Parametric Commodity Strategy Fund

Fund Profile

Fund profile

Tickers

EIPCX, EAPCX

Fund manager

Eaton Vance Floating Rate Fund

Total assets

$1.41 bn

Liabilities

$1.88 mm

Net assets

$1.41 bn

Number of holdings

86.00

86 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	147.99 mm	147.99 mm shares	10.49	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	96.91 mm	100.00 mm principal	6.87	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	89.51 mm	90.10 mm principal	6.34	Debt	Long	USA
GLD SPDR Gold Shares	82.21 mm	1.58 mm shares	5.83	Common equity	Long	USA
U.S. Treasury Bills	69.19 mm	70.95 mm principal	4.90	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	59.80 mm	60.88 mm principal	4.24	Debt	Long	USA
U.S. Treasury Bills	59.52 mm	60.37 mm principal	4.22	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	51.07 mm	52.13 mm principal	3.62	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	50.34 mm	51.06 mm principal	3.57	Debt	Long	USA
U.S. Treasury Notes	50.01 mm	50.00 mm principal	3.54	Debt	Long	USA
U.S. Treasury Notes	49.52 mm	50.00 mm principal	3.51	Debt	Long	USA
U.S. Treasury Notes	48.71 mm	50.00 mm principal	3.45	Debt	Long	USA
U.S. Treasury Notes	36.12 mm	36.54 mm principal	2.56	Debt	Long	USA
U.S. Treasury Notes	31.59 mm	32.15 mm principal	2.24	Debt	Long	USA
U.S. Treasury Bills	30.98 mm	32.15 mm principal	2.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.60 mm	30.72 mm principal	2.17	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.20 mm	30.72 mm principal	2.14	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	23.60 mm	23.83 mm principal	1.67	Debt	Long	USA
U.S. Treasury Notes	23.58 mm	23.83 mm principal	1.67	Debt	Long	USA
U.S. Treasury Notes	21.26 mm	21.43 mm principal	1.51	Debt	Long	USA
U.S. Treasury Bonds	21.22 mm	20.95 mm principal	1.50	Debt	Long	USA
U.S. Treasury Notes	20.75 mm	20.95 mm principal	1.47	Debt	Long	USA
U.S. Treasury Bills	20.72 mm	20.95 mm principal	1.47	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	20.72 mm	20.95 mm principal	1.47	Debt	Long	USA
U.S. Treasury Bills	20.49 mm	20.95 mm principal	1.45	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	20.48 mm	20.95 mm principal	1.45	Debt	Long	USA
U.S. Treasury Notes	15.55 mm	15.59 mm principal	1.10	Debt	Long	USA
U.S. Treasury Bills	15.47 mm	15.59 mm principal	1.10	Short-term investment vehicle	Long	USA
LME PRI ALUM FUTR NOV24	14.54 mm	1.67 k contracts	1.03	Commodity derivative	N/A	UK
U.S. Treasury Notes	10.81 mm	10.72 mm principal	0.77	Debt	Long	USA
U.S. Treasury Notes	10.35 mm	10.72 mm principal	0.73	Debt	Long	USA
COFFEE 'C' FUTURE DEC24	9.87 mm	547.00 contracts	0.70	Commodity derivative	N/A	USA
LME PRI ALUM FUTR DEC24	8.95 mm	1.56 k contracts	0.63	Commodity derivative	N/A	UK
LME ZINC FUTURE NOV24	7.82 mm	710.00 contracts	0.55	Commodity derivative	N/A	UK
LME ZINC FUTURE DEC24	5.84 mm	667.00 contracts	0.41	Commodity derivative	N/A	UK
SUGAR 11 (WORLD) MAR25	5.21 mm	1.15 k contracts	0.37	Commodity derivative	N/A	USA
LME COPPER FUTURE NOV24	4.50 mm	208.00 contracts	0.32	Commodity derivative	N/A	UK
PALLADIUM FUTURE DEC24	4.45 mm	266.00 contracts	0.32	Commodity derivative	N/A	USA
LME NICKEL FUTURE DEC24	3.98 mm	479.00 contracts	0.28	Commodity derivative	N/A	UK
LME COPPER FUTURE DEC24	3.70 mm	208.00 contracts	0.26	Commodity derivative	N/A	UK
LME PRI ALUM FUTR OCT24	3.45 mm	1.70 k contracts	0.24	Commodity derivative	N/A	UK
COCOA FUTURE DEC24	3.45 mm	350.00 contracts	0.24	Commodity derivative	N/A	USA
COFF ROBUSTA 10TN NOV24	3.39 mm	231.00 contracts	0.24	Commodity derivative	N/A	UK
LME NICKEL FUTURE NOV24	3.19 mm	483.00 contracts	0.23	Commodity derivative	N/A	UK
SOYBEAN OIL FUTR JAN25	2.40 mm	1.93 k contracts	0.17	Commodity derivative	N/A	USA
GOLD 100 OZ FUTR DEC24	2.19 mm	92.00 contracts	0.16	Commodity derivative	N/A	USA
LIVE CATTLE FUTR DEC24	1.68 mm	649.00 contracts	0.12	Commodity derivative	N/A	USA
LME LEAD FUTURE NOV24	1.65 mm	466.00 contracts	0.12	Commodity derivative	N/A	UK
LEAN HOGS FUTURE DEC24	1.61 mm	855.00 contracts	0.11	Commodity derivative	N/A	USA
WHITE SUGAR (ICE) DEC24	1.60 mm	466.00 contracts	0.11	Commodity derivative	N/A	UK
LME TIN FUTURE NOV24	1.57 mm	78.00 contracts	0.11	Commodity derivative	N/A	UK
SOYBEAN FUTURE JAN25	1.55 mm	937.00 contracts	0.11	Commodity derivative	N/A	USA
LME ZINC FUTURE OCT24	1.52 mm	724.00 contracts	0.11	Commodity derivative	N/A	UK
PLATINUM FUTURE JAN25	1.28 mm	508.00 contracts	0.09	Commodity derivative	N/A	USA
SILVER FUTURE DEC24	1.16 mm	663.00 contracts	0.08	Commodity derivative	N/A	USA
LME TIN FUTURE DEC24	1.07 mm	77.00 contracts	0.08	Commodity derivative	N/A	UK
LME LEAD FUTURE DEC24	1.04 mm	461.00 contracts	0.07	Commodity derivative	N/A	UK
SOYBEAN MEAL FUTR JAN25	980.57 k	706.00 contracts	0.07	Commodity derivative	N/A	USA
GASOLINE RBOB FUT DEC24	776.40 k	1.27 k contracts	0.06	Commodity derivative	N/A	USA
CORN FUTURE DEC24	643.12 k	2.39 k contracts	0.05	Commodity derivative	N/A	USA
CATTLE FEEDER FUT JAN25	529.04 k	101.00 contracts	0.04	Commodity derivative	N/A	USA
COPPER FUTURE DEC24	303.73 k	459.00 contracts	0.02	Commodity derivative	N/A	USA
LME TIN FUTURE OCT24	38.00 k	76.00 contracts	0.00	Commodity derivative	N/A	UK
WTI CRUDE FUTURE DEC24	-95.92 k	343.00 contracts	-0.01	Commodity derivative	N/A	USA
LME NICKEL FUTURE OCT24	-159.47 k	492.00 contracts	-0.01	Commodity derivative	N/A	UK
BRENT CRUDE FUTR JAN25	-177.80 k	325.00 contracts	-0.01	Commodity derivative	N/A	UK
KC HRW WHEAT FUT DEC24	-354.52 k	413.00 contracts	-0.03	Commodity derivative	N/A	USA
WHEAT FUTURE(CBT) DEC24	-503.31 k	876.00 contracts	-0.04	Commodity derivative	N/A	USA
LOW SU GASOIL G DEC24	-669.07 k	740.00 contracts	-0.05	Commodity derivative	N/A	UK
NY HARB ULSD FUT DEC24	-728.02 k	508.00 contracts	-0.05	Commodity derivative	N/A	USA
COTTON NO.2 FUTR DEC24	-729.28 k	625.00 contracts	-0.05	Commodity derivative	N/A	USA
LME COPPER FUTURE OCT24	-823.98 k	213.00 contracts	-0.06	Commodity derivative	N/A	UK
LME LEAD FUTURE NOV24	-1.06 mm	-466.00 contracts	-0.08	Commodity derivative	N/A	UK
LME TIN FUTURE NOV24	-1.08 mm	-78.00 contracts	-0.08	Commodity derivative	N/A	UK
LME TIN FUTURE OCT24	-1.55 mm	-76.00 contracts	-0.11	Commodity derivative	N/A	UK
LME LEAD FUTURE OCT24	-1.70 mm	-467.00 contracts	-0.12	Commodity derivative	N/A	UK
LME LEAD FUTURE OCT24	-1.90 mm	467.00 contracts	-0.13	Commodity derivative	N/A	UK
LME NICKEL FUTURE OCT24	-3.17 mm	-492.00 contracts	-0.22	Commodity derivative	N/A	UK
LME COPPER FUTURE NOV24	-3.61 mm	-208.00 contracts	-0.26	Commodity derivative	N/A	UK
LME NICKEL FUTURE NOV24	-4.01 mm	-483.00 contracts	-0.28	Commodity derivative	N/A	UK
LME COPPER FUTURE OCT24	-4.51 mm	-213.00 contracts	-0.32	Commodity derivative	N/A	UK
LME ZINC FUTURE NOV24	-6.23 mm	-710.00 contracts	-0.44	Commodity derivative	N/A	UK
LME ZINC FUTURE OCT24	-8.02 mm	-724.00 contracts	-0.57	Commodity derivative	N/A	UK
LME PRI ALUM FUTR NOV24	-9.53 mm	-1.67 k contracts	-0.68	Commodity derivative	N/A	UK
NATURAL GAS FUTR JAN25	-9.87 mm	2.82 k contracts	-0.70	Commodity derivative	N/A	USA
LME PRI ALUM FUTR OCT24	-16.19 mm	-1.70 k contracts	-1.15	Commodity derivative	N/A	UK