AU Optronics Corp

0001752724-21-212014.txt : 20210928 0001752724-21-212014.hdr.sgml : 20210928 20210928124902 ACCESSION NUMBER: 0001752724-21-212014 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210731 FILED AS OF DATE: 20210928 PERIOD START: 20211031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Global Macro Capital Opportunities Portfolio CENTRAL INDEX KEY: 0001588812 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22896 FILM NUMBER: 211285483 BUSINESS ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 617-482-8260 MAIL ADDRESS: STREET 1: TWO INTERNATIONAL PLACE CITY: BOSTON STATE: MA ZIP: 02110

0001588812 S000043509 Global Macro Capital Opportunities Portfolio

C000134926 Global Macro Capital Opportunities Portfolio

NPORT-P 1 primary_doc.xml NPORT-P false 0001588812 XXXXXXXX S000043509 C000134926 Global Macro Capital Opportunities Portfolio 811-22896 0001588812 549300SKGAQ18F9L3O15 TWO INTERNATIONAL PLACE BOSTON 02110 617-482-8260 Global Macro Capital Opportunities Portfolio S000043509 549300SKGAQ18F9L3O15 2021-10-31 2021-07-31 N 183282486.31 1112563.69 182169922.62 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 6854509.53000000 N AU Optronics Corp 391200L7PIS4QXYJUQ72 AU Optronics Corp 000000000 210000.00000000 NS 155659.80000000 0.085447585288 Long EC CORP TW N 2 N N N Celltrion Inc N/A Celltrion Inc 000000000 1905.00000000 NS 420540.22000000 0.230850523484 Long EC CORP KR N 2 N N N China Steel Corp 529900D3N7UIJMVJ9120 China Steel Corp 000000000 234000.00000000 NS 305175.50000000 0.167522440373 Long EC CORP TW N 2 N N N Emirates NBD Bank PJSC 54930029BCN8HF3B1286 Emirates NBD Bank PJSC 000000000 657300.00000000 NS 2400547.14000000 1.317751638401 Long EC CORP AE N 2 N N N Zijin Mining Group Co Ltd 529900ABI5CBFXD01Q05 Zijin Mining Group Co Ltd 000000000 40000.00000000 NS 56727.67000000 0.031139975899 Long EC CORP CN N 2 N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 Ping An Insurance Group Co of China Ltd 000000000 21500.00000000 NS 188143.06000000 0.103278882317 Long EC CORP CN N 2 N N N Oil & Gas Development Co Ltd 254900M131N1GDOLPD60 Oil & Gas Development Co Ltd 000000000 1264700.00000000 NS 726257.89000000 0.398670581594 Long EC CORP PK N 2 N N N Shanghai Commercial & Savings Bank Ltd/The 549300TLB5ALPCGBHN23 Shanghai Commercial & Savings Bank Ltd/The 000000000 82606.00000000 NS 123567.20000000 0.067830736393 Long EC CORP TW N 2 N N N NetEase Inc 5299004AF4DSJDB0PA32 NetEase Inc 64110W102 1689.00000000 NS USD 172632.69000000 0.094764650232 Long EC CORP KY N 1 N N N Hyundai Engineering & Construction Co Ltd 988400CEQG9N710HN313 Hyundai Engineering & Construction Co Ltd 000000000 2246.00000000 NS 106972.64000000 0.058721351176 Long EC CORP KR N 2 N N N Viet Capital Securities JSC 254900HKR2EAQLPDRS52 Viet Capital Securities JSC 000000000 481650.00000000 NS 1044212.91000000 0.573208186610 Long EC CORP VN N 2 N N N Sino Biopharmaceutical Ltd 529900LPR4ADFEJAR786 Sino Biopharmaceutical Ltd 000000000 61500.00000000 NS 52244.03000000 0.028678735352 Long EC CORP KY N 2 N N N Korea Investment Holdings Co Ltd N/A Korea Investment Holdings Co Ltd 000000000 1157.00000000 NS 96674.22000000 0.053068156702 Long EC CORP KR N 2 N N N Pegatron Corp 529900M87JQS8TUO0L66 Pegatron Corp 000000000 46000.00000000 NS 110896.61000000 0.060875367571 Long EC CORP TW N 2 N N N Titan Cement International SA 213800H2CDP9I374WH83 Titan Cement International SA 000000000 27477.00000000 NS 520039.86000000 0.285469660699 Long EC CORP BE N 2 N N N SK Innovation Co Ltd 988400PXP70BWVSJVF07 SK Innovation Co Ltd 000000000 1115.00000000 NS 245991.99000000 0.135034360481 Long EC CORP KR N 2 N N N Holding Co ADMIE IPTO SA 213800CO5OAZT7F4F862 Holding Co ADMIE IPTO SA 000000000 77559.00000000 NS 239138.46000000 0.131272197166 Long EC CORP GR N 2 N N N CITIC Securities Co Ltd 300300E1006744000068 CITIC Securities Co Ltd 000000000 19500.00000000 NS 43426.06000000 0.023838216196 Long EC CORP CN N 2 N N N Habib Bank Ltd 549300N63RJKPUYAY631 Habib Bank Ltd 000000000 1160500.00000000 NS 904277.63000000 0.496392388487 Long EC CORP PK N 2 N N N Bank of Cyprus Holdings PLC 635400L14KNHZXPUZM19 Bank of Cyprus Holdings PLC 000000000 45800.00000000 NS 57324.96000000 0.031467851100 Long EC CORP IE N 2 N N N Contemporary Amperex Technology Co Ltd 300300KINDY1K0E9I032 Contemporary Amperex Technology Co Ltd 000000000 900.00000000 NS 77237.97000000 0.042398859750 Long EC CORP CN N 2 N N N Taiwan Cement Corp 529900C56C3PB9X9ZO58 Taiwan Cement Corp 000000000 105412.00000000 NS 198797.43000000 0.109127471286 Long EC CORP TW N 2 N N N AAC Technologies Holdings Inc 549300SKEDE1VKS0A552 AAC Technologies Holdings Inc 000000000 12500.00000000 NS 75026.36000000 0.041184822895 Long EC CORP KY N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD AED 000000000 1.00000000 NC -15354.78000000 -0.00842882281 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 10547575.00000000 AED 2855790.06000000 USD 2022-07-07 -15354.78000000 N N N RHB Bank Bhd 549300ZHRPSV7QIUJT80 RHB Bank Bhd 000000000 168500.00000000 NS 204105.69000000 0.112041377118 Long EC CORP MY N 2 N N N Supermax Corp Bhd N/A Supermax Corp Bhd 000000000 162400.00000000 NS 125854.46000000 0.069086300411 Long EC CORP MY N 2 N N N Chailease Holding Co Ltd 529900L76E6T0JCM3J27 Chailease Holding Co Ltd 000000000 31200.00000000 NS 258917.17000000 0.142129483438 Long EC CORP KY N 2 N N N Sunny Optical Technology Group Co Ltd 3003004QIVP0DFVVWM94 Sunny Optical Technology Group Co Ltd 000000000 3600.00000000 NS 109301.48000000 0.059999740038 Long EC CORP KY N 2 N N N Kweichow Moutai Co Ltd N/A Kweichow Moutai Co Ltd 000000000 300.00000000 NS 78137.83000000 0.042892827134 Long EC CORP CN N 2 N N N Wuliangye Yibin Co Ltd N/A Wuliangye Yibin Co Ltd 000000000 1400.00000000 NS 48043.22000000 0.026372750950 Long EC CORP CN N 2 N N N Huazhu Group Ltd 549300Y5ML31FVN83730 Huazhu Group Ltd 44332N106 1138.00000000 NS USD 51187.24000000 0.028098623122 Long EC CORP KY N 1 N N N United Bank Ltd/Pakistan 25490030EXC4CQV3JH29 United Bank Ltd/Pakistan 000000000 993100.00000000 NS 761038.58000000 0.417763025341 Long EC CORP PK N 2 N N N Unilever Indonesia Tbk PT 549300MUHUFNRRI19O72 Unilever Indonesia Tbk PT 000000000 628500.00000000 NS 183575.78000000 0.100771728592 Long EC CORP ID N 2 N N N China Tower Corp Ltd 300300T6BNNP0L7O7H91 China Tower Corp Ltd 000000000 346000.00000000 NS 45899.88000000 0.025196190095 Long EC CORP CN Y 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 15.92000000 0.000008739093 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 165200.00000000 EUR 195995.66000000 USD 2021-08-06 15.92000000 N N N Pinduoduo Inc 5493000573DS7005T657 Pinduoduo Inc 722304102 1528.00000000 NS USD 139980.08000000 0.076840390546 Long EC CORP KY N 1 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 China Merchants Bank Co Ltd 000000000 8100.00000000 NS 58468.58000000 0.032095627620 Long EC CORP CN N 2 N N N Kia Corp 988400V8MJK9N7OI5X76 Kia Corp 000000000 5294.00000000 NS 386624.02000000 0.212232631182 Long EC CORP KR N 2 N N N Bilibili Inc 5493008V60M52L3PIS45 Bilibili Inc 090040106 703.00000000 NS USD 60162.74000000 0.033025616487 Long EC CORP KY N 1 N N N Taiwan Cooperative Financial Holding Co Ltd N/A Taiwan Cooperative Financial Holding Co Ltd 000000000 206110.00000000 NS 161123.64000000 0.088446894900 Long EC CORP TW N 2 N N N Georgia Capital PLC 213800Q65T5GNBOW7H65 Georgia Capital PLC 000000000 382077.00000000 NS 3341635.18000000 1.834350661151 Long EC CORP GB N 2 N N N Taiwan Mobile Co Ltd N/A Taiwan Mobile Co Ltd 000000000 38000.00000000 NS 141404.86000000 0.077622506485 Long EC CORP TW N 2 N N N Dialog Group Bhd N/A Dialog Group Bhd 000000000 393700.00000000 NS 256534.45000000 0.140821517795 Long EC CORP MY N 2 N N N Eastern Co SAE N/A Eastern Co SAE 000000000 1028580.00000000 NS 770683.07000000 0.423057252764 Long EC CORP EG N 2 N N N Abu Dhabi Islamic Bank PJSC 5493006DOLY8O98XHD74 Abu Dhabi Islamic Bank PJSC 000000000 380400.00000000 NS 572293.04000000 0.314153418835 Long EC CORP AE N 2 N N N EV CASH RESERVES FUND LLC N/A EV CASH RESERVES FUND LLC 000000000 4728178.40800000 NS USD 4728178.41000000 2.595476982148 Long STIV US N 2 N N N LX Holdings Corp N/A LX Holdings Corp 000000000 1057.00000000 NS 9602.83000000 0.005271358664 Long EC CORP KR N 1 N N N Woori Financial Group Inc N/A Woori Financial Group Inc 000000000 13993.00000000 NS 131931.90000000 0.072422438403 Long EC CORP KR N 2 N N N Bank of Georgia Group PLC 213800XKDG12NQG8VC53 Bank of Georgia Group PLC 000000000 271771.00000000 NS 5665692.35000000 3.110114045455 Long EC CORP GB N 2 N N N Indah Kiat Pulp & Paper Tbk PT 529900F19DXXA9HNCB51 Indah Kiat Pulp & Paper Tbk PT 000000000 244400.00000000 NS 114879.72000000 0.063061848162 Long EC CORP ID N 2 N N N GEK Terna Holding Real Estate Construction SA 2138003TO2MTRHWVP686 GEK Terna Holding Real Estate Construction SA 000000000 37380.00000000 NS 422057.76000000 0.231683558915 Long EC CORP GR N 2 N N N China National Building Material Co Ltd 52990085PGF8YEPLBZ26 China National Building Material Co Ltd 000000000 72000.00000000 NS 77983.29000000 0.042807994249 Long EC CORP CN N 2 N N N PICC Property & Casualty Co Ltd 300300F1000311000017 PICC Property & Casualty Co Ltd 000000000 58000.00000000 NS 46853.31000000 0.025719564089 Long EC CORP CN N 2 N N N President Chain Store Corp N/A President Chain Store Corp 000000000 13000.00000000 NS 130576.78000000 0.071678561489 Long EC CORP TW N 2 N N N Jiangsu Hengrui Medicine Co Ltd N/A Jiangsu Hengrui Medicine Co Ltd 000000000 3240.00000000 NS 27377.14000000 0.015028353531 Long EC CORP CN N 2 N N N NCSoft Corp N/A NCSoft Corp 000000000 360.00000000 NS 258200.46000000 0.141736054056 Long EC CORP KR N 2 N N N Kingsoft Corp Ltd 529900UVT35D3Q7YQY41 Kingsoft Corp Ltd 000000000 7000.00000000 NS 32754.62000000 0.017980256855 Long EC CORP KY N 2 N N N Societatea Energetica Electrica SA 213800P4SUNUM5AUDX61 Societatea Energetica Electrica SA 000000000 309870.00000000 NS 937259.97000000 0.514497649513 Long EC CORP RO N 2 N N N Hyundai Mobis Co Ltd 988400HJA9E0ZVDHRS65 Hyundai Mobis Co Ltd 000000000 1345.00000000 NS 312490.50000000 0.171537922125 Long EC CORP KR N 2 N N N KT&G Corp 988400ZJV6ISYBLQX875 KT&G Corp 000000000 2591.00000000 NS 185489.18000000 0.101822066635 Long EC CORP KR N 2 N N N GDS Holdings Ltd 391200MGV8DDCHTN2R77 GDS Holdings Ltd 36165L108 590.00000000 NS USD 34786.40000000 0.019095578183 Long EC CORP KY N 1 N N N Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 SGX NIFTY 50 AUG21 XSIM 20210826 000000000 -182.00000000 NC USD 33389.68000000 0.018328865445 N/A DE SG N 2 Singapore Exchange Derivatives Clearing Limited 549300ZLWT3FK3F0FW61 Short SGX Nifty 50 Index IHQ1 Index 2021-08-26 -5788810.53000000 USD 33389.68000000 N N N Piraeus Port Authority SA 549300UNB6JCR0XZT864 Piraeus Port Authority SA 000000000 5126.00000000 NS 117604.90000000 0.064557803126 Long EC CORP GR N 2 N N N POSCO Chemical Co Ltd N/A POSCO Chemical Co Ltd 000000000 775.00000000 NS 104014.99000000 0.057097784587 Long EC CORP KR N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD INR 000000000 1.00000000 NC -5557.73000000 -0.00305084940 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 396000000.00000000 INR 5307571.06000000 USD 2021-08-20 -5557.73000000 N N N Shimao Group Holdings Ltd 254900WTJ6B5CU69ZD26 Shimao Group Holdings Ltd 000000000 22000.00000000 NS 43425.66000000 0.023837996621 Long EC CORP KY N 2 N N N AL Yah Satellite Communications Co-Pjsc-Yah Sat 254900EPYJTFVMJEOA69 AL Yah Satellite Communications Co-Pjsc-Yah Sat 000000000 4224438.00000000 NS 3208739.64000000 1.761399244096 Long EC CORP AE N 1 N N N Mari Petroleum Co Ltd N/A Mari Petroleum Co Ltd 000000000 54800.00000000 NS 509592.38000000 0.279734641520 Long EC CORP PK N 2 N N N Formosa Plastics Corp 254900KM6G17UTG1QN82 Formosa Plastics Corp 000000000 72000.00000000 NS 257548.71000000 0.141378283690 Long EC CORP TW N 2 N N N Tenaga Nasional Bhd 549300FV8X6UID6I1413 Tenaga Nasional Bhd 000000000 213900.00000000 NS 488635.85000000 0.268230805048 Long EC CORP MY N 2 N N N China Tourism Group Duty Free Corp Ltd N/A China Tourism Group Duty Free Corp Ltd 000000000 1000.00000000 NS 37401.68000000 0.020531204856 Long EC CORP CN N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 84753.00000000 NS 5791714.17000000 3.179292216136 Long EC CORP KR N 2 N N N Mobile World Investment Corp 254900ZRFNB8CRAHHO95 Mobile World Investment Corp 000000000 324833.00000000 NS 2484707.12000000 1.363950252744 Long EC CORP VN N 2 N N N Alibaba Health Information Technology Ltd 529900GE9653COPX1I86 Alibaba Health Information Technology Ltd 000000000 24000.00000000 NS 37406.57000000 0.020533889163 Long EC CORP BM N 2 N N N Metalac AD Gornji Milanovac N/A Metalac AD Gornji Milanovac 000000000 67357.00000000 NS 1268476.74000000 0.696315133561 Long EC CORP RS N 2 N N N AB Ignitis Grupe 5493005RZJHJT5PNHY10 AB Ignitis Grupe 000000000 10000.00000000 NS 264660.61000000 0.145282276126 Long EC CORP LT N 2 N N N Novatek Microelectronics Corp N/A Novatek Microelectronics Corp 000000000 12000.00000000 NS 220743.89000000 0.121174717991 Long EC CORP TW N 2 N N N No Va Land Investment Group Corp 254900EFD5LHVZIE8I94 No Va Land Investment Group Corp 000000000 5744.00000000 NS 26042.34000000 0.014295631038 Long EC CORP VN N 2 N N N Ping An Healthcare and Technology Co Ltd 2549009NW1LO017CP285 Ping An Healthcare and Technology Co Ltd 000000000 4000.00000000 NS 37426.03000000 0.020544571497 Long EC CORP KY Y 2 N N N Taishin Financial Holding Co Ltd N/A Taishin Financial Holding Co Ltd 000000000 243685.00000000 NS 147872.12000000 0.081172631504 Long EC CORP TW N 2 N N N Telekom Malaysia Bhd 254900SNFPTSDGGVEK77 Telekom Malaysia Bhd 000000000 124200.00000000 NS 174827.57000000 0.095969503354 Long EC CORP MY N 2 N N N SK Inc 988400GMME8AOAFMDK34 SK Inc 000000000 794.00000000 NS 185305.43000000 0.101721199270 Long EC CORP KR N 2 N N N Hankook Tire & Technology Co Ltd 9884001BIEVM09M7AH02 Hankook Tire & Technology Co Ltd 000000000 2267.00000000 NS 95418.87000000 0.052379047335 Long EC CORP KR N 2 N N N Amorepacific Corp N/A Amorepacific Corp 000000000 748.00000000 NS 144194.83000000 0.079154027144 Long EC CORP KR N 2 N N N MISC Bhd N/A MISC Bhd 000000000 138400.00000000 NS 219772.38000000 0.120641419197 Long EC CORP MY N 2 N N N Hua Nan Financial Holdings Co Ltd N/A Hua Nan Financial Holdings Co Ltd 000000000 197774.00000000 NS 136657.60000000 0.075016554892 Long EC CORP TW N 2 N N N Shandong Weigao Group Medical Polymer Co Ltd 5299005WQUU15JQU8S60 Shandong Weigao Group Medical Polymer Co Ltd 000000000 20000.00000000 NS 35884.39000000 0.019698306660 Long EC CORP CN N 2 N N N Hyundai Glovis Co Ltd 988400U6RDXNJ5ZRN304 Hyundai Glovis Co Ltd 000000000 1122.00000000 NS 190157.19000000 0.104384514888 Long EC CORP KR N 2 N N N Tsingtao Brewery Co Ltd 300300OJ7D0Q1ESE8L15 Tsingtao Brewery Co Ltd 000000000 4000.00000000 NS 31614.98000000 0.017354665108 Long EC CORP CN N 2 N N N QL Resources Bhd N/A QL Resources Bhd 000000000 119900.00000000 NS 160566.53000000 0.088141076029 Long EC CORP MY N 2 N N N ZTO Express Cayman Inc 549300SCJPK3YZJTJR78 ZTO Express Cayman Inc 98980A105 2333.00000000 NS USD 63130.98000000 0.034654996330 Long EC CORP KY N 1 N N N Chunghwa Telecom Co Ltd N/A Chunghwa Telecom Co Ltd 000000000 71000.00000000 NS 292978.83000000 0.160827224267 Long EC CORP TW N 2 N N N Public Bank Bhd 549300L2RSQCVMOHGM20 Public Bank Bhd 000000000 1305400.00000000 NS 1231512.50000000 0.676024056160 Long EC CORP MY N 2 N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Bill 912796C64 1500000.00000000 PA USD 1499996.88000000 0.823405345090 Long STIV UST US N 2 2021-08-05 None 0.00000000 N N N N N N Telkom Indonesia Persero Tbk PT 529900M5SQZAOKV1PC81 Telkom Indonesia Persero Tbk PT 000000000 3544600.00000000 NS 794553.77000000 0.436160788000 Long EC CORP ID N 2 N N N OPAP SA 213800M4NRGFJCI34834 OPAP SA 000000000 134578.00000000 NS 1943954.80000000 1.067110734879 Long EC CORP GR N 2 N N N ASE Technology Holding Co Ltd 300300GO8QHPMV87NZ73 ASE Technology Holding Co Ltd 000000000 61358.00000000 NS 269996.13000000 0.148211146009 Long EC CORP TW N 2 N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 01609W102 6127.00000000 NS USD 1195929.13000000 0.656490990828 Long EC CORP KY N 1 N N N Terna Energy SA 5493006164JBW2E60O73 Terna Energy SA 000000000 30321.00000000 NS 407472.30000000 0.223677045112 Long EC CORP GR N 2 N N N Talaat Moustafa Group N/A Talaat Moustafa Group 000000000 1241690.00000000 NS 569691.01000000 0.312725065590 Long EC CORP EG N 2 N N N Hyundai Motor Co 9884004RQX8PRBXQ8S60 Hyundai Motor Co 000000000 2872.00000000 NS 546584.39000000 0.300040962931 Long EC CORP KR N 2 N N N CSPC Pharmaceutical Group Ltd 529900M3XQCW234H8O91 CSPC Pharmaceutical Group Ltd 000000000 55040.00000000 NS 74295.11000000 0.040783411954 Long EC CORP HK N 2 N N N MediaTek Inc 254900UEGBK1I4DM4E14 MediaTek Inc 000000000 24000.00000000 NS 784748.34000000 0.430778214489 Long EC CORP TW N 2 N N N Gamuda Bhd N/A Gamuda Bhd 000000000 195500.00000000 NS 129735.98000000 0.071217014386 Long EC CORP MY N 2 N N N National Bank of Greece SA 5UMCZOEYKCVFAW8ZLO05 National Bank of Greece SA 000000000 245417.00000000 NS 694930.35000000 0.381473703235 Long EC CORP GR N 2 N N N WuXi AppTec Co Ltd 254900OEPQLZSPLN9175 WuXi AppTec Co Ltd 000000000 2760.00000000 NS 61176.19000000 0.033581937742 Long EC CORP CN Y 2 N N N China Resources Beer Holdings Co Ltd N/A China Resources Beer Holdings Co Ltd 000000000 8000.00000000 NS 59985.64000000 0.032928399560 Long EC CORP HK N 2 N N N ENN Energy Holdings Ltd 549300V7BXPWT6WIPR03 ENN Energy Holdings Ltd 000000000 4400.00000000 NS 91820.48000000 0.050403754186 Long EC CORP KY N 2 N N N Transgaz SA Medias N/A Transgaz SA Medias 000000000 10640.00000000 NS 694366.50000000 0.381164184522 Long EC CORP RO N 2 N N N Maxis Bhd N/A Maxis Bhd 000000000 236800.00000000 NS 239114.08000000 0.131258814057 Long EC CORP MY N 2 N N N ElSewedy Electric Co 5299005BDEN01BARSB46 ElSewedy Electric Co 000000000 961120.00000000 NS 533804.21000000 0.293025435990 Long EC CORP EG N 2 N N N Telecom Egypt Co 2138002G9HYJY4EDCG86 Telecom Egypt Co 000000000 631440.00000000 NS 566672.95000000 0.311068337654 Long EC CORP EG N 2 N N N Pakistan State Oil Co Ltd N/A Pakistan State Oil Co Ltd 000000000 424700.00000000 NS 577094.76000000 0.316789265593 Long EC CORP PK N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -1228.19000000 -0.00067420020 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 195269.47000000 EUR 230605.43000000 USD 2021-09-15 -1228.19000000 N N N Petronas Chemicals Group Bhd N/A Petronas Chemicals Group Bhd 000000000 227100.00000000 NS 432693.79000000 0.237522080361 Long EC CORP MY N 2 N N N POSCO 988400E5HRVX81AYLM04 POSCO 000000000 1435.00000000 NS 456411.34000000 0.250541545736 Long EC CORP KR N 2 N N N Genting Malaysia Bhd 254900LABBWDEDUVRB07 Genting Malaysia Bhd 000000000 310800.00000000 NS 203098.82000000 0.111488667876 Long EC CORP MY N 2 N N N Hengan International Group Co Ltd N/A Hengan International Group Co Ltd 000000000 6000.00000000 NS 35589.96000000 0.019536682833 Long EC CORP KY N 2 N N N Bank of China Ltd 54930053HGCFWVHYZX42 Bank of China Ltd 000000000 343000.00000000 NS 119189.16000000 0.065427463703 Long EC CORP CN N 2 N N N Nan Ya Plastics Corp 254900L66RP14M9UOM28 Nan Ya Plastics Corp 000000000 97000.00000000 NS 302723.36000000 0.166176367451 Long EC CORP TW N 2 N N N Quanta Computer Inc 529900DE8BIV3XOXIK04 Quanta Computer Inc 000000000 59000.00000000 NS 163438.43000000 0.089717571182 Long EC CORP TW N 2 N N N Korea Shipbuilding & Offshore Engineering Co Ltd 988400DPTJ9KH5R6W540 Korea Shipbuilding & Offshore Engineering Co Ltd 000000000 1007.00000000 NS 114414.80000000 0.062806635889 Long EC CORP KR N 2 N N N Sunac China Holdings Ltd 549300OLARYHDXP3WK18 Sunac China Holdings Ltd 000000000 16000.00000000 NS 41516.03000000 0.022789728075 Long EC CORP KY N 2 N N N Wuxi Biologics Cayman Inc 5493001TD2TH6VDTJU11 Wuxi Biologics Cayman Inc 000000000 14000.00000000 NS 213839.50000000 0.117384635687 Long EC CORP KY Y 2 N N N Hub Power Co Ltd/The N/A Hub Power Co Ltd/The 000000000 1414900.00000000 NS 667259.57000000 0.366284159538 Long EC CORP PK N 2 N N N E.Sun Financial Holding Co Ltd 549300X6CNQE512OPC90 E.Sun Financial Holding Co Ltd 000000000 227278.00000000 NS 215560.27000000 0.118329231796 Long EC CORP TW N 2 N N N Kakao Corp 988400FTKUBQXKVZP434 Kakao Corp 000000000 5459.00000000 NS 698833.46000000 0.383616268783 Long EC CORP KR N 2 N N N Korea Zinc Co Ltd 988400D0HSQUB1I1VO41 Korea Zinc Co Ltd 000000000 248.00000000 NS 118068.78000000 0.064812444503 Long EC CORP KR N 2 N N N China Petroleum & Chemical Corp 529900A2OB24EZ5B3J19 China Petroleum & Chemical Corp 000000000 140000.00000000 NS 64017.86000000 0.035141838498 Long EC CORP CN N 2 N N N Taaleem Management Services Co SAE N/A Taaleem Management Services Co SAE 000000000 6843500.00000000 NS 2130831.90000000 1.169694683597 Long EC CORP EG N 1 N N N KB Financial Group Inc 529900TKE4MXG3Q6GW86 KB Financial Group Inc 000000000 7814.00000000 NS 347065.66000000 0.190517542637 Long EC CORP KR N 2 N N N Motor Oil Hellas Corinth Refineries SA 213800U3Y9UL7Y4QVM11 Motor Oil Hellas Corinth Refineries SA 000000000 21436.00000000 NS 344514.88000000 0.189117322467 Long EC CORP GR N 2 N N N BRD-Groupe Societe Generale SA 5493008QRHH0XCLJ4238 BRD-Groupe Societe Generale SA 000000000 465630.00000000 NS 2020815.10000000 1.109302277201 Long EC CORP RO N 2 N N N Sinopharm Group Co Ltd 529900N54X78YH9JYK92 Sinopharm Group Co Ltd 000000000 22400.00000000 NS 58737.60000000 0.032243302931 Long EC CORP CN N 2 N N N Industrial & Commercial Bank of China Ltd 5493002ERZU2K9PZDL40 Industrial & Commercial Bank of China Ltd 000000000 240000.00000000 NS 133270.31000000 0.073157142564 Long EC CORP CN N 2 N N N Athens Water Supply & Sewage Co SA 213800SA1M6NZ4YSQU91 Athens Water Supply & Sewage Co SA 000000000 28760.00000000 NS 269103.55000000 0.147721174895 Long EC CORP GR N 2 N N N Cleopatra Hospital N/A Cleopatra Hospital 000000000 1834700.00000000 NS 549943.88000000 0.301885114782 Long EC CORP EG N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -13163.41000000 -0.00722589646 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2092858.48000000 EUR 2471582.15000000 USD 2021-09-15 -13163.41000000 N N N Charoen Pokphand Indonesia Tbk PT 529900JL5SA37OU87X40 Charoen Pokphand Indonesia Tbk PT 000000000 607800.00000000 NS 257528.51000000 0.141367195141 Long EC CORP ID N 2 N N N China Mengniu Dairy Co Ltd 2549005Q343BSJ8RSS21 China Mengniu Dairy Co Ltd 000000000 14000.00000000 NS 76011.78000000 0.041725757417 Long EC CORP KY N 2 N N N Samsung Electro-Mechanics Co Ltd N/A Samsung Electro-Mechanics Co Ltd 000000000 1239.00000000 NS 206944.67000000 0.113599801231 Long EC CORP KR N 2 N N N Malayan Banking Bhd 5493004OT3TOY404V310 Malayan Banking Bhd 000000000 361000.00000000 NS 685421.89000000 0.376254147853 Long EC CORP MY N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -195.06000000 -0.00010707585 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 1233965.82000000 USD 1040000.00000000 EUR 2021-08-06 -195.06000000 N N N iQIYI Inc 222100XL8T2Q5B8MS302 iQIYI Inc 46267X108 2467.00000000 NS USD 27531.72000000 0.015113208373 Long EC CORP KY N 1 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 Bank Mandiri Persero Tbk PT 000000000 1367700.00000000 NS 538909.59000000 0.295827973273 Long EC CORP ID N 2 N N N AB Ignitis Grupe 5493005RZJHJT5PNHY10 AB Ignitis Grupe 66981G207 49010.00000000 NS 1288942.66000000 0.707549655542 Long EC CORP LT Y 2 N N N Samsung Fire & Marine Insurance Co Ltd 988400JMBDK47EW0Z936 Samsung Fire & Marine Insurance Co Ltd 000000000 761.00000000 NS 141963.00000000 0.077928890762 Long EC CORP KR N 2 N N N Geely Automobile Holdings Ltd 549300YS3T1KVQ2SNI84 Geely Automobile Holdings Ltd 000000000 27000.00000000 NS 90568.46000000 0.049716472783 Long EC CORP KY N 2 N N N LG Household & Health Care Ltd N/A LG Household & Health Care Ltd 000000000 195.00000000 NS 247070.80000000 0.135626560327 Long EC CORP KR N 2 N N N SK Telecom Co Ltd 9884003WEA1PHW006037 SK Telecom Co Ltd 000000000 854.00000000 NS 223691.62000000 0.122792839115 Long EC CORP KR N 2 N N N Hana Financial Group Inc N/A Hana Financial Group Inc 000000000 6295.00000000 NS 237501.63000000 0.130373678917 Long EC CORP KR N 2 N N N Samsung Biologics Co Ltd N/A Samsung Biologics Co Ltd 000000000 351.00000000 NS 271557.55000000 0.149068268841 Long EC CORP KR Y 2 N N N ANTA Sports Products Ltd 529900291XG0CTK4LF95 ANTA Sports Products Ltd 000000000 5000.00000000 NS 108856.75000000 0.059755610824 Long EC CORP KY N 2 N N N Lenovo Group Ltd 254900VUZRGD5U73RE46 Lenovo Group Ltd 000000000 52000.00000000 NS 48489.07000000 0.026617494975 Long EC CORP HK N 2 N N N Egyptian Financial Group-Hermes Holding Co 5586005JYFTUMPVGE837 Egyptian Financial Group-Hermes Holding Co 000000000 721584.00000000 NS 525788.05000000 0.288625060843 Long EC CORP EG N 2 N N N Emaar Properties PJSC N/A Emaar Properties PJSC 000000000 1260100.00000000 NS 1362099.44000000 0.747708194860 Long EC CORP AE N 2 N N N United Tractors Tbk PT 529900N9ELYOWQV4FW14 United Tractors Tbk PT 000000000 148500.00000000 NS 200923.60000000 0.110294606875 Long EC CORP ID N 2 N N N China Life Insurance Co Ltd 549300J6TFLDXGH6S048 China Life Insurance Co Ltd 000000000 36000.00000000 NS 60002.80000000 0.032937819337 Long EC CORP CN N 2 N N N CTBC Financial Holding Co Ltd 549300IWDYIFW6JXM387 CTBC Financial Holding Co Ltd 000000000 334000.00000000 NS 273513.48000000 0.150141953219 Long EC CORP TW N 2 N N N Tencent Music Entertainment Group 213800XTZK2GOHQTYK41 Tencent Music Entertainment Group 88034P109 2687.00000000 NS USD 28401.59000000 0.015590713105 Long EC CORP KY N 1 N N N Shinhan Financial Group Co Ltd 988400EB8A6G49E5KO54 Shinhan Financial Group Co Ltd 000000000 9034.00000000 NS 306190.82000000 0.168079788143 Long EC CORP KR N 2 N N N IOI Corp Bhd N/A IOI Corp Bhd 000000000 255300.00000000 NS 220798.87000000 0.121204898604 Long EC CORP MY N 2 N N N Millat Tractors Ltd N/A Millat Tractors Ltd 000000000 70462.00000000 NS 477603.42000000 0.262174684564 Long EC CORP PK N 2 N N N Bank of Cyprus Holdings PLC 635400L14KNHZXPUZM19 Bank of Cyprus Holdings PLC 000000000 2086590.00000000 NS 2579297.69000000 1.415874614702 Long EC CORP IE N 2 N N N Sime Darby Plantation Bhd N/A Sime Darby Plantation Bhd 000000000 211000.00000000 NS 169958.15000000 0.093296493491 Long EC CORP MY N 2 N N N China Resources Gas Group Ltd 529900A0E1J5JSOKEK83 China Resources Gas Group Ltd 000000000 8000.00000000 NS 49318.09000000 0.027072575588 Long EC CORP BM N 2 N N N Hyundai Steel Co 9884006EYA94IB2C3132 Hyundai Steel Co 000000000 2299.00000000 NS 108143.82000000 0.059364256428 Long EC CORP KR N 2 N N N Dubai Islamic Bank PJSC 5493003E7YRAQY3JGW88 Dubai Islamic Bank PJSC 000000000 470800.00000000 NS 618984.43000000 0.339784098877 Long EC CORP AE N 2 N N N Win Semiconductors Corp 529900G3R9LZ0M2UBM97 Win Semiconductors Corp 000000000 8000.00000000 NS 99277.51000000 0.054497201608 Long EC CORP TW N 2 N N N Indofood Sukses Makmur Tbk PT 529900E61EV2GTYWZ485 Indofood Sukses Makmur Tbk PT 000000000 413600.00000000 NS 173855.41000000 0.095435847751 Long EC CORP ID N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD AED 000000000 1.00000000 NC -1374.10000000 -0.00075429575 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6100000.00000000 AED 1657608.70000000 USD 2023-05-30 -1374.10000000 N N N Military Commercial Joint Stock Bank 5493007XE88E8JRNTJ93 Military Commercial Joint Stock Bank 000000000 2068147.00000000 NS 2605341.27000000 1.430170926423 Long EC CORP VN N 2 N N N Uni-President Enterprises Corp 254900DAXBDMVEXU5959 Uni-President Enterprises Corp 000000000 94960.00000000 NS 249045.24000000 0.136710405547 Long EC CORP TW N 2 N N N Guangdong Investment Ltd N/A Guangdong Investment Ltd 000000000 24000.00000000 NS 33582.75000000 0.018434848913 Long EC CORP HK N 2 N N N Autohome Inc 529900NYB6ZGZN3MVT56 Autohome Inc 05278C107 480.00000000 NS USD 21744.00000000 0.011936108709 Long EC CORP KY N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -129.75000000 -0.00007122471 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 246661.03000000 EUR 292488.68000000 USD 2021-08-06 -129.75000000 N N N Credit Agricole Egypt SAE 549300EP6V6LBXH4SE65 Credit Agricole Egypt SAE 000000000 598730.00000000 NS 902696.36000000 0.495524369235 Long EC CORP EG N 2 N N N Formosa Chemicals & Fibre Corp 254900OJX8UZOAIVSU82 Formosa Chemicals & Fibre Corp 000000000 69000.00000000 NS 203183.49000000 0.111535146459 Long EC CORP TW N 2 N N N Aldar Properties PJSC N/A Aldar Properties PJSC 000000000 1008500.00000000 NS 1088488.93000000 0.597512978182 Long EC CORP AE N 2 N N N LAMDA Development SA 213800C7PQZVF38FYL54 LAMDA Development SA 000000000 48167.00000000 NS 481397.00000000 0.264257124928 Long EC CORP GR N 2 N N N Country Garden Holdings Co Ltd 549300MGHLPT1EFHGF84 Country Garden Holdings Co Ltd 000000000 46000.00000000 NS 44970.53000000 0.024686034529 Long EC CORP KY N 2 N N N China Youzan Ltd 254900SU8V2QDTPJ9R43 China Youzan Ltd 000000000 132000.00000000 NS 18942.37000000 0.010398187432 Long EC CORP BM N 2 N N N Kingdee International Software Group Co Ltd 529900SWRZN94C5SZO63 Kingdee International Software Group Co Ltd 000000000 15000.00000000 NS 46847.77000000 0.025716522972 Long EC CORP KY N 2 N N N Hellenic Petroleum SA 213800YUBJMZYR1SNG35 Hellenic Petroleum SA 000000000 40514.00000000 NS 277225.47000000 0.152179605729 Long EC CORP GR N 2 N N N Hellenic Telecommunications Organization SA ELPUFM0XZRZO4LFXW404 Hellenic Telecommunications Organization SA 000000000 157851.00000000 NS 2880514.25000000 1.581223842318 Long EC CORP GR N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -11313.15000000 -0.00621021837 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1798684.41000000 EUR 2124174.34000000 USD 2021-09-15 -11313.15000000 N N N LG Electronics Inc 988400RMQFTGZIOG0609 LG Electronics Inc 000000000 2163.00000000 NS 296285.71000000 0.162642496488 Long EC CORP KR N 2 N N N Nova Ljubljanska Banka dd 5493001BABFV7P27OW30 Nova Ljubljanska Banka dd 000000000 19800.00000000 NS 1546267.54000000 0.848805070431 Long EC CORP SI Y 2 N N N China Conch Venture Holdings Ltd N/A China Conch Venture Holdings Ltd 000000000 11000.00000000 NS 40104.44000000 0.022014852629 Long EC CORP KY N 2 N N N Yum China Holdings Inc 529900DO9BYZ7VA3K502 Yum China Holdings Inc 98850P109 1805.00000000 NS USD 112252.95000000 0.061619914190 Long EC CORP US N 1 N N N Abu Dhabi Commercial Bank PJSC 213800RWVKKIRX1AUH58 Abu Dhabi Commercial Bank PJSC 000000000 736600.00000000 NS 1405238.04000000 0.771388613328 Long EC CORP AE N 2 N N N Eurobank Ergasias Services and Holdings SA JEUVK5RWVJEN8W0C9M24 Eurobank Ergasias Services and Holdings SA 000000000 1298434.00000000 NS 1223803.46000000 0.671792270863 Long EC CORP GR N 2 N N N Vietnam Technological & Commercial Joint Stock Bank 5493001XNKHV3FNIUD50 Vietnam Technological & Commercial Joint Stock Bank 000000000 964400.00000000 NS 2297124.76000000 1.260979159985 Long EC CORP VN N 2 N N N Pakistan Oilfields Ltd N/A Pakistan Oilfields Ltd 000000000 206400.00000000 NS 482947.02000000 0.265107989866 Long EC CORP PK N 2 N N N Yageo Corp 5493001P0TOZH7GGNQ21 Yageo Corp 000000000 7000.00000000 NS 141166.54000000 0.077491683571 Long EC CORP TW N 2 N N N CIMB Group Holdings Bhd 549300FYDN5UD7USZW18 CIMB Group Holdings Bhd 000000000 598200.00000000 NS 630385.71000000 0.346042695157 Long EC CORP MY N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD AED 000000000 1.00000000 NC -3570.48000000 -0.00195997228 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 5817160.00000000 AED 1579912.82000000 USD 2022-07-07 -3570.48000000 N N N Li Ning Co Ltd 529900T77L2FV3FZ3U81 Li Ning Co Ltd 000000000 11000.00000000 NS 116174.44000000 0.063772569219 Long EC CORP KY N 2 N N N First Financial Holding Co Ltd 529900BC1U046Q2GUZ64 First Financial Holding Co Ltd 000000000 216590.00000000 NS 176305.87000000 0.096780998457 Long EC CORP TW N 2 N N N Mega Financial Holding Co Ltd N/A Mega Financial Holding Co Ltd 000000000 214000.00000000 NS 253453.50000000 0.139130267145 Long EC CORP TW N 2 N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 First Abu Dhabi Bank PJSC 000000000 706900.00000000 NS 3189127.35000000 1.750633312093 Long EC CORP AE N 2 N N N Barito Pacific Tbk PT 254900CLXCIVO1KCF078 Barito Pacific Tbk PT 000000000 2628100.00000000 NS 176344.42000000 0.096802160018 Long EC CORP ID N 2 N N N Hanwha Solutions Corp 549300M2V0ZS71BRNR68 Hanwha Solutions Corp 000000000 3122.00000000 NS 106242.73000000 0.058320675812 Long EC CORP KR N 2 N N N Largan Precision Co Ltd N/A Largan Precision Co Ltd 000000000 2000.00000000 NS 210462.74000000 0.115531003676 Long EC CORP TW N 2 N N N LG Corp N/A LG Corp 000000000 2180.00000000 NS 178665.34000000 0.098076201290 Long EC CORP KR N 2 N N N Foshan Haitian Flavouring & Food Co Ltd N/A Foshan Haitian Flavouring & Food Co Ltd 000000000 1820.00000000 NS 32365.81000000 0.017766824256 Long EC CORP CN N 2 N N N Bank Negara Indonesia Persero Tbk PT 549300HZ8J3MLVXQ8F85 Bank Negara Indonesia Persero Tbk PT 000000000 624300.00000000 NS 206181.36000000 0.113180791337 Long EC CORP ID N 2 N N N PetroChina Co Ltd 529900RPY4YG47TRSV05 PetroChina Co Ltd 000000000 158000.00000000 NS 66003.20000000 0.036231667143 Long EC CORP CN N 2 N N N Banca Transilvania SA 549300RG3H390KEL8896 Banca Transilvania SA 000000000 9574970.00000000 NS 6466298.41000000 3.549597165657 Long EC CORP RO N 2 N N N Vietnam Prosperity JSC Bank 254900A0PM1YPJVDW880 Vietnam Prosperity JSC Bank 000000000 815987.00000000 NS 2164108.04000000 1.187961222618 Long EC CORP VN N 2 N N N Sarantis SA 21380078FJXYHFE8KP46 Sarantis SA 000000000 20845.00000000 NS 217646.98000000 0.119474706290 Long EC CORP GR N 2 N N N Trip.com Group Ltd 2549004RMYDSRQL4KW41 Trip.com Group Ltd 89677Q107 2399.00000000 NS USD 62206.07000000 0.034147278049 Long EC CORP KY N 1 N N N Delta Electronics Inc 529900UVZWNWGDLJSM52 Delta Electronics Inc 000000000 34680.00000000 NS 357340.69000000 0.196157897451 Long EC CORP TW N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD AED 000000000 1.00000000 NC -2455.82000000 -0.00134809301 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 6964414.42000000 AED 1893378.58000000 USD 2022-05-31 -2455.82000000 N N N China Shenhua Energy Co Ltd 529900N9JOX4C108MA40 China Shenhua Energy Co Ltd 000000000 26000.00000000 NS 49197.75000000 0.027006516384 Long EC CORP CN N 2 N N N Axiata Group Bhd 254900DM0V7OCPDUUC55 Axiata Group Bhd 000000000 280200.00000000 NS 247741.95000000 0.135994980091 Long EC CORP MY N 2 N N N Great Wall Motor Co Ltd 254900CR8AHWTMFZHH60 Great Wall Motor Co Ltd 000000000 17500.00000000 NS 84552.26000000 0.046413951756 Long EC CORP CN N 2 N N N Silergy Corp N/A Silergy Corp 000000000 2000.00000000 NS 271369.46000000 0.148965019086 Long EC CORP KY N 2 N N N Korean Air Lines Co Ltd 988400C2UFBF4B660C58 Korean Air Lines Co Ltd 000000000 4315.00000000 NS 111985.37000000 0.061473029350 Long EC CORP KR N 2 N N N Transelectrica SA 254900OLXCOUQC90M036 Transelectrica SA 000000000 56490.00000000 NS 336458.25000000 0.184694731798 Long EC CORP RO N 2 N N N Societatea Nationala de Gaze Naturale ROMGAZ SA 2549009R7KJ38D9RW354 Societatea Nationala de Gaze Naturale ROMGAZ SA 000000000 258320.00000000 NS 1938318.76000000 1.064016898137 Long EC CORP RO N 2 N N N Engro Corp Ltd/Pakistan N/A Engro Corp Ltd/Pakistan 000000000 497200.00000000 NS 902264.46000000 0.495287282896 Long EC CORP PK N 2 N N N IHH Healthcare Bhd N/A IHH Healthcare Bhd 000000000 217400.00000000 NS 290618.31000000 0.159531445048 Long EC CORP MY N 2 N N N DiGi.Com Bhd N/A DiGi.Com Bhd 000000000 306400.00000000 NS 301497.67000000 0.165503539587 Long EC CORP MY N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -14481.91000000 -0.00794967126 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2302488.16000000 EUR 2719146.42000000 USD 2021-09-15 -14481.91000000 N N N Vipshop Holdings Ltd 549300I9F52K06HPZX60 Vipshop Holdings Ltd 92763W103 2451.00000000 NS USD 40760.13000000 0.022374785811 Long EC CORP KY N 1 N N N JD.com Inc 549300HVTWB0GJZ16V92 JD.com Inc 47215P106 3370.00000000 NS USD 238865.60000000 0.131122413933 Long EC CORP KY N 1 N N N Samsung SDI Co Ltd 9884002AESDO4YW87G32 Samsung SDI Co Ltd 000000000 1044.00000000 NS 673942.42000000 0.369952630108 Long EC CORP KR N 2 N N N Xinyi Solar Holdings Ltd 529900QF7VIH03SB7Q08 Xinyi Solar Holdings Ltd 000000000 24000.00000000 NS 48342.48000000 0.026537026148 Long EC CORP KY N 2 N N N Baidu Inc 254900AL64IANZYI1E02 Baidu Inc 056752108 1001.00000000 NS USD 164174.01000000 0.090121359025 Long EC CORP KY N 1 N N N Zai Lab Ltd 549300P2UYQ9U5LY1T58 Zai Lab Ltd 98887Q104 442.00000000 NS USD 63917.62000000 0.035086812949 Long EC CORP KY N 1 N N N China Gas Holdings Ltd 254900KTSZLZ21VV8T33 China Gas Holdings Ltd 000000000 15400.00000000 NS 47413.33000000 0.026026980369 Long EC CORP BM N 2 N N N Krka dd Novo mesto 549300H9RLRTRTLRUZ73 Krka dd Novo mesto 000000000 6169.00000000 NS 797368.71000000 0.437706015643 Long EC CORP SI N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -18598.45000000 -0.01020939666 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 2956977.03000000 EUR 3492071.59000000 USD 2021-09-15 -18598.45000000 N N N Hong Leong Bank Bhd 549300BUPYUQGB5BFX94 Hong Leong Bank Bhd 000000000 65100.00000000 NS 277737.98000000 0.152460941963 Long EC CORP MY N 2 N N N MCB Bank Ltd 2549002SIFOER1TFOK04 MCB Bank Ltd 000000000 811800.00000000 NS 808617.45000000 0.443880876914 Long EC CORP PK N 2 N N N Nestle Malaysia Bhd N/A Nestle Malaysia Bhd 000000000 7200.00000000 NS 226868.60000000 0.124536804285 Long EC CORP MY N 2 N N N Accton Technology Corp 529900M1YRZ0GWMDF920 Accton Technology Corp 000000000 12000.00000000 NS 140480.60000000 0.077115145013 Long EC CORP TW N 2 N N N OMV Petrom SA 549300UKYDM6L8HEPU79 OMV Petrom SA 000000000 25509220.00000000 NS 2547690.96000000 1.398524478332 Long EC CORP RO N 2 N N N China Vanke Co Ltd 529900E66UJ2DWY7KW55 China Vanke Co Ltd 000000000 13800.00000000 NS 35949.75000000 0.019734185250 Long EC CORP CN N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -9809.43000000 -0.00538476926 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 1559606.00000000 EUR 1841832.30000000 USD 2021-09-15 -9809.43000000 N N N Samsung C&T Corp 988400GFRE4IDFPE9E64 Samsung C&T Corp 000000000 1836.00000000 NS 226168.60000000 0.124152547658 Long EC CORP KR N 2 N N N Commercial International Bank Egypt SAE 213800FIIXJAMEVRIH48 Commercial International Bank Egypt SAE 000000000 926630.00000000 NS 3372053.48000000 1.851048423089 Long EC CORP EG N 2 N N N Shenzhou International Group Holdings Ltd 529900B4W41TCUKJFM73 Shenzhou International Group Holdings Ltd 000000000 4100.00000000 NS 90992.43000000 0.049949206044 Long EC CORP KY N 2 N N N Country Garden Services Holdings Co Ltd 549300P2JRKENZSEBB42 Country Garden Services Holdings Co Ltd 000000000 9000.00000000 NS 73079.01000000 0.040115848406 Long EC CORP KY N 2 N N N Engro Fertilizers Ltd N/A Engro Fertilizers Ltd 000000000 1136500.00000000 NS 532455.23000000 0.292284929554 Long EC CORP PK N 2 N N N Cathay Financial Holding Co Ltd 5299009XR1QLFAMQ3X77 Cathay Financial Holding Co Ltd 000000000 153087.00000000 NS 297955.18000000 0.163558932075 Long EC CORP TW N 2 N N N Longfor Group Holdings Ltd 254900UJX27B2F1JYR13 Longfor Group Holdings Ltd 000000000 10500.00000000 NS 48806.14000000 0.026791546759 Long EC CORP KY Y 2 N N N Realtek Semiconductor Corp 5299002E7F36O00MYY75 Realtek Semiconductor Corp 000000000 10000.00000000 NS 211137.94000000 0.115901646640 Long EC CORP TW N 2 N N N NYSE Liffe N/A MSCI EMGMKT SEP21 000000000 139.00000000 NC USD -576090.84000000 -0.31623817571 N/A DE US N 1 NYSE Liffe N/A Long ICE US MSCI Emerging Markets EM Index MESU1 Index 2021-09-17 9456105.84000000 USD -576090.84000000 N N N BeiGene Ltd 549300JFUK6FRD5MH739 BeiGene Ltd 07725L102 257.00000000 NS USD 81363.63000000 0.044663591458 Long EC CORP KY N 1 N N N Astra International Tbk PT 529900L49TRJOMG4DK47 Astra International Tbk PT 000000000 1493100.00000000 NS 487517.10000000 0.267616680617 Long EC CORP ID N 2 N N N SK Hynix Inc 988400XAIK6XISWQV045 SK Hynix Inc 000000000 9877.00000000 NS 966921.48000000 0.530779980632 Long EC CORP KR N 2 N N N Mytilineos SA 213800KT8MEUJEJ2KW41 Mytilineos SA 000000000 61765.00000000 NS 1145657.72000000 0.628895101629 Long EC CORP GR N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -65482.45000000 -0.03594580766 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 10411092.35000000 EUR 12295083.62000000 USD 2021-09-15 -65482.45000000 N N N Lotte Chemical Corp 988400TPNFJZDPI94Y56 Lotte Chemical Corp 000000000 451.00000000 NS 101766.04000000 0.055863250385 Long EC CORP KR N 2 N N N Hotai Motor Co Ltd 254900ZL0NDWNH1MNQ51 Hotai Motor Co Ltd 000000000 7000.00000000 NS 148180.09000000 0.081341687952 Long EC CORP TW N 2 N N N Advantech Co Ltd 2549002OSTKE9HB9IY03 Advantech Co Ltd 000000000 9667.00000000 NS 126174.56000000 0.069262015477 Long EC CORP TW N 2 N N N Siauliu Bankas AB 549300TK038P6EV4YU51 Siauliu Bankas AB 000000000 1806869.00000000 NS 1552462.74000000 0.852205851367 Long EC CORP LT N 2 N N N S-Oil Corp 988400QTUXYDN8W3MZ32 S-Oil Corp 000000000 1278.00000000 NS 109121.47000000 0.059900925702 Long EC CORP KR N 2 N N N Haier Smart Home Co Ltd 3003002BYTNGNJTWSH07 Haier Smart Home Co Ltd 000000000 13400.00000000 NS 45957.63000000 0.025227891267 Long EC CORP CN N 2 N N N Genting Bhd N/A Genting Bhd 000000000 216200.00000000 NS 241220.28000000 0.132414987353 Long EC CORP MY N 2 N N N Petronas Gas Bhd N/A Petronas Gas Bhd 000000000 78400.00000000 NS 283239.90000000 0.155481155136 Long EC CORP MY N 2 N N N United Microelectronics Corp 391200YJCAGH9LF96P73 United Microelectronics Corp 000000000 199000.00000000 NS 416138.20000000 0.228434087260 Long EC CORP TW N 2 N N N Korea Electric Power Corp 988400QG33WS7JEIV602 Korea Electric Power Corp 000000000 6449.00000000 NS 139779.86000000 0.076730482172 Long EC CORP KR N 2 N N N FPT Corp N/A FPT Corp 000000000 1042733.00000000 NS 4568855.81000000 2.508018746613 Long EC CORP VN N 2 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 Taiwan Semiconductor Manufacturing Co Ltd 000000000 387000.00000000 NS 8088104.87000000 4.439868422665 Long EC CORP TW N 2 N N N Eurohold Bulgaria AD 74780000J0W85Y204X80 Eurohold Bulgaria AD 000000000 2038700.00000000 NS 3097420.56000000 1.700291966671 Long EC CORP BG N 2 N N N Hyundai Motor Co 9884004RQX8PRBXQ8S60 Hyundai Motor Co 000000000 1052.00000000 NS 95449.43000000 0.052395822881 Long EP CORP KR N 2 N N N Phat Dat Real Estate Development Corp N/A Phat Dat Real Estate Development Corp 000000000 2400.00000000 NS 9668.99000000 0.005307676405 Long EC CORP VN N 2 N N N TBC Bank Group PLC 213800T6NS9N2WQ3B328 TBC Bank Group PLC 000000000 332806.00000000 NS 5611315.65000000 3.080264606416 Long EC CORP GB N 2 N N N Postal Savings Bank of China Co Ltd 300300C1040311005298 Postal Savings Bank of China Co Ltd 000000000 81000.00000000 NS 52320.68000000 0.028720811453 Long EC CORP CN Y 2 N N N Globalwafers Co Ltd 529900V6RTNF3U5EGX67 Globalwafers Co Ltd 000000000 5000.00000000 NS 151915.73000000 0.083392322846 Long EC CORP TW N 2 N N N Societe Generale O2RNE8IBXP4R0TD8PU41 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -39261.64000000 -0.02155220765 N/A DFE US N 2 Societe Generale O2RNE8IBXP4R0TD8PU41 6242230.00000000 EUR 7371823.94000000 USD 2021-09-15 -39261.64000000 N N N China Pacific Insurance Group Co Ltd 529900BA5ILEL308WX03 China Pacific Insurance Group Co Ltd 000000000 15600.00000000 NS 43929.94000000 0.024114815095 Long EC CORP CN N 2 N N N Hansoh Pharmaceutical Group Co Ltd 254900Q6MR00EBXTPF42 Hansoh Pharmaceutical Group Co Ltd 000000000 10000.00000000 NS 35837.00000000 0.019672292486 Long EC CORP KY Y 2 N N N Nova Ljubljanska Banka dd 5493001BABFV7P27OW30 Nova Ljubljanska Banka dd 66980N203 28632.00000000 NS 437754.62000000 0.240300162454 Long EC CORP SI Y 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD CNH 000000000 1.00000000 NC -77267.35000000 -0.04241498755 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 58500000.00000000 CNY 8844607.06000000 USD 2022-01-28 -77267.35000000 N N N China Merchants Bank Co Ltd 549300MKO5B60FFIHF58 China Merchants Bank Co Ltd 000000000 17500.00000000 NS 133132.16000000 0.073081306774 Long EC CORP CN N 2 N N N Agricultural Bank of China Ltd 549300E7TSGLCOVSY746 Agricultural Bank of China Ltd 000000000 167000.00000000 NS 55690.04000000 0.030570381322 Long EC CORP CN N 2 N N N Celltrion Healthcare Co Ltd N/A Celltrion Healthcare Co Ltd 000000000 1667.00000000 NS 156007.62000000 0.085638516916 Long EC CORP KR N 2 N N N Airtac International Group N/A Airtac International Group 000000000 3000.00000000 NS 96946.37000000 0.053217550189 Long EC CORP KY N 2 N N N Imexpharm Pharmaceutical JSC N/A Imexpharm Pharmaceutical JSC 000000000 48678.00000000 NS 153785.68000000 0.084418809531 Long EC CORP VN N 2 N N N Yihai International Holding Ltd 3003004D79NRTSL70K40 Yihai International Holding Ltd 000000000 3000.00000000 NS 18096.30000000 0.009933747426 Long EC CORP KY N 2 N N N Hon Hai Precision Industry Co Ltd 30030004CM3GSZXX7O56 Hon Hai Precision Industry Co Ltd 000000000 208508.00000000 NS 823965.24000000 0.452305862652 Long EC CORP TW N 2 N N N Fubon Financial Holding Co Ltd 549300G7Y2TS2XNIB476 Fubon Financial Holding Co Ltd 000000000 129000.00000000 NS 346772.55000000 0.190356643408 Long EC CORP TW N 2 N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 000000000 19400.00000000 NS 1169978.06000000 0.642245461365 Long EC CORP KY N 2 N N N NIO Inc 549300JBU4TV5OCKJV96 NIO Inc 62914V106 4606.00000000 NS USD 205796.08000000 0.112969296489 Long EC CORP KY N 1 N N N KE Holdings Inc 254900RHVY072XPAZE03 KE Holdings Inc 482497104 801.00000000 NS USD 17613.99000000 0.009668989121 Long EC CORP KY N 1 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -46.27000000 -0.00002539936 N/A DFE XX N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 292664.66000000 USD 246661.00000000 EUR 2021-08-06 -46.27000000 N N N Merdeka Copper Gold Tbk PT N/A Merdeka Copper Gold Tbk PT 000000000 444600.00000000 NS 90978.31000000 0.049941455039 Long EC CORP ID N 2 N N N CITIC Ltd 2549006I3Q3M98KHOT11 CITIC Ltd 000000000 75000.00000000 NS 81006.74000000 0.044467680962 Long EC CORP HK N 2 N N N LG Display Co Ltd 988400P37K91W0SABO95 LG Display Co Ltd 000000000 5957.00000000 NS 114458.65000000 0.062830706822 Long EC CORP KR N 2 N N N Refrigeration Electrical Engineering Corp N/A Refrigeration Electrical Engineering Corp 000000000 143700.00000000 NS 344586.40000000 0.189156582515 Long EC CORP VN N 2 N N N Catcher Technology Co Ltd 5299006PRSCU66N5JF55 Catcher Technology Co Ltd 000000000 16000.00000000 NS 106062.63000000 0.058221812072 Long EC CORP TW N 2 N N N Innovent Biologics Inc 25490058ONL9SCIE1R22 Innovent Biologics Inc 000000000 6000.00000000 NS 61435.54000000 0.033724304822 Long EC CORP KY Y 2 N N N XPeng Inc N/A XPeng Inc 98422D105 1145.00000000 NS USD 46406.85000000 0.025474485212 Long EC CORP KY N 1 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 1633.82000000 0.000896865946 N/A DFE XX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 424732.95000000 USD 359403.43000000 EUR 2021-08-06 1633.82000000 N N N Telia Lietuva AB 5299007A0LO7C2YYI075 Telia Lietuva AB 000000000 287440.00000000 NS 705810.85000000 0.387446423563 Long EC CORP LT N 2 N N N NAVER Corp 988400ULUQYDB2HQYJ61 NAVER Corp 000000000 2276.00000000 NS 857827.47000000 0.470894128768 Long EC CORP KR N 2 N N N Kalbe Farma Tbk PT 529900PRQI8S32HOE387 Kalbe Farma Tbk PT 000000000 1890500.00000000 NS 164765.98000000 0.090446313875 Long EC CORP ID N 2 N N N Ping An Insurance Group Co of China Ltd 529900M9MC28JLN35U89 Ping An Insurance Group Co of China Ltd 000000000 4200.00000000 NS 34984.68000000 0.019204421617 Long EC CORP CN N 2 N N N Press Metal Aluminium Holdings Bhd 254900RO5GQ4M0YV5S47 Press Metal Aluminium Holdings Bhd 000000000 273900.00000000 NS 312876.88000000 0.171750020804 Long EC CORP MY N 2 N N N Samsung Life Insurance Co Ltd 988400VYE6E0WYSM4S92 Samsung Life Insurance Co Ltd 000000000 1751.00000000 NS 114893.83000000 0.063069593678 Long EC CORP KR N 2 N N N Lucky Cement Ltd 213800HCLGMIPPAF9976 Lucky Cement Ltd 000000000 244400.00000000 NS 1330443.64000000 0.730331122100 Long EC CORP PK N 2 N N N PPB Group Bhd N/A PPB Group Bhd 000000000 63700.00000000 NS 273107.44000000 0.149919062418 Long EC CORP MY N 2 N N N Meituan 21380033K525E5JLIA77 Meituan 000000000 12600.00000000 NS 348659.80000000 0.191392626722 Long EC CORP KY Y 2 N N N Egypt Kuwait Holding Co SAE N/A Egypt Kuwait Holding Co SAE 000000000 518122.00000000 NS USD 518114.75000000 0.284412894592 Long EC CORP EG N 2 N N N Standard Chartered Bank RILFO74KP1CM8P6PCT96 PURCHASED USD / SOLD AED 000000000 1.00000000 NC 4135.59000000 0.002270182662 N/A DFE US N 2 Standard Chartered Bank RILFO74KP1CM8P6PCT96 16370000.00000000 AED 4456725.93000000 USD 2023-04-19 4135.59000000 N N N Anhui Conch Cement Co Ltd 300300JVKW56SSAEQZ33 Anhui Conch Cement Co Ltd 000000000 8500.00000000 NS 40654.67000000 0.022316894806 Long EC CORP CN N 2 N N N Kumho Petrochemical Co Ltd N/A Kumho Petrochemical Co Ltd 000000000 485.00000000 NS 85915.69000000 0.047162390346 Long EC CORP KR N 2 N N N Phu Nhuan Jewelry JSC N/A Phu Nhuan Jewelry JSC 000000000 565090.00000000 NS 2452670.31000000 1.346364029102 Long EC CORP VN N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 14933.00000000 NS 937431.93000000 0.514592044898 Long EP CORP KR N 2 N N N Yuanta Financial Holding Co Ltd 21380045JG57LJEFFE13 Yuanta Financial Holding Co Ltd 000000000 208422.00000000 NS 189561.47000000 0.104057501520 Long EC CORP TW N 2 N N N JUMBO SA 549300TGIVUUMY40MZ05 JUMBO SA 000000000 27635.00000000 NS 439035.48000000 0.241003275231 Long EC CORP GR N 2 N N N Kuala Lumpur Kepong Bhd 2549009JSTRFMR7A8D34 Kuala Lumpur Kepong Bhd 000000000 44300.00000000 NS 194420.00000000 0.106724533448 Long EC CORP MY N 2 N N N Shin Kong Financial Holding Co Ltd 529900YF6H5G3WJC6V36 Shin Kong Financial Holding Co Ltd 000000000 8061.00000000 NS 2646.53000000 0.001452780987 Long EC CORP TW N 2 N N N Asustek Computer Inc 254900B3WB4OGRB7HM13 Asustek Computer Inc 000000000 15000.00000000 NS 188589.42000000 0.103523906300 Long EC CORP TW N 2 N N N Semen Indonesia Persero Tbk PT 2549006ADJYJS2SD8T24 Semen Indonesia Persero Tbk PT 000000000 267200.00000000 NS 142392.20000000 0.078164494968 Long EC CORP ID N 2 N N N BYD Co Ltd 5299005557VL7ULJ7A69 BYD Co Ltd 000000000 3000.00000000 NS 92725.29000000 0.050900438813 Long EC CORP CN N 2 N N N Emirates Telecommunications Group Co PJSC 529900XDPQPWEQ9BGB80 Emirates Telecommunications Group Co PJSC 000000000 457800.00000000 NS 2846251.09000000 1.562415490474 Long EC CORP AE N 2 N N N China Resources Land Ltd 5299001HL0TU7X15HK51 China Resources Land Ltd 000000000 17777.00000000 NS 59408.20000000 0.032611420779 Long EC CORP KY N 2 N N N Alpha Services and Holdings SA 5299009N55YRQC69CN08 Alpha Services and Holdings SA 000000000 841800.00000000 NS 1087072.40000000 0.596735390983 Long EC CORP GR N 2 N N N Fauji Fertilizer Co Ltd N/A Fauji Fertilizer Co Ltd 000000000 1027800.00000000 NS 673665.60000000 0.369800673081 Long EC CORP PK N 2 N N N LG Chem Ltd 988400IES4EIG7O06940 LG Chem Ltd 000000000 842.00000000 NS 618452.06000000 0.339491860733 Long EC CORP KR N 2 N N N Pakistan Petroleum Ltd N/A Pakistan Petroleum Ltd 000000000 1100030.00000000 NS 553806.87000000 0.304005656935 Long EC CORP PK N 2 N N N Haidilao International Holding Ltd 3003009Q8GV4VNKZWI24 Haidilao International Holding Ltd 000000000 6000.00000000 NS 22505.76000000 0.012354267749 Long EC CORP KY Y 2 N N N China Construction Bank Corp 5493001KQW6DM7KEDR62 China Construction Bank Corp 000000000 348000.00000000 NS 242397.09000000 0.133060983127 Long EC CORP CN N 2 N N N Public Power Corp SA 213800T9Y5XCOVRZ4Y57 Public Power Corp SA 000000000 68291.00000000 NS 733094.98000000 0.402423720368 Long EC CORP GR N 2 N N N Samsung SDS Co Ltd N/A Samsung SDS Co Ltd 000000000 869.00000000 NS 138063.10000000 0.075788087305 Long EC CORP KR N 2 N N N 2021-08-23 Global Macro Capital Opportunities Portfolio James Kirchner James Kirchner Treasurer XXXX NPORT-EX 2 NPORT_FV9A_2828622410.htm HTML

Global Macro Capital Opportunities Portfolio

July 31, 2021

PORTFOLIO OF INVESTMENTS (Unaudited)

Common Stocks— 92.5%


Security	Shares		Value
Bulgaria— 1.7%
Eurohold Bulgaria AD⁽¹⁾		2,038,700	$	3,097,420

			$	3,097,420

China— 5.0%
AAC Technologies Holdings, Inc.		12,500	$	75,026
Agricultural Bank of China, Ltd., Class H		167,000		55,690
Alibaba Group Holding, Ltd. ADR⁽¹⁾		6,127		1,195,929
Alibaba Health Information Technology, Ltd.⁽¹⁾		24,000		37,407
Anhui Conch Cement Co., Ltd., Class H		8,500		40,655
ANTA Sports Products, Ltd.		5,000		108,857
Autohome, Inc. ADR		480		21,744
Baidu, Inc. ADR⁽¹⁾		1,001		164,174
Bank of China, Ltd., Class H		343,000		119,189
BeiGene, Ltd. ADR⁽¹⁾		257		81,364
Bilibili, Inc. ADR⁽¹⁾		703		60,163
BYD Co., Ltd., Class H		3,000		92,725
China Conch Venture Holdings, Ltd.		11,000		40,104
China Construction Bank Corp., Class H		348,000		242,397
China Gas Holdings, Ltd.		15,400		47,413
China Life Insurance Co., Ltd., Class H		36,000		60,003
China Mengniu Dairy Co., Ltd.		14,000		76,012
China Merchants Bank Co., Ltd., Class A		8,100		58,469
China Merchants Bank Co., Ltd., Class H		17,500		133,132
China National Building Material Co., Ltd., Class H		72,000		77,983
China Pacific Insurance Group Co., Ltd., Class H		15,600		43,930
China Petroleum & Chemical Corp., Class H		140,000		64,018
China Resources Beer Holdings Co., Ltd.		8,000		59,986
China Resources Gas Group, Ltd.		8,000		49,318
China Resources Land, Ltd.		17,777		59,408
China Shenhua Energy Co., Ltd., Class H		26,000		49,198
China Tourism Group Duty Free Corp., Ltd., Class A		1,000		37,402
China Tower Corp., Ltd., Class H⁽²⁾		346,000		45,900
China Vanke Co., Ltd., Class H		13,800		35,950
China Youzan, Ltd.⁽¹⁾		132,000		18,942
CITIC Securities Co., Ltd., Class H		19,500		43,426
CITIC, Ltd.		75,000		81,007
Contemporary Amperex Technology Co., Ltd., Class A		900		77,238
Country Garden Holdings Co., Ltd.		46,000		44,971
Country Garden Services Holdings Co., Ltd.		9,000		73,079
CSPC Pharmaceutical Group, Ltd.		55,040		74,295
ENN Energy Holdings, Ltd.		4,400		91,820
Foshan Haitian Flavouring & Food Co., Ltd., Class A		1,820		32,366
GDS Holdings, Ltd. ADR⁽¹⁾		590		34,786
Geely Automobile Holdings, Ltd.		27,000		90,568
Great Wall Motor Co., Ltd., Class H		17,500		84,552


Security	Shares		Value
Guangdong Investment, Ltd.		24,000	$	33,583
Haidilao International Holding, Ltd.⁽²⁾		6,000		22,506
Haier Smart Home Co., Ltd., Class H		13,400		45,958
Hansoh Pharmaceutical Group Co., Ltd.⁽²⁾		10,000		35,837
Hengan International Group Co., Ltd.		6,000		35,590
Huazhu Group, Ltd. ADR⁽¹⁾		1,138		51,187
Industrial & Commercial Bank of China, Ltd., Class H		240,000		133,270
Innovent Biologics, Inc.⁽¹⁾⁽²⁾		6,000		61,436
iQIYI, Inc. ADR⁽¹⁾		2,467		27,532
JD.com, Inc. ADR⁽¹⁾		3,370		238,866
Jiangsu Hengrui Medicine Co., Ltd., Class A		3,240		27,377
KE Holdings, Inc. ADR⁽¹⁾		801		17,614
Kingdee International Software Group Co., Ltd.⁽¹⁾		15,000		46,848
Kingsoft Corp, Ltd.		7,000		32,755
Kweichow Moutai Co., Ltd., Class A		300		78,138
Lenovo Group, Ltd.		52,000		48,489
Li Ning Co., Ltd.		11,000		116,174
Longfor Group Holdings, Ltd.⁽²⁾		10,500		48,806
Meituan, Class B⁽¹⁾⁽²⁾		12,600		348,660
NetEase, Inc. ADR		1,689		172,633
NIO, Inc. ADR⁽¹⁾		4,606		205,796
PetroChina Co., Ltd., Class H		158,000		66,003
PICC Property & Casualty Co., Ltd., Class H		58,000		46,853
Pinduoduo, Inc. ADR⁽¹⁾		1,528		139,980
Ping An Healthcare and Technology Co., Ltd.⁽¹⁾⁽²⁾		4,000		37,426
Ping An Insurance Group Co. of China, Ltd., Class A		4,200		34,985
Ping An Insurance Group Co. of China, Ltd., Class H		21,500		188,143
Postal Savings Bank of China Co., Ltd., Class H⁽²⁾		81,000		52,321
Shandong Weigao Group Medical Polymer Co., Ltd., Class H		20,000		35,884
Shenzhou International Group Holdings, Ltd.		4,100		90,992
Shimao Group Holdings, Ltd.		22,000		43,426
Silergy Corp.		2,000		271,369
Sino Biopharmaceutical, Ltd.		61,500		52,244
Sinopharm Group Co., Ltd., Class H		22,400		58,738
Sunac China Holdings, Ltd.⁽¹⁾		16,000		41,516
Sunny Optical Technology Group Co., Ltd.		3,600		109,301
Tencent Holdings, Ltd.		19,400		1,169,978
Tencent Music Entertainment Group ADR⁽¹⁾		2,687		28,402
Trip.com Group, Ltd. ADR⁽¹⁾		2,399		62,206
Tsingtao Brewery Co., Ltd., Class H		4,000		31,615
Vipshop Holdings, Ltd. ADR⁽¹⁾		2,451		40,760
Wuliangye Yibin Co., Ltd., Class A		1,400		48,043
WuXi AppTec Co., Ltd., Class H⁽²⁾		2,760		61,176
WuXi Biologics Cayman, Inc.⁽¹⁾⁽²⁾		14,000		213,839
Xinyi Solar Holdings, Ltd.		24,000		48,342
XPeng, Inc. ADR⁽¹⁾		1,145		46,407
Yihai International Holding, Ltd.		3,000		18,096
Yum China Holdings, Inc.		1,805		112,253
Zai Lab, Ltd. ADR⁽¹⁾		442		63,918
Zijin Mining Group Co., Ltd., Class H		40,000		56,728
ZTO Express Cayman, Inc. ADR		2,333		63,131

			$	9,143,726


Security	Shares		Value
Cyprus— 1.5%
Bank of Cyprus Holdings PLC⁽¹⁾⁽³⁾		2,086,590	$	2,579,298
Bank of Cyprus Holdings PLC⁽¹⁾⁽³⁾		45,800		57,325

			$	2,636,623

Egypt— 5.7%
Cleopatra Hospital⁽¹⁾		1,834,700	$	549,944
Commercial International Bank Egypt SAE⁽¹⁾		926,630		3,372,054
Credit Agricole Egypt SAE⁽¹⁾		598,730		902,696
Eastern Co. SAE		1,028,580		770,683
Egypt Kuwait Holding Co. SAE⁽¹⁾		518,122		518,115
Egyptian Financial Group-Hermes Holding Co.⁽¹⁾		721,584		525,788
ElSewedy Electric Co.		961,120		533,804
Taaleem Management Services Co. SAE⁽¹⁾		6,843,500		2,130,832
Talaat Moustafa Group		1,241,690		569,691
Telecom Egypt Co.		631,440		566,673

			$	10,440,280

Georgia— 8.0%
Bank of Georgia Group PLC⁽¹⁾		271,771	$	5,665,692
Georgia Capital PLC⁽¹⁾		382,077		3,341,635
TBC Bank Group PLC⁽¹⁾		332,806		5,611,316

			$	14,618,643

Greece— 7.1%
Alpha Services and Holdings S.A.⁽¹⁾		841,800	$	1,087,072
Athens Water Supply & Sewage Co. S.A.		28,760		269,104
Eurobank Ergasias Services and Holdings S.A.⁽¹⁾		1,298,434		1,223,803
GEK Terna Holding Real Estate Construction S.A.⁽¹⁾		37,380		422,058
Hellenic Petroleum S.A.		40,514		277,226
Hellenic Telecommunications Organization S.A.		157,851		2,880,514
Holding Co. ADMIE IPTO S.A.		77,559		239,138
LAMDA Development S.A.⁽¹⁾		48,167		481,397
Motor Oil (Hellas) Corinth Refineries S.A.⁽¹⁾		13,863		222,803
Mytilineos S.A.		61,765		1,145,658
National Bank of Greece S.A.⁽¹⁾		245,417		694,930
OPAP S.A.		134,578		1,943,955
Piraeus Port Authority S.A.		5,126		117,605
Public Power Corp. S.A.⁽¹⁾		68,291		733,095
Sarantis S.A.		20,845		217,647
Terna Energy S.A.		30,321		407,472
Titan Cement International S.A.		27,477		520,040

			$	12,883,517

Indonesia— 1.9%
Astra International Tbk PT		1,493,100	$	487,517
Bank Mandiri Persero Tbk PT		1,367,700		538,910
Bank Negara Indonesia Persero Tbk PT		624,300		206,181
Barito Pacific Tbk PT		2,628,100		176,344
Charoen Pokphand Indonesia Tbk PT		607,800		257,529
Indah Kiat Pulp & Paper Tbk PT		244,400		114,880
Indofood Sukses Makmur Tbk PT⁽¹⁾		413,600		173,855
Kalbe Farma Tbk PT		1,890,500		164,766
Merdeka Copper Gold Tbk PT⁽¹⁾		444,600		90,978


Security	Shares		Value
Semen Indonesia Persero Tbk PT		267,200	$	142,392
Telkom Indonesia Persero Tbk PT		3,544,600		794,554
Unilever Indonesia Tbk PT		628,500		183,576
United Tractors Tbk PT		148,500		200,924

			$	3,532,406

Lithuania— 2.1%
AB Ignitis Grupe		10,000	$	264,660
AB Ignitis Grupe GDR⁽⁴⁾		49,010		1,288,943
Siauliu Bankas AB		1,806,869		1,552,463
Telia Lietuva AB		287,440		705,811

			$	3,811,877

Malaysia— 4.5%
Axiata Group Bhd		280,200	$	247,742
CIMB Group Holdings Bhd		598,200		630,386
Dialog Group Bhd		393,700		256,534
Digi.com Bhd		306,400		301,498
Gamuda Bhd⁽¹⁾		195,500		129,736
Genting Bhd		216,200		241,220
Genting Malaysia Bhd		310,800		203,099
Hong Leong Bank Bhd		65,100		277,738
IHH Healthcare Bhd		217,400		290,618
IOI Corp. Bhd		255,300		220,799
Kuala Lumpur Kepong Bhd		44,300		194,420
Malayan Banking Bhd		361,000		685,422
Maxis Bhd		236,800		239,114
MISC Bhd		138,400		219,772
Nestle Malaysia Bhd		7,200		226,869
Petronas Chemicals Group Bhd		227,100		432,694
Petronas Gas Bhd		78,400		283,240
PPB Group Bhd		63,700		273,107
Press Metal Aluminium Holdings Bhd		273,900		312,877
Public Bank Bhd		1,305,400		1,231,512
QL Resources Bhd		119,900		160,567
RHB Bank Bhd		168,500		204,106
Sime Darby Plantation Bhd		211,000		169,958
Supermax Corp. Bhd		162,400		125,854
Telekom Malaysia Bhd		124,200		174,828
Tenaga Nasional Bhd		213,900		488,636

			$	8,222,346

Pakistan— 5.4%
Engro Corp., Ltd.		497,200	$	902,264
Engro Fertilizers, Ltd.		1,136,500		532,455
Fauji Fertilizer Co., Ltd.		1,027,800		673,666
Habib Bank, Ltd.		1,160,500		904,278
Hub Power Co., Ltd. (The)		1,414,900		667,259
Lucky Cement, Ltd.⁽¹⁾		244,400		1,330,444
Mari Petroleum Co., Ltd.		54,800		509,592
MCB Bank, Ltd.		811,800		808,617
Millat Tractors, Ltd.		70,462		477,603
Oil & Gas Development Co., Ltd.		1,264,700		726,258


Security	Shares		Value
Pakistan Oilfields, Ltd.		206,400	$	482,947
Pakistan Petroleum, Ltd.		1,100,030		553,807
Pakistan State Oil Co., Ltd.		424,700		577,095
United Bank, Ltd.		993,100		761,039

			$	9,907,324

Romania— 8.2%
Banca Transilvania S.A.		9,574,970	$	6,466,298
BRD-Groupe Societe Generale S.A.		465,630		2,020,815
OMV Petrom S.A.		25,509,220		2,547,691
Societatea Energetica Electrica S.A.		309,870		937,260
Societatea Nationala de Gaze Naturale ROMGAZ S.A.		258,320		1,938,319
Transelectrica S.A.		56,490		336,458
Transgaz S.A. Medias		10,640		694,367

			$	14,941,208

Serbia— 0.7%
Metalac AD⁽¹⁾		67,357	$	1,268,477

			$	1,268,477

Slovenia— 1.5%
Krka dd Novo mesto		6,169	$	797,369
Nova Ljubljanska Banka dd⁽²⁾		19,800		1,546,267
Nova Ljubljanska Banka dd GDR⁽⁴⁾		28,632		437,755

			$	2,781,391

South Korea— 10.3%
AMOREPACIFIC Corp.		748	$	144,195
Celltrion Healthcare Co., Ltd.⁽¹⁾		1,667		156,008
Celltrion, Inc.⁽¹⁾		1,905		420,540
Hana Financial Group, Inc.		6,295		237,502
Hankook Tire and Technology Co., Ltd.		2,267		95,419
Hanwha Solutions Corp.⁽¹⁾		3,122		106,243
Hyundai Engineering & Construction Co., Ltd.		2,246		106,973
Hyundai Glovis Co., Ltd.		1,122		190,157
Hyundai Mobis Co., Ltd.		1,345		312,490
Hyundai Motor Co.		2,872		546,584
Hyundai Motor Co., Second PFC Shares		1,052		95,449
Hyundai Steel Co.		2,299		108,144
Kakao Corp.		5,459		698,833
KB Financial Group, Inc.		7,814		347,066
Kia Corp.		5,294		386,624
Korea Electric Power Corp.		6,449		139,780
Korea Investment Holdings Co., Ltd.		1,157		96,674
Korea Shipbuilding & Offshore Engineering Co., Ltd.⁽¹⁾		1,007		114,415
Korea Zinc Co., Ltd.		248		118,069
Korean Air Lines Co., Ltd.⁽¹⁾		4,315		111,985
KT&G Corp.		2,591		185,489
Kumho Petrochemical Co., Ltd.		485		85,916
LG Chem, Ltd.		842		618,452
LG Corp.		2,180		178,665
LG Display Co., Ltd.⁽¹⁾		5,957		114,459
LG Electronics, Inc.		2,163		296,286
LG Household & Health Care, Ltd.		195		247,071


Security	Shares		Value
Lotte Chemical Corp.		451	$	101,766
LX Holdings Corp.⁽¹⁾		1,057		9,603
Naver Corp.		2,276		857,827
NCSoft Corp.		360		258,200
POSCO		1,435		456,411
POSCO Chemical Co., Ltd.		775		104,015
S-Oil Corp.		1,278		109,121
Samsung Biologics Co., Ltd.⁽¹⁾⁽²⁾		351		271,558
Samsung C&T Corp.		1,836		226,169
Samsung Electro-Mechanics Co., Ltd.		1,239		206,945
Samsung Electronics Co., Ltd.		84,753		5,791,714
Samsung Electronics Co., Ltd., PFC Shares		14,933		937,432
Samsung Fire & Marine Insurance Co., Ltd.		761		141,963
Samsung Life Insurance Co., Ltd.		1,751		114,894
Samsung SDI Co., Ltd.		1,044		673,942
Samsung SDS Co., Ltd.		869		138,063
Shinhan Financial Group Co., Ltd.		9,034		306,191
SK Holdings Co., Ltd.		794		185,305
SK Hynix, Inc.		9,877		966,921
SK Innovation Co., Ltd.⁽¹⁾		1,115		245,992
SK Telecom Co., Ltd.		854		223,692
Woori Financial Group, Inc.		13,993		131,932

			$	18,719,144

Taiwan— 9.7%
Accton Technology Corp.⁽¹⁾		12,000	$	140,481
Advantech Co., Ltd.		9,667		126,175
AirTAC International Group		3,000		96,946
ASE Technology Holding Co., Ltd.		61,358		269,996
Asustek Computer, Inc.⁽¹⁾		15,000		188,589
AU Optronics Corp.		210,000		155,660
Catcher Technology Co., Ltd.		16,000		106,063
Cathay Financial Holding Co., Ltd.		153,087		297,955
Chailease Holding Co., Ltd.⁽¹⁾		31,200		258,917
China Steel Corp.⁽¹⁾		234,000		305,175
Chunghwa Telecom Co., Ltd.⁽¹⁾		71,000		292,979
CTBC Financial Holding Co., Ltd.⁽¹⁾		334,000		273,513
Delta Electronics, Inc.		34,680		357,341
E.Sun Financial Holding Co., Ltd.⁽¹⁾		227,278		215,560
First Financial Holding Co., Ltd.		216,590		176,306
Formosa Chemicals & Fibre Corp.		69,000		203,183
Formosa Plastics Corp.		72,000		257,549
Fubon Financial Holding Co., Ltd.		129,000		346,773
GlobalWafers Co., Ltd.		5,000		151,916
Hon Hai Precision Industry Co., Ltd.		208,508		823,965
Hotai Motor Co., Ltd.		7,000		148,180
Hua Nan Financial Holdings Co., Ltd.		197,774		136,658
Largan Precision Co., Ltd.		2,000		210,463
MediaTek, Inc.		24,000		784,748
Mega Financial Holding Co., Ltd.		214,000		253,453
Nan Ya Plastics Corp.		97,000		302,723
Novatek Microelectronics Corp.⁽¹⁾		12,000		220,744
Pegatron Corp.		46,000		110,897


Security	Shares		Value
President Chain Store Corp.		13,000	$	130,577
Quanta Computer, Inc.		59,000		163,438
Realtek Semiconductor Corp.		10,000		211,138
Shanghai Commercial & Savings Bank, Ltd. (The)		82,606		123,567
Shin Kong Financial Holding Co., Ltd.		8,061		2,647
Taishin Financial Holding Co., Ltd.		243,685		147,872
Taiwan Cement Corp.		105,412		198,797
Taiwan Cooperative Financial Holding Co., Ltd.		206,110		161,124
Taiwan Mobile Co., Ltd.⁽¹⁾		38,000		141,405
Taiwan Semiconductor Manufacturing Co., Ltd.		387,000		8,088,105
Uni-President Enterprises Corp.		94,960		249,045
United Microelectronics Corp.		199,000		416,138
Win Semiconductors Corp.		8,000		99,278
Yageo Corp.⁽¹⁾		7,000		141,167
Yuanta Financial Holding Co., Ltd.		208,422		189,561

			$	17,676,767

United Arab Emirates— 9.2%
Abu Dhabi Commercial Bank PJSC		736,600	$	1,405,238
Abu Dhabi Islamic Bank PJSC		380,400		572,293
Al Yah Satellite Communications Co-Pjsc-Yah Sat⁽¹⁾		4,224,438		3,208,740
Aldar Properties PJSC		1,008,500		1,088,489
Dubai Islamic Bank PJSC		470,800		618,984
Emaar Properties PJSC		1,260,100		1,362,100
Emirates NBD Bank PJSC		657,300		2,400,547
Emirates Telecommunications Group Co. PJSC		457,800		2,846,251
First Abu Dhabi Bank PJSC		706,900		3,189,127

			$	16,691,769

Vietnam— 10.0%
FPT Corp.		1,042,733	$	4,568,856
Imexpharm Pharmaceutical JSC		48,678		153,786
Military Commercial Joint Stock Bank⁽¹⁾		2,068,147		2,605,341
Mobile World Investment Corp.		324,833		2,484,707
No Va Land Investment Group Corp.⁽¹⁾		5,744		26,042
Phat Dat Real Estate Development Corp.⁽¹⁾		2,400		9,669
Phu Nhuan Jewelry JSC		565,090		2,452,670
Refrigeration Electrical Engineering Corp.⁽¹⁾		143,700		344,587
Viet Capital Securities JSC		481,650		1,044,213
Vietnam Prosperity JSC Bank⁽¹⁾		815,987		2,164,108
Vietnam Technological & Commercial Joint Stock Bank⁽¹⁾		964,400		2,297,125

			$	18,151,104


Total Common Stocks (identified cost $128,704,889)			$	168,524,022


Short-Term Investments— 3.4%

Affiliated Fund— 2.6%

Description	Units		Value
Eaton Vance Cash Reserves Fund, LLC, 0.08%⁽⁵⁾		4,728,178	$	4,728,178


Total Affiliated Fund (identified cost $4,728,178)			$	4,728,178


U.S. Treasury Obligations— 0.8%

Security	Principal Amount (000’s omitted)		Value
U.S. Treasury Bill, 0.00%, 8/5/21	$	1,500	$	1,499,997


Total U.S. Treasury Obligations (identified cost $1,499,993)			$	1,499,997


Total Short-Term Investments (identified cost $6,228,171)			$	6,228,175


Total Investments — 95.9% (identified cost $134,933,060)			$	174,752,197


Other Assets, Less Liabilities — 4.1%			$	7,413,007


Net Assets — 100.0%			$	182,165,204

The percentage shown for each investment category in the Portfolio of Investments is based on net assets.

(1)	Non-income producing security.

(2)

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 July 31, 2021, the aggregate value of these securities is $2,745,732 or 1.5% of the Portfolio’s net assets.

(3)	Securities are traded on separate exchanges for the same entity.

(4)

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 July 31, 2021, the aggregate value of these securities is $1,726,698 or 0.9% of the Portfolio’s net assets.

(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 July 31, 2021.

Sector Classification of Portfolio



Sector	Percentage of Net Assets			Value
Financials		37.3	%	$	67,899,728
Information Technology		14.7			26,850,492
Consumer Discretionary		8.9			16,225,287
Communication Services		8.9			16,129,187
Energy		5.2			9,521,895
Materials		4.9			8,888,958
Utilities		3.4			6,277,179
Industrials		2.7			4,945,600
Consumer Staples		2.3			4,185,233
Real Estate		2.1			3,829,079
Health Care		2.1			3,771,384
Short-Term Investments		3.4			6,228,175

Total Investments		95.9	%	$	174,752,197

Centrally Cleared Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold			Settlement Date		Value/ Unrealized Appreciation (Depreciation)
USD	5,307,571		INR	396,000,000		8/20/21	$	(7,360	)
USD	230,605		EUR	195,269		9/15/21		(1,228	)
USD	1,841,832		EUR	1,559,606		9/15/21		(9,809	)
USD	2,124,174		EUR	1,798,684		9/15/21		(11,313	)
USD	2,471,582		EUR	2,092,858		9/15/21		(13,163	)
USD	2,719,146		EUR	2,302,488		9/15/21		(14,482	)
USD	3,492,072		EUR	2,956,977		9/15/21		(18,599	)
USD	7,371,824		EUR	6,242,230		9/15/21		(39,262	)
USD	12,295,084		EUR	10,411,092		9/15/21		(65,482	)

							$	(180,698	)

Forward Foreign Currency Exchange Contracts


Currency Purchased		Currency Sold			Counterparty	Settlement Date		Unrealized Appreciation		Unrealized (Depreciation)
EUR	359,403		USD	424,733	Bank of America, N.A.		8/6/21	$	1,634	$	—
EUR	246,661		USD	292,665	Standard Chartered Bank		8/6/21		—		(46	)
EUR	1,040,000		USD	1,233,966	Standard Chartered Bank		8/6/21		—		(195	)
USD	195,996		EUR	165,200	Standard Chartered Bank		8/6/21		16		—
USD	292,489		EUR	246,661	UBS AG		8/6/21		—		(130	)
USD	8,844,607		CNH	58,500,000	Standard Chartered Bank		1/28/22		—		(77,267	)
USD	1,893,379		AED	6,964,414	Standard Chartered Bank		5/31/22		—		(2,456	)
USD	1,579,913		AED	5,817,160	Standard Chartered Bank		7/7/22		—		(3,571	)
USD	2,855,790		AED	10,547,575	Standard Chartered Bank		7/7/22		—		(15,355	)
USD	4,456,726		AED	16,370,000	Standard Chartered Bank		4/19/23		4,135		—
USD	1,657,609		AED	6,100,000	Standard Chartered Bank		5/30/23		—		(1,374	)

								$	5,785	$	(100,394	)

Futures Contracts


Description	Number of Contracts			Position		Expiration Date		Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Equity Futures
MSCI Emerging Markets Index		139			Long		9/17/21	$	8,880,015		$	(576,091	)
SGX CNX Nifty Index		(182	)		Short		8/26/21		(5,755,421	)		33,390

											$	(542,701	)

Abbreviations:


ADR	-	American Depositary Receipt

GDR	-	Global Depositary Receipt

PFC Shares	-	Preference Shares

Currency Abbreviations:

AED	-	United Arab Emirates Dirham

CNH	-	Yuan Renminbi Offshore

EUR	-	Euro

INR	-	Indian Rupee

USD	-	United States Dollar

In the normal course of pursuing its investment objective, the Portfolio is subject to the following risks:

Equity Price Risk: During the fiscal year to date ended July 31, 2021, the Portfolio entered into equity futures contracts and total return swaps to enhance total return, to manage certain investment risks and/or as a substitute for the purchase of securities.

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts to enhance total return, to seek to hedge against fluctuations in currency exchange rates and/or as a substitute for the purchase or sale of securities or currencies.

At July 31, 2021, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

At July 31, 2021, the value of the Portfolio’s investment in affiliated funds was $4,728,178, which represents 2.6% of the Portfolio’s net assets. Transactions in affiliated funds by the Portfolio for the fiscal year to date ended July 31, 2021 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	$	15,684,838	$	80,868,865	$	(91,825,857	)	$	332	$	—	$	4,728,178	$	7,304		4,728,178

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 July 31, 2021, the hierarchy of inputs used in valuing the Portfolio’s investments and open derivative instruments, which are carried at value, were as follows:


Asset Description	Level 1			Level 2			Level 3		Total
Common Stocks
Asia/Pacific	$	2,838,448		$	82,514,369		$	—	$	85,352,817
Emerging Europe		—			56,039,156			—		56,039,156
Middle East/Africa		5,339,572			21,792,477			—		27,132,049
Total Common Stocks	$	8,178,020		$	160,346,002	*	$	—	$	168,524,022
Short-Term Investments —
Affiliated Fund	$	—		$	4,728,178		$	—	$	4,728,178
U.S. Treasury Obligations		—			1,499,997			—		1,499,997
Total Investments	$	8,178,020		$	166,574,177		$	—	$	174,752,197
Forward Foreign Currency Exchange Contracts	$	—		$	5,785		$	—	$	5,785
Futures Contracts		—			33,390			—		33,390
Total	$	8,178,020		$	166,613,352		$	—	$	174,791,372

Liability Description
Forward Foreign Currency Exchange Contracts	$	—		$	(281,092	)	$	—	$	(281,092	)
Futures Contracts		(576,091	)		—			—		(576,091	)
Total	$	(576,091	)	$	(281,092	)	$	—	$	(857,183	)

*	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 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.