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 |
||
|
(Exact Name of Registrant as Specified in Charter) |
||
|
The Eaton Vance Building, |
|
02109 |
|
(Address of Principal Executive Offices) |
|
(Zip code) |
|
Alan R. Dynner, Esq. |
||
|
(Name and Address of Agent for Services) |
||
|
Registrant’s Telephone Number, Including Area Code: |
|
(617) 482-8260 |
|
Date of Fiscal Year End: |
|
December 31 |
|
Date of Reporting Period: |
|
March 31, 2007 |
Item 1. Schedule of Investments
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund as of March 31, 2007
PORTFOLIO OF INVESTMENTS (Unaudited)
Common Stocks — 101.5%
|
Security |
|
Shares |
|
Value |
|
|
|
Aerospace & Defense — 0.6% |
|
|
|
|
|
|
|
General Dynamics Corp. |
|
66,702 |
|
$ |
5,096,033 |
|
|
Honeywell International, Inc. |
|
152,231 |
|
7,011,760 |
|
|
|
|
|
|
|
$ |
12,107,793 |
|
|
Air Freight & Logistics — 1.0% |
|
|
|
|
|
|
|
C.H. Robinson Worldwide, Inc. |
|
84,275 |
|
$ |
4,024,131 |
|
|
Deutsche Post AG |
|
295,340 |
|
8,884,566 |
|
|
|
Expeditors International of Washington, Inc. |
|
60,642 |
|
2,505,727 |
|
|
|
FedEx Corp. |
|
28,786 |
|
3,092,480 |
|
|
|
Yamato Holdings Co., Ltd. |
|
115,701 |
|
1,858,131 |
|
|
|
|
|
|
|
$ |
20,365,035 |
|
|
Airlines — 0.0% |
|
|
|
|
|
|
|
Japan Airlines Corp. (1) |
|
335,000 |
|
$ |
694,625 |
|
|
|
|
|
|
$ |
694,625 |
|
|
Auto Components — 0.4% |
|
|
|
|
|
|
|
Bridgestone Corp. |
|
72,000 |
|
$ |
1,427,983 |
|
|
Cooper Tire and Rubber Co. |
|
33,444 |
|
611,691 |
|
|
|
Johnson Controls, Inc. |
|
39,177 |
|
3,706,928 |
|
|
|
NGK Spark Plug Co., Ltd. |
|
20,000 |
|
372,453 |
|
|
|
NHK Spring Co., Ltd. |
|
38,000 |
|
379,567 |
|
|
|
Stanley Electric Co., Ltd. |
|
17,200 |
|
348,050 |
|
|
|
Sumitomo Rubber Industries, Inc. |
|
25,000 |
|
272,333 |
|
|
|
Toyota Industries Corp. |
|
9,000 |
|
423,718 |
|
|
|
|
|
|
|
$ |
7,542,723 |
|
|
Automobiles — 1.6% |
|
|
|
|
|
|
|
DaimlerChrysler AG |
|
221,780 |
|
$ |
18,081,140 |
|
|
Harley-Davidson, Inc. |
|
24,652 |
|
1,448,305 |
|
|
|
Honda Motor Co., Ltd. |
|
120,700 |
|
4,197,500 |
|
|
|
Isuzu Motors, Ltd. |
|
77,000 |
|
385,094 |
|
|
|
Mitsubishi Motors Corp. (1) |
|
172,000 |
|
267,426 |
|
|
|
Nissan Motor Co., Ltd. |
|
97,600 |
|
1,040,624 |
|
|
|
Toyota Motor Corp. |
|
84,207 |
|
5,381,961 |
|
|
|
Volkswagen AG |
|
21,183 |
|
3,167,899 |
|
|
|
|
|
|
|
$ |
33,969,949 |
|
|
Beverages — 0.9% |
|
|
|
|
|
|
|
Brown-Forman Corp., Class B |
|
9,015 |
|
$ |
591,023 |
|
|
Carlsberg A/S |
|
16,803 |
|
1,819,012 |
|
|
|
Heineken NV |
|
30,199 |
|
1,573,416 |
|
|
|
Ito En, Ltd. |
|
16,600 |
|
539,457 |
|
|
|
Kirin Brewery Company, Ltd. |
|
68,000 |
|
979,587 |
|
|
|
Pepsi Bottling Group, Inc. |
|
19,042 |
|
607,249 |
|
|
1
|
PepsiCo, Inc. |
|
140,963 |
|
$ |
8,959,608 |
|
|
Pernod-Ricard SA |
|
8,806 |
|
1,784,266 |
|
|
|
Sapporo Holdings, Ltd. |
|
153,000 |
|
1,072,629 |
|
|
|
Scottish & Newcastle PLC |
|
35,190 |
|
415,422 |
|
|
|
Takara Holdings, Inc. |
|
137,000 |
|
964,495 |
|
|
|
|
|
|
|
$ |
19,306,164 |
|
|
Biotechnology — 2.5% |
|
|
|
|
|
|
|
Amgen, Inc. (1) |
|
302,879 |
|
$ |
16,924,879 |
|
|
Amylin Pharmaceuticals, Inc. (1) |
|
33,302 |
|
1,244,163 |
|
|
|
Biogen Idec, Inc. (1) |
|
204,749 |
|
9,086,761 |
|
|
|
CV Therapeutics, Inc. (1) |
|
50,000 |
|
393,500 |
|
|
|
Genzyme Corp. (1) |
|
43,104 |
|
2,587,102 |
|
|
|
Gilead Sciences, Inc. (1) |
|
219,532 |
|
16,794,198 |
|
|
|
LifeCell Corp. (1) |
|
61,774 |
|
1,542,497 |
|
|
|
Martek Biosciences Corp. (1) |
|
12,388 |
|
255,441 |
|
|
|
Regeneron Pharmaceuticals, Inc. (1) |
|
124,547 |
|
2,692,706 |
|
|
|
|
|
|
|
$ |
51,521,247 |
|
|
Building Products — 0.2% |
|
|
|
|
|
|
|
Asahi Glass Co., Ltd. |
|
156,497 |
|
$ |
2,191,561 |
|
|
JS Group Corp. |
|
25,600 |
|
552,561 |
|
|
|
Masco Corp. |
|
37,357 |
|
1,023,582 |
|
|
|
Sanwa Shutter Corp. |
|
78,000 |
|
483,716 |
|
|
|
|
|
|
|
$ |
4,251,420 |
|
|
Capital Markets — 2.5% |
|
|
|
|
|
|
|
Bank of New York Co., Inc. |
|
134,492 |
|
$ |
5,453,651 |
|
|
Charles Schwab Corp. |
|
43,252 |
|
791,079 |
|
|
|
E*Trade Financial Corp. (1) |
|
31,960 |
|
678,191 |
|
|
|
Federated Investors, Inc., Class B |
|
15,936 |
|
585,170 |
|
|
|
Franklin Resources, Inc. |
|
66,123 |
|
7,989,642 |
|
|
|
Goldman Sachs Group, Inc. |
|
7,200 |
|
1,487,736 |
|
|
|
Matsui Securities Co., Ltd. (1) |
|
16,300 |
|
142,060 |
|
|
|
Merrill Lynch & Co., Inc. |
|
85,000 |
|
6,941,950 |
|
|
|
Mitsubishi UFJ Securities Co., Ltd. (1) |
|
36,000 |
|
408,180 |
|
|
|
Nikko Cordial Corp. |
|
65,803 |
|
932,745 |
|
|
|
Nomura Holdings, Inc. |
|
89,400 |
|
1,849,795 |
|
|
|
NYSE Euronext |
|
17,935 |
|
1,710,238 |
|
|
|
UBS AG |
|
373,582 |
|
22,174,320 |
|
|
|
|
|
|
|
$ |
51,144,757 |
|
|
Chemicals — 1.6% |
|
|
|
|
|
|
|
Air Products and Chemicals, Inc. |
|
9,559 |
|
$ |
706,315 |
|
|
BASF AG |
|
137,761 |
|
15,447,306 |
|
|
|
Daicel Chemical Industries, Ltd. |
|
62,000 |
|
420,964 |
|
|
|
Dainippon Ink and Chemicals, Inc. |
|
120,000 |
|
474,401 |
|
|
|
Dow Chemical Co. |
|
73,566 |
|
3,373,737 |
|
|
2
|
E.I. du Pont de Nemours and Co. |
|
19,328 |
|
$ |
955,383 |
|
|
Eastman Chemical Co. |
|
11,375 |
|
720,379 |
|
|
|
Ecolab, Inc. |
|
16,822 |
|
723,346 |
|
|
|
Mitsubishi Chemical Holdings Corp. |
|
35,000 |
|
296,848 |
|
|
|
Mitsubishi Gas Chem Co. |
|
43,000 |
|
409,982 |
|
|
|
Nippon Kayaku Co., Ltd. |
|
180,672 |
|
1,486,710 |
|
|
|
Nissan Chemical Industries, Ltd. |
|
87,000 |
|
1,115,751 |
|
|
|
Nitto Denko Corp. |
|
2,700 |
|
126,299 |
|
|
|
Rohm & Haas Co. |
|
12,829 |
|
663,516 |
|
|
|
Shin-Etsu Chemical Co., Ltd. |
|
71,400 |
|
4,335,573 |
|
|
|
Sumitomo Bakelite Co., Ltd. |
|
39,000 |
|
280,628 |
|
|
|
Taiyo Nippon Sanso Corp. |
|
72,000 |
|
647,516 |
|
|
|
Teijin, Ltd. |
|
179,000 |
|
1,004,056 |
|
|
|
Tokuyama Soda Co. Ltd. |
|
21,000 |
|
365,046 |
|
|
|
Zeon Corp. |
|
24,000 |
|
246,041 |
|
|
|
|
|
|
|
$ |
33,799,797 |
|
|
Commercial Banks — 9.0% |
|
|
|
|
|
|
|
ABN AMRO Holdings NV |
|
422,512 |
|
$ |
18,141,288 |
|
|
Banco Popular Espanol SA |
|
81,170 |
|
1,673,246 |
|
|
|
Banco Santander Central Hispano SA |
|
1,149,698 |
|
20,452,331 |
|
|
|
Bank of Fukuoka, Ltd. |
|
32,000 |
|
254,857 |
|
|
|
Bank of Yokohama, Ltd. |
|
113,000 |
|
838,345 |
|
|
|
Barclays PLC |
|
1,274,463 |
|
18,011,865 |
|
|
|
Bayerische Hypo und Vereinsb Foreign |
|
22,398 |
|
1,185,894 |
|
|
|
BNP Paribas SA |
|
158,748 |
|
16,545,866 |
|
|
|
Comerica, Inc. |
|
8,894 |
|
525,813 |
|
|
|
Commerzbank AG |
|
48,772 |
|
2,146,926 |
|
|
|
DNB NOR ASA |
|
105,036 |
|
1,469,691 |
|
|
|
First Horizon National Corp. |
|
14,106 |
|
585,822 |
|
|
|
HSBC Holdings PLC |
|
1,782,708 |
|
31,114,369 |
|
|
|
Huntington Bancshares, Inc. |
|
22,759 |
|
497,284 |
|
|
|
Intesa Sanpaolo |
|
1,213,354 |
|
9,189,572 |
|
|
|
Joyo Bank, Ltd. |
|
37,000 |
|
229,785 |
|
|
|
KeyCorp |
|
16,538 |
|
619,679 |
|
|
|
Lloyds TSB Group PLC |
|
910,946 |
|
10,028,189 |
|
|
|
Marshall & Ilsley Corp. |
|
36,714 |
|
1,700,225 |
|
|
|
Mizuho Financial Group, Inc. |
|
81 |
|
519,282 |
|
|
|
Mizuho Trust & Banking Co., Ltd. |
|
155,000 |
|
341,248 |
|
|
|
National City Corp. |
|
168,516 |
|
6,277,221 |
|
|
|
Placer Sierra Bancshares |
|
7,177 |
|
194,210 |
|
|
|
Regions Financial Corp. |
|
16,786 |
|
593,721 |
|
|
|
Royal Bank of Scotland Group PLC |
|
471,202 |
|
18,385,919 |
|
|
|
Societe Generale |
|
99,169 |
|
17,086,914 |
|
|
|
Sterling Bancorp |
|
25,916 |
|
469,080 |
|
|
|
Sumitomo Mitsui Financial Group, Inc. |
|
105 |
|
948,725 |
|
|
|
Sumitomo Trust and Banking Co., Ltd. |
|
185,955 |
|
1,925,411 |
|
|
3
|
Synovus Financial Corp. |
|
19,321 |
|
$ |
624,841 |
|
|
Wells Fargo & Co. |
|
104,600 |
|
3,601,378 |
|
|
|
|
|
|
|
$ |
186,178,997 |
|
|
Commercial Services & Supplies — 1.1% |
|
|
|
|
|
|
|
Adecco SA |
|
28,437 |
|
$ |
1,799,851 |
|
|
Avery Dennison Corp. |
|
10,114 |
|
649,926 |
|
|
|
Cintas Corp. |
|
136,477 |
|
4,926,820 |
|
|
|
Dai Nippon Printing Co., Ltd. |
|
98,000 |
|
1,535,038 |
|
|
|
Donnelley (R.R) & Sons Co. |
|
73,912 |
|
2,704,440 |
|
|
|
Equifax, Inc. |
|
15,217 |
|
554,660 |
|
|
|
Experian Group, Ltd. (1) |
|
49,527 |
|
570,548 |
|
|
|
Half (Robert) International, Inc. |
|
15,815 |
|
585,313 |
|
|
|
PARK24 Co., Ltd. |
|
21,200 |
|
283,813 |
|
|
|
Pitney Bowes, Inc. |
|
36,173 |
|
1,641,892 |
|
|
|
Resources Connection, Inc. (1) |
|
44,239 |
|
1,415,206 |
|
|
|
SECOM Co., Ltd. (1) |
|
71,000 |
|
3,274,069 |
|
|
|
Serco Group PLC |
|
144,136 |
|
1,299,467 |
|
|
|
Suez SA STRIP VVPR (1) |
|
53,996 |
|
719 |
|
|
|
Waste Management, Inc. |
|
18,690 |
|
643,123 |
|
|
|
|
|
|
|
$ |
21,884,885 |
|
|
Communications Equipment — 4.2% |
|
|
|
|
|
|
|
Cisco Systems, Inc. (1) |
|
999,233 |
|
$ |
25,510,419 |
|
|
Corning, Inc. (1) |
|
179,244 |
|
4,076,009 |
|
|
|
Harris Corp. |
|
47,813 |
|
2,436,072 |
|
|
|
Motorola, Inc. |
|
131,993 |
|
2,332,316 |
|
|
|
Nokia Oyi ADR |
|
590,865 |
|
13,566,869 |
|
|
|
QUALCOMM, Inc. |
|
729,121 |
|
31,104,302 |
|
|
|
Telefonaktiebolaget LM Ericsson |
|
2,407,117 |
|
8,881,508 |
|
|
|
|
|
|
|
$ |
87,907,495 |
|
|
Computer Peripherals — 4.2% |
|
|
|
|
|
|
|
Apple Computer, Inc. (1) |
|
410,532 |
|
$ |
38,142,528 |
|
|
Brocade Communications Systems, Inc. (1) |
|
76,415 |
|
727,471 |
|
|
|
Dell, Inc. (1) |
|
368,613 |
|
8,555,508 |
|
|
|
Diebold, Inc. |
|
18,729 |
|
893,561 |
|
|
|
EMC Corp. (1) |
|
279,905 |
|
3,876,684 |
|
|
|
Fujitsu, Ltd. |
|
203,121 |
|
1,345,003 |
|
|
|
Hewlett-Packard Co. |
|
247,871 |
|
9,949,542 |
|
|
|
International Business Machines Corp. |
|
137,282 |
|
12,940,201 |
|
|
|
NEC Corp. |
|
50,000 |
|
266,713 |
|
|
|
Palm, Inc. (1) |
|
69,717 |
|
1,263,969 |
|
|
|
SanDisk Corp. (1) |
|
93,871 |
|
4,111,550 |
|
|
|
Seagate Technology |
|
129,847 |
|
3,025,435 |
|
|
|
Toshiba Corp. |
|
187,431 |
|
1,245,552 |
|
|
|
|
|
|
|
$ |
86,343,717 |
|
4
|
Construction & Engineering — 0.2% |
|
|
|
|
|
|
|
Chiyoda Corp. |
|
67,000 |
|
$ |
1,460,518 |
|
|
Fluor Corp. |
|
8,474 |
|
760,287 |
|
|
|
JGC Corp. |
|
64,000 |
|
1,044,884 |
|
|
|
Kajima Corp. |
|
151,000 |
|
766,252 |
|
|
|
Nishimatsu Construction Co., Ltd. |
|
97,000 |
|
312,574 |
|
|
|
|
|
|
|
$ |
4,344,515 |
|
|
Construction Materials — 0.1% |
|
|
|
|
|
|
|
Holcim, Ltd. |
|
118 |
|
$ |
11,818 |
|
|
Sumitomo Osaka Cement Co., Ltd. |
|
330,591 |
|
988,019 |
|
|
|
Vulcan Materials Co. |
|
7,353 |
|
856,477 |
|
|
|
|
|
|
|
$ |
1,856,314 |
|
|
Consumer Finance — 0.3% |
|
|
|
|
|
|
|
Capital One Financial Corp. |
|
58,324 |
|
$ |
4,401,129 |
|
|
Credit Saison Co., Ltd. |
|
41,400 |
|
1,354,641 |
|
|
|
Orix Corp. |
|
1,460 |
|
378,064 |
|
|
|
Mitsubishi UFJ NICOS Co., Ltd. |
|
73,000 |
|
249,423 |
|
|
|
|
|
|
|
$ |
6,383,257 |
|
|
Containers & Packaging — 0.2% |
|
|
|
|
|
|
|
Bemis Co., Inc. |
|
21,337 |
|
$ |
712,442 |
|
|
Temple-Inland, Inc. |
|
28,051 |
|
1,675,767 |
|
|
|
Toyo Seikan Kaisha, Ltd. |
|
71,300 |
|
1,429,478 |
|
|
|
|
|
|
|
$ |
3,817,687 |
|
|
Distributors — 0.0% |
|
|
|
|
|
|
|
Genuine Parts Co. |
|
12,278 |
|
$ |
601,622 |
|
|
|
|
|
|
$ |
601,622 |
|
|
Diversified Consumer Services — 0.1% |
|
|
|
|
|
|
|
H&R Block, Inc. |
|
129,392 |
|
$ |
2,722,408 |
|
|
|
|
|
|
$ |
2,722,408 |
|
|
Diversified Financial Services — 3.5% |
|
|
|
|
|
|
|
Bank of America Corp. |
|
301,765 |
|
$ |
15,396,050 |
|
|
Chicago Mercantile Exchange Holdings, Inc. |
|
7,160 |
|
3,812,414 |
|
|
|
CITGroup, Inc. |
|
27,153 |
|
1,436,937 |
|
|
|
Citigroup, Inc. |
|
379,082 |
|
19,462,070 |
|
|
|
Fortis |
|
212,310 |
|
9,675,242 |
|
|
|
ING Groep NV |
|
317,107 |
|
13,368,644 |
|
|
|
JPMorgan Chase & Co. |
|
99,789 |
|
4,827,792 |
|
|
|
Moody’s Corp. |
|
59,015 |
|
3,662,471 |
|
|
|
|
|
|
|
$ |
71,641,620 |
|
|
Diversified Telecommunication Services — 2.7% |
|
|
|
|
|
|
|
AT&T Corp. |
|
179,440 |
|
$ |
7,075,319 |
|
|
Citizens Communications Co. |
|
462,437 |
|
6,913,433 |
|
|
5
|
Deutsche Telekom AG |
|
245,114 |
|
$ |
4,044,693 |
|
|
Embarq Corp. |
|
13,779 |
|
776,447 |
|
|
|
France Telecom SA |
|
142,623 |
|
3,766,056 |
|
|
|
Telecom Italia SPA |
|
1,284,354 |
|
3,166,183 |
|
|
|
Telefonica SA |
|
936,051 |
|
20,655,701 |
|
|
|
Verizon Communications, Inc. |
|
246,478 |
|
9,346,446 |
|
|
|
|
|
|
|
$ |
55,744,278 |
|
|
Electric Utilities — 1.7% |
|
|
|
|
|
|
|
Duke Energy Corp. |
|
208,933 |
|
$ |
4,239,251 |
|
|
E. ON AG |
|
54,239 |
|
7,357,792 |
|
|
|
Enel SPA |
|
1,205,625 |
|
12,866,167 |
|
|
|
Fortum Oyj |
|
49,786 |
|
1,444,836 |
|
|
|
Kyushu Electric Power Co., Inc. |
|
13,400 |
|
380,123 |
|
|
|
PPL Corp. |
|
44,342 |
|
1,813,588 |
|
|
|
Scottish and Southern Energy PLC |
|
78,146 |
|
2,370,098 |
|
|
|
Scottish Power PLC |
|
126,774 |
|
1,995,625 |
|
|
|
Tokyo Electric Power Co., Inc. |
|
50,801 |
|
1,730,691 |
|
|
|
Union Fenosa SA |
|
20,612 |
|
1,111,128 |
|
|
|
|
|
|
|
$ |
35,309,299 |
|
|
Electrical Equipment — 1.0% |
|
|
|
|
|
|
|
ABB Ltd. |
|
411,129 |
|
$ |
7,041,362 |
|
|
Cooper Industries, Ltd., Class A |
|
82,374 |
|
3,706,006 |
|
|
|
Emerson Electric Co. |
|
193,032 |
|
8,317,749 |
|
|
|
Fuji Electric Holdings Co., Ltd. |
|
217,000 |
|
1,001,300 |
|
|
|
Fujikura, Ltd. |
|
105,000 |
|
735,772 |
|
|
|
Hitachi Cable, Ltd. |
|
52,000 |
|
294,316 |
|
|
|
Ushio, Inc. |
|
13,500 |
|
259,341 |
|
|
|
|
|
|
|
$ |
21,355,846 |
|
|
Electronic Equipment & Instruments — 0.9% |
|
|
|
|
|
|
|
Agilent Technologies, Inc. (1) |
|
73,937 |
|
$ |
2,490,938 |
|
|
Anritsu Corp. |
|
33,000 |
|
156,549 |
|
|
|
Dainippon Screen Mfg. Co. Ltd. Foreign |
|
52,000 |
|
391,233 |
|
|
|
Hoya Corp. |
|
11,700 |
|
385,770 |
|
|
|
Kyocera Corp. |
|
73,234 |
|
6,866,534 |
|
|
|
Mabuchi Motor Co., Ltd. |
|
7,700 |
|
475,181 |
|
|
|
Murata Manufacturing Co., Ltd. |
|
6,400 |
|
463,886 |
|
|
|
Omron Corp. |
|
11,800 |
|
316,012 |
|
|
|
Taiyo Yuden Co., Ltd. |
|
24,000 |
|
496,763 |
|
|
|
TDK Corp. |
|
66,700 |
|
5,763,408 |
|
|
|
|
|
|
|
$ |
17,806,274 |
|
6
|
Energy Equipment & Services — 0.6% |
|
|
|
|
|
|
|
Halliburton Co. |
|
182,089 |
|
$ |
5,779,505 |
|
|
Schlumberger, Ltd. |
|
30,905 |
|
2,135,536 |
|
|
|
Transocean, Inc. (1) |
|
56,851 |
|
4,644,727 |
|
|
|
|
|
|
|
$ |
12,559,768 |
|
|
Food & Staples Retailing — 1.9% |
|
|
|
|
|
|
|
Alliance Boots PLC |
|
69,504 |
|
$ |
1,400,447 |
|
|
Circle K Sunkus Co., Ltd. |
|
16,500 |
|
307,099 |
|
|
|
CVS Corp. |
|
273,973 |
|
9,353,438 |
|
|
|
Familymart Co., Ltd. |
|
10,600 |
|
293,670 |
|
|
|
Koninklijke Ahold NV (1) |
|
153,410 |
|
1,794,949 |
|
|
|
Lawson, Inc. |
|
10,800 |
|
413,866 |
|
|
|
Matsumotokiyoshi Co., Ltd. |
|
10,300 |
|
235,209 |
|
|
|
Metro AG |
|
28,658 |
|
2,023,063 |
|
|
|
Safeway, Inc. |
|
23,779 |
|
871,263 |
|
|
|
Seven and I Holdings Co., Ltd. |
|
92,560 |
|
2,800,458 |
|
|
|
SUPERVALU, Inc. |
|
17,345 |
|
677,669 |
|
|
|
Sysco Corp. |
|
100,301 |
|
3,393,183 |
|
|
|
UNY Co., Ltd. |
|
21,000 |
|
286,973 |
|
|
|
Walgreen Co. |
|
92,732 |
|
4,255,472 |
|
|
|
Wal-Mart Stores, Inc. |
|
249,063 |
|
11,693,508 |
|
|
|
|
|
|
|
$ |
39,800,267 |
|
|
Food Products — 2.2% |
|
|
|
|
|
|
|
Campbell Soup Co. |
|
17,968 |
|
$ |
699,854 |
|
|
ConAgra Foods, Inc. |
|
77,043 |
|
1,919,141 |
|
|
|
H.J. Heinz Co. |
|
14,987 |
|
706,187 |
|
|
|
Hershey Co. |
|
9,378 |
|
512,601 |
|
|
|
Kellogg Co. |
|
11,886 |
|
611,297 |
|
|
|
Meiji Seika Kaisha, Ltd. |
|
260,851 |
|
1,204,616 |
|
|
|
Morinaga & Co., Ltd. |
|
483,079 |
|
1,131,587 |
|
|
|
Nestle SA |
|
64,298 |
|
24,939,597 |
|
|
|
Nissin Food Products Co., Ltd. |
|
11,700 |
|
427,605 |
|
|
|
Sara Lee Corp. |
|
32,588 |
|
551,389 |
|
|
|
Tate & Lyle PLC |
|
78,459 |
|
887,040 |
|
|
|
Toyo Suisan Kaisha, Ltd. |
|
15,000 |
|
293,807 |
|
|
|
Unilever NV |
|
402,049 |
|
11,701,033 |
|
|
|
|
|
|
|
$ |
45,585,754 |
|
|
Gas Utilities — 0.2% |
|
|
|
|
|
|
|
Gas Natural SDG SA |
|
45,614 |
|
$ |
2,139,423 |
|
|
Nicor, Inc. |
|
12,565 |
|
608,397 |
|
|
|
Snam Rete Gas S.p.A |
|
260,064 |
|
1,650,305 |
|
|
|
|
|
|
|
$ |
4,398,125 |
|
7
|
Health Care Equipment & Supplies — 1.0% |
|
|
|
|
|
|
|
C.R. Bard, Inc. |
|
7,942 |
|
$ |
631,468 |
|
|
Gen-Probe, Inc. (1) |
|
23,579 |
|
1,110,099 |
|
|
|
Hospira, Inc. (1) |
|
13,029 |
|
532,886 |
|
|
|
Immucor, Inc. (1) |
|
58,135 |
|
1,710,913 |
|
|
|
Intuitive Surgical, Inc. (1) |
|
37,629 |
|
4,574,558 |
|
|
|
Medtronic, Inc. |
|
134,465 |
|
6,596,853 |
|
|
|
Olympus Corp. |
|
67,000 |
|
2,280,771 |
|
|
|
St. Jude Medical, Inc. (1) |
|
13,530 |
|
508,863 |
|
|
|
Terumo Corp. |
|
55,000 |
|
2,131,149 |
|
|
|
|
|
|
|
$ |
20,077,560 |
|
|
Health Care Providers & Services — 0.8% |
|
|
|
|
|
|
|
Coventry Health Care, Inc. (1) |
|
23,552 |
|
$ |
1,320,090 |
|
|
Genesis HealthCare Corp. (1) |
|
11,462 |
|
723,367 |
|
|
|
Humana, Inc. (1) |
|
35,364 |
|
2,051,819 |
|
|
|
Manor Care, Inc. |
|
22,330 |
|
1,213,859 |
|
|
|
McKesson Corp. |
|
125,474 |
|
7,345,248 |
|
|
|
Quest Diagnostics, Inc. |
|
19,560 |
|
975,457 |
|
|
|
Unitedhealth Group |
|
42,000 |
|
2,224,740 |
|
|
|
|
|
|
|
$ |
15,854,580 |
|
|
Health Care Technology — 0.0% |
|
|
|
|
|
|
|
IMS Health, Inc. |
|
20,213 |
|
$ |
599,518 |
|
|
|
|
|
|
$ |
599,518 |
|
|
Hotels, Restaurants & Leisure — 1.5% |
|
|
|
|
|
|
|
Accor SA |
|
26,214 |
|
$ |
2,499,454 |
|
|
Carnival Corp. |
|
126,018 |
|
5,905,204 |
|
|
|
Harrah’s Entertainment, Inc. |
|
90,811 |
|
7,668,989 |
|
|
|
Starbucks Corp. (1) |
|
230,561 |
|
7,230,393 |
|
|
|
Starwood Hotels & Resorts Worldwide, Inc. |
|
54,114 |
|
3,509,293 |
|
|
|
Yum! Brands, Inc. |
|
78,857 |
|
4,554,780 |
|
|
|
|
|
|
|
$ |
31,368,113 |
|
|
Household Durables — 1.0% |
|
|
|
|
|
|
|
D.R. Horton, Inc. |
|
65,363 |
|
$ |
1,437,986 |
|
|
Daito Trust Construction Co., Ltd. |
|
9,200 |
|
430,179 |
|
|
|
Fortune Brands, Inc. |
|
36,182 |
|
2,851,865 |
|
|
|
Garmin, Ltd. |
|
53,606 |
|
2,902,765 |
|
|
|
Makita Corp. |
|
13,500 |
|
499,054 |
|
|
|
Pioneer Corp. |
|
89,500 |
|
1,164,246 |
|
|
|
Sekisui House, Ltd. |
|
159,639 |
|
2,473,705 |
|
|
|
Sharp Corp. |
|
86,000 |
|
1,650,463 |
|
|
|
Snap-On, Inc. |
|
15,120 |
|
727,272 |
|
|
|
Sony Corp. |
|
68,300 |
|
3,444,974 |
|
|
8
|
Stanley Works |
|
48,688 |
|
$ |
2,695,368 |
|
|
Thomson |
|
61,843 |
|
1,187,212 |
|
|
|
|
|
|
|
$ |
21,465,089 |
|
|
Household Products — 0.8% |
|
|
|
|
|
|
|
Kao Corp. |
|
114,654 |
|
$ |
3,345,435 |
|
|
Procter & Gamble Co. |
|
196,035 |
|
12,381,571 |
|
|
|
|
|
|
|
$ |
15,727,006 |
|
|
Independent Power Producers & Energy Traders — 0.4% |
|
|
|
|
|
|
|
TXU Corp. |
|
125,893 |
|
$ |
8,069,741 |
|
|
|
|
|
|
$ |
8,069,741 |
|
|
Industrial Conglomerates — 2.6% |
|
|
|
|
|
|
|
3M Co. |
|
81,121 |
|
$ |
6,200,078 |
|
|
General Electric Co. |
|
673,171 |
|
23,803,327 |
|
|
|
Hankyu Hanshin Holdings, Inc. |
|
71,000 |
|
428,153 |
|
|
|
Siemens AG |
|
171,864 |
|
18,341,871 |
|
|
|
Tyco International, Ltd. |
|
150,105 |
|
4,735,813 |
|
|
|
|
|
|
|
$ |
53,509,242 |
|
|
Insurance — 4.6% |
|
|
|
|
|
|
|
ACE, Ltd. |
|
78,172 |
|
$ |
4,460,494 |
|
|
AFLAC, Inc. |
|
68,355 |
|
3,216,786 |
|
|
|
Alleanza Asicurazioni SPA |
|
121,297 |
|
1,546,233 |
|
|
|
Allstate Corp. |
|
87,349 |
|
5,246,181 |
|
|
|
American International Group, Inc. |
|
169,786 |
|
11,413,015 |
|
|
|
AON Corp. |
|
190,061 |
|
7,214,716 |
|
|
|
AXA SA |
|
428,404 |
|
18,154,996 |
|
|
|
Cincinnati Financial Corp. |
|
12,917 |
|
547,681 |
|
|
|
CNP Assurances |
|
9,407 |
|
1,096,969 |
|
|
|
Corporacion Mapfre S.A. |
|
246,590 |
|
1,265,014 |
|
|
|
Fondiaria - Sai S.p.A |
|
22,751 |
|
1,042,971 |
|
|
|
Lincoln National Corp. |
|
19,628 |
|
1,330,582 |
|
|
|
Marsh & McLennan Cos., Inc. |
|
83,242 |
|
2,438,158 |
|
|
|
Muenchener Rueckversicherungs-Gesellschaft AG |
|
64,144 |
|
10,824,202 |
|
|
|
Prudential Financial, Inc. |
|
32,559 |
|
2,938,775 |
|
|
|
Prudential PLC |
|
723,059 |
|
10,183,460 |
|
|
|
Resolution PLC |
|
96,239 |
|
1,170,340 |
|
|
|
Sompo Japan Insurance, Inc. |
|
91,000 |
|
1,127,883 |
|
|
|
Storebrand ASA |
|
141,807 |
|
2,248,800 |
|
|
|
T & D Holdings, Inc. |
|
17,500 |
|
1,199,503 |
|
|
|
Trygvesta AS |
|
22,648 |
|
1,863,754 |
|
|
|
Willis Group Holdings, Ltd. |
|
9,036 |
|
357,645 |
|
|
|
XL Capital, Ltd., Class A |
|
59,414 |
|
4,156,603 |
|
|
|
|
|
|
|
$ |
95,044,761 |
|
9
|
Internet & Catalog Retail — 0.5% |
|
|
|
|
|
|
|
IAC/InterActiveCorp (1) |
|
273,397 |
|
$ |
10,309,801 |
|
|
|
|
|
|
$ |
10,309,801 |
|
|
Internet Software & Services — 2.9% |
|
|
|
|
|
|
|
Akamai Technologies, Inc. (1) |
|
81,879 |
|
$ |
4,087,400 |
|
|
eAccess, Ltd. |
|
454 |
|
300,934 |
|
|
|
eBay, Inc. (1) |
|
417,326 |
|
13,834,357 |
|
|
|
Google, Inc., Class A (1) |
|
60,763 |
|
27,839,176 |
|
|
|
VeriSign, Inc. (1) |
|
146,768 |
|
3,686,812 |
|
|
|
Yahoo!, Inc. (1) |
|
335,429 |
|
10,495,573 |
|
|
|
|
|
|
|
$ |
60,244,252 |
|
|
IT Services — 0.6% |
|
|
|
|
|
|
|
CSK Holdings Corp. |
|
55,800 |
|
$ |
2,327,951 |
|
|
Electronic Data Systems Corp. |
|
26,776 |
|
741,160 |
|
|
|
Infosys Technologies, Ltd. ADR |
|
12,000 |
|
603,000 |
|
|
|
Itochu Techno-Science Corp. |
|
5,400 |
|
257,491 |
|
|
|
MoneyGram International, Inc. |
|
25,276 |
|
701,662 |
|
|
|
Nomura Research Institute, Ltd. |
|
14,000 |
|
410,619 |
|
|
|
NTT Data Corp. |
|
717 |
|
3,623,210 |
|
|
|
Obic Co., Ltd. |
|
1,570 |
|
308,936 |
|
|
|
Satyam Computer Services, Ltd. ADR |
|
171,090 |
|
3,883,743 |
|
|
|
|
|
|
|
$ |
12,857,772 |
|
|
Leisure Equipment & Products — 0.3% |
|
|
|
|
|
|
|
Eastman Kodak Co. |
|
20,370 |
|
$ |
459,547 |
|
|
Fuji Photo Film Co., Ltd. |
|
46,800 |
|
1,910,447 |
|
|
|
Hasbro, Inc. |
|
26,234 |
|
750,817 |
|
|
|
Mattel, Inc. |
|
31,709 |
|
874,217 |
|
|
|
Namco Bandai Holdings, Inc. |
|
22,900 |
|
355,385 |
|
|
|
Nikon Corp. |
|
97,000 |
|
2,031,803 |
|
|
|
Sankyo Co., Ltd. |
|
4,500 |
|
196,878 |
|
|
|
Sega Sammy Holdings, Inc. |
|
10,700 |
|
248,903 |
|
|
|
|
|
|
|
$ |
6,827,997 |
|
|
Life Sciences Tools & Services — 0.1% |
|
|
|
|
|
|
|
PerkinElmer, Inc. |
|
27,425 |
|
$ |
664,234 |
|
|
Thermo Fisher Scientific, Inc. (1) |
|
25,584 |
|
1,196,052 |
|
|
|
|
|
|
|
$ |
1,860,286 |
|
|
Machinery — 1.5% |
|
|
|
|
|
|
|
Amada Co., Ltd. |
|
38,000 |
|
$ |
432,128 |
|
|
Amano Corp. |
|
26,000 |
|
316,008 |
|
|
|
Danaher Corp. |
|
1,373 |
|
98,101 |
|
|
|
Deere & Co. |
|
62,864 |
|
6,829,545 |
|
|
|
Dover Corp. |
|
13,219 |
|
645,219 |
|
|
|
Eaton Corp. |
|
46,216 |
|
3,861,809 |
|
|
|
Ebara Corp. |
|
330,410 |
|
1,555,061 |
|
|
10
|
Fanuc, Ltd. |
|
70,627 |
|
$ |
6,530,961 |
|
|
Illinois Tool Works, Inc. |
|
13,282 |
|
685,351 |
|
|
|
Japan Steel Works, Ltd. |
|
135,000 |
|
1,613,907 |
|
|
|
Kawasaki Heavy Industries, Ltd. |
|
209,000 |
|
879,872 |
|
|
|
Komatsu, Ltd. |
|
93,000 |
|
1,943,831 |
|
|
|
Kurita Water Industries, Ltd. |
|
14,700 |
|
353,328 |
|
|
|
Minebea Co., Ltd. |
|
221,227 |
|
1,361,499 |
|
|
|
NSK, Ltd. |
|
151,000 |
|
1,432,780 |
|
|
|
Pall Corp. |
|
19,443 |
|
738,834 |
|
|
|
Parker Hannifin Corp. |
|
8,874 |
|
765,915 |
|
|
|
Vallourec SA |
|
4,292 |
|
1,099,065 |
|
|
|
|
|
|
|
$ |
31,143,214 |
|
|
Marine — 0.1% |
|
|
|
|
|
|
|
Nippon Yusen KK |
|
175,000 |
|
$ |
1,397,497 |
|
|
|
|
|
|
$ |
1,397,497 |
|
|
Media — 2.5% |
|
|
|
|
|
|
|
CBS Corp., Class B |
|
87,263 |
|
$ |
2,669,375 |
|
|
Comcast Corp., Class A (1) |
|
624,426 |
|
16,203,855 |
|
|
|
Dow Jones & Co., Inc. |
|
55,771 |
|
1,922,426 |
|
|
|
Fuji Television Network, Inc. |
|
216 |
|
498,385 |
|
|
|
Idearc, Inc. |
|
12,323 |
|
432,537 |
|
|
|
McGraw-Hill Cos., Inc. |
|
67,277 |
|
4,230,378 |
|
|
|
Mediaset SPA |
|
10,101 |
|
109,934 |
|
|
|
Meredith Corp. |
|
10,553 |
|
605,637 |
|
|
|
Omnicom Group, Inc. |
|
41,321 |
|
4,230,444 |
|
|
|
TiVo, Inc. (1) |
|
242,835 |
|
1,542,002 |
|
|
|
Tribune Co. |
|
62,000 |
|
1,990,820 |
|
|
|
Viacom, Inc., Class B (1) |
|
74,912 |
|
3,079,632 |
|
|
|
Virgin Media, Inc. |
|
135,057 |
|
3,410,189 |
|
|
|
Walt Disney Co. |
|
214,837 |
|
7,396,838 |
|
|
|
Wolters Kluwer NV |
|
38,299 |
|
1,144,944 |
|
|
|
XM Satellite Radio Holdings, Inc., Class A (1) |
|
163,559 |
|
2,113,182 |
|
|
|
|
|
|
|
$ |
51,580,578 |
|
|
Metals & Mining — 2.2% |
|
|
|
|
|
|
|
Alcan, Inc. ADR |
|
41,646 |
|
$ |
2,173,921 |
|
|
Alcoa, Inc. |
|
49,548 |
|
1,679,677 |
|
|
|
Anglo American PLC |
|
170,022 |
|
8,948,760 |
|
|
|
Boliden AB |
|
68,066 |
|
1,496,261 |
|
|
|
Companhia Vale do Rio Doce ADR |
|
108,078 |
|
3,997,805 |
|
|
|
Dowa Mining Co., Ltd. |
|
143,791 |
|
1,452,107 |
|
|
|
Freeport-McMoRan Copper & Gold, Inc., Class B |
|
48,646 |
|
3,219,879 |
|
|
|
Mitsui Mining & Smelting Co., Ltd. |
|
45,000 |
|
245,631 |
|
|
|
Mittal Steel Co. NV |
|
165,865 |
|
8,853,250 |
|
|
|
Nucor Corp. |
|
10,537 |
|
686,275 |
|
|
|
Rio Tinto PLC |
|
164,961 |
|
9,388,810 |
|
|
11
|
Sumitomo Metal Industries, Ltd. |
|
296,613 |
|
$ |
1,527,457 |
|
|
Sumitomo Metal Mining Co., Ltd. |
|
98,000 |
|
1,880,586 |
|
|
|
Sumitomo Titanium Corp. |
|
2,900 |
|
319,911 |
|
|
|
Toho Titanium |
|
7,200 |
|
349,999 |
|
|
|
Toho Zinc Co., Ltd. |
|
44,000 |
|
395,886 |
|
|
|
|
|
|
|
$ |
46,616,215 |
|
|
Multiline Retail — 1.4% |
|
|
|
|
|
|
|
Dollar General Corp. |
|
151,116 |
|
$ |
3,196,103 |
|
|
Federated Department Stores, Inc. |
|
151,948 |
|
6,845,257 |
|
|
|
Hankyu Department Stores |
|
42,000 |
|
388,015 |
|
|
|
Karstadtquelle AG (1) |
|
39,659 |
|
1,453,265 |
|
|
|
Marks & Spencer Group PLC |
|
115,676 |
|
1,535,546 |
|
|
|
Nordstrom, Inc. |
|
42,995 |
|
2,276,155 |
|
|
|
PPR SA |
|
12,595 |
|
2,014,950 |
|
|
|
Ryohin Keikaku Co., Ltd. |
|
3,600 |
|
226,200 |
|
|
|
Sears Holdings Corp. (1) |
|
59,333 |
|
10,689,433 |
|
|
|
The Daimaru, Inc. |
|
20,000 |
|
258,241 |
|
|
|
|
|
|
|
$ |
28,883,165 |
|
|
Multi-Utilities — 1.1% |
|
|
|
|
|
|
|
Ameren Corp. |
|
72,149 |
|
$ |
3,629,095 |
|
|
Centrica PLC |
|
281,371 |
|
2,139,562 |
|
|
|
KeySpan Corp. |
|
14,259 |
|
586,758 |
|
|
|
NiSource, Inc. |
|
161,910 |
|
3,957,080 |
|
|
|
PG&E Corp. |
|
9,132 |
|
440,802 |
|
|
|
Public Service Enterprise Group, Inc. |
|
56,822 |
|
4,718,499 |
|
|
|
Suez SA (1) |
|
52,258 |
|
2,757,717 |
|
|
|
TECO Energy, Inc. |
|
30,971 |
|
533,011 |
|
|
|
United Utilities PLC |
|
115,769 |
|
1,719,213 |
|
|
|
Veolia Environnement |
|
31,200 |
|
2,314,115 |
|
|
|
|
|
|
|
$ |
22,795,852 |
|
|
Office Electronics — 0.3% |
|
|
|
|
|
|
|
Canon, Inc. |
|
96,300 |
|
$ |
5,160,465 |
|
|
Xerox Corp. (1) |
|
38,686 |
|
653,407 |
|
|
|
|
|
|
|
$ |
5,813,872 |
|
|
Oil, Gas & Consumable Fuels — 7.7% |
|
|
|
|
|
|
|
BP PLC |
|
2,808,438 |
|
$ |
30,255,339 |
|
|
Chevron Corp. |
|
86,537 |
|
6,400,277 |
|
|
|
ConocoPhillips |
|
144,488 |
|
9,875,755 |
|
|
|
El Paso Corp. |
|
56,715 |
|
820,666 |
|
|
|
ENI SPA |
|
407,272 |
|
13,206,790 |
|
|
|
Exxon Mobil Corp. |
|
367,880 |
|
27,756,546 |
|
|
|
Frontline, Ltd. |
|
1,075 |
|
37,365 |
|
|
|
Murphy Oil Corp. |
|
10,642 |
|
568,283 |
|
|
|
Nippon Mining Holdings, Inc. |
|
33,000 |
|
282,274 |
|
|
12
|
Parallel Petroleum Corp. (1) |
|
128,392 |
|
$ |
2,946,596 |
|
|
Royal Dutch Shell PLC, Class A |
|
527,896 |
|
17,499,543 |
|
|
|
Royal Dutch Shell PLC, Class B |
|
383,980 |
|
12,732,507 |
|
|
|
Ship Finance International, Ltd. |
|
115 |
|
3,151 |
|
|
|
Showa Shell Sekiyu KK |
|
119,900 |
|
1,461,591 |
|
|
|
TonenGeneral Sekiyu KK |
|
42,000 |
|
467,072 |
|
|
|
Total SA |
|
376,630 |
|
26,219,132 |
|
|
|
Williams Cos., Inc. |
|
283,854 |
|
8,078,485 |
|
|
|
|
|
|
|
$ |
158,611,372 |
|
|
Paper and Forest Products — 0.2% |
|
|
|
|
|
|
|
International Paper Co. |
|
50,046 |
|
$ |
1,821,674 |
|
|
Nippon Paper Group, Inc. |
|
190 |
|
672,884 |
|
|
|
OJI Paper Co., Ltd. |
|
164,000 |
|
866,359 |
|
|
|
|
|
|
|
$ |
3,360,917 |
|
|
Personal Products — 0.2% |
|
|
|
|
|
|
|
Alberto-Culver Co. |
|
11,849 |
|
$ |
271,105 |
|
|
Beiersdorf AG |
|
28,716 |
|
1,959,833 |
|
|
|
Herbalife, Ltd. (1) |
|
21,454 |
|
840,782 |
|
|
|
Oriflame Cosmetics SA |
|
32,734 |
|
1,262,094 |
|
|
|
|
|
|
|
$ |
4,333,814 |
|
|
Pharmaceuticals — 6.8% |
|
|
|
|
|
|
|
Abbott Laboratories |
|
212,635 |
|
$ |
11,865,033 |
|
|
Allergan, Inc. |
|
20,957 |
|
2,322,455 |
|
|
|
Astellas Pharma, Inc. |
|
67,800 |
|
2,908,402 |
|
|
|
AstraZeneca PLC |
|
200,545 |
|
10,775,492 |
|
|
|
Bristol-Myers Squibb Co. |
|
330,336 |
|
9,170,127 |
|
|
|
Chugai Pharmaceuticals Co., Ltd. |
|
70,000 |
|
1,763,409 |
|
|
|
Cypress Bioscience, Inc. (1) |
|
25,169 |
|
191,284 |
|
|
|
Daiichi Sankyo Co., Ltd. |
|
66,600 |
|
2,034,234 |
|
|
|
Eisai Co., Ltd. |
|
84,346 |
|
4,034,086 |
|
|
|
Eli Lilly & Co. |
|
28,000 |
|
1,503,880 |
|
|
|
GlaxoSmithKline PLC |
|
920,920 |
|
25,336,396 |
|
|
|
Johnson & Johnson Co. |
|
144,723 |
|
8,721,008 |
|
|
|
Novartis AG-REG |
|
171,958 |
|
9,562,163 |
|
|
|
Pfizer, Inc. |
|
607,609 |
|
15,348,203 |
|
|
|
Roche Holding AG |
|
95,218 |
|
16,835,891 |
|
|
|
Sanofi-Synthelabo SA |
|
139,738 |
|
12,116,418 |
|
|
|
Santen Pharmaceutical Co., Ltd. |
|
18,900 |
|
484,513 |
|
|
|
Takeda Pharmaceutical Co., Ltd. |
|
80,331 |
|
5,249,535 |
|
|
|
Tanabe Seiyaku Co., Ltd. |
|
28,000 |
|
380,739 |
|
|
|
Valeant Pharmaceuticals International |
|
50,787 |
|
878,107 |
|
|
|
|
|
|
|
$ |
141,481,375 |
|
13
|
Real Estate Investment Trusts (REITs) — 0.3% |
|
|
|
|
|
|
|
Host Hotels & Resorts, Inc. |
|
33,128 |
|
$ |
871,598 |
|
|
Japan Real Estate Investment Corp. |
|
50 |
|
661,269 |
|
|
|
Japan Retail Fund Investment Corp. |
|
50 |
|
491,587 |
|
|
|
Nippon Building Fund, Inc. |
|
56 |
|
925,180 |
|
|
|
Simon Property Group, Inc. |
|
35,779 |
|
3,980,414 |
|
|
|
|
|
|
|
$ |
6,930,048 |
|
|
Real Estate Management & Development — 0.3% |
|
|
|
|
|
|
|
Heiwa Real Estate Co., Ltd. |
|
104,000 |
|
$ |
696,624 |
|
|
LEOPALACE21 Corp. |
|
8,200 |
|
270,210 |
|
|
|
Mitsubishi Estate Co., Ltd. |
|
91,000 |
|
2,970,143 |
|
|
|
NTT Urban Development Corp. |
|
170 |
|
395,770 |
|
|
|
Realogy Corp. (1) |
|
31,509 |
|
932,982 |
|
|
|
Tokyo Tatemono Co., Ltd. |
|
19,000 |
|
284,847 |
|
|
|
Tokyu Land Corp. |
|
89,000 |
|
1,009,228 |
|
|
|
|
|
|
|
$ |
6,559,804 |
|
|
Road & Rail — 0.3% |
|
|
|
|
|
|
|
Avis Budget Group, Inc. (1) |
|
2,043 |
|
$ |
55,815 |
|
|
CSX Corp. |
|
48,354 |
|
1,936,578 |
|
|
|
East Japan Railway Co. |
|
50 |
|
388,121 |
|
|
|
Kinetsu Corp. |
|
91,000 |
|
285,553 |
|
|
|
Norfolk Southern Corp. |
|
41,055 |
|
2,077,383 |
|
|
|
Tobu Railway Co., Ltd. |
|
154,000 |
|
737,100 |
|
|
|
|
|
|
|
$ |
5,480,550 |
|
|
Semiconductors & Semiconductor Equipment — 3.9% |
|
|
|
|
|
|
|
Advantest Corp. |
|
128,800 |
|
$ |
5,694,860 |
|
|
Analog Devices, Inc. |
|
33,409 |
|
1,152,276 |
|
|
|
Applied Materials, Inc. |
|
498,564 |
|
9,133,692 |
|
|
|
Atheros Communications, Inc. (1) |
|
66,024 |
|
1,579,954 |
|
|
|
Elpida Memory, Inc. (1) |
|
9,200 |
|
354,916 |
|
|
|
Intel Corp. |
|
991,292 |
|
18,963,416 |
|
|
|
Intersil Corp., Class A |
|
40,863 |
|
1,082,461 |
|
|
|
KLA-Tencor Corp. |
|
154,838 |
|
8,255,962 |
|
|
|
LSI Logic Corp. (1) |
|
56,168 |
|
586,394 |
|
|
|
Marvell Technology Group, Ltd. (1) |
|
247,820 |
|
4,165,854 |
|
|
|
Maxim Integrated Products, Inc. |
|
301,951 |
|
8,877,359 |
|
|
|
MEMC Electronic Materials, Inc. (1) |
|
74,411 |
|
4,507,818 |
|
|
|
Microchip Technology, Inc. |
|
56,000 |
|
1,989,680 |
|
|
|
Micron Technology, Inc. (1) |
|
80,894 |
|
977,200 |
|
|
|
OC Oerlikon Corp. AG (1) |
|
4,069 |
|
2,470,724 |
|
|
|
ROHM Co., Ltd. |
|
2,400 |
|
216,726 |
|
|
|
Silicon Image, Inc. (1) |
|
108,396 |
|
884,511 |
|
|
|
STMicroelectronics NV |
|
100,381 |
|
1,927,315 |
|
|
|
Teradyne, Inc. (1) |
|
63,431 |
|
1,049,149 |
|
|
14
|
Tessera Technologies, Inc. (1) |
|
26,615 |
|
$ |
1,057,680 |
|
|
Tokyo Electron, Ltd. |
|
67,300 |
|
4,678,301 |
|
|
|
Veeco Instruments, Inc. (1) |
|
23,763 |
|
463,379 |
|
|
|
|
|
|
|
$ |
80,069,627 |
|
|
Software — 4.5% |
|
|
|
|
|
|
|
Autodesk, Inc. (1) |
|
101,343 |
|
$ |
3,810,497 |
|
|
CA, Inc. |
|
43,249 |
|
1,120,582 |
|
|
|
Compuware Corp. (1) |
|
58,560 |
|
555,734 |
|
|
|
Electronic Arts, Inc. (1) |
|
118,496 |
|
5,967,459 |
|
|
|
Konami Corp. |
|
85,700 |
|
2,281,542 |
|
|
|
Microsoft Corp. |
|
1,734,000 |
|
48,326,580 |
|
|
|
NAVTEQ (1) |
|
64,478 |
|
2,224,491 |
|
|
|
Nintendo Co., Ltd. |
|
1,600 |
|
463,335 |
|
|
|
Oracle Corp. (1) |
|
845,520 |
|
15,329,278 |
|
|
|
Oracle Corp. |
|
10,800 |
|
516,946 |
|
|
|
Symantec Corp. (1) |
|
598,288 |
|
10,350,382 |
|
|
|
Trend Micro, Inc. (1) |
|
62,897 |
|
1,709,678 |
|
|
|
|
|
|
|
$ |
92,656,504 |
|
|
Specialty Retail — 1.1% |
|
|
|
|
|
|
|
Abercrombie & Fitch Co., Class A |
|
30,198 |
|
$ |
2,285,385 |
|
|
Aoyama Trading Co., Ltd. |
|
9,600 |
|
303,388 |
|
|
|
Bed Bath and Beyond, Inc. (1) |
|
167,745 |
|
6,738,317 |
|
|
|
Best Buy Co., Inc. |
|
74,789 |
|
3,643,720 |
|
|
|
Big 5 Sporting Goods Corp. |
|
19,174 |
|
496,990 |
|
|
|
Fast Retailing Co., Ltd. |
|
65,600 |
|
5,064,709 |
|
|
|
Inditex SA |
|
39,946 |
|
2,486,202 |
|
|
|
Office Depot, Inc. (1) |
|
17,560 |
|
617,058 |
|
|
|
Shimamura Co., Ltd. |
|
2,400 |
|
262,558 |
|
|
|
Tiffany & Co. |
|
13,839 |
|
629,398 |
|
|
|
TJX Companies, Inc. |
|
25,596 |
|
690,068 |
|
|
|
Yamada Denki Co., Ltd. |
|
4,300 |
|
398,084 |
|
|
|
|
|
|
|
$ |
23,615,877 |
|
|
Textiles, Apparel & Luxury Goods — 0.5% |
|
|
|
|
|
|
|
Asics Corp. |
|
22,000 |
|
$ |
244,933 |
|
|
Coach, Inc. (1) |
|
37,247 |
|
1,864,212 |
|
|
|
Compagnie Financiere Richemont AG, Class A |
|
33,833 |
|
1,889,293 |
|
|
|
Hanesbrands, Inc. (1) |
|
4,073 |
|
119,705 |
|
|
|
Nike, Inc., Class B |
|
33,075 |
|
3,514,550 |
|
|
|
Onward Kashiyama Company, Ltd. |
|
24,000 |
|
332,237 |
|
|
|
Swatch Group AG, Class B |
|
6,168 |
|
1,626,517 |
|
|
|
Toyobo Co., Ltd. |
|
298,000 |
|
883,220 |
|
|
|
Unitika, Ltd. |
|
158,000 |
|
218,616 |
|
|
|
|
|
|
|
$ |
10,693,283 |
|
15
|
Thrifts & Mortgage Finance — 0.3% |
|
|
|
|
|
|
|
Countrywide Financial Corp. |
|
19,114 |
|
$ |
642,995 |
|
|
Fannie Mae |
|
68,964 |
|
3,764,055 |
|
|
|
PFF Bancorp, Inc. |
|
52,597 |
|
1,595,267 |
|
|
|
Washington Mutual, Inc. |
|
21,787 |
|
879,759 |
|
|
|
|
|
|
|
$ |
6,882,076 |
|
|
Tobacco — 1.2% |
|
|
|
|
|
|
|
Altadis SA |
|
29,497 |
|
$ |
1,885,188 |
|
|
Altria Group, Inc. |
|
127,887 |
|
11,229,757 |
|
|
|
Gallaher Group PLC |
|
87,651 |
|
1,947,165 |
|
|
|
Imperial Tobacco Group PLC |
|
46,553 |
|
2,081,054 |
|
|
|
Reynolds American, Inc. |
|
73,886 |
|
4,611,225 |
|
|
|
Swedish Match AB |
|
64,387 |
|
1,144,694 |
|
|
|
UST, Inc. |
|
28,896 |
|
1,675,390 |
|
|
|
|
|
|
|
$ |
24,574,473 |
|
|
Trading Companies & Distributors — 0.3% |
|
|
|
|
|
|
|
ITOCHU Corp. |
|
70,000 |
|
$ |
689,954 |
|
|
Marubeni Corp. |
|
49,000 |
|
296,210 |
|
|
|
Mitsui and Co., Ltd. |
|
163,962 |
|
3,079,590 |
|
|
|
Toyota Tsusho Corp. |
|
59,791 |
|
1,518,094 |
|
|
|
|
|
|
|
$ |
5,583,848 |
|
|
Transportation Infrastructure — 0.1% |
|
|
|
|
|
|
|
Societe des Autoroutes Paris-Rhin-Rhone |
|
19,885 |
|
$ |
1,807,152 |
|
|
|
|
|
|
$ |
1,807,152 |
|
|
Water Utilities — 0.1% |
|
|
|
|
|
|
|
Kelda Group PLC |
|
87,371 |
|
$ |
1,610,796 |
|
|
Severn Trent PLC |
|
34,758 |
|
977,770 |
|
|
|
|
|
|
|
$ |
2,588,566 |
|
|
Wireless Telecommunication Services — 2.1% |
|
|
|
|
|
|
|
Alltel Corp. |
|
97,000 |
|
$ |
6,014,000 |
|
|
Bouygues SA |
|
28,071 |
|
2,166,854 |
|
|
|
KDDI Corp. |
|
630 |
|
5,001,719 |
|
|
|
NII Holdings, Inc. (1) |
|
100,807 |
|
7,477,863 |
|
|
|
NTT DoCoMo, Inc. |
|
148 |
|
272,105 |
|
|
|
Softbank Corp. (1) |
|
165,598 |
|
4,232,944 |
|
|
|
Vodafone Group PLC |
|
7,254,451 |
|
19,333,340 |
|
|
|
|
|
|
|
$ |
44,498,825 |
|
|
Total Common Stocks |
|
|
|
$ |
2,102,719,860 |
|
16
Preferred Stocks — 0.1%
|
Security |
|
Shares |
|
Value |
|
|
|
Automobiles — 0.1% |
|
|
|
|
|
|
|
Volkswagen AG |
|
5,292 |
|
$ |
540,888 |
|
|
|
|
|
|
$ |
540,888 |
|
|
Total Preferred Stocks |
|
|
|
$ |
540,888 |
|
|
Total Investments — 101.6% |
|
|
|
$ |
2,103,260,748 |
|
17
Covered Call Options Written — (2.3)%
|
|
|
Number of |
|
Premium |
|
|
|
||
|
Type of Contract |
|
Contracts |
|
Received |
|
Value |
|
||
|
Eurotop 100 Index, Expires 4/17/07, Strike 301 |
|
23,426 |
|
$ |
9,448,877 |
|
$ |
(27,584,583 |
) |
|
Nasdaq 100 Index, Expires 4/21/07, Strike 1,775 |
|
457 |
|
1,013,854 |
|
(1,284,170 |
) |
||
|
Nasdaq 100 Index, Expires 4/21/07, Strike 1,785 |
|
708 |
|
1,850,626 |
|
(1,649,640 |
) |
||
|
Nasdaq 100 Index, Expires 4/21/07, Strike 1,800 |
|
1,441 |
|
2,419,688 |
|
(2,247,960 |
) |
||
|
Nikkei Index, Expires 4/13/07, Strike 17,100 |
|
1,477,336 |
|
3,294,755 |
|
(4,392,268 |
) |
||
|
S&P 500 Index, Expires 4/21/07, Strike 1,400 |
|
1,613 |
|
2,732,390 |
|
(5,484,200 |
) |
||
|
S&P 500 Index, Expires 4/21/07, Strike 1,415 |
|
286 |
|
513,942 |
|
(637,780 |
) |
||
|
S&P 500 Index, Expires 4/21/07, Strike 1,420 |
|
2,461 |
|
3,477,056 |
|
(4,626,680 |
) |
||
|
S&P 500 Index, Expires 4/21/07, Strike 1,435 |
|
538 |
|
967,378 |
|
(618,700 |
) |
||
|
Total Covered Call Options Written |
|
|
|
|
|
$ |
(48,525,981 |
) |
|
|
Other Assets, Less Liabilities — 0.7% |
|
|
|
|
|
$ |
15,902,765 |
|
|
|
Net Assets — 100.0% |
|
|
|
|
|
$ |
2,070,637,532 |
|
|
|
ADR |
— |
American Depository Receipt |
|
(1) |
|
Non-income producing security. |
Country Concentration of Portfolio
|
|
|
Percentage |
|
|
|
|
|
Country |
|
of Net Total |
|
Value |
|
|
|
United States |
|
52.6 |
% |
$ |
1,106,433,211 |
|
|
United Kingdom |
|
10.7 |
% |
226,043,990 |
|
|
|
Japan |
|
10.3 |
% |
217,582,752 |
|
|
|
France |
|
5.4 |
% |
112,617,856 |
|
|
|
Germany |
|
4.5 |
% |
95,459,337 |
|
|
|
Switzerland |
|
4.2 |
% |
88,351,536 |
|
|
|
Netherlands |
|
3.6 |
% |
76,004,383 |
|
|
|
Spain |
|
2.5 |
% |
51,668,234 |
|
|
|
Italy |
|
2.0 |
% |
42,778,156 |
|
|
|
Cayman Islands |
|
0.9 |
% |
19,190,024 |
|
|
|
Finland |
|
0.7 |
% |
15,011,705 |
|
|
|
Bermuda |
|
0.6 |
% |
13,005,835 |
|
|
|
Sweden |
|
0.5 |
% |
11,522,463 |
|
|
|
Belgium |
|
0.5 |
% |
9,675,242 |
|
|
|
Other countries, less than 0.4% each |
|
1.0 |
% |
17,916,024 |
|
|
|
|
|
100.0 |
% |
$ |
2,103,260,748 |
|
18
The cost and unrealized appreciation (depreciation) in value of the investments owned at March 31, 2007, as computed on a federal income tax basis, were as follows:
|
Aggregate cost |
|
$ |
1,817,877,043 |
|
|
Gross unrealized appreciation |
|
$ |
337,317,794 |
|
|
Gross unrealized depreciation |
|
(51,934,089 |
) |
|
|
Net unrealized appreciation |
|
$ |
285,383,705 |
|
The net unrealized depreciation on foreign currency at March 31, 2007 was $2,859,448.
A summary of financial instruments at March 31, 2007 is as follows:
Forward Foreign Currency Exchange Contracts
Purchases
|
Settlement |
|
|
|
|
|
Net Unrealized |
|
|||
|
Date(s) |
|
In Exchange For |
|
Deliver |
|
Appreciation |
|
|||
|
4/19/07 |
|
Euro |
|
United States Dollar |
|
|
|
|
|
|
|
|
|
150,000,000 |
|
198,841,850 |
|
|
$ |
958,642 |
|
|
|
5/17/07 |
|
Euro |
|
United States Dollar |
|
|
|
|
|
|
|
|
|
140,000,000 |
|
185,862,250 |
|
|
826,258 |
|
|
|
|
|
|
|
|
|
|
|
$ |
1,784,900 |
|
|
Sales
|
|
|
|
|
|
|
Net Unrealized |
|
|||
|
Settlement |
|
|
|
|
|
Appreciation |
|
|||
|
Date(s) |
|
Deliver |
|
In Exchange For |
|
(Depreciation) |
|
|||
|
4/02/07 |
|
Japanese Yen |
|
United States Dollar |
|
|
|
|
|
|
|
|
|
9,980,109 |
|
84,299 |
|
|
$ |
(347 |
) |
|
|
4/19/07 |
|
Euro |
|
United States Dollar |
|
|
|
|
|
|
|
|
|
150,000,000 |
|
199,900,500 |
|
|
100,008 |
|
|
|
|
5/17/07 |
|
Euro |
|
United States Dollar |
|
|
|
|
|
|
|
|
|
140,000,000 |
|
181,887,800 |
|
|
(4,800,708 |
) |
|
|
|
|
|
|
|
|
|
|
$ |
(4,701,047 |
) |
|
Written call option activity for the three months ended March 31, 2007 was as follows:
|
|
|
Number of |
|
Premiums |
|
|
|
Outstanding, beginning of period |
|
1,542,382 |
|
$ |
25,179,301 |
|
|
Options written |
|
4,544,673 |
|
76,597,116 |
|
|
|
Options closed |
|
(4,555,639 |
) |
(68,919,549 |
) |
|
|
Options expired |
|
(23,150 |
) |
(7,138,302 |
) |
|
|
Outstanding, end of period |
|
1,508,266 |
|
$ |
25,718,566 |
|
All of the assets of the Fund are subject to segregation to satisfy the requirements of the escrow agent.
At March 31, 2007, the Fund had sufficient cash and/or securities to cover commitments under these contracts.
19
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 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 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) During the second fiscal quarter of the period covered by this report, the registrant’s internal control over financial reporting was modified to enhance the review and analysis of the relevant terms and conditions of transfers of securities in connection with inverse floating rate obligations in light of Statement of Financial Accounting Standards No. 140.
Signatures
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Eaton Vance Tax Managed Global Buy-Write Opportunities Fund
|
By: |
|
/s/ Duncan W. Richardson |
|
|
|
Duncan W. Richardson |
|
|
|
President and Principal Executive Officer |
|
Date: |
|
May 18, 2007 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
By: |
|
/s/ Duncan W. Richardson |
|
|
|
Duncan W. Richardson |
|
|
|
President and Principal Executive Officer |
|
Date: |
|
May 18, 2007 |
|
By: |
|
/s/ Barbara E. Campbell |
|
|
|
Barbara E. Campbell |
|
|
|
Treasurer and Principal Financial Officer |
|
Date: |
|
May 18, 2007 |