Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited)
Common Stocks — 99.1% |
| ||||||||||||||||
Security |
| Shares |
|
| Value |
|
| ||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Australia — 9.1% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
APA Group | 38,093 |
| $ | 286,026 |
|
| |||||||||||
ASX, Ltd. | 638 |
|
| 36,095 |
|
| |||||||||||
Atlas Arteria, Ltd. | 10,339 |
|
| 55,680 |
|
| |||||||||||
Atlassian Corp. PLC, Class A(1) | 2,300 |
|
| 338,100 |
|
| |||||||||||
Aurizon Holdings, Ltd. | 7,700 |
|
| 27,601 |
|
| |||||||||||
AusNet Services | 95,565 |
|
| 112,616 |
|
| |||||||||||
BHP Group, Ltd. | 8,972 |
|
| 230,077 |
|
| |||||||||||
Brambles, Ltd. | 17,422 |
|
| 145,516 |
|
| |||||||||||
BWP Trust | 8,592 |
|
| 23,445 |
|
| |||||||||||
Caltex Australia, Ltd. | 4,560 |
|
| 103,986 |
|
| |||||||||||
Charter Hall Group | 4,698 |
|
| 40,085 |
|
| |||||||||||
Charter Hall Long Wale REIT | 6,388 |
|
| 24,188 |
|
| |||||||||||
Coca-Cola Amatil, Ltd. | 15,577 |
|
| 123,774 |
|
| |||||||||||
Coles Group, Ltd. | 14,004 |
|
| 153,666 |
|
| |||||||||||
Commonwealth Bank of Australia | 4,049 |
|
| 229,244 |
|
| |||||||||||
Computershare, Ltd. | 10,972 |
|
| 129,558 |
|
| |||||||||||
Cromwell Property Group(2) | 28,254 |
|
| 23,053 |
|
| |||||||||||
Crown Resorts, Ltd. | 4,819 |
|
| 37,461 |
|
| |||||||||||
CSL, Ltd. | 3,230 |
|
| 664,310 |
|
| |||||||||||
Dexus | 13,975 |
|
| 117,923 |
|
| |||||||||||
Domain Holdings Australia, Ltd.(2) | 11,297 |
|
| 28,310 |
|
| |||||||||||
Domino's Pizza Enterprises, Ltd.(2) | 933 |
|
| 33,918 |
|
| |||||||||||
GPT Group (The) | 22,015 |
|
| 87,842 |
|
| |||||||||||
GWA Group, Ltd.(2) | 11,241 |
|
| 26,699 |
|
| |||||||||||
Hansen Technologies, Ltd. | 14,633 |
|
| 35,750 |
|
| |||||||||||
Harvey Norman Holdings, Ltd.(2) | 17,000 |
|
| 47,707 |
|
| |||||||||||
Integrated Research, Ltd. | 9,777 |
|
| 19,199 |
|
| |||||||||||
IRESS, Ltd. | 3,720 |
|
| 34,372 |
|
| |||||||||||
James Hardie Industries PLC CDI | 4,004 |
|
| 84,187 |
|
| |||||||||||
JB Hi-Fi, Ltd.(2) | 3,464 |
|
| 91,096 |
|
| |||||||||||
Link Administration Holdings, Ltd.(2) | 13,718 |
|
| 61,815 |
|
| |||||||||||
Mirvac Group | 41,842 |
|
| 94,394 |
|
| |||||||||||
National Australia Bank, Ltd. | 5,991 |
|
| 102,339 |
|
| |||||||||||
Newcrest Mining, Ltd. | 2,354 |
|
| 47,127 |
|
| |||||||||||
Northern Star Resources, Ltd. | 3,606 |
|
| 31,063 |
|
| |||||||||||
Oil Search, Ltd. | 19,405 |
|
| 92,749 |
|
| |||||||||||
Orica, Ltd. | 4,147 |
|
| 62,654 |
|
| |||||||||||
Qantas Airways, Ltd. | 19,011 |
|
| 80,603 |
|
| |||||||||||
REA Group, Ltd.(2) | 1,183 |
|
| 89,512 |
|
| |||||||||||
Rio Tinto, Ltd.(2) | 2,553 |
|
| 165,660 |
|
| |||||||||||
Santos, Ltd. | 13,252 |
|
| 76,059 |
|
| |||||||||||
Scentre Group | 51,564 |
|
| 132,304 |
|
| |||||||||||
Shopping Centres Australasia Property Group | 20,523 |
|
| 39,523 |
|
| |||||||||||
Sonic Healthcare, Ltd. | 1,319 |
|
| 27,647 |
|
| |||||||||||
Spark Infrastructure Group | 66,000 |
|
| 96,611 |
|
| |||||||||||
Star Entertainment Group, Ltd. (The) | 18,186 |
|
| 50,222 |
|
| |||||||||||
Suncorp Group, Ltd. | 4,024 |
|
| 34,376 |
|
| |||||||||||
Sydney Airport | 17,791 |
|
| 98,955 |
|
| |||||||||||
Tabcorp Holdings, Ltd. | 14,343 |
|
| 44,646 |
|
| |||||||||||
Technology One, Ltd. | 10,774 |
|
| 60,304 |
|
| |||||||||||
Telstra Corp., Ltd. | 119,713 |
|
| 305,262 |
|
| |||||||||||
TPG Telecom, Ltd. | 9,828 |
|
| 48,860 |
|
| |||||||||||
Transurban Group | 15,294 |
|
| 159,421 |
|
| |||||||||||
Vocus Group, Ltd.(1) | 18,112 |
|
| 40,592 |
|
| |||||||||||
Washington H. Soul Pattinson & Co., Ltd. | 4,310 |
|
| 61,404 |
|
| |||||||||||
Wesfarmers, Ltd. | 10,096 |
|
| 302,900 |
|
| |||||||||||
Westpac Banking Corp. | 8,556 |
|
| 142,983 |
|
| |||||||||||
Woodside Petroleum, Ltd. | 12,096 |
|
| 277,126 |
|
| |||||||||||
Woolworths Group, Ltd. | 12,710 |
|
| 353,005 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 6,571,600 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Austria — 1.0% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
ams AG(1) | 2,564 |
| $ | 104,194 |
|
| |||||||||||
ANDRITZ AG | 1,561 |
|
| 61,419 |
|
| |||||||||||
CA Immobilien Anlagen AG | 1,063 |
|
| 46,770 |
|
| |||||||||||
Erste Group Bank AG | 2,269 |
|
| 83,312 |
|
| |||||||||||
IMMOFINANZ AG | 2,066 |
|
| 57,331 |
|
| |||||||||||
Lenzing AG | 182 |
|
| 14,385 |
|
| |||||||||||
Oesterreichische Post AG | 1,473 |
|
| 55,917 |
|
| |||||||||||
OMV AG | 1,720 |
|
| 85,474 |
|
| |||||||||||
Rhi Magnesita NV(2) | 859 |
|
| 36,156 |
|
| |||||||||||
Telekom Austria AG | 8,000 |
|
| 64,308 |
|
| |||||||||||
UNIQA Insurance Group AG | 2,006 |
|
| 18,971 |
|
| |||||||||||
Verbund AG | 1,581 |
|
| 83,598 |
|
| |||||||||||
Wienerberger AG | 1,390 |
|
| 39,437 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 751,272 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Belgium — 2.2% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Ackermans & van Haaren NV | 184 |
| $ | 29,474 |
|
| |||||||||||
Ageas | 1,164 |
|
| 64,185 |
|
| |||||||||||
Anheuser-Busch InBev SA/NV | 2,330 |
|
| 175,775 |
|
| |||||||||||
Barco NV | 627 |
|
| 155,903 |
|
| |||||||||||
Befimmo SA | 1,120 |
|
| 68,903 |
|
| |||||||||||
Bekaert SA | 1,080 |
|
| 27,418 |
|
| |||||||||||
bpost SA | 3,481 |
|
| 34,690 |
|
| |||||||||||
Cofinimmo SA | 488 |
|
| 77,787 |
|
| |||||||||||
Colruyt SA | 478 |
|
| 23,916 |
|
| |||||||||||
D'Ieteren SA/NV | 637 |
|
| 41,116 |
|
| |||||||||||
Econocom Group SA/NV | 10,730 |
|
| 30,506 |
|
| |||||||||||
Elia System Operator SA/NV | 938 |
|
| 90,461 |
|
| |||||||||||
Euronav SA | 5,526 |
|
| 54,907 |
|
| |||||||||||
Groupe Bruxelles Lambert SA | 459 |
|
| 46,127 |
|
| |||||||||||
KBC Ancora | 539 |
|
| 26,847 |
|
| |||||||||||
Orange Belgium SA | 1,916 |
|
| 38,957 |
|
| |||||||||||
Proximus SA | 4,820 |
|
| 137,332 |
|
| |||||||||||
Retail Estates NV | 566 |
|
| 51,963 |
|
| |||||||||||
Sofina SA | 150 |
|
| 34,316 |
|
| |||||||||||
Solvay SA(2) | 1,005 |
|
| 104,158 |
|
| |||||||||||
Tessenderlo Group SA(1) | 1,340 |
|
| 45,084 |
|
| |||||||||||
UCB SA | 2,340 |
|
| 215,332 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,575,157 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Denmark — 2.1% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
ALK-Abello A/S(1) | 138 |
| $ | 36,862 |
|
| |||||||||||
Carlsberg A/S, Class B | 1,041 |
|
| 152,021 |
|
| |||||||||||
Chr. Hansen Holding A/S | 850 |
|
| 63,259 |
|
| |||||||||||
DSV PANALPINA A/S | 1,341 |
|
| 145,591 |
|
| |||||||||||
ISS A/S | 813 |
|
| 19,693 |
|
| |||||||||||
Jyske Bank A/S(1) | 949 |
|
| 36,086 |
|
| |||||||||||
Maersk Drilling A/S(1) | 483 |
|
| 26,956 |
|
| |||||||||||
Novo Nordisk A/S, Class B | 3,400 |
|
| 206,964 |
|
| |||||||||||
Novozymes A/S, Class B | 2,980 |
|
| 155,374 |
|
| |||||||||||
Orsted A/S(3) | 2,075 |
|
| 226,324 |
|
| |||||||||||
Pandora A/S | 2,258 |
|
| 116,549 |
|
| |||||||||||
Ringkjoebing Landbobank A/S | 652 |
|
| 48,438 |
|
| |||||||||||
Rockwool International A/S, Class B | 97 |
|
| 22,614 |
|
| |||||||||||
SimCorp A/S | 1,160 |
|
| 128,594 |
|
| |||||||||||
Sydbank A/S | 1,310 |
|
| 28,505 |
|
| |||||||||||
Topdanmark A/S | 972 |
|
| 45,974 |
|
| |||||||||||
Tryg A/S | 1,584 |
|
| 47,995 |
|
| |||||||||||
Vestas Wind Systems A/S | 342 |
|
| 33,949 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,541,748 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Finland — 2.3% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Citycon Oyj(2) | 2,400 |
| $ | 25,391 |
|
| |||||||||||
Elisa Oyj | 2,351 |
|
| 141,637 |
|
| |||||||||||
Fortum Oyj | 7,644 |
|
| 184,984 |
|
| |||||||||||
Huhtamaki Oyj | 736 |
|
| 32,712 |
|
| |||||||||||
Kemira Oyj | 2,727 |
|
| 41,199 |
|
| |||||||||||
Kesko Oyj, Class B | 2,268 |
|
| 153,330 |
|
| |||||||||||
Kone Oyj, Class B | 1,663 |
|
| 107,325 |
|
| |||||||||||
Neste Oyj | 5,038 |
|
| 200,602 |
|
| |||||||||||
Nokia Oyj | 23,544 |
|
| 91,650 |
|
| |||||||||||
Nordea Bank Abp | 10,249 |
|
| 80,848 |
|
| |||||||||||
Orion Oyj, Class B | 3,174 |
|
| 149,962 |
|
| |||||||||||
Sampo Oyj, Class A | 1,342 |
|
| 60,749 |
|
| |||||||||||
TietoEVRY Oyj | 956 |
|
| 31,176 |
|
| |||||||||||
Tokmanni Group Corp. | 15,729 |
|
| 228,140 |
|
| |||||||||||
UPM-Kymmene Oyj | 3,184 |
|
| 100,323 |
|
| |||||||||||
Valmet Oyj | 1,377 |
|
| 29,787 |
|
| |||||||||||
Wartsila Oyj Abp | 2,646 |
|
| 32,446 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,692,261 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
France — 8.7% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Air Liquide SA | 4,818 |
| $ | 696,632 |
|
| |||||||||||
Airbus SE | 1,329 |
|
| 195,182 |
|
| |||||||||||
Altarea SCA | 208 |
|
| 47,672 |
|
| |||||||||||
Alten SA | 634 |
|
| 78,136 |
|
| |||||||||||
Atos SE | 1,046 |
|
| 86,743 |
|
| |||||||||||
AXA SA | 8,332 |
|
| 221,561 |
|
| |||||||||||
Cie Generale des Etablissements Michelin SCA | 484 |
|
| 56,155 |
|
| |||||||||||
CNP Assurances | 2,759 |
|
| 49,663 |
|
| |||||||||||
Covivio | 1,309 |
|
| 155,331 |
|
| |||||||||||
Danone SA | 2,873 |
|
| 229,910 |
|
| |||||||||||
Dassault Systemes SE | 1,540 |
|
| 266,595 |
|
| |||||||||||
Devoteam SA(2) | 244 |
|
| 22,719 |
|
| |||||||||||
Engie SA | 22,570 |
|
| 388,504 |
|
| |||||||||||
EssilorLuxottica SA | 1,642 |
|
| 243,112 |
|
| |||||||||||
Eurazeo SE | 634 |
|
| 45,374 |
|
| |||||||||||
Eutelsat Communications SA | 985 |
|
| 14,763 |
|
| |||||||||||
Gecina SA | 1,055 |
|
| 198,984 |
|
| |||||||||||
Getlink SE | 2,197 |
|
| 38,758 |
|
| |||||||||||
Hermes International | 100 |
|
| 74,673 |
|
| |||||||||||
Ingenico Group SA | 754 |
|
| 87,685 |
|
| |||||||||||
Legrand SA | 560 |
|
| 44,807 |
|
| |||||||||||
LVMH Moet Hennessy Louis Vuitton SE | 650 |
|
| 283,057 |
|
| |||||||||||
Orange SA | 31,518 |
|
| 445,537 |
|
| |||||||||||
Pernod-Ricard SA | 1,615 |
|
| 279,616 |
|
| |||||||||||
Quadient | 1,050 |
|
| 25,258 |
|
| |||||||||||
Renault SA | 569 |
|
| 22,255 |
|
| |||||||||||
Sanofi | 5,890 |
|
| 568,022 |
|
| |||||||||||
SCOR SE | 1,880 |
|
| 79,905 |
|
| |||||||||||
Societe BIC SA | 422 |
|
| 28,487 |
|
| |||||||||||
Societe Generale SA | 3,005 |
|
| 97,241 |
|
| |||||||||||
Suez | 5,207 |
|
| 85,451 |
|
| |||||||||||
Talend SA ADR(1)(2) | 500 |
|
| 18,450 |
|
| |||||||||||
Teleperformance | 177 |
|
| 44,409 |
|
| |||||||||||
Thales SA | 600 |
|
| 65,839 |
|
| |||||||||||
Total SA | 10,463 |
|
| 509,451 |
|
| |||||||||||
Unibail-Rodamco-Westfield | 1,203 |
|
| 163,452 |
|
| |||||||||||
Veolia Environnement SA | 5,261 |
|
| 155,202 |
|
| |||||||||||
Vinci SA | 1,159 |
|
| 128,405 |
|
| |||||||||||
Wendel SA | 356 |
|
| 47,496 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 6,290,492 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Germany — 8.9% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
adidas AG | 579 |
| $ | 183,030 |
|
| |||||||||||
Allianz SE | 1,565 |
|
| 373,634 |
|
| |||||||||||
Aroundtown SA | 7,804 |
|
| 73,879 |
|
| |||||||||||
BASF SE | 5,529 |
|
| 373,189 |
|
| |||||||||||
Bayer AG | 2,172 |
|
| 174,315 |
|
| |||||||||||
Bayerische Motoren Werke AG | 1,291 |
|
| 91,960 |
|
| |||||||||||
Beiersdorf AG | 2,259 |
|
| 256,111 |
|
| |||||||||||
Continental AG | 589 |
|
| 67,215 |
|
| |||||||||||
Delivery Hero SE(1)(3) | 754 |
|
| 58,015 |
|
| |||||||||||
Deutsche Boerse AG | 570 |
|
| 92,524 |
|
| |||||||||||
Deutsche Lufthansa AG | 2,863 |
|
| 43,614 |
|
| |||||||||||
Deutsche Post AG | 3,135 |
|
| 109,380 |
|
| |||||||||||
Deutsche Telekom AG | 31,693 |
|
| 513,293 |
|
| |||||||||||
Deutsche Wohnen SE | 4,814 |
|
| 203,681 |
|
| |||||||||||
E.ON SE | 27,081 |
|
| 306,854 |
|
| |||||||||||
Fraport AG Frankfurt Airport Services Worldwide | 341 |
|
| 25,363 |
|
| |||||||||||
Fresenius SE & Co. KGaA | 2,385 |
|
| 121,779 |
|
| |||||||||||
FUCHS PETROLUB SE, PFC Shares | 1,970 |
|
| 87,308 |
|
| |||||||||||
GEA Group AG | 1,196 |
|
| 35,812 |
|
| |||||||||||
Gerresheimer AG | 1,197 |
|
| 94,686 |
|
| |||||||||||
Henkel AG & Co. KGaA | 2,341 |
|
| 215,689 |
|
| |||||||||||
Hochtief AG | 235 |
|
| 27,181 |
|
| |||||||||||
HUGO BOSS AG | 915 |
|
| 43,226 |
|
| |||||||||||
Knorr-Bremse AG | 346 |
|
| 37,743 |
|
| |||||||||||
KWS Saat SE and Co. KGaA | 425 |
|
| 26,244 |
|
| |||||||||||
Merck KGaA | 988 |
|
| 126,691 |
|
| |||||||||||
Metro AG | 7,704 |
|
| 107,193 |
|
| |||||||||||
MTU Aero Engines AG | 178 |
|
| 53,910 |
|
| |||||||||||
Muenchener Rueckversicherungs-Gesellschaft AG | 660 |
|
| 194,595 |
|
| |||||||||||
Puma SE | 1,330 |
|
| 106,497 |
|
| |||||||||||
QIAGEN NV(1) | 1,735 |
|
| 57,950 |
|
| |||||||||||
RWE AG | 11,705 |
|
| 405,779 |
|
| |||||||||||
SAP SE | 4,641 |
|
| 604,403 |
|
| |||||||||||
Siemens AG | 2,649 |
|
| 326,723 |
|
| |||||||||||
Siemens Healthineers AG(3) | 2,235 |
|
| 105,034 |
|
| |||||||||||
Software AG | 800 |
|
| 26,670 |
|
| |||||||||||
Symrise AG | 1,413 |
|
| 145,193 |
|
| |||||||||||
TAG Immobilien AG | 1,340 |
|
| 35,317 |
|
| |||||||||||
Telefonica Deutschland Holding AG(3) | 20,469 |
|
| 61,953 |
|
| |||||||||||
TLG Immobilien AG(1) | 3,290 |
|
| 110,193 |
|
| |||||||||||
TUI AG | 2,680 |
|
| 27,458 |
|
| |||||||||||
Vonovia SE | 4,578 |
|
| 261,294 |
|
| |||||||||||
Zalando SE(1)(3) | 1,079 |
|
| 51,662 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 6,444,240 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Hong Kong — 4.3% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
AIA Group, Ltd. | 31,200 |
| $ | 309,159 |
|
| |||||||||||
Alibaba Health Information Technology, Ltd.(1) | 120,000 |
|
| 167,182 |
|
| |||||||||||
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 33,000 |
|
| 49,678 |
|
| |||||||||||
BOC Hong Kong Holdings, Ltd. | 7,000 |
|
| 23,139 |
|
| |||||||||||
Budweiser Brewing Co., APAC, Ltd.(1)(3) | 20,500 |
|
| 61,989 |
|
| |||||||||||
Cafe de Coral Holdings, Ltd. | 10,000 |
|
| 22,437 |
|
| |||||||||||
China Youzan, Ltd.(1) | 492,000 |
|
| 35,900 |
|
| |||||||||||
Chow Tai Fook Jewellery Group, Ltd. | 29,800 |
|
| 26,860 |
|
| |||||||||||
CK Hutchison Holdings, Ltd. | 16,500 |
|
| 145,789 |
|
| |||||||||||
CLP Holdings, Ltd. | 18,000 |
|
| 187,192 |
|
| |||||||||||
Esprit Holdings, Ltd.(1)(2) | 109,900 |
|
| 19,620 |
|
| |||||||||||
First Pacific Co., Ltd. | 106,000 |
|
| 33,271 |
|
| |||||||||||
Global Cord Blood Corp.(1) | 5,000 |
|
| 23,250 |
|
| |||||||||||
Hang Lung Group, Ltd. | 6,000 |
|
| 14,827 |
|
| |||||||||||
Hang Lung Properties, Ltd. | 14,000 |
|
| 29,245 |
|
| |||||||||||
Hang Seng Bank, Ltd. | 3,700 |
|
| 74,789 |
|
| |||||||||||
Henderson Land Development Co., Ltd. | 7,260 |
|
| 32,595 |
|
| |||||||||||
HK Electric Investments & HK Electric Investments, Ltd. | 34,000 |
|
| 33,950 |
|
| |||||||||||
HKBN, Ltd. | 35,000 |
|
| 60,652 |
|
| |||||||||||
HKT Trust and HKT, Ltd. | 109,000 |
|
| 162,708 |
|
| |||||||||||
Hong Kong & China Gas Co., Ltd. | 93,170 |
|
| 178,297 |
|
| |||||||||||
Hongkong Land Holdings, Ltd. | 8,100 |
|
| 42,994 |
|
| |||||||||||
Hysan Development Co., Ltd. | 7,000 |
|
| 26,131 |
|
| |||||||||||
Jardine Matheson Holdings, Ltd. | 2,400 |
|
| 133,781 |
|
| |||||||||||
Jardine Strategic Holdings, Ltd. | 1,800 |
|
| 55,081 |
|
| |||||||||||
Kerry Properties, Ltd. | 10,000 |
|
| 27,893 |
|
| |||||||||||
Li & Fung, Ltd. | 286,000 |
|
| 25,045 |
|
| |||||||||||
Link REIT | 9,000 |
|
| 91,013 |
|
| |||||||||||
Luk Fook Holdings International, Ltd. | 18,000 |
|
| 48,755 |
|
| |||||||||||
MTR Corp., Ltd. | 12,500 |
|
| 70,108 |
|
| |||||||||||
Nexteer Automotive Group, Ltd. | 48,000 |
|
| 35,288 |
|
| |||||||||||
NOVA Group Holdings, Ltd.(2) | 80,000 |
|
| 16,069 |
|
| |||||||||||
NWS Holdings, Ltd. | 25,000 |
|
| 32,124 |
|
| |||||||||||
Power Assets Holdings, Ltd. | 9,500 |
|
| 68,584 |
|
| |||||||||||
Sands China, Ltd. | 24,000 |
|
| 115,735 |
|
| |||||||||||
Shangri-La Asia, Ltd. | 48,000 |
|
| 44,245 |
|
| |||||||||||
SJM Holdings, Ltd. | 36,000 |
|
| 40,136 |
|
| |||||||||||
Sun Hung Kai Properties, Ltd. | 5,000 |
|
| 69,652 |
|
| |||||||||||
SUNeVision Holdings, Ltd. | 42,000 |
|
| 27,794 |
|
| |||||||||||
Swire Pacific, Ltd., Class A | 4,000 |
|
| 35,123 |
|
| |||||||||||
Tongda Group Holdings, Ltd. | 420,000 |
|
| 44,162 |
|
| |||||||||||
Town Health International Medical Group, Ltd.(4) | 266,000 |
|
| 0 |
|
| |||||||||||
Vitasoy International Holdings, Ltd. | 38,000 |
|
| 136,970 |
|
| |||||||||||
VSTECS Holdings, Ltd. | 60,000 |
|
| 28,884 |
|
| |||||||||||
VTech Holdings, Ltd. | 7,100 |
|
| 64,175 |
|
| |||||||||||
Wharf Real Estate Investment Co., Ltd. | 10,000 |
|
| 51,643 |
|
| |||||||||||
Yue Yuen Industrial Holdings, Ltd. | 22,000 |
|
| 61,171 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 3,085,085 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Ireland — 2.3% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
AIB Group PLC | 17,873 |
| $ | 52,401 |
|
| |||||||||||
Bank of Ireland Group PLC | 28,763 |
|
| 140,082 |
|
| |||||||||||
Cairn Homes PLC | 18,600 |
|
| 25,194 |
|
| |||||||||||
CRH PLC | 6,262 |
|
| 235,118 |
|
| |||||||||||
Dalata Hotel Group PLC | 6,009 |
|
| 30,339 |
|
| |||||||||||
Flutter Entertainment PLC | 1,971 |
|
| 223,583 |
|
| |||||||||||
Grafton Group PLC | 9,729 |
|
| 118,124 |
|
| |||||||||||
ICON PLC(1) | 1,212 |
|
| 204,367 |
|
| |||||||||||
Irish Residential Properties REIT PLC | 42,500 |
|
| 78,077 |
|
| |||||||||||
Kerry Group PLC, Class A | 1,947 |
|
| 248,860 |
|
| |||||||||||
Kingspan Group PLC | 3,244 |
|
| 200,076 |
|
| |||||||||||
UDG Healthcare PLC | 8,000 |
|
| 79,130 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,635,351 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Israel — 2.3% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Amot Investments, Ltd. | 5,499 |
| $ | 39,999 |
|
| |||||||||||
Bank Hapoalim B.M. | 3,259 |
|
| 27,981 |
|
| |||||||||||
Bank Leumi Le-Israel B.M. | 9,550 |
|
| 68,664 |
|
| |||||||||||
Bezeq The Israeli Telecommunication Corp., Ltd.(1) | 163,729 |
|
| 125,761 |
|
| |||||||||||
Check Point Software Technologies, Ltd.(1) | 585 |
|
| 66,871 |
|
| |||||||||||
Delta-Galil Industries, Ltd. | 2,301 |
|
| 60,272 |
|
| |||||||||||
Elbit Systems, Ltd. | 1,014 |
|
| 154,840 |
|
| |||||||||||
Electra, Ltd. | 173 |
|
| 90,981 |
|
| |||||||||||
First International Bank of Israel, Ltd. | 1,152 |
|
| 32,213 |
|
| |||||||||||
Israel Chemicals, Ltd. | 34,547 |
|
| 145,110 |
|
| |||||||||||
Kenon Holdings, Ltd. | 2,504 |
|
| 51,647 |
|
| |||||||||||
Melisron, Ltd. | 729 |
|
| 47,867 |
|
| |||||||||||
Mellanox Technologies, Ltd.(1) | 300 |
|
| 36,270 |
|
| |||||||||||
Mizrahi Tefahot Bank, Ltd. | 1,469 |
|
| 39,988 |
|
| |||||||||||
Nice, Ltd.(1) | 490 |
|
| 84,458 |
|
| |||||||||||
Oil Refineries, Ltd. | 139,185 |
|
| 61,279 |
|
| |||||||||||
Paz Oil Co., Ltd. | 650 |
|
| 78,837 |
|
| |||||||||||
Reit 1, Ltd. | 7,407 |
|
| 45,315 |
|
| |||||||||||
Sella Capital Real Estate, Ltd. | 15,640 |
|
| 49,205 |
|
| |||||||||||
Shufersal, Ltd. | 7,005 |
|
| 43,719 |
|
| |||||||||||
Strauss Group, Ltd. | 3,028 |
|
| 88,888 |
|
| |||||||||||
Teva Pharmaceutical Industries, Ltd. ADR(1) | 18,817 |
|
| 195,697 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,635,862 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Italy — 4.6% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Assicurazioni Generali SpA | 4,184 |
| $ | 81,528 |
|
| |||||||||||
ASTM SpA | 2,079 |
|
| 60,727 |
|
| |||||||||||
Atlantia SpA | 4,194 |
|
| 102,913 |
|
| |||||||||||
Autogrill SpA | 2,584 |
|
| 25,120 |
|
| |||||||||||
Bio-On SpA(1)(4) | 2,850 |
|
| 0 |
|
| |||||||||||
Brunello Cucinelli SpA | 1,252 |
|
| 45,397 |
|
| |||||||||||
Cementir Holding NV | 6,913 |
|
| 49,073 |
|
| |||||||||||
COSMO Pharmaceuticals NV(1)(2) | 417 |
|
| 35,420 |
|
| |||||||||||
Davide Campari-Milano SpA | 18,866 |
|
| 182,358 |
|
| |||||||||||
De'Longhi SpA | 1,200 |
|
| 22,612 |
|
| |||||||||||
DiaSorin SpA | 977 |
|
| 120,119 |
|
| |||||||||||
Enav SpA(3) | 5,849 |
|
| 37,768 |
|
| |||||||||||
Enel SpA | 38,800 |
|
| 338,193 |
|
| |||||||||||
Eni SpA | 21,212 |
|
| 297,129 |
|
| |||||||||||
Ferrari NV | 1,054 |
|
| 177,864 |
|
| |||||||||||
IMA Industria Macchine Automatiche SpA(2) | 484 |
|
| 31,583 |
|
| |||||||||||
Infrastrutture Wireless Italiane SpA(3) | 25,801 |
|
| 268,169 |
|
| |||||||||||
Interpump Group SpA | 778 |
|
| 21,938 |
|
| |||||||||||
Intesa Sanpaolo SpA | 54,086 |
|
| 134,323 |
|
| |||||||||||
Italgas SpA | 7,381 |
|
| 49,063 |
|
| |||||||||||
Italmobiliare SpA | 1,360 |
|
| 37,837 |
|
| |||||||||||
Leonardo SpA | 4,673 |
|
| 57,412 |
|
| |||||||||||
Mediaset SpA(1)(2) | 9,790 |
|
| 25,854 |
|
| |||||||||||
Mediobanca Banca di Credito Finanziario SpA | 2,651 |
|
| 26,445 |
|
| |||||||||||
Poste Italiane SpA(3) | 5,564 |
|
| 63,736 |
|
| |||||||||||
Prada SpA | 6,900 |
|
| 26,456 |
|
| |||||||||||
RAI Way SpA(3) | 4,122 |
|
| 26,880 |
|
| |||||||||||
Recordati SpA | 2,026 |
|
| 86,694 |
|
| |||||||||||
Reply SpA | 996 |
|
| 78,163 |
|
| |||||||||||
Retelit SpA | 14,503 |
|
| 23,759 |
|
| |||||||||||
Salvatore Ferragamo SpA | 2,265 |
|
| 41,789 |
|
| |||||||||||
Saras SpA | 14,538 |
|
| 19,508 |
|
| |||||||||||
STMicroelectronics NV | 18,358 |
|
| 511,306 |
|
| |||||||||||
Technogym SpA(3) | 2,741 |
|
| 34,047 |
|
| |||||||||||
Terna Rete Elettrica Nazionale SpA | 12,961 |
|
| 90,420 |
|
| |||||||||||
Unione di Banche Italiane SpA | 9,342 |
|
| 27,959 |
|
| |||||||||||
UnipolSai Assicurazioni SpA | 10,716 |
|
| 28,693 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 3,288,255 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Japan — 13.2% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Activia Properties, Inc. | 6 |
| $ | 31,951 |
|
| |||||||||||
Aeon Mall Co., Ltd.(2) | 1,800 |
|
| 29,909 |
|
| |||||||||||
Air Water, Inc. | 2,000 |
|
| 27,470 |
|
| |||||||||||
Ajinomoto Co., Inc. | 2,100 |
|
| 34,587 |
|
| |||||||||||
ANA Holdings, Inc. | 1,100 |
|
| 34,358 |
|
| |||||||||||
Asahi Group Holdings, Ltd. | 1,200 |
|
| 55,630 |
|
| |||||||||||
Asahi Intecc Co., Ltd. | 2,000 |
|
| 55,105 |
|
| |||||||||||
Asahi Kasei Corp. | 6,000 |
|
| 61,370 |
|
| |||||||||||
Bandai Namco Holdings, Inc. | 1,300 |
|
| 75,541 |
|
| |||||||||||
Bridgestone Corp. | 900 |
|
| 31,877 |
|
| |||||||||||
Canon, Inc. | 3,000 |
|
| 78,673 |
|
| |||||||||||
Central Japan Railway Co. | 200 |
|
| 39,256 |
|
| |||||||||||
Chubu Electric Power Co., Inc. | 6,200 |
|
| 84,200 |
|
| |||||||||||
Chugai Pharmaceutical Co., Ltd. | 1,500 |
|
| 153,643 |
|
| |||||||||||
Chugoku Electric Power Co., Inc. (The) | 4,500 |
|
| 59,392 |
|
| |||||||||||
Citizen Watch Co., Ltd. | 8,200 |
|
| 39,642 |
|
| |||||||||||
Daicel Corp. | 3,400 |
|
| 32,185 |
|
| |||||||||||
Daido Steel Co., Ltd. | 700 |
|
| 26,768 |
|
| |||||||||||
Daiichi Sankyo Co., Ltd. | 2,100 |
|
| 141,912 |
|
| |||||||||||
Daikin Industries, Ltd. | 500 |
|
| 70,454 |
|
| |||||||||||
Daiwa House REIT Investment Corp. | 23 |
|
| 61,365 |
|
| |||||||||||
Daiwa Securities Group, Inc. | 7,000 |
|
| 35,401 |
|
| |||||||||||
Dentsu Group, Inc. | 1,000 |
|
| 33,139 |
|
| |||||||||||
East Japan Railway Co. | 600 |
|
| 52,831 |
|
| |||||||||||
FamilyMart Co., Ltd. | 2,000 |
|
| 43,740 |
|
| |||||||||||
Fast Retailing Co., Ltd. | 100 |
|
| 53,788 |
|
| |||||||||||
Frontier Real Estate Investment Corp. | 8 |
|
| 33,453 |
|
| |||||||||||
FUJIFILM Holdings Corp. | 1,700 |
|
| 84,430 |
|
| |||||||||||
GLP J-REIT | 28 |
|
| 37,610 |
|
| |||||||||||
Hankyu Hanshin Holdings, Inc. | 1,000 |
|
| 40,572 |
|
| |||||||||||
Hirose Electric Co., Ltd. | 315 |
|
| 39,069 |
|
| |||||||||||
Hitachi, Ltd. | 1,900 |
|
| 72,366 |
|
| |||||||||||
Hulic Co., Ltd. | 4,000 |
|
| 48,498 |
|
| |||||||||||
Inpex Corp. | 11,000 |
|
| 102,676 |
|
| |||||||||||
ITOCHU Corp. | 3,300 |
|
| 77,091 |
|
| |||||||||||
Iwatani Corp. | 1,000 |
|
| 33,324 |
|
| |||||||||||
Japan Airlines Co., Ltd. | 900 |
|
| 25,317 |
|
| |||||||||||
Japan Exchange Group, Inc. | 2,100 |
|
| 37,635 |
|
| |||||||||||
Japan Hotel REIT Investment Corp. | 63 |
|
| 42,431 |
|
| |||||||||||
Japan Post Bank Co., Ltd. | 4,800 |
|
| 44,428 |
|
| |||||||||||
Japan Post Holdings Co., Ltd. | 5,300 |
|
| 48,212 |
|
| |||||||||||
Japan Prime Realty Investment Corp. | 11 |
|
| 50,890 |
|
| |||||||||||
Japan Real Estate Investment Corp. | 11 |
|
| 80,326 |
|
| |||||||||||
Japan Retail Fund Investment Corp. | 31 |
|
| 66,334 |
|
| |||||||||||
Japan Tobacco, Inc. | 3,200 |
|
| 67,662 |
|
| |||||||||||
JFE Holdings, Inc. | 4,200 |
|
| 49,736 |
|
| |||||||||||
JXTG Holdings, Inc. | 37,400 |
|
| 159,069 |
|
| |||||||||||
Kajima Corp. | 2,000 |
|
| 25,373 |
|
| |||||||||||
Kakaku.com, Inc. | 1,900 |
|
| 49,636 |
|
| |||||||||||
Kamigumi Co., Ltd. | 1,500 |
|
| 32,051 |
|
| |||||||||||
Kansai Electric Power Co., Inc. (The) | 6,700 |
|
| 75,193 |
|
| |||||||||||
Kansai Paint Co., Ltd. | 1,400 |
|
| 33,513 |
|
| |||||||||||
Kao Corp. | 1,500 |
|
| 119,636 |
|
| |||||||||||
KDDI Corp. | 13,200 |
|
| 398,891 |
|
| |||||||||||
Kenedix Office Investment Corp. | 6 |
|
| 48,196 |
|
| |||||||||||
Keyence Corp. | 600 |
|
| 201,694 |
|
| |||||||||||
Kintetsu Group Holdings Co., Ltd. | 800 |
|
| 42,163 |
|
| |||||||||||
Kirin Holdings Co., Ltd. | 2,400 |
|
| 52,710 |
|
| |||||||||||
Konica Minolta, Inc. | 2,800 |
|
| 17,092 |
|
| |||||||||||
Kuraray Co., Ltd. | 2,500 |
|
| 30,051 |
|
| |||||||||||
KYORIN Holdings, Inc. | 1,400 |
|
| 25,136 |
|
| |||||||||||
Kyushu Electric Power Co., Inc. | 4,800 |
|
| 39,527 |
|
| |||||||||||
Lawson, Inc. | 800 |
|
| 46,303 |
|
| |||||||||||
Lion Corp. | 2,100 |
|
| 39,893 |
|
| |||||||||||
Makita Corp. | 1,000 |
|
| 38,250 |
|
| |||||||||||
Marubeni Corp. | 7,000 |
|
| 50,299 |
|
| |||||||||||
Maruichi Steel Tube, Ltd. | 1,200 |
|
| 33,297 |
|
| |||||||||||
Medipal Holdings Corp. | 1,100 |
|
| 23,309 |
|
| |||||||||||
Megmilk Snow Brand Co., Ltd. | 1,400 |
|
| 32,741 |
|
| |||||||||||
MEIJI Holdings Co., Ltd. | 500 |
|
| 35,187 |
|
| |||||||||||
Mitsubishi Chemical Holdings Corp. | 5,000 |
|
| 36,135 |
|
| |||||||||||
Mitsubishi Corp. | 1,300 |
|
| 33,326 |
|
| |||||||||||
Mitsubishi UFJ Financial Group, Inc. | 32,000 |
|
| 164,308 |
|
| |||||||||||
Mitsui & Co., Ltd. | 3,900 |
|
| 69,364 |
|
| |||||||||||
Mizuho Financial Group, Inc. | 67,300 |
|
| 99,801 |
|
| |||||||||||
Mori Hills REIT Investment Corp.(2) | 25 |
|
| 41,842 |
|
| |||||||||||
MS&AD Insurance Group Holdings, Inc. | 1,800 |
|
| 59,783 |
|
| |||||||||||
Murata Manufacturing Co., Ltd. | 1,500 |
|
| 84,922 |
|
| |||||||||||
NEC Corp. | 1,500 |
|
| 66,770 |
|
| |||||||||||
NH Foods, Ltd. | 1,000 |
|
| 43,897 |
|
| |||||||||||
Nippon Accommodations Fund, Inc. | 8 |
|
| 53,070 |
|
| |||||||||||
Nippon Building Fund, Inc. | 11 |
|
| 89,108 |
|
| |||||||||||
Nippon Paint Holdings Co., Ltd. | 1,200 |
|
| 57,361 |
|
| |||||||||||
Nippon Prologis REIT, Inc. | 26 |
|
| 74,743 |
|
| |||||||||||
Nippon Shinyaku Co., Ltd. | 300 |
|
| 26,598 |
|
| |||||||||||
Nippon Shokubai Co., Ltd. | 600 |
|
| 35,179 |
|
| |||||||||||
Nippon Steel Corp. | 4,500 |
|
| 62,440 |
|
| |||||||||||
Nippon Telegraph & Telephone Corp. | 6,800 |
|
| 173,380 |
|
| |||||||||||
Nissan Chemical Corp. | 900 |
|
| 37,192 |
|
| |||||||||||
Nissan Motor Co., Ltd. | 4,100 |
|
| 22,248 |
|
| |||||||||||
Nisshin Seifun Group, Inc. | 1,300 |
|
| 22,197 |
|
| |||||||||||
Nissin Foods Holdings Co., Ltd. | 400 |
|
| 30,023 |
|
| |||||||||||
Nitori Holdings Co., Ltd. | 400 |
|
| 62,160 |
|
| |||||||||||
Nomura Real Estate Master Fund, Inc. | 21 |
|
| 36,934 |
|
| |||||||||||
Nomura Research Institute, Ltd. | 3,600 |
|
| 79,220 |
|
| |||||||||||
NTT Data Corp. | 4,400 |
|
| 61,808 |
|
| |||||||||||
NTT DoCoMo, Inc. | 12,000 |
|
| 340,949 |
|
| |||||||||||
Obic Co., Ltd. | 300 |
|
| 40,878 |
|
| |||||||||||
Oji Holdings Corp. | 4,300 |
|
| 21,847 |
|
| |||||||||||
Olympus Corp. | 5,100 |
|
| 82,402 |
|
| |||||||||||
Ono Pharmaceutical Co., Ltd. | 2,500 |
|
| 57,567 |
|
| |||||||||||
Oriental Land Co., Ltd. | 700 |
|
| 91,164 |
|
| |||||||||||
ORIX Corp. | 3,500 |
|
| 59,124 |
|
| |||||||||||
Orix JREIT, Inc. | 11 |
|
| 23,241 |
|
| |||||||||||
Osaka Gas Co., Ltd. | 6,100 |
|
| 103,223 |
|
| |||||||||||
Otsuka Holdings Co., Ltd. | 2,400 |
|
| 106,621 |
|
| |||||||||||
Pan Pacific International Holdings Corp. | 2,000 |
|
| 32,274 |
|
| |||||||||||
Rakuten, Inc.(1) | 3,000 |
|
| 23,143 |
|
| |||||||||||
Recruit Holdings Co., Ltd. | 2,300 |
|
| 89,645 |
|
| |||||||||||
Resona Holdings, Inc. | 7,500 |
|
| 30,929 |
|
| |||||||||||
Ricoh Co., Ltd. | 4,000 |
|
| 45,386 |
|
| |||||||||||
Rinnai Corp. | 600 |
|
| 42,769 |
|
| |||||||||||
Santen Pharmaceutical Co., Ltd. | 1,500 |
|
| 27,976 |
|
| |||||||||||
Seiko Epson Corp. | 1,700 |
|
| 24,858 |
|
| |||||||||||
Sekisui House, Ltd. | 2,000 |
|
| 43,004 |
|
| |||||||||||
Seven & i Holdings Co., Ltd. | 2,200 |
|
| 84,355 |
|
| |||||||||||
Shikoku Electric Power Co., Inc. | 2,600 |
|
| 22,049 |
|
| |||||||||||
Shimadzu Corp. | 1,200 |
|
| 33,678 |
|
| |||||||||||
Shimano, Inc. | 300 |
|
| 45,998 |
|
| |||||||||||
Shin-Etsu Chemical Co., Ltd. | 1,300 |
|
| 148,673 |
|
| |||||||||||
Shionogi & Co., Ltd. | 1,100 |
|
| 65,421 |
|
| |||||||||||
Sompo Holdings, Inc. | 1,600 |
|
| 59,782 |
|
| |||||||||||
Sony Corp. | 1,600 |
|
| 111,883 |
|
| |||||||||||
Sony Financial Holdings, Inc. | 1,200 |
|
| 27,629 |
|
| |||||||||||
Subaru Corp. | 1,100 |
|
| 27,514 |
|
| |||||||||||
Sumitomo Corp. | 1,600 |
|
| 23,799 |
|
| |||||||||||
Sumitomo Mitsui Financial Group, Inc. | 3,500 |
|
| 123,058 |
|
| |||||||||||
Sumitomo Mitsui Trust Holdings, Inc. | 1,500 |
|
| 55,305 |
|
| |||||||||||
Suntory Beverage & Food, Ltd. | 900 |
|
| 38,104 |
|
| |||||||||||
Suzuki Motor Corp. | 1,000 |
|
| 45,756 |
|
| |||||||||||
Sysmex Corp. | 500 |
|
| 35,770 |
|
| |||||||||||
Taiheiyo Cement Corp. | 1,500 |
|
| 40,372 |
|
| |||||||||||
Taisho Pharmaceutical Holdings Co., Ltd. | 600 |
|
| 42,388 |
|
| |||||||||||
Taiyo Nippon Sanso Corp. | 1,300 |
|
| 28,495 |
|
| |||||||||||
Takeda Pharmaceutical Co., Ltd. | 3,800 |
|
| 145,933 |
|
| |||||||||||
TEIJIN, Ltd. | 1,400 |
|
| 25,030 |
|
| |||||||||||
Terumo Corp. | 1,800 |
|
| 64,792 |
|
| |||||||||||
Toho Gas Co., Ltd. | 1,500 |
|
| 57,948 |
|
| |||||||||||
Tokio Marine Holdings, Inc. | 2,200 |
|
| 119,419 |
|
| |||||||||||
Tokyo Gas Co., Ltd. | 3,800 |
|
| 83,547 |
|
| |||||||||||
Tokyu Corp. | 2,000 |
|
| 35,245 |
|
| |||||||||||
Toppan Printing Co., Ltd. | 2,000 |
|
| 39,860 |
|
| |||||||||||
Toray Industries, Inc. | 9,300 |
|
| 60,853 |
|
| |||||||||||
Toshiba Corp. | 1,800 |
|
| 57,529 |
|
| |||||||||||
Toyo Suisan Kaisha, Ltd. | 1,000 |
|
| 41,896 |
|
| |||||||||||
Toyobo Co., Ltd. | 1,800 |
|
| 24,573 |
|
| |||||||||||
Toyota Motor Corp. | 3,200 |
|
| 222,489 |
|
| |||||||||||
Trend Micro, Inc. | 600 |
|
| 31,350 |
|
| |||||||||||
Tsuruha Holdings, Inc. | 200 |
|
| 24,480 |
|
| |||||||||||
Unicharm Corp. | 1,500 |
|
| 51,335 |
|
| |||||||||||
United Urban Investment Corp. | 36 |
|
| 64,488 |
|
| |||||||||||
West Japan Railway Co. | 400 |
|
| 33,844 |
|
| |||||||||||
Yakult Honsha Co., Ltd. | 600 |
|
| 30,177 |
|
| |||||||||||
Yamato Holdings Co., Ltd. | 2,000 |
|
| 32,027 |
|
| |||||||||||
Yamato Kogyo Co., Ltd. | 1,000 |
|
| 24,227 |
|
| |||||||||||
Yamazaki Baking Co., Ltd. | 2,000 |
|
| 38,061 |
|
| |||||||||||
Z Holdings Corp. | 11,200 |
|
| 44,486 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 9,499,884 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Netherlands — 4.4% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
ABN AMRO Bank NV(3) | 1,800 |
| $ | 31,330 |
|
| |||||||||||
Accell Group | 1,483 |
|
| 45,858 |
|
| |||||||||||
Akzo Nobel NV | 2,765 |
|
| 260,926 |
|
| |||||||||||
ASML Holding NV | 1,965 |
|
| 551,452 |
|
| |||||||||||
ASR Nederland NV | 1,620 |
|
| 60,279 |
|
| |||||||||||
Corbion NV | 2,072 |
|
| 71,766 |
|
| |||||||||||
Eurocommercial Properties NV | 1,255 |
|
| 31,384 |
|
| |||||||||||
GrandVision NV(3) | 1,280 |
|
| 39,214 |
|
| |||||||||||
IMCD NV | 840 |
|
| 72,533 |
|
| |||||||||||
ING Groep NV | 19,984 |
|
| 216,970 |
|
| |||||||||||
InterXion Holding NV(1) | 702 |
|
| 61,095 |
|
| |||||||||||
Koninklijke KPN NV | 47,300 |
|
| 132,527 |
|
| |||||||||||
Koninklijke Philips NV | 7,345 |
|
| 336,382 |
|
| |||||||||||
Koninklijke Vopak NV | 1,452 |
|
| 77,749 |
|
| |||||||||||
NN Group NV | 1,302 |
|
| 45,191 |
|
| |||||||||||
NXP Semiconductors NV | 721 |
|
| 91,466 |
|
| |||||||||||
Prosus NV(1) | 3,222 |
|
| 232,415 |
|
| |||||||||||
Randstad NV | 1,087 |
|
| 62,433 |
|
| |||||||||||
Signify NV(3) | 769 |
|
| 25,628 |
|
| |||||||||||
Unilever NV | 10,005 |
|
| 583,813 |
|
| |||||||||||
Wolters Kluwer NV | 2,003 |
|
| 150,508 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 3,180,919 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
New Zealand — 1.1% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
A2 Milk Co., Ltd.(1) | 10,259 |
| $ | 98,293 |
|
| |||||||||||
Auckland International Airport, Ltd. | 12,240 |
|
| 68,129 |
|
| |||||||||||
Contact Energy, Ltd. | 9,580 |
|
| 45,855 |
|
| |||||||||||
Fisher & Paykel Healthcare Corp., Ltd. | 6,665 |
|
| 99,700 |
|
| |||||||||||
Fletcher Building, Ltd. | 21,151 |
|
| 75,493 |
|
| |||||||||||
Goodman Property Trust | 27,739 |
|
| 41,480 |
|
| |||||||||||
Mercury NZ, Ltd. | 13,643 |
|
| 45,962 |
|
| |||||||||||
Precinct Properties New Zealand, Ltd. | 27,851 |
|
| 33,728 |
|
| |||||||||||
Pushpay Holdings, Ltd.(1) | 6,583 |
|
| 19,009 |
|
| |||||||||||
Restaurant Brands New Zealand, Ltd.(1) | 1,138 |
|
| 9,805 |
|
| |||||||||||
SKYCITY Entertainment Group, Ltd. | 23,126 |
|
| 54,175 |
|
| |||||||||||
Spark New Zealand, Ltd. | 19,416 |
|
| 58,153 |
|
| |||||||||||
Xero, Ltd.(1) | 1,320 |
|
| 74,405 |
|
| |||||||||||
Z Energy, Ltd. | 22,601 |
|
| 64,724 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 788,911 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Norway — 2.2% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Atea ASA | 6,274 |
| $ | 81,430 |
|
| |||||||||||
Borregaard ASA | 5,977 |
|
| 57,153 |
|
| |||||||||||
DNB ASA | 6,391 |
|
| 111,731 |
|
| |||||||||||
Entra ASA(3) | 6,540 |
|
| 111,611 |
|
| |||||||||||
Equinor ASA | 7,438 |
|
| 134,238 |
|
| |||||||||||
Europris ASA(3) | 9,810 |
|
| 35,672 |
|
| |||||||||||
Fjordkraft Holding ASA(3) | 4,604 |
|
| 31,592 |
|
| |||||||||||
Gjensidige Forsikring ASA | 1,701 |
|
| 37,072 |
|
| |||||||||||
Golar LNG, Ltd.(2) | 2,500 |
|
| 24,050 |
|
| |||||||||||
Kongsberg Gruppen ASA | 1,873 |
|
| 29,067 |
|
| |||||||||||
Mowi ASA | 4,027 |
|
| 96,051 |
|
| |||||||||||
Nordic Nanovector ASA(1)(2) | 8,892 |
|
| 23,776 |
|
| |||||||||||
Opera, Ltd. ADR(1)(2) | 2,900 |
|
| 21,982 |
|
| |||||||||||
Orkla ASA | 11,104 |
|
| 107,196 |
|
| |||||||||||
Scatec Solar ASA(3) | 3,300 |
|
| 56,227 |
|
| |||||||||||
SFL Corp, Ltd. | 2,400 |
|
| 31,776 |
|
| |||||||||||
SpareBank 1 SMN | 3,485 |
|
| 38,447 |
|
| |||||||||||
SpareBank 1 SR-Bank ASA | 2,455 |
|
| 26,118 |
|
| |||||||||||
Telenor ASA | 11,588 |
|
| 209,407 |
|
| |||||||||||
Tomra Systems ASA | 4,059 |
|
| 119,476 |
|
| |||||||||||
Veidekke ASA | 5,744 |
|
| 72,340 |
|
| |||||||||||
Yara International ASA | 3,318 |
|
| 120,495 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,576,907 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Portugal — 1.1% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Altri SGPS SA | 9,653 |
| $ | 59,580 |
|
| |||||||||||
Banco Comercial Portugues SA | 599,339 |
|
| 127,132 |
|
| |||||||||||
Corticeira Amorim SGPS SA | 2,318 |
|
| 27,799 |
|
| |||||||||||
CTT-Correios de Portugal SA | 18,519 |
|
| 60,108 |
|
| |||||||||||
EDP Renovaveis SA | 2,527 |
|
| 33,578 |
|
| |||||||||||
EDP-Energias de Portugal SA | 23,100 |
|
| 115,845 |
|
| |||||||||||
Galp Energia SGPS SA, Class B | 7,678 |
|
| 116,019 |
|
| |||||||||||
Jeronimo Martins SGPS SA | 7,890 |
|
| 135,770 |
|
| |||||||||||
NOS SGPS SA | 22,214 |
|
| 115,299 |
|
| |||||||||||
Semapa-Sociedade de Investimento e Gestao | 1,523 |
|
| 21,218 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 812,348 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Singapore — 2.2% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Ascendas Real Estate Investment Trust | 23,500 |
| $ | 54,109 |
|
| |||||||||||
CapitaLand Commercial Trust, Ltd. | 20,500 |
|
| 30,852 |
|
| |||||||||||
CapitaLand Mall Trust | 15,800 |
|
| 29,049 |
|
| |||||||||||
ComfortDelGro Corp., Ltd. | 14,100 |
|
| 22,304 |
|
| |||||||||||
DBS Group Holdings, Ltd. | 5,300 |
|
| 97,632 |
|
| |||||||||||
Ezion Holdings, Ltd.(1)(4) | 160,000 |
|
| 0 |
|
| |||||||||||
First Resources, Ltd. | 21,600 |
|
| 26,826 |
|
| |||||||||||
Flex, Ltd.(1) | 14,057 |
|
| 184,850 |
|
| |||||||||||
Genting Singapore, Ltd. | 146,700 |
|
| 91,811 |
|
| |||||||||||
Hutchison Port Holdings Trust | 187,500 |
|
| 29,928 |
|
| |||||||||||
Jardine Cycle & Carriage, Ltd. | 2,600 |
|
| 55,282 |
|
| |||||||||||
Keppel Infrastructure Trust | 106,657 |
|
| 40,943 |
|
| |||||||||||
Mapletree Industrial Trust | 17,200 |
|
| 34,960 |
|
| |||||||||||
Mapletree Logistics Trust | 30,900 |
|
| 41,584 |
|
| |||||||||||
Raffles Medical Group, Ltd. | 38,400 |
|
| 29,260 |
|
| |||||||||||
SATS, Ltd. | 7,300 |
|
| 24,298 |
|
| |||||||||||
Sembcorp Industries, Ltd. | 21,400 |
|
| 32,992 |
|
| |||||||||||
Sheng Siong Group, Ltd. | 43,800 |
|
| 39,434 |
|
| |||||||||||
Singapore Airlines, Ltd. | 4,000 |
|
| 24,936 |
|
| |||||||||||
Singapore Exchange, Ltd. | 7,000 |
|
| 44,411 |
|
| |||||||||||
Singapore Post, Ltd. | 26,100 |
|
| 17,071 |
|
| |||||||||||
Singapore Technologies Engineering, Ltd. | 19,500 |
|
| 58,406 |
|
| |||||||||||
Singapore Telecommunications, Ltd. | 95,100 |
|
| 228,835 |
|
| |||||||||||
Suntec Real Estate Investment Trust | 27,000 |
|
| 36,271 |
|
| |||||||||||
United Overseas Bank, Ltd. | 4,500 |
|
| 83,935 |
|
| |||||||||||
Venture Corp., Ltd. | 7,600 |
|
| 89,744 |
|
| |||||||||||
Wilmar International, Ltd. | 60,800 |
|
| 173,134 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 1,622,857 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Spain — 4.3% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Aena SME SA(3) | 685 |
| $ | 126,780 |
|
| |||||||||||
Almirall SA | 2,800 |
|
| 41,412 |
|
| |||||||||||
Amadeus IT Group SA | 4,056 |
|
| 318,015 |
|
| |||||||||||
Applus Services SA | 2,203 |
|
| 25,563 |
|
| |||||||||||
Banco Bilbao Vizcaya Argentaria SA | 14,580 |
|
| 75,475 |
|
| |||||||||||
Banco Santander SA | 36,890 |
|
| 145,379 |
|
| |||||||||||
Bankia SA | 9,179 |
|
| 16,681 |
|
| |||||||||||
Bankinter SA | 3,250 |
|
| 21,075 |
|
| |||||||||||
CaixaBank SA | 13,396 |
|
| 39,153 |
|
| |||||||||||
Cellnex Telecom SA(3) | 1,600 |
|
| 79,576 |
|
| |||||||||||
Cia de Distribucion Integral Logista Holdings SA | 1,300 |
|
| 29,171 |
|
| |||||||||||
Coca-Cola European Partners PLC | 4,700 |
|
| 247,267 |
|
| |||||||||||
Ebro Foods SA | 2,380 |
|
| 49,200 |
|
| |||||||||||
Ence Energia y Celulosa SA | 5,468 |
|
| 22,120 |
|
| |||||||||||
Endesa SA | 1,800 |
|
| 49,423 |
|
| |||||||||||
Faes Farma SA | 12,615 |
|
| 68,747 |
|
| |||||||||||
Ferrovial SA | 3,513 |
|
| 111,592 |
|
| |||||||||||
Grifols SA(2) | 6,503 |
|
| 218,405 |
|
| |||||||||||
Iberdrola SA | 26,024 |
|
| 284,741 |
|
| |||||||||||
Industria de Diseno Textil SA | 9,271 |
|
| 311,756 |
|
| |||||||||||
Merlin Properties Socimi SA | 18,477 |
|
| 262,067 |
|
| |||||||||||
Prosegur Cash SA(3) | 10,000 |
|
| 17,032 |
|
| |||||||||||
Prosegur Cia de Seguridad SA | 4,500 |
|
| 17,746 |
|
| |||||||||||
Red Electrica Corp. SA | 1,244 |
|
| 24,888 |
|
| |||||||||||
Repsol SA | 19,834 |
|
| 272,971 |
|
| |||||||||||
Telefonica SA | 28,419 |
|
| 192,218 |
|
| |||||||||||
Tubacex SA | 12,500 |
|
| 35,356 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 3,103,809 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Sweden — 4.4% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Alfa Laval AB | 2,000 |
| $ | 49,926 |
|
| |||||||||||
Arjo AB, Class B | 8,801 |
|
| 42,159 |
|
| |||||||||||
Assa Abloy AB, Class B | 2,883 |
|
| 68,432 |
|
| |||||||||||
Attendo AB(3) | 5,579 |
|
| 30,695 |
|
| |||||||||||
Avanza Bank Holding AB | 5,229 |
|
| 51,232 |
|
| |||||||||||
Axfood AB | 2,453 |
|
| 50,863 |
|
| |||||||||||
BillerudKorsnas AB(2) | 5,767 |
|
| 74,105 |
|
| |||||||||||
BioGaia AB, Class B | 921 |
|
| 39,865 |
|
| |||||||||||
Bonava AB, Class B | 2,000 |
|
| 17,891 |
|
| |||||||||||
Castellum AB | 6,400 |
|
| 157,225 |
|
| |||||||||||
Elekta AB, Class B(2) | 9,796 |
|
| 112,202 |
|
| |||||||||||
Epiroc AB, Class A | 2,897 |
|
| 33,514 |
|
| |||||||||||
Epiroc AB, Class B | 2,729 |
|
| 30,842 |
|
| |||||||||||
Essity AB, Class B | 7,154 |
|
| 227,110 |
|
| |||||||||||
Fabege AB | 7,085 |
|
| 121,448 |
|
| |||||||||||
Fingerprint Cards AB, Class B(1) | 20,825 |
|
| 36,861 |
|
| |||||||||||
Granges AB | 4,911 |
|
| 45,367 |
|
| |||||||||||
Hennes & Mauritz AB, Class B(2) | 8,337 |
|
| 182,912 |
|
| |||||||||||
Hexpol AB | 5,839 |
|
| 52,638 |
|
| |||||||||||
Holmen AB, Class B | 2,532 |
|
| 74,967 |
|
| |||||||||||
Husqvarna AB, Class B | 3,790 |
|
| 28,564 |
|
| |||||||||||
ICA Gruppen AB | 1,559 |
|
| 68,548 |
|
| |||||||||||
JM AB | 2,031 |
|
| 62,057 |
|
| |||||||||||
Lundin Petroleum AB | 4,713 |
|
| 143,344 |
|
| |||||||||||
Modern Times Group MTG AB, Class B(1) | 3,758 |
|
| 37,456 |
|
| |||||||||||
Mycronic AB | 2,681 |
|
| 52,181 |
|
| |||||||||||
NetEnt AB | 6,918 |
|
| 17,712 |
|
| |||||||||||
Nibe Industrier AB, Class B | 2,889 |
|
| 50,070 |
|
| |||||||||||
Nordic Entertainment Group AB, Class B | 1,265 |
|
| 38,385 |
|
| |||||||||||
Nyfosa AB(1) | 5,600 |
|
| 54,817 |
|
| |||||||||||
Pandox AB | 1,500 |
|
| 33,446 |
|
| |||||||||||
Securitas AB, Class B | 1,900 |
|
| 29,905 |
|
| |||||||||||
Skandinaviska Enskilda Banken AB, Class A | 10,460 |
|
| 103,365 |
|
| |||||||||||
Skanska AB, Class B | 1,238 |
|
| 28,656 |
|
| |||||||||||
Svenska Cellulosa AB SCA, Class B | 9,048 |
|
| 90,527 |
|
| |||||||||||
Svenska Handelsbanken AB, Class A | 9,558 |
|
| 93,642 |
|
| |||||||||||
Swedbank AB, Class A | 6,479 |
|
| 99,477 |
|
| |||||||||||
Swedish Orphan Biovitrum AB(1) | 3,766 |
|
| 67,030 |
|
| |||||||||||
Tele2 AB, Class B | 4,040 |
|
| 60,952 |
|
| |||||||||||
Telefonaktiebolaget LM Ericsson, Class B | 27,249 |
|
| 214,243 |
|
| |||||||||||
Telia Co. AB | 50,998 |
|
| 218,090 |
|
| |||||||||||
Trelleborg AB, Class B | 1,700 |
|
| 27,912 |
|
| |||||||||||
Volvo AB, Class B | 2,772 |
|
| 47,384 |
|
| |||||||||||
Wallenstam AB, Class B | 3,540 |
|
| 46,355 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 3,214,372 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Switzerland — 9.4% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Adecco Group AG | 1,216 |
| $ | 71,243 |
|
| |||||||||||
ALSO Holding AG | 375 |
|
| 61,224 |
|
| |||||||||||
Baloise Holding AG | 396 |
|
| 71,549 |
|
| |||||||||||
Banque Cantonale Vaudoise | 57 |
|
| 47,735 |
|
| |||||||||||
Belimo Holding AG | 7 |
|
| 49,080 |
|
| |||||||||||
BKW AG | 600 |
|
| 55,887 |
|
| |||||||||||
Cembra Money Bank AG | 670 |
|
| 78,345 |
|
| |||||||||||
Cie Financiere Richemont SA | 8,503 |
|
| 617,511 |
|
| |||||||||||
Comet Holding AG | 287 |
|
| 36,677 |
|
| |||||||||||
DKSH Holding AG | 773 |
|
| 39,875 |
|
| |||||||||||
dormakaba Holding AG | 68 |
|
| 42,757 |
|
| |||||||||||
Ems-Chemie Holding AG | 243 |
|
| 159,005 |
|
| |||||||||||
Flughafen Zurich AG | 187 |
|
| 32,488 |
|
| |||||||||||
Forbo Holding AG | 69 |
|
| 118,423 |
|
| |||||||||||
Geberit AG | 315 |
|
| 166,235 |
|
| |||||||||||
Givaudan SA | 117 |
|
| 386,038 |
|
| |||||||||||
Helvetia Holding AG | 425 |
|
| 61,096 |
|
| |||||||||||
Implenia AG | 883 |
|
| 35,995 |
|
| |||||||||||
Inficon Holding AG | 86 |
|
| 66,279 |
|
| |||||||||||
Intershop Holding AG | 78 |
|
| 50,219 |
|
| |||||||||||
Kuehne & Nagel International AG | 464 |
|
| 74,993 |
|
| |||||||||||
Landis+Gyr Group AG | 1,111 |
|
| 101,817 |
|
| |||||||||||
Mobilezone Holding AG | 4,644 |
|
| 52,681 |
|
| |||||||||||
Nestle SA | 8,426 |
|
| 929,325 |
|
| |||||||||||
Novartis AG | 4,810 |
|
| 454,392 |
|
| |||||||||||
Partners Group Holding AG | 131 |
|
| 119,924 |
|
| |||||||||||
PSP Swiss Property AG | 1,056 |
|
| 159,675 |
|
| |||||||||||
Roche Holding AG | 1,423 |
|
| 477,371 |
|
| |||||||||||
Schindler Holding AG | 219 |
|
| 54,448 |
|
| |||||||||||
Schindler Holding AG PC | 455 |
|
| 117,529 |
|
| |||||||||||
Schweiter Technologies AG | 26 |
|
| 32,189 |
|
| |||||||||||
SGS SA, Class R | 46 |
|
| 133,063 |
|
| |||||||||||
SIG Combibloc Group AG | 3,912 |
|
| 61,665 |
|
| |||||||||||
Sika AG | 1,945 |
|
| 349,760 |
|
| |||||||||||
Sonova Holding AG | 129 |
|
| 32,350 |
|
| |||||||||||
Stadler Rail AG(1)(2) | 954 |
|
| 45,560 |
|
| |||||||||||
Swiss Life Holding AG | 201 |
|
| 101,038 |
|
| |||||||||||
Swiss Prime Site AG | 1,328 |
|
| 162,129 |
|
| |||||||||||
Swiss Re AG | 1,248 |
|
| 140,923 |
|
| |||||||||||
Swisscom AG | 487 |
|
| 267,199 |
|
| |||||||||||
Temenos AG | 1,415 |
|
| 227,629 |
|
| |||||||||||
Valiant Holding AG | 270 |
|
| 27,761 |
|
| |||||||||||
Valora Holding AG | 245 |
|
| 65,189 |
|
| |||||||||||
Zehnder Group AG | 691 |
|
| 32,780 |
|
| |||||||||||
Zurich Insurance Group AG | 683 |
|
| 283,525 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 6,752,576 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
United Kingdom — 9.0% |
| ||||||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
3i Group PLC | 1,796 |
| $ | 26,126 |
|
| |||||||||||
Associated British Foods PLC | 1,512 |
|
| 52,336 |
|
| |||||||||||
Assura PLC | 34,782 |
|
| 35,713 |
|
| |||||||||||
AstraZeneca PLC | 4,222 |
|
| 413,028 |
|
| |||||||||||
Auto Trader Group PLC(3) | 7,214 |
|
| 53,231 |
|
| |||||||||||
Avast PLC(3) | 5,278 |
|
| 29,644 |
|
| |||||||||||
Aviva PLC | 5,903 |
|
| 30,935 |
|
| |||||||||||
BAE Systems PLC | 8,600 |
|
| 71,491 |
|
| |||||||||||
Barclays PLC | 19,449 |
|
| 42,950 |
|
| |||||||||||
Barratt Developments PLC | 3,866 |
|
| 40,931 |
|
| |||||||||||
Bellway PLC | 608 |
|
| 31,990 |
|
| |||||||||||
Berkeley Group Holdings PLC | 552 |
|
| 38,125 |
|
| |||||||||||
BHP Group PLC | 7,729 |
|
| 168,234 |
|
| |||||||||||
Big Yellow Group PLC | 2,400 |
|
| 37,291 |
|
| |||||||||||
BMO Commercial Property Trust | 14,249 |
|
| 20,770 |
|
| |||||||||||
BP PLC | 46,348 |
|
| 279,020 |
|
| |||||||||||
BT Group PLC | 35,867 |
|
| 76,115 |
|
| |||||||||||
Bunzl PLC | 1,400 |
|
| 36,260 |
|
| |||||||||||
Compass Group PLC | 5,483 |
|
| 135,552 |
|
| |||||||||||
ConvaTec Group PLC(3) | 24,595 |
|
| 67,379 |
|
| |||||||||||
Croda International PLC | 1,035 |
|
| 67,967 |
|
| |||||||||||
Derwent London PLC | 1,020 |
|
| 55,265 |
|
| |||||||||||
Diageo PLC | 4,200 |
|
| 166,081 |
|
| |||||||||||
Direct Line Insurance Group PLC | 9,041 |
|
| 40,267 |
|
| |||||||||||
Elementis PLC | 14,188 |
|
| 23,913 |
|
| |||||||||||
Essentra PLC | 5,799 |
|
| 32,026 |
|
| |||||||||||
Experian PLC | 2,631 |
|
| 91,580 |
|
| |||||||||||
Ferguson PLC | 689 |
|
| 61,873 |
|
| |||||||||||
Fresnillo PLC | 4,030 |
|
| 35,203 |
|
| |||||||||||
Great Portland Estates PLC | 4,065 |
|
| 49,960 |
|
| |||||||||||
Halma PLC | 5,460 |
|
| 151,550 |
|
| |||||||||||
Howden Joinery Group PLC | 5,263 |
|
| 47,745 |
|
| |||||||||||
HSBC Holdings PLC | 24,670 |
|
| 179,355 |
|
| |||||||||||
Imperial Brands PLC | 1,796 |
|
| 46,053 |
|
| |||||||||||
Informa PLC | 6,492 |
|
| 66,316 |
|
| |||||||||||
InterContinental Hotels Group PLC | 671 |
|
| 41,331 |
|
| |||||||||||
Intertek Group PLC | 543 |
|
| 41,202 |
|
| |||||||||||
Land Securities Group PLC | 6,288 |
|
| 77,747 |
|
| |||||||||||
Lloyds Banking Group PLC | 117,231 |
|
| 87,517 |
|
| |||||||||||
London Stock Exchange Group PLC | 511 |
|
| 52,807 |
|
| |||||||||||
LondonMetric Property PLC | 32,609 |
|
| 98,038 |
|
| |||||||||||
Marks & Spencer Group PLC | 10,387 |
|
| 24,087 |
|
| |||||||||||
Meggitt PLC | 3,859 |
|
| 34,330 |
|
| |||||||||||
Micro Focus International PLC | 6,709 |
|
| 90,098 |
|
| |||||||||||
Mondi PLC | 3,379 |
|
| 68,752 |
|
| |||||||||||
Moneysupermarket.com Group PLC | 13,551 |
|
| 58,168 |
|
| |||||||||||
National Grid PLC | 30,876 |
|
| 410,239 |
|
| |||||||||||
NCC Group PLC | 21,199 |
|
| 60,067 |
|
| |||||||||||
Next PLC | 582 |
|
| 52,892 |
|
| |||||||||||
Paragon Banking Group PLC | 4,937 |
|
| 33,085 |
|
| |||||||||||
Persimmon PLC | 1,061 |
|
| 42,714 |
|
| |||||||||||
Phoenix Group Holdings PLC | 2,631 |
|
| 26,264 |
|
| |||||||||||
QinetiQ Group PLC | 8,311 |
|
| 38,608 |
|
| |||||||||||
Reckitt Benckiser Group PLC | 1,454 |
|
| 120,352 |
|
| |||||||||||
RELX PLC | 5,362 |
|
| 142,264 |
|
| |||||||||||
Rentokil Initial PLC | 5,526 |
|
| 34,032 |
|
| |||||||||||
Rightmove PLC | 13,046 |
|
| 113,064 |
|
| |||||||||||
Rio Tinto PLC | 3,415 |
|
| 182,614 |
|
| |||||||||||
Royal Dutch Shell PLC, Class A | 9,872 |
|
| 259,242 |
|
| |||||||||||
Royal Mail PLC | 6,900 |
|
| 18,036 |
|
| |||||||||||
RSA Insurance Group PLC | 4,203 |
|
| 30,494 |
|
| |||||||||||
Safestore Holdings PLC | 3,803 |
|
| 40,483 |
|
| |||||||||||
Sage Group PLC (The) | 15,349 |
|
| 149,432 |
|
| |||||||||||
Segro PLC | 8,635 |
|
| 103,688 |
|
| |||||||||||
Severn Trent PLC | 3,397 |
|
| 115,598 |
|
| |||||||||||
Shaftesbury PLC | 2,131 |
|
| 25,286 |
|
| |||||||||||
Smith & Nephew PLC | 6,274 |
|
| 150,958 |
|
| |||||||||||
Sophos Group PLC(3) | 4,259 |
|
| 31,287 |
|
| |||||||||||
Spirax-Sarco Engineering PLC | 358 |
|
| 42,056 |
|
| |||||||||||
Standard Life Aberdeen PLC | 8,792 |
|
| 34,934 |
|
| |||||||||||
Tate & Lyle PLC | 7,007 |
|
| 73,248 |
|
| |||||||||||
Taylor Wimpey PLC | 12,334 |
|
| 34,984 |
|
| |||||||||||
Tritax Big Box REIT PLC | 37,589 |
|
| 69,271 |
|
| |||||||||||
Unilever PLC | 2,083 |
|
| 124,254 |
|
| |||||||||||
UNITE Group PLC (The) | 2,424 |
|
| 40,701 |
|
| |||||||||||
United Utilities Group PLC | 9,445 |
|
| 126,381 |
|
| |||||||||||
Victrex PLC | 874 |
|
| 25,504 |
|
| |||||||||||
Vodafone Group PLC | 98,554 |
|
| 193,631 |
|
| |||||||||||
WH Smith PLC | 1,016 |
|
| 32,007 |
|
| |||||||||||
Whitbread PLC | 600 |
|
| 35,369 |
|
| |||||||||||
WM Morrison Supermarkets PLC | 8,786 |
|
| 21,067 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
| $ | 6,510,458 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Total Common Stocks |
| $ | 71,574,364 |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Rights (1) — 0.0% |
| ||||||||||||||||
Security |
| Shares |
| Value |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
BUWOG AG(4) | 1,234 |
| $ | 0 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Total Rights |
| $ | 0 |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Warrants (1) — 0.0% |
| ||||||||||||||||
Security |
| Shares |
| Value |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Ezion Holdings, Ltd., Exp. 4/16/23, Strike SGD 0.2763(4) | 96,000 |
| $ | 0 |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Total Warrants |
| $ | 0 |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Short-Term Investments — 0.9% |
| ||||||||||||||||
Description |
| Units/Shares |
| Value |
|
| |||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Eaton Vance Cash Reserves Fund, LLC, 1.74% (5) |
| 230,027 |
| $ | 230,051 |
|
| ||||||||||
State Street Navigator Securities Lending Government Money Market Portfolio, 1.62% (6) |
| 391,816 |
|
| 391,816 |
|
| ||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Total Short-Term Investments |
| $ | 621,867 |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Total Investments — 100.0% | $ | 72,196,231 |
|
| |||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Other Assets, Less Liabilities — (0.0)%(7) |
| $ | (494) |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
Net Assets — 100.0% |
| $ | 72,195,737 |
|
| ||||||||||||
________________________________________________________________________________________________________ | |||||||||||||||||
|
| ||||||||||||||||
The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| ||||||||||||||||
|
| ||||||||||||||||
(1) | Non-income producing security. |
| |||||||||||||||
(2) | All or a portion of this security was on loan at January 31, 2020. The aggregate market value of securities on loan at January 31, 2020 was $1,524,686 and the total market value of the collateral received by the Portfolio was $1,618,390, comprised of cash of $391,816 and U.S. government and/or agencies securities of $1,226,574. |
| |||||||||||||||
(3) | Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At January 31, 2020, the aggregate value of these securities is $1,762,475 or 2.4% of the Portfolio's net assets. |
| |||||||||||||||
(4) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
| |||||||||||||||
(5) | Affiliated investment company, available to Eaton Vance portfolios and funds, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of January 31, 2020. |
| |||||||||||||||
(6) | Represents investment of cash collateral received in connection with securities lending. |
| |||||||||||||||
(7) | Amount is less than (0.05)%. |
| |||||||||||||||
Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited) - continued
Currency Concentration of Portfolio |
| |||||||||
Currency |
| Percentage |
| Value |
| |||||
________________________________________________________________________________________________________ | ||||||||||
Euro |
| 38.3 | % |
| $ | 27,643,673 |
| |||
Japanese Yen |
| 13.2 |
|
|
| 9,499,884 |
| |||
Swiss Franc |
| 9.5 |
|
|
| 6,892,190 |
| |||
British Pound Sterling |
| 9.4 |
|
|
| 6,771,326 |
| |||
Australian Dollar |
| 8.7 |
|
|
| 6,307,905 |
| |||
Swedish Krona |
| 4.6 |
|
|
| 3,295,220 |
| |||
Hong Kong Dollar |
| 4.0 |
|
|
| 2,856,435 |
| |||
United States Dollar |
| 3.4 |
|
|
| 2,429,142 |
| |||
Danish Krone |
| 2.1 |
|
|
| 1,541,748 |
| |||
Norwegian Krone |
| 2.1 |
|
|
| 1,499,099 |
| |||
Singapore Dollar |
| 1.9 |
|
|
| 1,408,079 |
| |||
Israeli Shekel |
| 1.8 |
|
|
| 1,337,024 |
| |||
New Zealand Dollar |
| 1.0 |
|
|
| 714,506 |
| |||
Total Investments |
| 100.0 | % |
| $ | 72,196,231 |
| |||
Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited) - continued
Sector Classification of Portfolio |
| ||||||||||||
Sector |
| Percentage |
| Value |
| ||||||||
________________________________________________________________________________________________________ | |||||||||||||
Industrials |
| 10.8 | % |
| $ | 7,789,649 |
| ||||||
Financials |
| 10.5 |
|
|
| 7,610,399 |
| ||||||
Consumer Staples |
| 10.2 |
|
|
| 7,381,869 |
| ||||||
Health Care |
| 10.1 |
|
|
| 7,270,775 |
| ||||||
Information Technology |
| 10.0 |
|
|
| 7,220,036 |
| ||||||
Consumer Discretionary |
| 9.7 |
|
|
| 7,026,167 |
| ||||||
Materials |
| 9.1 |
|
|
| 6,558,854 |
| ||||||
Real Estate |
| 8.1 |
|
|
| 5,869,849 |
| ||||||
Communication Services |
| 8.1 |
|
|
| 5,821,103 |
| ||||||
Utilities |
| 7.5 |
|
|
| 5,381,994 |
| ||||||
Energy |
| 5.0 |
|
|
| 3,643,669 |
| ||||||
Short-Term Investments |
| 0.9 |
|
|
| 621,867 |
| ||||||
Total Investments |
| 100.0 | % |
| $ | 72,196,231 |
| ||||||
|
| ||||||||||||
ADR | - | American Depositary Receipt |
| ||||||||||
CDI | - | CHESS Depositary Interest |
| ||||||||||
PC | - | Participation Certificate |
| ||||||||||
PFC Shares | - | Preference Shares |
| ||||||||||
|
| ||||||||||||
SGD | - | Singapore Dollar |
| ||||||||||
Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited) - continued
The Portfolio did not have any open derivative instruments at January 31, 2020.
At January 31, 2020, the value of the Portfolio's investment in affiliated funds was $230,051, which represents 0.3% of the Portfolio's net assets. Transactions in affiliated funds by the Portfolio for the fiscal year to date ended January 31, 2020 were as follows:
Name of affiliated fund | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Units, end of period | ||||||||||||||||
Short-Term Investments | ||||||||||||||||||||||||
Eaton Vance Cash Reserves Fund, LLC | $ | 343,801 | $ | 1,382,848 | $ | (1,496,600) | $ | (5) | $ | 7 | $ | 230,051 | $ | 872 |
| 230,027 | ||||||||
| ||||||||||||||||||||||||
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 fund’s own assumptions in determining the fair value of investments)
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 January 31, 2020, the hierarchy of inputs used in valuing the Portfolio's investments, which are carried at value, were as follows:
Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited) - continued
Asset Description |
| Level 1 |
| Level 2 |
| Level 3* |
| Total |
| |||||||||
________________________________________________________________________________________________________ |
| |||||||||||||||||
Common Stocks |
|
|
|
| ||||||||||||||
| Asia/Pacific | $ | 562,269 | $ | 21,006,068 | $ | 0 | $ | 21,568,337 |
|
| |||||||
| Developed Europe |
| 810,646 |
| 47,559,519 |
| 0 |
| 48,370,165 |
|
| |||||||
| Developed Middle East |
| 298,838 |
| 1,337,024 |
| — |
| 1,635,862 |
|
| |||||||
________________________________________________________________________________________________________ |
| |||||||||||||||||
Total Common Stocks | $ | 1,671,753 | $ | 69,902,611** | $ | 0 | $ | 71,574,364 |
|
| ||||||||
________________________________________________________________________________________________________ |
| |||||||||||||||||
Rights | $ | — | $ | — | $ | 0 | $ | 0 |
|
| ||||||||
Warrants |
| — |
| — |
| 0 |
| 0 |
|
| ||||||||
Short-Term Investments |
| 391,816 |
| 230,051 |
| — |
| 621,867 |
|
| ||||||||
________________________________________________________________________________________________________ |
| |||||||||||||||||
Total Investments | $ | 2,063,569 | $ | 70,132,662 | $ | 0 | $ | 72,196,231 |
|
| ||||||||
________________________________________________________________________________________________________ |
| |||||||||||||||||
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Portfolio. |
| ||||||||||||||||
** | Includes foreign equity securities whose values were adjusted to reflect market trading of comparable securities or other correlated instruments that occurred after the close of trading in their applicable foreign markets. |
| ||||||||||||||||
Tax-Managed International Equity Portfolio
January 31, 2020
Portfolio of Investments (Unaudited) - continued
Level 3 investments at the beginning and/or end of the period were valued at $0 and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended January 31, 2020 is not presented.
For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent financial statements included in its semiannual or annual report to shareholders.