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Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments (Unaudited)
Common Stocks — 98.7% |
Security | Shares | Value | |
Australia — 8.4% | |||
AGL Energy Ltd. | 93,600 | $ 570,077 | |
Altium Ltd. | 14,800 | 625,298 | |
ASX Ltd.(1) | 3,000 | 122,550 | |
Atlas Arteria Ltd.(1) | 59,800 | 199,160 | |
Aurizon Holdings Ltd. | 93,148 | 228,795 | |
BHP Group Ltd. | 48,944 | 1,342,344 | |
Brambles Ltd. | 73,365 | 690,192 | |
BWP Trust(1) | 58,794 | 134,543 | |
CAR Group Ltd. | 53,200 | 1,153,562 | |
Centuria Industrial REIT(1) | 53,000 | 108,219 | |
Centuria Office REIT(1) | 67,500 | 51,481 | |
Charter Hall Long Wale REIT(1) | 23,400 | 50,614 | |
Charter Hall Retail REIT(1) | 75,300 | 160,672 | |
Codan Ltd. | 32,850 | 231,515 | |
Coles Group Ltd. | 80,600 | 840,595 | |
Commonwealth Bank of Australia | 13,800 | 1,011,120 | |
Computershare Ltd. | 36,200 | 635,975 | |
CSL Ltd. | 15,810 | 2,809,059 | |
CSR Ltd. | 20,400 | 116,357 | |
Data#3 Ltd. | 37,500 | 184,445 | |
Dexus(1) | 66,800 | 303,420 | |
Elders Ltd.(1) | 17,500 | 95,081 | |
Endeavour Group Ltd.(1) | 77,400 | 266,171 | |
G8 Education Ltd.(1) | 155,500 | 122,143 | |
GrainCorp Ltd., Class A | 19,300 | 106,047 | |
Hansen Technologies Ltd. | 66,850 | 202,569 | |
HomeCo Daily Needs REIT(1)(2) | 250,400 | 196,323 | |
Incitec Pivot Ltd. | 148,000 | 265,747 | |
Infomedia Ltd. | 61,241 | 65,167 | |
IRESS Ltd.(3) | 53,584 | 292,856 | |
Lottery Corp. Ltd. | 183,800 | 573,362 | |
Medibank Pvt Ltd.(1) | 101,100 | 231,707 | |
Mirvac Group(1) | 244,300 | 320,099 | |
National Australia Bank Ltd. | 27,100 | 587,461 | |
National Storage REIT | 86,600 | 119,415 | |
New Hope Corp. Ltd. | 55,500 | 161,451 | |
NEXTDC Ltd.(1)(3) | 67,900 | 720,791 | |
nib holdings Ltd. | 37,000 | 176,695 | |
Northern Star Resources Ltd. | 11,200 | 106,162 | |
Orica Ltd. | 22,699 | 262,826 | |
Origin Energy Ltd. | 191,900 | 1,211,160 | |
Orora Ltd.(1) | 116,205 | 162,884 | |
QBE Insurance Group Ltd. | 14,900 | 170,441 | |
Region RE Ltd.(1) | 118,852 | 166,613 |
Security | Shares | Value | |
Australia (continued) | |||
Ridley Corp. Ltd. | 55,600 | $ 81,121 | |
Rio Tinto Ltd.(1) | 6,100 | 507,668 | |
Santos Ltd. | 147,200 | 722,364 | |
Scentre Group | 230,461 | 466,695 | |
Steadfast Group Ltd. | 57,200 | 208,175 | |
Stockland | 139,200 | 394,370 | |
Suncorp Group Ltd. | 13,000 | 138,845 | |
Tabcorp Holdings Ltd. | 537,100 | 252,016 | |
Technology One Ltd. | 36,588 | 378,949 | |
Telstra Group Ltd. | 485,173 | 1,146,276 | |
TPG Telecom Ltd.(1) | 189,263 | 547,016 | |
Transurban Group | 130,241 | 1,045,634 | |
Vicinity Ltd. | 140,600 | 172,174 | |
Viva Energy Group Ltd.(4) | 41,423 | 90,695 | |
Washington H Soul Pattinson & Co. Ltd.(1) | 7,200 | 150,679 | |
Waypoint REIT Ltd. | 90,348 | 135,569 | |
Weebit Nano Ltd.(1)(3) | 52,100 | 104,764 | |
Wesfarmers Ltd. | 43,985 | 1,884,283 | |
Whitehaven Coal Ltd. | 51,161 | 253,067 | |
Woodside Energy Group Ltd. | 75,689 | 1,356,120 | |
Woolworths Group Ltd. | 68,096 | 1,397,133 | |
Yancoal Australia Ltd.(1) | 46,200 | 164,931 | |
$ 29,751,708 | |||
Austria — 1.1% | |||
ams-OSRAM AG(3) | 39,000 | $ 46,841 | |
ANDRITZ AG | 8,462 | 461,886 | |
AT&S Austria Technologie & Systemtechnik AG | 7,100 | 157,661 | |
BAWAG Group AG(4) | 1,668 | 99,598 | |
CA Immobilien Anlagen AG | 15,681 | 510,053 | |
Erste Group Bank AG | 7,789 | 363,241 | |
Kontron AG | 12,400 | 249,618 | |
Mayr Melnhof Karton AG | 1,059 | 126,731 | |
OMV AG | 10,303 | 488,892 | |
PIERER Mobility AG | 2,700 | 106,733 | |
Schoeller-Bleckmann Oilfield Equipment AG | 737 | 35,848 | |
Telekom Austria AG | 37,101 | 318,665 | |
UNIQA Insurance Group AG | 5,635 | 49,428 | |
Verbund AG | 6,087 | 464,993 | |
voestalpine AG | 10,446 | 278,961 | |
$ 3,759,149 | |||
Belgium — 2.1% | |||
Ackermans & van Haaren NV | 5,573 | $ 957,927 | |
Aedifica SA(1) | 3,279 | 209,520 | |
Ageas SA | 4,531 | 207,980 |
1
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Belgium (continued) | |||
Anheuser-Busch InBev SA | 15,089 | $ 901,927 | |
Argenx SE(3) | 700 | 261,495 | |
Barco NV(1) | 10,606 | 147,137 | |
Care Property Invest NV(1)(3) | 5,528 | 82,023 | |
Cofinimmo SA(1) | 3,041 | 201,441 | |
Colruyt Group NV | 1,550 | 71,706 | |
D'ieteren Group | 3,450 | 744,243 | |
Elia Group SA(1) | 5,482 | 527,816 | |
Gimv NV | 1,766 | 82,442 | |
KBC Group NV | 8,974 | 666,626 | |
Materialise NV ADR(3) | 20,300 | 105,966 | |
Melexis NV(1) | 1,900 | 158,775 | |
Montea NV | 2,517 | 215,792 | |
Proximus SADP | 33,445 | 246,413 | |
Solvay SA(1) | 9,909 | 320,095 | |
Syensqo SA(1)(3) | 6,842 | 634,196 | |
UCB SA(1) | 5,542 | 734,925 | |
Xior Student Housing NV(2) | 4,621 | 137,476 | |
$ 7,615,921 | |||
Denmark — 4.4% | |||
AP Moller - Maersk AS, Class A | 200 | $ 283,638 | |
AP Moller - Maersk AS, Class B | 187 | 270,976 | |
Better Collective AS(1)(3) | 4,800 | 128,582 | |
Carlsberg AS, Class B | 11,673 | 1,570,169 | |
Cementir Holding NV | 9,771 | 103,459 | |
D/S Norden AS | 3,400 | 143,360 | |
Danske Bank AS | 50,200 | 1,445,107 | |
FLSmidth & Co. AS | 4,700 | 234,545 | |
H Lundbeck AS | 40,500 | 196,936 | |
ISS AS | 12,600 | 235,915 | |
Matas AS | 10,900 | 175,582 | |
Novo Nordisk AS, Class B | 32,908 | 4,220,194 | |
Novonesis (Novozymes) B, Class B | 36,408 | 2,016,155 | |
Orsted AS(3)(4) | 20,773 | 1,141,649 | |
Pandora AS | 10,365 | 1,577,552 | |
Per Aarsleff Holding AS | 2,300 | 107,772 | |
Scandinavian Tobacco Group AS(4) | 28,050 | 453,125 | |
Svitzer AS(3) | 774 | 26,009 | |
Topdanmark AS | 9,927 | 414,143 | |
TORM PLC, Class A | 4,716 | 162,909 | |
Tryg AS | 29,120 | 576,350 | |
$ 15,484,127 | |||
Finland — 2.1% | |||
Citycon OYJ(1) | 9,400 | $ 38,457 |
Security | Shares | Value | |
Finland (continued) | |||
Elisa OYJ | 16,997 | $ 766,384 | |
Fortum OYJ(1) | 54,610 | 719,617 | |
Huhtamaki OYJ(1) | 3,000 | 114,967 | |
Kesko OYJ, Class B | 40,209 | 686,463 | |
Kojamo OYJ(1)(3) | 27,189 | 300,352 | |
Kone OYJ, Class B | 12,323 | 600,709 | |
Konecranes OYJ | 3,600 | 189,199 | |
Neste OYJ | 21,835 | 494,980 | |
Nokia OYJ | 181,827 | 661,005 | |
Nordea Bank Abp | 63,982 | 743,741 | |
Orion OYJ, Class B(1) | 18,188 | 694,492 | |
TietoEVRY OYJ | 4,494 | 84,807 | |
Tokmanni Group Corp.(1) | 42,498 | 644,933 | |
UPM-Kymmene OYJ | 18,785 | 658,323 | |
YIT OYJ(1) | 23,700 | 49,197 | |
$ 7,447,626 | |||
France — 8.5% | |||
Air Liquide SA | 14,487 | $ 2,833,348 | |
Airbus SE | 3,700 | 608,864 | |
Altarea SCA(1) | 1,700 | 146,934 | |
AXA SA(1) | 32,502 | 1,122,995 | |
BNP Paribas SA | 14,900 | 1,072,232 | |
Bollore SE | 114,847 | 745,442 | |
Bouygues SA(1) | 5,016 | 184,866 | |
Bureau Veritas SA | 5,818 | 169,686 | |
Capgemini SE | 7,067 | 1,485,349 | |
Carmila SA | 10,540 | 177,077 | |
Carrefour SA | 18,800 | 316,277 | |
Cie Generale des Etablissements Michelin SCA | 15,760 | 605,478 | |
Coface SA | 9,300 | 143,114 | |
Danone SA | 20,672 | 1,293,805 | |
Dassault Aviation SA | 500 | 107,024 | |
Dassault Systemes SE | 16,100 | 631,956 | |
Edenred SE | 4,550 | 215,906 | |
Eiffage SA | 1,470 | 156,847 | |
Engie SA(1)(3) | 171,757 | 2,981,806 | |
Gecina SA | 4,534 | 462,929 | |
Getlink SE | 5,600 | 95,333 | |
ICADE(1) | 5,100 | 135,596 | |
Klepierre SA | 15,118 | 405,955 | |
La Francaise des Jeux SAEM(4) | 3,700 | 139,433 | |
L'Oreal SA | 1,000 | 468,853 | |
LVMH Moet Hennessy Louis Vuitton SE | 2,245 | 1,844,124 | |
Mercialys SA(1) | 6,500 | 70,357 | |
Nexity SA(1) | 8,700 | 97,580 |
2
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
France (continued) | |||
Orange SA | 117,282 | $ 1,305,382 | |
Pernod Ricard SA | 5,500 | 831,832 | |
Quadient SA | 11,000 | 210,491 | |
Safran SA | 2,872 | 622,742 | |
Sanofi SA | 31,350 | 3,097,162 | |
SCOR SE | 10,867 | 354,566 | |
SEB SA | 1,980 | 233,688 | |
Sopra Steria Group | 2,000 | 437,916 | |
SPIE SA | 3,975 | 144,534 | |
Thales SA | 1,600 | 268,908 | |
TotalEnergies SE | 39,931 | 2,898,941 | |
Vinci SA | 4,112 | 481,828 | |
Vivendi SE | 77,095 | 784,341 | |
$ 30,391,497 | |||
Germany — 8.7% | |||
Allianz SE | 4,822 | $ 1,368,411 | |
BASF SE | 29,581 | 1,549,942 | |
Bayer AG | 35,300 | 1,029,725 | |
Bayerische Motoren Werke AG | 6,320 | 688,560 | |
Bayerische Motoren Werke AG, PFC Shares | 4,529 | 465,362 | |
BioNTech SE ADR(3) | 6,100 | 541,802 | |
Brenntag SE | 2,200 | 175,567 | |
Daimler Truck Holding AG | 9,600 | 432,924 | |
Deutsche Boerse AG | 3,140 | 605,367 | |
Deutsche Lufthansa AG(3) | 20,168 | 144,335 | |
Deutsche Telekom AG | 128,895 | 2,952,413 | |
Deutsche Wohnen SE | 22,430 | 423,151 | |
E.ON SE | 236,953 | 3,137,724 | |
Evonik Industries AG | 13,100 | 273,013 | |
Fielmann Group AG | 2,817 | 131,352 | |
Fraport AG Frankfurt Airport Services Worldwide(3) | 2,100 | 105,143 | |
Fresenius Medical Care AG | 11,665 | 491,128 | |
Fresenius SE & Co. KGaA | 22,400 | 668,424 | |
FUCHS SE | 3,686 | 134,747 | |
FUCHS SE, PFC Shares | 6,177 | 288,462 | |
GEA Group AG(3) | 5,400 | 217,944 | |
Hamborner REIT AG | 30,510 | 208,169 | |
Hannover Rueck SE | 900 | 223,240 | |
Henkel AG & Co. KGaA | 10,296 | 740,370 | |
Henkel AG & Co. KGaA, PFC Shares | 23,418 | 1,860,367 | |
K&S AG | 18,200 | 272,271 | |
Knorr-Bremse AG | 901 | 66,859 | |
Mercedes-Benz Group AG | 16,300 | 1,232,946 | |
MTU Aero Engines AG | 1,265 | 304,760 |
Security | Shares | Value | |
Germany (continued) | |||
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1,669 | $ 734,041 | |
QIAGEN NV(3) | 9,998 | 417,433 | |
Rheinmetall AG | 450 | 247,970 | |
SAP SE | 17,052 | 3,079,031 | |
Siemens AG | 7,440 | 1,393,761 | |
Softwareone Holding AG | 12,174 | 207,016 | |
Suedzucker AG | 40,318 | 575,442 | |
Symrise AG | 4,600 | 493,082 | |
Talanx AG | 1,900 | 142,908 | |
Verbio SE | 2,600 | 54,201 | |
Volkswagen AG, PFC Shares | 3,400 | 416,517 | |
Vonovia SE | 80,375 | 2,322,518 | |
$ 30,818,398 | |||
Hong Kong — 4.2% | |||
AIA Group Ltd. | 203,400 | $ 1,489,773 | |
ASMPT Ltd. | 58,900 | 731,990 | |
Bank of East Asia Ltd. | 151,000 | 190,123 | |
Beijing Tong Ren Tang Chinese Medicine Co. Ltd.(1) | 109,000 | 132,665 | |
BOC Hong Kong Holdings Ltd. | 108,500 | 332,563 | |
Budweiser Brewing Co. APAC Ltd.(4) | 459,500 | 639,252 | |
Cafe de Coral Holdings Ltd. | 84,000 | 87,120 | |
Cathay Pacific Airways Ltd.(1) | 142,000 | 152,870 | |
China Tobacco International HK Co. Ltd.(2) | 93,000 | 142,451 | |
China Traditional Chinese Medicine Holdings Co. Ltd.(1) | 986,000 | 536,901 | |
Chow Sang Sang Holdings International Ltd. | 101,000 | 108,512 | |
Chow Tai Fook Jewellery Group Ltd. | 306,000 | 416,358 | |
CK Asset Holdings Ltd. | 90,500 | 386,035 | |
CK Hutchison Holdings Ltd. | 165,500 | 803,796 | |
CLP Holdings Ltd. | 120,500 | 947,860 | |
C-Mer Eye Care Holdings Ltd.(2)(3) | 190,000 | 71,601 | |
DFI Retail Group Holdings Ltd.(1) | 67,300 | 130,674 | |
Galaxy Entertainment Group Ltd. | 171,000 | 767,259 | |
Hang Lung Group Ltd. | 207,000 | 245,632 | |
Hang Seng Bank Ltd. | 19,000 | 250,545 | |
HK Electric Investments & HK Electric Investments Ltd.(2) | 726,500 | 434,609 | |
HKT Trust & HKT Ltd. | 1,154,999 | 1,275,093 | |
Hong Kong Resources Holdings Co. Ltd.(3) | 3,116 | 378 | |
Hongkong Land Holdings Ltd. | 105,600 | 337,411 | |
Hutchison Telecommunications Hong Kong Holdings Ltd. | 424,000 | 55,774 | |
Jardine Matheson Holdings Ltd. | 17,500 | 669,710 | |
Luk Fook Holdings International Ltd. | 76,000 | 182,199 | |
MTR Corp. Ltd. | 167,000 | 548,835 | |
PAX Global Technology Ltd. | 102,000 | 85,341 | |
Power Assets Holdings Ltd. | 133,000 | 762,908 |
3
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Hong Kong (continued) | |||
Shangri-La Asia Ltd.(3) | 200,000 | $ 139,498 | |
Sino Land Co. Ltd. | 252,000 | 269,438 | |
Sun Hung Kai Properties Ltd. | 68,500 | 631,910 | |
Superb Summit International Group Ltd.(1)(5) | 230,000 | 0 | |
Viva Goods Company Ltd.(3) | 808,000 | 76,030 | |
VSTECS Holdings Ltd. | 270,000 | 171,928 | |
VTech Holdings Ltd. | 46,200 | 267,045 | |
Wharf Holdings Ltd. | 94,000 | 302,432 | |
Yue Yuen Industrial Holdings Ltd. | 120,500 | 213,352 | |
$ 14,987,871 | |||
Ireland — 1.9% | |||
Bank of Ireland Group PLC | 127,740 | $ 1,362,913 | |
CRH PLC | 15,571 | 1,205,830 | |
DCC PLC | 16,049 | 1,095,997 | |
Fineos Corp. Ltd. CDI(3) | 41,347 | 48,127 | |
Glanbia PLC | 6,635 | 125,974 | |
Glenveagh Properties PLC(3)(4) | 77,242 | 104,951 | |
ICON PLC(3) | 3,900 | 1,161,732 | |
Irish Continental Group PLC | 32,401 | 173,140 | |
Irish Residential Properties REIT PLC(1) | 74,174 | 78,378 | |
Kerry Group PLC, Class A | 13,718 | 1,180,549 | |
Uniphar PLC(1) | 20,481 | 56,314 | |
$ 6,593,905 | |||
Israel — 2.1% | |||
Airport City Ltd.(3) | 3,900 | $ 59,924 | |
Amot Investments Ltd. | 23,381 | 98,063 | |
AudioCodes Ltd. | 3,200 | 34,624 | |
Azrieli Group Ltd. | 3,567 | 229,502 | |
Bank Hapoalim BM | 32,460 | 292,414 | |
Bank Leumi Le-Israel BM | 41,003 | 319,500 | |
Bezeq The Israeli Telecommunication Corp. Ltd. | 375,812 | 465,683 | |
Check Point Software Technologies Ltd.(3) | 1,200 | 179,304 | |
Danel Adir Yeoshua Ltd. | 1,100 | 99,533 | |
Delek Automotive Systems Ltd. | 12,000 | 67,596 | |
Delek Group Ltd. | 2,158 | 253,485 | |
Delta Galil Ltd. | 2,040 | 90,763 | |
Elbit Systems Ltd. | 1,444 | 293,937 | |
Enlight Renewable Energy Ltd.(3) | 27,990 | 449,870 | |
Fattal Holdings 1998 Ltd.(3) | 1,395 | 169,247 | |
Fox Wizel Ltd. | 2,702 | 214,539 | |
Hilan Ltd. | 2,300 | 129,126 | |
ICL Group Ltd. | 115,023 | 539,915 | |
Inrom Construction Industries Ltd. | 28,109 | 92,887 | |
Israel Corp. Ltd. | 709 | 168,960 |
Security | Shares | Value | |
Israel (continued) | |||
Maytronics Ltd. | 13,500 | $ 115,407 | |
Melisron Ltd. | 2,750 | 188,650 | |
Nice Ltd.(3) | 1,294 | 289,352 | |
Nova Ltd.(3) | 552 | 93,415 | |
Oil Refineries Ltd. | 624,196 | 180,850 | |
OPC Energy Ltd.(3) | 38,701 | 290,742 | |
Partner Communications Co. Ltd.(3) | 56,700 | 264,989 | |
Plus500 Ltd. | 6,700 | 181,233 | |
Reit 1 Ltd. | 25,218 | 101,353 | |
Shapir Engineering & Industry Ltd.(3) | 22,700 | 123,838 | |
Shufersal Ltd. | 54,334 | 357,738 | |
Strauss Group Ltd. | 13,500 | 247,989 | |
Tadiran Group Ltd. | 700 | 48,703 | |
Taro Pharmaceutical Industries Ltd.(3) | 2,100 | 89,208 | |
Teva Pharmaceutical Industries Ltd. ADR(3) | 45,500 | 639,275 | |
Tower Semiconductor Ltd.(3) | 4,400 | 142,386 | |
$ 7,604,000 | |||
Italy — 4.2% | |||
Assicurazioni Generali SpA | 15,753 | $ 384,097 | |
Banca Popolare di Sondrio SpA | 25,800 | 215,553 | |
Banco BPM SpA | 34,300 | 225,201 | |
BFF Bank SpA(4) | 8,900 | 114,210 | |
Bio On SpA(1)(3)(5) | 12,900 | 0 | |
BPER Banca SpA | 32,400 | 168,260 | |
Buzzi SpA | 13,469 | 485,292 | |
Danieli & C Officine Meccaniche SpA(1) | 3,000 | 103,547 | |
Davide Campari-Milano NV(1) | 70,565 | 707,682 | |
De’Longhi SpA | 2,450 | 80,342 | |
Enav SpA(4) | 45,920 | 188,850 | |
Enel SpA | 180,866 | 1,188,731 | |
Eni SpA(1) | 118,131 | 1,897,383 | |
Ferrari NV | 1,998 | 821,727 | |
Fila SpA | 5,500 | 51,677 | |
Fincantieri SpA(1)(3) | 128,000 | 96,973 | |
Infrastrutture Wireless Italiane SpA(1)(4) | 54,778 | 587,052 | |
Italgas SpA(1) | 24,300 | 134,699 | |
Juventus Football Club SpA(1)(3) | 77,177 | 145,292 | |
Leonardo SpA(1) | 23,600 | 542,376 | |
Maire Tecnimont SpA(1) | 21,145 | 175,116 | |
PRADA SpA | 8,700 | 70,951 | |
Prysmian SpA(1) | 14,584 | 791,304 | |
RAI Way SpA(4) | 46,700 | 265,208 | |
Recordati Industria Chimica e Farmaceutica SpA | 17,347 | 923,092 | |
Sesa SpA(1) | 1,200 | 124,788 | |
Snam SpA(1) | 62,700 | 286,870 |
4
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Italy (continued) | |||
Stellantis NV | 32,130 | $ 710,924 | |
Stevanato Group SpA(1) | 17,000 | 476,680 | |
STMicroelectronics NV | 40,577 | 1,607,801 | |
Technogym SpA(4) | 13,845 | 130,565 | |
Technoprobe SpA(1)(3) | 16,800 | 133,861 | |
Terna - Rete Elettrica Nazionale | 36,600 | 293,236 | |
UniCredit SpA(1) | 17,146 | 629,333 | |
Unipol Gruppo SpA | 13,700 | 122,816 | |
UnipolSai Assicurazioni SpA(1) | 42,356 | 121,278 | |
$ 15,002,767 | |||
Japan — 12.7% | |||
Activia Properties, Inc. | 88 | $ 218,412 | |
Advance Residence Investment Corp. | 45 | 97,291 | |
Aeon Co. Ltd. | 13,500 | 282,262 | |
AEON REIT Investment Corp. | 134 | 117,186 | |
AGC, Inc. | 1,900 | 70,251 | |
Air Water, Inc. | 12,300 | 184,687 | |
Alfresa Holdings Corp. | 13,900 | 205,991 | |
Asahi Kasei Corp. | 35,100 | 244,722 | |
Astellas Pharma, Inc. | 37,200 | 357,042 | |
Azbil Corp. | 3,900 | 108,927 | |
Bandai Namco Holdings, Inc. | 12,600 | 235,433 | |
Bridgestone Corp. | 4,300 | 189,746 | |
Brother Industries Ltd. | 7,500 | 132,667 | |
Calbee, Inc. | 7,600 | 165,996 | |
Canon, Inc. | 8,200 | 221,935 | |
Central Japan Railway Co. | 8,500 | 194,378 | |
Chiba Bank Ltd. | 14,600 | 123,327 | |
Chubu Electric Power Co., Inc. | 45,200 | 580,185 | |
Comforia Residential REIT, Inc. | 66 | 142,873 | |
Concordia Financial Group Ltd. | 17,300 | 93,215 | |
Dai Nippon Printing Co. Ltd. | 3,700 | 107,767 | |
Daicel Corp. | 19,800 | 183,904 | |
Daiichi Sankyo Co. Ltd. | 30,200 | 1,016,462 | |
Daiwa House Industry Co. Ltd. | 16,600 | 467,106 | |
Daiwa House REIT Investment Corp. | 157 | 263,725 | |
Daiwa Office Investment Corp.(1) | 35 | 127,607 | |
DeNA Co. Ltd. | 17,400 | 175,499 | |
Denka Co. Ltd. | 7,700 | 114,095 | |
DIC Corp. | 5,600 | 104,662 | |
East Japan Railway Co.(1) | 8,400 | 153,963 | |
Eisai Co. Ltd. | 6,000 | 246,414 | |
Electric Power Development Co. Ltd. | 13,500 | 229,324 | |
ENEOS Holdings, Inc. | 160,000 | 739,234 | |
Ezaki Glico Co. Ltd. | 6,000 | 154,896 |
Security | Shares | Value | |
Japan (continued) | |||
Frontier Real Estate Investment Corp.(1) | 72 | $ 209,311 | |
FUJIFILM Holdings Corp. | 13,800 | 293,560 | |
Fujitsu Ltd. | 11,800 | 182,288 | |
Fukuoka Financial Group, Inc. | 8,300 | 220,469 | |
GLP J-Reit | 270 | 219,594 | |
Hamamatsu Photonics KK | 3,600 | 131,910 | |
Hankyu Hanshin Holdings, Inc. | 4,400 | 115,360 | |
Hikari Tsushin, Inc. | 400 | 65,009 | |
Hirose Electric Co. Ltd. | 1,040 | 110,392 | |
Hisamitsu Pharmaceutical Co., Inc. | 4,700 | 114,030 | |
Honda Motor Co. Ltd. | 38,900 | 442,588 | |
House Foods Group, Inc. | 7,700 | 151,712 | |
Hulic Reit, Inc. | 127 | 121,378 | |
Inpex Corp. | 11,800 | 176,762 | |
Invincible Investment Corp. | 244 | 109,322 | |
Isuzu Motors Ltd. | 14,200 | 179,954 | |
Ito En Ltd.(1) | 3,200 | 77,649 | |
ITOCHU Corp. | 7,100 | 320,315 | |
Iwatani Corp. | 8,200 | 465,616 | |
Japan Logistics Fund, Inc. | 71 | 126,594 | |
Japan Metropolitan Fund Investment Corp. | 214 | 129,198 | |
Japan Petroleum Exploration Co. Ltd. | 4,700 | 198,261 | |
Japan Post Bank Co. Ltd. | 23,900 | 242,592 | |
Japan Post Holdings Co. Ltd. | 24,400 | 234,320 | |
Japan Post Insurance Co. Ltd. | 9,300 | 174,599 | |
Japan Prime Realty Investment Corp.(1) | 103 | 222,878 | |
Japan Real Estate Investment Corp. | 67 | 227,206 | |
Japan Tobacco, Inc. | 18,300 | 492,300 | |
Kagome Co. Ltd. | 6,400 | 163,602 | |
Kajima Corp. | 5,200 | 99,617 | |
Kaneka Corp. | 6,400 | 165,773 | |
Kansai Electric Power Co., Inc. | 47,200 | 707,028 | |
Kansai Paint Co. Ltd.(1) | 8,900 | 115,862 | |
Kao Corp. | 9,900 | 408,397 | |
Kawasaki Kisen Kaisha Ltd. | 5,100 | 71,858 | |
KDDI Corp. | 37,700 | 1,046,129 | |
KDX Realty Investment Corp.(1) | 186 | 183,459 | |
Keio Corp. | 2,200 | 53,828 | |
Keisei Electric Railway Co. Ltd. | 2,300 | 85,682 | |
Kewpie Corp. | 4,800 | 96,836 | |
Keyence Corp. | 1,600 | 703,631 | |
Kintetsu Group Holdings Co. Ltd.(1) | 2,200 | 56,559 | |
Kirin Holdings Co. Ltd. | 19,400 | 283,193 | |
Kobe Steel Ltd. | 19,300 | 235,567 | |
Komatsu Ltd. | 5,800 | 173,166 | |
Kuraray Co. Ltd. | 8,500 | 94,172 |
5
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Kyocera Corp. | 13,600 | $ 165,765 | |
Kyowa Kirin Co. Ltd. | 9,500 | 159,542 | |
LaSalle Logiport REIT | 165 | 165,492 | |
Lion Corp. | 17,300 | 155,146 | |
Marubeni Corp. | 7,500 | 133,623 | |
Marui Group Co. Ltd. | 6,800 | 103,862 | |
Maruichi Steel Tube Ltd. | 2,500 | 64,371 | |
MatsukiyoCocokara & Co. | 11,400 | 161,660 | |
Mebuki Financial Group, Inc. | 60,500 | 214,026 | |
Medipal Holdings Corp. | 12,500 | 196,038 | |
MEIJI Holdings Co. Ltd. | 6,000 | 134,246 | |
Mitsubishi Chemical Group Corp. | 27,100 | 158,098 | |
Mitsubishi Corp. | 19,700 | 450,530 | |
Mitsubishi Electric Corp. | 15,600 | 271,907 | |
Mitsubishi Gas Chemical Co., Inc. | 4,700 | 83,163 | |
Mitsubishi HC Capital, Inc. | 33,500 | 216,947 | |
Mitsubishi Heavy Industries Ltd. | 25,000 | 223,528 | |
Mitsubishi Materials Corp. | 7,200 | 140,706 | |
Mitsui & Co. Ltd. | 7,800 | 376,550 | |
Mitsui Chemicals, Inc. | 8,300 | 236,242 | |
Mitsui OSK Lines Ltd.(1) | 2,200 | 69,827 | |
Mizuho Financial Group, Inc. | 22,080 | 426,787 | |
MS&AD Insurance Group Holdings, Inc. | 15,600 | 280,473 | |
Murata Manufacturing Co. Ltd. | 16,500 | 301,491 | |
NEC Corp. | 3,600 | 260,647 | |
NH Foods Ltd. | 5,400 | 177,640 | |
Nichirei Corp. | 7,300 | 182,767 | |
Nihon Kohden Corp. | 5,900 | 160,412 | |
Nintendo Co. Ltd. | 27,800 | 1,355,777 | |
Nippon Accommodations Fund, Inc.(1) | 49 | 204,061 | |
Nippon Building Fund, Inc.(1) | 94 | 359,155 | |
Nippon Express Holdings, Inc. | 1,500 | 76,737 | |
Nippon Kayaku Co. Ltd. | 17,700 | 144,174 | |
Nippon Paper Industries Co. Ltd. | 10,000 | 69,526 | |
Nippon Shinyaku Co. Ltd. | 4,300 | 118,982 | |
Nippon Shokubai Co. Ltd. | 14,000 | 133,071 | |
Nippon Steel Corp. | 14,800 | 331,800 | |
Nippon Telegraph & Telephone Corp. | 1,070,300 | 1,155,562 | |
Nippon Yusen KK | 3,000 | 85,171 | |
Nisshin Seifun Group, Inc. | 12,500 | 163,061 | |
Nissin Foods Holdings Co. Ltd. | 6,600 | 176,125 | |
Nitori Holdings Co. Ltd. | 1,600 | 214,133 | |
Nomura Real Estate Master Fund, Inc. | 292 | 279,129 | |
Nomura Research Institute Ltd. | 6,700 | 162,126 | |
NTT Data Group Corp. | 10,500 | 164,197 | |
Obayashi Corp. | 10,500 | 117,188 |
Security | Shares | Value | |
Japan (continued) | |||
Obic Co. Ltd.(1) | 900 | $ 115,620 | |
Odakyu Electric Railway Co. Ltd. | 5,100 | 57,338 | |
Oji Holdings Corp. | 48,300 | 189,192 | |
Ono Pharmaceutical Co. Ltd. | 17,600 | 253,499 | |
Oracle Corp. | 1,900 | 142,585 | |
Oriental Land Co. Ltd. | 7,300 | 201,420 | |
Orix JREIT, Inc. | 227 | 239,276 | |
Osaka Gas Co. Ltd. | 25,700 | 571,462 | |
Otsuka Corp. | 8,800 | 175,015 | |
Otsuka Holdings Co. Ltd. | 13,800 | 590,044 | |
Pan Pacific International Holdings Corp. | 4,600 | 108,036 | |
Panasonic Holdings Corp. | 23,100 | 201,627 | |
Resona Holdings, Inc. | 44,400 | 280,774 | |
Ricoh Co. Ltd. | 15,500 | 133,719 | |
Rinnai Corp.(1) | 5,100 | 110,504 | |
Rohm Co. Ltd.(1) | 6,400 | 91,999 | |
Rohto Pharmaceutical Co. Ltd. | 8,900 | 173,643 | |
Ryohin Keikaku Co. Ltd. | 9,000 | 144,981 | |
Santen Pharmaceutical Co. Ltd. | 16,700 | 161,307 | |
Sapporo Holdings Ltd. | 4,500 | 162,655 | |
Sawai Group Holdings Co. Ltd. | 3,400 | 126,702 | |
Secom Co. Ltd. | 2,000 | 138,925 | |
Seiko Epson Corp. | 12,300 | 202,335 | |
Sekisui Chemical Co. Ltd. | 11,000 | 160,028 | |
Sekisui House Ltd. | 8,600 | 197,631 | |
Sekisui House Reit, Inc.(1) | 380 | 194,712 | |
Seven Bank Ltd. | 101,900 | 182,154 | |
SG Holdings Co. Ltd. | 12,200 | 142,802 | |
Shimadzu Corp. | 4,900 | 133,123 | |
Shimizu Corp. | 15,300 | 94,775 | |
Shionogi & Co. Ltd. | 5,300 | 247,514 | |
Shizuoka Financial Group, Inc. | 10,200 | 95,205 | |
SoftBank Corp. | 60,800 | 733,350 | |
Sompo Holdings, Inc. | 8,000 | 158,321 | |
Subaru Corp. | 10,700 | 238,920 | |
SUMCO Corp. | 4,800 | 71,584 | |
Sumitomo Chemical Co. Ltd. | 82,600 | 176,472 | |
Sumitomo Corp. | 9,500 | 249,823 | |
Sumitomo Electric Industries Ltd. | 15,500 | 239,573 | |
Sumitomo Mitsui Financial Group, Inc. | 12,200 | 693,006 | |
Sumitomo Mitsui Trust Holdings, Inc. | 6,200 | 130,354 | |
Suntory Beverage & Food Ltd. | 5,700 | 185,451 | |
Suzuken Co. Ltd. | 5,100 | 150,622 | |
Suzuki Motor Corp. | 11,100 | 129,268 | |
Taiheiyo Cement Corp. | 9,500 | 217,289 | |
Taisei Corp. | 4,500 | 164,747 |
6
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Japan (continued) | |||
Takeda Pharmaceutical Co. Ltd. | 27,500 | $ 722,757 | |
Teijin Ltd. | 12,200 | 119,019 | |
TIS, Inc. | 8,700 | 185,802 | |
Tobu Railway Co. Ltd. | 3,200 | 63,490 | |
Tohoku Electric Power Co., Inc. | 50,100 | 386,775 | |
Tokai Carbon Co. Ltd. | 18,400 | 122,073 | |
Tokio Marine Holdings, Inc. | 19,000 | 600,521 | |
Tokyu Corp. | 9,800 | 116,008 | |
TOPPAN Holdings, Inc. | 2,400 | 56,937 | |
Toray Industries, Inc. | 41,100 | 187,857 | |
Tosoh Corp. | 14,900 | 205,413 | |
Toyo Seikan Group Holdings Ltd. | 11,300 | 174,668 | |
Toyo Suisan Kaisha Ltd. | 3,100 | 193,856 | |
Toyota Motor Corp. | 59,400 | 1,354,829 | |
Trend Micro, Inc. | 3,900 | 192,185 | |
United Urban Investment Corp. | 262 | 251,047 | |
USS Co. Ltd. | 16,200 | 123,757 | |
West Japan Railway Co. | 4,900 | 93,009 | |
Yakult Honsha Co. Ltd. | 8,900 | 174,082 | |
Yamaguchi Financial Group, Inc. | 12,900 | 130,311 | |
Yamato Holdings Co. Ltd. | 6,600 | 87,164 | |
Yamato Kogyo Co. Ltd. | 3,200 | 171,933 | |
Yamazaki Baking Co. Ltd. | 5,700 | 137,959 | |
Yokogawa Electric Corp. | 10,000 | 220,958 | |
Zeon Corp. | 17,700 | 176,400 | |
$ 45,340,363 | |||
Netherlands — 4.3% | |||
ABN AMRO Bank NV(1)(4) | 28,000 | $ 448,520 | |
ASML Holding NV | 2,344 | 2,041,654 | |
ASR Nederland NV(1) | 9,400 | 470,371 | |
DSM-Firmenich AG | 13,608 | 1,526,198 | |
Euronext NV(4) | 3,900 | 351,198 | |
JDE Peet's NV(1) | 24,360 | 541,269 | |
Koninklijke Ahold Delhaize NV | 44,412 | 1,348,090 | |
Koninklijke KPN NV | 179,514 | 652,378 | |
Koninklijke Philips NV(3) | 69,336 | 1,841,300 | |
NN Group NV | 9,850 | 454,389 | |
NSI NV(1) | 5,968 | 113,156 | |
Pharming Group NV(1)(3) | 127,000 | 118,281 | |
Prosus NV | 56,282 | 1,883,193 | |
Randstad NV(1) | 6,350 | 318,458 | |
SBM Offshore NV(1) | 23,217 | 342,999 | |
Universal Music Group NV(1) | 41,201 | 1,211,935 | |
Van Lanschot Kempen NV | 2,900 | 102,729 |
Security | Shares | Value | |
Netherlands (continued) | |||
Vastned Retail NV(1) | 7,610 | $ 169,923 | |
Wolters Kluwer NV | 10,211 | 1,528,653 | |
$ 15,464,694 | |||
New Zealand — 1.1% | |||
a2 Milk Co. Ltd.(1)(3) | 138,346 | $ 544,948 | |
Argosy Property Ltd. | 225,595 | 149,155 | |
Auckland International Airport Ltd.(1) | 60,252 | 278,549 | |
Contact Energy Ltd.(1) | 70,451 | 359,680 | |
EBOS Group Ltd.(1) | 4,100 | 84,489 | |
Fisher & Paykel Healthcare Corp. Ltd. | 27,254 | 456,443 | |
Goodman Property Trust(1) | 267,638 | 358,949 | |
Heartland Group Holdings Ltd.(1) | 53,899 | 33,632 | |
Infratil Ltd. | 32,311 | 207,460 | |
Meridian Energy Ltd. | 52,500 | 185,161 | |
SKYCITY Entertainment Group Ltd.(1) | 181,639 | 190,355 | |
Spark New Zealand Ltd. | 154,931 | 435,380 | |
Vulcan Steel Ltd. | 20,400 | 99,456 | |
Xero Ltd.(3) | 6,628 | 514,586 | |
$ 3,898,243 | |||
Norway — 2.1% | |||
Atea ASA | 23,356 | $ 298,183 | |
Austevoll Seafood ASA | 15,900 | 126,961 | |
Borregaard ASA | 13,695 | 234,581 | |
Crayon Group Holding ASA(3)(4) | 23,649 | 174,024 | |
DNB Bank ASA | 36,384 | 634,142 | |
Elkem ASA(4) | 88,300 | 154,288 | |
Elmera Group ASA(4) | 31,479 | 93,841 | |
Entra ASA(3)(4) | 11,383 | 104,757 | |
Equinor ASA | 37,489 | 997,521 | |
Europris ASA(3)(4) | 32,731 | 205,999 | |
Gjensidige Forsikring ASA | 15,800 | 253,326 | |
Golden Ocean Group Ltd. | 10,700 | 150,367 | |
Grieg Seafood ASA | 14,900 | 96,734 | |
Hoegh Autoliners ASA | 7,528 | 79,015 | |
Kitron ASA | 56,984 | 146,516 | |
Kongsberg Gruppen ASA | 5,270 | 372,026 | |
Mowi ASA | 27,800 | 488,082 | |
MPC Container Ships ASA | 91,500 | 147,076 | |
Norske Skog ASA(4) | 35,100 | 117,441 | |
Opera Ltd. ADR(1) | 7,000 | 87,360 | |
Orkla ASA | 49,932 | 339,658 | |
Protector Forsikring ASA | 5,000 | 101,074 | |
REC Silicon ASA(3) | 93,387 | 90,217 | |
Scatec ASA(3)(4) | 15,637 | 114,121 |
7
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Norway (continued) | |||
Schibsted ASA, Class B | 13,034 | $ 364,127 | |
Stolt-Nielsen Ltd. | 4,000 | 170,331 | |
Telenor ASA | 58,657 | 674,365 | |
Ultimovacs ASA(3) | 6,000 | 3,734 | |
Wallenius Wilhelmsen ASA | 16,800 | 169,219 | |
Yara International ASA | 17,014 | 484,987 | |
$ 7,474,073 | |||
Portugal — 1.1% | |||
Altri SGPS SA(1) | 20,700 | $ 114,066 | |
Banco Comercial Portugues SA, Class R(3) | 1,915,553 | 668,815 | |
EDP - Energias de Portugal SA(3) | 138,695 | 520,823 | |
Galp Energia SGPS SA | 31,666 | 680,222 | |
Jeronimo Martins SGPS SA | 27,221 | 559,983 | |
Mota-Engil SGPS SA | 83,200 | 360,072 | |
Navigator Co. SA | 123,108 | 543,744 | |
NOS SGPS SA | 75,448 | 260,598 | |
REN - Redes Energeticas Nacionais SGPS SA(1) | 47,100 | 113,723 | |
$ 3,822,046 | |||
Singapore — 4.3% | |||
AEM Holdings Ltd.(1) | 27,500 | $ 47,065 | |
BW LPG Ltd.(4) | 18,991 | 274,241 | |
CapitaLand Ascendas REIT | 207,700 | 393,430 | |
CapitaLand Ascott Trust | 258,525 | 171,710 | |
CapitaLand Integrated Commercial Trust | 206,800 | 294,792 | |
City Developments Ltd. | 29,900 | 134,010 | |
ComfortDelGro Corp. Ltd. | 276,300 | 300,536 | |
DBS Group Holdings Ltd. | 51,590 | 1,313,347 | |
Flex Ltd.(3) | 55,600 | 1,592,940 | |
Frasers Centrepoint Trust | 125,300 | 198,480 | |
Genting Singapore Ltd. | 1,320,600 | 881,328 | |
Haw Par Corp. Ltd. | 16,900 | 121,383 | |
Jardine Cycle & Carriage Ltd. | 16,200 | 312,632 | |
Keppel Ltd. | 118,600 | 593,226 | |
Keppel REIT | 302,800 | 194,426 | |
Lendlease Global Commercial REIT(1) | 252,800 | 100,546 | |
Mapletree Industrial Trust | 157,310 | 260,480 | |
Nanofilm Technologies International Ltd.(1)(2) | 467,300 | 220,719 | |
Netlink NBN Trust(2) | 515,700 | 322,740 | |
Oversea-Chinese Banking Corp. Ltd. | 93,500 | 970,676 | |
Parkway Life Real Estate Investment Trust | 33,400 | 87,672 | |
Raffles Medical Group Ltd. | 240,800 | 176,352 | |
SATS Ltd.(3) | 163,800 | 300,816 | |
Sembcorp Industries Ltd. | 191,600 | 748,787 | |
Sheng Siong Group Ltd. | 356,700 | 404,351 |
Security | Shares | Value | |
Singapore (continued) | |||
Singapore Exchange Ltd. | 40,800 | $ 278,318 | |
Singapore Post Ltd. | 292,300 | 96,236 | |
Singapore Technologies Engineering Ltd. | 151,200 | 444,147 | |
Singapore Telecommunications Ltd.(6) | 913,500 | 1,584,260 | |
Singapore Telecommunications Ltd.(6) | 84,700 | 147,580 | |
Suntec Real Estate Investment Trust(1) | 241,900 | 190,710 | |
UMS Holdings Ltd. | 83,625 | 82,107 | |
Venture Corp. Ltd. | 37,400 | 396,262 | |
Wilmar International Ltd. | 658,600 | 1,548,087 | |
$ 15,184,392 | |||
Spain — 4.2% | |||
ACS Actividades de Construccion y Servicios SA | 15,640 | $ 626,389 | |
Almirall SA(1) | 23,324 | 212,869 | |
Banco Bilbao Vizcaya Argentaria SA | 72,109 | 779,785 | |
Banco de Sabadell SA | 169,606 | 323,982 | |
Bankinter SA(1) | 29,708 | 234,817 | |
CaixaBank SA | 73,166 | 385,845 | |
Cia de Distribucion Integral Logista Holdings SA | 12,197 | 331,751 | |
Enagas SA | 10,500 | 153,993 | |
Ence Energia y Celulosa SA | 53,521 | 190,623 | |
Ferrovial SE | 29,100 | 1,046,592 | |
Grifols SA(3) | 49,695 | 454,831 | |
Iberdrola SA(1) | 128,618 | 1,577,059 | |
Indra Sistemas SA(1) | 17,300 | 330,721 | |
Industria de Diseno Textil SA(1) | 40,803 | 1,857,799 | |
Laboratorios Farmaceuticos Rovi SA | 3,948 | 354,309 | |
Mapfre SA | 69,417 | 167,473 | |
Merlin Properties Socimi SA | 64,351 | 723,894 | |
Redeia Corp. SA | 15,578 | 260,053 | |
Repsol SA | 119,566 | 1,876,717 | |
Telefonica SA | 453,915 | 2,033,356 | |
Tubacex SA | 28,949 | 96,678 | |
Unicaja Banco SA(4) | 101,024 | 131,963 | |
Vidrala SA | 3,822 | 401,900 | |
Viscofan SA(1) | 6,168 | 392,157 | |
$ 14,945,556 | |||
Sweden — 4.2% | |||
AcadeMedia AB(4) | 13,600 | $ 62,179 | |
Alfa Laval AB(1) | 2,550 | 108,566 | |
Arjo AB, Class B | 29,560 | 124,063 | |
Assa Abloy AB, Class B | 7,310 | 193,140 | |
Atlas Copco AB, Class B | 15,200 | 227,912 | |
Atrium Ljungberg AB, Class B | 7,700 | 136,097 | |
Attendo AB(4) | 28,200 | 106,356 |
8
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Sweden (continued) | |||
Betsson AB, Class B | 10,576 | $ 116,901 | |
Bilia AB, Class A(1) | 7,790 | 97,842 | |
Billerud Aktiebolag(1) | 31,576 | 261,880 | |
BioArctic AB(1)(3)(4) | 4,601 | 80,963 | |
BioGaia AB, Class B | 14,545 | 154,883 | |
Boliden AB(1) | 17,900 | 588,278 | |
BoneSupport Holding AB(3)(4) | 8,100 | 164,601 | |
Calliditas Therapeutics AB, Class B(1)(3) | 8,300 | 82,671 | |
Camurus AB(3) | 4,340 | 194,621 | |
Catena AB(1) | 3,500 | 153,177 | |
Cibus Nordic Real Estate AB(1) | 5,400 | 70,330 | |
Dios Fastigheter AB(1) | 19,400 | 148,223 | |
Electrolux AB, Class B(1)(3) | 7,800 | 67,823 | |
Elekta AB, Class B | 29,760 | 211,916 | |
Epiroc AB, Class A | 7,626 | 140,985 | |
Epiroc AB, Class B | 7,415 | 122,911 | |
Essity AB, Class B | 68,337 | 1,704,991 | |
Evolution AB(4) | 5,726 | 632,638 | |
Fabege AB | 17,418 | 133,218 | |
H & M Hennes & Mauritz AB, Class B | 19,300 | 306,769 | |
Hemnet Group AB | 6,200 | 161,130 | |
Hexagon AB, Class B(1) | 74,900 | 783,527 | |
Holmen AB, Class B(1) | 8,987 | 350,019 | |
Hufvudstaden AB, Class A(1) | 13,759 | 159,818 | |
Investor AB, Class A | 7,195 | 175,245 | |
Investor AB, Class B(1) | 18,400 | 450,666 | |
Kindred Group PLC SDR | 12,900 | 144,546 | |
L E Lundbergforetagen AB, Class B(1) | 2,400 | 118,291 | |
Loomis AB | 3,200 | 81,782 | |
Millicom International Cellular SA SDR(3) | 10,400 | 213,393 | |
Modern Times Group MTG AB, Class B(3) | 20,400 | 174,756 | |
Munters Group AB(4) | 3,200 | 63,799 | |
Mycronic AB | 5,660 | 196,991 | |
Nyfosa AB | 14,073 | 121,743 | |
Olink Holding AB ADR(3) | 7,400 | 170,422 | |
Orron Energy AB(1)(3) | 29,152 | 19,184 | |
Pandox AB(1) | 10,372 | 160,397 | |
Paradox Interactive AB | 8,600 | 130,024 | |
Saab AB, Class B | 1,591 | 125,957 | |
Sagax AB, Class D | 49,100 | 136,152 | |
Scandic Hotels Group AB(1)(3)(4) | 18,700 | 98,042 | |
Securitas AB, Class B(1) | 6,891 | 69,059 | |
Skandinaviska Enskilda Banken AB, Class A | 27,300 | 357,532 | |
Skanska AB, Class B(1) | 5,700 | 97,916 | |
SKF AB, Class B | 6,500 | 133,627 | |
SkiStar AB(1) | 4,900 | 67,877 |
Security | Shares | Value | |
Sweden (continued) | |||
Spotify Technology SA(3) | 1,200 | $ 336,528 | |
Stillfront Group AB(3) | 88,200 | 83,819 | |
Svenska Cellulosa AB SCA, Class B | 33,297 | 487,976 | |
Svenska Handelsbanken AB, Class A | 27,475 | 235,607 | |
Swedbank AB, Class A | 11,851 | 226,618 | |
Swedish Orphan Biovitrum AB(3) | 15,239 | 393,365 | |
Tele2 AB, Class B | 25,840 | 241,011 | |
Telefonaktiebolaget LM Ericsson, Class B | 115,388 | 585,581 | |
Telia Co. AB | 107,400 | 245,675 | |
Tethys Oil AB | 12,500 | 41,299 | |
Trelleborg AB, Class B | 1,319 | 46,485 | |
Volvo AB, Class A | 2,100 | 55,306 | |
Volvo AB, Class B | 12,650 | 321,983 | |
Wallenstam AB, Class B(1) | 43,000 | 190,079 | |
Wihlborgs Fastigheter AB(1) | 24,144 | 202,221 | |
$ 14,849,382 | |||
Switzerland — 8.3% | |||
ABB Ltd. | 33,284 | $ 1,617,218 | |
ALSO Holding AG | 1,032 | 254,199 | |
Avolta AG(1)(3) | 6,186 | 233,935 | |
Baloise Holding AG | 2,748 | 415,258 | |
Banque Cantonale Vaudoise(1) | 2,902 | 303,475 | |
BKW AG | 1,229 | 182,430 | |
Cembra Money Bank AG | 4,048 | 309,471 | |
Cie Financiere Richemont SA, Class A | 24,700 | 3,414,208 | |
DKSH Holding AG | 3,161 | 206,000 | |
Flughafen Zurich AG | 667 | 133,534 | |
Forbo Holding AG | 151 | 174,404 | |
Galenica AG(4) | 4,789 | 366,446 | |
Givaudan SA | 492 | 2,104,170 | |
Helvetia Holding AG(1) | 2,514 | 328,845 | |
Holcim AG | 25,148 | 2,105,081 | |
Huber & Suhner AG | 3,060 | 243,422 | |
Intershop Holding AG | 1,170 | 156,777 | |
Kuehne & Nagel International AG | 1,484 | 392,216 | |
Landis & Gyr Group AG | 4,448 | 329,081 | |
Logitech International SA | 15,642 | 1,217,842 | |
Nestle SA | 41,003 | 4,116,708 | |
Novartis AG | 20,129 | 1,953,670 | |
PSP Swiss Property AG | 4,783 | 591,281 | |
Roche Holding AG | 6,978 | 1,672,028 | |
Schindler Holding AG | 493 | 120,121 | |
Schindler Holding AG PC | 1,530 | 381,362 | |
SFS Group AG(1) | 1,848 | 219,186 | |
SGS SA | 5,275 | 464,493 |
9
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
Security | Shares | Value | |
Switzerland (continued) | |||
Stadler Rail AG | 9,144 | $ 271,276 | |
Swatch Group AG(1) | 4,878 | 202,239 | |
Swatch Group AG, Bearer Shares | 1,819 | 382,192 | |
Swiss Life Holding AG | 736 | 496,620 | |
Swiss Prime Site AG | 7,045 | 650,485 | |
Swiss Re AG | 6,955 | 756,046 | |
Swisscom AG | 2,008 | 1,101,602 | |
u-blox Holding AG(1) | 1,652 | 152,823 | |
Valiant Holding AG | 2,200 | 256,821 | |
Zurich Insurance Group AG | 2,789 | 1,350,005 | |
$ 29,626,970 | |||
United Kingdom — 8.7% | |||
Admiral Group PLC | 8,300 | $ 282,508 | |
Airtel Africa PLC(4) | 207,600 | 286,686 | |
Assura PLC | 414,500 | 212,211 | |
AstraZeneca PLC | 12,634 | 1,910,878 | |
Aviva PLC | 52,589 | 305,340 | |
B&M European Value Retail SA | 40,600 | 262,015 | |
BAE Systems PLC | 26,433 | 439,639 | |
Balfour Beatty PLC | 28,400 | 128,793 | |
Berkeley Group Holdings PLC | 4,063 | 238,602 | |
Big Yellow Group PLC | 17,197 | 231,340 | |
BP PLC | 24,100 | 155,340 | |
British American Tobacco PLC | 27,900 | 819,040 | |
British Land Co. PLC | 45,700 | 220,372 | |
BT Group PLC | 375,800 | 480,574 | |
Bunzl PLC | 6,800 | 260,765 | |
Centamin PLC | 159,300 | 240,555 | |
Centrica PLC | 473,500 | 755,835 | |
Compass Group PLC | 31,363 | 872,321 | |
Computacenter PLC | 11,000 | 352,665 | |
Darktrace PLC(3) | 25,900 | 193,340 | |
Derwent London PLC | 8,900 | 228,045 | |
Direct Line Insurance Group PLC | 42,288 | 98,180 | |
Endeavour Mining PLC | 9,200 | 194,793 | |
Flutter Entertainment PLC(3) | 5,824 | 1,078,948 | |
Fresnillo PLC | 32,200 | 223,010 | |
Glencore PLC | 150,700 | 876,857 | |
Grainger PLC | 69,506 | 221,744 | |
Great Portland Estates PLC | 23,683 | 115,371 | |
GSK PLC | 42,600 | 883,818 | |
Hays PLC | 79,300 | 91,064 | |
Hiscox Ltd. | 11,000 | 168,695 | |
HSBC Holdings PLC | 135,984 | 1,178,703 | |
Inchcape PLC | 17,200 | 171,431 |
Security | Shares | Value | |
United Kingdom (continued) | |||
Informa PLC | 73,700 | $ 729,622 | |
InterContinental Hotels Group PLC | 3,400 | 331,615 | |
Intertek Group PLC | 4,100 | 252,341 | |
Johnson Matthey PLC | 9,541 | 208,951 | |
Land Securities Group PLC | 52,900 | 427,541 | |
London Stock Exchange Group PLC | 4,313 | 475,465 | |
Manchester United PLC, Class A(1)(3) | 12,618 | 204,412 | |
Moneysupermarket.com Group PLC | 45,000 | 120,564 | |
National Grid PLC | 151,065 | 1,981,543 | |
NCC Group PLC | 72,058 | 121,832 | |
Next PLC | 2,800 | 314,042 | |
Pearson PLC | 26,214 | 318,076 | |
Primary Health Properties PLC | 125,322 | 143,443 | |
QinetiQ Group PLC | 30,200 | 128,884 | |
Reckitt Benckiser Group PLC | 11,800 | 659,703 | |
RELX PLC | 17,380 | 714,090 | |
Rentokil Initial PLC | 52,700 | 266,028 | |
Rio Tinto PLC | 14,942 | 1,010,987 | |
Sage Group PLC | 65,100 | 944,008 | |
Shaftesbury Capital PLC | 186,585 | 312,325 | |
Shell PLC | 72,003 | 2,559,606 | |
Smiths Group PLC | 12,200 | 245,951 | |
Spectris PLC | 11,200 | 463,267 | |
Spirent Communications PLC | 155,600 | 376,128 | |
Standard Chartered PLC | 36,700 | 315,309 | |
Supermarket Income REIT PLC | 214,900 | 194,124 | |
U.K. Commercial Property REIT Ltd. | 180,544 | 151,536 | |
Unilever PLC | 25,321 | 1,309,876 | |
UNITE Group PLC | 16,300 | 188,437 | |
Vodafone Group PLC | 1,077,900 | 908,995 | |
Weir Group PLC | 9,500 | 242,415 | |
Whitbread PLC | 6,200 | 244,359 | |
$ 31,044,953 | |||
Total Common Stocks (identified cost $299,812,235) | $351,107,641 |
Rights — 0.0%(7) |
Security | Shares | Value | |
Australia — 0.0%(7) | |||
NEXTDC Ltd., Exp. 5/2/24(3) | 11,316 | $ 9,456 | |
Total Rights (identified cost $0) | $ 9,456 |
10
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
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 — 6.2% |
Affiliated Fund — 0.0%(7) |
Security | Shares | Value | |
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(8) | 9,008 | $ 9,008 | |
Total Affiliated Fund (identified cost $9,008) | $ 9,008 |
Securities Lending Collateral — 6.2% |
Security | Shares | Value | |
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(9) | 21,862,575 | $ 21,862,575 | |
Total Securities Lending Collateral (identified cost $21,862,575) | $ 21,862,575 | ||
Total Short-Term Investments (identified cost $21,871,583) | $ 21,871,583 |
Total Investments — 104.9% (identified cost $321,683,818) | $372,988,680 | ||
Other Assets, Less Liabilities — (4.9)% | $(17,420,978) | ||
Net Assets — 100.0% | $355,567,702 |
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 April 30, 2024. The aggregate market value of securities on loan at April 30, 2024 was $35,153,397 and the total market value of the collateral received by the Fund was $37,787,769, comprised of cash of $21,862,575 and U.S. government and/or agencies securities of $15,925,194. |
(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 April 30, 2024, the aggregate value of these securities is $1,525,919 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 April 30, 2024, the aggregate value of these securities is $7,986,691 or 2.2% 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) | Amount is less than 0.05%. |
(8) | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of April 30, 2024. |
(9) | Represents investment of cash collateral received in connection with securities lending. |
Sector Classification of Portfolio | ||
Sector | Percentage of Net Assets | Value |
Financials | 11.6% | $41,139,286 |
Industrials | 11.1 | 39,629,112 |
Health Care | 10.2 | 36,372,293 |
Consumer Discretionary | 10.1 | 35,796,078 |
Consumer Staples | 10.0 | 35,402,114 |
Materials | 9.2 | 32,643,886 |
Information Technology | 8.6 | 30,766,721 |
Communication Services | 8.6 | 30,725,394 |
Real Estate | 7.3 | 25,832,904 |
Utilities | 7.0 | 25,085,374 |
Energy | 5.0 | 17,723,935 |
Short-Term Investments | 6.2 | 21,871,583 |
Total Investments | 104.9% | $372,988,680 |
Abbreviations: | |
ADR | – American Depositary Receipt |
CDI | – CHESS Depositary Interest |
PC | – Participation Certificate |
PFC Shares | – Preference Shares |
SDR | – Swedish Depositary Receipt |
11
Parametric
International Equity Fund
April 30, 2024
Portfolio of Investments
(Unaudited) — continued
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 $9,008, which represents less than 0.05% 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) | $662,721 | $7,165,530 | $(7,819,243) | $ — | $ — | $9,008 | $2,709 | 9,008 |
(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.
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 | $ 1,592,940 | $107,569,637 | $0 | $109,162,577 |
Developed Europe | 3,110,911 | 231,230,153 | 0 | 234,341,064 |
Developed Middle East | 942,411 | 6,661,589 | — | 7,604,000 |
Total Common Stocks | $ 5,646,262 | $345,461,379** | $0 | $351,107,641 |
Rights | $ 9,456 | $ — | $ — | $ 9,456 |
Warrants | — | — | 0 | 0 |
Short-Term Investments: | ||||
Affiliated Fund | 9,008 | — | — | 9,008 |
Securities Lending Collateral | 21,862,575 | — | — | 21,862,575 |
Total Investments | $27,527,301 | $345,461,379 | $0 | $372,988,680 |
* | 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.
12