Parametric Commodity Strategy Fund

Fund Profile

Fund profile

Tickers

EIPCX, EAPCX

Fund manager

Eaton Vance Floating-Rate & High Income Fund

Total assets

$1.38 bn

Liabilities

$3.49 mm

Net assets

$1.38 bn

Number of holdings

88.00

88 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation-Indexed Notes	131.95 mm	132.03 mm principal	9.57	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	89.01 mm	89.81 mm principal	6.45	Debt	Long	USA
U.S. Treasury Bills	81.30 mm	81.75 mm principal	5.90	Short-term investment vehicle	Long	USA
GLD SPDR Gold Shares	72.68 mm	1.58 mm shares	5.27	Common equity	Long	USA
U.S. Treasury Bills	67.88 mm	70.95 mm principal	4.92	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	59.04 mm	60.69 mm principal	4.28	Debt	Long	USA
U.S. Treasury Bills	58.67 mm	60.37 mm principal	4.25	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	50.25 mm	52.13 mm principal	3.64	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	49.58 mm	50.00 mm principal	3.60	Debt	Long	USA
U.S. Treasury Notes	47.81 mm	50.00 mm principal	3.47	Debt	Long	USA
U.S. Treasury Bills	47.40 mm	47.66 mm principal	3.44	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	47.21 mm	47.66 mm principal	3.42	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	36.87 mm	36.87 mm shares	2.67	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	35.66 mm	36.54 mm principal	2.59	Debt	Long	USA
U.S. Treasury Bills	30.18 mm	30.72 mm principal	2.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.73 mm	30.72 mm principal	2.16	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	23.80 mm	23.83 mm principal	1.73	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	23.31 mm	23.83 mm principal	1.69	Debt	Long	USA
U.S. Treasury Notes	23.30 mm	23.83 mm principal	1.69	Debt	Long	USA
U.S. Treasury Bonds	21.28 mm	20.95 mm principal	1.54	Debt	Long	USA
U.S. Treasury Notes	20.51 mm	20.95 mm principal	1.49	Debt	Long	USA
U.S. Treasury Notes	20.46 mm	20.95 mm principal	1.48	Debt	Long	USA
U.S. Treasury Bills	20.42 mm	20.95 mm principal	1.48	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	20.13 mm	20.95 mm principal	1.46	Debt	Long	USA
U.S. Treasury Bills	20.12 mm	20.95 mm principal	1.46	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.97 mm	18.00 mm principal	1.30	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	15.44 mm	15.59 mm principal	1.12	Debt	Long	USA
U.S. Treasury Bills	15.26 mm	15.59 mm principal	1.11	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.06 mm	15.13 mm principal	1.09	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	13.72 mm	13.75 mm principal	1.00	Debt	Long	USA
U.S. Treasury Notes	13.66 mm	13.75 mm principal	0.99	Debt	Long	USA
U.S. Treasury Notes	13.65 mm	13.75 mm principal	0.99	Debt	Long	USA
SILVER FUTURE SEP24	8.77 mm	676.00 contracts	0.64	Commodity derivative	N/A	USA
GASOLINE RBOB FUT SEP24	7.35 mm	1.04 k contracts	0.53	Commodity derivative	N/A	USA
COFFEE 'C' FUTURE SEP24	6.64 mm	638.00 contracts	0.48	Commodity derivative	N/A	USA
LME NICKEL FUTURE JUL24	5.69 mm	-447.00 contracts	0.41	Commodity derivative	N/A	UK
LOW SU GASOIL G SEP24	5.22 mm	699.00 contracts	0.38	Commodity derivative	N/A	UK
NY HARB ULSD FUT SEP24	4.48 mm	509.00 contracts	0.32	Commodity derivative	N/A	USA
LME ZINC FUTURE JUL24	4.34 mm	731.00 contracts	0.32	Commodity derivative	N/A	UK
LME PRI ALUM FUTR AUG24	3.99 mm	-1.51 k contracts	0.29	Commodity derivative	N/A	UK
LME NICKEL FUTURE AUG24	2.78 mm	-432.00 contracts	0.20	Commodity derivative	N/A	UK
WTI CRUDE FUTURE SEP24	2.38 mm	330.00 contracts	0.17	Commodity derivative	N/A	USA
LME PRI ALUM FUTR JUL24	2.10 mm	-1.53 k contracts	0.15	Commodity derivative	N/A	UK
BRENT CRUDE FUTR OCT24	2.05 mm	312.00 contracts	0.15	Commodity derivative	N/A	UK
LME COPPER FUTURE JUL24	2.01 mm	-201.00 contracts	0.15	Commodity derivative	N/A	UK
LME COPPER FUTURE AUG24	1.79 mm	-197.00 contracts	0.13	Commodity derivative	N/A	UK
LME TIN FUTURE JUL24	1.60 mm	82.00 contracts	0.12	Commodity derivative	N/A	UK
LME PRI ALUM FUTR JUL24	1.48 mm	1.53 k contracts	0.11	Commodity derivative	N/A	UK
LIVE CATTLE FUTR OCT24	1.26 mm	688.00 contracts	0.09	Commodity derivative	N/A	USA
SUGAR 11 (WORLD) OCT24	1.21 mm	1.07 k contracts	0.09	Commodity derivative	N/A	USA
LME ZINC FUTURE SEP24	1.09 mm	677.00 contracts	0.08	Commodity derivative	N/A	UK
WHITE SUGAR (ICE) OCT24	796.78 k	449.00 contracts	0.06	Commodity derivative	N/A	UK
LME COPPER FUTURE JUL24	576.47 k	201.00 contracts	0.04	Commodity derivative	N/A	UK
PALLADIUM FUTURE SEP24	540.76 k	263.00 contracts	0.04	Commodity derivative	N/A	USA
LME TIN FUTURE SEP24	516.00 k	75.00 contracts	0.04	Commodity derivative	N/A	UK
LME LEAD FUTURE JUL24	503.32 k	447.00 contracts	0.04	Commodity derivative	N/A	UK
LME TIN FUTURE AUG24	249.00 k	75.00 contracts	0.02	Commodity derivative	N/A	UK
LME LEAD FUTURE JUL24	246.52 k	-447.00 contracts	0.02	Commodity derivative	N/A	UK
LME ZINC FUTURE JUL24	200.43 k	-731.00 contracts	0.01	Commodity derivative	N/A	UK
COCOA FUTURE SEP24	180.24 k	283.00 contracts	0.01	Commodity derivative	N/A	USA
CATTLE FEEDER FUT SEP24	159.73 k	93.00 contracts	0.01	Commodity derivative	N/A	USA
LME LEAD FUTURE AUG24	79.41 k	-443.00 contracts	0.01	Commodity derivative	N/A	UK
LME ZINC FUTURE AUG24	17.50 k	684.00 contracts	0.00	Commodity derivative	N/A	UK
PLATINUM FUTURE OCT24	8.74 k	493.00 contracts	0.00	Commodity derivative	N/A	USA
LME TIN FUTURE JUL24	-54.15 k	-82.00 contracts	-0.00	Commodity derivative	N/A	UK
LME LEAD FUTURE SEP24	-79.67 k	442.00 contracts	-0.01	Commodity derivative	N/A	UK
LME LEAD FUTURE AUG24	-147.96 k	443.00 contracts	-0.01	Commodity derivative	N/A	UK
GOLD 100 OZ FUTR DEC24	-397.24 k	112.00 contracts	-0.03	Commodity derivative	N/A	USA
SOYBEAN OIL FUTR DEC24	-431.40 k	1.88 k contracts	-0.03	Commodity derivative	N/A	USA
LME TIN FUTURE AUG24	-507.00 k	-75.00 contracts	-0.04	Commodity derivative	N/A	UK
COFF ROBUSTA 10TN SEP24	-875.57 k	286.00 contracts	-0.06	Commodity derivative	N/A	UK
COTTON NO.2 FUTR DEC24	-1.02 mm	625.00 contracts	-0.07	Commodity derivative	N/A	USA
LME ZINC FUTURE AUG24	-1.03 mm	-684.00 contracts	-0.07	Commodity derivative	N/A	UK
LEAN HOGS FUTURE OCT24	-1.12 mm	771.00 contracts	-0.08	Commodity derivative	N/A	USA
KC HRW WHEAT FUT SEP24	-1.37 mm	400.00 contracts	-0.10	Commodity derivative	N/A	USA
LME COPPER FUTURE SEP24	-1.75 mm	200.00 contracts	-0.13	Commodity derivative	N/A	UK
LME NICKEL FUTURE JUL24	-1.77 mm	447.00 contracts	-0.13	Commodity derivative	N/A	UK
LME COPPER FUTURE AUG24	-1.95 mm	197.00 contracts	-0.14	Commodity derivative	N/A	UK
COPPER FUTURE SEP24	-1.95 mm	433.00 contracts	-0.14	Commodity derivative	N/A	USA
LME PRI ALUM FUTR AUG24	-2.01 mm	1.51 k contracts	-0.15	Commodity derivative	N/A	UK
SOYBEAN MEAL FUTR DEC24	-2.53 mm	708.00 contracts	-0.18	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) SEP24	-2.58 mm	743.00 contracts	-0.19	Commodity derivative	N/A	USA
LME NICKEL FUTURE SEP24	-2.77 mm	434.00 contracts	-0.20	Commodity derivative	N/A	UK
LME PRI ALUM FUTR SEP24	-4.07 mm	1.54 k contracts	-0.30	Commodity derivative	N/A	UK
SOYBEAN FUTURE NOV24	-4.11 mm	858.00 contracts	-0.30	Commodity derivative	N/A	USA
NATURAL GAS FUTR JAN25	-4.54 mm	2.67 k contracts	-0.33	Commodity derivative	N/A	USA
LME NICKEL FUTURE AUG24	-5.41 mm	432.00 contracts	-0.39	Commodity derivative	N/A	UK
CORN FUTURE SEP24	-6.70 mm	2.21 k contracts	-0.49	Commodity derivative	N/A	USA