Free signup for more
- Track your favorite companies
- Receive email alerts for new filings
- Personalized dashboard of news and more
- Access all data and search results
Filing tables
Filing exhibits
Eaton Vance Mutual Funds Trust similar filings
- 25 Jul 24 Parametric Dividend Income Fund (May 2024 report)
- 28 Jun 24 Parametric Volatility Risk Premium - Defensive Fund (Apr 2024 report)
- 28 Jun 24 Parametric International Equity Fund (Apr 2024 report)
- 28 Jun 24 Parametric Emerging Markets Fund (Apr 2024 report)
- 24 Jun 24 Eaton Vance Tax-Managed Global Dividend Income Fund (Apr 2024 report)
- 24 Jun 24 Eaton Vance High Income Opportunities Fund (Apr 2024 report)
- 24 Jun 24 Government Opportunities Fund (Apr 2024 report)
Filing view
External links
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments (Unaudited)
Common Stocks — 99.6% |
Security | Shares | Value | |
Argentina — 1.1% | |||
Bioceres Crop Solutions Corp.(1) | 2,400 | $ 28,320 | |
Central Puerto SA ADR(2) | 10,500 | 108,255 | |
Cresud SACIF y A ADR | 4,131 | 39,410 | |
Empresa Distribuidora Y Comercializadora Norte ADR(1) | 2,000 | 34,100 | |
Grupo Financiero Galicia SA ADR(1)(2) | 2,527 | 81,951 | |
IRSA Inversiones y Representaciones SA ADR(1)(2) | 4,453 | 42,303 | |
Loma Negra Cia Industrial Argentina SA ADR | 8,024 | 57,291 | |
MercadoLibre, Inc.(1) | 727 | 1,060,475 | |
Pampa Energia SA ADR(1)(2) | 3,079 | 136,615 | |
Telecom Argentina SA ADR(1)(2) | 6,900 | 53,475 | |
Transportadora de Gas del Sur SA, Class B ADR(1) | 2,413 | 42,421 | |
YPF SA ADR(1) | 21,124 | 463,883 | |
$ 2,148,499 | |||
Bahrain — 0.3% | |||
Al Salam Bank BSC | 651,014 | $ 345,707 | |
GFH Financial Group BSC | 612,932 | 180,134 | |
$ 525,841 | |||
Bangladesh — 0.5% | |||
Bangladesh Export Import Co. Ltd.(3) | 66,933 | $ 50,741 | |
Beximco Pharmaceuticals Ltd. | 125,930 | 136,566 | |
City Bank PLC | 314,253 | 53,498 | |
GrameenPhone Ltd.(3) | 18,840 | 40,481 | |
Heidelberger Cement Bangladesh Ltd. | 18,065 | 37,111 | |
Jamuna Oil Co. Ltd. | 22,841 | 36,333 | |
Olympic Industries Ltd. | 41,067 | 54,398 | |
Pubali Bank PLC | 240,880 | 65,886 | |
Renata PLC | 6,549 | 45,941 | |
Square Pharmaceuticals PLC | 171,709 | 330,072 | |
Summit Power Ltd. | 107,026 | 22,167 | |
Titas Gas Transmission & Distribution Co. Ltd. | 150,108 | 31,290 | |
Unique Hotel & Resorts PLC | 114,627 | 59,519 | |
United Commercial Bank PLC | 706,424 | 68,836 | |
$ 1,032,839 | |||
Botswana — 0.5% | |||
Botswana Insurance Holdings Ltd. | 81,055 | $ 120,150 | |
First National Bank of Botswana Ltd. | 426,849 | 146,506 | |
Letshego Holdings Ltd. | 948,236 | 78,434 | |
Sechaba Breweries Holdings Ltd. | 335,128 | 565,448 | |
$ 910,538 |
Security | Shares | Value | |
Brazil — 4.6% | |||
Adecoagro SA | 10,100 | $ 109,585 | |
Alpargatas SA, PFC Shares(1) | 51,100 | 93,095 | |
Ambev SA | 142,850 | 334,250 | |
Arcos Dorados Holdings, Inc., Class A | 8,100 | 87,318 | |
Arezzo Industria e Comercio SA | 5,800 | 57,993 | |
B3 SA - Brasil Bolsa Balcao | 26,000 | 54,027 | |
Banco Bradesco SA, PFC Shares | 43,292 | 116,722 | |
CCR SA | 26,700 | 63,400 | |
Centrais Eletricas Brasileiras SA, Class B, PFC Shares | 33,600 | 268,924 | |
Cia de Saneamento Basico do Estado de Sao Paulo SABESP | 12,660 | 197,046 | |
Cia Energetica de Minas Gerais, PFC Shares | 54,340 | 102,242 | |
Cia Siderurgica Nacional SA | 27,600 | 73,988 | |
Cielo SA | 91,406 | 98,049 | |
Cogna Educacao SA(1) | 75,636 | 31,609 | |
Cosan SA | 39,700 | 110,860 | |
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 23,700 | 92,653 | |
Embraer SA ADR(1) | 9,248 | 236,286 | |
Eneva SA(1) | 44,400 | 105,857 | |
Engie Brasil Energia SA | 8,250 | 64,982 | |
Equatorial Energia SA | 27,300 | 160,826 | |
Fleury SA | 31,395 | 87,548 | |
Gerdau SA, PFC Shares | 20,034 | 70,450 | |
Grupo Casas Bahia SA(1) | 9,344 | 12,326 | |
Grupo De Moda Soma SA | 36,077 | 42,173 | |
Hapvida Participacoes e Investimentos SA(1)(4) | 495,920 | 352,414 | |
Hypera SA | 36,000 | 204,661 | |
Itau Unibanco Holding SA, PFC Shares | 30,120 | 181,906 | |
Itausa SA, PFC Shares | 58,543 | 107,782 | |
JBS SA | 20,225 | 91,298 | |
Klabin SA, PFC Shares | 103,800 | 91,554 | |
Localiza Rent a Car SA | 20,789 | 196,296 | |
Lojas Renner SA | 41,384 | 122,177 | |
LWSA SA(4) | 73,600 | 65,201 | |
Magazine Luiza SA(1) | 273,300 | 71,580 | |
Marfrig Global Foods SA(1) | 38,855 | 70,712 | |
Multiplan Empreendimentos Imobiliarios SA | 30,700 | 135,332 | |
Natura & Co. Holding SA | 41,000 | 130,992 | |
NU Holdings Ltd., Class A(1) | 11,500 | 124,890 | |
Petroleo Brasileiro SA, PFC Shares | 137,200 | 1,110,262 | |
Prio SA | 7,000 | 64,708 | |
Raia Drogasil SA | 30,972 | 152,576 | |
Rede D'Or Sao Luiz SA(4) | 80,300 | 402,072 | |
Rumo SA(1) | 37,219 | 144,501 | |
Sendas Distribuidora SA(1) | 51,145 | 129,227 | |
StoneCo Ltd., Class A(1) | 4,900 | 76,440 | |
Suzano SA | 10,620 | 119,563 |
1
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Brazil (continued) | |||
Telefonica Brasil SA | 24,100 | $ 219,715 | |
TIM SA | 80,550 | 273,174 | |
TOTVS SA | 43,070 | 228,430 | |
Vale SA | 44,647 | 544,180 | |
Vibra Energia SA | 71,900 | 324,842 | |
WEG SA | 31,104 | 236,907 | |
YDUQS Participacoes SA | 24,300 | 68,277 | |
$ 8,713,878 | |||
Bulgaria — 0.3% | |||
CB First Investment Bank AD(1) | 101,904 | $ 156,692 | |
Chimimport AD(1) | 164,922 | 61,623 | |
MonBat AD | 28,235 | 51,745 | |
Sopharma AD | 61,906 | 203,414 | |
$ 473,474 | |||
Chile — 2.3% | |||
Aguas Andinas SA, Series A | 483,322 | $ 137,941 | |
Banco de Chile | 2,960,094 | 328,368 | |
Banco de Credito e Inversiones SA | 3,443 | 100,419 | |
Banco Santander Chile | 3,218,212 | 145,818 | |
CAP SA(1) | 7,626 | 54,527 | |
Cencosud SA | 133,252 | 228,335 | |
Cia Cervecerias Unidas SA | 16,853 | 103,395 | |
Cia Sud Americana de Vapores SA | 4,277,766 | 333,737 | |
Colbun SA | 624,587 | 80,210 | |
Embotelladora Andina SA, Class B, PFC Shares | 51,948 | 146,908 | |
Empresa Nacional de Telecomunicaciones SA | 24,183 | 83,125 | |
Empresas CMPC SA | 125,616 | 248,079 | |
Empresas COPEC SA | 75,124 | 536,091 | |
Enel Americas SA | 1,632,285 | 153,019 | |
Enel Chile SA | 1,903,814 | 113,033 | |
Falabella SA(1) | 131,123 | 351,009 | |
Parque Arauco SA | 232,299 | 349,640 | |
Quinenco SA | 9,770 | 34,040 | |
Ripley Corp. SA | 484,810 | 108,056 | |
Sociedad Matriz SAAM SA | 1,031,318 | 113,858 | |
Sociedad Quimica y Minera de Chile SA, Series B, PFC Shares | 9,400 | 429,342 | |
SONDA SA | 225,936 | 100,725 | |
Vina Concha y Toro SA | 92,943 | 123,917 | |
$ 4,403,592 | |||
China — 15.7% | |||
3SBio, Inc.(4) | 98,000 | $ 78,337 | |
AAC Technologies Holdings, Inc. | 69,500 | 221,193 |
Security | Shares | Value | |
China (continued) | |||
Aier Eye Hospital Group Co. Ltd., Class A | 24,105 | $ 42,811 | |
Air China Ltd., Class H(1) | 178,000 | 89,242 | |
Alibaba Group Holding Ltd. ADR | 9,600 | 718,560 | |
Aluminum Corp. of China Ltd., Class H | 352,000 | 233,451 | |
Angang Steel Co. Ltd., Class H | 306,400 | 50,452 | |
Anhui Conch Cement Co. Ltd., Class H | 54,500 | 126,443 | |
ANTA Sports Products Ltd. | 15,000 | 169,815 | |
Baidu, Inc. ADR(1) | 3,632 | 375,549 | |
Bank of Beijing Co. Ltd., Class A | 182,760 | 140,684 | |
Bank of China Ltd., Class H | 536,000 | 240,391 | |
Bank of Ningbo Co. Ltd., Class A | 19,850 | 62,675 | |
BeiGene Ltd. ADR(1) | 2,400 | 369,456 | |
Beijing Capital International Airport Co. Ltd., Class H(1) | 308,000 | 98,008 | |
Beijing Enterprises Holdings Ltd. | 39,500 | 126,461 | |
Beijing Enterprises Water Group Ltd. | 290,000 | 73,141 | |
Beijing Originwater Technology Co. Ltd., Class A | 39,363 | 26,561 | |
BOE Technology Group Co. Ltd., Class A | 341,100 | 204,738 | |
BYD Co. Ltd., Class H(2) | 7,654 | 209,816 | |
BYD Electronic International Co. Ltd. | 29,000 | 97,695 | |
Changchun High-Tech Industry Group Co. Ltd., Class A | 6,200 | 96,387 | |
Changjiang Securities Co. Ltd., Class A | 112,200 | 87,594 | |
Chengdu Xingrong Environment Co. Ltd., Class A | 125,700 | 123,837 | |
China Coal Energy Co. Ltd., Class H | 144,000 | 145,057 | |
China Communications Services Corp. Ltd., Class H | 118,000 | 56,410 | |
China Construction Bank Corp., Class H | 530,630 | 343,313 | |
China Everbright Environment Group Ltd. | 234,925 | 95,259 | |
China Gas Holdings Ltd. | 165,400 | 154,869 | |
China Jinmao Holdings Group Ltd. | 352,000 | 29,828 | |
China Life Insurance Co. Ltd., Class H | 92,000 | 121,157 | |
China Longyuan Power Group Corp. Ltd., Class H | 188,000 | 131,700 | |
China Mengniu Dairy Co. Ltd. | 58,000 | 120,146 | |
China Merchants Bank Co. Ltd., Class H | 35,024 | 151,684 | |
China Merchants Port Holdings Co. Ltd. | 42,035 | 55,512 | |
China Merchants Shekou Industrial Zone Holdings Co. Ltd., Class A | 74,674 | 86,995 | |
China National Building Material Co. Ltd., Class H(2) | 166,000 | 64,232 | |
China Northern Rare Earth Group High-Tech Co. Ltd., Class A | 15,200 | 40,393 | |
China Oilfield Services Ltd., Class H | 198,000 | 211,722 | |
China Overseas Land & Investment Ltd. | 115,160 | 211,765 | |
China Petroleum & Chemical Corp., Class H | 1,449,741 | 865,353 | |
China Railway Group Ltd., Class H | 281,000 | 138,662 | |
China Resources Beer Holdings Co. Ltd. | 34,000 | 154,974 | |
China Resources Gas Group Ltd. | 64,000 | 201,150 | |
China Resources Land Ltd. | 86,000 | 309,242 | |
China Resources Medical Holdings Co. Ltd. | 163,000 | 85,866 | |
China Resources Power Holdings Co. Ltd. | 139,600 | 347,165 |
2
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
China (continued) | |||
China Shenhua Energy Co. Ltd., Class H | 213,500 | $ 886,125 | |
China Shineway Pharmaceutical Group Ltd. | 110,000 | 129,740 | |
China Southern Airlines Co. Ltd., Class H(1)(2) | 108,000 | 39,050 | |
China State Construction Engineering Corp. Ltd., Class A | 156,440 | 115,551 | |
China Tourism Group Duty Free Corp. Ltd., Class A | 6,700 | 68,741 | |
China Travel International Investment Hong Kong Ltd.(2) | 714,855 | 114,618 | |
China Vanke Co. Ltd., Class H(2) | 149,577 | 87,725 | |
China Yangtze Power Co. Ltd., Class A | 112,600 | 400,607 | |
CITIC Ltd. | 142,000 | 134,389 | |
CMOC Group Ltd., Class H | 366,000 | 343,385 | |
COSCO SHIPPING Energy Transportation Co. Ltd., Class H(2) | 186,000 | 218,134 | |
COSCO SHIPPING Holdings Co. Ltd., Class H | 198,866 | 257,299 | |
COSCO SHIPPING Ports Ltd.(2) | 110,000 | 67,502 | |
Country Garden Holdings Co. Ltd.(1)(2)(3) | 400,880 | 19,883 | |
Country Garden Services Holdings Co. Ltd.(2) | 56,589 | 37,753 | |
CSPC Pharmaceutical Group Ltd. | 239,760 | 196,875 | |
Daqo New Energy Corp. ADR(1) | 1,900 | 36,480 | |
Dong-E-E-Jiao Co. Ltd., Class A | 16,200 | 153,376 | |
East Money Information Co. Ltd., Class A | 24,751 | 44,397 | |
Focus Media Information Technology Co. Ltd., Class A | 196,344 | 175,744 | |
Ganfeng Lithium Group Co. Ltd., Class A | 14,770 | 71,607 | |
GDS Holdings Ltd. ADR(1)(2) | 9,300 | 75,888 | |
Gemdale Corp., Class A | 80,700 | 44,160 | |
Great Wall Motor Co. Ltd., Class H(2) | 50,000 | 75,557 | |
Guangdong Baolihua New Energy Stock Co. Ltd., Class A | 86,500 | 67,029 | |
Guangdong Investment Ltd. | 186,000 | 97,160 | |
Haier Smart Home Co. Ltd., Class H | 47,553 | 176,137 | |
Han's Laser Technology Industry Group Co. Ltd., Class A | 23,400 | 67,972 | |
Hengan International Group Co. Ltd. | 24,500 | 82,251 | |
Huadian Power International Corp. Ltd., Class H | 240,000 | 131,050 | |
Huadong Medicine Co. Ltd., Class A | 32,753 | 148,776 | |
Huaneng Power International, Inc., Class H(1)(2) | 420,000 | 267,330 | |
Huayu Automotive Systems Co. Ltd., Class A | 53,308 | 121,032 | |
Hubei Energy Group Co. Ltd., Class A | 94,014 | 74,720 | |
Hundsun Technologies, Inc., Class A | 31,491 | 88,964 | |
Iflytek Co. Ltd., Class A | 34,550 | 213,580 | |
Industrial & Commercial Bank of China Ltd., Class H | 495,000 | 265,433 | |
Industrial Bank Co. Ltd., Class A | 25,302 | 58,768 | |
Inner Mongolia BaoTou Steel Union Co. Ltd., Class A(1) | 707,000 | 155,667 | |
Inner Mongolia Yili Industrial Group Co. Ltd., Class A | 53,200 | 209,644 | |
Innovent Biologics, Inc.(1)(4) | 44,000 | 213,002 | |
JD.com, Inc. ADR | 6,406 | 185,069 | |
Jiangsu Expressway Co. Ltd., Class H | 108,000 | 105,917 | |
Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A | 38,761 | 246,130 | |
Jiangsu Yanghe Distillery Co. Ltd., Class A | 11,800 | 154,459 | |
Jiangxi Copper Co. Ltd., Class H | 154,000 | 313,641 |
Security | Shares | Value | |
China (continued) | |||
Jinke Properties Group Co. Ltd., Class A(1) | 130,499 | $ 20,258 | |
KE Holdings, Inc. ADR | 20,700 | 312,984 | |
Kingboard Holdings Ltd. | 87,100 | 191,426 | |
Kingdee International Software Group Co. Ltd.(1) | 99,000 | 104,447 | |
Kingsoft Corp. Ltd. | 32,800 | 106,567 | |
Kunlun Energy Co. Ltd. | 338,000 | 327,650 | |
Kweichow Moutai Co. Ltd., Class A | 2,900 | 679,914 | |
Lee & Man Paper Manufacturing Ltd. | 275,000 | 82,774 | |
Lenovo Group Ltd. | 204,000 | 229,451 | |
Lepu Medical Technology Beijing Co. Ltd., Class A | 33,300 | 67,768 | |
Li Ning Co. Ltd. | 21,208 | 55,520 | |
Longfor Group Holdings Ltd.(2)(4) | 49,500 | 73,317 | |
LONGi Green Energy Technology Co. Ltd., Class A | 63,389 | 158,722 | |
Luxshare Precision Industry Co. Ltd., Class A | 71,034 | 284,724 | |
Luye Pharma Group Ltd.(1)(2)(4) | 249,500 | 87,913 | |
Maanshan Iron & Steel Co. Ltd., Class H | 286,000 | 41,832 | |
Meituan, Class B(1)(4) | 8,073 | 110,233 | |
NARI Technology Co. Ltd., Class A | 59,068 | 191,038 | |
NetEase, Inc. ADR | 3,410 | 318,733 | |
Nine Dragons Paper Holdings Ltd.(1)(2) | 195,000 | 86,152 | |
OFILM Group Co. Ltd., Class A(1) | 65,800 | 79,948 | |
PetroChina Co. Ltd., Class H | 1,306,000 | 1,216,854 | |
Ping An Bank Co. Ltd., Class A | 35,488 | 52,744 | |
Ping An Insurance Group Co. of China Ltd., Class H | 44,000 | 199,411 | |
Poly Developments and Holdings Group Co. Ltd., Class A | 94,900 | 116,434 | |
Poly Property Group Co. Ltd.(2) | 700,000 | 127,743 | |
Power Construction Corp. of China Ltd., Class A | 53,800 | 37,643 | |
SAIC Motor Corp. Ltd., Class A | 55,100 | 112,818 | |
Sanan Optoelectronics Co. Ltd., Class A | 84,900 | 146,290 | |
Shan Xi Hua Yang Group New Energy Co. Ltd., Class A | 81,150 | 105,763 | |
Shandong Gold Mining Co. Ltd., Class A | 50,680 | 200,386 | |
Shandong Weigao Group Medical Polymer Co. Ltd., Class H | 112,000 | 75,953 | |
Shanghai Electric Group Co. Ltd., Class H(1) | 282,000 | 57,363 | |
Shanghai Industrial Holdings Ltd. | 117,000 | 163,348 | |
Shanxi Lu'an Environmental Energy Development Co. Ltd., Class A | 41,000 | 119,542 | |
Shenzhen Inovance Technology Co. Ltd., Class A | 10,400 | 85,285 | |
Shenzhen Investment Ltd. | 674,000 | 85,677 | |
Shenzhen Zhongjin Lingnan Nonfemet Co. Ltd., Class A | 171,300 | 111,474 | |
Siasun Robot & Automation Co. Ltd., Class A(1) | 55,000 | 82,243 | |
Sichuan Chuantou Energy Co. Ltd., Class A | 88,600 | 204,917 | |
Sino Biopharmaceutical Ltd. | 475,500 | 162,478 | |
Sino-Ocean Group Holding Ltd.(1)(2) | 659,000 | 29,957 | |
Sinopec Shanghai Petrochemical Co. Ltd., Class H(1) | 877,000 | 124,219 | |
Sinopharm Group Co. Ltd., Class H | 60,400 | 152,532 | |
Sunny Optical Technology Group Co. Ltd. | 26,700 | 129,167 |
3
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
China (continued) | |||
Tencent Holdings Ltd. | 42,539 | $ 1,866,747 | |
Tingyi (Cayman Islands) Holding Corp. | 56,000 | 61,807 | |
Tongling Nonferrous Metals Group Co. Ltd., Class A | 424,000 | 235,091 | |
Trip.com Group Ltd. ADR(1) | 5,254 | 253,558 | |
Tsingtao Brewery Co. Ltd., Class H | 13,566 | 97,762 | |
Vnet Group, Inc. ADR(1)(2) | 14,100 | 23,829 | |
Wanhua Chemical Group Co. Ltd., Class A | 8,165 | 100,026 | |
Want Want China Holdings Ltd. | 162,920 | 92,922 | |
Weichai Power Co. Ltd., Class H | 102,742 | 209,939 | |
Weimob, Inc.(1)(2)(4) | 219,000 | 38,353 | |
WH Group Ltd.(4) | 248,121 | 180,344 | |
Wuliangye Yibin Co. Ltd., Class A | 15,200 | 314,336 | |
Wuxi Biologics Cayman, Inc.(1)(4) | 90,000 | 155,910 | |
Xiaomi Corp., Class B(1)(4) | 140,000 | 305,190 | |
Xinyi Solar Holdings Ltd. | 170,000 | 116,971 | |
Yangzijiang Financial Holding Ltd. | 326,900 | 75,187 | |
Yangzijiang Shipbuilding Holdings Ltd. | 200,300 | 257,107 | |
Yankuang Energy Group Co. Ltd., Class H(2) | 177,000 | 383,979 | |
Yuan Longping High-tech Agriculture Co. Ltd., Class A(1) | 65,900 | 109,524 | |
Yuexiu Property Co. Ltd. | 128,000 | 76,393 | |
Yunnan Baiyao Group Co. Ltd., Class A | 29,680 | 234,164 | |
Zhaojin Mining Industry Co. Ltd., Class H | 77,500 | 124,808 | |
Zhejiang Dahua Technology Co. Ltd., Class A | 69,550 | 171,723 | |
Zhejiang Expressway Co. Ltd., Class H | 116,000 | 75,844 | |
Zhejiang Huahai Pharmaceutical Co. Ltd., Class A | 41,250 | 95,342 | |
Zhuzhou CRRC Times Electric Co. Ltd., Class H | 32,800 | 117,556 | |
Zijin Mining Group Co. Ltd., Class H | 190,000 | 414,480 | |
ZTE Corp., Class H(1) | 155,303 | 334,732 | |
ZTO Express Cayman, Inc. ADR | 6,900 | 144,831 | |
$ 29,604,135 | |||
Colombia — 0.7% | |||
Bancolombia SA | 13,473 | $ 116,082 | |
Bancolombia SA ADR, PFC Shares | 5,355 | 175,216 | |
Cementos Argos SA | 56,456 | 116,855 | |
Ecopetrol SA | 794,069 | 461,503 | |
Geopark Ltd. | 6,700 | 62,444 | |
Grupo de Inversiones Suramericana SA | 5,521 | 56,012 | |
Interconexion Electrica SA ESP | 54,653 | 252,159 | |
$ 1,240,271 | |||
Croatia — 0.7% | |||
Adris Grupa DD, PFC Shares | 1,293 | $ 83,277 | |
Ericsson Nikola Tesla DD | 432 | 94,420 | |
Hrvatski Telekom DD | 11,170 | 364,505 | |
Koncar-Elektroindustrija DD | 631 | 180,569 |
Security | Shares | Value | |
Croatia (continued) | |||
Podravka Prehrambena Ind DD | 1,328 | $ 222,665 | |
Valamar Riviera DD | 46,918 | 254,175 | |
Zagrebacka Banka DD | 4,751 | 84,894 | |
$ 1,284,505 | |||
Czech Republic — 0.6% | |||
CEZ AS | 18,877 | $ 697,179 | |
Colt CZ Group SE | 3,607 | 99,304 | |
Komercni Banka AS(1) | 7,268 | 267,788 | |
Philip Morris CR AS | 194 | 131,744 | |
$ 1,196,015 | |||
Egypt — 0.5% | |||
Cleopatra Hospital(1) | 330,000 | $ 42,753 | |
Commercial International Bank - Egypt (CIB)(3) | 146,033 | 219,458 | |
Eastern Co. SAE(3) | 199,265 | 91,625 | |
EFG Holding SAE(1)(3) | 79,120 | 24,470 | |
E-Finance for Digital & Financial Investments(3) | 106,000 | 49,871 | |
ElSewedy Electric Co.(3) | 125,156 | 81,225 | |
Fawry for Banking & Payment Technology Services SAE(1) | 217,000 | 25,028 | |
Juhayna Food Industries | 143,563 | 41,612 | |
Oriental Weavers(3) | 271,447 | 99,187 | |
Talaat Moustafa Group(3) | 221,254 | 236,142 | |
Telecom Egypt Co. | 67,509 | 43,601 | |
$ 954,972 | |||
Estonia — 0.5% | |||
Tallink Grupp AS(1) | 813,748 | $ 628,600 | |
TKM Grupp AS | 31,842 | 330,757 | |
$ 959,357 | |||
Ghana — 0.2% | |||
GCB Bank PLC(1) | 830,933 | $ 256,699 | |
Standard Chartered Bank Ghana PLC(1) | 90,500 | 127,180 | |
$ 383,879 | |||
Greece — 1.4% | |||
Aegean Airlines SA(1) | 3,992 | $ 53,559 | |
Alpha Services and Holdings SA(1) | 58,420 | 98,649 | |
Eurobank Ergasias Services and Holdings SA, Class A(1) | 72,622 | 155,356 | |
GEK TERNA SA | 4,483 | 79,876 | |
Hellenic Telecommunications Organization SA | 21,951 | 333,472 | |
JUMBO SA | 9,006 | 280,290 | |
Motor Oil (Hellas) Corinth Refineries SA | 8,687 | 252,045 | |
Mytilineos SA | 5,537 | 224,637 | |
National Bank of Greece SA(1) | 31,588 | 254,211 |
4
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Greece (continued) | |||
OPAP SA | 15,444 | $ 256,935 | |
Public Power Corp. SA(1) | 10,354 | 123,590 | |
Sarantis SA | 6,450 | 81,471 | |
Terna Energy SA | 4,568 | 88,804 | |
Titan Cement International SA | 6,024 | 190,679 | |
Tsakos Energy Navigation Ltd. | 3,420 | 88,168 | |
$ 2,561,742 | |||
Hungary — 0.6% | |||
Magyar Telekom Telecommunications PLC | 43,733 | $ 110,294 | |
MOL Hungarian Oil & Gas PLC | 38,176 | 312,879 | |
OTP Bank Nyrt | 7,428 | 368,174 | |
Richter Gedeon Nyrt | 15,901 | 404,864 | |
$ 1,196,211 | |||
Iceland — 0.6% | |||
Alvotech SA(1) | 11,700 | $ 169,650 | |
Arion Banki Hf.(4) | 94,500 | 95,965 | |
Brim Hf. | 190,700 | 105,294 | |
Eik fasteignafelag Hf. | 387,000 | 26,685 | |
Eimskipafelag Islands Hf. | 8,816 | 20,347 | |
Festi Hf. | 99,900 | 135,775 | |
Hagar Hf. | 135,000 | 71,522 | |
Icelandair Group Hf.(1) | 2,300,000 | 16,530 | |
Islandsbanki Hf. | 57,500 | 42,322 | |
Kvika banki Hf.(1) | 300,000 | 29,825 | |
Marel Hf. | 51,000 | 175,711 | |
Reginn Hf.(1) | 336,000 | 53,521 | |
Reitir fasteignafelag Hf. | 133,900 | 71,509 | |
Sildarvinnslan Hf.(1) | 124,800 | 81,254 | |
Siminn Hf. | 678,565 | 48,093 | |
Syn Hf.(1) | 84,000 | 27,251 | |
$ 1,171,254 | |||
India — 8.1% | |||
ACC Ltd. | 1,578 | $ 47,716 | |
Adani Energy Solutions Ltd.(1) | 3,600 | 45,982 | |
Adani Enterprises Ltd. | 4,154 | 151,679 | |
Adani Ports & Special Economic Zone Ltd. | 11,419 | 180,627 | |
Adani Total Gas Ltd. | 4,200 | 46,848 | |
Apollo Hospitals Enterprise Ltd. | 2,292 | 163,309 | |
Ashok Leyland Ltd. | 43,400 | 99,817 | |
Asian Paints Ltd. | 3,500 | 120,355 | |
Aurobindo Pharma Ltd. | 7,224 | 99,397 | |
Avenue Supermarts Ltd.(1)(4) | 3,000 | 165,583 | |
Axis Bank Ltd. | 5,372 | 74,761 |
Security | Shares | Value | |
India (continued) | |||
Bajaj Auto Ltd. | 1,134 | $ 121,227 | |
Bajaj Finance Ltd. | 1,332 | 110,165 | |
Bajaj Finserv Ltd. | 3,629 | 70,059 | |
Bharat Petroleum Corp. Ltd. | 16,891 | 123,475 | |
Bharti Airtel Ltd. | 59,721 | 946,877 | |
Biocon Ltd. | 20,599 | 73,463 | |
Britannia Industries Ltd.(1) | 2,200 | 125,848 | |
Cipla Ltd. | 9,493 | 158,978 | |
Coal India Ltd. | 25,404 | 137,998 | |
Container Corp. of India Ltd. | 9,400 | 115,263 | |
Crompton Greaves Consumer Electricals Ltd. | 19,469 | 74,227 | |
Cummins India Ltd. | 2,531 | 98,934 | |
Divi's Laboratories Ltd. | 3,350 | 160,349 | |
DLF Ltd. | 20,247 | 215,869 | |
Dr. Reddy's Laboratories Ltd. | 3,717 | 275,654 | |
Eicher Motors Ltd. | 1,260 | 69,641 | |
Embassy Office Parks REIT | 14,200 | 61,290 | |
GAIL (India) Ltd. | 96,708 | 241,588 | |
Godrej Consumer Products Ltd. | 6,175 | 90,819 | |
Godrej Properties Ltd.(1) | 7,400 | 233,746 | |
Grasim Industries Ltd. | 4,143 | 119,374 | |
Gujarat State Petronet Ltd. | 19,482 | 68,719 | |
Havells India Ltd. | 5,343 | 106,477 | |
HCL Technologies Ltd. | 18,017 | 294,130 | |
HDFC Bank Ltd. | 10,704 | 193,796 | |
Hero MotoCorp Ltd. | 3,443 | 187,186 | |
Hindalco Industries Ltd. | 11,944 | 91,802 | |
Hindustan Aeronautics Ltd.(5) | 2,400 | 113,307 | |
Hindustan Unilever Ltd. | 11,071 | 296,119 | |
ICICI Bank Ltd. | 18,720 | 257,908 | |
Indian Hotels Co. Ltd. | 18,900 | 130,408 | |
Indian Oil Corp. Ltd. | 73,810 | 149,139 | |
Indus Towers Ltd.(1) | 52,044 | 220,419 | |
Info Edge India Ltd. | 2,500 | 180,548 | |
Infosys Ltd. | 53,369 | 901,871 | |
Ipca Laboratories Ltd. | 6,080 | 97,690 | |
ITC Ltd. | 34,786 | 181,257 | |
Jio Financial Services Ltd.(1) | 38,074 | 170,884 | |
JSW Steel Ltd. | 14,970 | 158,027 | |
Kotak Mahindra Bank Ltd. | 3,824 | 74,307 | |
Larsen & Toubro Ltd. | 4,500 | 193,310 | |
Lupin Ltd. | 10,226 | 201,607 | |
Mahindra & Mahindra Ltd. | 8,776 | 226,740 | |
Maruti Suzuki India Ltd. | 1,314 | 201,318 | |
Max Healthcare Institute Ltd. | 24,925 | 249,829 | |
Nestle India Ltd. | 5,590 | 167,972 |
5
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
India (continued) | |||
NTPC Ltd. | 93,326 | $ 405,365 | |
Oil & Natural Gas Corp. Ltd. | 63,509 | 214,201 | |
Pidilite Industries Ltd. | 4,300 | 156,839 | |
Power Grid Corp. of India Ltd. | 61,021 | 220,089 | |
Reliance Industries Ltd. | 26,074 | 914,685 | |
Siemens Ltd. | 2,441 | 170,118 | |
SRF Ltd. | 3,200 | 100,387 | |
Sun Pharmaceutical Industries Ltd. | 17,276 | 309,643 | |
Sun TV Network Ltd. | 7,988 | 62,691 | |
Tata Consultancy Services Ltd. | 14,841 | 677,930 | |
Tata Consumer Products Ltd. | 7,384 | 97,710 | |
Tata Motors Ltd. | 12,352 | 148,968 | |
Tata Power Co. Ltd. | 53,099 | 284,811 | |
Tata Steel Ltd. | 67,800 | 133,444 | |
Tech Mahindra Ltd. | 14,661 | 220,674 | |
Titan Co. Ltd. | 4,132 | 177,577 | |
Torrent Pharmaceuticals Ltd. | 2,968 | 93,844 | |
Tube Investments of India Ltd. | 2,406 | 108,143 | |
UltraTech Cement Ltd. | 1,522 | 181,505 | |
UPL Ltd. | 7,038 | 42,651 | |
Vedanta Ltd. | 20,367 | 97,559 | |
Vodafone Idea Ltd.(1) | 388,069 | 60,999 | |
Voltas Ltd. | 6,353 | 112,047 | |
Wipro Ltd. | 21,949 | 120,876 | |
Zee Entertainment Enterprises Ltd.(1) | 44,401 | 77,849 | |
Zydus Lifesciences Ltd. | 11,997 | 137,379 | |
$ 15,263,672 | |||
Indonesia — 2.4% | |||
Ace Hardware Indonesia Tbk. PT | 1,088,200 | $ 62,474 | |
Adaro Energy Indonesia Tbk. PT | 1,211,600 | 201,365 | |
AKR Corporindo Tbk. PT | 1,258,400 | 129,440 | |
Aneka Tambang Tbk. PT | 939,800 | 94,469 | |
Astra International Tbk. PT | 1,419,500 | 447,931 | |
Bank Central Asia Tbk. PT | 357,600 | 215,019 | |
Bank Mandiri Persero Tbk. PT | 317,400 | 134,158 | |
Bank Negara Indonesia Persero Tbk. PT | 226,000 | 72,712 | |
Bank Rakyat Indonesia Persero Tbk. PT | 505,368 | 152,977 | |
Barito Renewables Energy Tbk. PT | 641,900 | 363,149 | |
Bukit Asam Tbk. PT | 433,000 | 80,593 | |
Bumi Serpong Damai Tbk. PT(1) | 1,396,900 | 79,649 | |
Charoen Pokphand Indonesia Tbk. PT | 346,400 | 105,391 | |
Erajaya Swasembada Tbk. PT | 4,907,500 | 121,826 | |
GoTo Gojek Tokopedia Tbk. PT(1) | 33,431,200 | 128,586 | |
Gudang Garam Tbk. PT | 57,100 | 63,918 | |
Indocement Tunggal Prakarsa Tbk. PT | 241,800 | 115,012 |
Security | Shares | Value | |
Indonesia (continued) | |||
Indofood Sukses Makmur Tbk. PT | 271,700 | $ 104,334 | |
Indosat Tbk. PT | 75,600 | 51,090 | |
Jasa Marga Persero Tbk. PT | 307,000 | 101,820 | |
Kalbe Farma Tbk. PT | 2,457,000 | 219,876 | |
Lippo Karawaci Tbk. PT(1) | 10,490,680 | 41,898 | |
Medco Energi Internasional Tbk. PT | 1,299,520 | 106,618 | |
Mitra Adiperkasa Tbk. PT | 1,163,700 | 112,586 | |
Mitra Keluarga Karyasehat Tbk. PT(5) | 1,185,700 | 211,455 | |
Perusahaan Gas Negara Tbk. PT | 1,365,300 | 123,290 | |
Perusahaan Perkebunan London Sumatra Indonesia Tbk. PT | 1,193,000 | 63,385 | |
Sarana Menara Nusantara Tbk. PT | 799,800 | 39,516 | |
Semen Indonesia Persero Tbk. PT | 320,600 | 91,963 | |
Telkom Indonesia Persero Tbk. PT | 1,606,600 | 311,453 | |
Unilever Indonesia Tbk. PT | 309,900 | 49,909 | |
United Tractors Tbk. PT | 130,583 | 199,021 | |
Vale Indonesia Tbk. PT | 199,900 | 52,189 | |
Waskita Karya Persero Tbk. PT(1)(3) | 2,474,900 | 0 | |
Wijaya Karya Persero Tbk. PT(1) | 982,300 | 9,807 | |
XL Axiata Tbk. PT | 485,100 | 73,613 | |
$ 4,532,492 | |||
Jordan — 0.6% | |||
Arab Bank PLC | 52,362 | $ 317,702 | |
Arab Potash | 7,642 | 264,302 | |
Bank of Jordan | 24,010 | 71,787 | |
International General Insurance Holdings Ltd. | 4,200 | 54,306 | |
Jordan Islamic Bank | 13,918 | 78,135 | |
Jordan Petroleum Refinery Co. | 23,035 | 152,005 | |
Jordan Telecommunications Co. PSC | 14,640 | 56,129 | |
Jordanian Electric Power Co. | 18,089 | 50,517 | |
$ 1,044,883 | |||
Kazakhstan — 0.7% | |||
Freedom Holding Corp.(1) | 1,000 | $ 68,010 | |
Halyk Savings Bank of Kazakhstan JSC GDR(5) | 16,192 | 302,036 | |
Kaspi.KZ JSC ADR | 2,740 | 322,662 | |
KCell JSC GDR(3)(5) | 96,329 | 0 | |
NAC Kazatomprom JSC GDR(5) | 13,900 | 560,865 | |
$ 1,253,573 | |||
Kenya — 0.6% | |||
British American Tobacco Kenya PLC | 16,600 | $ 50,382 | |
East African Breweries PLC | 197,580 | 213,311 | |
Equity Group Holdings PLC | 555,500 | 173,872 |
6
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Kenya (continued) | |||
KCB Group PLC(1) | 606,620 | $ 132,595 | |
Safaricom PLC | 3,938,372 | 467,131 | |
$ 1,037,291 | |||
Kuwait — 1.2% | |||
Agility Global PLC(1) | 310,166 | $ 119,720 | |
Agility Public Warehousing Co. KSC | 155,083 | 158,629 | |
Boubyan Bank KSCP | 29,791 | 56,835 | |
Boubyan Petrochemicals Co. KSCP | 2,441 | 5,436 | |
Burgan Bank SAK | 80,830 | 47,338 | |
Gulf Bank KSCP | 128,461 | 107,319 | |
Kuwait Finance House KSCP | 217,147 | 506,555 | |
Mabanee Co. KPSC | 141,232 | 361,326 | |
Mobile Telecommunications Co. KSCP | 213,804 | 337,895 | |
National Bank of Kuwait SAKP | 153,905 | 431,323 | |
National Industries Group Holding SAK | 253,374 | 176,042 | |
$ 2,308,418 | |||
Lithuania — 0.4% | |||
Apranga PVA | 65,809 | $ 212,055 | |
KN Energies AB(1) | 205,439 | 49,754 | |
Rokiskio Suris | 91,153 | 285,412 | |
Siauliu Bankas AB | 277,296 | 199,414 | |
$ 746,635 | |||
Malaysia — 2.6% | |||
Agmo Holdings Bhd.(1) | 11,321 | $ 1,265 | |
Axiata Group Bhd. | 157,050 | 92,994 | |
CelcomDigi Bhd. | 79,844 | 69,306 | |
CIMB Group Holdings Bhd. | 90,800 | 125,488 | |
Dialog Group Bhd. | 363,831 | 183,279 | |
Gamuda Bhd. | 81,500 | 90,590 | |
Genting Bhd. | 165,500 | 156,428 | |
Genting Malaysia Bhd. | 265,500 | 146,457 | |
Globetronics Technology Bhd. | 582,200 | 153,193 | |
Hartalega Holdings Bhd.(1) | 212,408 | 124,399 | |
Hong Leong Bank Bhd. | 15,800 | 63,807 | |
IGB Real Estate Investment Trust | 192,600 | 73,821 | |
IHH Healthcare Bhd. | 476,500 | 631,742 | |
IJM Corp. Bhd. | 173,880 | 87,855 | |
Inari Amertron Bhd. | 321,600 | 207,350 | |
IOI Properties Group Bhd. | 266,058 | 120,147 | |
KLCCP Stapled Group | 42,600 | 67,273 | |
Kossan Rubber Industries Bhd. | 210,000 | 96,768 | |
Kuala Lumpur Kepong Bhd. | 14,600 | 70,522 | |
Magnum Bhd. | 192,167 | 46,245 |
Security | Shares | Value | |
Malaysia (continued) | |||
Malayan Banking Bhd. | 64,187 | $ 130,792 | |
Malaysia Airports Holdings Bhd. | 50,000 | 104,645 | |
Maxis Bhd. | 70,100 | 53,843 | |
MISC Bhd. | 43,400 | 72,316 | |
My EG Services Bhd. | 1,000,100 | 195,487 | |
Nestle Malaysia Bhd. | 2,600 | 69,216 | |
Petronas Chemicals Group Bhd. | 66,900 | 94,936 | |
Petronas Dagangan Bhd. | 56,900 | 258,482 | |
Petronas Gas Bhd. | 19,600 | 73,866 | |
Press Metal Aluminium Holdings Bhd. | 79,740 | 89,634 | |
Public Bank Bhd. | 95,290 | 82,188 | |
Silverlake Axis Ltd. | 627,992 | 119,413 | |
Sime Darby Plantation Bhd. | 81,539 | 76,146 | |
Sports Toto Bhd. | 282,081 | 83,255 | |
Supermax Corp. Bhd. | 220,554 | 39,236 | |
Telekom Malaysia Bhd. | 62,300 | 80,740 | |
Tenaga Nasional Bhd. | 30,638 | 76,719 | |
Top Glove Corp. Bhd.(1) | 696,800 | 128,333 | |
VS Industry Bhd. | 999,400 | 190,304 | |
YTL Corp. Bhd. | 404,791 | 261,716 | |
$ 4,890,196 | |||
Mauritius — 0.6% | |||
Alteo Ltd. | 245,799 | $ 52,322 | |
CIEL Ltd. | 1,094,295 | 178,999 | |
Lighthouse Properties PLC(2) | 313,039 | 134,718 | |
MCB Group Ltd. | 36,102 | 292,666 | |
Miwa Sugar Ltd. | 245,799 | 80,167 | |
Phoenix Beverages Ltd. | 10,244 | 110,338 | |
Rogers & Co. Ltd. | 188,149 | 133,529 | |
SBM Holdings Ltd. | 974,963 | 100,822 | |
Sun Ltd., Class A | 58,200 | 58,408 | |
United Basalt Products(1) | 21,996 | 43,466 | |
$ 1,185,435 | |||
Mexico — 4.6% | |||
Alfa SAB de CV, Series A(2) | 175,472 | $ 128,449 | |
Alsea SAB de CV(1) | 58,800 | 246,105 | |
America Movil SAB de CV, Series B | 1,395,405 | 1,329,364 | |
Arca Continental SAB de CV | 9,480 | 92,228 | |
Bolsa Mexicana de Valores SAB de CV | 46,975 | 88,023 | |
Cemex SAB de CV, Series CPO(1) | 663,339 | 524,685 | |
Coca-Cola Femsa SAB de CV | 15,795 | 156,366 | |
Corp. Inmobiliaria Vesta SAB de CV(2) | 97,400 | 344,950 | |
El Puerto de Liverpool SAB de CV, Class C1(2) | 21,180 | 169,346 | |
FIBRA Macquarie Mexico(4) | 109,968 | 196,753 |
7
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Mexico (continued) | |||
Fibra Uno Administracion SA de CV | 263,790 | $ 377,574 | |
Fomento Economico Mexicano SAB de CV, Series UBD | 42,256 | 496,986 | |
Genomma Lab Internacional SAB de CV, Class B | 76,500 | 74,219 | |
Gruma SAB de CV, Class B(2) | 5,355 | 105,035 | |
Grupo Aeroportuario del Centro Norte SAB de CV(2) | 21,300 | 235,322 | |
Grupo Aeroportuario del Pacifico SAB de CV, Class B(2) | 23,687 | 432,736 | |
Grupo Aeroportuario del Sureste SAB de CV, Class B | 9,230 | 317,837 | |
Grupo Bimbo SAB de CV, Series A(2) | 31,645 | 132,301 | |
Grupo Carso SAB de CV, Series A1(2) | 28,800 | 225,279 | |
Grupo Elektra SAB de CV | 2,213 | 142,747 | |
Grupo Financiero Banorte SAB de CV, Class O | 36,700 | 364,028 | |
Grupo Financiero Inbursa SAB de CV, Class O(1)(2) | 83,300 | 229,563 | |
Grupo Mexico SAB de CV, Series B | 117,779 | 727,819 | |
Grupo Televisa SAB ADR | 35,500 | 103,660 | |
Industrias Penoles SAB de CV(1)(2) | 9,580 | 137,050 | |
Kimberly-Clark de Mexico SAB de CV, Class A | 47,400 | 98,946 | |
Ollamani SAB(1) | 8,875 | 18,138 | |
Orbia Advance Corp. SAB de CV | 49,699 | 81,348 | |
Promotora y Operadora de Infraestructura SAB de CV | 12,415 | 124,355 | |
Ternium SA ADR | 3,000 | 126,300 | |
TF Administradora Industrial S de Real de CV | 127,200 | 312,900 | |
Vista Energy SAB de CV ADR(1) | 5,600 | 241,640 | |
Wal-Mart de Mexico SAB de CV | 100,580 | 374,883 | |
$ 8,756,935 | |||
Morocco — 0.6% | |||
Attijariwafa Bank | 2,768 | $ 137,340 | |
Bank of Africa | 3,016 | 57,192 | |
Banque Centrale Populaire | 2,948 | 85,197 | |
Co. Sucrerie Marocaine et de Raffinage | 5,010 | 97,727 | |
Itissalat Al-Maghrib | 23,401 | 223,096 | |
Label Vie | 228 | 97,502 | |
LafargeHolcim Maroc SA | 940 | 185,517 | |
Societe d'Exploitation des Ports | 4,496 | 126,489 | |
TAQA Morocco SA | 415 | 53,231 | |
TotalEnergies Marketing Maroc SA | 466 | 64,828 | |
$ 1,128,119 | |||
Nigeria — 0.2% | |||
Dangote Cement PLC(3) | 911,519 | $ 436,941 | |
$ 436,941 | |||
Oman — 0.6% | |||
Bank Muscat SAOG | 333,660 | $ 226,730 | |
National Bank of Oman SAOG | 149,081 | 99,061 | |
Oman Cement Co. SAOG | 72,148 | 69,522 |
Security | Shares | Value | |
Oman (continued) | |||
Oman Flour Mills Co. SAOG(1) | 40,801 | $ 49,675 | |
Oman Telecommunications Co. SAOG | 83,628 | 226,695 | |
Omani Qatari Telecommunications Co. SAOG | 140,637 | 109,064 | |
Ominvest SAOG(1) | 57,161 | 60,601 | |
OQ Gas Networks SAOC | 173,800 | 64,454 | |
Renaissance Services SAOG | 46,857 | 46,114 | |
Sembcorp Salalah Power & Water Co. SAOG | 410,180 | 114,351 | |
Sohar International Bank SAOG | 256,089 | 89,632 | |
$ 1,155,899 | |||
Pakistan — 0.7% | |||
Engro Corp. Ltd. | 42,010 | $ 55,761 | |
Fauji Fertilizer Co. Ltd. | 101,890 | 53,323 | |
Habib Bank Ltd. | 80,318 | 33,661 | |
Hub Power Co. Ltd. | 237,341 | 113,378 | |
IBEX Holdings Ltd.(1) | 3,200 | 41,920 | |
Lucky Cement Ltd. | 20,831 | 62,434 | |
Mari Petroleum Co. Ltd. | 10,863 | 106,496 | |
MCB Bank Ltd. | 61,976 | 46,614 | |
Meezan Bank Ltd. | 86,700 | 66,434 | |
Millat Tractors Ltd. | 24,000 | 51,613 | |
Nishat Mills Ltd. | 110,771 | 26,997 | |
Oil & Gas Development Co. Ltd. | 216,000 | 103,647 | |
Pakistan Oilfields Ltd. | 43,734 | 70,320 | |
Pakistan Petroleum Ltd. | 347,171 | 143,986 | |
Pakistan State Oil Co. Ltd. | 94,345 | 60,465 | |
Searle Co. Ltd.(1) | 96,770 | 18,532 | |
Systems Ltd. | 85,000 | 118,231 | |
United Bank Ltd. | 77,168 | 53,855 | |
$ 1,227,667 | |||
Panama — 0.2% | |||
Banco Latinoamericano de Comercio Exterior SA, Class E | 7,900 | $ 224,439 | |
Copa Holdings SA, Class A | 2,134 | 203,797 | |
$ 428,236 | |||
Peru — 1.4% | |||
Alicorp SAA(1) | 39,037 | $ 62,633 | |
Cia de Minas Buenaventura SAA ADR | 34,350 | 594,255 | |
Credicorp Ltd. | 4,300 | 712,123 | |
Ferreycorp SAA | 125,476 | 95,993 | |
Southern Copper Corp.(2) | 10,176 | 1,187,234 | |
$ 2,652,238 | |||
Philippines — 1.1% | |||
Aboitiz Equity Ventures, Inc. | 59,700 | $ 43,482 |
8
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Philippines (continued) | |||
Aboitiz Power Corp. | 133,700 | $ 85,724 | |
Ayala Corp. | 6,835 | 72,654 | |
Ayala Land, Inc. | 86,531 | 42,895 | |
Ayala Land, Inc. GDR, PFC Shares(3) | 3,951,800 | 0 | |
Bank of the Philippine Islands | 32,774 | 72,326 | |
BDO Unibank, Inc. | 43,932 | 112,599 | |
Bloomberry Resorts Corp.(1) | 250,900 | 45,151 | |
D&L Industries, Inc. | 493,300 | 53,393 | |
Emperador, Inc. | 380,500 | 125,430 | |
First Gen Corp. | 165,322 | 54,912 | |
Globe Telecom, Inc. | 2,461 | 75,569 | |
GT Capital Holdings, Inc. | 4,440 | 49,072 | |
International Container Terminal Services, Inc. | 21,950 | 125,541 | |
JG Summit Holdings, Inc. | 122,158 | 71,325 | |
Jollibee Foods Corp. | 26,326 | 107,043 | |
Manila Electric Co. | 10,790 | 68,926 | |
Manila Water Co., Inc. | 295,100 | 126,762 | |
Megaworld Corp. | 1,361,400 | 43,096 | |
PLDT, Inc. | 7,100 | 165,347 | |
Puregold Price Club, Inc. | 337,403 | 138,198 | |
Semirara Mining & Power Corp. | 86,520 | 49,316 | |
SM Investments Corp. | 9,901 | 162,560 | |
SM Prime Holdings, Inc. | 178,329 | 86,170 | |
Universal Robina Corp. | 50,455 | 90,088 | |
Wilcon Depot, Inc. | 170,900 | 49,358 | |
$ 2,116,937 | |||
Poland — 2.4% | |||
Allegro.eu SA(1)(4) | 33,900 | $ 282,594 | |
Asseco Poland SA | 7,876 | 154,787 | |
Bank Polska Kasa Opieki SA | 5,843 | 241,902 | |
Budimex SA | 2,710 | 458,432 | |
CD Projekt SA(2) | 7,200 | 209,465 | |
Cyfrowy Polsat SA(1)(2) | 41,244 | 101,643 | |
Eurocash SA | 100,652 | 338,385 | |
Grupa Azoty SA(1) | 9,267 | 50,054 | |
Grupa Kety SA | 575 | 119,148 | |
KGHM Polska Miedz SA | 9,958 | 342,352 | |
LPP SA | 83 | 319,815 | |
mBank SA(1) | 735 | 123,435 | |
Neuca SA | 262 | 58,849 | |
Orange Polska SA | 75,376 | 145,705 | |
ORLEN SA | 41,032 | 669,001 | |
PGE Polska Grupa Energetyczna SA(1) | 51,434 | 76,662 | |
Powszechna Kasa Oszczednosci Bank Polski SA | 24,715 | 366,947 | |
Powszechny Zaklad Ubezpieczen SA | 23,135 | 291,175 |
Security | Shares | Value | |
Poland (continued) | |||
Santander Bank Polska SA | 762 | $ 104,419 | |
Tauron Polska Energia SA(1) | 129,348 | 92,835 | |
$ 4,547,605 | |||
Qatar — 1.1% | |||
Aamal Co.(1) | 230,000 | $ 49,237 | |
Al Meera Consumer Goods Co. QSC | 26,954 | 97,016 | |
Barwa Real Estate Co. | 143,634 | 110,501 | |
Commercial Bank PSQC | 49,707 | 56,564 | |
Gulf International Services QSC | 201,811 | 152,838 | |
Industries Qatar QSC | 98,345 | 329,403 | |
Masraf Al Rayan QSC | 147,361 | 101,382 | |
Medicare Group | 45,960 | 51,088 | |
Ooredoo QPSC | 39,870 | 109,211 | |
Qatar Aluminum Manufacturing Co. | 204,257 | 79,028 | |
Qatar Electricity & Water Co. QSC | 44,621 | 186,881 | |
Qatar Gas Transport Co. Ltd. | 228,433 | 249,997 | |
Qatar Islamic Bank SAQ | 27,137 | 136,056 | |
Qatar National Bank QPSC | 68,885 | 261,833 | |
United Development Co. QSC | 156,214 | 47,048 | |
Vodafone Qatar QSC | 215,393 | 104,587 | |
$ 2,122,670 | |||
Romania — 0.7% | |||
Banca Transilvania SA | 40,135 | $ 244,050 | |
BRD-Groupe Societe Generale SA | 27,477 | 122,435 | |
MED Life SA(1) | 112,800 | 99,880 | |
OMV Petrom SA | 2,909,697 | 430,302 | |
Societatea Nationala de Gaze Naturale ROMGAZ SA | 22,046 | 248,244 | |
Societatea Nationala Nuclearelectrica SA | 9,700 | 102,250 | |
$ 1,247,161 | |||
Russia(6) — 0.0% | |||
Aeroflot PJSC(1)(3) | 320,440 | $ 0 | |
Alrosa PJSC(3) | 177,900 | 0 | |
Detsky Mir PJSC(1)(3)(4) | 105,940 | 0 | |
Evraz PLC(1)(3) | 34,831 | 0 | |
Federal Grid Co.-Rosseti PJSC(1)(3) | 78,095,360 | 0 | |
GMK Norilskiy Nickel PAO(3) | 338,700 | 0 | |
Inter RAO UES PJSC(3) | 6,829,769 | 0 | |
Magnit PJSC(3) | 13,121 | 0 | |
Magnitogorsk Iron & Steel Works PJSC(1)(3) | 182,710 | 0 | |
MMC Norilsk Nickel PJSC ADR(1)(3) | 5 | 0 | |
Mobile TeleSystems PJSC(3) | 89,417 | 0 | |
Moscow Exchange MICEX-Rates PJSC(3) | 47,890 | 0 | |
Novatek PJSC(3) | 23,410 | 0 |
9
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Russia (continued) | |||
OGK-2 PJSC(3) | 12,211,000 | $ 0 | |
PhosAgro PJSC(3) | 2,547 | 0 | |
PhosAgro PJSC GDR(3)(5) | 49 | 0 | |
PhosAgro PJSC GDR(1)(3)(5) | 2 | 0 | |
PIK-Spetsializirovannyy Zastroyshchik PAO(1)(3) | 20,850 | 0 | |
Rostelecom PJSC(3) | 107,057 | 0 | |
RusHydro PJSC(3) | 16,550,080 | 0 | |
Sberbank of Russia PJSC(3) | 123,888 | 0 | |
Severstal PAO GDR(1)(3)(5) | 13,622 | 0 | |
Sistema AFK PAO(3) | 453,878 | 0 | |
Surgutneftegas PJSC, PFC Shares(3) | 260,300 | 0 | |
Unipro PJSC(1)(3) | 1,521,000 | 0 | |
$ 0 | |||
Saudi Arabia — 4.7% | |||
Abdullah Al Othaim Markets Co. | 23,030 | $ 76,357 | |
Advanced Petrochemical Co. | 4,088 | 46,608 | |
Al Hammadi Holding | 8,581 | 126,894 | |
Al Rajhi Bank | 13,800 | 293,516 | |
Alandalus Property Co. | 10,258 | 75,918 | |
Aldrees Petroleum and Transport Services Co. | 1,772 | 79,100 | |
Almarai Co. JSC | 15,297 | 231,411 | |
Arriyadh Development Co. | 9,090 | 56,604 | |
Astra Industrial Group | 3,516 | 162,772 | |
Banque Saudi Fransi | 11,191 | 109,201 | |
Catrion Catering Holding Co. | 3,323 | 111,813 | |
Cenomi Centers | 26,197 | 174,738 | |
Dallah Healthcare Co. | 3,734 | 162,985 | |
Dar Al Arkan Real Estate Development Co.(1) | 39,620 | 140,271 | |
Dr Sulaiman Al Habib Medical Services Group Co. | 8,770 | 725,171 | |
Elm Co. | 1,050 | 255,585 | |
Emaar Economic City(1) | 31,068 | 64,202 | |
Etihad Etisalat Co. | 18,320 | 253,588 | |
Fawaz Abdulaziz Al Hokair & Co.(1) | 16,655 | 50,988 | |
Herfy Food Services Co. | 4,801 | 40,785 | |
Jarir Marketing Co. | 70,160 | 252,894 | |
Leejam Sports Co. JSC | 1,692 | 94,448 | |
Maharah Human Resources Co. | 37,080 | 62,242 | |
Mobile Telecommunications Co. Saudi Arabia | 27,145 | 87,379 | |
Mouwasat Medical Services Co. | 12,078 | 431,941 | |
National Gas & Industrialization Co. | 7,147 | 161,653 | |
National Medical Care Co. | 1,900 | 93,097 | |
Riyad Bank | 16,422 | 121,086 | |
SABIC Agri-Nutrients Co. | 2,468 | 76,052 | |
Sahara International Petrochemical Co. | 6,353 | 58,065 | |
Saudi Arabian Mining Co.(1) | 12,078 | 162,815 |
Security | Shares | Value | |
Saudi Arabia (continued) | |||
Saudi Arabian Oil Co.(4) | 103,252 | $ 827,328 | |
Saudi Awwal Bank | 4,956 | 53,782 | |
Saudi Basic Industries Corp. | 9,127 | 205,634 | |
Saudi Ceramic Co.(1) | 8,453 | 79,456 | |
Saudi Chemical Co. Holding | 71,250 | 152,628 | |
Saudi Electricity Co. | 97,768 | 484,377 | |
Saudi Ground Services Co.(1) | 9,867 | 143,475 | |
Saudi Industrial Investment Group | 10,164 | 62,749 | |
Saudi Kayan Petrochemical Co.(1) | 11,609 | 28,972 | |
Saudi National Bank | 20,920 | 209,419 | |
Saudi Pharmaceutical Industries & Medical Appliances Corp.(1) | 9,738 | 96,675 | |
Saudi Public Transport Co.(1) | 16,000 | 86,174 | |
Saudi Telecom Co. | 52,115 | 522,936 | |
Saudia Dairy & Foodstuff Co. | 1,526 | 148,664 | |
Savola Group | 26,583 | 357,213 | |
Seera Group Holding(1) | 22,676 | 165,056 | |
United Electronics Co. | 6,923 | 182,687 | |
United International Transportation Co. | 3,246 | 72,242 | |
Yanbu National Petrochemical Co. | 5,300 | 54,773 | |
$ 8,774,419 | |||
Slovenia — 0.7% | |||
Cinkarna Celje DD | 1,370 | $ 31,844 | |
Krka DD Novo mesto | 6,434 | 864,289 | |
Luka Koper | 1,400 | 51,691 | |
Petrol DD Ljubljana | 3,820 | 113,383 | |
Pozavarovalnica Sava DD | 3,525 | 113,403 | |
Telekom Slovenije DD | 659 | 47,825 | |
Zavarovalnica Triglav DD | 1,406 | 50,527 | |
$ 1,272,962 | |||
South Africa — 4.7% | |||
Anglo American Platinum Ltd.(2) | 1,244 | $ 43,335 | |
Anglogold Ashanti PLC | 9,504 | 218,578 | |
Aspen Pharmacare Holdings Ltd. | 54,491 | 649,147 | |
AVI Ltd. | 13,138 | 60,482 | |
Barloworld Ltd. | 41,807 | 192,100 | |
Bid Corp. Ltd. | 13,100 | 299,546 | |
Bidvest Group Ltd.(2) | 48,342 | 630,430 | |
Capitec Bank Holdings Ltd. | 1,232 | 152,476 | |
Clicks Group Ltd. | 13,500 | 210,044 | |
DataTec Ltd. | 72,300 | 139,793 | |
Discovery Ltd. | 12,290 | 78,295 | |
Equites Property Fund Ltd.(2) | 104,000 | 67,916 | |
Exxaro Resources Ltd. | 51,110 | 489,689 |
10
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
South Africa (continued) | |||
FirstRand Ltd. | 77,535 | $ 267,662 | |
Fortress Real Estate Investments Ltd., Class B | 175,418 | 137,182 | |
Foschini Group Ltd. | 12,308 | 64,984 | |
Gold Fields Ltd. | 15,697 | 253,941 | |
Growthpoint Properties Ltd.(2) | 255,900 | 148,697 | |
Harmony Gold Mining Co. Ltd. | 18,553 | 160,599 | |
Hyprop Investments Ltd. | 31,700 | 48,671 | |
Impala Platinum Holdings Ltd. | 18,462 | 82,185 | |
Kumba Iron Ore Ltd.(2) | 2,760 | 67,656 | |
Life Healthcare Group Holdings Ltd. | 258,186 | 147,308 | |
Mr Price Group Ltd. | 12,155 | 112,610 | |
MTN Group Ltd. | 103,700 | 497,014 | |
MultiChoice Group(1) | 20,757 | 132,670 | |
Naspers Ltd., Class N | 6,607 | 1,264,432 | |
NEPI Rockcastle NV | 38,480 | 258,637 | |
Netcare Ltd. | 149,337 | 90,434 | |
Pick n Pay Stores Ltd.(2) | 14,362 | 15,369 | |
Redefine Properties Ltd. | 579,291 | 121,157 | |
Resilient REIT Ltd. | 48,463 | 113,577 | |
Reunert Ltd. | 55,746 | 195,673 | |
Sanlam Ltd.(2) | 28,912 | 104,586 | |
Sasol Ltd. | 10,993 | 77,229 | |
Shoprite Holdings Ltd.(2) | 21,115 | 281,723 | |
Sibanye Stillwater Ltd. | 48,312 | 55,141 | |
SPAR Group Ltd.(1) | 14,831 | 76,412 | |
Standard Bank Group Ltd. | 16,101 | 151,201 | |
Telkom SA SOC Ltd.(1) | 33,018 | 41,671 | |
Thungela Resources Ltd. | 2,700 | 18,938 | |
Tiger Brands Ltd. | 10,940 | 119,001 | |
Vodacom Group Ltd.(2) | 50,500 | 241,660 | |
Wilson Bayly Holmes-Ovcon Ltd. | 19,623 | 144,996 | |
Woolworths Holdings Ltd. | 46,024 | 147,380 | |
Zeda Ltd.(1) | 41,807 | 26,111 | |
$ 8,898,338 | |||
South Korea — 4.6% | |||
Alteogen, Inc.(1) | 757 | $ 96,438 | |
Amorepacific Corp. | 852 | 103,846 | |
AMOREPACIFIC Group | 2,180 | 52,627 | |
BGF Retail Co. Ltd. | 520 | 49,023 | |
Celltrion Pharm, Inc.(1) | 1,417 | 97,817 | |
Celltrion, Inc. | 4,920 | 668,059 | |
CJ CheilJedang Corp. | 423 | 102,530 | |
CJ Logistics Corp. | 566 | 49,930 | |
Coway Co. Ltd. | 2,548 | 102,089 | |
Daewoo Industrial Development Co. Ltd.(1) | 3,657 | 0 |
Security | Shares | Value | |
South Korea (continued) | |||
DL E&C Co. Ltd. | 1,924 | $ 51,577 | |
E-MART, Inc. | 1,232 | 56,502 | |
GS Holdings Corp. | 1,569 | 50,728 | |
Hankook Tire & Technology Co. Ltd. | 1,479 | 62,757 | |
Hanmi Pharm Co. Ltd. | 352 | 80,187 | |
Hanwha Solutions Corp. | 3,687 | 67,104 | |
HD Hyundai Co. Ltd. | 1,210 | 58,580 | |
HD Korea Shipbuilding & Offshore Engineering Co. Ltd.(1) | 993 | 93,756 | |
HLB, Inc.(1) | 1,969 | 157,323 | |
Hugel, Inc.(1) | 653 | 99,836 | |
HYBE Co. Ltd. | 500 | 72,528 | |
Hyundai Department Store Co. Ltd. | 1,615 | 61,088 | |
Hyundai Engineering & Construction Co. Ltd. | 2,645 | 67,382 | |
Hyundai Glovis Co. Ltd. | 758 | 99,230 | |
Hyundai Mobis Co. Ltd. | 792 | 129,571 | |
Hyundai Motor Co. | 1,500 | 269,814 | |
Hyundai Steel Co. | 3,449 | 80,089 | |
Kakao Corp. | 5,676 | 197,121 | |
Kangwon Land, Inc. | 5,706 | 63,052 | |
KB Financial Group, Inc. | 3,231 | 175,239 | |
Kia Corp. | 3,041 | 257,641 | |
Korea Electric Power Corp. | 4,640 | 70,835 | |
Korea Zinc Co. Ltd. | 283 | 94,271 | |
Krafton, Inc.(1) | 564 | 97,068 | |
KT&G Corp. | 3,552 | 228,876 | |
Kumho Petrochemical Co. Ltd. | 743 | 73,901 | |
LG Chem Ltd. | 652 | 187,351 | |
LG Corp. | 1,914 | 109,209 | |
LG Electronics, Inc. | 909 | 60,541 | |
LG H&H Co. Ltd. | 461 | 138,903 | |
LG Uplus Corp. | 7,151 | 50,790 | |
Medytox, Inc. | 351 | 34,000 | |
Mezzion Pharma Co. Ltd.(1) | 1,597 | 43,292 | |
NAVER Corp. | 2,921 | 385,278 | |
NCSoft Corp. | 372 | 47,002 | |
Orion Corp. of Republic of Korea | 1,268 | 84,859 | |
POSCO Holdings, Inc. | 619 | 178,693 | |
S-1 Corp. | 1,533 | 66,029 | |
Samsung Biologics Co. Ltd.(1)(4) | 429 | 241,123 | |
Samsung C&T Corp. | 554 | 59,740 | |
Samsung Electro-Mechanics Co. Ltd. | 443 | 49,414 | |
Samsung Electronics Co. Ltd. | 29,314 | 1,629,467 | |
Samsung SDI Co. Ltd. | 523 | 161,852 | |
Samsung SDS Co. Ltd. | 570 | 65,481 | |
Shinhan Financial Group Co. Ltd. | 1,769 | 59,434 | |
SK Hynix, Inc. | 3,240 | 399,834 |
11
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
South Korea (continued) | |||
SK Innovation Co. Ltd.(1) | 1,810 | $ 143,590 | |
SK, Inc. | 563 | 67,088 | |
S-Oil Corp. | 2,051 | 107,082 | |
Yuhan Corp. | 2,343 | 121,877 | |
Zyle Motors Corp.(1)(3) | 5,113 | 0 | |
$ 8,630,344 | |||
Sri Lanka — 0.8% | |||
Aitken Spence PLC | 109,000 | $ 48,266 | |
Ceylon Tobacco Co. PLC | 38,480 | 167,777 | |
Chevron Lubricants Lanka PLC | 343,215 | 135,215 | |
Commercial Bank of Ceylon PLC | 389,708 | 151,658 | |
Dialog Axiata PLC(1) | 1,107,719 | 44,261 | |
Expolanka Holdings PLC(3) | 185,620 | 94,851 | |
Hatton National Bank PLC | 123,656 | 85,376 | |
John Keells Holdings PLC | 378,187 | 268,228 | |
Lanka IOC PLC | 179,858 | 80,956 | |
Melstacorp PLC | 696,058 | 216,229 | |
Sampath Bank PLC | 293,638 | 80,975 | |
Teejay Lanka PLC | 460,029 | 58,361 | |
$ 1,432,153 | |||
Taiwan — 7.5% | |||
Accton Technology Corp. | 3,000 | $ 42,028 | |
Acer, Inc. | 119,519 | 164,453 | |
Advantech Co. Ltd. | 9,565 | 111,254 | |
Airtac International Group | 4,178 | 147,926 | |
ASE Technology Holding Co. Ltd. | 23,561 | 105,991 | |
Asia Cement Corp. | 51,000 | 68,402 | |
Asustek Computer, Inc. | 7,325 | 96,051 | |
AUO Corp. | 150,269 | 84,024 | |
Catcher Technology Co. Ltd. | 12,183 | 81,378 | |
Cathay Financial Holding Co. Ltd. | 71,295 | 110,247 | |
Center Laboratories, Inc. | 133,088 | 177,348 | |
Chailease Holding Co. Ltd. | 12,852 | 67,785 | |
Cheng Shin Rubber Industry Co. Ltd. | 110,672 | 159,780 | |
China Airlines Ltd. | 124,000 | 79,409 | |
China Motor Corp. | 14,926 | 65,380 | |
China Steel Corp. | 223,734 | 170,445 | |
Chong Hong Construction Co. Ltd. | 15,000 | 58,954 | |
Chunghwa Telecom Co. Ltd. | 139,746 | 531,151 | |
CTBC Financial Holding Co. Ltd. | 134,275 | 140,145 | |
Delta Electronics, Inc. | 12,151 | 118,998 | |
Eclat Textile Co. Ltd. | 7,159 | 112,641 | |
EVA Airways Corp. | 81,861 | 89,002 | |
Evergreen International Storage & Transport Corp. | 93,000 | 95,985 |
Security | Shares | Value | |
Taiwan (continued) | |||
Evergreen Marine Corp. Taiwan Ltd. | 34,576 | $ 200,906 | |
Far Eastern Department Stores Ltd. | 70,990 | 73,875 | |
Far Eastern New Century Corp. | 139,695 | 139,352 | |
Far EasTone Telecommunications Co. Ltd. | 73,084 | 181,278 | |
Feng Hsin Steel Co. Ltd. | 32,260 | 69,654 | |
Feng TAY Enterprise Co. Ltd. | 20,160 | 100,238 | |
Formosa Chemicals & Fibre Corp. | 108,014 | 183,585 | |
Formosa Petrochemical Corp. | 79,320 | 175,285 | |
Formosa Plastics Corp. | 85,183 | 178,964 | |
Formosa Taffeta Co. Ltd. | 98,149 | 68,840 | |
Fubon Financial Holding Co. Ltd. | 64,739 | 136,957 | |
Giant Manufacturing Co. Ltd. | 18,868 | 126,229 | |
Great Wall Enterprise Co. Ltd. | 56,455 | 99,015 | |
Highwealth Construction Corp. | 62,928 | 85,555 | |
Hiwin Technologies Corp. | 17,069 | 120,703 | |
Hon Hai Precision Industry Co. Ltd. | 75,443 | 359,135 | |
Hotai Motor Co. Ltd. | 12,240 | 232,269 | |
Huaku Development Co. Ltd. | 13,000 | 66,211 | |
Innolux Corp. | 208,059 | 90,485 | |
International Games System Co. Ltd. | 8,000 | 244,650 | |
Inventec Corp. | 89,966 | 144,325 | |
Largan Precision Co. Ltd. | 795 | 52,993 | |
Lien Hwa Industrial Holdings Corp. | 82,015 | 167,059 | |
Lite-On Technology Corp. | 34,000 | 102,911 | |
Makalot Industrial Co. Ltd. | 13,000 | 155,648 | |
MediaTek, Inc. | 10,462 | 315,442 | |
Medigen Vaccine Biologics Corp.(1) | 20,759 | 32,824 | |
Mega Financial Holding Co. Ltd. | 117,392 | 143,853 | |
Merida Industry Co. Ltd. | 17,657 | 126,874 | |
momo.com, Inc. | 3,960 | 53,535 | |
Nan Kang Rubber Tire Co. Ltd.(1) | 95,253 | 171,804 | |
Nan Ya Plastics Corp. | 125,214 | 217,422 | |
Nien Made Enterprise Co. Ltd. | 11,000 | 128,550 | |
Novatek Microelectronics Corp. | 9,000 | 170,057 | |
Oneness Biotech Co. Ltd. | 21,617 | 104,739 | |
Pegatron Corp. | 23,028 | 68,679 | |
Polaris Group(1) | 27,979 | 58,412 | |
Pou Chen Corp. | 151,819 | 168,044 | |
President Chain Store Corp. | 20,664 | 173,776 | |
Quanta Computer, Inc. | 12,508 | 98,166 | |
Realtek Semiconductor Corp. | 6,002 | 94,682 | |
Ruentex Development Co. Ltd. | 73,133 | 86,047 | |
Ruentex Industries Ltd. | 46,302 | 85,389 | |
St. Shine Optical Co. Ltd. | 22,000 | 126,435 | |
TA Chen Stainless Pipe Co. | 67,872 | 76,431 | |
Tainan Spinning Co. Ltd. | 147,822 | 89,437 |
12
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Taiwan (continued) | |||
Taiwan Cement Corp. | 172,073 | $ 169,139 | |
Taiwan Fertilizer Co. Ltd. | 37,000 | 74,138 | |
Taiwan High Speed Rail Corp. | 104,000 | 95,349 | |
Taiwan Mobile Co. Ltd. | 76,296 | 243,507 | |
Taiwan Semiconductor Manufacturing Co. Ltd. | 101,369 | 2,427,154 | |
Tatung Co. Ltd.(1) | 86,000 | 172,007 | |
Teco Electric & Machinery Co. Ltd. | 120,000 | 203,879 | |
Tong Yang Industry Co. Ltd. | 20,608 | 75,017 | |
TTY Biopharm Co. Ltd. | 94,096 | 222,558 | |
Tung Ho Steel Enterprise Corp. | 32,200 | 72,332 | |
Unimicron Technology Corp. | 21,000 | 116,130 | |
Uni-President Enterprises Corp. | 211,831 | 496,872 | |
United Microelectronics Corp. | 102,090 | 156,853 | |
Voltronic Power Technology Corp. | 4,000 | 189,269 | |
Walsin Lihwa Corp. | 74,000 | 83,588 | |
Wei Chuan Foods Corp. | 179,000 | 104,071 | |
Yageo Corp. | 3,163 | 60,333 | |
Yang Ming Marine Transport Corp. | 68,621 | 109,710 | |
Yieh Phui Enterprise Co. Ltd. | 90,348 | 42,641 | |
$ 14,140,044 | |||
Thailand — 4.5% | |||
Advanced Info Service PCL(7) | 63,400 | $ 336,847 | |
Airports of Thailand PCL(7) | 209,700 | 368,173 | |
Asset World Corp. PCL(7) | 613,200 | 72,389 | |
B Grimm Power PCL(7) | 72,100 | 49,739 | |
Bangkok Bank PCL(7) | 17,300 | 63,827 | |
Bangkok Chain Hospital PCL(7) | 316,800 | 171,682 | |
Bangkok Dusit Medical Services PCL, Class F(7) | 746,100 | 582,616 | |
Bangkok Expressway & Metro PCL(7) | 471,900 | 105,344 | |
Bangkok Land PCL(1)(7) | 2,263,800 | 41,480 | |
Banpu PCL(7) | 131,633 | 19,638 | |
BTS Group Holdings PCL(7) | 331,100 | 56,471 | |
Bumrungrad Hospital PCL(7) | 65,400 | 431,656 | |
Carabao Group PCL(7) | 27,500 | 50,505 | |
Central Pattana PCL(7) | 81,600 | 139,159 | |
Central Retail Corp. PCL(7) | 154,166 | 142,597 | |
Charoen Pokphand Foods PCL(7) | 188,700 | 100,642 | |
Chularat Hospital PCL(7) | 1,881,100 | 146,983 | |
CP ALL PCL(7) | 183,700 | 283,911 | |
CP Axtra PCL(7) | 85,100 | 74,231 | |
CPN Retail Growth Leasehold REIT | 146,500 | 41,112 | |
Delta Electronics Thailand PCL(7) | 629,400 | 1,173,933 | |
Electricity Generating PCL(7) | 12,700 | 38,417 | |
Energy Absolute PCL(7) | 126,000 | 103,546 | |
Global Power Synergy PCL, Class F(7) | 43,300 | 56,768 |
Security | Shares | Value | |
Thailand (continued) | |||
Gulf Energy Development PCL(7) | 266,100 | $ 287,440 | |
Hana Microelectronics PCL(7) | 140,900 | 145,822 | |
Home Product Center PCL(7) | 409,255 | 114,238 | |
Indorama Ventures PCL(7) | 172,600 | 110,776 | |
Intouch Holdings PCL(7) | 42,800 | 77,089 | |
Jasmine International PCL(7) | 634,000 | 54,554 | |
Jaymart Group Holdings PCL(1)(7) | 164,100 | 61,323 | |
Kasikornbank PCL(7) | 32,000 | 112,330 | |
KCE Electronics PCL(7) | 152,800 | 160,105 | |
Land & Houses PCL(7) | 489,100 | 98,169 | |
Mega Lifesciences PCL(7) | 111,800 | 123,087 | |
Minor International PCL(7) | 159,544 | 141,449 | |
PTG Energy PCL(7) | 277,800 | 65,210 | |
PTT Exploration & Production PCL(7) | 81,298 | 340,094 | |
PTT Global Chemical PCL(7) | 131,900 | 130,096 | |
PTT Oil & Retail Business PCL(7) | 223,900 | 112,421 | |
PTT PCL(7) | 462,500 | 419,151 | |
Samart Corp. PCL(1)(7) | 297,700 | 49,347 | |
SCB X PCL(7) | 45,300 | 129,725 | |
SCG Packaging PCL(7) | 137,600 | 119,790 | |
Siam Cement PCL(7) | 20,500 | 137,337 | |
Siam City Cement PCL(7) | 23,983 | 89,953 | |
Siam Global House PCL(7) | 116,916 | 50,841 | |
Sino-Thai Engineering & Construction PCL(7) | 251,357 | 72,310 | |
Sri Trang Agro-Industry PCL(7) | 89,600 | 42,181 | |
Thai Beverage PCL(2) | 371,300 | 134,453 | |
Thai Oil PCL(7) | 63,600 | 92,668 | |
True Corp. PCL(1)(7) | 1,343,814 | 277,111 | |
VGI PCL(7) | 729,400 | 33,436 | |
WHA Corp. PCL(7) | 1,020,100 | 137,067 | |
$ 8,571,239 | |||
Tunisia — 0.5% | |||
Banque de Tunisie | 53,193 | $ 89,575 | |
Banque Internationale Arabe de Tunisie | 4,558 | 135,449 | |
Banque Nationale Agricole | 24,362 | 71,045 | |
Carthage Cement(1) | 187,032 | 109,874 | |
Euro Cycles SA | 8,418 | 31,209 | |
Poulina Group | 42,019 | 121,627 | |
Societe D'Articles Hygieniques SA | 33,810 | 90,346 | |
Societe Frigorifique et Brasserie de Tunis SA | 52,752 | 237,098 | |
Telnet Holding | 21,212 | 34,943 | |
$ 921,166 | |||
Turkey — 5.2% | |||
AG Anadolu Grubu Holding AS | 6,200 | $ 62,089 |
13
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Turkey (continued) | |||
Akbank TAS | 87,196 | $ 160,492 | |
Aksa Akrilik Kimya Sanayii AS | 33,302 | 119,890 | |
Aksa Enerji Uretim AS | 121,924 | 144,726 | |
Anadolu Efes Biracilik Ve Malt Sanayii AS | 21,780 | 122,705 | |
Arcelik AS | 40,551 | 216,551 | |
Aselsan Elektronik Sanayi Ve Ticaret AS | 88,312 | 165,669 | |
Aygaz AS | 40,310 | 244,143 | |
Bera Holding AS | 62,496 | 36,640 | |
BIM Birlesik Magazalar AS | 44,752 | 534,650 | |
Can2 Termik AS(1) | 117,000 | 66,292 | |
Coca-Cola Icecek AS | 10,500 | 235,339 | |
Dogan Sirketler Grubu Holding AS | 178,300 | 80,214 | |
EGE Endustri VE Ticaret AS(1) | 380 | 205,391 | |
Emlak Konut Gayrimenkul Yatirim Ortakligi AS(1) | 937,230 | 281,652 | |
Enerjisa Enerji AS(1)(4) | 130,603 | 273,779 | |
Enka Insaat ve Sanayi AS | 114,918 | 136,165 | |
Eregli Demir ve Celik Fabrikalari TAS | 124,114 | 164,717 | |
Fenerbahce Futbol AS(1) | 17,500 | 47,327 | |
Ford Otomotiv Sanayi AS | 9,441 | 325,187 | |
Gubre Fabrikalari TAS(1) | 7,200 | 34,276 | |
Haci Omer Sabanci Holding AS(1) | 44,727 | 127,679 | |
Hektas Ticaret TAS(1) | 116,874 | 54,785 | |
Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS(1) | 42,459 | 56,327 | |
Is Gayrimenkul Yatirim Ortakligi AS(1) | 221,310 | 106,747 | |
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D | 97,127 | 77,837 | |
KOC Holding AS | 35,594 | 248,414 | |
Koza Altin Isletmeleri AS | 105,052 | 75,459 | |
Logo Yazilim Sanayi Ve Ticaret AS | 49,980 | 139,567 | |
Mavi Giyim Sanayi Ve Ticaret AS, Class B(4) | 64,520 | 183,944 | |
Migros Ticaret AS | 10,679 | 145,541 | |
MLP Saglik Hizmetleri AS(1)(4) | 46,919 | 339,182 | |
ODAS Elektrik Uretim ve Sanayi Ticaret AS(1) | 368,337 | 108,552 | |
Penta Teknoloji Urunleri Dagitim Ticaret AS(1) | 116,838 | 65,464 | |
Petkim Petrokimya Holding AS(1) | 175,096 | 111,915 | |
Sasa Polyester Sanayi AS(1) | 98,600 | 125,534 | |
Selcuk Ecza Deposu Ticaret ve Sanayi AS | 85,509 | 139,043 | |
Sinpas Gayrimenkul Yatirim Ortakligi AS(1) | 511,180 | 70,889 | |
Sok Marketler Ticaret AS | 51,800 | 92,882 | |
Tofas Turk Otomobil Fabrikasi AS | 18,438 | 156,709 | |
Turk Hava Yollari AO(1) | 33,174 | 333,675 | |
Turk Telekomunikasyon AS(1) | 174,514 | 217,240 | |
Turkcell Iletisim Hizmetleri AS | 499,789 | 1,244,249 | |
Turkiye Is Bankasi AS, Class C | 514,939 | 217,871 | |
Turkiye Petrol Rafinerileri AS | 226,403 | 1,366,823 | |
Turkiye Sise ve Cam Fabrikalari AS | 78,410 | 121,791 |
Security | Shares | Value | |
Turkey (continued) | |||
Ulker Biskuvi Sanayi AS(1) | 16,690 | $ 58,816 | |
Yapi ve Kredi Bankasi AS | 133,100 | 133,283 | |
$ 9,778,112 | |||
United Arab Emirates — 2.3% | |||
Abu Dhabi Commercial Bank PJSC | 88,644 | $ 201,282 | |
Abu Dhabi National Oil Co. for Distribution PJSC | 433,000 | 411,060 | |
ADNOC Drilling Co. PJSC | 407,000 | 427,569 | |
Adnoc Gas PLC | 75,600 | 61,654 | |
Agthia Group PJSC | 54,046 | 84,029 | |
Air Arabia PJSC | 212,497 | 154,720 | |
Aldar Properties PJSC | 44,073 | 65,498 | |
Apex Investment Co. PSC(1) | 127,200 | 61,552 | |
Borouge PLC | 162,000 | 107,982 | |
Dana Gas PJSC | 421,411 | 79,137 | |
Dubai Electricity & Water Authority PJSC | 861,560 | 550,913 | |
Dubai Investments PJSC | 212,181 | 126,126 | |
Dubai Islamic Bank PJSC | 109,508 | 165,801 | |
Emaar Development PJSC(1) | 104,800 | 238,080 | |
Emaar Properties PJSC(1) | 164,638 | 368,146 | |
Emirates Telecommunications Group Co. PJSC | 103,870 | 481,774 | |
Fertiglobe PLC | 170,700 | 129,372 | |
First Abu Dhabi Bank PJSC | 66,119 | 224,790 | |
Multiply Group PJSC(1) | 159,900 | 100,038 | |
Network International Holdings PLC(1)(4) | 31,200 | 153,140 | |
Q Holding PJSC(1) | 107,300 | 86,022 | |
$ 4,278,685 | |||
Vietnam — 2.2% | |||
Bank for Foreign Trade of Vietnam JSC(1) | 144,967 | $ 520,806 | |
Bao Viet Holdings | 28,030 | 43,592 | |
FLC Faros Construction JSC(1)(3) | 2 | 0 | |
Gelex Group JSC(1) | 158,500 | 126,644 | |
Gemadept Corp. | 41,900 | 138,679 | |
Hoa Phat Group JSC(1) | 706,587 | 791,048 | |
Hoa Sen Group | 110,622 | 84,281 | |
KIDO Group Corp. | 31,200 | 76,808 | |
Kinh Bac City Development Holding Corp.(1) | 38,613 | 43,928 | |
Masan Group Corp.(1) | 103,896 | 274,391 | |
Novaland Investment Group Corp.(1) | 94,187 | 56,372 | |
PetroVietnam Drilling & Well Services JSC(1) | 109,672 | 128,136 | |
Petrovietnam Fertilizer & Chemicals JSC | 64,000 | 79,505 | |
PetroVietnam Gas JSC | 35,928 | 103,899 | |
PetroVietnam Power Corp.(1) | 169,700 | 70,254 | |
PetroVietnam Technical Services Corp. | 27,400 | 42,942 | |
Phat Dat Real Estate Development Corp.(1) | 29,304 | 30,362 |
14
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Vietnam (continued) | |||
Phu Nhuan Jewelry JSC | 4 | $ 15 | |
Saigon Beer Alcohol Beverage Corp. | 29,220 | 62,568 | |
Thaiholdings JSC(1) | 48,620 | 67,744 | |
Vietjet Aviation JSC(1) | 109,066 | 446,648 | |
Vietnam Construction and Import-Export JSC(1) | 75,020 | 65,299 | |
Vietnam Dairy Products JSC | 92,092 | 235,856 | |
Vincom Retail JSC(1) | 132,380 | 116,860 | |
Vingroup JSC(1) | 156,347 | 273,439 | |
Vinh Hoan Corp. | 28,080 | 81,602 | |
Vinhomes JSC(1)(4) | 101,620 | 163,123 | |
$ 4,124,801 | |||
Total Common Stocks (identified cost $142,410,674) | $187,666,268 |
Rights — 0.0%(8) |
Security | Shares | Value | |
Morocco — 0.0%(8) | |||
Bank of Africa, Exp. 10/7/24(1) | 48 | $ 17 | |
Total Rights (identified cost $0) | $ 17 |
Short-Term Investments — 1.3% |
Affiliated Fund — 0.3% |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(9) | 566,009 | $ 566,009 | |
Total Affiliated Fund (identified cost $566,009) | $ 566,009 |
Securities Lending Collateral — 1.0% |
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(10) | 1,985,585 | $ 1,985,585 | |
Total Securities Lending Collateral (identified cost $1,985,585) | $ 1,985,585 | ||
Total Short-Term Investments (identified cost $2,551,594) | $ 2,551,594 |
Value | |||
Total Investments — 100.9% (identified cost $144,962,268) | $190,217,879 | ||
Other Assets, Less Liabilities — (0.9)% | $ (1,718,011) | ||
Net Assets — 100.0% | $188,499,868 |
The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | |
(1) | Non-income producing security. |
(2) | All or a portion of this security was on loan at April 30, 2024. The aggregate market value of securities on loan at April 30, 2024 was $6,359,897 and the total market value of the collateral received by the Fund was $6,795,529, comprised of cash of $1,985,585 and U.S. government and/or agencies securities of $4,809,944. |
(3) | For fair value measurement disclosure purposes, security is categorized as Level 3. |
(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 April 30, 2024, the aggregate value of these securities is $4,984,800 or 2.6% of the Fund's net assets. |
(5) | 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 April 30, 2024, the aggregate value of these securities is $1,187,663 or 0.6% of the Fund's net assets. |
(6) | Trading of securities has been sanctioned. |
(7) | Indicates a foreign registered security. Shares issued to foreign investors in markets that have foreign ownership limits. |
(8) | Amount is less than 0.05%. |
(9) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of April 30, 2024. |
(10) | Represents investment of cash collateral received in connection with securities lending. |
15
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Sector Classification of Portfolio | ||
Sector | Percentage of Net Assets | Value |
Financials | 11.9% | $22,475,141 |
Industrials | 11.0 | 20,802,086 |
Energy | 10.0 | 18,791,729 |
Consumer Discretionary | 9.6 | 18,082,674 |
Materials | 9.5 | 17,962,382 |
Consumer Staples | 9.5 | 17,812,176 |
Communication Services | 9.1 | 17,216,029 |
Health Care | 8.9 | 16,785,376 |
Information Technology | 8.8 | 16,495,763 |
Utilities | 6.2 | 11,729,639 |
Real Estate | 5.1 | 9,513,290 |
Short-Term Investments | 1.3 | 2,551,594 |
Total Investments | 100.9% | $190,217,879 |
Abbreviations: | |
ADR | – American Depositary Receipt |
GDR | – Global Depositary Receipt |
PCL | – Public Company Limited |
PFC Shares | – Preference Shares |
The Fund did not have any open
derivative instruments at April 30, 2024.
Affiliated Investments
At April 30, 2024, the value of the
Fund's investment in funds that may be deemed to be affiliated was $566,009, which represents 0.3% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended April 30,
2024 were as follows:
Name | Value, beginning of period | Purchases | Sales proceeds | Net realized gain (loss) | Change in unrealized appreciation (depreciation) | Value, end of period | Dividend income | Shares, end of period |
Short-Term Investments | ||||||||
Liquidity Fund, Institutional Class(1) | $6,567 | $3,358,550 | $(2,799,108) | $ — | $ — | $566,009 | $2,808 | 566,009 |
(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.
16
Parametric
Emerging Markets Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
At April 30, 2024, 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 | $ 3,849,506 | $ 92,805,111 | $165,475 | $ 96,820,092 |
Developed Europe | 169,650 | — | 0 | 169,650 |
Emerging Europe | 88,168 | 26,177,215 | — | 26,265,383 |
Latin America | 28,343,649 | — | — | 28,343,649 |
Middle East/Africa | 817,908 | 35,249,586 | — | 36,067,494 |
Total Common Stocks | $33,268,881 | $154,231,912** | $165,475 | $187,666,268 |
Rights | $ 17 | $ — | $ — | $ 17 |
Short-Term Investments: | ||||
Affiliated Fund | 566,009 | — | — | 566,009 |
Securities Lending Collateral | 1,985,585 | — | — | 1,985,585 |
Total Investments | $35,820,492 | $154,231,912 | $165,475 | $190,217,879 |
* | 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 April 30, 2024 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 semi-annual or annual report to shareholders.
17