Parametric
Tax-Managed International Equity Fund
January 31, 2024 (Unaudited)
Parametric Tax-Managed International Equity Fund (the Fund), a diversified series of Eaton Vance Mutual Funds Trust, invests its assets in Tax-Managed International Equity Portfolio (the Portfolio) and owns a proΒ rata interest in the Portfolioβs net assets. At January 31, 2024, the value of the Fundβs investment in the Portfolio was $36,849,470 and the Fund owned 53.5% of the Portfolioβs outstanding interests. The Portfolioβs Portfolio of Investments is set forth below.
1
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)
Common Stocks β 99.2% |
Security | Shares | Value | |
Australia β 8.6% | |||
Altium Ltd. | Β | ββββ3,632 | $βββ116,681 |
APA Group | Β | βββ25,542 | βββ141,275 |
ASX Ltd. | Β | ββββ1,525 | ββββ65,197 |
Atlas Arteria Ltd.(1) | Β | βββ13,938 | ββββ49,137 |
Aurizon Holdings Ltd.(1) | Β | βββ14,009 | ββββ34,533 |
Bapcor Ltd.(1) | Β | βββ17,313 | ββββ63,374 |
BHP Group Ltd. | Β | ββββ9,711 | βββ297,098 |
Brambles Ltd. | Β | βββ17,422 | βββ166,115 |
CAR Group Ltd. | Β | ββββ8,634 | βββ185,383 |
Charter Hall Long Wale REIT(1) | Β | βββ17,564 | ββββ42,767 |
Charter Hall Retail REIT(1) | Β | βββ18,162 | ββββ43,880 |
Codan Ltd.(1) | Β | ββββ4,717 | ββββ24,933 |
Coles Group Ltd. | Β | βββ13,689 | βββ142,056 |
Commonwealth Bank of Australia | Β | ββββ1,651 | βββ125,896 |
Computershare Ltd. | Β | ββββ7,415 | βββ122,816 |
CSL Ltd. | Β | ββββ2,969 | βββ583,045 |
Data#3 Ltd. | Β | ββββ7,498 | ββββ47,684 |
Dexus(1) | Β | ββββ9,470 | ββββ47,925 |
Elders Ltd.(1) | Β | ββββ5,348 | ββββ31,242 |
Endeavour Group Ltd.(1) | Β | βββ13,721 | ββββ50,215 |
EVT Ltd.(1) | Β | βββ10,106 | ββββ82,442 |
GrainCorp Ltd., Class A | Β | ββββ5,357 | ββββ28,145 |
Hansen Technologies Ltd. | Β | βββ14,633 | ββββ49,159 |
HomeCo Daily Needs REIT(1)(2) | Β | βββ42,841 | ββββ35,267 |
Incitec Pivot Ltd. | Β | βββ22,926 | ββββ40,038 |
IRESS Ltd.(1) | Β | ββββ7,406 | ββββ39,321 |
Lendlease Corp. Ltd.(1) | Β | ββββ9,400 | ββββ45,125 |
Lottery Corp. Ltd. | Β | βββ39,582 | βββ129,923 |
Medibank Pvt Ltd. | Β | βββ16,474 | ββββ41,245 |
Mirvac Group(1) | Β | βββ41,842 | ββββ58,805 |
National Australia Bank Ltd. | Β | ββββ6,485 | βββ136,771 |
National Storage REIT | Β | βββ24,990 | ββββ37,478 |
New Hope Corp. Ltd.(1) | Β | ββββ6,072 | ββββ21,238 |
NEXTDC Ltd.(3) | Β | βββ11,247 | βββ101,821 |
Orica Ltd. | Β | ββββ4,147 | ββββ43,738 |
Origin Energy Ltd. | Β | βββ34,036 | βββ189,962 |
QBE Insurance Group Ltd. | Β | ββββ5,122 | ββββ52,739 |
Region RE Ltd.(1) | Β | βββ20,523 | ββββ30,216 |
Rio Tinto Ltd.(1) | Β | ββββ1,729 | βββ148,776 |
Santos Ltd.(1) | Β | βββ29,201 | βββ147,580 |
Scentre Group | Β | βββ43,799 | ββββ87,075 |
Stockland | Β | βββ21,890 | ββββ64,644 |
Suncorp Group Ltd. | Β | ββββ5,349 | ββββ49,235 |
Tabcorp Holdings Ltd. | Β | βββ88,897 | β βββ46,183 |
Security | Shares | Value | |
Australia (continued) | |||
Technology One Ltd. | Β | ββββ8,485 | $ββββ86,693 |
Telstra Group Ltd. | Β | βββ81,013 | βββ213,658 |
TPG Telecom Ltd.(1) | Β | βββ26,625 | ββββ91,639 |
Transurban Group | Β | βββ22,607 | βββ198,608 |
Vicinity Ltd. | Β | βββ39,555 | ββββ52,506 |
Viva Energy Group Ltd.(1)(4) | Β | βββ12,311 | ββββ28,043 |
Weebit Nano Ltd.(1)(3) | Β | ββββ7,492 | ββββ16,851 |
Wesfarmers Ltd. | Β | ββββ8,581 | βββ324,850 |
Westpac Banking Corp. | Β | ββββ7,685 | βββ120,559 |
Whitehaven Coal Ltd. | Β | ββββ7,762 | ββββ42,433 |
Woodside Energy Group Ltd. | Β | βββ14,983 | βββ313,388 |
Woolworths Group Ltd. | Β | βββ13,266 | βββ311,551 |
Yancoal Australia Ltd.(1) | Β | ββββ6,032 | ββββ23,531 |
Β | Β | Β | $β5,912,488 |
Austria β 1.0% | |||
ANDRITZ AG | Β | ββββ1,285 | $ββββ79,108 |
AT&S Austria Technologie & Systemtechnik AG(1) | Β | ββββ1,360 | ββββ32,855 |
BAWAG Group AG(4) | Β | ββββββ407 | ββββ20,955 |
CA Immobilien Anlagen AG(1) | Β | ββββ2,850 | ββββ93,560 |
Erste Group Bank AG | Β | ββββ2,269 | ββββ97,745 |
Eurotelesites AG(3) | Β | ββββ2,000 | βββββ8,401 |
Kontron AG | Β | ββββ1,758 | ββββ40,769 |
Mayr Melnhof Karton AG | Β | ββββββ125 | ββββ16,570 |
Oesterreichische Post AG | Β | ββββββ584 | ββββ19,764 |
OMV AG | Β | ββββ1,834 | ββββ81,634 |
PIERER Mobility AG(1) | Β | ββββββ420 | ββββ22,189 |
Telekom Austria AG | Β | ββββ8,000 | ββββ69,634 |
Verbund AG(1) | Β | ββββββ977 | ββββ79,448 |
voestalpine AG(1) | Β | ββββ1,326 | ββββ39,451 |
Β | Β | Β | $βββ702,083 |
Belgium β 2.1% | |||
Ackermans & van Haaren NV | Β | ββββββ948 | $βββ158,510 |
Aedifica SA | Β | ββββββ737 | ββββ48,026 |
Ageas SA | Β | ββββ1,164 | ββββ50,019 |
Anheuser-Busch InBev SA | Β | ββββ2,419 | βββ149,634 |
Barco NV | Β | ββββ2,270 | ββββ37,710 |
Cofinimmo SA | Β | ββββββ488 | ββββ35,467 |
Colruyt Group NV | Β | ββββββ478 | ββββ21,839 |
D'ieteren Group | Β | ββββββ715 | βββ144,439 |
Econocom Group SA | Β | βββ10,730 | ββββ27,260 |
Elia Group SA(1) | Β | ββββ1,018 | βββ122,573 |
Euronav NV | Β | ββββ3,761 | ββββ66,212 |
EVS Broadcast Equipment SA | Β | ββββ1,167 | ββββ38,371 |
KBC Group NV | Β | ββββ1,598 | β ββ104,240 |
Β
2
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Belgium (continued) | |||
Montea NV | Β | ββββββ358 | $ββββ30,729 |
Proximus SADP | Β | ββββ7,803 | ββββ74,045 |
Retail Estates NV | Β | ββββββ587 | ββββ38,455 |
Solvay SA | Β | ββββββ842 | ββββ23,027 |
Syensqo SA(3) | Β | ββββββ842 | ββββ75,062 |
UCB SA | Β | ββββ1,600 | βββ150,505 |
Umicore SA | Β | ββββ2,338 | ββββ53,181 |
Xior Student Housing NV(2) | Β | ββββββ621 | ββββ18,600 |
Β | Β | Β | $β1,467,904 |
Denmark β 4.5% | |||
AP Moller - Maersk AS, Class A | Β | βββββββ42 | $ββββ76,157 |
AP Moller - Maersk AS, Class B | Β | βββββββ45 | ββββ82,971 |
Carlsberg AS, Class B | Β | ββββ2,327 | βββ299,409 |
D/S Norden AS | Β | ββββββ671 | ββββ36,104 |
Danske Bank AS(1) | Β | ββββ9,592 | βββ257,559 |
FLSmidth & Co. AS | Β | ββββββ866 | ββββ35,554 |
ISS AS | Β | ββββ2,025 | ββββ38,317 |
Matas AS | Β | ββββ1,729 | ββββ30,999 |
Novo Nordisk AS, Class B(1) | Β | ββββ7,273 | βββ831,336 |
Novozymes AS, Class B(1) | Β | ββββ7,705 | βββ394,809 |
Orsted AS(1)(4) | Β | ββββ4,338 | βββ244,510 |
Pandora AS | Β | ββββ2,118 | βββ309,476 |
Scandinavian Tobacco Group AS(4) | Β | ββββ5,079 | ββββ91,239 |
Topdanmark AS | Β | ββββ1,587 | ββββ70,381 |
TORM PLC, Class A(1) | Β | ββββββ907 | ββββ31,867 |
Tryg AS | Β | ββββ6,518 | βββ139,317 |
Vestas Wind Systems AS(3) | Β | ββββ5,708 | βββ160,937 |
Β | Β | Β | $β3,130,942 |
Finland β 2.2% | |||
Citycon OYJ | Β | ββββ3,632 | $ββββ18,994 |
Elisa OYJ | Β | ββββ2,763 | βββ125,886 |
Fortum OYJ | Β | βββ10,228 | βββ139,818 |
Harvia OYJ(2) | Β | ββββ1,032 | ββββ30,452 |
Kempower OYJ(1)(3) | Β | ββββββ436 | ββββ13,952 |
Kesko OYJ, Class B | Β | ββββ7,282 | βββ142,215 |
Kojamo OYJ(1) | Β | ββββ3,939 | ββββ46,698 |
Kone OYJ, Class B | Β | ββββ2,736 | βββ135,436 |
Neste OYJ | Β | ββββ3,560 | βββ122,729 |
Nokia OYJ | Β | βββ31,287 | βββ113,110 |
Nordea Bank Abp | Β | βββ13,924 | βββ171,598 |
Orion OYJ, Class B | Β | ββββ3,362 | βββ154,779 |
Puuilo OYJ | Β | ββββ2,988 | ββββ28,782 |
TietoEVRY OYJ | Β | ββββββ956 | ββββ22,184 |
Tokmanni Group Corp.(1) | Β | ββββ4,468 | β βββ76,612 |
Security | Shares | Value | |
Finland (continued) | |||
UPM-Kymmene OYJ | Β | ββββ3,802 | $βββ138,287 |
YIT OYJ(1) | Β | ββββ9,254 | ββββ19,713 |
Β | Β | Β | $β1,501,245 |
France β 8.5% | |||
Air Liquide SA | Β | ββββ3,247 | $βββ607,622 |
Airbus SE | Β | ββββββ780 | βββ124,243 |
AXA SA | Β | ββββ6,703 | βββ224,988 |
BNP Paribas SA | Β | ββββ3,328 | βββ223,589 |
Bollore SE | Β | βββ13,714 | ββββ90,581 |
Bouygues SA | Β | ββββ1,100 | ββββ40,296 |
Bureau Veritas SA | Β | ββββββ921 | ββββ24,498 |
Capgemini SE | Β | ββββ1,229 | βββ273,233 |
Carrefour SA | Β | ββββ5,094 | ββββ86,966 |
Cie Generale des Etablissements Michelin SCA | Β | ββββ2,492 | ββββ82,741 |
Danone SA | Β | ββββ2,980 | βββ198,538 |
Dassault Systemes SE | Β | ββββ5,415 | βββ280,704 |
Edenred SE | Β | ββββ1,068 | ββββ63,790 |
Eiffage SA | Β | ββββββ269 | ββββ28,146 |
Engie SA | Β | βββ23,380 | βββ373,436 |
Eutelsat Communications SACA(1)(3) | Β | βββ10,085 | ββββ36,784 |
Gecina SA | Β | ββββ1,055 | βββ116,352 |
Getlink SE | Β | ββββ2,197 | ββββ37,857 |
ICADE(1) | Β | ββββ1,083 | ββββ36,666 |
Klepierre SA | Β | ββββ4,222 | βββ109,310 |
L'Oreal SA | Β | ββββββ281 | βββ134,474 |
LVMH Moet Hennessy Louis Vuitton SE | Β | ββββββ596 | βββ495,907 |
Orange SA | Β | βββ25,469 | βββ302,875 |
Pernod Ricard SA | Β | ββββββ786 | βββ128,893 |
Quadient SA | Β | ββββββ948 | ββββ20,085 |
Rubis SCA | Β | ββββ5,497 | βββ139,000 |
Safran SA | Β | ββββββ556 | βββ103,810 |
Sanofi SA | Β | ββββ4,937 | βββ494,419 |
Sopra Steria Group | Β | ββββββ385 | ββββ90,303 |
Thales SA | Β | ββββββ600 | ββββ87,752 |
TotalEnergies SE | Β | ββββ7,524 | βββ488,124 |
Vinci SA | Β | ββββ1,159 | βββ146,408 |
Vivendi SE | Β | βββ12,615 | βββ142,166 |
Voltalia SA(1)(3) | Β | ββββ1,827 | ββββ15,634 |
Β | Β | Β | $β5,850,190 |
Germany β 8.6% | |||
Allianz SE | Β | ββββ1,068 | $βββ285,344 |
BASF SE | Β | ββββ5,297 | βββ253,218 |
Bayer AG | Β | ββββ4,632 | βββ144,132 |
Bayerische Motoren Werke AG | Β | ββββ1,291 | β ββ134,333 |
Β
3
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Germany (continued) | |||
Bayerische Motoren Werke AG, PFC Shares | Β | ββββββ792 | $ββββ77,387 |
Brenntag SE | Β | ββββββ725 | ββββ64,097 |
CropEnergies AG(3) | Β | ββββ2,253 | ββββ28,025 |
Daimler Truck Holding AG | Β | ββββ1,859 | ββββ66,435 |
Deutsche Boerse AG | Β | ββββββ659 | βββ131,233 |
Deutsche Lufthansa AG(3) | Β | ββββ5,121 | ββββ42,583 |
Deutsche Telekom AG | Β | βββ24,422 | βββ599,507 |
Deutsche Wohnen SE | Β | ββββ2,022 | ββββ49,112 |
E.ON SE | Β | βββ43,992 | βββ595,180 |
Evonik Industries AG | Β | ββββ3,498 | ββββ64,350 |
Fresenius Medical Care AG | Β | ββββ1,941 | ββββ75,019 |
Fresenius SE & Co. KGaA | Β | ββββ3,336 | ββββ93,651 |
FUCHS SE, PFC Shares | Β | ββββββ495 | ββββ21,698 |
GEA Group AG | Β | ββββ1,075 | ββββ43,053 |
Gerresheimer AG | Β | ββββββ321 | ββββ32,726 |
Grand City Properties SA(3) | Β | ββββ3,999 | ββββ38,817 |
Hamborner REIT AG | Β | ββββ9,515 | ββββ67,256 |
Hannover Rueck SE | Β | ββββββ220 | ββββ52,738 |
Henkel AG & Co. KGaA | Β | ββββ2,701 | βββ184,723 |
Henkel AG & Co. KGaA, PFC Shares | Β | ββββ3,830 | βββ293,602 |
K&S AG | Β | ββββ4,249 | ββββ59,597 |
Knorr-Bremse AG | Β | ββββββ398 | ββββ24,583 |
LEG Immobilien SE(3) | Β | ββββ1,939 | βββ160,897 |
Mercedes-Benz Group AG | Β | ββββ2,924 | βββ197,407 |
MTU Aero Engines AG | Β | ββββββ190 | ββββ43,687 |
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Β | ββββββ361 | βββ153,684 |
QIAGEN NV(3) | Β | ββββ1,683 | ββββ73,018 |
Rheinmetall AG | Β | ββββββ216 | ββββ75,637 |
RWE AG | Β | ββββ1,362 | ββββ50,293 |
SAP SE | Β | ββββ3,795 | βββ657,471 |
Siemens AG | Β | ββββ1,574 | βββ281,783 |
Suedzucker AG | Β | ββββ9,335 | βββ131,596 |
Symrise AG | Β | ββββ1,413 | βββ145,784 |
Talanx AG | Β | ββββββ431 | ββββ30,239 |
Volkswagen AG, PFC Shares | Β | ββββββ790 | βββ101,606 |
Vonovia SE | Β | ββββ8,759 | βββ272,863 |
Β | Β | Β | $β5,898,364 |
Hong Kong β 4.0% | |||
AIA Group Ltd. | Β | βββ33,600 | $βββ263,505 |
ASMPT Ltd. | Β | ββββ6,100 | ββββ58,867 |
Bank of East Asia Ltd. | Β | βββ52,200 | ββββ59,360 |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd.(1) | Β | βββ21,000 | ββββ25,481 |
BOC Hong Kong Holdings Ltd. | Β | βββ11,500 | ββββ27,563 |
Budweiser Brewing Co. APAC Ltd.(4) | Β | βββ66,900 | β ββ105,444 |
Security | Shares | Value | |
Hong Kong (continued) | |||
Cafe de Coral Holdings Ltd. | Β | βββ20,000 | $ββββ20,116 |
China Traditional Chinese Medicine Holdings Co. Ltd. | Β | ββ128,000 | ββββ48,940 |
Chow Sang Sang Holdings International Ltd. | Β | βββ42,000 | ββββ45,772 |
Chow Tai Fook Jewellery Group Ltd. | Β | βββ59,000 | ββββ79,927 |
CK Asset Holdings Ltd. | Β | βββ18,000 | ββββ81,222 |
CK Hutchison Holdings Ltd. | Β | βββ42,500 | βββ219,505 |
CLP Holdings Ltd. | Β | βββ23,000 | βββ182,929 |
C-Mer Eye Care Holdings Ltd.(2)(3) | Β | βββ44,000 | ββββ14,871 |
DFI Retail Group Holdings Ltd.(1) | Β | βββ23,400 | ββββ46,655 |
Fortune Real Estate Investment Trust | Β | βββ44,000 | ββββ25,194 |
Galaxy Entertainment Group Ltd. | Β | βββ28,000 | βββ145,317 |
Giordano International Ltd. | Β | βββ64,000 | ββββ16,786 |
Hang Lung Properties Ltd. | Β | βββ37,000 | ββββ42,956 |
Hang Seng Bank Ltd. | Β | ββββ6,200 | ββββ64,543 |
HK Electric Investments & HK Electric Investments Ltd.(2) | Β | ββ154,000 | ββββ95,519 |
HKT Trust & HKT Ltd. | Β | ββ169,000 | βββ203,013 |
Hongkong Land Holdings Ltd. | Β | βββ15,800 | ββββ49,320 |
Hutchison Telecommunications Hong Kong Holdings Ltd. | Β | ββ238,000 | ββββ31,596 |
Jardine Matheson Holdings Ltd. | Β | ββββ2,400 | ββββ96,370 |
Luk Fook Holdings International Ltd. | Β | βββ15,000 | ββββ37,161 |
MTR Corp. Ltd. | Β | βββ18,000 | ββββ58,560 |
NWS Holdings Ltd. | Β | βββ38,000 | ββββ33,019 |
Orbusneich Medical Group Holdings Ltd.(3) | Β | βββ18,500 | ββββ12,118 |
PAX Global Technology Ltd. | Β | βββ75,000 | ββββ52,415 |
Power Assets Holdings Ltd. | Β | βββ30,000 | βββ175,656 |
Shangri-La Asia Ltd.(3) | Β | βββ38,000 | ββββ23,613 |
Sino Land Co. Ltd. | Β | βββ32,000 | ββββ33,426 |
Sun Hung Kai Properties Ltd. | Β | βββ12,000 | βββ112,001 |
Television Broadcasts Ltd.(3) | Β | βββ57,600 | ββββ21,901 |
Viva Goods Company Ltd.(3) | Β | ββ192,000 | ββββ17,207 |
VSTECS Holdings Ltd. | Β | βββ60,000 | ββββ32,330 |
VTech Holdings Ltd. | Β | βββ10,000 | ββββ57,920 |
Wharf Holdings Ltd. | Β | βββ17,000 | ββββ49,669 |
Β | Β | Β | $β2,767,767 |
Ireland β 2.3% | |||
Bank of Ireland Group PLC | Β | βββ24,074 | $βββ221,384 |
CRH PLC | Β | ββββ4,535 | βββ321,720 |
DCC PLC | Β | ββββ2,298 | βββ167,063 |
Fineos Corp. Ltd. CDI(3) | Β | βββ16,777 | ββββ22,488 |
Flutter Entertainment PLC(3) | Β | ββββ1,544 | βββ316,915 |
ICON PLC(3) | Β | ββββ1,080 | βββ281,740 |
Irish Residential Properties REIT PLC | Β | βββ33,524 | ββββ41,736 |
Kerry Group PLC, Class A | Β | ββββ2,357 | βββ210,089 |
Β | Β | Β | $β1,583,135 |
Β
4
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Israel β 2.2% | |||
Amot Investments Ltd. | Β | ββββ5,499 | $ββββ28,570 |
Azrieli Group Ltd. | Β | ββββββ509 | ββββ34,298 |
Bank Hapoalim BM | Β | ββββ6,278 | ββββ53,413 |
Bank Leumi Le-Israel BM | Β | βββ10,138 | ββββ77,000 |
Bezeq The Israeli Telecommunication Corp. Ltd. | Β | βββ74,540 | ββββ98,599 |
Big Shopping Centers Ltd.(3) | Β | ββββββ234 | ββββ23,794 |
Check Point Software Technologies Ltd.(3) | Β | ββββββ385 | ββββ61,188 |
Delek Automotive Systems Ltd. | Β | ββββ5,228 | ββββ31,280 |
Delek Group Ltd. | Β | ββββββ592 | ββββ73,308 |
Elbit Systems Ltd. | Β | ββββββ297 | ββββ61,266 |
Electra Ltd. | Β | βββββββ76 | ββββ28,966 |
Enlight Renewable Energy Ltd.(3) | Β | ββββ4,083 | ββββ73,753 |
Fattal Holdings 1998 Ltd.(3) | Β | ββββββ339 | ββββ38,485 |
Fiverr International Ltd.(1)(3) | Β | ββββββ953 | ββββ25,655 |
Fox Wizel Ltd. | Β | ββββββ492 | ββββ34,863 |
ICL Group Ltd. | Β | βββ25,308 | βββ115,108 |
Maytronics Ltd. | Β | ββββ2,874 | ββββ31,532 |
Melisron Ltd. | Β | ββββββ379 | ββββ27,793 |
Nice Ltd.(3) | Β | ββββββ323 | ββββ67,017 |
Nova Ltd.(3) | Β | ββββββ138 | ββββ19,652 |
Oil Refineries Ltd. | Β | βββ76,583 | ββββ26,415 |
OPC Energy Ltd.(3) | Β | ββββ4,225 | ββββ29,937 |
OY Nofar Energy Ltd.(3) | Β | ββββ1,707 | ββββ43,368 |
Partner Communications Co. Ltd.(3) | Β | ββββ9,362 | ββββ43,287 |
Plus500 Ltd. | Β | ββββ1,094 | ββββ24,743 |
Reit 1 Ltd. | Β | ββββ4,966 | ββββ22,169 |
Shapir Engineering & Industry Ltd. | Β | ββββ3,467 | ββββ19,544 |
Shufersal Ltd.(3) | Β | βββ11,960 | ββββ64,171 |
Strauss Group Ltd.(3) | Β | ββββ2,438 | ββββ47,349 |
Teva Pharmaceutical Industries Ltd. ADR(3) | Β | βββ13,832 | βββ167,367 |
Β | Β | Β | $β1,493,890 |
Italy β 4.3% | |||
Assicurazioni Generali SpA | Β | ββββ4,184 | $ββββ93,332 |
Buzzi SpA | Β | ββββ1,488 | ββββ50,577 |
Davide Campari-Milano NV | Β | βββ14,115 | βββ143,002 |
De' Longhi SpA | Β | ββββ1,200 | ββββ38,867 |
DiaSorin SpA | Β | ββββββ977 | ββββ89,844 |
Enav SpA(4) | Β | ββββ5,309 | ββββ19,648 |
Enel SpA | Β | βββ40,123 | βββ273,774 |
Eni SpA | Β | βββ21,987 | βββ350,502 |
Ferrari NV | Β | ββββββ654 | βββ228,074 |
GVS SpA(3)(4) | Β | ββββ4,062 | ββββ25,907 |
Infrastrutture Wireless Italiane SpA(4) | Β | βββ18,725 | βββ226,423 |
Italgas SpA | Β | ββββ7,381 | ββββ42,082 |
Italmobiliare SpA(1) | Β | ββββ1,360 | β βββ40,511 |
Security | Shares | Value | |
Italy (continued) | |||
Leonardo SpA | Β | ββββ5,068 | $ββββ88,457 |
Mediobanca Banca di Credito Finanziario SpA | Β | ββββ2,659 | ββββ35,216 |
MFE-MediaForEurope NV, Class B(1) | Β | ββββ1,958 | βββββ7,063 |
Poste Italiane SpA(4) | Β | ββββ5,564 | ββββ60,334 |
Prysmian SpA | Β | ββββ2,617 | βββ115,174 |
RAI Way SpA(4) | Β | ββββ4,122 | ββββ22,539 |
Recordati Industria Chimica e Farmaceutica SpA | Β | ββββ4,029 | βββ222,378 |
Stellantis NV | Β | ββββ6,033 | βββ132,887 |
STMicroelectronics NV(1) | Β | ββββ7,572 | βββ332,460 |
Technogym SpA(4) | Β | ββββ2,741 | ββββ27,143 |
Terna - Rete Elettrica Nazionale | Β | ββββ8,968 | ββββ75,619 |
UniCredit SpA | Β | ββββ5,306 | βββ155,424 |
UnipolSai Assicurazioni SpA | Β | βββ10,716 | ββββ28,357 |
Webuild SpA | Β | βββ11,250 | ββββ23,663 |
Β | Β | Β | $β2,949,257 |
Japan β 12.9% | |||
Activia Properties, Inc. | Β | βββββββ16 | $ββββ43,574 |
Aeon Co. Ltd.(1) | Β | ββββ4,300 | βββ102,758 |
Air Water, Inc. | Β | ββββ2,000 | ββββ26,418 |
ANA Holdings, Inc.(3) | Β | ββββ1,100 | ββββ24,308 |
Asahi Kasei Corp. | Β | ββββ8,100 | ββββ61,427 |
Astellas Pharma, Inc. | Β | ββββ7,500 | ββββ87,319 |
Bandai Namco Holdings, Inc. | Β | ββββ2,400 | ββββ51,966 |
Bridgestone Corp. | Β | ββββ1,600 | ββββ69,332 |
Canon, Inc. | Β | ββββ1,500 | ββββ41,321 |
Central Japan Railway Co. | Β | ββββ1,500 | ββββ37,489 |
Concordia Financial Group Ltd. | Β | βββ10,800 | ββββ51,467 |
Daicel Corp. | Β | ββββ3,900 | ββββ38,209 |
Daiichi Sankyo Co. Ltd. | Β | ββββ5,400 | βββ161,671 |
Daiwa House REIT Investment Corp. | Β | βββββββ23 | ββββ40,639 |
Disco Corp. | Β | ββββββ600 | βββ161,903 |
East Japan Railway Co. | Β | ββββββ900 | ββββ51,473 |
Eisai Co. Ltd. | Β | ββββ1,400 | ββββ65,924 |
Electric Power Development Co. Ltd. | Β | ββββ2,500 | ββββ41,994 |
ENEOS Holdings, Inc. | Β | βββ31,200 | βββ126,003 |
Fast Retailing Co. Ltd. | Β | ββββββ300 | ββββ80,093 |
Frontier Real Estate Investment Corp. | Β | ββββββββ8 | ββββ23,647 |
FUJIFILM Holdings Corp. | Β | ββββββ500 | ββββ31,692 |
Fujitsu Ltd. | Β | ββββββ300 | ββββ41,524 |
Fukuoka Financial Group, Inc. | Β | ββββ1,600 | ββββ39,324 |
GLP J-REIT | Β | βββββββ41 | ββββ36,606 |
Hamamatsu Photonics KK | Β | ββββββ700 | ββββ27,653 |
Hirose Electric Co. Ltd. | Β | ββββββ315 | ββββ36,651 |
Honda Motor Co. Ltd. | Β | ββββ5,700 | ββββ63,715 |
Idemitsu Kosan Co. Ltd. | Β | βββ18,500 | β ββ102,730 |
Β
5
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Japan (continued) | |||
ITOCHU Corp.(1) | Β | ββββ1,900 | $ββββ86,230 |
Iwatani Corp. | Β | ββββ1,800 | ββββ80,436 |
Japan Logistics Fund, Inc.(1) | Β | βββββββ29 | ββββ53,622 |
Japan Metropolitan Fund Investment Corp. | Β | βββββββ93 | ββββ63,132 |
Japan Post Bank Co. Ltd. | Β | ββββ6,000 | ββββ62,399 |
Japan Post Holdings Co. Ltd. | Β | ββββ7,500 | ββββ71,795 |
Japan Prime Realty Investment Corp. | Β | βββββββ22 | ββββ52,675 |
Japan Real Estate Investment Corp. | Β | βββββββ11 | ββββ42,169 |
Japan Tobacco, Inc. | Β | ββββ4,100 | βββ108,065 |
Kansai Electric Power Co., Inc. | Β | ββββ7,200 | ββββ98,223 |
Kansai Paint Co. Ltd. | Β | ββββ3,300 | ββββ55,175 |
Kao Corp. | Β | ββββ2,100 | ββββ83,092 |
KDDI Corp. | Β | ββββ6,400 | βββ212,064 |
KDX Realty Investment Corp.(1) | Β | βββββββ24 | ββββ26,034 |
Keyence Corp. | Β | ββββββ400 | βββ178,959 |
Kintetsu Group Holdings Co. Ltd. | Β | ββββββ800 | ββββ24,686 |
Kirin Holdings Co. Ltd. | Β | ββββ3,800 | ββββ54,621 |
Kobe Steel Ltd. | Β | ββββ3,000 | ββββ41,424 |
Komatsu Ltd. | Β | ββββ2,200 | ββββ62,590 |
Kuraray Co. Ltd. | Β | ββββ2,300 | ββββ24,131 |
Kyocera Corp. | Β | ββββ3,600 | ββββ52,704 |
Kyowa Kirin Co. Ltd. | Β | ββββ2,700 | ββββ42,530 |
Kyushu Electric Power Co., Inc.(3) | Β | ββββ8,300 | ββββ62,160 |
Lion Corp. | Β | ββββ5,400 | ββββ48,136 |
Marubeni Corp. | Β | ββββ3,400 | ββββ57,993 |
Maruichi Steel Tube Ltd. | Β | ββββ1,200 | ββββ30,575 |
MatsukiyoCocokara & Co. | Β | ββββ2,700 | ββββ49,077 |
Medipal Holdings Corp.(1) | Β | ββββ2,800 | ββββ44,691 |
MEIJI Holdings Co. Ltd. | Β | ββββ1,600 | ββββ38,695 |
Mitsubishi Chemical Group Corp. | Β | βββ10,000 | ββββ60,297 |
Mitsubishi Corp. | Β | ββββ4,200 | ββββ72,387 |
Mitsubishi Electric Corp. | Β | ββββ3,200 | ββββ47,489 |
Mitsubishi HC Capital, Inc. | Β | ββββ6,100 | ββββ43,252 |
Mitsubishi Heavy Industries Ltd. | Β | ββββββ600 | ββββ40,022 |
Mitsui & Co. Ltd. | Β | ββββ1,800 | ββββ73,003 |
Mitsui Chemicals, Inc. | Β | ββββ1,300 | ββββ38,259 |
Mitsui Fudosan Co. Ltd. | Β | ββββ5,100 | βββ128,029 |
Mitsui OSK Lines Ltd.(1) | Β | ββββ1,100 | ββββ39,513 |
Mizuho Financial Group, Inc. | Β | ββββ5,630 | βββ102,250 |
MS&AD Insurance Group Holdings, Inc. | Β | ββββ1,800 | ββββ74,331 |
Murata Manufacturing Co. Ltd. | Β | ββββ4,500 | ββββ90,865 |
NEC Corp. | Β | ββββ1,500 | ββββ98,017 |
NH Foods Ltd. | Β | ββββ1,600 | ββββ54,794 |
Nintendo Co. Ltd. | Β | ββββ6,000 | βββ335,225 |
Nippon Accommodations Fund, Inc. | Β | ββββββββ8 | ββββ33,305 |
Nippon Building Fund, Inc. | Β | βββββββ11 | β βββ44,507 |
Security | Shares | Value | |
Japan (continued) | |||
Nippon Sanso Holdings Corp. | Β | ββββ2,300 | $ββββ58,280 |
Nippon Shokubai Co. Ltd. | Β | ββββββ600 | ββββ22,572 |
Nippon Steel Corp. | Β | ββββ3,600 | ββββ86,633 |
Nippon Telegraph & Telephone Corp. | Β | ββ180,100 | βββ226,161 |
Nippon Yusen KK | Β | ββββ1,200 | ββββ41,353 |
Nisshin Seifun Group, Inc. | Β | ββββ4,900 | ββββ68,351 |
Nissin Foods Holdings Co. Ltd. | Β | ββββ2,100 | ββββ67,938 |
Nitori Holdings Co. Ltd. | Β | ββββββ300 | ββββ39,265 |
NOF Corp. | Β | ββββββ800 | ββββ36,131 |
Nomura Real Estate Holdings, Inc. | Β | ββββ1,100 | ββββ30,102 |
Nomura Real Estate Master Fund, Inc. | Β | βββββββ63 | ββββ68,939 |
Nomura Research Institute Ltd. | Β | ββββ2,000 | ββββ61,167 |
NTT Data Group Corp. | Β | ββββ4,400 | ββββ63,376 |
Obic Co. Ltd. | Β | ββββββ300 | ββββ46,083 |
Oji Holdings Corp. | Β | βββ12,700 | ββββ49,655 |
Ono Pharmaceutical Co. Ltd. | Β | ββββ3,300 | ββββ59,480 |
Oriental Land Co. Ltd. | Β | ββββ2,500 | ββββ92,850 |
Orix JREIT, Inc. | Β | βββββββ47 | ββββ54,365 |
Osaka Gas Co. Ltd. | Β | ββββ5,500 | βββ115,813 |
Otsuka Holdings Co. Ltd. | Β | ββββ2,400 | ββββ94,340 |
Pan Pacific International Holdings Corp. | Β | ββββ2,000 | ββββ43,233 |
Panasonic Holdings Corp. | Β | ββββ5,400 | ββββ50,861 |
Resona Holdings, Inc. | Β | ββββ6,700 | ββββ36,986 |
Rohm Co. Ltd. | Β | ββββββ800 | ββββ13,807 |
Rohto Pharmaceutical Co. Ltd. | Β | ββββ1,600 | ββββ32,739 |
Santen Pharmaceutical Co. Ltd. | Β | ββββ4,400 | ββββ44,450 |
Secom Co. Ltd. | Β | ββββββ600 | ββββ43,548 |
Sekisui House Ltd.(1) | Β | ββββ2,000 | ββββ45,148 |
Sekisui House Reit, Inc. | Β | βββββββ97 | ββββ51,593 |
Shimadzu Corp. | Β | ββββ1,200 | ββββ33,182 |
Shionogi & Co. Ltd. | Β | ββββ1,500 | ββββ71,995 |
Shizuoka Financial Group, Inc. | Β | ββββ5,800 | ββββ53,012 |
SoftBank Corp. | Β | βββ14,500 | βββ192,645 |
Sompo Holdings, Inc. | Β | ββββ1,200 | ββββ62,222 |
Subaru Corp. | Β | ββββ2,400 | ββββ47,878 |
Sumitomo Chemical Co. Ltd.(1) | Β | βββ10,900 | ββββ25,665 |
Sumitomo Corp. | Β | ββββ2,400 | ββββ55,195 |
Sumitomo Electric Industries Ltd. | Β | ββββ2,900 | ββββ38,546 |
Sumitomo Mitsui Financial Group, Inc. | Β | ββββ2,700 | βββ140,436 |
Sumitomo Mitsui Trust Holdings, Inc. | Β | ββββ3,000 | ββββ61,480 |
Suntory Beverage & Food Ltd. | Β | ββββ1,600 | ββββ52,200 |
Suzuki Motor Corp. | Β | ββββββ600 | ββββ26,951 |
Taiheiyo Cement Corp. | Β | ββββ2,500 | ββββ51,456 |
Takeda Pharmaceutical Co. Ltd. | Β | ββββ5,000 | βββ146,952 |
Teijin Ltd. | Β | ββββ3,300 | ββββ30,358 |
Tohoku Electric Power Co., Inc. | Β | ββββ9,800 | β βββ65,423 |
Β
6
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Japan (continued) | |||
Tokio Marine Holdings, Inc. | Β | ββββ3,400 | $ββββ89,649 |
Tokyo Gas Co. Ltd. | Β | ββββ4,100 | ββββ94,185 |
Tokyu Corp.(1) | Β | ββββ3,200 | ββββ37,550 |
TOPPAN Holdings, Inc. | Β | ββββ2,000 | ββββ55,129 |
Toray Industries, Inc. | Β | ββββ6,900 | ββββ34,475 |
Tosoh Corp. | Β | ββββ2,200 | ββββ28,368 |
Toyo Seikan Group Holdings Ltd. | Β | ββββ2,900 | ββββ46,065 |
Toyo Suisan Kaisha Ltd. | Β | ββββ1,000 | ββββ52,071 |
Toyota Motor Corp. | Β | βββ13,600 | βββ271,562 |
Trend Micro, Inc. | Β | ββββββ600 | ββββ34,326 |
United Urban Investment Corp. | Β | βββββββ35 | ββββ35,438 |
West Japan Railway Co. | Β | ββββββ700 | ββββ29,155 |
Yakult Honsha Co. Ltd. | Β | ββββ2,000 | ββββ43,683 |
Yamato Holdings Co. Ltd. | Β | ββββ2,000 | ββββ34,573 |
Yamato Kogyo Co. Ltd. | Β | ββββ1,000 | ββββ55,354 |
Yamazaki Baking Co. Ltd. | Β | ββββ1,300 | ββββ30,826 |
Β | Β | Β | $β8,925,682 |
Netherlands β 4.4% | |||
ABN AMRO Bank NV(4) | Β | ββββ2,263 | $ββββ33,306 |
Aegon Ltd.(1) | Β | βββ12,248 | ββββ72,256 |
Akzo Nobel NV | Β | ββββββ683 | ββββ52,463 |
Alfen NV(1)(3)(4) | Β | ββββββ256 | ββββ15,481 |
ASML Holding NV | Β | ββββββ646 | βββ560,462 |
ASR Nederland NV | Β | ββββ1,620 | ββββ76,345 |
Corbion NV(1) | Β | ββββ2,072 | ββββ40,123 |
DSM BV(3) | Β | ββββ1,929 | βββ200,128 |
Euronext NV(4) | Β | ββββββ576 | ββββ50,663 |
EXOR NV | Β | ββββββ350 | ββββ33,863 |
JDE Peet's NV(1) | Β | ββββ1,640 | ββββ40,484 |
Koninklijke Ahold Delhaize NV | Β | ββββ9,251 | βββ260,167 |
Koninklijke KPN NV | Β | βββ65,476 | βββ222,732 |
Koninklijke Philips NV | Β | βββ17,139 | βββ362,585 |
NN Group NV | Β | ββββ1,992 | ββββ81,649 |
NSI NV | Β | ββββ1,000 | ββββ21,371 |
Prosus NV | Β | βββ11,033 | βββ326,323 |
Randstad NV(1) | Β | ββββββ683 | ββββ38,836 |
SBM Offshore NV(1) | Β | ββββ4,496 | ββββ57,238 |
Universal Music Group NV(1) | Β | ββββ7,168 | βββ211,296 |
Wolters Kluwer NV(1) | Β | ββββ1,682 | βββ247,956 |
Β | Β | Β | $β3,005,727 |
New Zealand β 1.1% | |||
a2 Milk Co. Ltd.(1)(3) | Β | βββ28,790 | $ββββ90,613 |
Argosy Property Ltd. | Β | βββ39,042 | ββββ27,637 |
Auckland International Airport Ltd.(1) | Β | βββ12,240 | β βββ63,039 |
Security | Shares | Value | |
New Zealand (continued) | |||
Contact Energy Ltd. | Β | ββββ9,580 | $ββββ47,215 |
Fisher & Paykel Healthcare Corp. Ltd. | Β | ββββ5,931 | ββββ85,662 |
Goodman Property Trust | Β | βββ27,739 | ββββ37,932 |
Heartland Group Holdings Ltd. | Β | βββ19,544 | ββββ16,568 |
Infratil Ltd. | Β | ββββ6,421 | ββββ41,422 |
Kiwi Property Group Ltd. | Β | βββ57,056 | ββββ30,295 |
KMD Brands Ltd. | Β | βββ27,332 | ββββ11,688 |
Meridian Energy Ltd. | Β | βββ15,507 | ββββ52,534 |
SKYCITY Entertainment Group Ltd.(1) | Β | βββ29,814 | ββββ34,454 |
Spark New Zealand Ltd. | Β | βββ30,866 | βββ100,144 |
Vulcan Steel Ltd.(1) | Β | ββββ3,600 | ββββ17,410 |
Xero Ltd.(3) | Β | ββββ1,231 | ββββ88,113 |
Β | Β | Β | $βββ744,726 |
Norway β 2.1% | |||
Aker ASA, Class A | Β | ββββββ499 | $ββββ29,651 |
ArcticZymes Technologies ASA(1)(3) | Β | ββββ4,268 | ββββ16,326 |
Atea ASA | Β | ββββ2,752 | ββββ36,673 |
Austevoll Seafood ASA | Β | ββββ3,899 | ββββ28,265 |
Borregaard ASA | Β | ββββ3,526 | ββββ59,964 |
Crayon Group Holding ASA(3)(4) | Β | ββββ2,500 | ββββ21,017 |
DNB Bank ASA | Β | ββββ6,189 | βββ120,312 |
Elkem ASA(4) | Β | βββ14,511 | ββββ30,110 |
Entra ASA(4) | Β | ββββ2,972 | ββββ32,436 |
Equinor ASA | Β | ββββ6,266 | βββ179,315 |
Europris ASA(4) | Β | ββββ6,059 | ββββ45,413 |
Gjensidige Forsikring ASA | Β | ββββ1,701 | ββββ27,360 |
Golden Ocean Group Ltd. | Β | ββββ3,420 | ββββ36,065 |
Kitron ASA | Β | ββββ9,412 | ββββ28,648 |
Kongsberg Gruppen ASA | Β | ββββ1,873 | ββββ95,454 |
Mowi ASA | Β | ββββ5,946 | βββ107,030 |
Nykode Therapeutics ASA(3) | Β | ββββ7,954 | ββββ13,610 |
Opera Ltd. ADR(1) | Β | ββββ3,500 | ββββ38,430 |
Orkla ASA | Β | ββββ8,207 | ββββ64,286 |
REC Silicon ASA(3) | Β | βββ16,371 | ββββ19,129 |
Scatec ASA(4) | Β | ββββ3,300 | ββββ24,538 |
Schibsted ASA, Class B | Β | ββββ2,498 | ββββ71,566 |
SpareBank 1 Nord Norge | Β | ββββ3,559 | ββββ35,014 |
Stolt-Nielsen Ltd. | Β | ββββββ879 | ββββ32,855 |
Telenor ASA | Β | βββ11,887 | βββ131,700 |
Veidekke ASA | Β | ββββ3,671 | ββββ33,492 |
Yara International ASA | Β | ββββ2,956 | ββββ97,704 |
Β | Β | Β | $β1,456,363 |
Portugal β 1.0% | |||
Banco Comercial Portugues SA, Class R(3) | Β | ββ387,844 | $βββ112,823 |
Β
7
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Portugal (continued) | |||
Corticeira Amorim SGPS SA | Β | ββββ4,721 | $ββββ48,199 |
CTT - Correios de Portugal SA | Β | βββ12,855 | ββββ51,006 |
EDP - Energias de Portugal SA | Β | βββ19,728 | ββββ87,996 |
Galp Energia SGPS SA | Β | ββββ8,111 | βββ127,681 |
Jeronimo Martins SGPS SA | Β | ββββ4,742 | βββ107,849 |
Navigator Co. SA | Β | βββ16,287 | ββββ67,111 |
NOS SGPS SA | Β | βββ11,659 | ββββ41,281 |
REN - Redes Energeticas Nacionais SGPS SA | Β | βββ11,590 | ββββ28,476 |
Β | Β | Β | $βββ672,422 |
Singapore β 4.0% | |||
AEM Holdings Ltd.(1) | Β | ββββ9,200 | $ββββ18,307 |
BW LPG Ltd.(4) | Β | ββββ3,082 | ββββ37,931 |
CapitaLand Ascott Trust | Β | βββ27,455 | ββββ19,574 |
CapitaLand Integrated Commercial Trust | Β | βββ56,100 | ββββ83,632 |
City Developments Ltd. | Β | ββββ7,700 | ββββ34,949 |
ComfortDelGro Corp. Ltd. | Β | βββ36,500 | ββββ37,963 |
DBS Group Holdings Ltd. | Β | ββββ9,000 | βββ213,168 |
ESR-LOGOS REIT(1) | Β | ββ156,500 | ββββ36,132 |
First Resources Ltd. | Β | βββ32,600 | ββββ35,879 |
Flex Ltd.(3) | Β | ββββ9,757 | βββ231,631 |
Food Empire Holdings Ltd. | Β | βββ25,900 | ββββ25,999 |
Frasers Centrepoint Trust | Β | βββ12,700 | ββββ21,722 |
Frasers Logistics & Commercial Trust(2) | Β | βββ54,700 | ββββ45,534 |
Genting Singapore Ltd. | Β | ββ244,700 | βββ183,771 |
Grab Holdings Ltd., Class A(3) | Β | βββ21,600 | ββββ66,312 |
Haw Par Corp. Ltd. | Β | ββββ4,700 | ββββ33,221 |
Jardine Cycle & Carriage Ltd. | Β | ββββ1,000 | ββββ19,296 |
Keppel Ltd. | Β | βββ14,400 | ββββ76,518 |
Keppel REIT(1) | Β | βββ55,680 | ββββ38,292 |
Lendlease Global Commercial REIT(1) | Β | βββ77,600 | ββββ36,335 |
Mapletree Industrial Trust | Β | βββ27,660 | ββββ50,379 |
Netlink NBN Trust(2) | Β | βββ66,200 | ββββ41,671 |
Parkway Life Real Estate Investment Trust | Β | βββ13,500 | ββββ35,377 |
Raffles Medical Group Ltd. | Β | βββ38,400 | ββββ28,856 |
SATS Ltd.(3) | Β | βββ12,200 | ββββ24,909 |
Sea Ltd. ADR(3) | Β | ββββ4,137 | βββ157,785 |
Sembcorp Industries Ltd. | Β | βββ51,100 | βββ215,054 |
Sheng Siong Group Ltd. | Β | βββ41,900 | ββββ48,656 |
Singapore Airlines Ltd.(1) | Β | βββ17,100 | ββββ84,872 |
Singapore Exchange Ltd. | Β | ββββ7,000 | ββββ48,878 |
Singapore Post Ltd. | Β | βββ55,300 | ββββ16,878 |
Singapore Technologies Engineering Ltd. | Β | βββ19,500 | ββββ54,033 |
Singapore Telecommunications Ltd. | Β | βββ64,900 | βββ115,817 |
StarHub Ltd. | Β | βββ35,800 | ββββ28,251 |
Suntec Real Estate Investment Trust(1) | Β | βββ27,000 | β βββ23,869 |
Security | Shares | Value | |
Singapore (continued) | |||
United Overseas Bank Ltd. | Β | ββββ8,200 | $βββ172,844 |
UOL Group Ltd. | Β | ββββ4,600 | ββββ21,360 |
Venture Corp. Ltd. | Β | ββββ7,500 | ββββ74,719 |
Wilmar International Ltd. | Β | ββ103,000 | βββ252,215 |
Β | Β | Β | $β2,792,589 |
Spain β 4.3% | |||
ACS Actividades de Construccion y Servicios SA(1) | Β | ββββ2,126 | $ββββ83,893 |
Aena SME SA(4) | Β | ββββ1,064 | βββ188,229 |
Almirall SA | Β | ββββ2,798 | ββββ26,542 |
Banco Santander SA(1) | Β | βββ61,792 | βββ248,346 |
Bankinter SA(1) | Β | βββ12,265 | ββββ75,726 |
CaixaBank SA | Β | βββ15,438 | ββββ65,828 |
Cellnex Telecom SA(3)(4) | Β | ββββ4,799 | βββ184,653 |
Cia de Distribucion Integral Logista Holdings SA | Β | ββββ2,665 | ββββ75,379 |
Ence Energia y Celulosa SA(1) | Β | ββββ9,147 | ββββ28,921 |
Ercros SA(1) | Β | ββββ8,525 | ββββ22,772 |
Grifols SA(3) | Β | βββ11,886 | βββ129,471 |
Iberdrola SA | Β | βββ25,708 | βββ309,549 |
Indra Sistemas SA(1) | Β | ββββ3,340 | ββββ59,299 |
Industria de Diseno Textil SA | Β | βββ10,558 | βββ451,432 |
Laboratorios Farmaceuticos Rovi SA | Β | ββββ1,773 | βββ122,288 |
Merlin Properties Socimi SA | Β | βββ15,993 | βββ162,860 |
Metrovacesa SA(3)(4) | Β | ββββ2,900 | ββββ25,300 |
Redeia Corp. SA | Β | ββββ2,456 | ββββ40,868 |
Repsol SA | Β | βββ22,889 | βββ338,031 |
Sacyr SA(1) | Β | ββββ6,428 | ββββ21,192 |
Telefonica SA | Β | βββ43,001 | βββ174,964 |
Vidrala SA | Β | ββββββ739 | ββββ74,070 |
Viscofan SA(1) | Β | ββββββ825 | ββββ48,302 |
Β | Β | Β | $β2,957,915 |
Sweden β 4.2% | |||
Alfa Laval AB | Β | ββββ1,197 | $ββββ43,921 |
Alleima AB | Β | ββββ7,335 | ββββ48,695 |
Arjo AB, Class B | Β | ββββ8,801 | ββββ41,194 |
Assa Abloy AB, Class B | Β | ββββ1,494 | ββββ40,974 |
Atrium Ljungberg AB, Class B(1) | Β | ββββ2,504 | ββββ50,019 |
Betsson AB, Class B | Β | ββββ1,812 | ββββ19,720 |
Bilia AB, Class A | Β | ββββ2,195 | ββββ26,536 |
BioArctic AB(1)(3)(4) | Β | ββββ1,352 | ββββ29,325 |
Boliden AB | Β | ββββ1,310 | ββββ34,771 |
BoneSupport Holding AB(3)(4) | Β | ββββ2,221 | ββββ43,972 |
Camurus AB(3) | Β | ββββββ677 | ββββ33,562 |
Cibus Nordic Real Estate AB(1) | Β | ββββ2,069 | ββββ24,378 |
Dios Fastigheter AB | Β | ββββ3,475 | β βββ26,954 |
Β
8
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
Sweden (continued) | |||
Elekta AB, Class B | Β | ββββ5,121 | $ββββ38,642 |
Epiroc AB, Class A | Β | ββββ2,897 | ββββ51,186 |
Epiroc AB, Class B | Β | ββββ1,712 | ββββ26,693 |
Essity AB, Class B | Β | βββ11,138 | βββ261,557 |
Evolution AB(4) | Β | ββββ1,309 | βββ152,843 |
Fabege AB(1) | Β | ββββ3,866 | ββββ36,209 |
Getinge AB, Class B | Β | ββββ3,014 | ββββ64,431 |
H & M Hennes & Mauritz AB, Class B(1) | Β | ββββ4,833 | ββββ68,188 |
Hemnet Group AB | Β | ββββ1,721 | ββββ46,463 |
Hexagon AB, Class B | Β | βββ13,262 | βββ144,736 |
Holmen AB, Class B | Β | ββββ2,015 | ββββ79,410 |
Hufvudstaden AB, Class A | Β | ββββ2,401 | ββββ31,047 |
Investor AB, Class B | Β | ββββ3,101 | ββββ73,012 |
Kindred Group PLC SDR | Β | ββββ2,181 | ββββ25,658 |
L E Lundbergforetagen AB, Class B | Β | ββββββ987 | ββββ51,463 |
Millicom International Cellular SA SDR(3) | Β | ββββ3,136 | ββββ53,797 |
Mycronic AB | Β | ββββ1,879 | ββββ52,262 |
Note AB(3) | Β | ββββ3,097 | ββββ43,774 |
Nyfosa AB(1) | Β | ββββ5,192 | ββββ46,439 |
Oatly Group AB ADR(1)(3) | Β | βββ32,000 | ββββ36,160 |
Orron Energy AB(1)(3) | Β | ββββ4,713 | βββββ3,242 |
Pandox AB | Β | ββββ1,960 | ββββ26,876 |
Paradox Interactive AB | Β | ββββ1,527 | ββββ29,916 |
Polestar Automotive Holding U.K. PLC, Class A ADR(1)(3) | Β | ββββ6,400 | ββββ13,888 |
Skandinaviska Enskilda Banken AB, Class A | Β | ββββ7,648 | βββ108,618 |
Skanska AB, Class B | Β | ββββ1,238 | ββββ21,466 |
SKF AB, Class B | Β | ββββ2,466 | ββββ48,593 |
Spotify Technology SA(3) | Β | ββββ1,019 | βββ219,442 |
Svenska Cellulosa AB SCA, Class B | Β | ββββ9,048 | βββ123,179 |
Swedbank AB, Class A | Β | ββββ4,828 | ββββ98,385 |
Swedish Orphan Biovitrum AB(3) | Β | ββββ3,003 | ββββ84,289 |
Telefonaktiebolaget LM Ericsson, Class B | Β | βββ11,872 | ββββ65,812 |
Tethys Oil AB | Β | ββββ4,284 | ββββ16,879 |
Trelleborg AB, Class B | Β | ββββ1,004 | ββββ30,559 |
Volvo AB, Class B | Β | ββββ3,167 | ββββ75,898 |
Wihlborgs Fastigheter AB | Β | ββββ6,283 | ββββ56,168 |
Β | Β | Β | $β2,871,201 |
Switzerland β 8.8% | |||
ABB Ltd. | Β | ββββ5,264 | $βββ222,729 |
ALSO Holding AG | Β | ββββββ245 | ββββ71,728 |
Baloise Holding AG | Β | ββββββ396 | ββββ63,257 |
Banque Cantonale Vaudoise(1) | Β | ββββββ570 | ββββ72,981 |
BKW AG | Β | ββββββ330 | ββββ52,427 |
Cembra Money Bank AG | Β | ββββββ670 | ββββ51,658 |
Cie Financiere Richemont SA, Class A | Β | ββββ5,772 | β ββ857,341 |
Security | Shares | Value | |
Switzerland (continued) | |||
Clariant AG | Β | ββββ8,755 | $βββ112,079 |
DKSH Holding AG | Β | ββββββ773 | ββββ54,091 |
Flughafen Zurich AG | Β | ββββββ295 | ββββ60,866 |
Forbo Holding AG | Β | βββββββ26 | ββββ30,570 |
Galenica AG(4) | Β | ββββββ858 | ββββ75,661 |
Givaudan SA | Β | βββββββ88 | βββ365,951 |
Helvetia Holding AG(1) | Β | ββββββ425 | ββββ61,379 |
Holcim AG | Β | ββββ5,395 | βββ412,064 |
Intershop Holding AG | Β | βββββββ78 | ββββ55,964 |
Kuehne & Nagel International AG | Β | ββββββ464 | βββ157,240 |
Landis & Gyr Group AG | Β | ββββ1,111 | ββββ91,098 |
LEM Holding SA | Β | βββββββ13 | ββββ29,663 |
Logitech International SA | Β | ββββ2,732 | βββ229,032 |
Meyer Burger Technology AG(1)(3) | Β | βββ49,710 | βββββ6,394 |
Nestle SA | Β | ββββ6,891 | βββ785,233 |
Novartis AG | Β | ββββ3,416 | βββ353,261 |
PSP Swiss Property AG | Β | ββββββ379 | ββββ50,444 |
Roche Holding AG | Β | ββββ1,250 | βββ355,895 |
Sandoz Group AG(3) | Β | ββββββ860 | ββββ29,494 |
Schindler Holding AG | Β | ββββββ320 | ββββ76,173 |
Schindler Holding AG PC | Β | ββββββ353 | ββββ87,928 |
SGS SA | Β | ββββββ900 | ββββ83,165 |
Stadler Rail AG | Β | ββββ1,511 | ββββ48,234 |
Swatch Group AG, Bearer Shares | Β | ββββββ279 | ββββ65,498 |
Swiss Life Holding AG | Β | ββββββ172 | βββ123,518 |
Swiss Prime Site AG | Β | ββββ1,669 | βββ169,045 |
Swiss Re AG | Β | ββββ1,223 | βββ140,034 |
Swisscom AG | Β | ββββββ366 | βββ218,972 |
Zurich Insurance Group AG | Β | ββββββ617 | βββ313,491 |
Β | Β | Β | $β6,034,558 |
United Kingdom β 8.1% | |||
Admiral Group PLC | Β | ββββ1,759 | $ββββ55,931 |
Airtel Africa PLC(4) | Β | βββ64,844 | ββββ92,091 |
Assura PLC | Β | βββ41,543 | ββββ23,376 |
AstraZeneca PLC | Β | ββββ3,884 | βββ514,928 |
Aviva PLC | Β | βββ12,379 | ββββ67,572 |
B&M European Value Retail SA | Β | ββββ4,833 | ββββ31,674 |
BAE Systems PLC | Β | ββββ5,635 | ββββ83,942 |
Berkeley Group Holdings PLC | Β | ββββββ509 | ββββ30,822 |
Big Yellow Group PLC | Β | ββββ5,278 | ββββ76,320 |
British American Tobacco PLC | Β | ββββ4,267 | βββ125,807 |
British Land Co. PLC | Β | ββββ7,798 | ββββ37,483 |
BT Group PLC | Β | βββ43,183 | ββββ61,179 |
Bunzl PLC | Β | ββββ1,400 | ββββ56,896 |
Burberry Group PLC | Β | ββββ3,492 | β βββ57,520 |
Β
9
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
Security | Shares | Value | |
United Kingdom (continued) | |||
Compass Group PLC | Β | ββββ7,473 | $βββ205,834 |
Computacenter PLC | Β | ββββ1,269 | ββββ46,361 |
Darktrace PLC(3) | Β | ββββ8,597 | ββββ37,277 |
Derwent London PLC | Β | ββββ1,158 | ββββ31,210 |
Direct Line Insurance Group PLC(3) | Β | ββββ9,041 | ββββ19,293 |
FDM Group Holdings PLC | Β | ββββ2,454 | ββββ14,407 |
Fresnillo PLC | Β | ββββ3,353 | ββββ22,427 |
Glencore PLC | Β | βββ42,265 | βββ223,622 |
Grainger PLC | Β | βββ16,347 | ββββ54,286 |
Great Portland Estates PLC | Β | ββββ3,877 | ββββ20,400 |
HSBC Holdings PLC | Β | βββ24,537 | βββ191,578 |
Imperial Brands PLC | Β | ββββ3,571 | ββββ85,722 |
Informa PLC | Β | βββ15,828 | βββ155,455 |
Intertek Group PLC | Β | ββββββ919 | ββββ52,163 |
Land Securities Group PLC | Β | ββββ4,810 | ββββ40,552 |
London Stock Exchange Group PLC | Β | ββββββ865 | ββββ97,844 |
LXI REIT PLC(2) | Β | βββ54,470 | ββββ72,647 |
National Grid PLC | Β | βββ27,610 | βββ367,740 |
NCC Group PLC | Β | βββ21,199 | ββββ32,493 |
Next PLC | Β | ββββ1,020 | βββ108,892 |
Pearson PLC | Β | ββββ7,487 | ββββ91,849 |
Phoenix Group Holdings PLC | Β | ββββ5,262 | ββββ33,596 |
QinetiQ Group PLC | Β | ββββ8,311 | ββββ37,534 |
Reckitt Benckiser Group PLC | Β | ββββ1,615 | βββ116,766 |
RELX PLC | Β | ββββ4,013 | βββ165,633 |
Rentokil Initial PLC | Β | ββββ8,784 | ββββ45,235 |
Rio Tinto PLC | Β | ββββ3,810 | βββ263,726 |
Rolls-Royce Holdings PLC(3) | Β | βββ22,320 | ββββ84,737 |
Sage Group PLC | Β | βββ15,349 | βββ228,515 |
Severn Trent PLC | Β | ββββ5,650 | βββ185,721 |
Shaftesbury Capital PLC | Β | βββ57,908 | ββββ97,551 |
Shell PLC | Β | βββ14,923 | βββ462,647 |
Smiths Group PLC | Β | ββββ2,292 | ββββ46,971 |
Spectris PLC | Β | ββββ1,446 | ββββ67,316 |
Spirent Communications PLC | Β | βββ11,297 | ββββ16,852 |
Standard Chartered PLC | Β | ββββ7,613 | ββββ57,536 |
Supermarket Income REIT PLC | Β | βββ58,122 | ββββ59,528 |
Unilever PLC | Β | ββββ4,105 | βββ199,750 |
Vodafone Group PLC | Β | ββ147,595 | βββ125,477 |
Whitbread PLC | Β | ββββββ806 | ββββ36,534 |
Β | Β | Β | $β5,619,218 |
Total Common Stocks (identified cost $59,358,314) | Β | Β | $68,337,666 |
Β Β Β Β
Preferred Stocks β 0.1% |
Security | Shares | Value | |
Italy β 0.1% | |||
Danieli & C Officine Meccaniche SpA, 1.47% | Β | ββββ1,102 | $ββββ26,747 |
Total Preferred Stocks (identified cost $20,107) | Β | Β | $ββββ26,747 |
Β Β Β Β
Short-Term Investments β 2.5% |
Affiliated Fund β 0.2% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.21%(5) | Β | ββ181,841 | $βββ181,841 |
Total Affiliated Fund (identified cost $181,841) | Β | Β | $βββ181,841 |
Β Β Β Β
Securities Lending Collateral β 2.3% |
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(6) | Β | 1,559,719 | $β1,559,719 |
Total Securities Lending Collateral (identified cost $1,559,719) | Β | Β | $β1,559,719 |
Total Short-Term Investments (identified cost $1,741,560) | Β | Β | $β1,741,560 |
Β | Β | Β | |
Total Investments β 101.8% (identified cost $61,119,981) | Β | Β | $70,105,973 |
Other Assets, Less Liabilities β (1.8)% | Β | Β | $(1,239,042) |
Net Assets β 100.0% | Β | Β | $68,866,931 |
The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | |
(1) | All or a portion of this security was on loan at January 31, 2024. The aggregate market value of securities on loan at January 31, 2024 was $3,736,122 and the total market value of the collateral received by the Portfolio was $4,022,824, comprised of cash of $1,559,719 and U.S. government and/or agencies securities of $2,463,105. |
(2) | Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At January 31, 2024, the aggregate value of these securities is $354,561 or 0.5% of the Portfolio's net assets. |
(3) | Non-income producing security. |
Β
10
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
(4) | Security exempt from registration under Rule 144A of 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, 2024, the aggregate value of these securities is $1,955,154 or 2.8% of the Portfolio's net assets. |
(5) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of January 31, 2024. |
(6) | Represents investment of cash collateral received in connection with securities lending. |
Sector Classification of Portfolio | ||
Sector | Percentage of Net Assets | Value |
Financials | 11.4% | $7,887,933 |
Industrials | 11.3 | 7,774,756 |
Consumer Discretionary | 10.7 | 7,349,596 |
Health Care | 9.9 | 6,797,936 |
Consumer Staples | 9.7 | 6,650,833 |
Materials | 9.0 | 6,235,537 |
Information Technology | 9.0 | 6,188,913 |
Communication Services | 8.9 | 6,128,169 |
Real Estate | 7.3 | 4,999,896 |
Utilities | 7.2 | 4,976,924 |
Energy | 4.9 | 3,373,920 |
Short-Term Investments | 2.5 | 1,741,560 |
Total Investments | 101.8% | $70,105,973 |
Abbreviations: | |
ADR | ββAmerican Depositary Receipt |
CDI | ββCHESS Depositary Interest |
PC | ββParticipation Certificate |
PFC Shares | ββPreference Shares |
SDR | ββSwedish Depositary Receipt |
Β
The Portfolio did not have any open derivative instruments at January 31, 2024.
Affiliated Investments
At January 31, 2024, the value of the Portfolio's investment in issuers and funds that may be deemed to be affiliated was $181,841, which represents 0.2% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended January 31, 2024 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Short-Term Investmentsβ | ||||||||
Liquidity Fund, Institutional Class(1) | $25,783 | $1,154,685 | $(998,627) | $ββ | $ββ | $181,841 | $883 | 181,841 |
(1) | Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio. |
Fair Value Measurements
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.
β’ | Level 1 β quoted prices in active markets for identical investments |
β’ | Level 2 β other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
β’ | Level 3 β significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments) |
11
Tax-Managed International Equity Portfolio
January 31, 2024
Portfolio of Investments (Unaudited)Β βΒ continued
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, 2024, the hierarchy of inputs used in valuing the Portfolio'sΒ investments, which are carried at fairΒ value, were as follows:
Asset Descriptionβ | Level 1β | Level 2β | Level 3β | Totalβ |
Common Stocks: | Β | Β | Β | Β |
Asia/Pacific | $ββ455,728 | $20,687,524 | $ββ | $21,143,252 |
Developed Europe | ββ664,722 | 45,035,802 | ββ | 45,700,524 |
Developed Middle East | ββ254,210 | β1,239,680 | ββ | β1,493,890 |
Total Common Stocks | $1,374,660 | $66,963,006* | $ββ | $68,337,666 |
Preferred Stocks | $βββββββ | $ββββ26,747 | $ββ | $ββββ26,747 |
Short-Term Investments: | Β | Β | Β | Β |
Affiliated Fund | ββ181,841 | ββββββββ | ββ | βββ181,841 |
Securities Lending Collateral | 1,559,719 | ββββββββ | ββ | β1,559,719 |
Total Investments | $3,116,220 | $66,989,753 | $ββ | $70,105,973 |
* | 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. |
For information on the Portfolioβs policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolioβs most recent financial statements included in its semiannual or annual report to shareholders.
12