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Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments (Unaudited)
Common Stocks — 99.5% |
Security | Shares | Value | |
Australia — 8.4% | |||
Abacus Group(1) | 53,600 | $ 32,641 | |
Altium, Ltd. | 14,800 | 373,308 | |
APA Group | 220,500 | 1,155,848 | |
ASX, Ltd.(1) | 7,100 | 253,666 | |
Atlas Arteria, Ltd. | 59,800 | 202,161 | |
Aurizon Holdings, Ltd. | 93,148 | 202,887 | |
Austal, Ltd.(1) | 72,300 | 78,071 | |
Bapcor, Ltd.(1) | 64,365 | 219,089 | |
BHP Group, Ltd. | 57,444 | 1,626,094 | |
Brambles, Ltd. | 73,365 | 612,286 | |
BWP Trust(1) | 104,754 | 216,633 | |
carsales.com, Ltd. | 57,700 | 1,017,093 | |
Centuria Office REIT(1) | 67,500 | 46,995 | |
Charter Hall Long Wale REIT | 113,300 | 217,665 | |
Charter Hall Retail REIT | 75,300 | 146,318 | |
Codan, Ltd.(1) | 59,350 | 294,373 | |
Coles Group, Ltd. | 92,900 | 901,658 | |
Commonwealth Bank of Australia | 11,100 | 682,826 | |
Computershare, Ltd. | 64,700 | 1,021,092 | |
CSL, Ltd. | 21,410 | 3,164,229 | |
CSR, Ltd. | 49,000 | 175,086 | |
Data#3, Ltd. | 63,600 | 274,162 | |
Dexus(1) | 66,800 | 275,896 | |
Elders, Ltd.(1) | 17,500 | 66,036 | |
Endeavour Group, Ltd.(1) | 77,400 | 243,148 | |
EVT, Ltd.(1) | 13,400 | 88,851 | |
G8 Education, Ltd.(1) | 155,500 | 93,971 | |
GrainCorp, Ltd., Class A | 19,300 | 85,299 | |
Hansen Technologies, Ltd. | 66,850 | 220,752 | |
HomeCo Daily Needs REIT(1)(2) | 250,400 | 170,757 | |
Incitec Pivot, Ltd. | 148,000 | 258,361 | |
Infomedia, Ltd.(1) | 61,241 | 55,718 | |
InvoCare, Ltd. | 46,200 | 371,809 | |
IRESS, Ltd.(1) | 53,584 | 170,865 | |
Lendlease Corp., Ltd.(1) | 44,678 | 176,947 | |
Lottery Corp. Ltd. | 183,800 | 530,551 | |
Medibank Private, Ltd. | 101,100 | 220,628 | |
Mirvac Group | 244,300 | 283,450 | |
National Australia Bank, Ltd. | 41,800 | 748,815 | |
National Storage REIT | 205,400 | 261,882 | |
New Hope Corp., Ltd. | 55,500 | 204,245 | |
Newmont Corp. CDI(3) | 9,320 | 357,152 | |
NEXTDC, Ltd.(1)(3) | 81,700 | 613,474 | |
nib holdings, Ltd. | 37,000 | 170,519 |
Security | Shares | Value | |
Australia (continued) | |||
Orica, Ltd. | 29,599 | $ 276,571 | |
Origin Energy, Ltd. | 188,900 | 1,095,781 | |
Orora, Ltd. | 116,205 | 182,108 | |
QBE Insurance Group, Ltd. | 32,600 | 323,265 | |
Region RE, Ltd.(1) | 118,852 | 148,612 | |
Ridley Corp., Ltd. | 55,600 | 78,124 | |
Rio Tinto, Ltd. | 6,100 | 455,658 | |
Santos, Ltd. | 164,900 | 804,622 | |
Scentre Group | 281,400 | 435,942 | |
Steadfast Group, Ltd. | 57,200 | 196,696 | |
Stockland | 139,200 | 314,166 | |
Suncorp Group, Ltd. | 13,000 | 110,651 | |
Tabcorp Holdings, Ltd. | 537,100 | 265,021 | |
Technology One, Ltd. | 50,588 | 469,143 | |
Telstra Group, Ltd. | 637,373 | 1,545,551 | |
TPG Telecom, Ltd.(1) | 189,263 | 624,317 | |
Transurban Group | 156,841 | 1,180,776 | |
Vicinity, Ltd. | 280,500 | 303,818 | |
Viva Energy Group, Ltd.(4) | 103,423 | 186,236 | |
Waypoint REIT, Ltd. | 90,348 | 122,018 | |
Weebit Nano, Ltd.(1)(3) | 52,100 | 109,896 | |
Wesfarmers, Ltd. | 53,285 | 1,714,382 | |
Westpac Banking Corp. | 43,700 | 573,858 | |
Whitehaven Coal, Ltd. | 51,161 | 240,983 | |
Woodside Energy Group, Ltd. | 78,689 | 1,713,830 | |
Woolworths Group, Ltd. | 82,196 | 1,839,938 | |
Yancoal Australia, Ltd.(1) | 46,200 | 141,868 | |
$ 34,037,138 | |||
Austria — 1.1% | |||
ANDRITZ AG | 10,066 | $ 463,329 | |
AT&S Austria Technologie & Systemtechnik AG | 7,100 | 178,253 | |
BAWAG Group AG(4) | 2,540 | 113,132 | |
CA Immobilien Anlagen AG | 17,081 | 577,563 | |
Erste Group Bank AG | 10,387 | 371,951 | |
Eurotelesites AG(3) | 11,810 | 39,738 | |
Kontron AG | 15,800 | 318,471 | |
Mayr-Melnhof Karton AG | 1,059 | 124,590 | |
OMV AG | 11,017 | 483,186 | |
PIERER Mobility AG | 3,400 | 194,666 | |
Rhi Magnesita NV | 4,792 | 149,580 | |
Schoeller-Bleckmann Oilfield Equipment AG | 1,500 | 75,800 | |
Strabag SE(3) | 1,704 | 67,162 | |
Telekom Austria AG | 47,242 | 329,882 | |
UNIQA Insurance Group AG | 10,300 | 83,166 |
1
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Austria (continued) | |||
Verbund AG | 6,487 | $ 563,634 | |
voestalpine AG | 9,846 | 245,864 | |
$ 4,379,967 | |||
Belgium — 2.1% | |||
Ackermans & van Haaren NV | 5,910 | $ 877,357 | |
Aedifica S.A. | 5,279 | 287,999 | |
Ageas S.A./NV | 9,300 | 357,239 | |
Anheuser-Busch InBev S.A./NV | 17,144 | 975,460 | |
Barco NV | 10,606 | 162,843 | |
Care Property Invest NV(1) | 5,528 | 68,314 | |
Cofinimmo S.A.(1) | 3,041 | 189,106 | |
Colruyt Group NV | 1,550 | 64,147 | |
D'Ieteren Group(1) | 4,359 | 647,489 | |
Econocom Group S.A./NV | 65,622 | 161,004 | |
Elia Group S.A./NV(1) | 7,250 | 688,431 | |
Euronav NV | 35,460 | 634,748 | |
EVS Broadcast Equipment S.A. | 8,119 | 228,792 | |
Gimv NV | 1,766 | 68,290 | |
Intervest Offices & Warehouses NV | 3,632 | 77,117 | |
KBC Group NV | 8,974 | 493,883 | |
Materialise NV ADR(3) | 20,300 | 111,650 | |
Montea NV | 2,517 | 177,896 | |
Proximus SADP | 65,274 | 541,025 | |
Solvay S.A.(1) | 5,500 | 581,436 | |
UCB S.A.(1) | 7,912 | 578,684 | |
Umicore S.A. | 15,100 | 359,272 | |
Xior Student Housing NV(2) | 4,621 | 132,960 | |
$ 8,465,142 | |||
Denmark — 4.3% | |||
AP Moller - Maersk A/S, Class A | 200 | $ 326,552 | |
AP Moller - Maersk A/S, Class B | 360 | 599,843 | |
Better Collective A/S(3) | 4,800 | 116,000 | |
Carlsberg A/S, Class B | 15,409 | 1,836,339 | |
Chr. Hansen Holding A/S | 13,589 | 927,309 | |
D/S Norden A/S | 3,400 | 193,176 | |
Danske Bank A/S | 60,500 | 1,419,252 | |
FLSmidth & Co. A/S | 4,700 | 176,264 | |
H Lundbeck A/S | 40,500 | 211,695 | |
ISS A/S | 18,500 | 267,741 | |
Matas A/S | 10,900 | 141,919 | |
Novo Nordisk A/S, Class B | 43,808 | 4,226,430 | |
Novozymes A/S, Class B | 27,100 | 1,217,954 | |
Orsted A/S(4) | 25,773 | 1,245,328 | |
Pandora A/S | 13,465 | 1,527,207 |
Security | Shares | Value | |
Denmark (continued) | |||
Per Aarsleff Holding A/S | 2,300 | $ 100,603 | |
Scandinavian Tobacco Group A/S, Class A(4) | 28,050 | 416,499 | |
Topdanmark A/S | 9,927 | 444,969 | |
TORM PLC, Class A | 4,716 | 143,924 | |
Tryg A/S | 41,420 | 808,831 | |
Vestas Wind Systems A/S(3) | 43,400 | 940,685 | |
$ 17,288,520 | |||
Finland — 2.2% | |||
Citycon Oyj(3) | 9,400 | $ 49,721 | |
Elisa Oyj | 19,097 | 810,197 | |
Fortum Oyj | 65,206 | 774,219 | |
Kempower Oyj(1)(3) | 5,800 | 181,856 | |
Kesko Oyj, Class B | 49,456 | 836,375 | |
Kojamo Oyj(1) | 33,700 | 287,893 | |
Kone Oyj, Class B | 14,714 | 637,166 | |
Neste Oyj | 25,935 | 871,621 | |
Nokia Oyj | 205,027 | 682,879 | |
Nordea Bank Abp | 79,729 | 839,723 | |
Orion Oyj, Class B | 22,213 | 883,756 | |
TietoEVRY Oyj | 4,494 | 94,282 | |
Tokmanni Group Corp. | 55,410 | 748,234 | |
UPM-Kymmene Oyj | 29,060 | 978,622 | |
YIT Oyj(1) | 23,700 | 42,173 | |
$ 8,718,717 | |||
France — 8.4% | |||
Air Liquide S.A. | 20,563 | $ 3,523,515 | |
Airbus SE | 6,000 | 804,457 | |
Altarea SCA(1) | 1,700 | 121,038 | |
AXA S.A. | 40,300 | 1,194,106 | |
BNP Paribas S.A. | 24,000 | 1,380,096 | |
Bollore SE | 123,500 | 674,192 | |
Bouygues S.A. | 7,300 | 256,807 | |
Bureau Veritas S.A. | 5,818 | 132,521 | |
Capgemini SE | 9,900 | 1,749,615 | |
Carmila S.A. | 12,300 | 172,352 | |
Carrefour S.A. | 18,800 | 329,591 | |
Cie Generale des Etablissements Michelin SCA | 15,760 | 468,205 | |
Coface S.A. | 9,300 | 112,207 | |
Danone S.A. | 26,918 | 1,601,364 | |
Dassault Aviation S.A. | 500 | 99,395 | |
Dassault Systemes SE | 13,700 | 564,349 | |
Edenred SE | 4,550 | 242,203 | |
Eiffage S.A. | 1,470 | 133,403 | |
Engie S.A. | 166,000 | 2,640,211 |
2
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
France (continued) | |||
Eutelsat Communications S.A.(1) | 65,600 | $ 280,130 | |
Gecina S.A. | 5,134 | 504,112 | |
Getlink SE | 15,500 | 250,305 | |
ICADE(1) | 5,100 | 166,644 | |
Klepierre S.A. | 17,239 | 418,628 | |
La Francaise des Jeux SAEM(4) | 3,700 | 119,351 | |
L'Oreal S.A. | 1,000 | 420,330 | |
LVMH Moet Hennessy Louis Vuitton SE | 3,070 | 2,197,906 | |
Mercialys S.A. | 6,500 | 55,369 | |
Nexity S.A.(1) | 8,700 | 121,560 | |
Orange S.A. | 145,400 | 1,710,201 | |
Pernod Ricard S.A. | 5,500 | 976,670 | |
Quadient S.A. | 11,000 | 229,980 | |
Rubis SCA | 26,200 | 570,441 | |
Safran S.A. | 3,372 | 526,772 | |
Sanofi S.A. | 31,904 | 2,897,082 | |
SCOR SE | 10,867 | 324,428 | |
SEB S.A. | 1,980 | 195,795 | |
SES-imagotag S.A.(1)(3) | 2,200 | 220,262 | |
Sopra Steria Group SACA | 3,000 | 538,609 | |
SPIE S.A. | 3,975 | 104,533 | |
Thales S.A. | 2,200 | 324,671 | |
TotalEnergies SE | 50,115 | 3,350,563 | |
Vinci S.A. | 6,130 | 677,821 | |
Vivendi SE | 77,095 | 691,349 | |
Voltalia S.A.(1)(3) | 12,800 | 107,044 | |
$ 34,180,183 | |||
Germany — 8.6% | |||
Allianz SE | 6,180 | $ 1,447,619 | |
BASF SE | 37,381 | 1,727,269 | |
Bayer AG | 26,900 | 1,162,310 | |
Bayerische Motoren Werke AG | 8,820 | 820,298 | |
Bayerische Motoren Werke AG, PFC Shares | 4,529 | 385,099 | |
Brenntag SE | 4,300 | 319,755 | |
Cropenergies AG | 5,200 | 44,774 | |
Daimler Truck Holding AG | 9,600 | 301,634 | |
Deutsche Boerse AG | 3,740 | 615,591 | |
Deutsche Lufthansa AG(3) | 20,168 | 141,417 | |
Deutsche Telekom AG | 152,395 | 3,307,530 | |
Deutsche Wohnen SE | 26,930 | 579,489 | |
E.ON SE | 312,500 | 3,718,163 | |
Evonik Industries AG | 20,600 | 379,140 | |
Fielmann Group AG | 2,817 | 121,339 | |
Fraport AG Frankfurt Airport Services Worldwide(3) | 2,100 | 104,369 | |
Fresenius Medical Care AG & Co. KGaA | 11,665 | 387,583 |
Security | Shares | Value | |
Germany (continued) | |||
Fresenius SE & Co. KGaA | 18,300 | $ 470,736 | |
FUCHS PETROLUB SE | 3,686 | 123,791 | |
FUCHS PETROLUB SE, PFC Shares | 9,300 | 377,720 | |
Gea Group AG | 5,400 | 184,682 | |
Gerresheimer AG | 4,300 | 401,075 | |
Hamborner REIT AG | 30,510 | 201,859 | |
Hannover Rueck SE | 1,800 | 397,464 | |
Henkel AG & Co. KGaA | 10,296 | 650,711 | |
Henkel AG & Co. KGaA, PFC Shares | 33,275 | 2,400,295 | |
HOCHTIEF AG | 2,267 | 234,843 | |
K+S AG | 18,200 | 305,964 | |
Knorr-Bremse AG | 3,291 | 183,817 | |
Mercedes-Benz Group AG | 19,000 | 1,117,851 | |
MTU Aero Engines AG | 1,265 | 237,765 | |
Muenchener Rueckversicherungs-Gesellschaft AG | 2,369 | 950,699 | |
QIAGEN NV(3) | 10,308 | 384,160 | |
Rheinmetall AG | 950 | 272,739 | |
SAP SE | 27,652 | 3,709,027 | |
Siemens AG | 11,040 | 1,464,995 | |
Suedzucker AG | 40,318 | 610,771 | |
Symrise AG, Class A | 7,500 | 766,420 | |
Talanx AG | 4,300 | 270,983 | |
Telefonica Deutschland Holding AG | 194,047 | 329,894 | |
VERBIO Vereinigte BioEnergie AG(1) | 2,600 | 87,987 | |
Vitesco Technologies Group AG(3) | 1,500 | 146,709 | |
Volkswagen AG, PFC Shares | 6,000 | 636,304 | |
Vonovia SE | 105,550 | 2,429,981 | |
$ 34,912,621 | |||
Hong Kong — 4.3% | |||
AIA Group, Ltd. | 222,600 | $ 1,933,015 | |
ASMPT, Ltd. | 58,900 | 498,856 | |
Bank of East Asia, Ltd. (The) | 206,400 | 245,127 | |
Beijing Tong Ren Tang Chinese Medicine Co., Ltd. | 109,000 | 163,716 | |
BOC Hong Kong Holdings, Ltd. | 108,500 | 286,933 | |
Budweiser Brewing Co. APAC, Ltd.(4) | 459,500 | 873,209 | |
Cafe de Coral Holdings, Ltd. | 84,000 | 105,797 | |
China Tobacco International HK Co., Ltd.(1)(2) | 93,000 | 120,387 | |
China Traditional Chinese Medicine Holdings Co., Ltd. | 986,000 | 485,847 | |
Chow Sang Sang Holdings International, Ltd. | 101,000 | 116,102 | |
Chow Tai Fook Jewellery Group, Ltd. | 378,600 | 534,630 | |
CK Asset Holdings, Ltd. | 114,500 | 572,308 | |
CK Hutchison Holdings, Ltd. | 203,500 | 1,030,175 | |
CLP Holdings, Ltd. | 172,000 | 1,258,830 | |
C-Mer Eye Care Holdings, Ltd.(2)(3) | 190,000 | 92,856 | |
DFI Retail Group Holdings, Ltd.(1) | 67,300 | 143,552 |
3
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Hong Kong (continued) | |||
Fortune REIT | 129,000 | $ 72,174 | |
Galaxy Entertainment Group, Ltd. | 215,000 | 1,208,615 | |
Hang Lung Properties, Ltd. | 245,000 | 322,042 | |
Hang Seng Bank, Ltd. | 29,100 | 332,703 | |
HK Electric Investments & HK Electric Investments, Ltd.(2) | 726,500 | 403,015 | |
HKT Trust and HKT, Ltd. | 1,274,000 | 1,319,590 | |
Hongkong Land Holdings, Ltd. | 105,600 | 334,934 | |
Hutchison Telecommunications Hong Kong Holdings, Ltd. | 424,000 | 56,959 | |
Jardine Matheson Holdings, Ltd. | 17,500 | 709,119 | |
Luk Fook Holdings International, Ltd. | 76,000 | 188,540 | |
MTR Corp., Ltd. | 167,000 | 624,277 | |
NWS Holdings, Ltd. | 210,000 | 248,480 | |
Pacific Textiles Holdings, Ltd. | 244,000 | 46,496 | |
PAX Global Technology, Ltd. | 102,000 | 70,406 | |
Power Assets Holdings, Ltd. | 186,500 | 891,624 | |
Shangri-La Asia, Ltd.(3) | 200,000 | 127,595 | |
Sino Land Co., Ltd. | 332,000 | 331,445 | |
Sun Hung Kai Properties, Ltd. | 63,500 | 652,062 | |
Superb Summit International Group, Ltd.(1)(3)(5) | 230,000 | 0 | |
Viva Goods Company, Ltd.(3) | 808,000 | 106,389 | |
VSTECS Holdings, Ltd. | 514,000 | 259,904 | |
VTech Holdings, Ltd. | 55,200 | 321,199 | |
Wharf Holdings, Ltd. | 94,000 | 238,520 | |
$ 17,327,428 | |||
Ireland — 2.1% | |||
Bank of Ireland Group PLC | 150,265 | $ 1,346,632 | |
CRH PLC | 27,002 | 1,449,112 | |
DCC PLC | 20,949 | 1,163,801 | |
Fineos Corp. Holdings PLC CDI(3) | 41,347 | 43,535 | |
Flutter Entertainment PLC(3) | 8,503 | 1,335,458 | |
Glanbia PLC | 6,635 | 104,495 | |
Glenveagh Properties PLC(3)(4) | 77,242 | 74,563 | |
ICON PLC ADR(3) | 5,800 | 1,414,968 | |
Irish Continental Group PLC | 69,445 | 316,843 | |
Irish Residential Properties REIT PLC(1) | 146,474 | 141,082 | |
Kerry Group PLC, Class A | 15,418 | 1,190,945 | |
Uniphar PLC(1) | 20,481 | 45,345 | |
$ 8,626,779 | |||
Israel — 2.2% | |||
Airport City, Ltd.(3) | 10,800 | $ 142,217 | |
Amot Investments, Ltd. | 23,381 | 97,916 | |
Ashdod Refinery, Ltd.(3) | 4,800 | 94,254 | |
AudioCodes, Ltd. | 3,200 | 25,152 | |
Azrieli Group, Ltd. | 3,567 | 153,585 |
Security | Shares | Value | |
Israel (continued) | |||
Bank Hapoalim B.M. | 37,287 | $ 266,712 | |
Bank Leumi Le-Israel B.M. | 64,651 | 416,412 | |
Bezeq The Israeli Telecommunication Corp., Ltd. | 579,912 | 713,580 | |
Big Shopping Centers, Ltd.(3) | 1,100 | 77,101 | |
Check Point Software Technologies, Ltd.(3) | 2,700 | 362,475 | |
Danel Adir Yeoshua, Ltd. | 1,100 | 78,975 | |
Delek Automotive Systems, Ltd. | 12,000 | 55,472 | |
Delek Group, Ltd. | 2,340 | 256,006 | |
Delta Galil, Ltd. | 2,040 | 64,554 | |
Elbit Systems, Ltd. | 1,526 | 283,838 | |
Electra, Ltd. | 365 | 115,631 | |
Enlight Renewable Energy, Ltd.(3) | 41,890 | 564,410 | |
Fattal Holdings 1998, Ltd.(3) | 2,400 | 198,548 | |
Fiverr International, Ltd.(1)(3) | 2,000 | 42,340 | |
Fox Wizel, Ltd. | 3,200 | 181,693 | |
ICL Group, Ltd. | 141,423 | 687,864 | |
Inrom Construction Industries, Ltd. | 28,109 | 66,775 | |
Israel Corp., Ltd.(3) | 900 | 194,262 | |
Maytronics, Ltd. | 32,900 | 306,072 | |
Melisron, Ltd. | 4,150 | 224,944 | |
Nice, Ltd.(3) | 1,294 | 198,365 | |
Nova, Ltd.(3) | 1,300 | 124,484 | |
Oil Refineries, Ltd. | 912,196 | 250,286 | |
OPC Energy, Ltd.(3) | 50,450 | 273,628 | |
Partner Communications Co., Ltd.(3) | 56,700 | 205,959 | |
Plus500, Ltd. | 10,900 | 186,985 | |
Reit 1, Ltd. | 25,218 | 91,203 | |
Shapir Engineering and Industry, Ltd. | 14,000 | 75,031 | |
Shufersal, Ltd.(3) | 87,253 | 368,349 | |
Strauss Group, Ltd.(3) | 13,500 | 250,126 | |
Tadiran Group, Ltd. | 700 | 36,076 | |
Taro Pharmaceutical Industries, Ltd.(3) | 2,100 | 71,316 | |
Teva Pharmaceutical Industries, Ltd. ADR(3) | 92,400 | 792,792 | |
Tower Semiconductor, Ltd.(3) | 4,400 | 102,186 | |
ZIM Integrated Shipping Services, Ltd. | 13,100 | 101,394 | |
$ 8,798,968 | |||
Italy — 4.3% | |||
Assicurazioni Generali SpA | 22,600 | $ 448,918 | |
Banca Popolare di Sondrio SpA | 25,800 | 140,771 | |
BFF Bank SpA(4) | 14,600 | 140,363 | |
Bio-On SpA(1)(3)(5) | 12,900 | 0 | |
BPER Banca SpA | 32,400 | 105,434 | |
Buzzi Unicem SpA | 20,800 | 550,767 | |
Davide Campari-Milano NV | 92,534 | 1,022,849 | |
De'Longhi SpA | 2,450 | 54,819 |
4
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Italy (continued) | |||
DiaSorin SpA | 7,620 | $ 682,922 | |
Enav SpA(4) | 76,000 | 253,305 | |
Enel SpA | 218,688 | 1,388,140 | |
Eni SpA | 134,331 | 2,195,998 | |
ERG SpA | 4,200 | 103,197 | |
Ferrari NV | 3,110 | 941,409 | |
Fila SpA | 5,500 | 41,297 | |
Fincantieri SpA(1)(3) | 128,000 | 68,250 | |
GVS SpA(1)(3)(4) | 23,883 | 107,054 | |
Infrastrutture Wireless Italiane SpA(4) | 69,278 | 758,582 | |
Italgas SpA | 24,300 | 123,488 | |
Juventus Football Club SpA(1)(3) | 771,785 | 206,521 | |
Leonardo SpA | 41,100 | 621,123 | |
Mediobanca Banca di Credito Finanziario SpA | 11,600 | 138,567 | |
MFE-MediaForEurope NV, Class B(1) | 51,543 | 136,776 | |
Poste Italiane SpA(4) | 16,700 | 165,334 | |
Prada SpA | 44,500 | 268,070 | |
Prysmian SpA | 21,430 | 802,489 | |
RAI Way SpA(4) | 46,700 | 232,036 | |
Recordati Industria Chimica e Farmaceutica SpA | 21,247 | 982,767 | |
Snam SpA | 62,700 | 287,513 | |
Stellantis NV | 45,500 | 850,047 | |
STMicroelectronics NV | 45,900 | 1,749,724 | |
Technogym SpA(4) | 16,800 | 126,467 | |
Terna - Rete Elettrica Nazionale | 36,600 | 280,248 | |
UniCredit SpA | 32,400 | 812,256 | |
Unipol Gruppo SpA | 33,400 | 180,947 | |
UnipolSai Assicurazioni SpA(1) | 64,182 | 152,121 | |
Webuild SpA | 166,800 | 300,399 | |
$ 17,420,968 | |||
Japan — 12.9% | |||
Activia Properties, Inc. | 88 | $ 238,083 | |
Aeon Co., Ltd. | 19,900 | 418,688 | |
AEON REIT Investment Corp. | 134 | 127,567 | |
AGC, Inc. | 5,200 | 176,899 | |
Air Water, Inc. | 12,300 | 155,087 | |
Alfresa Holdings Corp.(1) | 13,900 | 220,184 | |
Asahi Kasei Corp. | 35,100 | 215,787 | |
Astellas Pharma, Inc. | 37,200 | 470,575 | |
Azbil Corp. | 3,900 | 115,240 | |
Bandai Namco Holdings, Inc. | 12,600 | 261,053 | |
Bridgestone Corp. | 8,600 | 325,469 | |
Brother Industries, Ltd. | 7,500 | 117,002 | |
Calbee, Inc. | 7,600 | 145,999 | |
Canon, Inc. | 14,100 | 333,334 |
Security | Shares | Value | |
Japan (continued) | |||
Central Japan Railway Co. | 8,500 | $ 191,321 | |
Chiba Bank, Ltd. (The) | 14,600 | 108,749 | |
Comforia Residential REIT, Inc. | 66 | 140,069 | |
Concordia Financial Group, Ltd. | 17,300 | 80,383 | |
Dai Nippon Printing Co., Ltd. | 6,500 | 169,567 | |
Daicel Corp. | 19,800 | 168,373 | |
Daido Steel Co., Ltd. | 2,700 | 105,920 | |
Daiichi Sankyo Co., Ltd. | 37,100 | 956,594 | |
Daiwa House REIT Investment Corp. | 157 | 277,850 | |
Daiwa Office Investment Corp. | 35 | 153,106 | |
DeNA Co., Ltd.(1) | 17,400 | 169,983 | |
Denka Co., Ltd. | 7,700 | 139,089 | |
DIC Corp. | 5,600 | 88,303 | |
Disco Corp. | 1,500 | 264,899 | |
East Japan Railway Co.(1) | 2,800 | 145,424 | |
Eisai Co., Ltd. | 6,000 | 317,870 | |
Electric Power Development Co., Ltd., Class C | 13,500 | 206,964 | |
ENEOS Holdings, Inc. | 184,400 | 683,279 | |
Ezaki Glico Co., Ltd. | 6,000 | 174,403 | |
Fast Retailing Co., Ltd. | 1,400 | 309,955 | |
Frontier Real Estate Investment Corp. | 72 | 215,397 | |
FUJIFILM Holdings Corp. | 4,600 | 251,610 | |
Fujitsu, Ltd. | 2,400 | 310,914 | |
Fukuoka Financial Group, Inc. | 12,200 | 322,491 | |
GLP J-REIT | 270 | 241,827 | |
Hamamatsu Photonics K.K. | 3,600 | 133,715 | |
Hankyu Hanshin Holdings, Inc. | 4,400 | 138,440 | |
Hikari Tsushin, Inc. | 400 | 57,709 | |
Hirose Electric Co., Ltd.(1) | 1,040 | 117,831 | |
Hisamitsu Pharmaceutical Co., Inc. | 4,700 | 149,908 | |
Hokuriku Electric Power Co.(3) | 37,800 | 187,497 | |
Honda Motor Co., Ltd. | 47,100 | 482,717 | |
House Foods Group, Inc. | 7,700 | 162,594 | |
Hulic Reit, Inc. | 127 | 129,552 | |
Idemitsu Kosan Co., Ltd. | 22,200 | 504,053 | |
Isuzu Motors, Ltd. | 14,200 | 158,339 | |
Ito En, Ltd. | 3,200 | 103,985 | |
ITOCHU Corp. | 10,800 | 389,027 | |
Iwatani Corp. | 8,200 | 392,193 | |
Japan Logistics Fund, Inc. | 71 | 131,512 | |
Japan Metropolitan Fund Investment Corporation | 214 | 138,104 | |
Japan Petroleum Exploration Co., Ltd. | 4,700 | 160,935 | |
Japan Post Bank Co., Ltd. | 23,900 | 221,534 | |
Japan Post Holdings Co., Ltd. | 44,800 | 396,534 | |
Japan Post Insurance Co., Ltd. | 9,300 | 179,081 | |
Japan Prime Realty Investment Corp. | 103 | 241,256 |
5
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Japan Real Estate Investment Corp. | 41 | $ 152,287 | |
Japan Tobacco, Inc. | 25,500 | 593,611 | |
Kagome Co., Ltd. | 6,400 | 133,141 | |
Kajima Corp. | 10,500 | 173,538 | |
Kaneka Corp.(1) | 6,400 | 156,619 | |
Kansai Electric Power Co., Inc. | 47,200 | 604,341 | |
Kansai Paint Co., Ltd. | 14,300 | 209,276 | |
Kao Corp. | 9,900 | 361,191 | |
Kawasaki Kisen Kaisha, Ltd. | 5,300 | 181,737 | |
KDDI Corp. | 37,700 | 1,127,785 | |
Keio Corp.(1) | 2,200 | 65,284 | |
Keisei Electric Railway Co., Ltd. | 2,300 | 86,640 | |
Kenedix Office Investment Corp.(1) | 208 | 216,942 | |
Kenedix Residential Next Investment Corp.(3) | 99 | 138,311 | |
Kewpie Corp.(1) | 9,800 | 170,096 | |
Keyence Corp. | 2,000 | 774,237 | |
Kintetsu Group Holdings Co., Ltd.(1) | 2,200 | 61,901 | |
Kirin Holdings Co., Ltd. | 26,000 | 365,386 | |
Kobe Steel, Ltd. | 19,300 | 228,193 | |
Komatsu, Ltd. | 5,800 | 133,263 | |
Kuraray Co., Ltd. | 8,500 | 97,250 | |
Kyocera Corp. | 6,300 | 310,536 | |
Kyowa Kirin Co., Ltd. | 9,500 | 149,001 | |
Kyushu Electric Power Co., Inc.(3) | 52,800 | 337,346 | |
LaSalle Logiport REIT | 165 | 161,819 | |
Lawson, Inc. | 2,400 | 115,983 | |
Lion Corp. | 17,300 | 166,023 | |
Marubeni Corp. | 14,600 | 213,478 | |
Marui Group Co., Ltd.(1) | 6,800 | 107,529 | |
Maruichi Steel Tube, Ltd. | 2,500 | 62,041 | |
MatsukiyoCocokara & Co. | 16,800 | 294,702 | |
Mebuki Financial Group, Inc. | 60,500 | 183,146 | |
Medipal Holdings Corp.(1) | 12,500 | 210,162 | |
MEIJI Holdings Co., Ltd. | 10,600 | 260,908 | |
Mitsubishi Chemical Group Corp. | 50,700 | 286,891 | |
Mitsubishi Corp. | 8,400 | 391,571 | |
Mitsubishi Electric Corp. | 15,600 | 178,878 | |
Mitsubishi Gas Chemical Co., Inc. | 14,200 | 191,925 | |
Mitsubishi HC Capital, Inc. | 33,500 | 220,840 | |
Mitsubishi Heavy Industries, Ltd. | 2,500 | 128,762 | |
Mitsubishi Materials Corp. | 7,200 | 115,701 | |
Mitsui & Co., Ltd. | 10,100 | 367,076 | |
Mitsui Chemicals, Inc. | 8,300 | 209,197 | |
Mitsui Fudosan Co., Ltd. | 33,800 | 732,610 | |
Mitsui OSK Lines, Ltd.(1) | 6,900 | 178,139 | |
Mizuho Financial Group, Inc. | 27,880 | 473,357 |
Security | Shares | Value | |
Japan (continued) | |||
MS&AD Insurance Group Holdings, Inc. | 9,300 | $ 340,757 | |
Murata Manufacturing Co., Ltd. | 26,100 | 447,077 | |
NEC Corp. | 3,600 | 173,342 | |
NH Foods, Ltd. | 5,400 | 162,017 | |
Nichirei Corp. | 7,300 | 158,001 | |
Nihon Kohden Corp. | 5,900 | 139,351 | |
Nintendo Co., Ltd. | 38,100 | 1,574,079 | |
Nippon Accommodations Fund, Inc.(1) | 49 | 197,411 | |
Nippon Building Fund, Inc. | 94 | 377,686 | |
Nippon Express Holdings, Inc. | 1,500 | 77,093 | |
Nippon Kayaku Co., Ltd.(1) | 17,700 | 152,052 | |
Nippon Paper Industries Co., Ltd.(3) | 10,000 | 87,011 | |
Nippon Sanso Holdings Corp. | 5,600 | 141,224 | |
Nippon Shinyaku Co., Ltd.(1) | 4,300 | 174,391 | |
Nippon Shokubai Co., Ltd. | 3,500 | 129,997 | |
Nippon Steel Corp.(1) | 23,300 | 502,554 | |
Nippon Telegraph & Telephone Corp. | 1,070,300 | 1,259,502 | |
Nippon Yusen KK | 7,800 | 190,844 | |
Nisshin Seifun Group, Inc. | 12,500 | 188,547 | |
Nissin Foods Holdings Co., Ltd. | 2,200 | 191,419 | |
Nitori Holdings Co., Ltd. | 2,200 | 238,248 | |
NOF Corp. | 4,300 | 169,639 | |
Nomura Real Estate Holdings, Inc. | 6,900 | 161,157 | |
Nomura Real Estate Master Fund, Inc. | 292 | 322,210 | |
Nomura Research Institute, Ltd. | 6,700 | 175,875 | |
NTT Data Group Corp. | 10,500 | 129,464 | |
Obayashi Corp. | 18,800 | 161,037 | |
Obic Co., Ltd.(1) | 900 | 133,035 | |
Odakyu Electric Railway Co., Ltd. | 5,100 | 72,605 | |
Oji Holdings Corp. | 48,300 | 206,573 | |
Ono Pharmaceutical Co., Ltd. | 17,600 | 303,943 | |
Oracle Corp. Japan | 1,900 | 134,785 | |
Oriental Land Co., Ltd. | 13,000 | 420,490 | |
Orix JREIT, Inc. | 227 | 260,882 | |
Osaka Gas Co., Ltd. | 25,700 | 484,645 | |
Otsuka Corp. | 4,400 | 176,416 | |
Otsuka Holdings Co., Ltd. | 13,800 | 464,314 | |
Pan Pacific International Holdings Corp. | 4,600 | 89,083 | |
Panasonic Holdings Corp. | 23,100 | 202,668 | |
Resona Holdings, Inc. | 44,400 | 237,243 | |
Ricoh Co., Ltd. | 15,500 | 125,629 | |
Rinnai Corp. | 5,100 | 93,684 | |
ROHM Co., Ltd. | 6,400 | 102,541 | |
Rohto Pharmaceutical Co., Ltd. | 8,900 | 207,649 | |
Ryohin Keikaku Co., Ltd. | 9,000 | 126,893 | |
Santen Pharmaceutical Co., Ltd. | 16,700 | 144,848 |
6
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Sapporo Holdings, Ltd. | 4,500 | $ 158,427 | |
Sawai Group Holdings Co., Ltd. | 3,400 | 108,356 | |
SECOM Co., Ltd. | 2,000 | 138,910 | |
Seiko Epson Corp. | 12,300 | 170,763 | |
Sekisui Chemical Co., Ltd. | 11,000 | 150,666 | |
Sekisui House Reit, Inc. | 380 | 200,137 | |
Sekisui House, Ltd. | 8,600 | 168,412 | |
Seven Bank, Ltd.(1) | 101,900 | 201,764 | |
SG Holdings Co., Ltd. | 12,200 | 172,930 | |
Shimadzu Corp. | 4,900 | 115,867 | |
Shimizu Corp. | 15,300 | 108,882 | |
Shionogi & Co., Ltd. | 5,300 | 246,792 | |
Shizuoka Financial Group, Inc. | 10,200 | 86,738 | |
SoftBank Corp. | 110,500 | 1,249,408 | |
Sompo Holdings, Inc. | 7,300 | 316,236 | |
Subaru Corp. | 10,700 | 185,220 | |
Sumco Corp. | 14,200 | 183,495 | |
Sumitomo Chemical Co., Ltd. | 82,600 | 209,950 | |
Sumitomo Corp. | 9,500 | 186,748 | |
Sumitomo Electric Industries, Ltd. | 15,500 | 162,723 | |
Sumitomo Mitsui Financial Group, Inc. | 13,900 | 670,091 | |
Sumitomo Mitsui Trust Holdings, Inc. | 7,200 | 269,977 | |
Suntory Beverage & Food, Ltd. | 8,000 | 240,744 | |
Suzuken Co., Ltd. | 5,100 | 156,212 | |
Suzuki Motor Corp. | 7,400 | 287,209 | |
Taiheiyo Cement Corp. | 9,500 | 162,808 | |
Taisei Corp. | 4,500 | 152,607 | |
Taisho Pharmaceutical Holdings Co., Ltd. | 4,000 | 158,392 | |
Takeda Pharmaceutical Co., Ltd. | 27,500 | 746,480 | |
TEIJIN, Ltd. | 12,200 | 110,423 | |
TIS, Inc. | 8,700 | 186,309 | |
Tobu Railway Co., Ltd. | 3,200 | 77,022 | |
Tohoku Electric Power Co., Inc. | 55,600 | 347,172 | |
Tokai Carbon Co., Ltd. | 18,400 | 141,200 | |
Tokio Marine Holdings, Inc. | 30,200 | 675,641 | |
Tokyo Gas Co., Ltd. | 25,500 | 572,658 | |
Tokyu Corp. | 9,800 | 110,633 | |
TOPPAN Holdings, Inc. | 7,900 | 182,205 | |
Toray Industries, Inc. | 41,100 | 198,835 | |
Tosoh Corp. | 14,900 | 182,439 | |
Toyo Seikan Group Holdings, Ltd. | 11,300 | 189,981 | |
Toyo Suisan Kaisha, Ltd. | 4,500 | 207,589 | |
Toyota Motor Corp. | 82,800 | 1,448,482 | |
Trend Micro, Inc. | 3,900 | 146,970 | |
United Urban Investment Corp. | 262 | 264,140 | |
USS Co., Ltd. | 8,100 | 141,579 |
Security | Shares | Value | |
Japan (continued) | |||
West Japan Railway Co. | 4,600 | $ 175,327 | |
Yakult Honsha Co., Ltd. | 12,800 | 301,631 | |
Yamaguchi Financial Group, Inc.(1) | 32,200 | 295,514 | |
Yamato Holdings Co., Ltd. | 6,600 | 109,930 | |
Yamato Kogyo Co., Ltd. | 3,200 | 153,314 | |
Yamazaki Baking Co., Ltd. | 5,700 | 120,677 | |
Yokogawa Electric Corp. | 10,000 | 181,552 | |
Zeon Corp. | 17,700 | 146,299 | |
$ 52,214,850 | |||
Netherlands — 4.1% | |||
ABN AMRO Bank NV GDR(4) | 28,000 | $ 377,121 | |
Aegon, Ltd.(1) | 67,600 | 328,757 | |
Argenx SE(3) | 700 | 329,267 | |
ASML Holding NV | 4,124 | 2,479,021 | |
ASR Nederland NV | 9,400 | 350,794 | |
Corbion NV | 20,000 | 346,374 | |
Euronext NV(1)(4) | 5,900 | 411,458 | |
Immatics NV(3) | 18,000 | 137,700 | |
JDE Peet's NV(1) | 24,360 | 676,526 | |
Koninklijke Ahold Delhaize NV | 61,972 | 1,835,102 | |
Koninklijke KPN NV | 265,550 | 892,561 | |
Koninklijke Philips NV | 98,466 | 1,873,067 | |
NN Group NV | 15,250 | 489,104 | |
NSI NV | 5,968 | 107,801 | |
Pharming Group NV(3) | 127,000 | 150,165 | |
Prosus NV | 65,329 | 1,831,422 | |
Randstad NV | 6,350 | 328,833 | |
SBM Offshore NV(1) | 23,217 | 289,155 | |
Universal Music Group NV(1) | 57,500 | 1,408,107 | |
Van Lanschot Kempen NV | 2,900 | 77,935 | |
Vastned Retail NV | 7,610 | 152,478 | |
Wolters Kluwer NV(1) | 12,695 | 1,628,844 | |
$ 16,501,592 | |||
New Zealand — 1.0% | |||
a2 Milk Co., Ltd. (The)(1)(3) | 188,464 | $ 459,049 | |
Argosy Property, Ltd. | 225,595 | 139,442 | |
Auckland International Airport, Ltd. | 78,452 | 335,560 | |
Contact Energy, Ltd. | 84,966 | 385,955 | |
EBOS Group, Ltd.(1) | 4,100 | 83,698 | |
Fisher & Paykel Healthcare Corp., Ltd. | 37,651 | 456,692 | |
Goodman Property Trust(1) | 267,638 | 313,467 | |
Heartland Group Holdings, Ltd. | 115,899 | 103,412 | |
Infratil, Ltd. | 45,181 | 258,708 | |
KMD Brands, Ltd.(1) | 208,980 | 101,088 |
7
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
New Zealand (continued) | |||
Meridian Energy, Ltd. | 52,500 | $ 147,859 | |
SKYCITY Entertainment Group, Ltd.(1) | 206,639 | 225,235 | |
Spark New Zealand, Ltd. | 182,931 | 531,070 | |
Vulcan Steel, Ltd.(1) | 20,400 | 92,701 | |
Xero, Ltd.(3) | 9,014 | 616,262 | |
$ 4,250,198 | |||
Norway — 2.1% | |||
Aker ASA, Class A | 3,200 | $ 192,435 | |
ArcticZymes Technologies ASA(1)(3) | 12,002 | 31,305 | |
Atea ASA(3) | 25,789 | 268,335 | |
Austevoll Seafood ASA | 15,900 | 108,670 | |
Borregaard ASA | 27,054 | 367,164 | |
Crayon Group Holding ASA(3)(4) | 23,649 | 136,680 | |
DNB Bank ASA | 48,151 | 868,733 | |
Elkem ASA(4) | 88,300 | 136,679 | |
Elmera Group ASA(4) | 31,479 | 67,237 | |
Entra ASA(4) | 19,883 | 155,399 | |
Equinor ASA | 37,489 | 1,256,751 | |
Europris ASA(4) | 54,174 | 307,049 | |
Gjensidige Forsikring ASA | 15,800 | 236,949 | |
Golden Ocean Group, Ltd. | 22,500 | 166,477 | |
Grieg Seafood ASA | 14,900 | 98,963 | |
Hoegh Autoliners ASA | 18,000 | 145,541 | |
Kitron ASA | 67,100 | 177,230 | |
Kongsberg Gruppen ASA | 10,420 | 425,654 | |
Mowi ASA | 27,800 | 451,740 | |
Nykode Therapeutics ASA(3) | 64,600 | 99,327 | |
Opera, Ltd. ADR(1) | 14,900 | 172,542 | |
Orkla ASA | 61,100 | 421,131 | |
REC Silicon ASA(3) | 93,387 | 121,604 | |
Scatec ASA(4) | 24,917 | 125,919 | |
Schibsted ASA, Class B | 22,734 | 421,842 | |
Telenor ASA | 73,491 | 751,254 | |
Veidekke ASA | 20,997 | 181,167 | |
Yara International ASA | 18,306 | 599,008 | |
$ 8,492,785 | |||
Portugal — 1.1% | |||
Banco Comercial Portugues S.A., Class R(3) | 2,627,753 | $ 806,499 | |
Corticeira Amorim SGPS S.A. | 24,738 | 240,276 | |
CTT-Correios de Portugal S.A. | 79,156 | 301,970 | |
EDP-Energias de Portugal S.A. | 138,695 | 582,865 | |
Galp Energia SGPS S.A. | 49,929 | 751,669 | |
Jeronimo Martins SGPS S.A. | 33,021 | 761,295 | |
Navigator Co. S.A. (The) | 140,308 | 558,544 |
Security | Shares | Value | |
Portugal (continued) | |||
NOS SGPS S.A. | 100,048 | $ 365,736 | |
REN-Redes Energeticas Nacionais SGPS S.A. | 47,100 | 122,622 | |
$ 4,491,476 | |||
Singapore — 4.2% | |||
AEM Holdings, Ltd.(1) | 52,700 | $ 133,217 | |
BW LPG, Ltd.(4) | 21,391 | 302,799 | |
CapitaLand Ascott Trust | 258,525 | 169,981 | |
CapitaLand Integrated Commercial Trust | 325,900 | 418,853 | |
City Developments, Ltd. | 29,900 | 138,013 | |
ComfortDelGro Corp., Ltd. | 138,300 | 133,579 | |
DBS Group Holdings, Ltd. | 52,400 | 1,258,822 | |
ESR-LOGOS REIT | 614,800 | 123,317 | |
Flex, Ltd.(3) | 72,200 | 1,856,984 | |
Frasers Centrepoint Trust | 125,300 | 189,548 | |
Frasers Logistics & Commercial Trust(2) | 288,100 | 218,843 | |
Genting Singapore, Ltd. | 1,510,700 | 949,104 | |
Grab Holdings, Ltd., Class A(3) | 150,800 | 462,956 | |
Haw Par Corp, Ltd. | 16,900 | 118,066 | |
Jardine Cycle & Carriage, Ltd. | 8,600 | 177,158 | |
Keppel Corp., Ltd. | 101,000 | 458,474 | |
Keppel REIT(1) | 302,800 | 175,824 | |
Lendlease Global Commercial REIT | 393,500 | 146,562 | |
Mapletree Industrial Trust | 168,710 | 265,195 | |
NetLink NBN Trust(2) | 282,500 | 171,296 | |
Parkway Life REIT | 33,400 | 81,939 | |
Raffles Medical Group, Ltd. | 240,800 | 209,525 | |
SATS, Ltd.(3) | 98,900 | 177,914 | |
Sea, Ltd. ADR(3) | 25,800 | 1,075,860 | |
Sembcorp Industries, Ltd. | 337,000 | 1,130,603 | |
Sheng Siong Group, Ltd. | 356,700 | 403,849 | |
Singapore Airlines, Ltd.(1) | 99,000 | 442,061 | |
Singapore Exchange, Ltd. | 63,800 | 441,729 | |
Singapore Post, Ltd. | 292,300 | 96,002 | |
Singapore Technologies Engineering, Ltd. | 118,800 | 326,136 | |
Singapore Telecommunications, Ltd.(6) | 493,100 | 856,847 | |
Singapore Telecommunications, Ltd.(6) | 84,700 | 147,291 | |
Suntec Real Estate Investment Trust(1) | 241,900 | 194,393 | |
UMS Holdings, Ltd. | 142,525 | 130,331 | |
United Overseas Bank, Ltd. | 51,600 | 1,017,794 | |
UOL Group, Ltd. | 49,700 | 214,050 | |
Venture Corp., Ltd. | 46,100 | 393,617 | |
Wilmar International, Ltd. | 759,000 | 1,973,236 | |
$ 17,181,768 |
8
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Spain — 4.3% | |||
ACS Actividades de Construccion y Servicios S.A. | 19,640 | $ 710,260 | |
Aena SME S.A.(4) | 5,871 | 851,886 | |
Almirall S.A. | 40,254 | 366,490 | |
Banco de Sabadell S.A. | 103,800 | 129,064 | |
Banco Santander S.A.(1) | 341,173 | 1,254,812 | |
Bankinter S.A.(1) | 35,852 | 226,709 | |
CaixaBank S.A. | 135,566 | 551,149 | |
Cellnex Telecom S.A.(3)(4) | 58,584 | 1,722,141 | |
Cia de Distribucion Integral Logista Holdings S.A. | 14,897 | 365,799 | |
Enagas S.A. | 10,500 | 175,651 | |
Ence Energia y Celulosa S.A.(1) | 110,221 | 329,719 | |
Endesa S.A. | 9,600 | 180,621 | |
Grifols S.A.(3) | 58,531 | 656,794 | |
Iberdrola S.A. | 141,918 | 1,578,415 | |
Indra Sistemas S.A.(1) | 22,400 | 314,522 | |
Industria de Diseno Textil S.A.(1) | 63,325 | 2,185,850 | |
Laboratorios Farmaceuticos Rovi S.A. | 10,300 | 550,835 | |
Mapfre S.A. | 69,417 | 144,299 | |
Merlin Properties Socimi S.A. | 122,600 | 1,022,212 | |
Redeia Corp. S.A. | 20,678 | 322,472 | |
Repsol S.A. | 149,266 | 2,185,575 | |
Sacyr S.A.(1) | 104,254 | 301,042 | |
Telefonica S.A. | 44,641 | 172,432 | |
Tubacex S.A. | 28,949 | 86,137 | |
Vidrala S.A. | 4,922 | 365,828 | |
Viscofan S.A.(1) | 8,168 | 472,159 | |
$ 17,222,873 | |||
Sweden — 4.3% | |||
AcadeMedia AB(4) | 13,600 | $ 56,382 | |
Alfa Laval AB | 4,650 | 150,691 | |
Arjo AB, Class B | 29,560 | 98,861 | |
Assa Abloy AB, Class B | 11,910 | 253,863 | |
Atrium Ljungberg AB, Class B | 7,700 | 118,409 | |
Attendo AB(3)(4) | 51,800 | 164,036 | |
Betsson AB, Class B(3) | 10,576 | 106,440 | |
Bilia AB, Class A | 7,790 | 72,384 | |
Billerud Aktiebolag | 45,811 | 425,611 | |
BioArctic AB, Class B(1)(3)(4) | 4,601 | 92,970 | |
BioGaia AB, Class B | 14,545 | 129,849 | |
Boliden AB | 11,400 | 292,218 | |
BoneSupport Holding AB(3)(4) | 8,100 | 105,418 | |
Calliditas Therapeutics AB, Class B(1)(3) | 13,500 | 112,222 | |
Camurus AB(3) | 4,840 | 145,061 | |
Catena AB(1) | 7,200 | 238,509 | |
Cibus Nordic Real Estate AB | 17,600 | 165,175 |
Security | Shares | Value | |
Sweden (continued) | |||
Dios Fastigheter AB | 19,400 | $ 105,021 | |
Electrolux AB, Class B(3) | 16,000 | 134,643 | |
Elekta AB, Class B | 42,160 | 287,185 | |
Embracer Group AB, Class B(1)(3) | 118,990 | 193,733 | |
Epiroc AB, Class A | 7,626 | 125,636 | |
Epiroc AB, Class B | 7,415 | 102,960 | |
Essity AB, Class B | 85,735 | 1,954,917 | |
Evolution AB(4) | 8,498 | 757,218 | |
Fabege AB(1) | 45,618 | 340,359 | |
Getinge AB, Class B | 22,900 | 412,272 | |
H & M Hennes & Mauritz AB, Class B(1) | 30,800 | 413,788 | |
Hemnet Group AB | 11,500 | 199,740 | |
Hexagon AB, Class B | 74,900 | 610,407 | |
Holmen AB, Class B | 9,816 | 370,454 | |
Hufvudstaden AB, Class A | 17,000 | 181,244 | |
Investor AB, Class A(1) | 8,895 | 161,901 | |
Investor AB, Class B | 18,400 | 337,771 | |
JM AB(1) | 7,000 | 74,701 | |
Kindred Group PLC SDR | 12,900 | 105,610 | |
L E Lundbergforetagen AB, Class B | 4,100 | 167,444 | |
Loomis AB, Class B | 3,200 | 83,127 | |
Millicom International Cellular S.A. SDR(3) | 16,200 | 254,536 | |
Modern Times Group MTG AB, Class B(3) | 20,400 | 163,763 | |
Munters Group AB(4) | 11,400 | 139,179 | |
Mycronic AB(1) | 21,642 | 474,108 | |
Nyfosa AB | 29,973 | 145,047 | |
Oatly Group AB ADR(1)(3) | 95,600 | 46,404 | |
Orron Energy AB(1)(3) | 29,152 | 18,212 | |
Pandox AB, Class B | 17,478 | 172,036 | |
Paradox Interactive AB | 8,600 | 163,579 | |
Saab AB, Class B | 2,757 | 141,631 | |
Sandvik AB | 16,820 | 286,495 | |
Securitas AB, Class B(1) | 12,200 | 97,727 | |
Skandinaviska Enskilda Banken AB, Class A | 40,800 | 455,308 | |
Skanska AB, Class B | 5,700 | 85,579 | |
SKF AB, Class B | 6,500 | 105,381 | |
SkiStar AB(1) | 4,900 | 46,617 | |
Spotify Technology S.A.(3) | 700 | 115,332 | |
Stillfront Group AB(3) | 88,200 | 91,303 | |
Svenska Cellulosa AB SCA, Class B | 59,264 | 813,188 | |
Svenska Handelsbanken AB, Class A | 35,800 | 305,220 | |
Swedbank AB, Class A | 22,300 | 366,240 | |
Swedish Orphan Biovitrum AB(3) | 22,039 | 453,391 | |
Tele2 AB, Class B | 46,720 | 331,789 | |
Telefonaktiebolaget LM Ericsson, Class B | 180,300 | 807,695 | |
Telia Co. AB(1) | 178,000 | 377,350 |
9
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Sweden (continued) | |||
Tethys Oil AB(3) | 12,500 | $ 63,936 | |
Trelleborg AB, Class B | 4,800 | 121,388 | |
Volvo AB, Class A | 4,800 | 96,237 | |
Volvo AB, Class B | 17,650 | 349,738 | |
Wallenstam AB, Class B(1) | 49,600 | 167,760 | |
Wihlborgs Fastigheter AB | 46,944 | 304,293 | |
$ 17,408,692 | |||
Switzerland — 8.9% | |||
ABB, Ltd. | 40,917 | $ 1,374,717 | |
ALSO Holding AG | 1,446 | 368,862 | |
Baloise Holding AG | 3,442 | 494,223 | |
Banque Cantonale Vaudoise(1) | 3,704 | 418,679 | |
BKW AG | 1,702 | 286,120 | |
Cembra Money Bank AG | 4,048 | 279,111 | |
Cie Financiere Richemont S.A., Class A | 28,467 | 3,358,407 | |
Clariant AG | 61,992 | 880,777 | |
DKSH Holding AG | 3,161 | 193,566 | |
DSM-Firmenich AG | 13,608 | 1,233,644 | |
Dufry AG(3) | 6,186 | 216,846 | |
Flughafen Zurich AG | 2,030 | 379,329 | |
Forbo Holding AG | 151 | 166,528 | |
Galenica AG(4) | 4,789 | 361,804 | |
Givaudan S.A. | 602 | 2,003,769 | |
Helvetia Holding AG | 2,514 | 337,967 | |
Holcim AG | 33,487 | 2,070,426 | |
Huber+Suhner AG | 3,060 | 209,550 | |
Intershop Holding AG | 234 | 155,266 | |
Kuehne & Nagel International AG | 2,436 | 656,901 | |
Landis & Gyr Group AG | 4,448 | 330,006 | |
LEM Holding S.A. | 128 | 259,168 | |
Logitech International S.A. | 19,419 | 1,528,496 | |
Meyer Burger Technology AG(1)(3) | 557,106 | 149,255 | |
Nestle S.A. | 44,029 | 4,748,031 | |
Novartis AG | 23,235 | 2,175,250 | |
PSP Swiss Property AG | 5,878 | 723,225 | |
Roche Holding AG PC | 7,927 | 2,042,864 | |
Sandoz Group AG(3) | 5,640 | 146,634 | |
Schindler Holding AG | 1,944 | 378,965 | |
Schindler Holding AG PC | 2,311 | 467,568 | |
SFS Group AG | 1,848 | 184,879 | |
SGS S.A. | 5,275 | 430,813 | |
Stadler Rail AG | 9,144 | 309,380 | |
Swatch Group AG (The) | 6,297 | 304,969 | |
Swatch Group AG (The), Bearer Shares | 2,437 | 623,813 | |
Swiss Life Holding AG | 1,236 | 793,859 |
Security | Shares | Value | |
Switzerland (continued) | |||
Swiss Prime Site AG | 8,728 | $ 811,249 | |
Swiss Re AG | 9,779 | 1,068,481 | |
Swisscom AG | 2,330 | 1,396,110 | |
u-blox Holding AG | 1,652 | 156,264 | |
Valiant Holding AG | 2,200 | 239,869 | |
Zurich Insurance Group AG | 2,789 | 1,324,754 | |
$ 36,040,394 | |||
United Kingdom — 8.6% | |||
Admiral Group PLC | 10,700 | $ 317,926 | |
Airtel Africa PLC(4) | 207,600 | 285,977 | |
Assura PLC | 414,500 | 206,466 | |
AstraZeneca PLC | 17,870 | 2,237,389 | |
Aviva PLC | 74,142 | 359,112 | |
B&M European Value Retail S.A. | 40,600 | 261,372 | |
BAE Systems PLC | 37,633 | 506,027 | |
Balfour Beatty PLC | 28,400 | 107,036 | |
Barratt Developments PLC | 55,100 | 277,880 | |
Berkeley Group Holdings PLC | 4,063 | 199,723 | |
Big Yellow Group PLC | 29,689 | 345,286 | |
British American Tobacco PLC | 25,200 | 752,785 | |
British Land Co. PLC (The) | 118,700 | 430,320 | |
BT Group PLC | 468,200 | 643,038 | |
Bunzl PLC | 9,900 | 353,194 | |
Burberry Group PLC | 10,790 | 222,382 | |
Centamin PLC | 159,300 | 159,662 | |
Compass Group PLC | 36,863 | 929,366 | |
Computacenter PLC | 11,000 | 344,053 | |
Darktrace PLC(3) | 67,700 | 288,892 | |
Derwent London PLC | 17,200 | 382,253 | |
Direct Line Insurance Group PLC(3) | 42,288 | 77,969 | |
Fresnillo PLC | 32,200 | 216,725 | |
Glencore PLC | 237,800 | 1,259,585 | |
Grainger PLC | 69,506 | 192,374 | |
Great Portland Estates PLC | 23,683 | 112,437 | |
GSK PLC | 54,600 | 973,341 | |
Hays PLC | 79,300 | 92,928 | |
Hiscox, Ltd. | 11,000 | 125,601 | |
HSBC Holdings PLC | 144,800 | 1,045,516 | |
IG Group Holdings PLC | 14,640 | 113,732 | |
Imperial Brands PLC | 23,400 | 498,517 | |
Inchcape PLC | 19,600 | 158,906 | |
Informa PLC | 85,000 | 736,480 | |
Intertek Group PLC | 4,100 | 190,952 | |
Johnson Matthey PLC | 19,800 | 359,948 | |
Kingfisher PLC | 103,400 | 264,034 |
10
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
United Kingdom (continued) | |||
Land Securities Group PLC | 77,100 | $ 534,434 | |
London Stock Exchange Group PLC | 5,613 | 566,324 | |
LXi REIT PLC(2) | 234,300 | 244,871 | |
Manchester United PLC, Class A(1)(3) | 17,100 | 306,603 | |
National Grid PLC | 212,516 | 2,533,822 | |
NCC Group PLC | 72,058 | 93,516 | |
Next PLC | 3,900 | 326,985 | |
Pearson PLC | 32,314 | 374,058 | |
Phoenix Group Holdings PLC | 45,800 | 252,994 | |
Primary Health Properties PLC(1) | 276,269 | 301,856 | |
QinetiQ Group PLC | 30,200 | 121,747 | |
Reckitt Benckiser Group PLC | 10,600 | 709,213 | |
RELX PLC | 26,380 | 921,392 | |
Rentokil Initial PLC | 39,000 | 198,607 | |
Rio Tinto PLC | 21,600 | 1,378,090 | |
Rolls-Royce Holdings PLC(3) | 196,000 | 515,916 | |
Sage Group PLC (The) | 85,300 | 1,007,718 | |
Severn Trent PLC | 24,400 | 788,318 | |
Shaftesbury Capital PLC | 186,585 | 236,533 | |
Shell PLC | 97,403 | 3,138,989 | |
Smiths Group PLC | 17,400 | 341,312 | |
Spectris PLC | 11,200 | 423,214 | |
Spirent Communications PLC | 155,600 | 184,355 | |
Standard Chartered PLC | 38,500 | 295,192 | |
Supermarket Income REIT PLC | 214,900 | 189,738 | |
UK Commercial Property REIT, Ltd. | 180,544 | 115,812 | |
Unilever PLC | 25,321 | 1,199,218 | |
Vodafone Group PLC | 1,392,400 | 1,281,757 | |
Whitbread PLC | 6,200 | 251,398 | |
$ 34,863,166 | |||
Total Common Stocks (identified cost $394,335,098) | $402,824,225 |
Warrants — 0.0% |
Security | Shares | Value | |
Webuild SpA, Exp. 8/2/30(1)(3)(5) | 15,093 | $ 0 | |
Total Warrants (identified cost $0) | $ 0 |
Short-Term Investments — 2.1% |
Affiliated Fund — 0.1% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.25%(7) | 408,102 | $ 408,102 | |
Total Affiliated Fund (identified cost $408,102) | $ 408,102 |
Securities Lending Collateral — 2.0% |
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.36%(8) | 8,004,013 | $ 8,004,013 | |
Total Securities Lending Collateral (identified cost $8,004,013) | $ 8,004,013 | ||
Total Short-Term Investments (identified cost $8,412,115) | $ 8,412,115 |
Total Investments — 101.6% (identified cost $402,747,213) | $411,236,340 | ||
Other Assets, Less Liabilities — (1.6)% | $ (6,514,824) | ||
Net Assets — 100.0% | $404,721,516 |
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 October 31, 2023. The aggregate market value of securities on loan at October 31, 2023 was $20,466,435 and the total market value of the collateral received by the Fund was $22,067,441, comprised of cash of $8,004,013 and U.S. government and/or agencies securities of $14,063,428. |
(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 October 31, 2023, the aggregate value of these securities is $1,554,985 or 0.4% of the Fund's net assets. |
(3) | Non-income producing security. |
(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 October 31, 2023, the aggregate value of these securities is $11,368,811 or 2.8% of the Fund's net assets. |
(5) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(6) | Securities are traded on separate exchanges for the same entity. |
(7) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of October 31, 2023. |
11
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
(8) | Represents investment of cash collateral received in connection with securities lending. |
Sector Classification of Portfolio | ||
Sector | Percentage of Net Assets | Value |
Financials | 11.6% | $46,883,924 |
Industrials | 11.4 | 45,991,126 |
Consumer Staples | 10.2 | 41,260,496 |
Consumer Discretionary | 9.9 | 40,143,727 |
Health Care | 9.8 | 39,619,120 |
Materials | 9.4 | 37,901,959 |
Communication Services | 8.9 | 36,174,237 |
Information Technology | 8.5 | 34,426,785 |
Real Estate | 7.3 | 29,592,079 |
Utilities | 7.2 | 29,320,507 |
Energy | 5.3 | 21,510,265 |
Short-Term Investments | 2.1 | 8,412,115 |
Total Investments | 101.6% | $411,236,340 |
Abbreviations: | |
ADR | – American Depositary Receipt |
CDI | – CHESS Depositary Interest |
GDR | – Global Depositary Receipt |
PC | – Participation Certificate |
PFC Shares | – Preference Shares |
SDR | – Swedish Depositary Receipt |
The Fund did not have any
open derivative instruments at October 31, 2023.
Affiliated Investments
At October 31, 2023, the
value of the Fund’s investment in issuers and funds that may be deemed to be affiliated was $408,102, which represents 0.1% of the Fund’s net assets. Transactions in such investments by the Fund for
the fiscal year to date ended October 31, 2023 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 |
Common Stocks | ||||||||
Mitsubishi UFJ Financial Group, Inc. | $1,344,848 | $ — | $(1,313,564) | $517,100 | $(548,384) | $ — | $ — | — |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | 1,199,635 | 40,398,390 | (41,189,923) | — | — | 408,102 | 32,548 | 408,102 |
Total | $517,100 | $(548,384) | $408,102 | $32,548 |
(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.
• | 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.
12
Parametric
International Equity Fund
October 31, 2023
Portfolio of Investments
(Unaudited) — continued
At October 31, 2023, the hierarchy
of inputs used in valuing the Fund's investments, which are carried at fair value, were as follows:
Asset Description | Level 1 | Level 2 | Level 3* | Total |
Common Stocks: | ||||
Asia/Pacific | $ 3,785,593 | $121,225,789 | $0 | $125,011,382 |
Developed Europe | 2,558,733 | 266,455,142 | 0 | 269,013,875 |
Developed Middle East | 1,489,723 | 7,309,245 | — | 8,798,968 |
Total Common Stocks | $ 7,834,049 | $394,990,176** | $0 | $402,824,225 |
Warrants | $ — | $ — | $0 | $ 0 |
Short-Term Investments: | ||||
Affiliated Fund | 408,102 | — | — | 408,102 |
Securities Lending Collateral | 8,004,013 | — | — | 8,004,013 |
Total Investments | $16,246,164 | $394,990,176 | $0 | $411,236,340 |
* | None of the unobservable inputs for Level 3 assets, individually or collectively, had a material impact on the Fund. |
** | 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. |
Level 3 investments at the beginning
and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the fiscal year to date ended October 31, 2023 is not presented.
For information on the Fund's policy
regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.
13