Parametric Commodity Strategy Fund

Fund Profile

Fund profile

Tickers

EIPCX, EAPCX

Fund manager

Eaton Vance Floating-Rate & Hi Inc Inst

Total assets

$1.43 bn

Liabilities

$1.19 mm

Net assets

$1.43 bn

Number of holdings

88.00

88 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	97.73 mm	100.00 mm principal	6.82	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	90.37 mm	90.43 mm principal	6.31	Debt	Long	USA
GLD SPDR Gold Shares	81.99 mm	1.58 mm shares	5.72	Common equity	Long	USA
U.S. Treasury Bills	69.87 mm	70.95 mm principal	4.88	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	60.73 mm	61.10 mm principal	4.24	Debt	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	60.22 mm	60.22 mm shares	4.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	60.22 mm	60.37 mm principal	4.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	55.51 mm	57.09 mm principal	3.87	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	51.66 mm	52.13 mm principal	3.61	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	50.94 mm	51.25 mm principal	3.56	Debt	Long	USA
U.S. Treasury Notes	49.99 mm	50.00 mm principal	3.49	Debt	Long	USA
U.S. Treasury Notes	49.64 mm	50.00 mm principal	3.47	Debt	Long	USA
U.S. Treasury Notes	49.19 mm	50.00 mm principal	3.43	Debt	Long	USA
U.S. Treasury Bills	44.45 mm	45.85 mm principal	3.10	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	40.21 mm	40.00 mm principal	2.81	Debt	Long	USA
U.S. Treasury Notes	36.36 mm	36.54 mm principal	2.54	Debt	Long	USA
U.S. Treasury Notes	31.70 mm	32.15 mm principal	2.21	Debt	Long	USA
U.S. Treasury Bills	30.55 mm	30.72 mm principal	2.13	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	24.17 mm	24.03 mm principal	1.69	Debt	Long	USA
U.S. Treasury Notes	23.80 mm	23.83 mm principal	1.66	Debt	Long	USA
U.S. Treasury Notes	23.77 mm	23.83 mm principal	1.66	Debt	Long	USA
U.S. Treasury Notes	22.65 mm	23.40 mm principal	1.58	Debt	Long	USA
U.S. Treasury Notes	21.28 mm	21.43 mm principal	1.49	Debt	Long	USA
U.S. Treasury Bonds	21.03 mm	20.95 mm principal	1.47	Debt	Long	USA
U.S. Treasury Notes	20.87 mm	20.95 mm principal	1.46	Debt	Long	USA
U.S. Treasury Notes	20.83 mm	20.95 mm principal	1.45	Debt	Long	USA
U.S. Treasury Bills	20.69 mm	20.95 mm principal	1.44	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	20.68 mm	20.95 mm principal	1.44	Debt	Long	USA
U.S. Treasury Notes	15.57 mm	15.59 mm principal	1.09	Debt	Long	USA
COCOA FUTURE MAR25	12.74 mm	254.00 contracts	0.89	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE MAR25	10.98 mm	423.00 contracts	0.77	Commodity derivative	N/A	USA
U.S. Treasury Notes	10.77 mm	10.72 mm principal	0.75	Debt	Long	USA
U.S. Treasury Notes	10.44 mm	10.72 mm principal	0.73	Debt	Long	USA
U.S. Treasury Bills	7.73 mm	8.02 mm principal	0.54	Short-term investment vehicle	Long	USA
NATURAL GAS FUTR JAN26	6.57 mm	2.26 k contracts	0.46	Commodity derivative	N/A	USA
LME COPPER FUTURE JAN25	5.30 mm	-204.00 contracts	0.37	Commodity derivative	N/A	UK
LME PRI ALUM FUTR JAN25	4.53 mm	-1.54 k contracts	0.32	Commodity derivative	N/A	UK
LME PRI ALUM FUTR FEB25	3.97 mm	-1.62 k contracts	0.28	Commodity derivative	N/A	UK
GASOLINE RBOB FUT MAR25	3.18 mm	1.23 k contracts	0.22	Commodity derivative	N/A	USA
NY HARB ULSD FUT MAR25	2.91 mm	553.00 contracts	0.20	Commodity derivative	N/A	USA
LME NICKEL FUTURE JAN25	2.88 mm	-518.00 contracts	0.20	Commodity derivative	N/A	UK
LME NICKEL FUTURE FEB25	2.71 mm	-531.00 contracts	0.19	Commodity derivative	N/A	UK
LME ZINC FUTURE JAN25	2.29 mm	-649.00 contracts	0.16	Commodity derivative	N/A	UK
LME ZINC FUTURE FEB25	2.11 mm	-673.00 contracts	0.15	Commodity derivative	N/A	UK
LOW SU GASOIL G MAR25	1.97 mm	770.00 contracts	0.14	Commodity derivative	N/A	UK
LME COPPER FUTURE FEB25	1.94 mm	-221.00 contracts	0.14	Commodity derivative	N/A	UK
LME LEAD FUTURE FEB25	1.84 mm	-501.00 contracts	0.13	Commodity derivative	N/A	UK
CORN FUTURE MAR25	1.55 mm	2.32 k contracts	0.11	Commodity derivative	N/A	USA
LME TIN FUTURE JAN25	1.32 mm	-76.00 contracts	0.09	Commodity derivative	N/A	UK
WTI CRUDE FUTURE MAR25	1.20 mm	365.00 contracts	0.08	Commodity derivative	N/A	USA
SOYBEAN MEAL FUTR MAR25	1.20 mm	864.00 contracts	0.08	Commodity derivative	N/A	USA
CATTLE FEEDER FUT MAR25	1.19 mm	106.00 contracts	0.08	Commodity derivative	N/A	USA
SUGAR 11 (WORLD) MAR25	1.07 mm	1.18 k contracts	0.07	Commodity derivative	N/A	USA
LME LEAD FUTURE JAN25	1.03 mm	-477.00 contracts	0.07	Commodity derivative	N/A	UK
LIVE CATTLE FUTR APR25	1.01 mm	670.00 contracts	0.07	Commodity derivative	N/A	USA
BRENT CRUDE FUTR APR25	899.53 k	349.00 contracts	0.06	Commodity derivative	N/A	UK
COFF ROBUSTA 10TN MAR25	342.55 k	278.00 contracts	0.02	Commodity derivative	N/A	UK
LME TIN FUTURE FEB25	22.52 k	-79.00 contracts	0.00	Commodity derivative	N/A	UK
LME TIN FUTURE MAR25	-20.02 k	89.00 contracts	-0.00	Commodity derivative	N/A	UK
SOYBEAN FUTURE MAR25	-76.09 k	1.07 k contracts	-0.01	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR APR25	-227.96 k	75.00 contracts	-0.02	Commodity derivative	N/A	USA
LME LEAD FUTURE FEB25	-1.18 mm	501.00 contracts	-0.08	Commodity derivative	N/A	UK
LEAN HOGS FUTURE APR25	-1.26 mm	721.00 contracts	-0.09	Commodity derivative	N/A	USA
LME TIN FUTURE FEB25	-1.36 mm	79.00 contracts	-0.09	Commodity derivative	N/A	UK
KC HRW WHEAT FUT MAR25	-1.36 mm	473.00 contracts	-0.09	Commodity derivative	N/A	USA
PLATINUM FUTURE APR25	-1.48 mm	558.00 contracts	-0.10	Commodity derivative	N/A	USA
LME LEAD FUTURE MAR25	-1.81 mm	519.00 contracts	-0.13	Commodity derivative	N/A	UK
LME TIN FUTURE JAN25	-1.86 mm	76.00 contracts	-0.13	Commodity derivative	N/A	UK
WHITE SUGAR (ICE) MAR25	-1.86 mm	490.00 contracts	-0.13	Commodity derivative	N/A	UK
LME COPPER FUTURE MAR25	-1.96 mm	224.00 contracts	-0.14	Commodity derivative	N/A	UK
LME ZINC FUTURE MAR25	-2.09 mm	678.00 contracts	-0.15	Commodity derivative	N/A	UK
COTTON NO.2 FUTR MAR25	-2.23 mm	748.00 contracts	-0.16	Commodity derivative	N/A	USA
LME ZINC FUTURE FEB25	-2.23 mm	673.00 contracts	-0.16	Commodity derivative	N/A	UK
LME LEAD FUTURE JAN25	-2.61 mm	477.00 contracts	-0.18	Commodity derivative	N/A	UK
LME NICKEL FUTURE MAR25	-2.73 mm	561.00 contracts	-0.19	Commodity derivative	N/A	UK
LME ZINC FUTURE JAN25	-2.78 mm	649.00 contracts	-0.19	Commodity derivative	N/A	UK
LME NICKEL FUTURE FEB25	-2.96 mm	531.00 contracts	-0.21	Commodity derivative	N/A	UK
WHEAT FUTURE(CBT) MAR25	-3.02 mm	962.00 contracts	-0.21	Commodity derivative	N/A	USA
LME PRI ALUM FUTR JAN25	-3.73 mm	1.54 k contracts	-0.26	Commodity derivative	N/A	UK
LME PRI ALUM FUTR MAR25	-3.93 mm	1.60 k contracts	-0.27	Commodity derivative	N/A	UK
PALLADIUM FUTURE MAR25	-4.33 mm	269.00 contracts	-0.30	Commodity derivative	N/A	USA
LME PRI ALUM FUTR FEB25	-4.62 mm	1.62 k contracts	-0.32	Commodity derivative	N/A	UK
LME COPPER FUTURE FEB25	-5.55 mm	221.00 contracts	-0.39	Commodity derivative	N/A	UK
SOYBEAN OIL FUTR MAR25	-5.62 mm	2.15 k contracts	-0.39	Commodity derivative	N/A	USA
LME COPPER FUTURE JAN25	-6.19 mm	204.00 contracts	-0.43	Commodity derivative	N/A	UK
COPPER FUTURE MAR25	-6.46 mm	492.00 contracts	-0.45	Commodity derivative	N/A	USA
LME NICKEL FUTURE JAN25	-7.38 mm	518.00 contracts	-0.52	Commodity derivative	N/A	UK
SILVER FUTURE MAR25	-11.73 mm	674.00 contracts	-0.82	Commodity derivative	N/A	USA