Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited)

Common Stocks — 98.9%
Security Shares Value
Argentina — 0.7%
Banco BBVA Argentina S.A.       255,000 $    256,829
Banco Macro S.A., Class B       411,000     571,234
IRSA Inversiones y Representaciones S.A.(1)       524,460     211,624
IRSA Inversiones y Representaciones S.A. ADR(1)        13,228      53,838
MercadoLibre, Inc.(1)         1,636   1,354,248
Pampa Energia S.A. ADR(1)         3,775      85,957
Transportadora de Gas del Sur S.A.(1)       315,000     466,557
Transportadora de Gas del Sur S.A. ADR(1)(2)        29,831     220,153
      $  3,220,440
Bahrain — 0.9%
Ahli United Bank BSC     3,320,948 $  3,102,180
Al Salam Bank BSC     5,020,868   1,152,930
GFH Financial Group BSC       956,057     249,274
      $  4,504,384
Bangladesh — 0.6%
Al-Arafah Islami Bank, Ltd.       329,780 $     76,788
Bangladesh Export Import Co., Ltd.       247,636     326,168
Beximco Pharmaceuticals, Ltd.        79,073     132,754
British American Tobacco Bangladesh Co., Ltd.        21,052     107,776
Grameenphone, Ltd.        72,336     204,680
Jamuna Oil Co., Ltd.        50,340      83,336
Khulna Power Co., Ltd.       231,595      60,441
LafargeHolcim Bangladesh, Ltd.       194,809     144,407
LankaBangla Finance, Ltd.       629,970     161,471
Meghna Petroleum, Ltd.        38,062      76,270
MJL Bangladesh, Ltd.        62,177      54,732
Olympic Industries, Ltd.        99,202     126,402
Padma Oil Co., Ltd.        25,811      53,329
Pubali Bank, Ltd.       399,988     109,603
Social Islami Bank, Ltd.     1,394,460     169,177
Square Pharmaceuticals, Ltd.       292,370     605,212
Summit Power, Ltd.       372,759     125,187
Titas Gas Transmission & Distribution Co., Ltd.       163,853      66,096
Unique Hotel & Resorts, Ltd.       394,668     291,160
United Commercial Bank, Ltd.(1)     1,185,390     151,814
      $  3,126,803
Botswana — 0.6%
Absa Bank Botswana, Ltd.       525,892 $    194,875
Botswana Insurance Holdings, Ltd.       307,039     406,324
First National Bank of Botswana, Ltd.     2,893,776      685,437
Security Shares Value
Botswana (continued)
Letshego Holdings, Ltd.     2,688,951 $    258,706
Sechaba Breweries Holdings, Ltd.     1,014,134   1,358,101
      $  2,903,443
Brazil — 5.0%
Alpargatas S.A., PFC Shares        29,100 $    114,742
AMBEV S.A.       334,325     963,121
Americanas S.A.        85,210     268,219
Arezzo Industria e Comercio S.A.         8,000     145,945
B3 S.A. - Brasil Bolsa Balcao        76,655     185,444
Banco Bradesco S.A., PFC Shares       166,530     612,484
Banco do Brasil S.A.        19,000     135,675
Blau Farmaceutica S.A.(1)        18,700     113,045
BR Malls Participacoes S.A.       158,800     277,602
Braskem S.A., PFC Shares        28,900     140,580
BRF S.A.(1)        26,866      64,147
CCR S.A.       160,000     371,648
Centrais Eletricas Brasileiras S.A., PFC Shares        65,766     550,453
Cia Brasileira de Distribuicao        17,556      63,105
Cia de Saneamento Basico do Estado de Sao Paulo ADR        48,898     445,461
Cia de Transmissao de Energia Eletrica Paulista, PFC Shares        54,852     233,568
Cielo S.A.       495,200     495,719
Cogna Educacao(1)       267,100     145,573
Cosan S.A.        75,536     243,369
Cyrela Brazil Realty S.A. Empreendimentos e Participacoes        64,624     219,832
EDP-Energias do Brasil S.A.        48,800     197,485
Engie Brasil Energia S.A.        30,425     217,203
Equatorial Energia S.A.        54,600     272,274
Fleury S.A.        84,600     277,277
Gol Linhas Aereas Inteligentes S.A., PFC Shares(1)        63,139     104,522
Grendene S.A.        79,100     103,671
GRUPO DE MODA SOMA S.A.        63,000     155,563
Hapvida Participacoes e Investimentos S.A.(3)     1,037,257   1,455,604
Hypera S.A.       120,000     984,363
Iguatemi S.A.        33,840     127,723
Intelbras S.A. Industria de Telecomunicacao Eletronica Brasileira        38,800     212,473
Itau Unibanco Holding S.A., PFC Shares       100,193     521,178
Itausa S.A., PFC Shares       115,661     208,622
JBS S.A.        51,902     241,693
Klabin S.A., PFC Shares       235,000     158,573
Localiza Rent a Car S.A.        52,932     599,445
Lojas Renner S.A.       149,555     772,124
Magazine Luiza S.A.(1)       334,641     277,919
Marfrig Global Foods S.A.        28,300       51,780
 
1

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Brazil (continued)
MRV Engenharia e Participacoes S.A.        75,500 $    173,832
Multiplan Empreendimentos Imobiliarios S.A.        27,000     120,977
Natura & Co. Holding S.A.        58,700     160,288
Odontoprev S.A.        89,700     146,331
Pagseguro Digital, Ltd., Class A(1)        29,400     388,962
Pet Center Comercio e Participacoes S.A.        57,179     107,800
Petroleo Brasileiro S.A., PFC Shares       463,091   2,558,253
Qualicorp Consultoria e Corretora de Seguros S.A.        74,900     113,301
Raia Drogasil S.A.        66,300     279,366
Rede D'Or Sao Luiz S.A.(3)       132,900     732,208
Rumo S.A.        96,199     329,559
Sendas Distribuidora S.A.        35,780     116,407
Sinqia S.A.        34,500     118,958
StoneCo, Ltd., Class A(1)        34,100     324,973
StoneCo, Ltd. BDR(1)           467       4,545
Suzano S.A.        31,841     262,668
Telefonica Brasil S.A.        90,505     679,331
TIM S.A.       158,975     356,005
TOTVS S.A.       186,500   1,014,724
Transmissora Alianca de Energia Electrica S.A.        57,776     417,173
Ultrapar Participacoes S.A.        73,348     159,495
Vale S.A.       100,618   1,343,725
Via S.A.(1)       398,100     235,420
Vibra Energia S.A.        90,264     288,645
Weg S.A.       170,128   1,013,637
XP, Inc., Class A(1)(2)         3,300      62,733
XP, Inc. BDR(1)         2,313      44,079
      $ 24,282,619
Bulgaria — 0.2%
Bulgartabak Holding(1)         3,450 $     17,028
CB First Investment Bank AD(1)        54,000      49,216
Chimimport AD(1)       161,734      62,468
Industrial Holding Bulgaria PLC(1)       503,001     454,629
Sopharma AD(1)       270,817     611,411
      $  1,194,752
Chile — 2.3%
Banco de Chile     6,307,082 $    555,175
Banco de Credito e Inversiones S.A.         8,826     224,306
Banco Santander Chile ADR        28,749     402,774
CAP S.A.        12,124      78,416
Cencosud S.A.       381,660     482,734
Cencosud Shopping S.A.       394,882     411,862
Cia Cervecerias Unidas S.A. ADR        49,000     528,220
Cia Sud Americana de Vapores S.A.    13,420,589      924,661
Security Shares Value
Chile (continued)
Embotelladora Andina S.A., Series B ADR(2)        23,172 $    234,732
Empresa Nacional de Telecomunicaciones S.A.        61,526     174,900
Empresas CMPC S.A.       110,776     168,599
Empresas COPEC S.A.       196,288   1,257,740
Enel Americas S.A.     6,867,765     723,192
Enel Chile S.A.     4,949,300     142,841
Enel Chile S.A. ADR(2)        39,306      54,242
Falabella S.A.       390,387     778,540
Forus S.A.        40,950      50,596
Parque Arauco S.A.       315,323     273,686
Plaza S.A.       232,430     187,561
Quinenco S.A.       108,178     234,567
Ripley Corp. S.A.     1,176,774     188,544
Sociedad Matriz SAAM S.A.     1,208,739      69,909
Sociedad Quimica y Minera de Chile S.A. ADR        29,800   2,704,350
Sonda S.A.       210,171      78,128
Vina Concha y Toro S.A.       162,058     183,635
      $ 11,113,910
China — 16.0%
AAC Technologies Holdings, Inc.(1)(2)        70,500 $    109,573
AECC Aviation Power Co., Ltd.        66,500     391,030
Agricultural Bank of China, Ltd., Class H       696,000     208,309
Air China, Ltd., Class H(1)       466,000     354,425
Alibaba Group Holding, Ltd. ADR(1)        14,509   1,160,575
Aluminum Corp. of China, Ltd., Class H       534,000     172,690
Angang Steel Co., Ltd., Class H       348,000      85,844
Anhui Conch Cement Co., Ltd., Class H       186,000     587,904
ANTA Sports Products, Ltd.        69,143     725,779
Baidu, Inc. ADR(1)         5,200     610,948
Bank of China, Ltd., Class H       844,275     275,736
Bank of Communications, Ltd., Class H       369,000     194,528
Baoshan Iron & Steel Co., Ltd., Class A       221,000     163,461
BeiGene, Ltd. ADR(1)         4,425     596,578
Beijing Capital International Airport Co., Ltd., Class H(1)       360,000     194,226
Beijing Enterprises Holdings, Ltd.        95,500     267,645
Beijing Haixin Energy Technology Co., Ltd., Class A        85,280      49,159
Beijing Originwater Technology Co., Ltd., Class A        52,910      35,155
BOE Technology Group Co., Ltd., Class A       353,900     162,784
BYD Co., Ltd., Class H        13,672     336,817
BYD Electronic (International) Co., Ltd.(2)        92,500     221,042
CGN Power Co., Ltd.(3)     1,143,000     246,878
Changchun High & New Technology Industry Group, Inc., Class A        11,600     277,830
Chaozhou Three-Circle Group Co., Ltd., Class A        49,900     182,812
China CITIC Bank Corp., Ltd., Class H       153,000       60,717
 
2

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
China (continued)
China Conch Environment Protection Holdings, Ltd.(1)        76,500 $     39,148
China Conch Venture Holdings, Ltd.        86,500     137,547
China Construction Bank Corp., Class H     1,275,745     736,362
China Everbright Environment Group, Ltd.       262,148     108,524
China Gas Holdings, Ltd.       263,161     314,755
China Hongqiao Group, Ltd.       273,500     223,891
China International Marine Containers Co., Ltd.       105,261      66,759
China Jinmao Holdings Group, Ltd.     1,068,000     217,241
China Life Insurance Co., Ltd., Class H       106,000     135,620
China Longyuan Power Group Corp., Ltd., Class H       678,000     847,226
China Medical System Holdings, Ltd.       217,000     258,497
China Mengniu Dairy Co., Ltd.       201,000     794,574
China Merchants Bank Co., Ltd., Class H        56,000     259,160
China Merchants Port Holdings Co., Ltd.        84,000     105,505
China Merchants Shekou Industrial Zone Holdings Co., Ltd.(4)       935,251           0
China National Building Material Co., Ltd., Class H       410,000     312,184
China Northern Rare Earth Group High-Tech Co., Ltd.        77,200     287,782
China Oilfield Services, Ltd., Class H       266,000     263,427
China Overseas Land & Investment, Ltd.       346,360     901,063
China Petroleum & Chemical Corp., Class H     4,996,200   2,133,511
China Railway Group, Ltd., Class H       400,000     196,443
China Resources Beer Holdings Co., Ltd.       138,000     957,269
China Resources Cement Holdings, Ltd.       354,000     163,507
China Resources Gas Group, Ltd.       198,000     627,786
China Resources Land, Ltd.       261,111   1,022,742
China Resources Mixc Lifestyle Services, Ltd.(3)        44,200     168,703
China Resources Power Holdings Co., Ltd.       272,000     420,020
China Shenhua Energy Co., Ltd., Class H       629,074   1,871,908
China Southern Airlines Co., Ltd., Class H(1)       562,500     296,033
China State Construction International Holdings, Ltd.       180,000     181,382
China Tourism Group Duty Free Corp., Ltd., Class A        11,076     306,031
China Vanke Co., Ltd., Class H       102,117     184,807
China Yangtze Power Co., Ltd., Class A       236,900     758,292
Chinasoft International, Ltd.       294,000     179,587
CIFI Holdings Group Co., Ltd.(2)       534,560      54,014
CITIC Securities Co., Ltd., Class H        43,500      73,633
CITIC, Ltd.       415,000     390,996
CMOC Group, Ltd., Class H     1,020,000     396,020
COFCO Joycome Foods, Ltd.       452,000     120,918
Contemporary Amperex Technology Co., Ltd., Class A         5,900     332,198
COSCO SHIPPING Energy Transportation Co., Ltd., Class H(1)     1,068,000     885,291
COSCO SHIPPING Holdings Co., Ltd., Class H       350,294     407,450
Country Garden Holdings Co., Ltd.(2)       512,000     118,272
Country Garden Services Holdings Co., Ltd.       153,425     224,004
CRRC Corp., Ltd., Class H       327,000      105,613
Security Shares Value
China (continued)
CSPC Pharmaceutical Group, Ltd.     1,538,560 $  1,524,981
Dali Foods Group Co., Ltd.(3)       311,500     134,143
Daqo New Energy Corp. ADR(1)         5,500     291,940
Dongfeng Motor Group Co., Ltd., Class H       586,000     313,252
East Money Information Co., Ltd., Class A        79,408     196,387
Flat Glass Group Co., Ltd., Class H(1)(2)        40,000      96,790
Foshan Haitian Flavouring & Food Co., Ltd., Class A        25,113     292,512
Full Truck Alliance Co., Ltd. ADR(1)        36,500     239,075
Ganfeng Lithium Co., Ltd., Class A        23,100     242,743
Ganfeng Lithium Co., Ltd., Class H(3)        28,839     190,511
GDS Holdings, Ltd. ADR(1)         9,416     166,287
GEM Co., Ltd., Class A       124,200     128,715
Gemdale Corp.        37,201      60,266
GoerTek, Inc., Class A       226,900     843,854
Gotion High-tech Co., Ltd., Class A        63,830     273,702
Great Wall Motor Co., Ltd., Class H       316,259     360,548
Greentown Service Group Co., Ltd.       156,000     103,112
Guangdong Investment, Ltd.       646,829     516,700
Guanghui Energy Co., Ltd.       306,545     531,903
Guangzhou Automobile Group Co., Ltd., Class H       381,199     270,857
Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H       210,000     452,577
Haier Smart Home Co., Ltd.       135,829     471,869
Han's Laser Technology Industry Group Co., Ltd., Class A        46,800     171,292
Hansoh Pharmaceutical Group Co., Ltd.(3)       176,000     277,838
Hengan International Group Co., Ltd.        78,000     348,724
Huadong Medicine Co., Ltd., Class A        53,160     299,939
Hualan Biological Engineering, Inc., Class A        59,670     152,307
Huaneng Power International, Inc., Class H(1)       482,000     209,015
Huayu Automotive Systems Co., Ltd.        82,100     190,316
Hundsun Technologies, Inc.        23,173     110,264
Hygeia Healthcare Holdings Co., Ltd.(1)(3)        32,200     180,120
Iflytek Co., Ltd., Class A        37,950     175,079
Industrial & Commercial Bank of China, Ltd., Class H       736,000     345,262
Industrial Bank Co., Ltd., Class A        93,482     218,587
Inner Mongolia Yili Industrial Group Co., Ltd., Class A        34,300     159,148
Innovent Biologics, Inc.(1)(3)        90,000     276,598
JD Logistics, Inc.(1)(3)       107,700     188,505
JD.com, Inc. ADR        16,000     804,800
JD.com, Inc., Class A         6,724     169,634
Jiangsu Expressway Co., Ltd., Class H       480,000     360,372
Jiangsu Hengrui Medicine Co., Ltd., Class A        86,772     427,675
Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A        15,400     342,999
Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A        81,550     330,578
Jiangxi Copper Co., Ltd., Class H       255,000      294,177
 
3

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
China (continued)
Jinke Properties Group Co., Ltd., Class A(1)       244,151 $     71,789
JinkoSolar Holding Co., Ltd. ADR(1)(2)         6,100     337,879
Jonjee Hi-Tech Industrial & Commercial Holding Co., Ltd.        41,300     184,581
KE Holdings, Inc. ADR(1)        30,100     527,352
Kingboard Holdings, Ltd.        71,200     200,435
Kingboard Laminates Holdings, Ltd.       180,500     161,722
Kingdee International Software Group Co., Ltd.(1)       254,000     331,053
Kingsoft Corp., Ltd.        44,400     117,480
Kunlun Energy Co., Ltd.       330,000     237,509
Kweichow Moutai Co., Ltd., Class A         6,310   1,660,673
KWG Group Holdings, Ltd.       165,500      20,268
Legend Biotech Corp. ADR(1)         5,317     216,934
Lenovo Group, Ltd.       632,000     437,151
Lens Technology Co., Ltd., Class A        59,900      77,700
Lepu Medical Technology Beijing Co., Ltd., Class A        69,200     205,926
Li Ning Co., Ltd.        70,312     533,519
Longfor Group Holdings, Ltd.(3)       121,500     348,286
LONGi Green Energy Technology Co., Ltd., Class A       241,144   1,617,827
Luxshare Precision Industry Co., Ltd., Class A       179,851     741,852
Luzhou Laojiao Co., Ltd., Class A         7,900     256,675
Maanshan Iron & Steel Co., Ltd., Class H     1,305,000     269,825
Maxscend Microelectronics Co., Ltd., Class A         6,720      83,348
Meituan, Class B(1)(3)        52,300   1,099,160
MMG, Ltd.(1)     1,232,000     293,165
NARI Technology Co., Ltd., Class A        80,544     280,887
NetEase, Inc. ADR         7,200     544,320
Nine Dragons Paper Holdings, Ltd.       473,000     293,474
Nongfu Spring Co., Ltd., Class H(3)        93,200     538,999
Oceanwide Holdings Co., Ltd., Class A(1)       270,200      45,232
Orient Overseas International, Ltd.         8,500     147,926
PetroChina Co., Ltd., Class H     3,964,300   1,620,566
PICC Property & Casualty Co., Ltd., Class H       130,000     134,431
Ping An Bank Co., Ltd., Class A        44,700      74,480
Ping An Insurance Group Co. of China, Ltd., Class H        66,046     329,490
Pingdingshan Tianan Coal Mining Co., Ltd.       145,015     278,434
Poly Developments and Holdings Group Co., Ltd., Class A        74,600     189,085
Postal Savings Bank of China Co., Ltd., Class H(3)       136,000      79,936
Qingling Motors Co., Ltd., Class H     1,448,966     188,341
Sanan Optoelectronics Co., Ltd.        53,900     131,796
SDIC Power Holdings Co., Ltd.       112,800     170,457
Shandong Gold Mining Co., Ltd.        86,844     210,356
Shandong Weigao Group Medical Polymer Co., Ltd., Class H       179,200     240,067
Shanghai Pharmaceuticals Holding Co., Ltd.       173,400     239,133
Shanxi Coking Coal Energy Group Co., Ltd., Class A       301,730      635,166
Security Shares Value
China (continued)
Shenergy Co., Ltd.       227,799 $    184,394
Shenwan Hongyuan Group Co., Ltd., Class A       139,900      75,948
Shenzhen Energy Group Co., Ltd., Class A       290,352     229,219
Shenzhen Inovance Technology Co., Ltd., Class A        37,700     304,934
Shenzhen Salubris Pharmaceuticals Co., Ltd., Class A        56,300     193,277
Sichuan Chuantou Energy Co., Ltd.       152,000     257,232
Silergy Corp.         8,000     104,336
Sino Biopharmaceutical, Ltd.     1,654,750     775,466
Sinopec Oilfield Service Corp., Class H(1)     2,725,500     157,702
Sinopec Shanghai Petrochemical Co., Ltd., Class H     1,272,000     166,394
Sinopharm Group Co., Ltd., Class H       138,800     277,015
Smoore International Holdings, Ltd.(3)       144,000     170,833
Sunac China Holdings, Ltd.(4)       267,000           0
Sunny Optical Technology Group Co., Ltd.        24,000     228,087
TBEA Co., Ltd.       168,219     510,726
TCL Technology Group Corp., Class A       372,800     190,405
Tencent Holdings, Ltd.       144,411   4,877,670
Tingyi (Cayman Islands) Holding Corp.       278,000     478,747
Tonghua Dongbao Pharmaceutical Co., Ltd.       106,833     129,661
TravelSky Technology, Ltd., Class H        93,000     142,343
Trip.com Group, Ltd. ADR(1)        12,900     352,299
Tsingtao Brewery Co., Ltd., Class H        70,000     659,943
Uni-President China Holdings, Ltd.       290,000     242,994
Wanhua Chemical Group Co., Ltd.        41,920     542,243
Want Want China Holdings, Ltd.       391,000     255,348
Weichai Power Co., Ltd., Class H       222,200     210,503
Weimob, Inc.(1)(2)(3)       197,000      68,935
Will Semiconductor Co., Ltd. Shanghai, Class A         8,775      98,611
Wuliangye Yibin Co., Ltd., Class A        21,600     513,817
WuXi AppTec Co., Ltd., Class H(3)        29,800     238,003
WuXi Biologics Cayman, Inc.(1)(3)       229,500   1,366,177
Xiaomi Corp., Class B(1)(3)       882,801     999,658
Xinjiang Zhongtai Chemical Co., Ltd., Class A       112,800     105,806
Xinyi Solar Holdings, Ltd.       382,000     401,152
Yangzijiang Financial Holdings, Ltd.(1)       316,000      81,533
Yangzijiang Shipbuilding Holdings, Ltd.       316,000     225,596
Yankuang Energy Group Co., Ltd., Class H(2)       442,000   1,595,926
Yuexiu Property Co., Ltd.       109,000     131,341
Yunnan Baiyao Group Co., Ltd., Class A        27,329     201,439
Zai Lab, Ltd. ADR(1)         7,289     249,284
Zhaojin Mining Industry Co., Ltd., Class H(1)       278,000     190,323
Zhejiang Dahua Technology Co., Ltd., Class A        94,600     170,943
Zhejiang Expressway Co., Ltd., Class H       274,000     186,193
Zhejiang Huahai Pharmaceutical Co., Ltd.        77,088     207,710
Zhejiang Longsheng Group Co., Ltd.       220,600     279,520
Zhuzhou CRRC Times Electric Co., Ltd., Class H        60,800      254,495
 
4

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
China (continued)
Zijin Mining Group Co., Ltd., Class H       546,000 $    528,483
ZTE Corp., Class H       172,939     308,839
ZTO Express Cayman, Inc. ADR        21,080     506,552
      $ 77,026,833
Colombia — 1.2%
BAC Holding International Corp.(1)       819,952 $     33,705
Banco Davivienda S.A., PFC Shares        19,986     130,017
Bancolombia S.A.        47,685     321,692
Bancolombia S.A. ADR, PFC Shares        20,200     492,274
Cementos Argos S.A.       333,302     244,373
Corp. Financiera Colombiana S.A.(1)        12,601      45,648
Ecopetrol S.A.     2,547,167   1,145,948
Ecopetrol S.A. ADR(2)        47,400     423,282
Geopark, Ltd.        28,600     335,478
Grupo Argos S.A.       204,810     435,832
Grupo Aval Acciones y Valores S.A., PFC Shares       378,825      47,661
Grupo de Inversiones Suramericana S.A.        40,591     330,187
Grupo Energia Bogota S.A. ESP     1,066,749     432,947
Grupo Nutresa S.A.        77,904     624,921
Interconexion Electrica S.A.       179,145     641,191
      $  5,685,156
Croatia — 0.6%
AD Plastik DD(1)        30,852 $    296,516
Adris Grupa DD, PFC Shares        12,319     606,454
Arena Hospitality Group D.D.(1)         2,239      67,148
Atlantic Grupa DD         6,468     298,244
Ericsson Nikola Tesla DD         1,290     268,706
Hrvatski Telekom DD        25,199     591,048
Koncar-Elektroindustrija DD         1,354     151,133
Plava Laguna D.D.           245      51,220
Podravka Prehrambena Ind DD         1,999     144,876
Valamar Riviera DD       129,829     490,264
Zagrebacka Banka DD         6,564      55,088
      $  3,020,697
Czech Republic — 0.6%
CEZ AS        58,560 $  2,007,404
Komercni Banka AS        12,523     313,209
Moneta Money Bank AS(3)        68,532     192,864
Philip Morris CR AS           305     199,771
      $  2,713,248
Egypt — 0.7%
Commercial International Bank Egypt SAE       512,436 $    657,913
Security Shares Value
Egypt (continued)
E Finance Investment Group       397,447 $    277,148
Eastern Co. SAE       996,298     525,508
Egypt Kuwait Holding Co. SAE       650,203     772,991
Egyptian Financial Group-Hermes Holding Co.(1)       263,424     155,035
Egyptian International Pharmaceutical Industries Co.        37,035      57,672
ElSewedy Electric Co.(1)       557,611     215,850
Medinet Nasr Housing(1)       728,217      99,706
Oriental Weavers       643,368     218,450
Talaat Moustafa Group       583,273     218,724
      $  3,198,997
Estonia — 0.5%
AS Tallink Grupp(1)     3,024,294 $  1,385,479
AS Tallinna Kaubamaja Grupp       100,792     955,374
      $  2,340,853
Ghana — 0.3%
Aluworks, Ltd.(1)     5,176,100 $     49,890
CalBank PLC       341,902      26,348
GCB Bank PLC     1,285,170     495,514
Societe Generale Ghana PLC     1,345,362     129,665
Standard Chartered Bank of Ghana, Ltd.       210,466     407,746
Unilever Ghana PLC(1)       249,000     127,440
      $  1,236,603
Greece — 1.3%
Aegean Airlines S.A.(1)        12,038 $     51,948
Alpha Services and Holdings S.A.(1)       115,150      90,396
Athens Water Supply & Sewage Co. S.A.        17,071     119,778
Costamare, Inc.        13,966     124,996
Eurobank Ergasias Services and Holdings S.A.(1)       404,018     337,239
GEK Terna Holding Real Estate Construction S.A.        42,735     365,438
Hellenic Petroleum Holdings S.A.        23,858     145,509
Hellenic Telecommunications Organization S.A.        69,932   1,015,454
Holding Co. ADMIE IPTO S.A.        39,952      63,242
HUUUGE, Inc.(1)(3)        19,800      90,811
JUMBO S.A.        48,440     644,945
LAMDA Development S.A.(1)        23,069     123,382
Motor Oil (Hellas) Corinth Refineries S.A.        35,742     564,681
Mytilineos S.A.        33,104     452,119
National Bank of Greece S.A.(1)       121,470     357,648
OPAP S.A.        90,102   1,080,544
Public Power Corp. S.A.(1)        35,851     182,067
Terna Energy S.A.         5,946      96,139
Titan Cement International S.A.        22,557     239,019
      $  6,145,355
 
5

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Hungary — 0.6%
Magyar Telekom Telecommunications PLC        60,229 $     41,186
MOL Hungarian Oil & Gas PLC       170,032     944,310
OTP Bank Nyrt.        30,618     558,566
Richter Gedeon Nyrt.        72,334   1,238,938
      $  2,783,000
Iceland — 0.6%
Arion Banki HF(3)       210,165 $    231,894
Brim HF       353,283     203,851
Eik Fasteignafelag HF     1,131,355      95,377
Eimskipafelag Islands HF        20,691      70,327
Festi HF       232,871     305,875
Hagar HF       396,887     193,373
Icelandair Group HF(1)     3,870,786      47,356
Islandsbanki HF       101,860      86,013
Kvika Banki HF(1)       595,941      75,085
Marel HF       131,822     407,860
Origo HF(1)       233,574     103,513
Reginn HF       787,588     156,241
Reitir Fasteignafelag HF       305,419     185,969
Sildarvinnslan HF       168,327     134,724
Siminn HF     4,235,000     331,658
Sjova-Almennar Tryggingar HF       328,847      72,370
Syn HF(1)       166,726      68,851
      $  2,770,337
India — 5.0%
ABB India, Ltd.         6,017 $    226,149
ACC, Ltd.         3,567     105,623
Adani Enterprises, Ltd.         6,842     287,448
Adani Green Energy, Ltd.(1)         9,292     254,891
Adani Ports and Special Economic Zone, Ltd.        13,219     132,479
Adani Power, Ltd.(1)        37,179     169,580
Adani Total Gas, Ltd.        22,093     896,898
Apollo Hospitals Enterprise, Ltd.         6,412     342,328
Ashok Leyland, Ltd.        75,540     140,970
Asian Paints, Ltd.        13,099     540,723
Axis Bank, Ltd.        25,838     231,911
Bajaj Auto, Ltd.         7,040     304,123
Bharat Forge, Ltd.        14,994     127,110
Bharat Petroleum Corp., Ltd.        36,600     136,362
Bharti Airtel, Ltd.       160,000   1,565,329
Biocon, Ltd.        74,752     265,644
Bosch, Ltd.           952     184,165
Cipla, Ltd.        39,454     535,510
Colgate-Palmolive (India), Ltd.         7,700      153,637
Security Shares Value
India (continued)
Container Corp. of India, Ltd.        11,788 $    102,799
Dabur India, Ltd.        16,400     114,917
Divi's Laboratories, Ltd.         6,919     312,731
DLF, Ltd.        38,758     168,436
Dr. Reddy's Laboratories, Ltd.        11,615     613,279
Fortis Healthcare, Ltd.(1)        43,036     139,479
GAIL (India), Ltd.       144,000     153,215
GlaxoSmithKline Pharmaceuticals, Ltd.         6,312     109,833
Glenmark Pharmaceuticals, Ltd.        25,658     122,401
Godrej Consumer Products, Ltd.(1)         9,364     103,978
Grasim Industries, Ltd.         8,195     167,820
Havells India, Ltd.        10,504     172,838
HCL Technologies, Ltd.        42,337     480,696
Hero MotoCorp, Ltd.         7,524     234,275
Hindustan Petroleum Corp., Ltd.        48,748     129,205
Hindustan Unilever, Ltd.        15,529     512,809
Hindustan Zinc, Ltd.        53,698     175,322
Housing Development Finance Corp., Ltd.        12,986     362,438
ICICI Bank, Ltd.        36,451     384,839
Indian Oil Corp., Ltd.       132,000     107,963
Indus Towers, Ltd.        49,905     120,496
Infosys, Ltd.       116,609   1,999,440
Ipca Laboratories, Ltd.        12,586     140,851
ITC, Ltd.        71,847     292,003
Jindal Steel & Power, Ltd.        56,642     294,798
JSW Steel, Ltd.        30,895     237,845
Kotak Mahindra Bank, Ltd.         9,041     200,528
Larsen & Toubro, Ltd.        11,538     260,234
Laurus Labs, Ltd.(3)        50,204     315,814
Lupin, Ltd.        27,586     229,167
Mahindra & Mahindra, Ltd.        17,285     267,389
Maruti Suzuki India, Ltd.         3,087     333,527
Mphasis, Ltd.         4,679     118,675
Nestle India, Ltd.         1,365     319,892
Petronet LNG, Ltd.        70,400     172,220
Piramal Enterprises, Ltd.         4,358      46,076
Piramal Pharma, Ltd.(1)        17,432      46,954
Power Grid Corp. of India, Ltd.       104,973     272,949
Reliance Industries, Ltd.        70,912   2,056,629
Siemens, Ltd.         7,996     269,886
State Bank of India GDR(5)         1,968     126,688
Sun Pharmaceutical Industries, Ltd.        57,780     671,224
Tata Communications, Ltd.        33,686     475,027
Tata Consultancy Services, Ltd.        33,923   1,244,440
Tata Consumer Products, Ltd.        21,272     209,401
Tata Motors, Ltd.(1)        57,286      282,341
 
6

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
India (continued)
Tech Mahindra, Ltd.        27,077 $    333,463
Titan Co., Ltd.        14,500     460,806
UPL, Ltd.        25,559     210,019
Voltas, Ltd.        14,121     156,783
Wipro, Ltd.        43,053     206,822
WNS Holdings, Ltd. ADR(1)         1,500     122,760
Zydus Life Sciences, Ltd.        19,960      94,633
      $ 23,859,933
Indonesia — 2.8%
Adaro Energy Indonesia Tbk PT     3,538,300 $    912,463
Aneka Tambang Tbk PT     1,547,400     196,070
Astra Argo Lestari Tbk PT       213,500     115,443
Astra International Tbk PT     4,635,100   2,005,836
Bank Central Asia Tbk PT     1,714,000     956,822
Bank Mandiri Persero Tbk PT       385,200     236,528
Bank Negara Indonesia Persero Tbk PT       186,700     109,200
Bank Rakyat Indonesia Persero Tbk PT     1,527,228     446,978
Bukit Asam Tbk PT       807,500     219,916
Bumi Serpong Damai Tbk PT(1)     3,520,600     208,877
Charoen Pokphand Indonesia Tbk PT       579,700     214,814
Gudang Garam Tbk PT       100,500     151,258
Indah Kiat Pulp & Paper Tbk PT       912,300     539,007
Indocement Tunggal Prakarsa Tbk PT       157,900      98,209
Indofood CBP Sukses Makmur Tbk PT       340,600     193,383
Indofood Sukses Makmur Tbk PT       819,000     323,604
Jasa Marga (Persero) Tbk PT(1)       881,800     187,176
Kalbe Farma Tbk PT    11,037,700   1,323,901
Mitra Keluarga Karyasehat Tbk PT       935,900     178,050
Perusahaan Gas Negara Tbk PT     1,528,700     175,084
Semen Indonesia Persero Tbk PT       863,000     422,028
Telkom Indonesia Persero Tbk PT     6,977,200   2,033,475
Transcoal Pacific Tbk PT       204,900     122,378
Unilever Indonesia Tbk PT       677,300     214,238
United Tractors Tbk PT       680,600   1,461,346
Vale Indonesia Tbk PT(1)       515,300     214,805
      $ 13,260,889
Jordan — 0.6%
Arab Bank PLC       182,934 $  1,203,071
Arab Potash Co. PLC        16,692     935,765
Capital Bank of Jordan        20,818      70,592
Jordan Islamic Bank        19,244     102,346
Jordan Petroleum Refinery        65,263     537,805
Jordanian Electric Power Co.        61,835     167,427
      $  3,017,006
Security Shares Value
Kazakhstan — 0.3%
Halyk Savings Bank of Kazakhstan JSC GDR(1)(5)        78,555 $    776,860
Kcell JSC GDR(1)(5)       203,224     651,961
      $  1,428,821
Kenya — 0.6%
ABSA Bank Kenya PLC     1,204,620 $    114,153
East African Breweries PLC       629,576     739,146
Equity Group Holdings PLC     1,017,400     390,060
KCB Group PLC       736,960     250,728
Safaricom PLC     6,618,700   1,360,934
      $  2,855,021
Kuwait — 1.2%
Agility Public Warehousing Co. KSC       412,077 $    887,477
Boubyan Petrochemicals Co. KSCP        95,970     256,968
Gulf Bank KSCP        92,178      89,179
Humansoft Holding Co. KSC        17,142     180,890
Kuwait Finance House KSCP       463,444   1,256,969
Mabanee Co. KPSC       213,721     594,406
Mobile Telecommunications Co. KSCP       387,776     731,964
National Bank of Kuwait SAK       473,010   1,490,240
National Industries Group Holding SAK       274,006     202,380
Qurain Petrochemical Industries Co.       138,100     120,706
      $  5,811,179
Lebanon — 0.0%
Bank Audi SAL GDR(1)(4)(5)        15,000 $          0
      $          0
Lithuania — 0.3%
Apranga PVA        85,161 $    149,150
Klaipedos Nafta AB(1)     1,231,754     260,908
Panevezio Statybos Trestas(1)       114,366      56,244
Rokiskio Suris       157,707     464,672
Siauliu Bankas AB       931,034     485,392
      $  1,416,366
Malaysia — 2.5%
Axiata Group Bhd       392,075 $    220,485
Bumi Armada Bhd(1)     1,308,600     108,130
Bursa Malaysia Bhd        54,200      72,592
CIMB Group Holdings Bhd       147,724     162,880
D&O Green Technologies Bhd       123,200     105,173
Dagang NeXchange Bhd     1,033,700     168,145
Dialog Group Bhd     1,488,850     636,438
Digi.com Bhd       243,800      177,163
 
7

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Malaysia (continued)
Fraser & Neave Holdings Bhd        26,000 $    120,801
Gamuda Bhd       306,800     259,407
Genting Bhd       509,700     490,490
Genting Malaysia Bhd       569,900     341,510
Globetronics Technology Bhd       629,566     157,510
Hartalega Holdings Bhd       341,400     121,743
Hibiscus Petroleum Bhd       360,500      65,222
Hong Leong Bank Bhd        26,500     116,964
IGB Real Estate Investment Trust       438,200     150,929
IHH Healthcare Bhd     1,211,000   1,535,102
IJM Corp. Bhd       448,340     160,904
Inari Amertron Bhd     1,714,650     919,574
KPJ Healthcare Bhd       443,100      75,405
Kuala Lumpur Kepong Bhd        39,450     175,729
Magnum Bhd       530,319     161,981
Mah Sing Group Bhd       659,800      69,561
Malayan Banking Bhd       188,486     348,111
Malaysia Airports Holdings Bhd(1)        54,400      65,481
Malaysian Pacific Industries Bhd        11,700      71,317
Maxis Bhd       136,700     103,122
MISC Bhd        55,240      80,342
MR DIY Group M Bhd(3)       214,200      90,587
My EG Services Bhd     4,703,200     855,246
Petronas Dagangan Bhd       122,000     525,590
Petronas Gas Bhd        50,974     180,724
PPB Group Bhd        21,360      74,066
Press Metal Aluminium Holdings Bhd       503,200     435,776
Public Bank Bhd       342,790     311,978
RHB Bank Bhd        70,159      83,827
Riverstone Holdings, Ltd.(2)       446,600     178,551
Sime Darby Bhd       217,645     100,094
Sime Darby Plantation Bhd       207,609     182,548
Sunway Bhd       243,900      82,418
Sunway Real Estate Investment Trust       512,000     154,514
Supermax Corp. Bhd     1,357,600     196,952
Telekom Malaysia Bhd       119,100     140,106
Tenaga Nasional Bhd       169,231     293,395
Top Glove Corp. Bhd     1,088,220     145,892
UMW Holdings Bhd        92,500      59,489
VS Industry Bhd     1,701,750     353,354
Yinson Holdings Bhd       320,000     147,823
      $ 11,835,141
Mauritius — 0.7%
Alteo, Ltd.       383,939 $    219,143
Attitude Property, Ltd.       257,083       63,762
Security Shares Value
Mauritius (continued)
CIEL, Ltd.     4,076,148 $    578,231
CIM Financial Services, Ltd.       471,828     103,846
ENL, Ltd.       276,411     151,074
IBL, Ltd.       160,284     185,030
Lavastone, Ltd.     2,649,077     145,083
Lighthouse Properties PLC       824,036     265,242
MCB Group, Ltd.        93,106     648,726
Phoenix Beverages, Ltd.        23,053     295,173
Rogers & Co., Ltd.       507,500     345,009
SBM Holdings, Ltd.       806,564      77,624
Terra Mauricia, Ltd.        84,900      50,287
United Basalt Products, Ltd.        64,613     184,062
      $  3,312,292
Mexico — 5.4%
Alfa SAB de CV, Series A       846,820 $    538,211
Alpek SAB de CV(2)       104,800     136,441
Alsea SAB de CV(1)       132,300     237,476
America Movil SAB de CV, Series L     4,538,090   3,738,271
Arca Continental SAB de CV        70,900     510,500
Cemex SAB de CV, Series CPO(1)     1,989,818     687,660
Coca-Cola Femsa SAB de CV, Series L        82,400     480,174
Concentradora Fibra Danhos S.A. de CV       357,100     429,275
Corporacion Inmobiliaria Vesta SAB de CV       317,100     591,704
El Puerto de Liverpool SAB de CV(2)        71,700     313,401
FIBRA Macquarie Mexico(3)       288,800     349,178
Fibra Uno Administracion S.A. de CV       723,967     744,835
Fomento Economico Mexicano SAB de CV, Series UBD       251,500   1,577,471
GCC SAB de CV        33,100     196,189
Genomma Lab Internacional SAB de CV       245,700     169,579
Grupo Aeroportuario del Centro Norte SAB de CV        78,300     492,556
Grupo Aeroportuario del Pacifico SAB de CV, Class B        88,600   1,121,825
Grupo Aeroportuario del Sureste SAB de CV, Class B        70,364   1,383,557
Grupo Bimbo SAB de CV, Series A       300,008   1,054,225
Grupo Carso SAB de CV, Series A1       250,900     924,018
Grupo Elektra SAB de CV(2)        20,719   1,053,424
Grupo Financiero Banorte SAB de CV, Class O       149,800     959,592
Grupo Financiero Inbursa SAB de CV, Class O(1)       266,716     423,392
Grupo Mexico SAB de CV, Series B       560,156   1,891,895
Grupo Televisa SAB, Series CPO(2)       260,471     281,041
Industrias Penoles SAB de CV(2)        32,449     313,590
Kimberly-Clark de Mexico SAB de CV, Class A(2)       243,410     323,427
Nemak SAB de CV(1)(3)       660,416     144,285
Operadora de Sites Mexicanos SA de CV       233,764     195,698
Orbia Advance Corporation, SAB de CV       185,467     312,189
PLA Administradora Industrial S de RL de CV       315,400      415,480
 
8

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Mexico (continued)
Prologis Property Mexico S.A. de CV       221,700 $    561,199
Promotora y Operadora de Infraestructura SAB de CV        58,750     399,679
Sitios Latinoamerica SAB de CV       226,904     103,315
Ternium S.A. ADR         9,522     260,808
Wal-Mart de Mexico SAB de CV, Series V       756,864   2,658,109
      $ 25,973,669
Morocco — 0.6%
Attijariwafa Bank        13,579 $    527,409
Bank of Africa         8,679     127,201
Banque Centrale Populaire         4,384      97,251
Co Sucrerie Marocaine et de Raffinage        21,862     417,584
Itissalat AI-Maghrib        57,814     603,474
Label Vie           406     177,728
LafargeHolcim Maroc S.A.         2,107     309,864
Managem S.A.         1,189     260,199
Societe d'Exploitation des Ports        14,086     308,784
TAQA Morocco S.A.         1,079     112,082
      $  2,941,576
Nigeria — 0.7%
Access Holdings PLC(4)    32,908,148 $    219,314
Dangote Cement PLC(4)     4,167,837     786,855
Dangote Sugar Refinery PLC(4)     4,385,654      56,676
FBN Holdings PLC(4)    21,879,762     184,208
Guaranty Trust Holding Co. PLC(4)    13,844,766     202,699
Lafarge Africa PLC(4)     3,044,633      57,894
MTN Nigeria Communications PLC(4)     1,288,600     212,150
Nestle Nigeria PLC(4)       496,712     482,439
Nigerian Breweries PLC(4)     5,467,425     211,126
SEPLAT Petroleum Development Co. PLC(3)       213,700     262,559
Stanbic IBTC Holdings PLC(4)     3,647,728      90,611
Transnational Corp. of Nigeria PLC(4)    22,334,373      20,373
United Bank for Africa PLC(4)    20,664,553     119,707
Zenith Bank PLC(4)    17,411,456     288,011
      $  3,194,622
Oman — 0.6%
Al Anwar Ceramic Tiles Co.        72,000 $     74,248
Bank Dhofar SAOG       405,361     149,868
Bank Muscat SAOG       613,340     914,821
Bank Nizwa SAOG       634,842     158,092
National Bank of Oman SAOG       368,936     258,593
Oman Cement Co. SAOG        99,831      77,011
Oman Flour Mills Co. SAOG       110,680     171,890
Oman Telecommunications Co. SAOG       282,930      646,145
Security Shares Value
Oman (continued)
Omani Qatari Telecommunications Co. SAOG       204,765 $    217,267
Renaissance Services SAOG       128,153     159,257
Sembcorp Salalah Power & Water Co.       377,934      65,992
Sohar International Bank SAOG       614,265     165,791
      $  3,058,975
Pakistan — 0.6%
Bank Alfalah, Ltd.       611,933 $     82,640
Engro Corp., Ltd.       173,692     175,936
Fauji Fertilizer Co., Ltd.       369,388     163,923
Frieslandcampina Engro Pakistan, Ltd.(1)       186,100      53,311
Habib Bank, Ltd.       265,733      81,321
Hub Power Co., Ltd. (The)       149,215      45,636
Lucky Cement, Ltd.(1)       111,546     243,222
Mari Petroleum Co., Ltd.        35,322     243,705
MCB Bank, Ltd.       142,514      74,313
Meezan Bank, Ltd.       116,683      56,274
Millat Tractors, Ltd.        99,775     361,459
Nishat Mills, Ltd.       593,280     177,406
Oil & Gas Development Co., Ltd.       635,838     211,093
Pakistan Oilfields, Ltd.        29,277      44,827
Pakistan Petroleum, Ltd.       839,397     226,059
Pakistan State Oil Co., Ltd.       378,233     269,386
Searle Co., Ltd. (The)       182,943      81,639
TRG Pakistan(1)        66,000      37,374
United Bank, Ltd.        92,992      46,861
      $  2,676,385
Panama — 0.2%
Banco Latinoamericano de Comercio Exterior S.A., Class E        31,900 $    416,614
Copa Holdings S.A., Class A(1)        11,108     744,347
      $  1,160,961
Peru — 1.3%
Alicorp SAA       134,845 $    192,940
Cia de Minas Buenaventura SAA ADR(2)       175,256   1,179,473
Credicorp, Ltd.        14,196   1,743,269
Enel Generacion Peru SAA       170,679     113,538
Ferreycorp SAA       748,050     403,722
InRetail Peru Corp.(3)        12,657     420,845
Southern Copper Corp.        50,855   2,280,338
      $  6,334,125
Philippines — 2.4%
Aboitiz Equity Ventures, Inc.       359,900 $    328,681
 
9

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Philippines (continued)
Aboitiz Power Corp.     1,105,000 $    579,340
ACEN Corp.     1,520,984     144,771
Alliance Global Group, Inc.       764,400     107,165
Ayala Corp.        30,528     318,974
Ayala Land, Inc.       811,008     314,868
Ayala Land, Inc. GDR, PFC Shares(1)(4)     3,534,608           0
Bank of the Philippine Islands       193,753     295,112
BDO Unibank, Inc.       241,429     457,411
Bloomberry Resorts Corp.(1)     1,119,700     127,535
Century Pacific Food, Inc.     1,007,500     386,194
Cosco Capital, Inc.       920,800      61,765
First Philippine Holdings Corp.       133,630     140,002
Globe Telecom, Inc.        15,745     543,802
International Container Terminal Services, Inc.       152,550     406,832
JG Summit Holdings, Inc.       487,172     348,298
Jollibee Foods Corp.       271,200   1,058,077
Manila Electric Co.       130,884     586,124
Megaworld Corp.     2,140,300      74,219
Metropolitan Bank & Trust Co.       159,419     131,482
Nickel Asia Corp.     2,508,588     216,396
Petron Corp.(1)     1,469,000      63,803
PLDT, Inc.        42,235   1,084,832
Puregold Price Club, Inc.       617,440     297,284
Robinsons Land Corp.       526,315     147,450
San Miguel Corp.        74,510     124,405
Semirara Mining & Power Corp.       841,720     556,747
SM Investments Corp.        63,130     777,532
SM Prime Holdings, Inc.     1,697,350     869,813
Universal Robina Corp.       498,530     967,526
      $ 11,516,440
Poland — 2.1%
11 bit studios S.A.(1)           831 $     88,382
Allegro.eu S.A.(1)(3)       110,000     473,204
AmRest Holdings SE(1)        15,687      55,383
Asseco Poland S.A.        53,648     746,829
Bank Millennium S.A.(1)       245,816     163,760
Bank Polska Kasa Opieki S.A.        16,524     200,681
Budimex S.A.        18,212     841,425
CCC S.A.(1)        12,600      93,633
CD Projekt S.A.(2)        23,161     463,807
Ciech S.A.(1)         5,000      31,921
Cyfrowy Polsat S.A.        88,607     284,948
Dino Polska S.A.(1)(3)        18,288   1,107,721
Grupa Kety S.A.         2,166     210,510
KGHM Polska Miedz S.A.        31,448      549,195
Security Shares Value
Poland (continued)
KRUK S.A.         1,300 $     61,584
LPP S.A.           508     792,473
Mabion S.A.(1)        20,058      82,660
mBank S.A.(1)         3,027     121,395
Orange Polska S.A.       221,853     230,501
PGE S.A.(1)       375,829     472,794
Polski Koncern Naftowy ORLEN S.A.       128,809   1,382,751
Polskie Gornictwo Naftowe i Gazownictwo S.A.(1)       475,514     465,860
Powszechna Kasa Oszczednosci Bank Polski S.A.       115,258     503,496
Powszechny Zaklad Ubezpieczen S.A.        72,944     338,433
Santander Bank Polska S.A.         2,500      98,583
Tauron Polska Energia S.A.(1)       409,106     166,456
      $ 10,028,385
Qatar — 1.2%
Al Meera Consumer Goods Co.        27,717 $    135,271
Barwa Real Estate Co.       320,609     298,498
Commercial Bank PSQC (The)       116,405     222,165
Gulf International Services QSC(1)       460,440     233,242
Industries Qatar       267,679   1,225,003
Masraf Al Rayan QSC       186,973     208,453
Medicare Group        83,820     157,000
Mesaieed Petrochemical Holding Co.       314,600     199,573
Ooredoo QPSC       112,086     270,798
Qatar Electricity & Water Co. QSC        73,498     350,265
Qatar Gas Transport Co., Ltd.       621,419     691,032
Qatar Insurance Co.       126,000      80,703
Qatar International Islamic Bank        65,027     191,992
Qatar Islamic Bank        53,163     355,744
Qatar National Bank QPSC       162,453     876,531
Qatar National Cement Co. QSC       133,280     166,776
United Development Co. QSC       491,981     190,907
Vodafone Qatar QSC       395,921     166,108
      $  6,020,061
Romania — 0.5%
Banca Transilvania S.A.       150,597 $    497,845
BRD-Groupe Societe Generale S.A.        85,565     187,587
OMV Petrom S.A.    11,375,358     939,844
Societatea Energetica Electrica S.A.        51,840      63,251
Societatea Nationala de Gaze Naturale ROMGAZ S.A.        64,136     507,584
Societatea Nationala Nuclearelectrica S.A.        18,481     155,739
Transelectrica S.A.(1)        17,232      57,931
Transgaz S.A. Medias         3,792     175,570
      $  2,585,351
 
10

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Russia(6) — 0.0%
Aeroflot PJSC(1)(4)        91,240 $          0
Etalon Group PLC GDR(4)(5)        78,319           0
Evraz PLC(4)       124,952           0
Federal Grid Co. Unified Energy System PJSC(1)(4)   147,070,600           0
Globaltrans Investment PLC GDR(4)(5)(7)       136,358           0
Globaltrans Investment PLC GDR(4)(5)(7)            77           0
Inter RAO UES PJSC(4)    13,202,001           0
Magnit PJSC(4)        30,561           0
Magnitogorsk Iron & Steel Works PJSC(4)       240,670           0
MMC Norilsk Nickel PJSC(4)         9,610           0
Mobile TeleSystems PJSC(4)       175,093           0
Moscow Exchange MICEX-RTS PJSC(1)(4)        55,681           0
Mosenergo PJSC(4)     5,882,962           0
Novatek PJSC(4)        64,840           0
Novolipetsk Steel PJSC GDR(4)(5)        20,548           0
OGK-2 PJSC(4)    20,114,000           0
PhosAgro PJSC(4)         5,758           0
PhosAgro PJSC GDR(4)(5)           112           0
PhosAgro PJSC GDR(4)(5)             2           0
PIK Group PJSC(1)(4)        83,050           0
Rosseti PJSC(1)(4)     8,208,873           0
Rostelecom PJSC(4)       154,538           0
RusHydro PJSC(4)    51,763,952           0
Sberbank of Russia PJSC(1)(4)       371,510           0
Severstal PAO GDR(1)(4)(5)        40,244           0
Sistema PJSFC(1)(4)       595,500           0
Surgutneftegas PJSC, PFC Shares(4)       388,817           0
Transneft PJSC, PFC Shares(4)            70           0
Unipro PJSC(4)     5,780,000           0
Yandex NV, Class A(1)(4)        90,000           0
      $          0
Saudi Arabia — 5.0%
Abdullah Al Othaim Markets Co.         8,031 $    262,809
Advanced Petrochemical Co.         6,812      80,543
Al Babtain Power & Telecommunication Co.        16,768      98,947
Al Hammadi Holding        27,426     325,323
Al Jouf Agricultural Development Co.         5,930      67,498
Al Rajhi Bank(1)        38,410     822,289
Alandalus Property Co.        23,113      95,948
Aldrees Petroleum and Transport Services Co.        13,665     244,687
Alinma Bank        26,817     256,522
Almarai Co. JSC        47,501     668,404
Arabian Centres Co., Ltd.        26,200     134,785
Arabian Internet & Communications Services Co.         2,019     126,634
Arriyadh Development Co.        42,294      228,787
Security Shares Value
Saudi Arabia (continued)
Aseer Trading Tourism & Manufacturing Co.(1)        25,344 $     90,255
Ayyan Investment Co.(1)        15,815      69,337
Bank AlBilad(1)        16,670     209,009
Banque Saudi Fransi        14,851     164,059
Batic Investments and Logistic Co.(1)        11,600      74,107
Bawan Co.        19,236     178,746
BinDawood Holding Co.         8,228     147,937
Dallah Healthcare Co.        10,498     438,746
Dar Al Arkan Real Estate Development Co.(1)       162,664     685,332
Dr Sulaiman Al Habib Medical Services Group Co.        26,211   1,442,986
Dur Hospitality Co.(1)        23,004     126,357
Emaar Economic City(1)       151,471     393,724
Etihad Etisalat Co.        44,585     420,172
Herfy Food Services Co.(1)        12,431     127,212
Jadwa REIT Saudi Fund        53,274     187,241
Jarir Marketing Co.        21,621     955,338
Leejam Sports Co. JSC        13,120     267,815
Maharah Human Resources Co.         6,400     104,204
Middle East Healthcare Co.(1)        21,820     156,389
Mouwasat Medical Services Co.        15,966     836,962
National Agriculture Development Co. (The)(1)        21,203     143,555
National Gas & Industrialization Co.        15,924     236,907
National Medical Care Co.         7,751     148,074
Rabigh Refining & Petrochemical Co.(1)        18,860      68,850
Riyad Bank        44,209     371,118
Riyad REIT Fund        60,724     180,903
SABIC Agri-Nutrients Co.         7,322     304,153
Sahara International Petrochemical Co.        13,750     150,352
Saudi Airlines Catering Co.(1)        13,013     245,284
Saudi Arabian Mining Co.(1)        27,394     500,864
Saudi Arabian Oil Co.(3)       297,578   2,832,938
Saudi Automotive Services Co.        34,664     283,231
Saudi Basic Industries Corp.        26,677     624,291
Saudi Ceramic Co.        14,766     151,991
Saudi Chemical Co. Holding        20,561     164,273
Saudi Co. for Hardware CJSC(1)         7,800      69,700
Saudi Electricity Co.       277,959   1,799,463
Saudi Ground Services Co.(1)        28,577     194,775
Saudi Industrial Investment Group        13,394      80,545
Saudi Industrial Services Co.        15,031      84,740
Saudi Kayan Petrochemical Co.(1)        56,284     202,320
Saudi National Bank (The)        48,073     802,121
Saudi Public Transport Co.(1)        15,777      63,078
Saudi Real Estate Co.(1)        42,607     140,418
Saudi Research & Media Group(1)         4,167     209,331
Saudi Telecom Co.       174,232    1,813,820
 
11

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Saudi Arabia (continued)
Saudia Dairy & Foodstuff Co.         4,822 $    247,733
Savola Group (The)        59,642     446,503
Seera Group Holding(1)        55,132     280,176
United Electronics Co.        14,173     412,106
United International Transportation Co.        15,521     181,230
Yanbu National Petrochemical Co.         8,737     106,431
      $ 24,030,378
Slovenia — 0.6%
Cinkarna Celje DD         1,730 $     40,078
Krka dd Novo mesto        24,140   2,029,270
Luka Koper         1,451      31,816
Nova Ljubljanska Banka dd(3)         1,700      88,863
Petrol           522     189,163
Pozavarovalnica Sava DD        11,134     221,151
Zavarovalnica Triglav DD         3,019      92,813
      $  2,693,154
South Africa — 4.7%
Altron, Ltd., A Shares       163,786 $     78,434
Anglo American Platinum, Ltd.         3,440     243,980
AngloGold Ashanti, Ltd.         8,639     118,016
AngloGold Ashanti, Ltd. ADR         5,299      73,232
Aspen Pharmacare Holdings, Ltd.       207,502   1,533,577
AVI, Ltd.        44,358     178,227
Barloworld, Ltd.        20,980     106,927
Bid Corp., Ltd.        44,213     678,871
Bidvest Group, Ltd. (The)(2)       178,962   1,938,501
CA Sales Holdings, Ltd.(1)        83,336      25,043
Clicks Group, Ltd.        35,599     561,925
Curro Holdings, Ltd.       146,006      69,386
Discovery, Ltd.(1)        21,152     122,112
Equites Property Fund, Ltd.       272,285     241,320
Exxaro Resources, Ltd.(2)        36,655     407,091
FirstRand, Ltd.       353,282   1,179,346
Fortress REIT, Ltd., Class A(1)       136,906      67,566
Gold Fields, Ltd.        38,870     313,508
Growthpoint Properties, Ltd.       668,687     433,637
Hyprop Investments, Ltd.       154,616     291,853
Impala Platinum Holdings, Ltd.        54,907     510,504
Kaap Agri, Ltd.         9,941      21,120
KAP Industrial Holdings, Ltd.     1,060,462     227,752
Kumba Iron Ore, Ltd.         7,137     151,398
Lesaka Technologies, Inc.(1)(2)        20,900      73,568
Life Healthcare Group Holdings, Ltd.       312,757     297,957
Mediclinic International PLC       148,487      803,885
Security Shares Value
South Africa (continued)
MiX Telematics, Ltd. ADR        11,300 $     85,880
Momentum Metropolitan Holdings       137,550     127,135
Mr Price Group, Ltd.        16,841     160,446
MTN Group, Ltd.       205,432   1,355,438
MultiChoice Group, Ltd.        52,660     335,200
Naspers, Ltd., Class N        26,631   3,302,871
NEPI Rockcastle N.V       120,964     538,652
Netcare, Ltd.       234,904     177,987
Pick'n Pay Stores, Ltd.        61,328     187,644
PSG Konsult, Ltd.       311,088     184,877
Redefine Properties, Ltd.     1,436,323     281,455
Resilient REIT, Ltd.       127,790     338,134
Reunert, Ltd.        55,719     132,947
Sanlam, Ltd.        47,771     135,122
Santam, Ltd.         7,291     100,093
Sasol, Ltd.        27,126     424,297
Shoprite Holdings, Ltd.(2)        75,842     905,456
Sibanye Stillwater, Ltd.       187,632     430,713
SPAR Group, Ltd. (The)        30,000     236,694
Stadio Holdings, Ltd.        82,183      17,410
Standard Bank Group, Ltd.(2)        30,572     241,511
Telkom S.A. SOC, Ltd.(1)        68,155     174,751
Thungela Resources, Ltd.        30,000     551,276
Tiger Brands, Ltd.        29,568     275,431
Vodacom Group, Ltd.        87,296     586,550
Vukile Property Fund, Ltd.       512,342     349,763
Woolworths Holdings, Ltd.(2)        68,586     230,464
      $ 22,616,933
South Korea — 4.3%
ABLBio, Inc.(1)         6,502 $     92,466
AMOREPACIFIC Corp.         3,554     250,589
AMOREPACIFIC Group         5,071      94,225
BGF Retail Co., Ltd.           905     104,131
Bukwang Pharmaceutical Co., Ltd.         8,877      45,813
Celltrion Healthcare Co., Ltd.         6,219     291,403
Celltrion Pharm, Inc.(1)         2,570     113,752
Celltrion, Inc.         6,973     846,288
Chabiotech Co., Ltd.(1)        12,772     125,716
Cheil Worldwide, Inc.        11,267     177,609
CJ CheilJedang Corp.           810     231,091
CJ Corp.         1,100      53,038
Coupang, Inc.(1)         6,700     111,689
Coway Co., Ltd.         3,444     128,793
Daewoo Industrial Development Co., Ltd.(1)         3,501       5,592
DL E&C Co., Ltd.         4,736      112,276
 
12

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
South Korea (continued)
DL Holdings Co., Ltd.         1,888 $     75,045
E-MART, Inc.         1,921     111,671
GeneOne Life Science, Inc.(1)        16,222     106,819
Green Cross Corp.         1,257     107,704
GS Engineering & Construction Corp.         6,207      96,791
GS Holdings Corp.        11,483     332,436
Hana Financial Group, Inc.         6,353     155,998
Hankook Tire and Technology Co., Ltd.         5,992     146,256
Hanmi Pharm Co., Ltd.         1,309     207,831
Hanmi Science Co., Ltd.         3,121      68,200
Hanwha Corp.         6,800     115,116
Hanwha Solutions Corp.(1)         9,753     317,694
Helixmith Co., Ltd.(1)         7,137      67,749
HLB Life Science Co., Ltd.(1)        15,573     137,736
Hotel Shilla Co., Ltd.         2,448     121,753
Hyosung TNC Corp.           213      38,147
Hyundai Engineering & Construction Co., Ltd.         3,203      83,071
Hyundai Glovis Co., Ltd.         1,372     154,416
Hyundai Mobis Co., Ltd.         2,818     371,986
Hyundai Motor Co.         6,125     747,486
Kakao Corp.         8,069     317,511
Kangwon Land, Inc.(1)         9,384     153,208
KB Financial Group, Inc.         4,943     149,271
Kia Corp.        10,062     500,806
KIWOOM Securities Co., Ltd.         2,085     109,144
Korea Shipbuilding & Offshore Engineering Co., Ltd.(1)         1,784      90,055
Korea Zinc Co., Ltd.           995     411,398
Korean Air Lines Co., Ltd.(1)         6,176      94,241
KT&G Corp.         9,317     562,560
Kumho Petrochemical Co., Ltd.         1,229      98,397
LegoChem Biosciences, Inc.(1)         4,397     108,514
LG Chem, Ltd.         1,592     587,823
LG Corp.         5,307     272,221
LG Display Co., Ltd.         8,289      68,694
LG Electronics, Inc.         4,500     244,194
LG H&H Co., Ltd.           582     255,101
LG Innotek Co., Ltd.         1,400     263,879
LG Uplus Corp.        22,484     168,130
Lotte Chemical Corp.           827      82,424
LS Corp.         3,961     155,391
MedPacto, Inc.(1)         2,253      36,898
Naturecell Co., Ltd.(1)         9,815      81,135
Naver Corp.         5,654     753,205
NCSoft Corp.           883     211,210
Nong Shim Co., Ltd.           480      99,473
Orion Corp. of Republic of Korea         2,576      184,221
Security Shares Value
South Korea (continued)
POSCO Holdings, Inc.         3,029 $    441,833
S1 Corp.         2,867     115,480
Samsung Biologics Co., Ltd.(1)(3)         1,264     707,549
Samsung C&T Corp.         4,158     297,953
Samsung Electro-Mechanics Co., Ltd.         1,336     103,078
Samsung Electronics Co., Ltd.        93,282   3,425,244
Samsung SDI Co., Ltd.         1,221     459,271
Samsung SDS Co., Ltd.           659      52,482
SD Biosensor, Inc.         5,775     106,460
Seegene, Inc.         3,878      71,928
Shinhan Financial Group Co., Ltd.         5,915     137,400
Shinsegae, Inc.           779     124,476
SK Biopharmaceuticals Co., Ltd.(1)         1,761      69,381
SK Chemicals Co., Ltd.         1,155      72,694
SK Hynix, Inc.         9,559     546,777
SK Innovation Co., Ltd.(1)         6,825     676,341
SK Square Co., Ltd.(1)         2,041      50,930
SK Telecom Co., Ltd.         3,158     111,489
SK, Inc.         1,665     221,066
S-Oil Corp.         4,000     226,267
ST Pharm Co., Ltd.         1,947     111,042
Yuhan Corp.         6,408     241,657
Zyle Motors Corp.(1)(4)         4,895           0
      $ 20,778,278
Sri Lanka — 0.4%
Access Engineering PLC     1,978,107 $     64,617
Ceylon Tobacco Co. PLC        96,609     188,704
Chevron Lubricants Lanka PLC       216,091      63,114
Commercial Bank of Ceylon PLC       370,657      55,724
Dialog Axiata PLC     9,641,167     226,626
Hatton National Bank PLC       297,576      68,814
Hemas Holdings PLC       342,755      59,524
John Keells Holdings PLC     1,681,224     630,746
National Development Bank PLC       525,666      61,438
Nations Trust Bank PLC(1)       314,289      41,354
Nestle Lanka PLC        15,593      39,591
Sampath Bank PLC       534,947      60,457
Teejay Lanka PLC     1,870,121     194,023
      $  1,754,732
Taiwan — 6.7%
Accton Technology Corp.        13,000 $    110,883
Acer, Inc.       212,000     145,960
Advantech Co., Ltd.        15,357     141,461
ASE Technology Holding Co., Ltd.        77,247      192,044
 
13

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Taiwan (continued)
Asia Cement Corp.       219,967 $    272,348
Asustek Computer, Inc.        18,174     133,268
AUO Corp.       182,000      83,291
Catcher Technology Co., Ltd.        27,100     146,750
Cathay Financial Holding Co., Ltd.        90,351     113,240
Center Laboratories, Inc.        71,050     102,569
Chailease Holding Co., Ltd.        13,650      77,970
Cheng Loong Corp.        97,000      81,064
Cheng Shin Rubber Industry Co., Ltd.       394,010     441,495
China Airlines, Ltd.       272,963     167,846
China Development Financial Holding Corp.       184,000      69,193
China Petrochemical Development Corp.       407,426     121,716
China Steel Corp.       722,815     605,956
CHO Pharma, Inc.(1)        28,701     142,195
Chung Hung Steel Corp.        89,000      58,831
Chunghwa Telecom Co., Ltd.       490,780   1,756,568
Compal Electronics, Inc.       138,000      94,100
CTBC Financial Holding Co., Ltd.       182,000     113,223
Delta Electronics, Inc.        46,356     368,211
E Ink Holdings, Inc.        25,000     165,048
E.Sun Financial Holding Co., Ltd.       158,591     128,321
Eclat Textile Co., Ltd.        17,000     208,722
Eternal Materials Co., Ltd.        95,000      90,120
EVA Airways Corp.       223,334     197,441
Evergreen Marine Corp.       228,113   1,040,064
Far Eastern Department Stores, Ltd.       288,642     176,820
Far Eastern New Century Corp.       564,313     572,944
Far EasTone Telecommunications Co., Ltd.       220,776     502,341
Feng Hsin Steel Co., Ltd.        40,000      75,088
Feng TAY Enterprise Co., Ltd.        45,000     222,585
First Financial Holding Co., Ltd.       181,896     148,491
Formosa Chemicals & Fibre Corp.       213,755     463,642
Formosa Petrochemical Corp.       217,153     564,403
Formosa Plastics Corp.       245,959     669,493
Formosa Taffeta Co., Ltd.       193,000     163,991
Fubon Financial Holding Co., Ltd.        57,971      90,656
Fulgent Sun International Holding Co., Ltd.        25,000     124,670
Gamania Digital Entertainment Co., Ltd.        52,000      94,742
Giant Manufacturing Co., Ltd.        24,531     157,928
Globalwafers Co., Ltd.         7,000      79,845
Goldsun Building Materials Co., Ltd.       143,000     107,698
Gongwin Biopharm Holdings Co., Ltd.(1)        11,913     153,323
Great Wall Enterprise Co., Ltd.       178,602     249,764
Highwealth Construction Corp.       215,423     264,131
Hiwin Technologies Corp.        38,233     211,705
Hon Hai Precision Industry Co., Ltd.       213,806      684,632
Security Shares Value
Taiwan (continued)
Hota Industrial Manufacturing Co., Ltd.        47,000 $    135,073
Hotai Motor Co., Ltd.        42,000     752,914
Hua Nan Financial Holdings Co., Ltd.       160,479     111,959
Huaku Development Co., Ltd.        86,000     244,995
Innolux Corp.       453,000     147,560
International Games System Co., Ltd.        18,000     202,929
Kenda Rubber Industrial Co., Ltd.       107,000     107,319
Kinpo Electronics, Inc.       229,000      95,929
Largan Precision Co., Ltd.         2,042     107,044
Lien Hwa Industrial Holdings Corp.       109,200     173,998
Lite-On Technology Corp.        57,000     114,323
Lotus Pharmaceutical Co., Ltd.        57,000     290,731
Makalot Industrial Co., Ltd.        14,000      80,493
MediaTek, Inc.        27,664     477,381
Medigen Vaccine Biologics Corp.(1)        78,477     196,131
Mega Financial Holding Co., Ltd.       183,155     179,197
Merida Industry Co., Ltd.        44,907     253,859
Microbio Co., Ltd.        99,735     207,300
Micro-Star International Co.        22,000      74,055
momo.com, Inc.        12,800     213,607
Nan Kang Rubber Tire Co., Ltd.(1)       100,819     118,048
Nan Ya Plastics Corp.       212,378     445,656
Nanya Technology Corp.        51,165      78,409
Nien Made Enterprise Co., Ltd.        14,000     110,522
Novatek Microelectronics Corp.        15,479     105,940
OBI Pharma, Inc.(1)        46,742     104,802
Pegatron Corp.        81,486     149,560
Pharmally International Holding Co., Ltd.(1)(4)        38,000           0
Polaris Group(1)        80,000     323,400
Pou Chen Corp.       501,309     448,106
Powerchip Semiconductor Manufacturing Corp.        62,000      55,409
President Chain Store Corp.        87,716     778,291
Quanta Computer, Inc.        80,000     193,654
Radiant Opto-Electronics Corp.        41,350     130,621
Realtek Semiconductor Corp.        17,542     148,091
Ruentex Development Co., Ltd.       246,759     396,648
Ruentex Industries, Ltd.       151,421     242,605
Sanyang Motor Co., Ltd.       377,000     453,281
Silicon Motion Technology Corp. ADR         2,100     136,899
Simplo Technology Co., Ltd.        12,652     104,681
Sino-American Silicon Products, Inc.        18,000      73,529
Standard Foods Corp.       129,000     155,170
Synnex Technology International Corp.       117,569     194,759
TA Chen Stainless Pipe Co.       119,180     140,978
TaiDoc Technology Corp.        20,000     102,989
Tainan Spinning Co., Ltd.       516,407      267,846
 
14

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Taiwan (continued)
Taiwan Cement Corp.       362,497 $    386,064
Taiwan Fertilizer Co., Ltd.        53,000      91,607
Taiwan High Speed Rail Corp.       159,000     142,407
Taiwan Hon Chuan Enterprise Co., Ltd.        42,000     110,541
Taiwan Mobile Co., Ltd.       220,858     664,714
Taiwan Semiconductor Manufacturing Co., Ltd.       285,747   3,787,688
Tatung Co., Ltd. (1)       171,000     170,877
Tong Yang Industry Co., Ltd.        86,000     130,368
TTY Biopharm Co., Ltd.       167,780     383,527
Tung Ho Steel Enterprise Corp.        49,000      76,073
Unimicron Technology Corp.        39,000     142,768
Uni-President Enterprises Corp.       624,588   1,320,873
United Microelectronics Corp.       252,323     282,374
Vanguard International Semiconductor Corp.        54,544     110,501
Voltronic Power Technology Corp.         6,000     263,883
Walsin Lihwa Corp.       326,980     412,988
Wan Hai Lines, Ltd.        84,000     175,227
Wiwynn Corp.         3,000      75,811
Yageo Corp.        14,362     121,230
Yang Ming Marine Transport Corp.       151,000     290,103
YFY, Inc.       101,000      75,027
Yieh Phui Enterprise Co., Ltd.       254,465     107,341
Yuanta Financial Holding Co., Ltd.       107,834      66,131
Yulon Motor Co., Ltd.        88,000     113,401
YungShin Global Holding Corp.        59,000      73,695
      $ 32,350,700
Thailand — 5.2%
Advanced Info Service PCL(8)       140,900 $    726,715
Airports of Thailand PCL(1)(8)       604,300   1,157,475
Amata Corp. PCL(8)       203,300     100,054
AP Thailand PCL(8)       549,560     138,082
Bangkok Bank PCL(8)        42,500     153,168
Bangkok Chain Hospital PCL(8)       959,400     452,739
Bangkok Dusit Medical Services PCL(8)     1,979,400   1,543,085
Bangkok Expressway & Metro PCL(8)     1,324,754     322,264
Banpu PCL(8)       667,200     216,296
Berli Jucker PCL(8)       219,700     189,626
BTS Group Holdings PCL(8)     1,033,700     226,618
Bumrungrad Hospital PCL(8)       203,300   1,218,964
Central Pattana PCL(8)       276,500     475,588
Central Retail Corp. PCL(8)       585,000     608,987
CH. Karnchang PCL(8)       194,800     111,962
Charoen Pokphand Foods PCL(8)       487,600     323,059
Chularat Hospital PCL(8)     3,340,700     325,922
CP ALL PCL(8)       418,400      621,297
Security Shares Value
Thailand (continued)
Delta Electronics (Thailand) PCL(8)       286,800 $  4,942,087
Electricity Generating PCL(8)        33,200     144,905
Energy Absolute PCL(8)       172,800     402,718
Global Power Synergy PCL(8)        76,700     128,980
Gulf Energy Development PCL(8)       418,400     579,779
Hana Microelectronics PCL(8)       534,100     517,064
Home Product Center PCL(8)       912,260     324,814
Indorama Ventures PCL(8)       346,871     355,909
Jasmine International PCL(1)(8)     2,504,800     172,943
Kasikornbank PCL(8)        62,500     237,491
Kiatnakin Phatra Bank PCL(8)        86,900     157,606
Krung Thai Bank PCL(8)       407,925     179,982
Land & Houses PCL(8)     1,034,900     243,190
Mega Lifesciences PCL(8)       234,200     285,832
Minor International PCL(1)(8)     1,389,236     970,689
PTT Exploration & Production PCL(8)       222,916     950,561
PTT Global Chemical PCL(8)       306,705     335,636
PTT PCL(8)     1,176,400   1,057,903
Quality House PCL(8)     3,330,683     188,730
Ratch Group PCL(8)       152,400     165,238
SCB X PCL(8)        78,000     214,006
Siam Cement PCL(8)        50,911     439,218
Siam Global House PCL(8)       521,018     276,606
Star Petroleum Refining PCL(8)       362,600     101,897
Supalai PCL(8)       314,400     157,257
SVI PCL(8)       794,000     164,039
Thai Beverage PCL       714,200     297,331
Thai Oil PCL(8)       175,500     237,885
Thai Union Group PCL(8)       480,092     237,450
TOA Paint Thailand PCL(8)       174,300     152,303
Total Access Communication PCL(8)        96,800     116,417
TPI Polene PCL(8)     2,914,200     130,060
True Corp. PCL(8)     4,118,582     549,536
TTW PCL(8)       544,700     143,011
VGI PCL(8)     1,361,600     143,853
WHA Corp. PCL(8)     3,200,800     297,404
      $ 24,912,231
Tunisia — 0.8%
Attijari Bank        14,910 $    177,855
Banque de Tunisie       142,212     250,310
Banque Internationale Arabe de Tunisie        22,272     571,508
Banque Nationale Agricole        25,291      64,510
Carthage Cement(1)       469,841     276,820
Euro Cycles S.A.        38,028     360,040
Poulina Group       112,565      327,626
 
15

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Tunisia (continued)
Societe d'Articles Hygieniques S.A.       151,019 $    450,084
Societe Frigorifique et Brasserie de Tunis S.A.       190,193     905,611
Telnet Holding       121,453     277,214
Union Internationale de Banques S.A.        42,491     265,004
      $  3,926,582
Turkey — 5.3%
Akbank T.A.S.       508,387 $    309,223
Aksa Akrilik Kimya Sanayii AS        99,477     306,831
Aksa Enerji Uretim AS       590,074   1,174,276
Alarko Holding AS        34,678     109,642
Anadolu Efes Biracilik ve Malt Sanayii AS        97,554     210,786
Arcelik AS       159,850     577,651
Aselsan Elektronik Sanayi Ve Ticaret AS       104,207     164,385
Aydem Yenilenebilir Enerji AS(1)       330,373     262,230
Aygaz AS       136,427     326,734
BIM Birlesik Magazalar AS       222,809   1,388,123
Biotrend Cevre VE Enerji Yatirimlari AS(1)       237,727     161,186
Coca-Cola Icecek AS        48,719     354,103
Deva Holding AS        65,454     124,946
Dogan Sirketler Grubu Holding AS       691,379     179,021
Dogus Otomotiv Servis ve Ticaret AS        36,493     190,977
EGE Endustri VE Ticaret AS         1,386     168,802
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS        72,715      58,909
Emlak Konut Gayrimenkul Yatirim Ortakligi AS     2,800,407     576,594
Enerjisa Enerji AS(3)       256,761     239,267
Enka Insaat ve Sanayi AS       377,198     344,619
Eregli Demir ve Celik Fabrikalari TAS       495,852     773,180
Fenerbahce Futbol AS(1)        82,364     236,528
Ford Otomotiv Sanayi AS        47,200     831,479
GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS       197,041     244,423
Gubre Fabrikalari TAS(1)        24,199     164,914
Haci Omer Sabanci Holding AS       193,229     268,054
Hektas Ticaret TAS(1)       117,012     366,693
Indeks Bilgisayar Sistemleri Muhendislik Sanayi ve Ticaret AS       318,733     161,752
Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS(1)       183,692     182,238
Is Gayrimenkul Yatirim Ortakligi AS(1)     1,225,066     404,397
Iskenderun Demir ve Celik AS        96,065     128,563
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D       383,244     245,815
Kerevitas Gida Sanayi ve Ticaret AS(1)       289,798     127,942
KOC Holding AS       254,868     620,366
Kordsa Teknik Tekstil AS        61,320     188,004
Koza Altin Isletmeleri AS        11,800     115,787
Koza Anadolu Metal Madencilik Isletmeleri AS(1)       124,600      178,679
Security Shares Value
Turkey (continued)
Logo Yazilim Sanayi Ve Ticaret AS       147,998 $    361,480
Mavi Giyim Sanayi Ve Ticaret AS, Class B(3)        56,075     216,953
Migros Ticaret AS(1)        43,832     238,667
MLP Saglik Hizmetleri AS(1)(3)       191,475     508,635
ODAS Elektrik Uretim ve Sanayi Ticaret AS(1)     2,521,933     862,607
Otokar Otomotiv Ve Savunma Sanayi AS         1,920      58,386
Pegasus Hava Tasimaciligi AS(1)        10,262     130,885
Petkim Petrokimya Holding AS(1)       631,618     424,167
Sasa Polyester Sanayi AS(1)       144,986     532,530
Selcuk Ecza Deposu Ticaret ve Sanayi AS       321,343     398,642
Sinpas Gayrimenkul Yatirim Ortakligi AS(1)     1,179,267     275,354
Sok Marketler Ticaret AS(1)       154,751     172,444
TAV Havalimanlari Holding AS(1)        46,856     159,173
Tofas Turk Otomobil Fabrikasi AS       105,830     522,078
Turk Hava Yollari AO(1)       144,641     549,197
Turk Ilac VE Serum Sanayi AS(1)       295,257     163,443
Turk Telekomunikasyon AS       736,965     426,117
Turk Traktor ve Ziraat Makineleri AS         9,065     136,644
Turkcell Iletisim Hizmetleri AS     1,698,862   1,805,396
Turkiye Is Bankasi AS, Class C       714,074     287,570
Turkiye Petrol Rafinerileri AS(1)       188,666   2,936,267
Turkiye Sise ve Cam Fabrikalari AS       311,480     424,447
Turkiye Vakiflar Bankasi TAO(1)       535,128     199,699
Ulker Biskuvi Sanayi AS(1)       181,912     201,263
Vakif Gayrimenkul Yatirim Ortakligi AS(1)       965,986     144,492
Vestel Elektronik Sanayi ve Ticaret AS        57,591     123,989
Yapi ve Kredi Bankasi AS       316,986     120,827
Ziraat Gayrimenkul Yatirim Ortakligi AS     1,504,758     327,713
Zorlu Enerji Elektrik Uretim AS(1)     1,062,278     204,667
      $ 25,380,851
United Arab Emirates — 1.3%
Abu Dhabi Commercial Bank PJSC        94,316 $    231,343
Abu Dhabi National Oil Co. for Distribution PJSC       223,509     270,172
Agthia Group PJSC       138,550     178,650
Air Arabia PJSC       646,580     366,098
Aldar Properties PJSC       753,712     860,405
Dana Gas PJSC     1,234,795     317,552
Dubai Investments PJSC       527,093     332,893
Emaar Properties PJSC       520,324     816,455
Emirates Telecommunications Group Co. PJSC       249,055   1,582,995
First Abu Dhabi Bank PJSC       296,080   1,436,126
      $  6,392,689
Vietnam — 2.3%
An Phat Holdings JSC(1)        99,600 $     44,796
 
16

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

Security Shares Value
Vietnam (continued)
Bank for Foreign Trade of Vietnam JSC       251,577 $    767,305
Bank for Investment and Development of Vietnam JSC        51,100      72,010
Development Investment Construction Corp.(1)            11          13
FLC Faros Construction JSC(1)(4)             6           0
Gelex Group JSC       309,000     242,545
HAGL JSC(1)       283,740     155,387
Ho Chi Minh City Infrastructure Investment JSC(1)       200,000     159,093
Hoa Phat Group JSC     1,629,993   1,436,658
Hoa Sen Group(1)       162,000      99,041
Hoang Huy Investment Financial Services JSC       279,600     130,310
Khang Dien House Trading and Investment JSC(1)        76,340      89,356
KIDO Group Corp.        44,303     115,779
Kinh Bac City Development Share Holding Corp.(1)       327,160     393,708
Masan Group Corp.       229,632     946,120
No Va Land Investment Group Corp.(1)       151,200     535,538
PetroVietnam Drilling & Well Services JSC(1)       201,177     166,471
PetroVietnam Fertilizer & Chemical JSC        80,500     156,418
PetroVietnam Gas JSC        62,630     285,506
Petrovietnam Power Corp.     1,105,600     567,653
PetroVietnam Technical Services Corp.        92,872      90,148
Petrovietnam Transportation Corp.       104,800      85,214
Phat Dat Real Estate Development Corp.(1)        67,877     144,779
Saigon - Hanoi Commercial Joint Stock Bank(1)       100,900      52,178
Saigon Beer Alcohol Beverage Corp.        22,900     176,934
Saigon Thuong Tin Commercial JSB(1)       132,900     113,542
SSI Securities Corp.       132,003     108,016
Thaiholdings JSC(1)        74,800     140,902
Thanh Thanh Cong - Bien Hoa JSC(1)       106,400      71,607
Viet Capital Securities JSC        61,230      74,391
Vietjet Aviation JSC(1)       160,594     744,840
Vietnam Airlines JSC(1)       173,300      96,353
Vietnam Construction and Import-Export JSC       192,392     169,686
Vietnam Dairy Products JSC       319,848     965,641
Vietnam National Petroleum Group(1)            30          41
Viglacera Corp. JSC        76,800     163,226
Vincom Retail JSC(1)       229,413     267,584
Vingroup JSC(1)       320,579     736,415
Vinh Hoan Corp.        45,200     159,663
Vinhomes JSC(3)       165,800     350,661
      $ 11,075,528
Total Common Stocks
(identified cost $341,760,265)
    $475,466,684
    
Rights(1) — 0.0%(9)
Security Shares Value
Brazil — 0.0%(9)
Localiza Rent a Car S.A., Exp. 10/31/22           162 $        330
      $        330
Morocco — 0.0%
Bank of Africa, Exp. 10/3/23         8,679 $          0
      $          0
Oman — 0.0%(9)
Sohar International Bank SAOG       483,181 $      1,255
      $      1,255
Philippines — 0.0%(9)
Globe Telecom, Inc., Exp. 10/7/22         1,189 $      7,099
      $      7,099
Romania — 0.0%(9)
OMV Petrom S.A., Exp. 10/13/22    11,375,358 $     94,879
      $     94,879
Total Rights
(identified cost $0)
    $    103,563
    
Short-Term Investments — 0.8%
Affiliated Fund — 0.1%
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 2.80%(10)       698,131 $    698,131
Total Affiliated Fund
(identified cost $698,131)
    $    698,131
    
Securities Lending Collateral — 0.7%
Security Shares Value
State Street Navigator Securities Lending Government Money Market Portfolio, 3.07%(11)     3,147,662 $  3,147,662
Total Securities Lending Collateral
(identified cost $3,147,662)
    $  3,147,662
Total Short-Term Investments
(identified cost $3,845,793)
    $  3,845,793
 
17

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

    Value
Total Investments — 99.7%
(identified cost $345,606,058)
    $479,416,040
Other Assets, Less Liabilities — 0.3%     $  1,383,701
Net Assets — 100.0%     $480,799,741
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 September 30, 2022. The aggregate market value of securities on loan at September 30, 2022 was $8,130,804 and the total market value of the collateral received by the Fund was $8,964,568, comprised of cash of $3,147,662 and U.S. government and/or agencies securities of $5,816,906.
(3) 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 September 30, 2022, the aggregate value of these securities is $17,385,723 or 3.6% of the Fund's net assets.
(4) For fair value measurement disclosure purposes, security is categorized as Level 3.
(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 September 30, 2022, the aggregate value of these securities is $1,555,509 or 0.3% of the Fund's net assets.
(6) Trading of securities has been suspended.
(7) Securities are traded on separate exchanges for the same entity.
(8) Indicates a foreign registered security. Shares issued to foreign investors in markets that have foreign ownership limits.
(9) Amount is less than 0.05%.
(10) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of September 30, 2022.
(11) Represents investment of cash collateral received in connection with securities lending.
Sector Classification of Portfolio
Sector Percentage
of Net Assets
Value
Financials 12.1% $58,116,561
Consumer Staples 10.9 52,228,372
Industrials 10.2 49,273,998
Consumer Discretionary 9.7 46,588,135
Materials 9.4 45,449,477
Energy 9.3 44,598,037
Health Care 9.1 43,560,848
Communication Services 8.8 42,154,464
Information Technology 8.6 41,271,259
Real Estate 5.5 26,650,139
Utilities 5.3 25,678,957
Short-Term Investments 0.8 3,845,793
Total Investments 99.7% $479,416,040
Abbreviations:
ADR – American Depositary Receipt
BDR – Brazilian Depositary Receipt
GDR – Global Depositary Receipt
PCL – Public Company Limited
PFC Shares – Preference Shares
 
The Fund did not have any open derivative instruments at September 30, 2022.
Affiliated Investments
At September 30, 2022, the value of the Fund's investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Liquidity Fund) was $698,131, which represents 0.1% of the Fund's net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended September 30, 2022 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 $236,162 $14,851,136 $(14,389,167) $ — $ — $698,131 $6,850 698,131
18

Parametric
Tax-Managed Emerging Markets Fund
September 30, 2022
Portfolio of Investments (Unaudited) — continued

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 September 30, 2022, the hierarchy of inputs used in valuing the Fund's investments, which are carried at value, were as follows:
Asset Description Level 1 Level 2 Level 3* Total
Common Stocks:        
Asia/Pacific $ 7,909,275 $227,693,439 $        0 $235,602,714
Emerging Europe    142,024  62,930,325         0  63,072,349
Latin America 70,581,288   7,189,592       —  77,770,880
Middle East/Africa  2,175,857  93,912,821 2,932,063  99,020,741
Total Common Stocks $80,808,444 $391,726,177** $2,932,063 $475,466,684
Rights $     1,585 $    101,978 $      — $    103,563
Short-Term Investments:        
Affiliated Fund    698,131         —       —     698,131
Securities Lending Collateral  3,147,662         —       —   3,147,662
Total Investments $84,655,822 $391,828,155 $2,932,063 $479,416,040
* 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 September 30, 2022 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 semiannual or annual report to shareholders.
19