
Tokyo Electric Power Co., Inc. |
|
21,001 |
|
517,642 |
|
|
|
Union Fenosa SA |
|
61,836 |
|
1,508,381 |
|
|
|
|
|
|
|
$ |
30,421,265 |
|
|
Electrical Equipment — 1.1% |
|
|
|
|
|
|
|
ABB, Ltd. (1) |
|
292,174 |
|
$ |
5,676,769 |
|
|
Cooper Industries, Ltd., Class A |
|
30,705 |
|
1,226,665 |
|
|
4
|
|
|
|
|
|
|
|
|
Emerson Electric Co. |
|
180,232 |
|
$ |
7,351,663 |
|
|
Fuji Electric Holdings Co., Ltd. |
|
162,000 |
|
392,021 |
|
|
|
Furukawa Electric Co., Ltd. |
|
257,000 |
|
1,136,913 |
|
|
|
Hitachi Cable, Ltd. |
|
52,000 |
|
177,880 |
|
|
|
Sunpower Corp., Class A (1) |
|
5,981 |
|
424,232 |
|
|
|
Ushio, Inc. |
|
11,500 |
|
189,819 |
|
|
|
|
|
|
|
$ |
16,575,962 |
|
|
Electronic Equipment, Instruments & Components — 0.9% |
|
|
|
|
|
|
|
Electrocomponents PLC |
|
218,327 |
|
$ |
647,796 |
|
|
Fuji Photo Film Co., Ltd. |
|
90,800 |
|
2,345,094 |
|
|
|
Hitachi, Ltd. |
|
135,000 |
|
913,013 |
|
|
|
Kyocera Corp. |
|
73,234 |
|
5,568,827 |
|
|
|
Mabuchi Motor Co., Ltd. |
|
7,700 |
|
350,759 |
|
|
|
Murata Manufacturing Co., Ltd. |
|
6,400 |
|
258,835 |
|
|
|
Omron Corp. |
|
11,800 |
|
183,491 |
|
|
|
TDK Corp. |
|
66,700 |
|
3,346,699 |
|
|
|
Yokogawa Electric Corp. |
|
107,500 |
|
683,779 |
|
|
|
|
|
|
|
$ |
14,298,293 |
|
|
Energy Equipment & Services — 0.9% |
|
|
|
|
|
|
|
Amec PLC |
|
74,000 |
|
$ |
851,005 |
|
|
Halliburton Co. |
|
168,088 |
|
5,444,370 |
|
|
|
Noble Corp. |
|
25,411 |
|
1,115,543 |
|
|
|
Schlumberger, Ltd. |
|
30,905 |
|
2,413,371 |
|
|
|
Transocean, Inc. (1) |
|
39,772 |
|
4,368,556 |
|
|
|
|
|
|
|
$ |
14,192,845 |
|
|
Food & Staples Retailing — 2.3% |
|
|
|
|
|
|
|
Circle K Sunkus Co., Ltd. |
|
16,500 |
|
$ |
274,001 |
|
|
CVS Caremark Corp. |
|
273,973 |
|
9,221,931 |
|
|
|
Familymart Co., Ltd. |
|
10,600 |
|
449,327 |
|
|
|
Koninklijke Ahold NV |
|
122,728 |
|
1,414,548 |
|
|
|
Kroger Co. (The) |
|
129,054 |
|
3,546,404 |
|
|
|
Metro AG |
|
28,658 |
|
1,433,876 |
|
|
|
Safeway, Inc. |
|
69,531 |
|
1,649,275 |
|
|
|
Sysco Corp. |
|
100,301 |
|
3,092,280 |
|
|
|
UNY Co., Ltd. |
|
65,000 |
|
662,631 |
|
|
|
Wal-Mart Stores, Inc. |
|
234,129 |
|
14,021,986 |
|
|
|
|
|
|
|
$ |
35,766,259 |
|
|
Food Products — 3.0% |
|
|
|
|
|
|
|
Campbell Soup Co. |
|
17,968 |
|
$ |
693,565 |
|
|
ConAgra Foods, Inc. |
|
77,043 |
|
1,499,257 |
|
|
|
H.J. Heinz Co. |
|
14,987 |
|
748,900 |
|
|
|
Hershey Co. (The) |
|
85,383 |
|
3,376,044 |
|
|
|
Kraft Foods, Inc., Class A |
|
88,500 |
|
2,898,375 |
|
|
|
Meiji Seika Kaisha, Ltd. |
|
260,851 |
|
1,194,649 |
|
|
|
Morinaga & Co., Ltd. |
|
46,079 |
|
85,478 |
|
|
|
Nestle SA |
|
558,806 |
|
24,213,759 |
|
|
|
Nippon Suisan Kaisha, Ltd. |
|
256,600 |
|
945,749 |
|
|
|
Nissin Food Products Co., Ltd. |
|
11,700 |
|
417,742 |
|
|
|
Sara Lee Corp. |
|
32,588 |
|
411,586 |
|
|
|
Toyo Suisan Kaisha, Ltd. |
|
15,000 |
|
380,945 |
|
|
|
Unilever NV |
|
343,720 |
|
9,653,687 |
|
|
|
|
|
|
|
$ |
46,519,736 |
|
|
Gas Utilities — 0.3% |
|
|
|
|
|
|
|
Gas Natural SDG SA |
|
45,614 |
|
$ |
1,689,351 |
|
|
GDF Suez |
|
40,000 |
|
2,076,396 |
|
|
|
Snam Rete Gas |
|
260,064 |
|
1,568,140 |
|
|
|
|
|
|
|
$ |
5,333,887 |
|
|
Health Care Equipment & Supplies — 1.7% |
|
|
|
|
|
|
|
Advanced Medical Optics, Inc. (1) |
|
36,839 |
|
$ |
654,997 |
|
|
Boston Scientific Corp. (1) |
|
187,908 |
|
2,305,631 |
|
|
5
|
|
|
|
|
|
|
|
|
Cooper Cos., Inc. (The) |
|
16,718 |
|
$ |
581,118 |
|
|
Covidien, Ltd. |
|
19,968 |
|
1,073,480 |
|
|
|
Gen-Probe, Inc. (1) |
|
23,579 |
|
1,250,866 |
|
|
|
Hospira, Inc. (1) |
|
13,029 |
|
497,708 |
|
|
|
Immucor, Inc. (1) |
|
58,135 |
|
1,857,995 |
|
|
|
Intuitive Surgical, Inc. (1) |
|
17,782 |
|
4,285,106 |
|
|
|
Medtronic, Inc. |
|
123,565 |
|
6,190,607 |
|
|
|
Olympus Optical Corp. |
|
67,000 |
|
1,961,762 |
|
|
|
Terumo Corp. |
|
71,200 |
|
3,720,754 |
|
|
|
Thoratec Corp. (1) |
|
59,499 |
|
1,561,849 |
|
|
|
West Pharmaceutical Services, Inc. |
|
14,776 |
|
721,364 |
|
|
|
|
|
|
|
$ |
26,663,237 |
|
|
Health Care Providers & Services — 1.1% |
|
|
|
|
|
|
|
Cardinal Health, Inc. |
|
23,264 |
|
$ |
1,146,450 |
|
|
DaVita, Inc. (1) |
|
20,000 |
|
1,140,200 |
|
|
|
Humana, Inc. (1) |
|
35,364 |
|
1,456,997 |
|
|
|
Laboratory Corp. of America Holdings (1) |
|
17,446 |
|
1,212,497 |
|
|
|
Lincare Holdings, Inc. (1) |
|
56,738 |
|
1,707,246 |
|
|
|
McKesson Corp. |
|
119,157 |
|
6,411,838 |
|
|
|
Medco Health Solutions, Inc. (1) |
|
77,226 |
|
3,475,170 |
|
|
|
Omnicare, Inc. |
|
32,075 |
|
922,798 |
|
|
|
|
|
|
|
$ |
17,473,196 |
|
|
Hotels, Restaurants & Leisure — 1.2% |
|
|
|
|
|
|
|
Accor SA |
|
26,214 |
|
$ |
1,396,866 |
|
|
Carnival Corp., Unit |
|
126,018 |
|
4,454,736 |
|
|
|
Marriott International, Inc., Class A |
|
70,942 |
|
1,850,877 |
|
|
|
Starbucks Corp. (1) |
|
354,913 |
|
5,277,556 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
54,114 |
|
1,522,768 |
|
|
|
Yum! Brands, Inc. |
|
157,714 |
|
5,143,054 |
|
|
|
|
|
|
|
$ |
19,645,857 |
|
|
Household Durables — 0.7% |
|
|
|
|
|
|
|
Clarion Co., Ltd. |
|
47,000 |
|
$ |
65,992 |
|
|
Makita Corp. |
|
13,500 |
|
277,049 |
|
|
|
Pioneer Corp. |
|
76,500 |
|
505,504 |
|
|
|
Pulte Homes, Inc. |
|
46,398 |
|
648,180 |
|
|
|
Ryland Group, Inc. |
|
47,443 |
|
1,258,188 |
|
|
|
Sekisui Chemical Co., Ltd. |
|
44,000 |
|
262,027 |
|
|
|
Sharp Corp. |
|
86,000 |
|
941,408 |
|
|
|
Snap-On, Inc. |
|
15,120 |
|
796,219 |
|
|
|
Sony Corp. |
|
82,900 |
|
2,561,013 |
|
|
|
Stanley Works |
|
48,688 |
|
2,032,237 |
|
|
|
Whirlpool Corp. |
|
17,290 |
|
1,370,924 |
|
|
|
|
|
|
|
$ |
10,718,741 |
|
|
Household Products — 1.2% |
|
|
|
|
|
|
|
Colgate-Palmolive Co. |
|
19,867 |
|
$ |
1,496,978 |
|
|
Kao Corp. |
|
114,654 |
|
3,080,239 |
|
|
|
Procter & Gamble Co. |
|
196,035 |
|
13,661,679 |
|
|
|
Uni-Charm Corp. |
|
8,500 |
|
653,653 |
|
|
|
|
|
|
|
$ |
18,892,549 |
|
|
Industrial Conglomerates — 2.3% |
|
|
|
|
|
|
|
3M Co. |
|
81,121 |
|
$ |
5,541,376 |
|
|
General Electric Co. |
|
616,068 |
|
15,709,734 |
|
|
|
Hankyu Hanshin Holdings, Inc. |
|
23,128 |
|
106,422 |
|
|
|
Siemens AG |
|
155,733 |
|
14,493,806 |
|
|
|
|
|
|
|
$ |
35,851,338 |
|
6
|
Insurance — 3.8% |
|
|
|
|
|
|
|
ACE, Ltd. |
|
78,172 |
|
$ |
4,231,450 |
|
|
AFLAC, Inc. |
|
68,355 |
|
4,015,856 |
|
|
|
Aioi Insurance Co., Ltd. |
|
166,000 |
|
829,478 |
|
|
|
Alleanza Assicurazioni SpA |
|
121,297 |
|
1,112,476 |
|
|
|
Allianz SE |
|
30,941 |
|
4,232,467 |
|
|
|
Allstate Corp. (The) |
|
87,349 |
|
4,028,536 |
|
|
|
AON Corp. |
|
136,360 |
|
6,130,746 |
|
|
|
AXA SA |
|
428,404 |
|
13,992,154 |
|
|
|
Cincinnati Financial Corp. |
|
20,643 |
|
587,087 |
|
|
|
CNP Assurances |
|
14,204 |
|
1,600,756 |
|
|
|
Corporacion Mapfre SA |
|
125,662 |
|
548,090 |
|
|
|
Fondiaria - SAI SpA |
|
22,751 |
|
535,809 |
|
|
|
Friends Provident PLC |
|
275,000 |
|
468,933 |
|
|
|
Lincoln National Corp. |
|
3,641 |
|
155,871 |
|
|
|
Marsh & McLennan Cos., Inc. |
|
83,242 |
|
2,643,766 |
|
|
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
47,495 |
|
7,148,345 |
|
|
|
Prudential PLC |
|
525,459 |
|
4,803,528 |
|
|
|
RSA Insurance Group PLC |
|
290,000 |
|
777,362 |
|
|
|
T & D Holdings, Inc. |
|
17,500 |
|
926,032 |
|
|
|
TrygVesta AS |
|
13,598 |
|
872,377 |
|
|
|
|
|
|
|
$ |
59,641,119 |
|
|
Internet & Catalog Retail — 0.3% |
|
|
|
|
|
|
|
Amazon.com, Inc. (1) |
|
33,987 |
|
$ |
2,472,894 |
|
|
Home Retail Group |
|
540,905 |
|
2,285,424 |
|
|
|
HSN, Inc. (1) |
|
44,386 |
|
488,690 |
|
|
|
|
|
|
|
$ |
5,247,008 |
|
|
Internet Software & Services — 2.6% |
|
|
|
|
|
|
|
Akamai Technologies, Inc. (1) |
|
23,623 |
|
$ |
411,985 |
|
|
Ariba, Inc. (1) |
|
14,726 |
|
208,078 |
|
|
|
eAccess, Ltd. |
|
158 |
|
88,718 |
|
|
|
eBay, Inc. (1) |
|
379,129 |
|
8,484,907 |
|
|
|
Google, Inc., Class A (1) |
|
59,778 |
|
23,942,285 |
|
|
|
IAC/InterActiveCorp. (1) |
|
110,965 |
|
1,919,695 |
|
|
|
VeriSign, Inc. (1) |
|
130,604 |
|
3,406,152 |
|
|
|
Yahoo!, Inc. (1) |
|
144,588 |
|
2,501,372 |
|
|
|
|
|
|
|
$ |
40,963,192 |
|
|
IT Services — 0.7% |
|
|
|
|
|
|
|
Accenture, Ltd., Class A |
|
8,251 |
|
$ |
313,538 |
|
|
CapGemini SA |
|
7,574 |
|
357,002 |
|
|
|
Cognizant Technology Solutions Corp. (1) |
|
125,529 |
|
2,865,827 |
|
|
|
Metavante Technologies, Inc. (1) |
|
12,238 |
|
235,704 |
|
|
|
Nomura Research Institute, Ltd. |
|
14,000 |
|
288,654 |
|
|
|
NTT Data Corp. |
|
706 |
|
2,796,176 |
|
|
|
Obic Co., Ltd. |
|
600 |
|
98,091 |
|
|
|
Satyam Computer Services, Ltd. ADR |
|
153,448 |
|
2,478,185 |
|
|
|
Total System Services, Inc. |
|
28,215 |
|
462,726 |
|
|
|
Western Union Co. |
|
40,000 |
|
986,800 |
|
|
|
|
|
|
|
$ |
10,882,703 |
|
|
Leisure Equipment & Products — 0.2% |
|
|
|
|
|
|
|
Hasbro, Inc. |
|
26,234 |
|
$ |
910,844 |
|
|
Mattel, Inc. |
|
31,709 |
|
572,030 |
|
|
|
Nikon Corp. |
|
97,000 |
|
2,331,101 |
|
|
|
|
|
|
|
$ |
3,813,975 |
|
|
Life Sciences Tools & Services — 0.1% |
|
|
|
|
|
|
|
PerkinElmer, Inc. |
|
27,425 |
|
$ |
684,802 |
|
|
Thermo Fisher Scientific, Inc. (1) |
|
12,387 |
|
681,285 |
|
|
|
|
|
|
|
$ |
1,366,087 |
|
7
|
Machinery — 1.5% |
|
|
|
|
|
|
|
AGCO Corp. (1) |
|
44,000 |
|
$ |
1,874,840 |
|
|
Amada Co., Ltd. |
|
38,000 |
|
209,063 |
|
|
|
Caterpillar, Inc. |
|
28,676 |
|
1,709,090 |
|
|
|
Danaher Corp. |
|
1,373 |
|
95,286 |
|
|
|
Dover Corp. |
|
13,219 |
|
536,030 |
|
|
|
Eaton Corp. |
|
46,216 |
|
2,596,415 |
|
|
|
Fanuc, Ltd. |
|
70,627 |
|
5,322,906 |
|
|
|
Illinois Tool Works, Inc. |
|
13,282 |
|
590,385 |
|
|
|
Japan Steel Works, Ltd. |
|
135,000 |
|
1,681,460 |
|
|
|
Kawasaki Heavy Industries, Ltd. |
|
209,000 |
|
446,718 |
|
|
|
Komatsu, Ltd. |
|
93,000 |
|
1,525,275 |
|
|
|
Kurita Water Industries, Ltd. |
|
14,700 |
|
344,918 |
|
|
|
Minebea Co., Ltd. |
|
212,227 |
|
797,403 |
|
|
|
NSK, Ltd. |
|
151,000 |
|
873,878 |
|
|
|
Pall Corp. |
|
19,443 |
|
668,645 |
|
|
|
Parker Hannifin Corp. |
|
60,996 |
|
3,232,788 |
|
|
|
Vallourec SA |
|
2,492 |
|
536,515 |
|
|
|
|
|
|
|
$ |
23,041,615 |
|
|
Marine — 0.1% |
|
|
|
|
|
|
|
Nippon Yusen KK |
|
175,000 |
|
$ |
1,142,799 |
|
|
|
|
|
|
$ |
1,142,799 |
|
|
Media — 2.3% |
|
|
|
|
|
|
|
British Sky Broadcasting Group PLC |
|
51,500 |
|
$ |
384,147 |
|
|
CBS Corp., Class B |
|
46,764 |
|
681,819 |
|
|
|
Central European Media Enterprises, Ltd., Class A (1) |
|
14,681 |
|
960,137 |
|
|
|
Comcast Corp., Class A |
|
526,294 |
|
10,331,151 |
|
|
|
Comcast Corp., Special Class A |
|
158,938 |
|
3,134,257 |
|
|
|
Dentsu, Inc. |
|
800 |
|
1,611,808 |
|
|
|
Fuji Television Network, Inc. |
|
68 |
|
87,866 |
|
|
|
Omnicom Group, Inc. |
|
82,642 |
|
3,186,676 |
|
|
|
PagesJaunes Groupe SA |
|
90,227 |
|
1,256,269 |
|
|
|
Television Francaise |
|
75,221 |
|
1,329,612 |
|
|
|
Thomson Reuters PLC |
|
87,872 |
|
1,968,585 |
|
|
|
Virgin Media, Inc. |
|
26,145 |
|
206,546 |
|
|
|
Walt Disney Co. |
|
273,863 |
|
8,404,855 |
|
|
|
Wolters Kluwer NV |
|
38,299 |
|
774,513 |
|
|
|
WPP Group PLC |
|
155,800 |
|
1,263,458 |
|
|
|
|
|
|
|
$ |
35,581,699 |
|
|
Metals & Mining — 2.1% |
|
|
|
|
|
|
|
Alcoa, Inc. |
|
62,369 |
|
$ |
1,408,292 |
|
|
Anglo American PLC |
|
165,185 |
|
5,594,329 |
|
|
|
Arcelor Mittal |
|
142,034 |
|
7,178,921 |
|
|
|
Barrick Gold Corp. |
|
20,610 |
|
757,211 |
|
|
|
Companhia Vale do Rio Doce ADR |
|
40,000 |
|
766,000 |
|
|
|
Dowa Mining Co., Ltd. |
|
59,701 |
|
268,191 |
|
|
|
Eurasian Natural Resources Corp. |
|
75,000 |
|
684,723 |
|
|
|
Lonmin PLC |
|
15,000 |
|
615,072 |
|
|
|
Newmont Mining Corp. |
|
35,000 |
|
1,356,600 |
|
|
|
Nippon Light Metal Co., Ltd. |
|
755,000 |
|
887,961 |
|
|
|
Rio Tinto PLC |
|
160,570 |
|
10,103,334 |
|
|
|
Sumitomo Metal Industries, Ltd. |
|
241,613 |
|
750,377 |
|
|
|
Sumitomo Metal Mining Co., Ltd. |
|
98,000 |
|
983,887 |
|
|
|
Teck Cominco, Ltd., Class B |
|
42,905 |
|
1,249,394 |
|
|
|
Toho Titanium |
|
7,000 |
|
108,509 |
|
|
|
Toho Zinc Co., Ltd. |
|
31,000 |
|
84,789 |
|
|
|
Vedanta Resources PLC |
|
23,766 |
|
499,433 |
|
|
|
|
|
|
|
$ |
33,297,023 |
|
|
Multiline Retail — 0.6% |
|
|
|
|
|
|
|
Hankyu Department Stores |
|
42,000 |
|
$ |
256,218 |
|
|
J Front Retailing Co., Ltd. |
|
162,000 |
|
936,269 |
|
|
8
|
|
|
|
|
|
|
|
|
Kohl’s Corp. (1) |
|
20,000 |
|
$ |
921,600 |
|
|
Nordstrom, Inc. |
|
42,995 |
|
1,239,116 |
|
|
|
PPR SA |
|
12,595 |
|
1,124,453 |
|
|
|
Ryohin Keikaku Co., Ltd. |
|
2,000 |
|
98,612 |
|
|
|
Sears Holdings Corp. (1) |
|
37,087 |
|
3,467,635 |
|
|
|
Target Corp. |
|
15,525 |
|
761,501 |
|
|
|
|
|
|
|
$ |
8,805,404 |
|
|
Multi-Utilities — 1.5% |
|
|
|
|
|
|
|
Ameren Corp. |
|
72,149 |
|
$ |
2,815,975 |
|
|
Centrica PLC |
|
307,754 |
|
1,736,137 |
|
|
|
CMS Energy Corp. |
|
185,436 |
|
2,312,387 |
|
|
|
Consolidated Edison, Inc. |
|
26,799 |
|
1,151,285 |
|
|
|
Dominion Resources, Inc. |
|
58,025 |
|
2,482,310 |
|
|
|
GDF Suez |
|
36,645 |
|
1,889,074 |
|
|
|
NiSource, Inc. |
|
161,910 |
|
2,389,792 |
|
|
|
NorthWestern Corp. |
|
25,742 |
|
646,896 |
|
|
|
PG&E Corp. |
|
9,132 |
|
341,993 |
|
|
|
Public Service Enterprise Group, Inc. |
|
113,644 |
|
3,726,387 |
|
|
|
TECO Energy, Inc. |
|
30,971 |
|
487,174 |
|
|
|
United Utilities Group PLC |
|
331,644 |
|
4,126,342 |
|
|
|
|
|
|
|
$ |
24,105,752 |
|
|
Office Electronics — 0.3% |
|
|
|
|
|
|
|
Canon, Inc. |
|
99,100 |
|
$ |
3,763,691 |
|
|
Xerox Corp. |
|
38,686 |
|
446,050 |
|
|
|
|
|
|
|
$ |
4,209,741 |
|
|
Oil, Gas & Consumable Fuels — 8.1% |
|
|
|
|
|
|
|
Anadarko Petroleum Corp. |
|
27,679 |
|
$ |
1,342,708 |
|
|
BP PLC |
|
1,850,302 |
|
15,449,730 |
|
|
|
Chevron Corp. |
|
86,537 |
|
7,137,572 |
|
|
|
ConocoPhillips |
|
144,488 |
|
10,583,746 |
|
|
|
Cosmo Oil Co., Ltd. |
|
314,000 |
|
746,133 |
|
|
|
Dampskibsselskabet Torm |
|
48,954 |
|
1,176,095 |
|
|
|
El Paso Corp. |
|
56,715 |
|
723,683 |
|
|
|
ENI SpA |
|
287,820 |
|
7,611,905 |
|
|
|
Exxon Mobil Corp. |
|
322,868 |
|
25,073,929 |
|
|
|
Foundation Coal Holdings, Inc. |
|
6,121 |
|
217,785 |
|
|
|
Independent Tankers Corp., Ltd. (1) |
|
215 |
|
258 |
|
|
|
Petrohawk Energy Corp. (1) |
|
24,248 |
|
524,484 |
|
|
|
Range Resources Corp. |
|
37,048 |
|
1,588,248 |
|
|
|
Royal Dutch Shell PLC |
|
383,980 |
|
10,814,996 |
|
|
|
Royal Dutch Shell PLC, Class A |
|
441,067 |
|
12,771,167 |
|
|
|
Suncor Energy, Inc. |
|
55,090 |
|
2,321,493 |
|
|
|
TonenGeneral Sekiyu KK |
|
103,000 |
|
847,482 |
|
|
|
Total SA |
|
332,280 |
|
20,140,823 |
|
|
|
Western Refining, Inc. |
|
42,934 |
|
434,063 |
|
|
|
Williams Cos., Inc. |
|
159,612 |
|
3,774,824 |
|
|
|
XTO Energy, Inc. |
|
90,000 |
|
4,186,800 |
|
|
|
|
|
|
|
$ |
127,467,924 |
|
|
Paper & Forest Products — 0.1% |
|
|
|
|
|
|
|
International Paper Co. |
|
50,046 |
|
$ |
1,310,204 |
|
|
Mondi PLC |
|
83,504 |
|
390,735 |
|
|
|
|
|
|
|
$ |
1,700,939 |
|
|
Personal Products — 0.3% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
22,576 |
|
$ |
614,970 |
|
|
Beiersdorf AG |
|
28,716 |
|
1,810,976 |
|
|
|
Herbalife, Ltd. |
|
21,454 |
|
847,862 |
|
|
|
Oriflame Cosmetics SA |
|
29,484 |
|
1,356,283 |
|
|
|
USANA Health Services, Inc. (1) |
|
9,533 |
|
390,758 |
|
|
|
|
|
|
|
$ |
5,020,849 |
|
9
|
Pharmaceuticals — 6.8% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
155,754 |
|
$ |
8,968,315 |
|
|
Allergan, Inc. |
|
41,914 |
|
2,158,571 |
|
|
|
Astellas Pharma, Inc. |
|
67,800 |
|
2,854,002 |
|
|
|
AstraZeneca PLC |
|
131,950 |
|
5,789,006 |
|
|
|
Bristol-Myers Squibb Co. |
|
330,336 |
|
6,887,506 |
|
|
|
Cardiome Pharma Corp. (1) |
|
62,480 |
|
474,848 |
|
|
|
Chugai Pharmaceuticals Co., Ltd. |
|
61,200 |
|
999,073 |
|
|
|
Daiichi Sankyo Co., Ltd. |
|
66,600 |
|
1,719,116 |
|
|
|
Eisai Co., Ltd. |
|
76,646 |
|
2,998,381 |
|
|
|
Eli Lilly & Co. |
|
28,000 |
|
1,232,840 |
|
|
|
Endo Pharmaceuticals Holdings, Inc. (1) |
|
42,910 |
|
858,200 |
|
|
|
GlaxoSmithKline PLC |
|
722,025 |
|
15,681,473 |
|
|
|
IMS Health, Inc. |
|
20,213 |
|
382,228 |
|
|
|
Johnson & Johnson |
|
71,747 |
|
4,970,632 |
|
|
|
King Pharmaceuticals, Inc. (1) |
|
62,199 |
|
595,866 |
|
|
|
Medicines Co. (1) |
|
62,461 |
|
1,450,344 |
|
|
|
Merck & Co., Inc. |
|
10,000 |
|
315,600 |
|
|
|
Novartis AG |
|
161,420 |
|
8,521,052 |
|
|
|
Pfizer, Inc. |
|
451,391 |
|
8,323,650 |
|
|
|
Roche Holding AG |
|
91,418 |
|
14,348,400 |
|
|
|
Sanofi-Aventis SA |
|
150,181 |
|
9,851,638 |
|
|
|
Santen Pharmaceutical Co., Ltd. |
|
17,000 |
|
432,924 |
|
|
|
Sepracor, Inc. (1) |
|
41,990 |
|
768,837 |
|
|
|
Shionogi & Co., Ltd. |
|
96,000 |
|
1,947,901 |
|
|
|
Takeda Pharmaceutical Co., Ltd. |
|
72,331 |
|
3,648,427 |
|
|
|
Tanabe Seiyaku Co., Ltd. |
|
28,000 |
|
389,844 |
|
|
|
Valeant Pharmaceuticals International (1) |
|
40,456 |
|
828,134 |
|
|
|
|
|
|
|
$ |
107,396,808 |
|
|
Professional Services — 0.2% |
|
|
|
|
|
|
|
Equifax, Inc. |
|
15,217 |
|
$ |
524,226 |
|
|
Manpower, Inc. |
|
23,198 |
|
1,001,226 |
|
|
|
Robert Half International, Inc. |
|
36,951 |
|
914,537 |
|
|
|
|
|
|
|
$ |
2,439,989 |
|
|
Real Estate Investment Trusts (REITs) — 0.3% |
|
|
|
|
|
|
|
Host Hotels & Resorts, Inc. |
|
33,128 |
|
$ |
440,271 |
|
|
Japan Real Estate Investment Corp. |
|
50 |
|
404,190 |
|
|
|
Japan Retail Fund Investment Corp. |
|
50 |
|
205,940 |
|
|
|
Nippon Building Fund, Inc. |
|
56 |
|
542,330 |
|
|
|
Simon Property Group, Inc. |
|
35,779 |
|
3,470,563 |
|
|
|
|
|
|
|
$ |
5,063,294 |
|
|
Real Estate Management & Development — 0.4% |
|
|
|
|
|
|
|
Daito Trust Construction Co., Ltd. |
|
9,200 |
|
$ |
342,786 |
|
|
Daiwa House Industry Co., Ltd. |
|
169,000 |
|
1,618,628 |
|
|
|
Heiwa Real Estate Co., Ltd. |
|
104,000 |
|
373,315 |
|
|
|
Kungsleden AB |
|
90,902 |
|
580,520 |
|
|
|
Mitsubishi Estate Co., Ltd. |
|
76,000 |
|
1,500,271 |
|
|
|
Sumitomo Realty & Development Co., Ltd. |
|
92,000 |
|
2,007,229 |
|
|
|
Tokyu Land Corp. |
|
26,000 |
|
96,817 |
|
|
|
|
|
|
|
$ |
6,519,566 |
|
|
Road & Rail — 0.6% |
|
|
|
|
|
|
|
CSX Corp. |
|
48,354 |
|
$ |
2,638,678 |
|
|
East Japan Railway Co. |
|
94 |
|
702,272 |
|
|
|
Keio Corp. |
|
139,000 |
|
749,897 |
|
|
|
Kinetsu Corp. |
|
91,000 |
|
317,691 |
|
|
|
Nippon Express Co., Ltd. |
|
131,000 |
|
585,860 |
|
|
|
Norfolk Southern Corp. |
|
41,055 |
|
2,718,252 |
|
|
|
Ryder System, Inc. |
|
14,154 |
|
877,548 |
|
|
|
Seino Holdings Corp. |
|
72,000 |
|
340,195 |
|
|
|
Tobu Railway Co., Ltd. |
|
154,000 |
|
748,073 |
|
|
|
|
|
|
|
$ |
9,678,466 |
|
10
|
Semiconductors & Semiconductor Equipment — 2.9% |
|
|
|
|
|
|
|
Advantest Corp. |
|
146,800 |
|
$ |
3,109,714 |
|
|
Applied Materials, Inc. |
|
393,986 |
|
5,961,008 |
|
|
|
Atheros Communications, Inc. (1) |
|
66,024 |
|
1,556,846 |
|
|
|
Broadcom Corp., Class A (1) |
|
117,049 |
|
2,180,623 |
|
|
|
Intel Corp. |
|
991,292 |
|
18,566,899 |
|
|
|
KLA-Tencor Corp. |
|
154,838 |
|
4,900,623 |
|
|
|
Marvell Technology Group, Ltd. (1) |
|
256,978 |
|
2,389,895 |
|
|
|
MEMC Electronic Materials, Inc. (1) |
|
63,895 |
|
1,805,673 |
|
|
|
Microchip Technology, Inc. |
|
26,241 |
|
772,273 |
|
|
|
NVIDIA Corp. (1) |
|
52,275 |
|
559,865 |
|
|
|
ROHM Co., Ltd. |
|
1,500 |
|
82,653 |
|
|
|
Tokyo Electron, Ltd. |
|
66,100 |
|
2,996,462 |
|
|
|
Tokyo Seimitsu Co., Ltd. |
|
21,700 |
|
264,687 |
|
|
|
Veeco Instruments, Inc. (1) |
|
23,763 |
|
351,930 |
|
|
|
|
|
|
|
$ |
45,499,151 |
|
|
Software — 5.3% |
|
|
|
|
|
|
|
Autodesk, Inc. (1) |
|
169,544 |
|
$ |
5,688,201 |
|
|
Cadence Design Systems, Inc. (1) |
|
69,562 |
|
470,239 |
|
|
|
Citrix Systems, Inc. (1) |
|
64,000 |
|
1,616,640 |
|
|
|
Compuware Corp. (1) |
|
52,384 |
|
507,601 |
|
|
|
Dassault Systemes SA |
|
26,098 |
|
1,395,263 |
|
|
|
Electronic Arts, Inc. (1) |
|
123,254 |
|
4,559,165 |
|
|
|
Fuji Soft ABC, Inc. |
|
10,900 |
|
193,208 |
|
|
|
i2 Technologies, Inc. (1) |
|
44,780 |
|
604,082 |
|
|
|
Konami Corp. |
|
80,300 |
|
2,024,172 |
|
|
|
Microsoft Corp. |
|
1,499,724 |
|
40,027,634 |
|
|
|
Nintendo Co., Ltd. |
|
1,600 |
|
679,893 |
|
|
|
Oracle Corp. (1) |
|
1,042,819 |
|
21,179,654 |
|
|
|
Oracle Corp. Japan |
|
10,800 |
|
492,410 |
|
|
|
TiVo, Inc. (1) |
|
242,835 |
|
1,777,552 |
|
|
|
Trend Micro, Inc. |
|
62,897 |
|
2,388,205 |
|
|
|
|
|
|
|
$ |
83,603,919 |
|
|
Specialty Retail — 1.6% |
|
|
|
|
|
|
|
Abercrombie & Fitch Co., Class A |
|
10,681 |
|
$ |
421,365 |
|
|
Aoyama Trading Co., Ltd. |
|
4,915 |
|
65,792 |
|
|
|
Autobacs Seven Co., Ltd. |
|
13,300 |
|
333,028 |
|
|
|
Best Buy Co., Inc. |
|
74,789 |
|
2,804,588 |
|
|
|
Fast Retailing Co., Ltd. |
|
66,200 |
|
6,762,722 |
|
|
|
Home Depot, Inc. |
|
114,338 |
|
2,960,211 |
|
|
|
Inditex SA |
|
39,946 |
|
1,686,482 |
|
|
|
Isetan Mitsukoshi Holdings, Ltd., Class L (1) |
|
116,600 |
|
1,370,528 |
|
|
|
Kesa Electricals PLC |
|
295,229 |
|
590,863 |
|
|
|
Kingfisher PLC |
|
252,177 |
|
602,733 |
|
|
|
Limited Brands, Inc. |
|
115,104 |
|
1,993,601 |
|
|
|
Staples, Inc. |
|
194,492 |
|
4,376,070 |
|
|
|
Tiffany & Co. |
|
13,839 |
|
491,561 |
|
|
|
TJX Companies, Inc. (The) |
|
25,596 |
|
781,190 |
|
|
|
Yamada Denki Co., Ltd. |
|
2,300 |
|
174,649 |
|
|
|
|
|
|
|
$ |
25,415,383 |
|
|
Textiles, Apparel & Luxury Goods — 0.6% |
|
|
|
|
|
|
|
Asics Corp. |
|
8,777 |
|
$ |
68,355 |
|
|
Coach, Inc. (1) |
|
47,222 |
|
1,182,439 |
|
|
|
Compagnie Financiere Richemont AG, Class A |
|
33,833 |
|
1,498,792 |
|
|
|
Hanesbrands, Inc. (1) |
|
4,073 |
|
88,588 |
|
|
|
Nike, Inc., Class B |
|
66,150 |
|
4,425,435 |
|
|
|
Swatch Group AG, Class B |
|
6,168 |
|
1,141,515 |
|
|
|
Toyobo Co., Ltd. |
|
290,000 |
|
490,607 |
|
|
|
|
|
|
|
$ |
8,895,731 |
|
|
Thrifts & Mortgage Finance — 0.0% |
|
|
|
|
|
|
|
Sovereign Bancorp, Inc. |
|
53,195 |
|
$ |
210,120 |
|
|
Tree.com, Inc. (1) |
|
7,397 |
|
35,654 |
|
|
|
|
|
|
|
$ |
245,774 |
|
11
|
Tobacco — 0.9% |
|
|
|
|
|
|
|
Altria Group, Inc. |
|
127,887 |
|
$ |
2,537,278 |
|
|
Imperial Tobacco Group PLC |
|
104,962 |
|
3,378,077 |
|
|
|
Philip Morris International, Inc. |
|
127,887 |
|
6,151,365 |
|
|
|
Swedish Match AB |
|
64,387 |
|
1,117,609 |
|
|
|
UST, Inc. |
|
21,669 |
|
1,441,855 |
|
|
|
|
|
|
|
$ |
14,626,184 |
|
|
Trading Companies & Distributors — 0.3% |
|
|
|
|
|
|
|
ITOCHU Corp. |
|
116,000 |
|
$ |
700,054 |
|
|
Marubeni Corp. |
|
63,000 |
|
286,089 |
|
|
|
Mitsubishi Corp. |
|
62,400 |
|
1,304,003 |
|
|
|
Mitsui & Co., Ltd. |
|
157,962 |
|
1,964,500 |
|
|
|
Toyota Tsusho Corp. |
|
49,991 |
|
656,130 |
|
|
|
|
|
|
|
$ |
4,910,776 |
|
|
Transportation Infrastructure — 0.1% |
|
|
|
|
|
|
|
Societe des Autoroutes Paris-Rhin-Rhone |
|
18,585 |
|
$ |
1,619,709 |
|
|
|
|
|
|
$ |
1,619,709 |
|
|
Water Utilities — 0.1% |
|
|
|
|
|
|
|
Severn Trent PLC |
|
52,773 |
|
$ |
1,283,829 |
|
|
|
|
|
|
$ |
1,283,829 |
|
|
Wireless Telecommunication Services — 1.6% |
|
|
|
|
|
|
|
KDDI Corp. |
|
673 |
|
$ |
3,819,146 |
|
|
NII Holdings, Inc., Class B (1) |
|
30,141 |
|
1,142,947 |
|
|
|
NTT DoCoMo, Inc. |
|
121 |
|
194,031 |
|
|
|
Rogers Communications, Inc., Class B |
|
44,217 |
|
1,469,773 |
|
|
|
Softbank Corp. |
|
196,098 |
|
2,560,047 |
|
|
|
Vodafone Group PLC |
|
7,018,130 |
|
15,539,158 |
|
|
|
|
|
|
|
$ |
24,725,102 |
|
|
Total Common Stocks |
|
|
|
$ |
1,582,337,798 |
|
|
|
|
|
|
|
|
|
|
Other Investments — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Description |
|
Shares |
|
Value |
|
|
|
United Utilities PLC, Deferred Shares (1) (2) |
|
429,187 |
|
$ |
0 |
|
|
|
|
|
|
$ |
0 |
|
|
Total Other Investments |
|
|
|
$ |
0 |
|
|
|
|
|
|
|
|
|
|
Rights — 0.0% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Security |
|
Shares |
|
Value |
|
|
|
Commercial Services & Supplies — 0.0% |
|
|
|
|
|
|
|
Suez Environnement SA, Expires 6/22/10 (1) |
|
38,398 |
|
$ |
242,172 |
|
|
|
|
|
|
$ |
242,172 |
|
|
Total Rights |
|
|
|
$ |
242,172 |
|
|
Total Investments — 100.7% |
|
|
|
$ |
1,582,579,970 |
|
12
|
Covered Call Options Written — (1.3)% |
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
Number |
|
Strike |
|
Expiration |
|
|
|
|||
|
Description |
|
of Contracts |
|
Price |
|
Date |
|
Value |
|
|||
|
AMEX EUROTOP 100 |
|
11,314 |
|
$ |
235 |
|
10/14/08 |
|
$ |
(1,934,807 |
) |
|
|
Dow Jones Euro Stoxx 50 Index |
|
35,086 |
|
EUR |
3,200 |
|
10/17/08 |
|
(2,286,757 |
) |
||
|
FTSE 100 Index |
|
9,461 |
|
GBP |
5,200 |
|
10/17/08 |
|
(1,332,237 |
) |
||
|
NASDAQ 100 Index |
|
1,285 |
|
$ |
1,700 |
|
10/18/08 |
|
(2,338,700 |
) |
||
|
NASDAQ 100 Index |
|
489 |
|
$ |
1,725 |
|
10/18/08 |
|
(660,150 |
) |
||
|
NASDAQ 100 Index |
|
479 |
|
$ |
1,750 |
|
10/18/08 |
|
(455,050 |
) |
||
|
Nikkei 225 Index |
|
1,575,000 |
|
JPY |
12,800 |
|
10/10/08 |
|
(148,522 |
) |
||
|
S&P 500 Index |
|
306 |
|
$ |
1,185 |
|
10/18/08 |
|
(979,200 |
) |
||
|
S&P 500 Index |
|
2,016 |
|
$ |
1,210 |
|
10/18/08 |
|
(4,596,480 |
) |
||
|
S&P 500 Index |
|
2,404 |
|
$ |
1,215 |
|
10/18/08 |
|
(4,447,400 |
) |
||
|
SMI Index |
|
4,751 |
|
CHF |
6,950 |
|
10/17/08 |
|
(398,300 |
) |
||
|
Total Covered Call Options Written |
|
|
|
|
|
|
|
$ |
(19,577,603 |
) |
||
|
Other Assets, Less Liabilities — 0.6% |
|
|
|
|
|
|
|
$ |
9,121,120 |
|
||
|
Net Assets — 100.0% |
|
|
|
|
|
|
|
$ |
1,572,123,487 |
|
||
|
ADR |
— |
American Depository 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. |
Country Concentration of Portfolio
|
|
|
Percentage |
|
|
|
|
|
Country |
|
of Net Assets |
|
Value |
|
|
|
United States |
|
54.6 |
% |
$ |
857,857,009 |
|
|
Japan |
|
11.0 |
|
172,466,097 |
|
|
|
United Kingdom |
|
9.7 |
|
152,792,915 |
|
|
|
France |
|
6.0 |
|
93,750,970 |
|
|
|
Germany |
|
4.8 |
|
74,967,866 |
|
|
|
Switzerland |
|
4.2 |
|
65,931,056 |
|
|
|
Spain |
|
2.6 |
|
40,758,167 |
|
|
|
Netherlands |
|
2.1 |
|
32,607,378 |
|
|
|
Italy |
|
2.0 |
|
30,858,966 |
|
|
|
Canada |
|
1.1 |
|
17,729,293 |
|
|
|
Finland |
|
0.6 |
|
9,344,551 |
|
|
|
Luxembourg |
|
0.5 |
|
8,535,204 |
|
|
|
Panama |
|
0.3 |
|
4,454,736 |
|
|
|
Cayman Islands |
|
0.3 |
|
5,484,099 |
|
|
|
Other Countries, less than 0.3% each |
|
0.9 |
|
15,041,663 |
|
|
|
|
|
100.7 |
% |
$ |
1,582,579,970 |
|
The cost and unrealized appreciation (depreciation) of investments of the Fund at September 30, 2008, as determined on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
1,603,699,676 |
|
|
Gross unrealized appreciation |
|
$ |
156,114,318 |
|
|
Gross unrealized depreciation |
|
(177,234,024 |
) |
|
|
Net unrealized depreciation |
|
$ |
(21,119,706 |
) |
13
Written call options activity for the fiscal year to date ended September 30, 2008 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
1,481,404 |
|
$ |
30,896,320 |
|
|
Options written |
|
14,565,273 |
|
293,716,456 |
|
|
|
Options terminated in closing purchase transactions |
|
(14,323,113 |
) |
(263,152,736 |
) |
|
|
Options expired |
|
(80,973 |
) |
(27,095,364 |
) |
|
|
|
|
|
|
|
|
|
|
Outstanding, end of period |
|
1,642,591 |
|
$ |
34,364,676 |
|
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent. At September 30, 2008, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157 (FAS 157), “Fair Value Measurements”, effective January 1, 2008. FAS 157 established a three-tier hierarchy to prioritize the assumptions, referred to as inputs, 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 fund’s 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.
At September 30, 2008, the inputs used in valuing the Fund’s investments, which are carried at value, were as follows:
|
|
|
Valuation Inputs |
|
Investments in |
|
Other Financial |
|
||
|
Level 1 |
|
Quoted Prices |
|
$ |
898,476,263 |
|
$ |
(19,577,603 |
) |
|
Level 2 |
|
Other Significant Observable Inputs |
|
684,103,707 |
|
— |
|
||
|
Level 3 |
|
Significant Unobservable Inputs |
|
— |
|
— |
|
||
|
Total |
|
|
|
$ |
1,582,579,970 |
|
$ |
(19,577,603 |
) |
*Other financial instruments are written call options, which are valued at the unrealized appreciation (depreciation) on the instrument.
The Fund held no investments or other financial instruments as of December 31, 2007 whose fair value was determined using Level 3 inputs.
For information on the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent financial statements included in its semiannual or annual report to shareholders.
14
Item 2. Controls and Procedures
(a) It is the conclusion of the registrant’s principal executive officer and principal financial officer that the effectiveness of the registrant’s 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 Commission’s 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 registrant’s principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.
(b) There have been no changes in the registrant’s 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 registrant’s internal control over financial reporting.
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 21, 2008 |
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 21, 2008 |
|
|
|
|
|
By: |
|
/s/Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer |
|
|
|
|
|
Date: |
|
November 21, 2008 |