# EDGAR Filing Document

**Accession Number:** 0000074663
**File Stem:** 0001193125-23-053794
**Filing Date:** 2023-2
**Character Count:** 281618
**Document Hash:** 259b1f86a66383a989a053c4ba7cc05a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-23-053794.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001193125-23-053794

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 7

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**EFFECTIVENESS DATE**: 20230228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EATON VANCE SERIES TRUST II
- **CENTRAL INDEX KEY:** 0000074663
- **IRS NUMBER:** 132706484
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02258
- **FILM NUMBER:** 23684993

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 6174828260

**MAIL ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE INCOME FUND OF BOSTON
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** OPPENHEIMER INCOME FUND OF BOSTON INC
- **DATE OF NAME CHANGE:** 19821207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** OPPENHEIMER INCOME FUND INC
- **DATE OF NAME CHANGE:** 19770604

## Series and Classes Contracts Data

### Parametric Tax-Managed Emerging Markets Fund (Series ID: S000002405)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000006391 | Parametric Tax-Managed Emerging Markets Fund Class I | EITEX           |

------

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**UNITED STATES** 

**SECURITIES AND EXCHANGE COMMISSION** 

**Washington, D.C. 20549** 

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**Form N-CSR** 

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**CERTIFIED SHAREHOLDER REPORT OF REGISTERED** 

**MANAGEMENT INVESTMENT COMPANIES** 

**Investment Company Act File Number: 811-02258** 

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## Eaton Vance Series Trust II
**(Exact Name of Registrant as Specified in Charter)** 

------

**Two International Place, Boston, Massachusetts 02110** 

**(Address of Principal Executive Offices)** 

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**Deidre E. Walsh** 

**Two International Place, Boston, Massachusetts 02110** 

**(Name and Address of Agent for Services)** 

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**(617) 482-8260** 

**(Registrant's Telephone Number)** 

**June 30** 

**Date of Fiscal Year End** 

**December 31, 2022** 

**Date of Reporting Period** 

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**Item 1. Reports to Stockholders** 

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![](g453932img8ebec7601.gif)

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## Parametric

## Tax-Managed Emerging<br> Markets Fund

## Semiannual Report
December 31, 2022

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![](g453932img0a63591b2.gif)

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**Commodity Futures Trading Commission Registration. The Commodity Futures Trading Commission ("CFTC") has adopted regulations that subject registered investment companies and advisers to regulation by the CFTC if a fund invests more than a prescribed level of its assets in certain CFTC-regulated instruments (including futures, certain options and swap agreements) or markets itself as providing investment exposure to such instruments. The investment adviser has claimed an exclusion from the definition of "commodity pool operator" under the Commodity Exchange Act with respect to its management of the Fund. Accordingly, neither the Fund nor the adviser with respect to the operation of the Fund is subject to CFTC regulation. Because of its management of other strategies, the Fund's adviser and Parametric Portfolio Associates LLC (Parametric), sub-adviser to the Fund, are registered with the CFTC as commodity pool operators. The adviser and Parametric are also registered as commodity trading advisors.**

**Fund shares are not insured by the FDIC and are not deposits or other obligations of, or guaranteed by, any depository institution. Shares are subject to investment risks, including possible loss of principal invested.**

**This report must be preceded or accompanied by a current summary prospectus or prospectus. Before investing, investors should consider carefully the investment objective, risks, and charges and expenses of a mutual fund. This and other important information is contained in the summary prospectus and prospectus, which can be obtained from a financial intermediary. Prospective investors should read the prospectus carefully before investing. For further information, please call 1-800-260-0761.**

------

#### Semiannual Report December 31, 2022
Parametric

Tax-Managed Emerging Markets Fund

---

| | |
|:---|:---|
| **[**Table of Contents**](#xx_c66fc4ee-a154-437f-930f-9a4b9a930e56_1)** |  |
| [Performance](#xx_20f10d93-c61c-4ff9-8d2f-a3ebc69173a5_1) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| [Fund Profile](#xx_20f10d93-c61c-4ff9-8d2f-a3ebc69173a5_2) | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| [Endnotes and Additional Disclosures](#xx_a29ddb4f-24ca-4fd6-96ca-bc6058b46e2a_1) | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| [Fund Expenses](#xx_86e601d1-5ffa-487f-9925-b7299af57210_1) | &nbsp;&nbsp;&nbsp;&nbsp;5 |
| [Financial Statements](#xx_67dd8fc0-357b-46d6-8178-32dc3bfd8014_1) | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| [Officers and Trustees](#xx_de1302dd-efab-4b04-b990-77cee42110e7_1) | &nbsp;&nbsp;&nbsp;&nbsp;34 |
| [Privacy Notice](#xx_54f24082-6618-492e-9b44-7868179d6ccc_1) | &nbsp;&nbsp;&nbsp;&nbsp;35 |
| [Important Notices](#xx_354c6fd6-a62f-42c1-bcb9-0cf67a9a63dc_1) | &nbsp;&nbsp;&nbsp;&nbsp;37 |

---

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Performance

------

#### Portfolio Manager(s) Thomas C. Seto, Paul W. Bouchey, CFA and Jennifer Sireklove, CFA, each of Parametric Portfolio Associates LLC

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **% Average Annual Total Returns<sup>1,2</sup>** | **Class <br> Inception Date** | **Performance <br> Inception Date** | **Six Months** | **One Year** | **Five Years** | **Ten Years** |
| &nbsp;&nbsp;Class I at NAV | 06/30/1998 | 06/30/1998 | &nbsp;&nbsp;&nbsp;3.00% | (12.24)% | (1.30)% | 1.02% |
| &nbsp;&nbsp;MSCI Emerging Markets Index |  |  | (2.99)% | (20.09)% | (1.40)% | 1.44% |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **% After-Tax Returns** | **Class <br> Inception Date** | **Performance <br> Inception Date** | **One Year** | **Five Years** | **Ten Years** |
| &nbsp;&nbsp;Class I After Taxes on Distributions | 06/30/1998 | 06/30/1998 | (13.65)% | (2.02)% | 0.52% |
| &nbsp;&nbsp;Class I After Taxes on Distributions and Sale of Fund Shares |  |  | &nbsp;&nbsp;&nbsp;(5.29) | (0.74) | 1.02 |

---

---

| | |
|:---|:---|
| **% Total Annual Operating Expense Ratio<sup>3</sup>** | **Class I** |
|  | 0.96% |

---

*See Endnotes and Additional Disclosures in this report.*

*Past performance is no guarantee of future results. Returns are historical and are calculated by determining the percentage change in net asset value (NAV) or offering price (as applicable) with all distributions reinvested. Furthermore, returns do not reflect the deduction of taxes that shareholders may have to pay on Fund distributions or upon the redemption of Fund shares. Investment return and principal value will fluctuate so that shares, when redeemed, may be worth more or less than their original cost. Performance for periods less than or equal to one year is cumulative. Performance is for the stated time period only; due to market volatility, current Fund performance may be lower or higher than the quoted return. For performance as of the most recent month-end, please refer to eatonvance.com.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Fund Profile

------

Sector Allocation (% of net assets)<sup>1</sup>

![](g453932imga729646e3.jpg)

Geographic Allocation (% of common stocks)

![](g453932img11a89a2f4.jpg)

---

| | |
|:---|:---|
| Top 10 Holdings (% of net assets)<sup>1</sup> | Top 10 Holdings (% of net assets)<sup>1</sup> |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;&nbsp;1.2% |
| Delta Electronics (Thailand) PCL | &nbsp;&nbsp;&nbsp;1.0 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;0.9 |
| Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;0.8 |
| Naspers, Ltd., Class N | &nbsp;&nbsp;&nbsp;0.7 |
| America Movil SAB de CV, Series L | &nbsp;&nbsp;&nbsp;0.7 |
| Reliance Industries, Ltd. | &nbsp;&nbsp;&nbsp;0.6 |
| Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp;0.6 |
| Saudi Arabian Oil Co. | &nbsp;&nbsp;&nbsp;0.5 |
| China Petroleum & Chemical Corp., Class H | &nbsp;&nbsp;&nbsp;0.5 |
| **Total** | &nbsp;&nbsp;**7.5%** |

---

Footnotes:

<sup>1</sup> Excludes cash and cash equivalents.

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Endnotes and Additional Disclosures

------

<sup>1</sup> MSCI Emerging Markets Index is an unmanaged index of emerging markets common stocks. MSCI indexes are net of foreign withholding taxes. Source: MSCI. MSCI data may not be reproduced or used for any other purpose. MSCI provides no warranties, has not prepared or approved this report, and has no liability hereunder. Unless otherwise stated, index returns do not reflect the effect of any applicable sales charges, commissions, expenses, taxes or leverage, as applicable. It is not possible to invest directly in an index.

<sup>2</sup> Class I shares are offered at net asset value (NAV). Prior to September 1, 2016, Class I shares were subject to a 2% redemption fee at the time of exchange or redemption. Returns are historical and are calculated by determining the percentage change in NAV with all distributions reinvested. Unless otherwise stated, performance does not reflect the deduction of taxes on Fund distributions or redemptions of Fund shares. After-tax returns are calculated using certain assumptions, including using the highest historical individual federal income tax rates, and do not reflect the impact of state/local taxes. Actual after-tax returns depend on a shareholder's tax situation and the actual characterization of distributions and may differ from those shown. After-tax returns are not relevant to shareholders who hold shares in tax-deferred accounts or shares held by nontaxable entities. Return After Taxes on Distributions may be the same as Return Before Taxes for the same period because no taxable distributions were made during that period. Return After Taxes on Distributions and Sale of Fund Shares may be greater than or equal to Return After Taxes on Distributions for the same period because of losses realized on the sale of Fund shares. The Fund's after-tax returns also may reflect foreign tax credits passed by the Fund to its shareholders.

<sup>3</sup> Source: Fund prospectus. The expense ratio for the current reporting period can be found in the Financial Highlights section of this report. Performance reflects expenses waived and/or reimbursed, if applicable. Without such waivers and/or reimbursements, performance would have been lower.

Fund profile subject to change due to active management.

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Fund Expenses

------

#### Example
As a Fund shareholder, you incur two types of costs: (1) transaction costs, including sales charges (loads) on purchases; and (2) ongoing costs, including management fees; distribution and/or service fees; and other Fund expenses. This Example is intended to help you understand your ongoing costs (in dollars) of Fund investing and to compare these costs with the ongoing costs of investing in other mutual funds. The Example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period (July 1, 2022 to December 31, 2022).

#### Actual Expenses
The first section of the table below provides information about actual account values and actual expenses. You may use the information in this section, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the first section under the heading entitled "Expenses Paid During Period" to estimate the expenses you paid on your account during this period.

#### Hypothetical Example for Comparison Purposes
The second section of the table below provides information about hypothetical account values and hypothetical expenses based on the actual Fund expense ratio and an assumed rate of return of 5% per year (before expenses), which is not the actual Fund return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in your Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as sales charges (loads). Therefore, the second section of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different funds. In addition, if these transactional costs were included, your costs would be higher.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Beginning <br> Account Value<br> (7/1/22)** | &nbsp;&nbsp;&nbsp;&nbsp;**Ending <br> Account Value<br> (12/31/22)** | &nbsp;&nbsp;&nbsp;&nbsp;**Expenses Paid<br> During Period\*<br> (7/1/22 – 12/31/22)** | &nbsp;&nbsp;&nbsp;&nbsp;**Annualized <br> Expense<br> Ratio** |
| **Actual** |  |  |  |  |
| Class I | &nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1030.00 | &nbsp;&nbsp;&nbsp;&nbsp;$4.91 | &nbsp;&nbsp;&nbsp;&nbsp;0.96% |
| **Hypothetical** |  |  |  |  |
| (5% return per year before expenses) |  |  |  |  |
| Class I | &nbsp;&nbsp;&nbsp;&nbsp;$1000.00 | &nbsp;&nbsp;&nbsp;&nbsp;$1020.37 | &nbsp;&nbsp;&nbsp;&nbsp;$4.89 | &nbsp;&nbsp;&nbsp;&nbsp;0.96% |

---

\* Expenses are equal to the Fund's annualized expense ratio for the indicated Class, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period). The Example assumes that the $1,000 was invested at the net asset value per share determined at the close of business on June 30, 2022.

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited)

------

Common Stocks — 100.5%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Argentina — 0.6% | Argentina — 0.6% | Argentina — 0.6% |
| Banco BBVA Argentina S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;$341388 |
| Banco Macro S.A., Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;411000 | &nbsp;&nbsp;&nbsp;&nbsp; 669854 |
| IRSA Inversiones y Representaciones S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524460 | &nbsp;&nbsp;&nbsp;&nbsp; 250326 |
| MercadoLibre, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp; 961329 |
| Pampa Energia S.A. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp; 59887 |
| Transportadora de Gas del Sur S.A.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319350 | &nbsp;&nbsp;&nbsp;&nbsp; 755627 |
|  |  | &nbsp;&nbsp;**$3038411** |
| Bahrain — 0.3% | Bahrain — 0.3% | Bahrain — 0.3% |
| Al Salam Bank BSC | &nbsp;&nbsp;&nbsp;&nbsp;5020868 | &nbsp;&nbsp;$1359376 |
| GFH Financial Group BSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956057 | &nbsp;&nbsp;&nbsp;&nbsp; 231486 |
|  |  | &nbsp;&nbsp;**$1590862** |
| Bangladesh — 0.6% | Bangladesh — 0.6% | Bangladesh — 0.6% |
| Al-Arafah Islami Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329780 | &nbsp;&nbsp;$76063 |
| Bangladesh Export Import Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247636 | &nbsp;&nbsp;&nbsp;&nbsp; 278489 |
| Beximco Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79073 | &nbsp;&nbsp;&nbsp;&nbsp; 112592 |
| British American Tobacco Bangladesh Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21052 | &nbsp;&nbsp;&nbsp;&nbsp; 106176 |
| Grameenphone, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72336 | &nbsp;&nbsp;&nbsp;&nbsp; 202008 |
| Jamuna Oil Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50340 | &nbsp;&nbsp;&nbsp;&nbsp; 82036 |
| Khulna Power Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231595 | &nbsp;&nbsp;&nbsp;&nbsp; 60159 |
| LafargeHolcim Bangladesh, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194809 | &nbsp;&nbsp;&nbsp;&nbsp; 123659 |
| LankaBangla Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629970 | &nbsp;&nbsp;&nbsp;&nbsp; 159770 |
| Meghna Petroleum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38062 | &nbsp;&nbsp;&nbsp;&nbsp; 74054 |
| MJL Bangladesh, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62177 | &nbsp;&nbsp;&nbsp;&nbsp; 52513 |
| Olympic Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99202 | &nbsp;&nbsp;&nbsp;&nbsp; 119499 |
| Padma Oil Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25811 | &nbsp;&nbsp;&nbsp;&nbsp; 52722 |
| Pubali Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399988 | &nbsp;&nbsp;&nbsp;&nbsp; 102666 |
| Social Islami Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1394460 | &nbsp;&nbsp;&nbsp;&nbsp; 168210 |
| Square Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292370 | &nbsp;&nbsp;&nbsp;&nbsp; 598643 |
| Summit Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372759 | &nbsp;&nbsp;&nbsp;&nbsp; 123686 |
| Titas Gas Transmission & Distribution Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163853 | &nbsp;&nbsp;&nbsp;&nbsp; 65401 |
| Unique Hotel & Resorts, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394668 | &nbsp;&nbsp;&nbsp;&nbsp; 223201 |
| United Commercial Bank, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1185390 | &nbsp;&nbsp;&nbsp;&nbsp; 150398 |
|  |  | &nbsp;&nbsp;**$2931945** |
| Botswana — 0.7% | Botswana — 0.7% | Botswana — 0.7% |
| Absa Bank Botswana, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525892 | &nbsp;&nbsp;$212607 |
| Botswana Insurance Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307039 | &nbsp;&nbsp;&nbsp;&nbsp; 426171 |
| First National Bank of Botswana, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2893776 | &nbsp;&nbsp;&nbsp;&nbsp; 794045 |
| Letshego Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2688951 | &nbsp;&nbsp;&nbsp;&nbsp; 263984 |
| Sechaba Breweries Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1014134 | &nbsp;&nbsp;&nbsp;&nbsp; 1575851 |
|  |  | &nbsp;&nbsp;**$3272658** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Brazil — 4.3% | Brazil — 4.3% | Brazil — 4.3% |
| Alpargatas S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29100 | &nbsp;&nbsp;$83023 |
| AMBEV S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334325 | &nbsp;&nbsp;&nbsp;&nbsp; 913767 |
| Americanas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85210 | &nbsp;&nbsp;&nbsp;&nbsp; 155413 |
| Arezzo Industria e Comercio S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 118655 |
| B3 S.A. - Brasil Bolsa Balcao | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76655 | &nbsp;&nbsp;&nbsp;&nbsp; 191532 |
| Banco Bradesco S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122130 | &nbsp;&nbsp;&nbsp;&nbsp; 348374 |
| Banco do Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19000 | &nbsp;&nbsp;&nbsp;&nbsp; 122919 |
| Blau Farmaceutica S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18700 | &nbsp;&nbsp;&nbsp;&nbsp; 92865 |
| BR Malls Participacoes S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158800 | &nbsp;&nbsp;&nbsp;&nbsp; 249705 |
| Braskem S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp; 131150 |
| BRF S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26866 | &nbsp;&nbsp;&nbsp;&nbsp; 41808 |
| CCR S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119400 | &nbsp;&nbsp;&nbsp;&nbsp; 245018 |
| Centrais Eletricas Brasileiras S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65766 | &nbsp;&nbsp;&nbsp;&nbsp; 538349 |
| Cia Brasileira de Distribuicao | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17556 | &nbsp;&nbsp;&nbsp;&nbsp; 54337 |
| Cia de Saneamento Basico do Estado de Sao Paulo ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48898 | &nbsp;&nbsp;&nbsp;&nbsp; 521253 |
| Cia de Transmissao de Energia Eletrica Paulista, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54852 | &nbsp;&nbsp;&nbsp;&nbsp; 239408 |
| Cielo S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp;&nbsp; 341268 |
| Cogna Educacao<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267100 | &nbsp;&nbsp;&nbsp;&nbsp; 107349 |
| Cosan S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75536 | &nbsp;&nbsp;&nbsp;&nbsp; 244791 |
| Cyrela Brazil Realty S.A. Empreendimentos e Participacoes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64624 | &nbsp;&nbsp;&nbsp;&nbsp; 160616 |
| EDP-Energias do Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48800 | &nbsp;&nbsp;&nbsp;&nbsp; 192618 |
| Engie Brasil Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30425 | &nbsp;&nbsp;&nbsp;&nbsp; 218474 |
| Equatorial Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54600 | &nbsp;&nbsp;&nbsp;&nbsp; 279666 |
| Fleury S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84600 | &nbsp;&nbsp;&nbsp;&nbsp; 247570 |
| Gol Linhas Aereas Inteligentes S.A., PFC Shares<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63139 | &nbsp;&nbsp;&nbsp;&nbsp; 84069 |
| Grendene S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79100 | &nbsp;&nbsp;&nbsp;&nbsp; 90199 |
| GRUPO DE MODA SOMA S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63000 | &nbsp;&nbsp;&nbsp;&nbsp; 120886 |
| Hapvida Participacoes e Investimentos S.A.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1037257 | &nbsp;&nbsp;&nbsp;&nbsp; 999535 |
| Hypera S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77800 | &nbsp;&nbsp;&nbsp;&nbsp; 667117 |
| Iguatemi S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33840 | &nbsp;&nbsp;&nbsp;&nbsp; 118244 |
| Intelbras S.A. Industria de Telecomunicacao Eletronica Brasileira | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38800 | &nbsp;&nbsp;&nbsp;&nbsp; 223703 |
| Itau Unibanco Holding S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100193 | &nbsp;&nbsp;&nbsp;&nbsp; 474529 |
| Itausa S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127227 | &nbsp;&nbsp;&nbsp;&nbsp; 204572 |
| JBS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51902 | &nbsp;&nbsp;&nbsp;&nbsp; 216860 |
| Klabin S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp;&nbsp; 178705 |
| Localiza Rent a Car S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52932 | &nbsp;&nbsp;&nbsp;&nbsp; 525601 |
| Lojas Renner S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149555 | &nbsp;&nbsp;&nbsp;&nbsp; 579651 |
| Magazine Luiza S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334641 | &nbsp;&nbsp;&nbsp;&nbsp; 173606 |
| Marfrig Global Foods S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28300 | &nbsp;&nbsp;&nbsp;&nbsp; 45922 |
| MRV Engenharia e Participacoes S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75500 | &nbsp;&nbsp;&nbsp;&nbsp; 108497 |
| Multiplan Empreendimentos Imobiliarios S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000 | &nbsp;&nbsp;&nbsp;&nbsp; 111873 |
| Natura & Co. Holding S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58700 | &nbsp;&nbsp;&nbsp;&nbsp; 127564 |
| Odontoprev S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89700 | &nbsp;&nbsp;&nbsp;&nbsp; 153386 |
| Pagseguro Digital, Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp; 256956 |

---

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Brazil (continued) | Brazil (continued) | Brazil (continued) |
| Pet Center Comercio e Participacoes S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57179 | &nbsp;&nbsp;$67460 |
| Petroleo Brasileiro S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459691 | &nbsp;&nbsp;&nbsp;&nbsp; 2132817 |
| Qualicorp Consultoria e Corretora de Seguros S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74900 | &nbsp;&nbsp;&nbsp;&nbsp; 82853 |
| Raia Drogasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66300 | &nbsp;&nbsp;&nbsp;&nbsp; 298591 |
| Rede D'Or Sao Luiz S.A.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132900 | &nbsp;&nbsp;&nbsp;&nbsp; 742396 |
| Rumo S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70999 | &nbsp;&nbsp;&nbsp;&nbsp; 250784 |
| Sendas Distribuidora S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35780 | &nbsp;&nbsp;&nbsp;&nbsp; 132220 |
| Sinqia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34500 | &nbsp;&nbsp;&nbsp;&nbsp; 98106 |
| StoneCo, Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34100 | &nbsp;&nbsp;&nbsp;&nbsp; 321904 |
| StoneCo, Ltd. BDR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 | &nbsp;&nbsp;&nbsp;&nbsp; 4337 |
| Suzano S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31841 | &nbsp;&nbsp;&nbsp;&nbsp; 293991 |
| Telefonica Brasil S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90505 | &nbsp;&nbsp;&nbsp;&nbsp; 653763 |
| TIM S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158975 | &nbsp;&nbsp;&nbsp;&nbsp; 372253 |
| TOTVS S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161800 | &nbsp;&nbsp;&nbsp;&nbsp; 843649 |
| Transmissora Alianca de Energia Electrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40076 | &nbsp;&nbsp;&nbsp;&nbsp; 263748 |
| Ultrapar Participacoes S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73348 | &nbsp;&nbsp;&nbsp;&nbsp; 174149 |
| Vale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100618 | &nbsp;&nbsp;&nbsp;&nbsp; 1704674 |
| Via S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167300 | &nbsp;&nbsp;&nbsp;&nbsp; 76064 |
| Vibra Energia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185864 | &nbsp;&nbsp;&nbsp;&nbsp; 544954 |
| Weg S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148828 | &nbsp;&nbsp;&nbsp;&nbsp; 1081129 |
| XP, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp; 50622 |
| XP, Inc. BDR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313 | &nbsp;&nbsp;&nbsp;&nbsp; 35014 |
|  |  | &nbsp;&nbsp;**$21526881** |
| Bulgaria — 0.3% | Bulgaria — 0.3% | Bulgaria — 0.3% |
| Bulgartabak Holding<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3450 | &nbsp;&nbsp;$17749 |
| CB First Investment Bank AD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54000 | &nbsp;&nbsp;&nbsp;&nbsp; 57126 |
| Chimimport AD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161734 | &nbsp;&nbsp;&nbsp;&nbsp; 70021 |
| Industrial Holding Bulgaria PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503001 | &nbsp;&nbsp;&nbsp;&nbsp; 525414 |
| Sopharma AD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270817 | &nbsp;&nbsp;&nbsp;&nbsp; 662327 |
|  |  | &nbsp;&nbsp;**$1332637** |
| Chile — 2.5% | Chile — 2.5% | Chile — 2.5% |
| Banco de Chile | &nbsp;&nbsp;&nbsp;&nbsp;6307082 | &nbsp;&nbsp;$653151 |
| Banco de Credito e Inversiones S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8826 | &nbsp;&nbsp;&nbsp;&nbsp; 253615 |
| Banco Santander Chile ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28749 | &nbsp;&nbsp;&nbsp;&nbsp; 455384 |
| CAP S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12124 | &nbsp;&nbsp;&nbsp;&nbsp; 99268 |
| Cencosud S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381660 | &nbsp;&nbsp;&nbsp;&nbsp; 628301 |
| Cencosud Shopping S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394882 | &nbsp;&nbsp;&nbsp;&nbsp; 623371 |
| Cia Cervecerias Unidas S.A. ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39328 | &nbsp;&nbsp;&nbsp;&nbsp; 515983 |
| Cia Sud Americana de Vapores S.A. | 13420589 | &nbsp;&nbsp;&nbsp;&nbsp; 1058575 |
| Embotelladora Andina S.A., Series B ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23172 | &nbsp;&nbsp;&nbsp;&nbsp; 336226 |
| Empresa Nacional de Telecomunicaciones S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61526 | &nbsp;&nbsp;&nbsp;&nbsp; 212164 |
| Empresas CMPC S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110776 | &nbsp;&nbsp;&nbsp;&nbsp; 184693 |
| Empresas COPEC S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196288 | &nbsp;&nbsp;&nbsp;&nbsp; 1462987 |
| Enel Americas S.A. | &nbsp;&nbsp;&nbsp;&nbsp;6867765 | &nbsp;&nbsp;&nbsp;&nbsp; 920275 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Chile (continued) | Chile (continued) | Chile (continued) |
| Enel Chile S.A. | &nbsp;&nbsp;&nbsp;&nbsp;4949300 | &nbsp;&nbsp;$227654 |
| Enel Chile S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39306 | &nbsp;&nbsp;&nbsp;&nbsp; 88439 |
| Falabella S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390387 | &nbsp;&nbsp;&nbsp;&nbsp; 760536 |
| Forus S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40950 | &nbsp;&nbsp;&nbsp;&nbsp; 57561 |
| Parque Arauco S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315323 | &nbsp;&nbsp;&nbsp;&nbsp; 402115 |
| Plaza S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232430 | &nbsp;&nbsp;&nbsp;&nbsp; 291691 |
| Quinenco S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108178 | &nbsp;&nbsp;&nbsp;&nbsp; 366422 |
| Ripley Corp. S.A. | &nbsp;&nbsp;&nbsp;&nbsp;1176774 | &nbsp;&nbsp;&nbsp;&nbsp; 191334 |
| Sociedad Matriz SAAM S.A. | &nbsp;&nbsp;&nbsp;&nbsp;1208739 | &nbsp;&nbsp;&nbsp;&nbsp; 136485 |
| Sociedad Quimica y Minera de Chile S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27200 | &nbsp;&nbsp;&nbsp;&nbsp; 2171648 |
| Sonda S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210171 | &nbsp;&nbsp;&nbsp;&nbsp; 80780 |
| Vina Concha y Toro S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162058 | &nbsp;&nbsp;&nbsp;&nbsp; 204287 |
|  |  | &nbsp;&nbsp;**$12382945** |
| China — 17.2% | China — 17.2% | China — 17.2% |
| AAC Technologies Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70500 | &nbsp;&nbsp;$160048 |
| AECC Aviation Power Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66500 | &nbsp;&nbsp;&nbsp;&nbsp; 403988 |
| Agricultural Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696000 | &nbsp;&nbsp;&nbsp;&nbsp; 238099 |
| Air China, Ltd., Class H<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466000 | &nbsp;&nbsp;&nbsp;&nbsp; 413637 |
| Alibaba Group Holding, Ltd., ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14509 | &nbsp;&nbsp;&nbsp;&nbsp; 1278098 |
| Aluminum Corp. of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534000 | &nbsp;&nbsp;&nbsp;&nbsp; 225974 |
| Angang Steel Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348000 | &nbsp;&nbsp;&nbsp;&nbsp; 94500 |
| Anhui Conch Cement Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186000 | &nbsp;&nbsp;&nbsp;&nbsp; 648111 |
| ANTA Sports Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69143 | &nbsp;&nbsp;&nbsp;&nbsp; 899326 |
| Baidu, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5200 | &nbsp;&nbsp;&nbsp;&nbsp; 594776 |
| Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844275 | &nbsp;&nbsp;&nbsp;&nbsp; 305568 |
| Bank of Communications, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369000 | &nbsp;&nbsp;&nbsp;&nbsp; 211768 |
| BeiGene, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 | &nbsp;&nbsp;&nbsp;&nbsp; 973235 |
| Beijing Capital International Airport Co., Ltd., Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360000 | &nbsp;&nbsp;&nbsp;&nbsp; 262649 |
| Beijing Enterprises Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95500 | &nbsp;&nbsp;&nbsp;&nbsp; 304912 |
| Beijing Haixin Energy Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85280 | &nbsp;&nbsp;&nbsp;&nbsp; 53407 |
| Beijing Originwater Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52910 | &nbsp;&nbsp;&nbsp;&nbsp; 35954 |
| BOE Technology Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353900 | &nbsp;&nbsp;&nbsp;&nbsp; 171641 |
| BYD Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13672 | &nbsp;&nbsp;&nbsp;&nbsp; 335429 |
| BYD Electronic (International) Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92500 | &nbsp;&nbsp;&nbsp;&nbsp; 295598 |
| CGN Power Co., Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1143000 | &nbsp;&nbsp;&nbsp;&nbsp; 271451 |
| Changchun High & New Technology Industry Group, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp; 277222 |
| Chaozhou Three-Circle Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49900 | &nbsp;&nbsp;&nbsp;&nbsp; 220211 |
| China CITIC Bank Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153000 | &nbsp;&nbsp;&nbsp;&nbsp; 67706 |
| China Conch Environment Protection Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76500 | &nbsp;&nbsp;&nbsp;&nbsp; 30806 |
| China Conch Venture Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86500 | &nbsp;&nbsp;&nbsp;&nbsp; 187647 |
| China Construction Bank Corp., Class H | &nbsp;&nbsp;&nbsp;&nbsp;1275745 | &nbsp;&nbsp;&nbsp;&nbsp; 797837 |
| China Everbright Environment Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262148 | &nbsp;&nbsp;&nbsp;&nbsp; 116729 |
| China Gas Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263161 | &nbsp;&nbsp;&nbsp;&nbsp; 381389 |
| China Hongqiao Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273500 | &nbsp;&nbsp;&nbsp;&nbsp; 257953 |

---

*7*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| China International Marine Containers Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105261 | &nbsp;&nbsp;$79632 |
| China Jinmao Holdings Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1068000 | &nbsp;&nbsp;&nbsp;&nbsp; 228495 |
| China Life Insurance Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106000 | &nbsp;&nbsp;&nbsp;&nbsp; 180915 |
| China Longyuan Power Group Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp; 824169 |
| China Medical System Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp; 339559 |
| China Mengniu Dairy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201000 | &nbsp;&nbsp;&nbsp;&nbsp; 906331 |
| China Merchants Bank Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56000 | &nbsp;&nbsp;&nbsp;&nbsp; 309896 |
| China Merchants Port Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp; 122639 |
| China Merchants Shekou Industrial Zone Holdings Co., Ltd.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935251 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| China National Building Material Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp; 334999 |
| China Northern Rare Earth Group High-Tech Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77200 | &nbsp;&nbsp;&nbsp;&nbsp; 277026 |
| China Oilfield Services, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp; 323309 |
| China Overseas Land & Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346360 | &nbsp;&nbsp;&nbsp;&nbsp; 906380 |
| China Petroleum & Chemical Corp., Class H | &nbsp;&nbsp;&nbsp;&nbsp;4996200 | &nbsp;&nbsp;&nbsp;&nbsp; 2407229 |
| China Railway Group, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp;&nbsp; 210034 |
| China Resources Beer Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp; 959870 |
| China Resources Cement Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354000 | &nbsp;&nbsp;&nbsp;&nbsp; 187072 |
| China Resources Gas Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198000 | &nbsp;&nbsp;&nbsp;&nbsp; 738649 |
| China Resources Land, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261111 | &nbsp;&nbsp;&nbsp;&nbsp; 1187890 |
| China Resources Mixc Lifestyle Services, Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp; 223897 |
| China Resources Power Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272000 | &nbsp;&nbsp;&nbsp;&nbsp; 554253 |
| China Shenhua Energy Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629074 | &nbsp;&nbsp;&nbsp;&nbsp; 1812160 |
| China Southern Airlines Co., Ltd., Class H<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562500 | &nbsp;&nbsp;&nbsp;&nbsp; 364774 |
| China State Construction International Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180000 | &nbsp;&nbsp;&nbsp;&nbsp; 201539 |
| China Tourism Group Duty Free Corp., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11076 | &nbsp;&nbsp;&nbsp;&nbsp; 342843 |
| China Vanke Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102117 | &nbsp;&nbsp;&nbsp;&nbsp; 205433 |
| China Yangtze Power Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236900 | &nbsp;&nbsp;&nbsp;&nbsp; 714657 |
| Chinasoft International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294000 | &nbsp;&nbsp;&nbsp;&nbsp; 254518 |
| CIFI Holdings Group Co., Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534560 | &nbsp;&nbsp;&nbsp;&nbsp; 74222 |
| CITIC Securities Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43500 | &nbsp;&nbsp;&nbsp;&nbsp; 87608 |
| CITIC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp;&nbsp; 436344 |
| CMOC Group, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp;&nbsp; 467278 |
| COFCO Joycome Foods, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452000 | &nbsp;&nbsp;&nbsp;&nbsp; 128697 |
| Contemporary Amperex Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 | &nbsp;&nbsp;&nbsp;&nbsp; 332452 |
| COSCO SHIPPING Energy Transportation Co., Ltd., Class H<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1068000 | &nbsp;&nbsp;&nbsp;&nbsp; 816297 |
| COSCO SHIPPING Holdings Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350294 | &nbsp;&nbsp;&nbsp;&nbsp; 356088 |
| Country Garden Holdings Co., Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp; 172465 |
| Country Garden Services Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153425 | &nbsp;&nbsp;&nbsp;&nbsp; 376373 |
| CRRC Corp., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327000 | &nbsp;&nbsp;&nbsp;&nbsp; 131722 |
| CSPC Pharmaceutical Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1538560 | &nbsp;&nbsp;&nbsp;&nbsp; 1601753 |
| Dali Foods Group Co., Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311500 | &nbsp;&nbsp;&nbsp;&nbsp; 141716 |
| Daqo New Energy Corp. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp; 212355 |
| Dongfeng Motor Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586000 | &nbsp;&nbsp;&nbsp;&nbsp; 334828 |
| East Money Information Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79408 | &nbsp;&nbsp;&nbsp;&nbsp; 220759 |
| Flat Glass Group Co., Ltd., Class H<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 96195 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| Full Truck Alliance Co., Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;$292000 |
| Ganfeng Lithium Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23100 | &nbsp;&nbsp;&nbsp;&nbsp; 230345 |
| Ganfeng Lithium Group Co., Ltd., Class H<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28839 | &nbsp;&nbsp;&nbsp;&nbsp; 213793 |
| GDS Holdings, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9416 | &nbsp;&nbsp;&nbsp;&nbsp; 194158 |
| GEM Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124200 | &nbsp;&nbsp;&nbsp;&nbsp; 132569 |
| Gemdale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37201 | &nbsp;&nbsp;&nbsp;&nbsp; 54364 |
| GoerTek, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226900 | &nbsp;&nbsp;&nbsp;&nbsp; 548476 |
| Gotion High-tech Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63830 | &nbsp;&nbsp;&nbsp;&nbsp; 263793 |
| Great Wall Motor Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316259 | &nbsp;&nbsp;&nbsp;&nbsp; 407411 |
| Greentown Service Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156000 | &nbsp;&nbsp;&nbsp;&nbsp; 102850 |
| Guangdong Investment, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646829 | &nbsp;&nbsp;&nbsp;&nbsp; 660445 |
| Guanghui Energy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306545 | &nbsp;&nbsp;&nbsp;&nbsp; 397767 |
| Guangzhou Automobile Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381199 | &nbsp;&nbsp;&nbsp;&nbsp; 255293 |
| Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp;&nbsp; 615472 |
| Haier Smart Home Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135829 | &nbsp;&nbsp;&nbsp;&nbsp; 476044 |
| Han's Laser Technology Industry Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46800 | &nbsp;&nbsp;&nbsp;&nbsp; 172026 |
| Hansoh Pharmaceutical Group Co., Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp;&nbsp; 332486 |
| Hengan International Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp; 413546 |
| Huadong Medicine Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53160 | &nbsp;&nbsp;&nbsp;&nbsp; 357020 |
| Hualan Biological Engineering, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59670 | &nbsp;&nbsp;&nbsp;&nbsp; 194082 |
| Huaneng Power International, Inc., Class H<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482000 | &nbsp;&nbsp;&nbsp;&nbsp; 227040 |
| Huayu Automotive Systems Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82100 | &nbsp;&nbsp;&nbsp;&nbsp; 204028 |
| Hundsun Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23173 | &nbsp;&nbsp;&nbsp;&nbsp; 134401 |
| Hygeia Healthcare Holdings Co., Ltd.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32200 | &nbsp;&nbsp;&nbsp;&nbsp; 229739 |
| Iflytek Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37950 | &nbsp;&nbsp;&nbsp;&nbsp; 178689 |
| Industrial & Commercial Bank of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736000 | &nbsp;&nbsp;&nbsp;&nbsp; 377487 |
| Industrial Bank Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93482 | &nbsp;&nbsp;&nbsp;&nbsp; 236085 |
| Inner Mongolia Yili Industrial Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34300 | &nbsp;&nbsp;&nbsp;&nbsp; 152520 |
| Innovent Biologics, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp; 383049 |
| JA Solar Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16900 | &nbsp;&nbsp;&nbsp;&nbsp; 145591 |
| JD Logistics, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107700 | &nbsp;&nbsp;&nbsp;&nbsp; 207138 |
| JD.com, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp; 898080 |
| JD.com, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6724 | &nbsp;&nbsp;&nbsp;&nbsp; 187711 |
| Jiangsu Expressway Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp;&nbsp; 436944 |
| Jiangsu Hengrui Pharmaceuticals Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86772 | &nbsp;&nbsp;&nbsp;&nbsp; 479825 |
| Jiangsu Yanghe Brewery Joint-Stock Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp; 354131 |
| Jiangsu Yuyue Medical Equipment & Supply Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81550 | &nbsp;&nbsp;&nbsp;&nbsp; 373007 |
| Jiangxi Copper Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp; 374380 |
| JinkoSolar Holding Co., Ltd. ADR<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6100 | &nbsp;&nbsp;&nbsp;&nbsp; 249368 |
| Jonjee Hi-Tech Industrial & Commercial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41300 | &nbsp;&nbsp;&nbsp;&nbsp; 218592 |
| KE Holdings, Inc. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30100 | &nbsp;&nbsp;&nbsp;&nbsp; 420196 |
| Kingboard Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71200 | &nbsp;&nbsp;&nbsp;&nbsp; 225784 |
| Kingboard Laminates Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180500 | &nbsp;&nbsp;&nbsp;&nbsp; 197802 |

---

*8*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| Kingdee International Software Group Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;$539012 |
| Kingsoft Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44400 | &nbsp;&nbsp;&nbsp;&nbsp; 147144 |
| Kunlun Energy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp;&nbsp; 234614 |
| Kweichow Moutai Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6310 | &nbsp;&nbsp;&nbsp;&nbsp; 1560943 |
| KWG Group Holdings, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165500 | &nbsp;&nbsp;&nbsp;&nbsp; 39072 |
| Legend Biotech Corp. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5317 | &nbsp;&nbsp;&nbsp;&nbsp; 265425 |
| Lenovo Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632000 | &nbsp;&nbsp;&nbsp;&nbsp; 514763 |
| Lepu Medical Technology Beijing Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69200 | &nbsp;&nbsp;&nbsp;&nbsp; 228241 |
| Li Ning Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70312 | &nbsp;&nbsp;&nbsp;&nbsp; 604613 |
| Longfor Group Holdings, Ltd.<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121500 | &nbsp;&nbsp;&nbsp;&nbsp; 373876 |
| LONGi Green Energy Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241144 | &nbsp;&nbsp;&nbsp;&nbsp; 1460219 |
| Luxshare Precision Industry Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179851 | &nbsp;&nbsp;&nbsp;&nbsp; 819455 |
| Luzhou Laojiao Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp; 253862 |
| Maanshan Iron & Steel Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;1305000 | &nbsp;&nbsp;&nbsp;&nbsp; 302812 |
| Meituan, Class B<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52300 | &nbsp;&nbsp;&nbsp;&nbsp; 1158750 |
| MMG, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1232000 | &nbsp;&nbsp;&nbsp;&nbsp; 313787 |
| NARI Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80544 | &nbsp;&nbsp;&nbsp;&nbsp; 281484 |
| NetEase, Inc., ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7200 | &nbsp;&nbsp;&nbsp;&nbsp; 522936 |
| Nine Dragons Paper Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473000 | &nbsp;&nbsp;&nbsp;&nbsp; 430022 |
| Nongfu Spring Co., Ltd., Class H<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93200 | &nbsp;&nbsp;&nbsp;&nbsp; 524882 |
| Oceanwide Holdings Co., Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270200 | &nbsp;&nbsp;&nbsp;&nbsp; 48467 |
| Orient Overseas International, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 153199 |
| PetroChina Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;3964300 | &nbsp;&nbsp;&nbsp;&nbsp; 1810865 |
| PICC Property & Casualty Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp; 122914 |
| Ping An Bank Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44700 | &nbsp;&nbsp;&nbsp;&nbsp; 84377 |
| Ping An Insurance Group Co. of China, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66046 | &nbsp;&nbsp;&nbsp;&nbsp; 433905 |
| Pingdingshan Tianan Coal Mining Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145015 | &nbsp;&nbsp;&nbsp;&nbsp; 224763 |
| Poly Developments and Holdings Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74600 | &nbsp;&nbsp;&nbsp;&nbsp; 161684 |
| Postal Savings Bank of China Co., Ltd., Class H<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136000 | &nbsp;&nbsp;&nbsp;&nbsp; 84159 |
| Qingling Motors Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;1448966 | &nbsp;&nbsp;&nbsp;&nbsp; 184661 |
| Sanan Optoelectronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53900 | &nbsp;&nbsp;&nbsp;&nbsp; 132676 |
| SDIC Power Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112800 | &nbsp;&nbsp;&nbsp;&nbsp; 175771 |
| Shandong Gold Mining Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86844 | &nbsp;&nbsp;&nbsp;&nbsp; 238666 |
| Shandong Weigao Group Medical Polymer Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179200 | &nbsp;&nbsp;&nbsp;&nbsp; 292807 |
| Shanghai Pharmaceuticals Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173400 | &nbsp;&nbsp;&nbsp;&nbsp; 287871 |
| Shanxi Coking Coal Energy Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301730 | &nbsp;&nbsp;&nbsp;&nbsp; 504728 |
| Shenergy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227799 | &nbsp;&nbsp;&nbsp;&nbsp; 179691 |
| Shenwan Hongyuan Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139900 | &nbsp;&nbsp;&nbsp;&nbsp; 80004 |
| Shenzhen Energy Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290352 | &nbsp;&nbsp;&nbsp;&nbsp; 265402 |
| Shenzhen Inovance Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37700 | &nbsp;&nbsp;&nbsp;&nbsp; 376165 |
| Shenzhen Mindray Bio-Medical Electronics Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7400 | &nbsp;&nbsp;&nbsp;&nbsp; 335573 |
| Shenzhen Salubris Pharmaceuticals Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56300 | &nbsp;&nbsp;&nbsp;&nbsp; 265773 |
| Sichuan Chuantou Energy Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152000 | &nbsp;&nbsp;&nbsp;&nbsp; 267598 |
| Silergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp; 112999 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| China (continued) | China (continued) | China (continued) |
| Sino Biopharmaceutical, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1654750 | &nbsp;&nbsp;$963594 |
| Sinopec Oilfield Service Corp., Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2725500 | &nbsp;&nbsp;&nbsp;&nbsp; 177792 |
| Sinopec Shanghai Petrochemical Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;1272000 | &nbsp;&nbsp;&nbsp;&nbsp; 214660 |
| Sinopharm Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138800 | &nbsp;&nbsp;&nbsp;&nbsp; 351318 |
| Smoore International Holdings, Ltd.<sup>(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp; 220886 |
| Sunac China Holdings, Ltd.<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Sunny Optical Technology Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp; 283053 |
| TBEA Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168219 | &nbsp;&nbsp;&nbsp;&nbsp; 484346 |
| TCL Technology Group Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372800 | &nbsp;&nbsp;&nbsp;&nbsp; 198863 |
| TCL Zhonghuan Renewable Energy Technology Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20300 | &nbsp;&nbsp;&nbsp;&nbsp; 109565 |
| Tencent Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144411 | &nbsp;&nbsp;&nbsp;&nbsp; 6123079 |
| Tianqi Lithium Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp; 133825 |
| Tingyi (Cayman Islands) Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp; 490400 |
| Tongwei Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36500 | &nbsp;&nbsp;&nbsp;&nbsp; 202013 |
| TravelSky Technology, Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93000 | &nbsp;&nbsp;&nbsp;&nbsp; 195454 |
| Trina Solar Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15873 | &nbsp;&nbsp;&nbsp;&nbsp; 145046 |
| Trip.com Group, Ltd., ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12900 | &nbsp;&nbsp;&nbsp;&nbsp; 443760 |
| Tsingtao Brewery Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp;&nbsp; 689297 |
| Uni-President China Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 289461 |
| Wanhua Chemical Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41920 | &nbsp;&nbsp;&nbsp;&nbsp; 557352 |
| Want Want China Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391000 | &nbsp;&nbsp;&nbsp;&nbsp; 260545 |
| Weichai Power Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222200 | &nbsp;&nbsp;&nbsp;&nbsp; 293790 |
| Weimob, Inc.<sup>(1)(2)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197000 | &nbsp;&nbsp;&nbsp;&nbsp; 166278 |
| Wuliangye Yibin Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21600 | &nbsp;&nbsp;&nbsp;&nbsp; 559203 |
| WuXi AppTec Co., Ltd., Class H<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29800 | &nbsp;&nbsp;&nbsp;&nbsp; 312677 |
| WuXi Biologics Cayman, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229500 | &nbsp;&nbsp;&nbsp;&nbsp; 1738211 |
| Xiaomi Corp., Class B<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882801 | &nbsp;&nbsp;&nbsp;&nbsp; 1225426 |
| Xinjiang Zhongtai Chemical Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112800 | &nbsp;&nbsp;&nbsp;&nbsp; 120896 |
| Xinyi Solar Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp; 420332 |
| Yangzijiang Financial Holdings, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp; 83807 |
| Yangzijiang Shipbuilding Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316000 | &nbsp;&nbsp;&nbsp;&nbsp; 320994 |
| Yankuang Energy Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442000 | &nbsp;&nbsp;&nbsp;&nbsp; 1344407 |
| Youngor Group Co., Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80800 | &nbsp;&nbsp;&nbsp;&nbsp; 73508 |
| Yuexiu Property Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp;&nbsp; 131503 |
| Zai Lab, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7289 | &nbsp;&nbsp;&nbsp;&nbsp; 223772 |
| Zhaojin Mining Industry Co., Ltd., Class H<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278000 | &nbsp;&nbsp;&nbsp;&nbsp; 307304 |
| Zhejiang Expressway Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp; 210687 |
| Zhejiang Huahai Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77088 | &nbsp;&nbsp;&nbsp;&nbsp; 242818 |
| Zhejiang Longsheng Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220600 | &nbsp;&nbsp;&nbsp;&nbsp; 313654 |
| Zhuzhou CRRC Times Electric Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60800 | &nbsp;&nbsp;&nbsp;&nbsp; 300299 |
| Zijin Mining Group Co., Ltd., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp; 733820 |
| ZTE Corp., Class H | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172939 | &nbsp;&nbsp;&nbsp;&nbsp; 379926 |
| ZTO Express Cayman, Inc. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21080 | &nbsp;&nbsp;&nbsp;&nbsp; 566420 |
|  |  | &nbsp;&nbsp;**$84911187** |

---

*9*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Colombia — 1.2% | Colombia — 1.2% | Colombia — 1.2% |
| BAC Holding International Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819952 | &nbsp;&nbsp;$34826 |
| Banco Davivienda S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19986 | &nbsp;&nbsp;&nbsp;&nbsp; 113161 |
| Bancolombia S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47685 | &nbsp;&nbsp;&nbsp;&nbsp; 414246 |
| Bancolombia S.A. ADR, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp; 490888 |
| Cementos Argos S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333302 | &nbsp;&nbsp;&nbsp;&nbsp; 247584 |
| Corp. Financiera Colombiana S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12601 | &nbsp;&nbsp;&nbsp;&nbsp; 39035 |
| Ecopetrol S.A. | &nbsp;&nbsp;&nbsp;&nbsp;2547167 | &nbsp;&nbsp;&nbsp;&nbsp; 1272100 |
| Ecopetrol S.A. ADR<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 146580 |
| Geopark, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21800 | &nbsp;&nbsp;&nbsp;&nbsp; 336810 |
| Grupo Argos S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204810 | &nbsp;&nbsp;&nbsp;&nbsp; 400459 |
| Grupo Aval Acciones y Valores S.A., PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378825 | &nbsp;&nbsp;&nbsp;&nbsp; 44521 |
| Grupo de Inversiones Suramericana S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40591 | &nbsp;&nbsp;&nbsp;&nbsp; 350784 |
| Grupo Energia Bogota S.A. ESP | &nbsp;&nbsp;&nbsp;&nbsp;1066749 | &nbsp;&nbsp;&nbsp;&nbsp; 369903 |
| Grupo Nutresa S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77904 | &nbsp;&nbsp;&nbsp;&nbsp; 713795 |
| Interconexion Electrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179145 | &nbsp;&nbsp;&nbsp;&nbsp; 783722 |
|  |  | &nbsp;&nbsp;**$5758414** |
| Croatia — 0.7% | Croatia — 0.7% | Croatia — 0.7% |
| AD Plastik DD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30852 | &nbsp;&nbsp;$346423 |
| Adris Grupa DD, PFC Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12122 | &nbsp;&nbsp;&nbsp;&nbsp; 625236 |
| Arena Hospitality Group DD<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 | &nbsp;&nbsp;&nbsp;&nbsp; 70574 |
| Atlantic Grupa DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6468 | &nbsp;&nbsp;&nbsp;&nbsp; 313528 |
| Ericsson Nikola Tesla DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 | &nbsp;&nbsp;&nbsp;&nbsp; 311547 |
| Hrvatski Telekom DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25199 | &nbsp;&nbsp;&nbsp;&nbsp; 635147 |
| Koncar-Elektroindustrija DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp; 166539 |
| Plava Laguna DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp; 59572 |
| Podravka Prehrambena Ind DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1999 | &nbsp;&nbsp;&nbsp;&nbsp; 179765 |
| Valamar Riviera DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125970 | &nbsp;&nbsp;&nbsp;&nbsp; 545106 |
| Zagrebacka Banka DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6564 | &nbsp;&nbsp;&nbsp;&nbsp; 60071 |
|  |  | &nbsp;&nbsp;**$3313508** |
| Czech Republic — 0.6% | Czech Republic — 0.6% | Czech Republic — 0.6% |
| CEZ AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65960 | &nbsp;&nbsp;$2243106 |
| Colt Cz Group SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800 | &nbsp;&nbsp;&nbsp;&nbsp; 141489 |
| Komercni Banka AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12523 | &nbsp;&nbsp;&nbsp;&nbsp; 361888 |
| Moneta Money Bank AS<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68532 | &nbsp;&nbsp;&nbsp;&nbsp; 230496 |
| Philip Morris CR AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp; 225411 |
|  |  | &nbsp;&nbsp;**$3202390** |
| Egypt — 0.6% | Egypt — 0.6% | Egypt — 0.6% |
| Commercial International Bank Egypt SAE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425736 | &nbsp;&nbsp;$715072 |
| E Finance Investment Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;397447 | &nbsp;&nbsp;&nbsp;&nbsp; 305690 |
| Eastern Co. SAE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811698 | &nbsp;&nbsp;&nbsp;&nbsp; 469861 |
| Egypt Kuwait Holding Co. SAE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563283 | &nbsp;&nbsp;&nbsp;&nbsp; 688309 |
| Egyptian Financial Group-Hermes Holding Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263424 | &nbsp;&nbsp;&nbsp;&nbsp; 190308 |
| Egyptian International Pharmaceutical Industries Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37035 | &nbsp;&nbsp;&nbsp;&nbsp; 54663 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Egypt (continued) | Egypt (continued) | Egypt (continued) |
| ElSewedy Electric Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557611 | &nbsp;&nbsp;$269937 |
| Medinet Nasr Housing<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728217 | &nbsp;&nbsp;&nbsp;&nbsp; 95669 |
| Oriental Weavers | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309329 | &nbsp;&nbsp;&nbsp;&nbsp; 129956 |
| Talaat Moustafa Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268673 | &nbsp;&nbsp;&nbsp;&nbsp; 108293 |
|  |  | &nbsp;&nbsp;**$3027758** |
| Estonia — 0.5% | Estonia — 0.5% | Estonia — 0.5% |
| AS Tallink Grupp<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3024294 | &nbsp;&nbsp;$1687691 |
| AS Tallinna Kaubamaja Grupp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100792 | &nbsp;&nbsp;&nbsp;&nbsp; 1010323 |
|  |  | &nbsp;&nbsp;**$2698014** |
| Ghana — 0.2% | Ghana — 0.2% | Ghana — 0.2% |
| Aluworks, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5176100 | &nbsp;&nbsp;$50746 |
| CalBank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341902 | &nbsp;&nbsp;&nbsp;&nbsp; 21790 |
| GCB Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;1285170 | &nbsp;&nbsp;&nbsp;&nbsp; 496489 |
| Societe Generale Ghana PLC | &nbsp;&nbsp;&nbsp;&nbsp;1345362 | &nbsp;&nbsp;&nbsp;&nbsp; 131902 |
| Standard Chartered Bank of Ghana, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210466 | &nbsp;&nbsp;&nbsp;&nbsp; 415980 |
| Unilever Ghana PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249000 | &nbsp;&nbsp;&nbsp;&nbsp; 94718 |
|  |  | &nbsp;&nbsp;**$1211625** |
| Greece — 1.2% | Greece — 1.2% | Greece — 1.2% |
| Aegean Airlines S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12038 | &nbsp;&nbsp;$68180 |
| Alpha Services and Holdings S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115150 | &nbsp;&nbsp;&nbsp;&nbsp; 123240 |
| Athens Water Supply & Sewage Co. S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17071 | &nbsp;&nbsp;&nbsp;&nbsp; 124061 |
| Costamare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13966 | &nbsp;&nbsp;&nbsp;&nbsp; 129604 |
| Eurobank Ergasias Services and Holdings S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404018 | &nbsp;&nbsp;&nbsp;&nbsp; 455069 |
| GEK Terna Holding Real Estate Construction S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28519 | &nbsp;&nbsp;&nbsp;&nbsp; 331966 |
| Hellenic Telecommunications Organization S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69932 | &nbsp;&nbsp;&nbsp;&nbsp; 1092275 |
| Helleniq Energy Holdings S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23858 | &nbsp;&nbsp;&nbsp;&nbsp; 193840 |
| Holding Co. ADMIE IPTO S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39952 | &nbsp;&nbsp;&nbsp;&nbsp; 72768 |
| HUUUGE, Inc.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19800 | &nbsp;&nbsp;&nbsp;&nbsp; 98826 |
| JUMBO S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35740 | &nbsp;&nbsp;&nbsp;&nbsp; 612974 |
| LAMDA Development S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8969 | &nbsp;&nbsp;&nbsp;&nbsp; 56098 |
| Motor Oil (Hellas) Corinth Refineries S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31242 | &nbsp;&nbsp;&nbsp;&nbsp; 727648 |
| Mytilineos S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16241 | &nbsp;&nbsp;&nbsp;&nbsp; 352846 |
| National Bank of Greece S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60470 | &nbsp;&nbsp;&nbsp;&nbsp; 242490 |
| OPAP S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54602 | &nbsp;&nbsp;&nbsp;&nbsp; 772495 |
| Public Power Corp. S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35851 | &nbsp;&nbsp;&nbsp;&nbsp; 251633 |
| Terna Energy S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5946 | &nbsp;&nbsp;&nbsp;&nbsp; 129848 |
| Titan Cement International S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12757 | &nbsp;&nbsp;&nbsp;&nbsp; 164169 |
|  |  | &nbsp;&nbsp;**$6000030** |
| Hungary — 0.6% | Hungary — 0.6% | Hungary — 0.6% |
| Magyar Telekom Telecommunications PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60229 | &nbsp;&nbsp;$54803 |
| MOL Hungarian Oil & Gas PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118832 | &nbsp;&nbsp;&nbsp;&nbsp; 828171 |

---

*10*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Hungary (continued) | Hungary (continued) | Hungary (continued) |
| OTP Bank Nyrt. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24318 | &nbsp;&nbsp;$660746 |
| Richter Gedeon Nyrt. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57834 | &nbsp;&nbsp;&nbsp;&nbsp; 1284234 |
|  |  | &nbsp;&nbsp;**$2827954** |
| Iceland — 0.5% | Iceland — 0.5% | Iceland — 0.5% |
| Arion Banki HF<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210165 | &nbsp;&nbsp;$222407 |
| Brim HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353283 | &nbsp;&nbsp;&nbsp;&nbsp; 225248 |
| Eik Fasteignafelag HF | &nbsp;&nbsp;&nbsp;&nbsp;1131355 | &nbsp;&nbsp;&nbsp;&nbsp; 94483 |
| Eimskipafelag Islands HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20691 | &nbsp;&nbsp;&nbsp;&nbsp; 76709 |
| Festi HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232871 | &nbsp;&nbsp;&nbsp;&nbsp; 299325 |
| Hagar HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396887 | &nbsp;&nbsp;&nbsp;&nbsp; 204991 |
| Icelandair Group HF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3870786 | &nbsp;&nbsp;&nbsp;&nbsp; 43876 |
| Islandsbanki HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101860 | &nbsp;&nbsp;&nbsp;&nbsp; 86281 |
| Kvika Banki HF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595941 | &nbsp;&nbsp;&nbsp;&nbsp; 79737 |
| Marel HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131822 | &nbsp;&nbsp;&nbsp;&nbsp; 456219 |
| Origo HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75173 | &nbsp;&nbsp;&nbsp;&nbsp; 52543 |
| Reginn HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787588 | &nbsp;&nbsp;&nbsp;&nbsp; 152275 |
| Reitir Fasteignafelag HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305419 | &nbsp;&nbsp;&nbsp;&nbsp; 192661 |
| Sildarvinnslan HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168327 | &nbsp;&nbsp;&nbsp;&nbsp; 144148 |
| Siminn HF | &nbsp;&nbsp;&nbsp;&nbsp;2552603 | &nbsp;&nbsp;&nbsp;&nbsp; 192779 |
| Sjova-Almennar Tryggingar HF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;328847 | &nbsp;&nbsp;&nbsp;&nbsp; 77050 |
| Syn HF<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166726 | &nbsp;&nbsp;&nbsp;&nbsp; 70574 |
|  |  | &nbsp;&nbsp;**$2671306** |
| India — 6.8% | India — 6.8% | India — 6.8% |
| ABB India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6017 | &nbsp;&nbsp;$194622 |
| ACC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567 | &nbsp;&nbsp;&nbsp;&nbsp; 105217 |
| Adani Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8725 | &nbsp;&nbsp;&nbsp;&nbsp; 405418 |
| Adani Green Energy, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9292 | &nbsp;&nbsp;&nbsp;&nbsp; 215389 |
| Adani Ports and Special Economic Zone, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31119 | &nbsp;&nbsp;&nbsp;&nbsp; 307514 |
| Adani Power, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37179 | &nbsp;&nbsp;&nbsp;&nbsp; 134636 |
| Adani Total Gas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22093 | &nbsp;&nbsp;&nbsp;&nbsp; 979058 |
| Adani Transmission, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11000 | &nbsp;&nbsp;&nbsp;&nbsp; 340939 |
| Alkem Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 137464 |
| Apollo Hospitals Enterprise, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412 | &nbsp;&nbsp;&nbsp;&nbsp; 346369 |
| Ashok Leyland, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75540 | &nbsp;&nbsp;&nbsp;&nbsp; 130963 |
| Asian Paints, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13099 | &nbsp;&nbsp;&nbsp;&nbsp; 486828 |
| Astral, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp; 73322 |
| Aurobindo Pharma, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23200 | &nbsp;&nbsp;&nbsp;&nbsp; 122767 |
| Avenue Supermarts, Ltd.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp; 200487 |
| Axis Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25838 | &nbsp;&nbsp;&nbsp;&nbsp; 291130 |
| Bajaj Auto, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7040 | &nbsp;&nbsp;&nbsp;&nbsp; 308004 |
| Bajaj Finance, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 158473 |
| Bajaj Finserv, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3900 | &nbsp;&nbsp;&nbsp;&nbsp; 72753 |
| Bharat Forge, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14994 | &nbsp;&nbsp;&nbsp;&nbsp; 159122 |
| Bharat Petroleum Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36600 | &nbsp;&nbsp;&nbsp;&nbsp; 146121 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Bharti Airtel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189500 | &nbsp;&nbsp;$1848167 |
| Biocon, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74752 | &nbsp;&nbsp;&nbsp;&nbsp; 236318 |
| Bosch, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 | &nbsp;&nbsp;&nbsp;&nbsp; 198348 |
| Britannia Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 156347 |
| CG Power And Industrial Solutions, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24000 | &nbsp;&nbsp;&nbsp;&nbsp; 77690 |
| Cipla, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39454 | &nbsp;&nbsp;&nbsp;&nbsp; 513096 |
| Colgate-Palmolive (India), Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7700 | &nbsp;&nbsp;&nbsp;&nbsp; 143070 |
| Container Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11788 | &nbsp;&nbsp;&nbsp;&nbsp; 105416 |
| Cummins India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12500 | &nbsp;&nbsp;&nbsp;&nbsp; 207681 |
| Dabur India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16400 | &nbsp;&nbsp;&nbsp;&nbsp; 111122 |
| Divi's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6919 | &nbsp;&nbsp;&nbsp;&nbsp; 285887 |
| DLF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38758 | &nbsp;&nbsp;&nbsp;&nbsp; 175016 |
| Dr. Reddy's Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11615 | &nbsp;&nbsp;&nbsp;&nbsp; 593665 |
| Eicher Motors, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp; 143674 |
| Embassy Office Parks REIT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41800 | &nbsp;&nbsp;&nbsp;&nbsp; 169575 |
| Fortis Healthcare, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43036 | &nbsp;&nbsp;&nbsp;&nbsp; 149017 |
| GAIL (India), Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144000 | &nbsp;&nbsp;&nbsp;&nbsp; 167393 |
| GlaxoSmithKline Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6312 | &nbsp;&nbsp;&nbsp;&nbsp; 99774 |
| Glenmark Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25658 | &nbsp;&nbsp;&nbsp;&nbsp; 131603 |
| Godrej Consumer Products, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9364 | &nbsp;&nbsp;&nbsp;&nbsp; 98791 |
| Godrej Properties, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10252 | &nbsp;&nbsp;&nbsp;&nbsp; 151199 |
| Grasim Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8195 | &nbsp;&nbsp;&nbsp;&nbsp; 169964 |
| Havells India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10504 | &nbsp;&nbsp;&nbsp;&nbsp; 139634 |
| HCL Technologies, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42337 | &nbsp;&nbsp;&nbsp;&nbsp; 529768 |
| HDFC Life Insurance Co., Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29600 | &nbsp;&nbsp;&nbsp;&nbsp; 202230 |
| Hero MotoCorp, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7524 | &nbsp;&nbsp;&nbsp;&nbsp; 248260 |
| Hindalco Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29400 | &nbsp;&nbsp;&nbsp;&nbsp; 168220 |
| Hindustan Aeronautics, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp; 82667 |
| Hindustan Petroleum Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48748 | &nbsp;&nbsp;&nbsp;&nbsp; 138401 |
| Hindustan Unilever, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23929 | &nbsp;&nbsp;&nbsp;&nbsp; 740101 |
| Hindustan Zinc, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53698 | &nbsp;&nbsp;&nbsp;&nbsp; 208894 |
| Housing Development Finance Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12986 | &nbsp;&nbsp;&nbsp;&nbsp; 413526 |
| ICICI Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36451 | &nbsp;&nbsp;&nbsp;&nbsp; 392983 |
| Indian Hotels Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22700 | &nbsp;&nbsp;&nbsp;&nbsp; 87284 |
| Indian Oil Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132000 | &nbsp;&nbsp;&nbsp;&nbsp; 122005 |
| Indian Railway Catering & Tourism Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8800 | &nbsp;&nbsp;&nbsp;&nbsp; 67827 |
| Indus Towers, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49905 | &nbsp;&nbsp;&nbsp;&nbsp; 114853 |
| IndusInd Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5700 | &nbsp;&nbsp;&nbsp;&nbsp; 83724 |
| Info Edge India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5400 | &nbsp;&nbsp;&nbsp;&nbsp; 255152 |
| Infosys, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125109 | &nbsp;&nbsp;&nbsp;&nbsp; 2281505 |
| InterGlobe Aviation, Ltd.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp; 84418 |
| Ipca Laboratories, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12586 | &nbsp;&nbsp;&nbsp;&nbsp; 128047 |
| ITC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71847 | &nbsp;&nbsp;&nbsp;&nbsp; 287108 |
| Jindal Steel & Power, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56642 | &nbsp;&nbsp;&nbsp;&nbsp; 399230 |
| JSW Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30895 | &nbsp;&nbsp;&nbsp;&nbsp; 287358 |
| Kotak Mahindra Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9041 | &nbsp;&nbsp;&nbsp;&nbsp; 198778 |

---

*11*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Larsen & Toubro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17938 | &nbsp;&nbsp;$450935 |
| Laurus Labs, Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50204 | &nbsp;&nbsp;&nbsp;&nbsp; 227588 |
| LTIMindtree, Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4839 | &nbsp;&nbsp;&nbsp;&nbsp; 254645 |
| Lupin, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27586 | &nbsp;&nbsp;&nbsp;&nbsp; 243793 |
| Mahindra & Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23285 | &nbsp;&nbsp;&nbsp;&nbsp; 351054 |
| Marico, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24500 | &nbsp;&nbsp;&nbsp;&nbsp; 150781 |
| Maruti Suzuki India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776 | &nbsp;&nbsp;&nbsp;&nbsp; 382838 |
| Max Healthcare Institute, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45700 | &nbsp;&nbsp;&nbsp;&nbsp; 242686 |
| Mphasis, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4679 | &nbsp;&nbsp;&nbsp;&nbsp; 111456 |
| Nestle India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp; 322471 |
| NTPC, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121700 | &nbsp;&nbsp;&nbsp;&nbsp; 245263 |
| Page Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp; 69953 |
| Persistent Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp; 177243 |
| Petronet LNG, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70400 | &nbsp;&nbsp;&nbsp;&nbsp; 183152 |
| Phoenix Mills, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 144910 |
| PI Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875 | &nbsp;&nbsp;&nbsp;&nbsp; 160405 |
| Pidilite Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4200 | &nbsp;&nbsp;&nbsp;&nbsp; 129666 |
| Piramal Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11858 | &nbsp;&nbsp;&nbsp;&nbsp; 118639 |
| Piramal Pharma, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54032 | &nbsp;&nbsp;&nbsp;&nbsp; 74749 |
| Power Grid Corp. of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104973 | &nbsp;&nbsp;&nbsp;&nbsp; 270958 |
| Reliance Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101212 | &nbsp;&nbsp;&nbsp;&nbsp; 3107026 |
| SBI Life Insurance Co., Ltd.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;&nbsp;&nbsp; 245331 |
| Siemens, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7996 | &nbsp;&nbsp;&nbsp;&nbsp; 272497 |
| SRF, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3242 | &nbsp;&nbsp;&nbsp;&nbsp; 89678 |
| State Bank of India GDR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp; 145414 |
| Sun Pharmaceutical Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71280 | &nbsp;&nbsp;&nbsp;&nbsp; 860784 |
| Tata Communications, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33686 | &nbsp;&nbsp;&nbsp;&nbsp; 516359 |
| Tata Consultancy Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33923 | &nbsp;&nbsp;&nbsp;&nbsp; 1333233 |
| Tata Consumer Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21272 | &nbsp;&nbsp;&nbsp;&nbsp; 198168 |
| Tata Elxsi, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 113899 |
| Tata Motors, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57286 | &nbsp;&nbsp;&nbsp;&nbsp; 268290 |
| Tata Power Co., Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113900 | &nbsp;&nbsp;&nbsp;&nbsp; 285809 |
| Tata Steel, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197542 | &nbsp;&nbsp;&nbsp;&nbsp; 269531 |
| Tech Mahindra, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27077 | &nbsp;&nbsp;&nbsp;&nbsp; 331737 |
| Titan Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp; 454527 |
| Torrent Pharmaceuticals, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp; 147632 |
| Trent, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15500 | &nbsp;&nbsp;&nbsp;&nbsp; 252634 |
| Tube Investments of India, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2704 | &nbsp;&nbsp;&nbsp;&nbsp; 90019 |
| United Spirits, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14200 | &nbsp;&nbsp;&nbsp;&nbsp; 150166 |
| UPL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25559 | &nbsp;&nbsp;&nbsp;&nbsp; 221070 |
| Varun Beverages, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11200 | &nbsp;&nbsp;&nbsp;&nbsp; 178853 |
| Vedanta, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 193602 |
| Voltas, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14121 | &nbsp;&nbsp;&nbsp;&nbsp; 136109 |
| Wipro, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43053 | &nbsp;&nbsp;&nbsp;&nbsp; 204235 |
| WNS Holdings, Ltd. ADR<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp; 119985 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| India (continued) | India (continued) | India (continued) |
| Zee Entertainment Enterprises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92800 | &nbsp;&nbsp;$268564 |
| Zydus Life Sciences, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19960 | &nbsp;&nbsp;&nbsp;&nbsp; 101150 |
|  |  | &nbsp;&nbsp;**$33780869** |
| Indonesia — 2.2% | Indonesia — 2.2% | Indonesia — 2.2% |
| Adaro Energy Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;3538300 | &nbsp;&nbsp;$876482 |
| Aneka Tambang Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;1547400 | &nbsp;&nbsp;&nbsp;&nbsp; 196918 |
| Astra Argo Lestari Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213500 | &nbsp;&nbsp;&nbsp;&nbsp; 110041 |
| Astra International Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;4279900 | &nbsp;&nbsp;&nbsp;&nbsp; 1566228 |
| Bank Central Asia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817600 | &nbsp;&nbsp;&nbsp;&nbsp; 448321 |
| Bank Mandiri Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385200 | &nbsp;&nbsp;&nbsp;&nbsp; 245640 |
| Bank Negara Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186700 | &nbsp;&nbsp;&nbsp;&nbsp; 110614 |
| Bank Rakyat Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;1527228 | &nbsp;&nbsp;&nbsp;&nbsp; 484208 |
| Bukit Asam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807500 | &nbsp;&nbsp;&nbsp;&nbsp; 191509 |
| Bumi Serpong Damai Tbk PT<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3520600 | &nbsp;&nbsp;&nbsp;&nbsp; 207864 |
| Charoen Pokphand Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579700 | &nbsp;&nbsp;&nbsp;&nbsp; 210426 |
| Gudang Garam Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100500 | &nbsp;&nbsp;&nbsp;&nbsp; 116242 |
| Indah Kiat Pulp & Paper Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574600 | &nbsp;&nbsp;&nbsp;&nbsp; 321957 |
| Indocement Tunggal Prakarsa Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157900 | &nbsp;&nbsp;&nbsp;&nbsp; 100398 |
| Indofood CBP Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340600 | &nbsp;&nbsp;&nbsp;&nbsp; 218714 |
| Indofood Sukses Makmur Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819000 | &nbsp;&nbsp;&nbsp;&nbsp; 354036 |
| Jasa Marga (Persero) Tbk PT<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881800 | &nbsp;&nbsp;&nbsp;&nbsp; 168761 |
| Kalbe Farma Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;8791300 | &nbsp;&nbsp;&nbsp;&nbsp; 1180202 |
| Mitra Keluarga Karyasehat Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935900 | &nbsp;&nbsp;&nbsp;&nbsp; 191580 |
| Perusahaan Gas Negara Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;1528700 | &nbsp;&nbsp;&nbsp;&nbsp; 172742 |
| Semen Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863000 | &nbsp;&nbsp;&nbsp;&nbsp; 364446 |
| Telkom Indonesia Persero Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;5936400 | &nbsp;&nbsp;&nbsp;&nbsp; 1429556 |
| Transcoal Pacific Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204900 | &nbsp;&nbsp;&nbsp;&nbsp; 104644 |
| Unilever Indonesia Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677300 | &nbsp;&nbsp;&nbsp;&nbsp; 204595 |
| United Tractors Tbk PT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;602400 | &nbsp;&nbsp;&nbsp;&nbsp; 1009787 |
| Vale Indonesia Tbk PT<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515300 | &nbsp;&nbsp;&nbsp;&nbsp; 234405 |
|  |  | &nbsp;&nbsp;**$10820316** |
| Jordan — 0.6% | Jordan — 0.6% | Jordan — 0.6% |
| Arab Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182934 | &nbsp;&nbsp;$1252403 |
| Arab Potash Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16692 | &nbsp;&nbsp;&nbsp;&nbsp; 829773 |
| Capital Bank of Jordan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20818 | &nbsp;&nbsp;&nbsp;&nbsp; 71346 |
| Jordan Islamic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19244 | &nbsp;&nbsp;&nbsp;&nbsp; 105151 |
| Jordan Petroleum Refinery | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65263 | &nbsp;&nbsp;&nbsp;&nbsp; 494584 |
| Jordanian Electric Power Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61835 | &nbsp;&nbsp;&nbsp;&nbsp; 190520 |
|  |  | &nbsp;&nbsp;**$2943777** |
| Kazakhstan — 0.3% | Kazakhstan — 0.3% | Kazakhstan — 0.3% |
| Halyk Savings Bank of Kazakhstan JSC GDR<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78555 | &nbsp;&nbsp;$874230 |
| Kcell JSC GDR<sup>(1)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203224 | &nbsp;&nbsp;&nbsp;&nbsp; 747449 |
|  |  | &nbsp;&nbsp;**$1621679** |

---

*12*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Kenya — 0.6% | Kenya — 0.6% | Kenya — 0.6% |
| ABSA Bank Kenya PLC | &nbsp;&nbsp;&nbsp;&nbsp;1204620 | &nbsp;&nbsp;$119036 |
| East African Breweries PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629576 | &nbsp;&nbsp;&nbsp;&nbsp; 868598 |
| Equity Group Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1017400 | &nbsp;&nbsp;&nbsp;&nbsp; 370046 |
| KCB Group PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;736960 | &nbsp;&nbsp;&nbsp;&nbsp; 228061 |
| Safaricom PLC | &nbsp;&nbsp;&nbsp;&nbsp;6618700 | &nbsp;&nbsp;&nbsp;&nbsp; 1296376 |
|  |  | &nbsp;&nbsp;**$2882117** |
| Kuwait — 1.2% | Kuwait — 1.2% | Kuwait — 1.2% |
| Agility Public Warehousing Co. KSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365871 | &nbsp;&nbsp;$861925 |
| Boubyan Petrochemicals Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95970 | &nbsp;&nbsp;&nbsp;&nbsp; 251099 |
| Gulf Bank KSCP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92178 | &nbsp;&nbsp;&nbsp;&nbsp; 94690 |
| Humansoft Holding Co. KSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17142 | &nbsp;&nbsp;&nbsp;&nbsp; 197663 |
| Kuwait Finance House KSCP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529234 | &nbsp;&nbsp;&nbsp;&nbsp; 1430053 |
| Kuwait Projects Co. Holdings KSCP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309344 | &nbsp;&nbsp;&nbsp;&nbsp; 113747 |
| Mabanee Co. KPSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213721 | &nbsp;&nbsp;&nbsp;&nbsp; 593318 |
| Mobile Telecommunications Co. KSCP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387776 | &nbsp;&nbsp;&nbsp;&nbsp; 714592 |
| National Bank of Kuwait SAK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473010 | &nbsp;&nbsp;&nbsp;&nbsp; 1667864 |
| National Industries Group Holding SAK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274006 | &nbsp;&nbsp;&nbsp;&nbsp; 195623 |
|  |  | &nbsp;&nbsp;**$6120574** |
| Lebanon — 0.0% | Lebanon — 0.0% | Lebanon — 0.0% |
| Bank Audi SAL GDR<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;$0 |
|  |  | &nbsp;&nbsp;**$0** |
| Lithuania — 0.3% | Lithuania — 0.3% | Lithuania — 0.3% |
| Apranga PVA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85161 | &nbsp;&nbsp;$196832 |
| Klaipedos Nafta AB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1044642 | &nbsp;&nbsp;&nbsp;&nbsp; 268740 |
| Panevezio Statybos Trestas<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114366 | &nbsp;&nbsp;&nbsp;&nbsp; 63421 |
| Rokiskio Suris | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157707 | &nbsp;&nbsp;&nbsp;&nbsp; 500837 |
| Siauliu Bankas AB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;931034 | &nbsp;&nbsp;&nbsp;&nbsp; 681864 |
|  |  | &nbsp;&nbsp;**$1711694** |
| Malaysia — 2.4% | Malaysia — 2.4% | Malaysia — 2.4% |
| Axiata Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392075 | &nbsp;&nbsp;$275376 |
| Bumi Armada Bhd<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp;&nbsp; 66033 |
| CIMB Group Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147724 | &nbsp;&nbsp;&nbsp;&nbsp; 194400 |
| D&O Green Technologies Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123200 | &nbsp;&nbsp;&nbsp;&nbsp; 119594 |
| Dagang NeXchange Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1033700 | &nbsp;&nbsp;&nbsp;&nbsp; 119725 |
| Dialog Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991150 | &nbsp;&nbsp;&nbsp;&nbsp; 551208 |
| Digi.com Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243800 | &nbsp;&nbsp;&nbsp;&nbsp; 221260 |
| Fraser & Neave Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26000 | &nbsp;&nbsp;&nbsp;&nbsp; 127556 |
| Gamuda Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171300 | &nbsp;&nbsp;&nbsp;&nbsp; 145956 |
| Genting Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509700 | &nbsp;&nbsp;&nbsp;&nbsp; 518315 |
| Genting Malaysia Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569900 | &nbsp;&nbsp;&nbsp;&nbsp; 347899 |
| Globetronics Technology Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629566 | &nbsp;&nbsp;&nbsp;&nbsp; 165507 |
| Hartalega Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341400 | &nbsp;&nbsp;&nbsp;&nbsp; 131844 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Malaysia (continued) | Malaysia (continued) | Malaysia (continued) |
| Hibiscus Petroleum Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360500 | &nbsp;&nbsp;$87853 |
| Hong Leong Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26500 | &nbsp;&nbsp;&nbsp;&nbsp; 123552 |
| IGB Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438200 | &nbsp;&nbsp;&nbsp;&nbsp; 164101 |
| IHH Healthcare Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1060600 | &nbsp;&nbsp;&nbsp;&nbsp; 1496675 |
| IJM Corp. Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448340 | &nbsp;&nbsp;&nbsp;&nbsp; 162947 |
| Inari Amertron Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1398150 | &nbsp;&nbsp;&nbsp;&nbsp; 828506 |
| KPJ Healthcare Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443100 | &nbsp;&nbsp;&nbsp;&nbsp; 101518 |
| Kuala Lumpur Kepong Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29450 | &nbsp;&nbsp;&nbsp;&nbsp; 149678 |
| Magnum Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530319 | &nbsp;&nbsp;&nbsp;&nbsp; 155270 |
| Mah Sing Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659800 | &nbsp;&nbsp;&nbsp;&nbsp; 84505 |
| Malayan Banking Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132286 | &nbsp;&nbsp;&nbsp;&nbsp; 261263 |
| Malaysia Airports Holdings Bhd<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54400 | &nbsp;&nbsp;&nbsp;&nbsp; 81084 |
| Malaysian Pacific Industries Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp; 76298 |
| Maxis Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136700 | &nbsp;&nbsp;&nbsp;&nbsp; 119209 |
| MISC Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55240 | &nbsp;&nbsp;&nbsp;&nbsp; 94045 |
| MR DIY Group M Bhd<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214200 | &nbsp;&nbsp;&nbsp;&nbsp; 97243 |
| My EG Services Bhd | &nbsp;&nbsp;&nbsp;&nbsp;3439300 | &nbsp;&nbsp;&nbsp;&nbsp; 679374 |
| Petronas Dagangan Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100700 | &nbsp;&nbsp;&nbsp;&nbsp; 525553 |
| Petronas Gas Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50974 | &nbsp;&nbsp;&nbsp;&nbsp; 198055 |
| PPB Group Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21360 | &nbsp;&nbsp;&nbsp;&nbsp; 84566 |
| Press Metal Aluminium Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503200 | &nbsp;&nbsp;&nbsp;&nbsp; 557520 |
| Public Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342790 | &nbsp;&nbsp;&nbsp;&nbsp; 336124 |
| RHB Bank Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70159 | &nbsp;&nbsp;&nbsp;&nbsp; 92180 |
| Riverstone Holdings, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446600 | &nbsp;&nbsp;&nbsp;&nbsp; 204949 |
| Sime Darby Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217645 | &nbsp;&nbsp;&nbsp;&nbsp; 113604 |
| Sime Darby Plantation Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207609 | &nbsp;&nbsp;&nbsp;&nbsp; 219384 |
| Sunway Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243900 | &nbsp;&nbsp;&nbsp;&nbsp; 89749 |
| Sunway Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;512000 | &nbsp;&nbsp;&nbsp;&nbsp; 169547 |
| Supermax Corp. Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1357600 | &nbsp;&nbsp;&nbsp;&nbsp; 268342 |
| Telekom Malaysia Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100 | &nbsp;&nbsp;&nbsp;&nbsp; 145937 |
| Tenaga Nasional Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132831 | &nbsp;&nbsp;&nbsp;&nbsp; 290380 |
| Top Glove Corp. Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1088220 | &nbsp;&nbsp;&nbsp;&nbsp; 223690 |
| UMW Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92500 | &nbsp;&nbsp;&nbsp;&nbsp; 72752 |
| VS Industry Bhd | &nbsp;&nbsp;&nbsp;&nbsp;1701750 | &nbsp;&nbsp;&nbsp;&nbsp; 339903 |
| Yinson Holdings Bhd | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp;&nbsp; 176535 |
|  |  | &nbsp;&nbsp;**$11856564** |
| Mauritius — 0.6% | Mauritius — 0.6% | Mauritius — 0.6% |
| Alteo, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383939 | &nbsp;&nbsp;$88205 |
| CIEL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3055969 | &nbsp;&nbsp;&nbsp;&nbsp; 434298 |
| CIM Financial Services, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471828 | &nbsp;&nbsp;&nbsp;&nbsp; 113211 |
| IBL, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160284 | &nbsp;&nbsp;&nbsp;&nbsp; 192807 |
| Lavastone, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2649077 | &nbsp;&nbsp;&nbsp;&nbsp; 142575 |
| Lighthouse Properties PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824036 | &nbsp;&nbsp;&nbsp;&nbsp; 327337 |
| MCB Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93106 | &nbsp;&nbsp;&nbsp;&nbsp; 653681 |
| Miwa Sugar, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383939 | &nbsp;&nbsp;&nbsp;&nbsp; 175565 |

---

*13*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Mauritius (continued) | Mauritius (continued) | Mauritius (continued) |
| Phoenix Beverages, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23053 | &nbsp;&nbsp;$279485 |
| Rogers & Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296925 | &nbsp;&nbsp;&nbsp;&nbsp; 188457 |
| SBM Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;806564 | &nbsp;&nbsp;&nbsp;&nbsp; 82661 |
| Terra Mauricia, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84900 | &nbsp;&nbsp;&nbsp;&nbsp; 53988 |
| United Basalt Products, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64613 | &nbsp;&nbsp;&nbsp;&nbsp; 162543 |
|  |  | &nbsp;&nbsp;**$2894813** |
| Mexico — 4.6% | Mexico — 4.6% | Mexico — 4.6% |
| Alfa SAB de CV, Series A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606820 | &nbsp;&nbsp;$387077 |
| Alpek SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69795 | &nbsp;&nbsp;&nbsp;&nbsp; 102079 |
| Alsea SAB de CV<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132300 | &nbsp;&nbsp;&nbsp;&nbsp; 249711 |
| America Movil SAB de CV, Series L | &nbsp;&nbsp;&nbsp;&nbsp;3705490 | &nbsp;&nbsp;&nbsp;&nbsp; 3346759 |
| Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54700 | &nbsp;&nbsp;&nbsp;&nbsp; 443630 |
| Cemex SAB de CV, Series CPO<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1989818 | &nbsp;&nbsp;&nbsp;&nbsp; 808732 |
| Coca-Cola Femsa SAB de CV, Series L | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52310 | &nbsp;&nbsp;&nbsp;&nbsp; 354049 |
| Concentradora Fibra Danhos S.A. de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292100 | &nbsp;&nbsp;&nbsp;&nbsp; 350313 |
| Corporacion Inmobiliaria Vesta SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178400 | &nbsp;&nbsp;&nbsp;&nbsp; 422781 |
| El Puerto de Liverpool SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65156 | &nbsp;&nbsp;&nbsp;&nbsp; 385523 |
| Empresas ICA SAB de CV<sup>(1)(2)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21849 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| FIBRA Macquarie Mexico<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192600 | &nbsp;&nbsp;&nbsp;&nbsp; 283664 |
| Fibra Uno Administracion S.A. de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723967 | &nbsp;&nbsp;&nbsp;&nbsp; 854501 |
| Fomento Economico Mexicano SAB de CV, Series UBD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187000 | &nbsp;&nbsp;&nbsp;&nbsp; 1462010 |
| GCC SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33100 | &nbsp;&nbsp;&nbsp;&nbsp; 220463 |
| Genomma Lab Internacional SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144400 | &nbsp;&nbsp;&nbsp;&nbsp; 125011 |
| Grupo Aeroportuario del Centro Norte SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52500 | &nbsp;&nbsp;&nbsp;&nbsp; 403641 |
| Grupo Aeroportuario del Pacifico SAB de CV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70100 | &nbsp;&nbsp;&nbsp;&nbsp; 1005103 |
| Grupo Aeroportuario del Sureste SAB de CV, Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33164 | &nbsp;&nbsp;&nbsp;&nbsp; 772678 |
| Grupo Bimbo SAB de CV, Series A<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180908 | &nbsp;&nbsp;&nbsp;&nbsp; 764054 |
| Grupo Carso SAB de CV, Series A1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156300 | &nbsp;&nbsp;&nbsp;&nbsp; 657877 |
| Grupo Elektra SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19705 | &nbsp;&nbsp;&nbsp;&nbsp; 1107571 |
| Grupo Financiero Banorte SAB de CV, Class O | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149800 | &nbsp;&nbsp;&nbsp;&nbsp; 1078077 |
| Grupo Financiero Inbursa SAB de CV, Class O<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266716 | &nbsp;&nbsp;&nbsp;&nbsp; 451678 |
| Grupo Mexico SAB de CV, Series B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466556 | &nbsp;&nbsp;&nbsp;&nbsp; 1644851 |
| Grupo Televisa SAB, Series CPO<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260471 | &nbsp;&nbsp;&nbsp;&nbsp; 236591 |
| Industrias Penoles SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32449 | &nbsp;&nbsp;&nbsp;&nbsp; 396618 |
| Kimberly-Clark de Mexico SAB de CV, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243410 | &nbsp;&nbsp;&nbsp;&nbsp; 413084 |
| Nemak SAB de CV<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660416 | &nbsp;&nbsp;&nbsp;&nbsp; 190128 |
| Operadora de Sites Mexicanos SA de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233764 | &nbsp;&nbsp;&nbsp;&nbsp; 229128 |
| Orbia Advance Corporation, SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138967 | &nbsp;&nbsp;&nbsp;&nbsp; 246392 |
| Prologis Property Mexico S.A. de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158400 | &nbsp;&nbsp;&nbsp;&nbsp; 451387 |
| Promotora y Operadora de Infraestructura SAB de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47150 | &nbsp;&nbsp;&nbsp;&nbsp; 383631 |
| Sitios Latinoamerica SAB de CV<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226904 | &nbsp;&nbsp;&nbsp;&nbsp; 107126 |
| Ternium S.A. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7422 | &nbsp;&nbsp;&nbsp;&nbsp; 226816 |
| TF Administradora Industrial S de RL de CV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208000 | &nbsp;&nbsp;&nbsp;&nbsp; 298020 |
| Wal-Mart de Mexico SAB de CV, Series V | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504364 | &nbsp;&nbsp;&nbsp;&nbsp; 1782803 |
|  |  | &nbsp;&nbsp;**$22643557** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morocco — 0.6% | Morocco — 0.6% | Morocco — 0.6% |
| Attijariwafa Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13579 | &nbsp;&nbsp;$509804 |
| Bank of Africa | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8812 | &nbsp;&nbsp;&nbsp;&nbsp; 145278 |
| Banque Centrale Populaire | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4384 | &nbsp;&nbsp;&nbsp;&nbsp; 96769 |
| Co Sucrerie Marocaine et de Raffinage | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21862 | &nbsp;&nbsp;&nbsp;&nbsp; 397251 |
| Itissalat AI-Maghrib | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57814 | &nbsp;&nbsp;&nbsp;&nbsp; 525451 |
| Label Vie | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp; 181260 |
| LafargeHolcim Maroc S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2107 | &nbsp;&nbsp;&nbsp;&nbsp; 271615 |
| Managem S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp; 289992 |
| Societe d'Exploitation des Ports | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14086 | &nbsp;&nbsp;&nbsp;&nbsp; 292087 |
| TAQA Morocco S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp; 112194 |
|  |  | &nbsp;&nbsp;**$2821701** |
| Nigeria — 0.8% | Nigeria — 0.8% | Nigeria — 0.8% |
| Access Bank PLC<sup>(4)</sup> | 32908148 | &nbsp;&nbsp;$269658 |
| Dangote Cement PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4167837 | &nbsp;&nbsp;&nbsp;&nbsp; 1019046 |
| Dangote Sugar Refinery PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4385654 | &nbsp;&nbsp;&nbsp;&nbsp; 67077 |
| FBN Holdings PLC<sup>(4)</sup> | 21879762 | &nbsp;&nbsp;&nbsp;&nbsp; 229614 |
| Guaranty Trust Holding Co. PLC<sup>(4)</sup> | 13844766 | &nbsp;&nbsp;&nbsp;&nbsp; 307704 |
| Lafarge Africa PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3044633 | &nbsp;&nbsp;&nbsp;&nbsp; 67169 |
| MTN Nigeria Communications PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1288600 | &nbsp;&nbsp;&nbsp;&nbsp; 269934 |
| Nestle Nigeria PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496712 | &nbsp;&nbsp;&nbsp;&nbsp; 551056 |
| Nigerian Breweries PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;6834281 | &nbsp;&nbsp;&nbsp;&nbsp; 278170 |
| SEPLAT Energy PLC<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213700 | &nbsp;&nbsp;&nbsp;&nbsp; 271094 |
| Stanbic IBTC Holdings PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3647728 | &nbsp;&nbsp;&nbsp;&nbsp; 111298 |
| Transnational Corp. of Nigeria PLC<sup>(4)</sup> | 22334373 | &nbsp;&nbsp;&nbsp;&nbsp; 24383 |
| United Bank for Africa PLC<sup>(4)</sup> | 20664553 | &nbsp;&nbsp;&nbsp;&nbsp; 151566 |
| Zenith Bank PLC<sup>(4)</sup> | 17411456 | &nbsp;&nbsp;&nbsp;&nbsp; 404311 |
|  |  | &nbsp;&nbsp;**$4022080** |
| Oman — 0.6% | Oman — 0.6% | Oman — 0.6% |
| Al Anwar Ceramic Tiles Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72000 | &nbsp;&nbsp;$77521 |
| Bank Dhofar SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;227558 | &nbsp;&nbsp;&nbsp;&nbsp; 103387 |
| Bank Muscat SAOG | &nbsp;&nbsp;&nbsp;&nbsp;1226680 | &nbsp;&nbsp;&nbsp;&nbsp; 880734 |
| Bank Nizwa SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634842 | &nbsp;&nbsp;&nbsp;&nbsp; 164939 |
| National Bank of Oman SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263458 | &nbsp;&nbsp;&nbsp;&nbsp; 196629 |
| Oman Cement Co. SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99831 | &nbsp;&nbsp;&nbsp;&nbsp; 78784 |
| Oman Flour Mills Co. SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72230 | &nbsp;&nbsp;&nbsp;&nbsp; 132741 |
| Oman Telecommunications Co. SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244062 | &nbsp;&nbsp;&nbsp;&nbsp; 584202 |
| Omani Qatari Telecommunications Co. SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;204765 | &nbsp;&nbsp;&nbsp;&nbsp; 233065 |
| Renaissance Services SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128153 | &nbsp;&nbsp;&nbsp;&nbsp; 154275 |
| Sembcorp Salalah Power & Water Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377934 | &nbsp;&nbsp;&nbsp;&nbsp; 65476 |
| Sohar International Bank SAOG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614265 | &nbsp;&nbsp;&nbsp;&nbsp; 170295 |
|  |  | &nbsp;&nbsp;**$2842048** |
| Pakistan — 0.6% | Pakistan — 0.6% | Pakistan — 0.6% |
| Bank Alfalah, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611933 | &nbsp;&nbsp;$81550 |

---

*14*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Pakistan (continued) | Pakistan (continued) | Pakistan (continued) |
| Engro Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173692 | &nbsp;&nbsp;$201016 |
| Fauji Fertilizer Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369388 | &nbsp;&nbsp;&nbsp;&nbsp; 161101 |
| Frieslandcampina Engro Pakistan, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186100 | &nbsp;&nbsp;&nbsp;&nbsp; 54293 |
| Habib Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265733 | &nbsp;&nbsp;&nbsp;&nbsp; 73309 |
| Hub Power Co., Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;588200 | &nbsp;&nbsp;&nbsp;&nbsp; 163739 |
| IBEX Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8500 | &nbsp;&nbsp;&nbsp;&nbsp; 211225 |
| Lucky Cement, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111546 | &nbsp;&nbsp;&nbsp;&nbsp; 219610 |
| Mari Petroleum Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35322 | &nbsp;&nbsp;&nbsp;&nbsp; 245131 |
| MCB Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142514 | &nbsp;&nbsp;&nbsp;&nbsp; 72436 |
| Meezan Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116683 | &nbsp;&nbsp;&nbsp;&nbsp; 51077 |
| Millat Tractors, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119730 | &nbsp;&nbsp;&nbsp;&nbsp; 255798 |
| Nishat Mills, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;593280 | &nbsp;&nbsp;&nbsp;&nbsp; 143565 |
| Oil & Gas Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635838 | &nbsp;&nbsp;&nbsp;&nbsp; 223648 |
| Pakistan Oilfields, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29277 | &nbsp;&nbsp;&nbsp;&nbsp; 50793 |
| Pakistan Petroleum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;839397 | &nbsp;&nbsp;&nbsp;&nbsp; 252453 |
| Pakistan State Oil Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378233 | &nbsp;&nbsp;&nbsp;&nbsp; 240044 |
| Searle Co., Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228678 | &nbsp;&nbsp;&nbsp;&nbsp; 59301 |
| Systems, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119638 | &nbsp;&nbsp;&nbsp;&nbsp; 252141 |
| TRG Pakistan<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66000 | &nbsp;&nbsp;&nbsp;&nbsp; 31551 |
| United Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92992 | &nbsp;&nbsp;&nbsp;&nbsp; 41245 |
|  |  | &nbsp;&nbsp;**$3085026** |
| Panama — 0.2% | Panama — 0.2% | Panama — 0.2% |
| Banco Latinoamericano de Comercio Exterior S.A., Class E | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31900 | &nbsp;&nbsp;$516780 |
| Copa Holdings S.A., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6808 | &nbsp;&nbsp;&nbsp;&nbsp; 566221 |
|  |  | &nbsp;&nbsp;**$1083001** |
| Peru — 1.2% | Peru — 1.2% | Peru — 1.2% |
| Alicorp SAA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134845 | &nbsp;&nbsp;$239732 |
| Cia de Minas Buenaventura SAA ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128156 | &nbsp;&nbsp;&nbsp;&nbsp; 954762 |
| Credicorp, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13296 | &nbsp;&nbsp;&nbsp;&nbsp; 1803735 |
| Enel Generacion Peru SAA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170679 | &nbsp;&nbsp;&nbsp;&nbsp; 163633 |
| Ferreycorp SAA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615918 | &nbsp;&nbsp;&nbsp;&nbsp; 361756 |
| InRetail Peru Corp.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8309 | &nbsp;&nbsp;&nbsp;&nbsp; 274280 |
| Southern Copper Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32655 | &nbsp;&nbsp;&nbsp;&nbsp; 1972036 |
|  |  | &nbsp;&nbsp;**$5769934** |
| Philippines — 2.5% | Philippines — 2.5% | Philippines — 2.5% |
| Aboitiz Equity Ventures, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359900 | &nbsp;&nbsp;$373744 |
| Aboitiz Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1105000 | &nbsp;&nbsp;&nbsp;&nbsp; 676548 |
| ACEN Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1520984 | &nbsp;&nbsp;&nbsp;&nbsp; 209129 |
| Alliance Global Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413400 | &nbsp;&nbsp;&nbsp;&nbsp; 88656 |
| Ayala Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30528 | &nbsp;&nbsp;&nbsp;&nbsp; 382123 |
| Ayala Land, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811008 | &nbsp;&nbsp;&nbsp;&nbsp; 450197 |
| Ayala Land, Inc. GDR, PFC Shares<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3534608 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Philippines (continued) | Philippines (continued) | Philippines (continued) |
| Bank of the Philippine Islands | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169953 | &nbsp;&nbsp;$311747 |
| BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289714 | &nbsp;&nbsp;&nbsp;&nbsp; 550943 |
| Bloomberry Resorts Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1119700 | &nbsp;&nbsp;&nbsp;&nbsp; 154340 |
| Century Pacific Food, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830600 | &nbsp;&nbsp;&nbsp;&nbsp; 384908 |
| First Philippine Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131270 | &nbsp;&nbsp;&nbsp;&nbsp; 142460 |
| Globe Telecom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14344 | &nbsp;&nbsp;&nbsp;&nbsp; 562696 |
| International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119320 | &nbsp;&nbsp;&nbsp;&nbsp; 428238 |
| JG Summit Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407372 | &nbsp;&nbsp;&nbsp;&nbsp; 368367 |
| Jollibee Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242450 | &nbsp;&nbsp;&nbsp;&nbsp; 1001575 |
| Manila Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130884 | &nbsp;&nbsp;&nbsp;&nbsp; 703243 |
| Megaworld Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2140300 | &nbsp;&nbsp;&nbsp;&nbsp; 77027 |
| Metropolitan Bank & Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159419 | &nbsp;&nbsp;&nbsp;&nbsp; 154804 |
| Nickel Asia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;1308988 | &nbsp;&nbsp;&nbsp;&nbsp; 137328 |
| Petron Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1441000 | &nbsp;&nbsp;&nbsp;&nbsp; 62175 |
| PLDT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38900 | &nbsp;&nbsp;&nbsp;&nbsp; 917746 |
| Puregold Price Club, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617440 | &nbsp;&nbsp;&nbsp;&nbsp; 387203 |
| Robinsons Land Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263415 | &nbsp;&nbsp;&nbsp;&nbsp; 70823 |
| San Miguel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74510 | &nbsp;&nbsp;&nbsp;&nbsp; 124385 |
| Semirara Mining & Power Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464520 | &nbsp;&nbsp;&nbsp;&nbsp; 288993 |
| SM Investments Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63130 | &nbsp;&nbsp;&nbsp;&nbsp; 1023833 |
| SM Prime Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;1561050 | &nbsp;&nbsp;&nbsp;&nbsp; 995965 |
| Universal Robina Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457900 | &nbsp;&nbsp;&nbsp;&nbsp; 1123465 |
|  |  | &nbsp;&nbsp;**$12152661** |
| Poland — 2.3% | Poland — 2.3% | Poland — 2.3% |
| 11 bit studios S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;$112204 |
| Allegro.eu S.A.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119100 | &nbsp;&nbsp;&nbsp;&nbsp; 687393 |
| AmRest Holdings SE<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15687 | &nbsp;&nbsp;&nbsp;&nbsp; 70333 |
| Asseco Poland S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39748 | &nbsp;&nbsp;&nbsp;&nbsp; 660484 |
| Bank Millennium S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92916 | &nbsp;&nbsp;&nbsp;&nbsp; 97918 |
| Bank Polska Kasa Opieki S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19524 | &nbsp;&nbsp;&nbsp;&nbsp; 388401 |
| Budimex S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13729 | &nbsp;&nbsp;&nbsp;&nbsp; 892908 |
| CCC S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12600 | &nbsp;&nbsp;&nbsp;&nbsp; 123824 |
| CD Projekt S.A.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17961 | &nbsp;&nbsp;&nbsp;&nbsp; 535028 |
| Ciech S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 47461 |
| Cyfrowy Polsat S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88607 | &nbsp;&nbsp;&nbsp;&nbsp; 357327 |
| Dino Polska S.A.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12488 | &nbsp;&nbsp;&nbsp;&nbsp; 1072522 |
| Grupa Kety S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2166 | &nbsp;&nbsp;&nbsp;&nbsp; 226310 |
| InPost S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37200 | &nbsp;&nbsp;&nbsp;&nbsp; 314294 |
| Jastrzebska Spolka Weglowa S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8300 | &nbsp;&nbsp;&nbsp;&nbsp; 111439 |
| KGHM Polska Miedz S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25007 | &nbsp;&nbsp;&nbsp;&nbsp; 727394 |
| KRUK S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076 | &nbsp;&nbsp;&nbsp;&nbsp; 146978 |
| LPP S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;308 | &nbsp;&nbsp;&nbsp;&nbsp; 751152 |
| Mabion S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20058 | &nbsp;&nbsp;&nbsp;&nbsp; 96405 |
| mBank S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp; 103485 |
| Neuca S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp; 133581 |

---

*15*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Poland (continued) | Poland (continued) | Poland (continued) |
| Orange Polska S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221853 | &nbsp;&nbsp;$337420 |
| PGE S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265013 | &nbsp;&nbsp;&nbsp;&nbsp; 418145 |
| Polski Koncern Naftowy ORLEN S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115772 | &nbsp;&nbsp;&nbsp;&nbsp; 1700844 |
| Powszechna Kasa Oszczednosci Bank Polski S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93658 | &nbsp;&nbsp;&nbsp;&nbsp; 650054 |
| Powszechny Zaklad Ubezpieczen S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57144 | &nbsp;&nbsp;&nbsp;&nbsp; 464060 |
| Santander Bank Polska S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp; 202414 |
| Tauron Polska Energia S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414109 | &nbsp;&nbsp;&nbsp;&nbsp; 201070 |
|  |  | &nbsp;&nbsp;**$11630848** |
| Qatar — 1.1% | Qatar — 1.1% | Qatar — 1.1% |
| Al Meera Consumer Goods Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27717 | &nbsp;&nbsp;$119236 |
| Barwa Real Estate Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320609 | &nbsp;&nbsp;&nbsp;&nbsp; 251394 |
| Commercial Bank PSQC (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116405 | &nbsp;&nbsp;&nbsp;&nbsp; 158855 |
| Gulf International Services QSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460440 | &nbsp;&nbsp;&nbsp;&nbsp; 186018 |
| Industries Qatar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267679 | &nbsp;&nbsp;&nbsp;&nbsp; 938398 |
| Masraf Al Rayan QSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186973 | &nbsp;&nbsp;&nbsp;&nbsp; 161894 |
| Medicare Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83820 | &nbsp;&nbsp;&nbsp;&nbsp; 142627 |
| Mesaieed Petrochemical Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314600 | &nbsp;&nbsp;&nbsp;&nbsp; 183495 |
| Ooredoo QPSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112086 | &nbsp;&nbsp;&nbsp;&nbsp; 282709 |
| Qatar Electricity & Water Co. QSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73498 | &nbsp;&nbsp;&nbsp;&nbsp; 355128 |
| Qatar Gas Transport Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621419 | &nbsp;&nbsp;&nbsp;&nbsp; 622442 |
| Qatar Insurance Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126000 | &nbsp;&nbsp;&nbsp;&nbsp; 66357 |
| Qatar International Islamic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65027 | &nbsp;&nbsp;&nbsp;&nbsp; 184844 |
| Qatar Islamic Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53163 | &nbsp;&nbsp;&nbsp;&nbsp; 270094 |
| Qatar National Bank QPSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162453 | &nbsp;&nbsp;&nbsp;&nbsp; 799762 |
| Qatar National Cement Co. QSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133280 | &nbsp;&nbsp;&nbsp;&nbsp; 175890 |
| United Development Co. QSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491981 | &nbsp;&nbsp;&nbsp;&nbsp; 174229 |
| Vodafone Qatar QSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395921 | &nbsp;&nbsp;&nbsp;&nbsp; 171073 |
|  |  | &nbsp;&nbsp;**$5244445** |
| Romania — 0.5% | Romania — 0.5% | Romania — 0.5% |
| Banca Transilvania S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150597 | &nbsp;&nbsp;$648018 |
| BRD-Groupe Societe Generale S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85565 | &nbsp;&nbsp;&nbsp;&nbsp; 240300 |
| OMV Petrom S.A. | &nbsp;&nbsp;&nbsp;&nbsp;8501914 | &nbsp;&nbsp;&nbsp;&nbsp; 772633 |
| Societatea Energetica Electrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51840 | &nbsp;&nbsp;&nbsp;&nbsp; 90927 |
| Societatea Nationala de Gaze Naturale ROMGAZ S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64136 | &nbsp;&nbsp;&nbsp;&nbsp; 523442 |
| Societatea Nationala Nuclearelectrica S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18481 | &nbsp;&nbsp;&nbsp;&nbsp; 170920 |
| Transelectrica S.A.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17232 | &nbsp;&nbsp;&nbsp;&nbsp; 80878 |
| Transgaz S.A. Medias | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp; 226038 |
|  |  | &nbsp;&nbsp;**$2753156** |
| Russia — 0.0%<sup>(6)</sup> | Russia — 0.0%<sup>(6)</sup> | Russia — 0.0%<sup>(6)</sup> |
| Aeroflot PJSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91240 | &nbsp;&nbsp;$0 |
| Etalon Group PLC GDR<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78319 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Evraz PLC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124952 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Federal Grid Co. Unified Energy System PJSC<sup>(1)(4)</sup> | 147070600 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Russia (continued) | Russia (continued) | Russia (continued) |
| Globaltrans Investment PLC GDR<sup>(4)(5)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136358 | &nbsp;&nbsp;$0 |
| Globaltrans Investment PLC GDR<sup>(4)(5)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Inter RAO UES PJSC<sup>(4)</sup> | 13202001 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Magnit PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30561 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Magnitogorsk Iron & Steel Works PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240670 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| MMC Norilsk Nickel PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9610 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Mobile TeleSystems PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175093 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Moscow Exchange MICEX-RTS PJSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55681 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Mosenergo PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5882962 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Novatek PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64840 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| OGK-2 PJSC<sup>(4)</sup> | 20114000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| PhosAgro PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| PhosAgro PJSC GDR<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| PhosAgro PJSC GDR<sup>(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| PIK Group PJSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83050 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Rosseti PJSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;8208873 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Rostelecom PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154538 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| RusHydro PJSC<sup>(4)</sup> | 51763952 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Sberbank of Russia PJSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371510 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Severstal PAO GDR<sup>(1)(4)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40244 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Sistema PJSFC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595500 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Surgutneftegas PJSC, PFC Shares<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388817 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Transneft PJSC, PFC Shares<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Unipro PJSC<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;5780000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Yandex NV, Class A<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$0** |
| Saudi Arabia — 4.6% | Saudi Arabia — 4.6% | Saudi Arabia — 4.6% |
| Abdullah Al Othaim Markets Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8031 | &nbsp;&nbsp;$222823 |
| Advanced Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6812 | &nbsp;&nbsp;&nbsp;&nbsp; 77464 |
| Al Babtain Power & Telecommunication Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16768 | &nbsp;&nbsp;&nbsp;&nbsp; 94306 |
| Al Hammadi Holding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27426 | &nbsp;&nbsp;&nbsp;&nbsp; 293516 |
| Al Jouf Agricultural Development Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp; 70519 |
| Al Rajhi Bank<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38410 | &nbsp;&nbsp;&nbsp;&nbsp; 768132 |
| Alandalus Property Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23113 | &nbsp;&nbsp;&nbsp;&nbsp; 95861 |
| Aldrees Petroleum and Transport Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13665 | &nbsp;&nbsp;&nbsp;&nbsp; 272150 |
| Alinma Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26817 | &nbsp;&nbsp;&nbsp;&nbsp; 232211 |
| Almarai Co. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47501 | &nbsp;&nbsp;&nbsp;&nbsp; 676633 |
| Arabian Centres Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26200 | &nbsp;&nbsp;&nbsp;&nbsp; 132979 |
| Arabian Internet & Communications Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 | &nbsp;&nbsp;&nbsp;&nbsp; 130147 |
| Arriyadh Development Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42294 | &nbsp;&nbsp;&nbsp;&nbsp; 204697 |
| Aseer Trading Tourism & Manufacturing Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25344 | &nbsp;&nbsp;&nbsp;&nbsp; 69048 |
| Ayyan Investment Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15815 | &nbsp;&nbsp;&nbsp;&nbsp; 59619 |
| Bank AlBilad<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16670 | &nbsp;&nbsp;&nbsp;&nbsp; 195967 |
| Banque Saudi Fransi | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14851 | &nbsp;&nbsp;&nbsp;&nbsp; 160129 |
| Batic Investments and Logistic Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11600 | &nbsp;&nbsp;&nbsp;&nbsp; 73144 |

---

*16*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Saudi Arabia (continued) | Saudi Arabia (continued) | Saudi Arabia (continued) |
| Bawan Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19236 | &nbsp;&nbsp;$151386 |
| BinDawood Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8228 | &nbsp;&nbsp;&nbsp;&nbsp; 106415 |
| Dallah Healthcare Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10498 | &nbsp;&nbsp;&nbsp;&nbsp; 415170 |
| Dar Al Arkan Real Estate Development Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162664 | &nbsp;&nbsp;&nbsp;&nbsp; 502457 |
| Dr Sulaiman Al Habib Medical Services Group Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26211 | &nbsp;&nbsp;&nbsp;&nbsp; 1530626 |
| Dur Hospitality Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23004 | &nbsp;&nbsp;&nbsp;&nbsp; 121169 |
| Emaar Economic City<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151471 | &nbsp;&nbsp;&nbsp;&nbsp; 336017 |
| Etihad Etisalat Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44585 | &nbsp;&nbsp;&nbsp;&nbsp; 412133 |
| Herfy Food Services Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12431 | &nbsp;&nbsp;&nbsp;&nbsp; 113845 |
| Jadwa REIT Saudi Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53274 | &nbsp;&nbsp;&nbsp;&nbsp; 182749 |
| Jarir Marketing Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21621 | &nbsp;&nbsp;&nbsp;&nbsp; 862876 |
| Leejam Sports Co. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13120 | &nbsp;&nbsp;&nbsp;&nbsp; 293618 |
| Maharah Human Resources Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 88437 |
| Middle East Healthcare Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21820 | &nbsp;&nbsp;&nbsp;&nbsp; 147015 |
| Mouwasat Medical Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15966 | &nbsp;&nbsp;&nbsp;&nbsp; 894430 |
| National Agriculture Development Co. (The)<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21203 | &nbsp;&nbsp;&nbsp;&nbsp; 115217 |
| National Gas & Industrialization Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15924 | &nbsp;&nbsp;&nbsp;&nbsp; 221894 |
| National Medical Care Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7751 | &nbsp;&nbsp;&nbsp;&nbsp; 152040 |
| Rabigh Refining & Petrochemical Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18860 | &nbsp;&nbsp;&nbsp;&nbsp; 54535 |
| Riyad Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44209 | &nbsp;&nbsp;&nbsp;&nbsp; 375925 |
| Riyad REIT Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60724 | &nbsp;&nbsp;&nbsp;&nbsp; 159885 |
| SABIC Agri-Nutrients Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7322 | &nbsp;&nbsp;&nbsp;&nbsp; 285800 |
| Sahara International Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13750 | &nbsp;&nbsp;&nbsp;&nbsp; 125757 |
| Saudi Airlines Catering Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13013 | &nbsp;&nbsp;&nbsp;&nbsp; 261044 |
| Saudi Arabian Mining Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27394 | &nbsp;&nbsp;&nbsp;&nbsp; 470301 |
| Saudi Arabian Oil Co.<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297578 | &nbsp;&nbsp;&nbsp;&nbsp; 2554389 |
| Saudi Automotive Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34664 | &nbsp;&nbsp;&nbsp;&nbsp; 299272 |
| Saudi Basic Industries Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26677 | &nbsp;&nbsp;&nbsp;&nbsp; 638149 |
| Saudi Ceramic Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14766 | &nbsp;&nbsp;&nbsp;&nbsp; 112232 |
| Saudi Chemical Co. Holding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20561 | &nbsp;&nbsp;&nbsp;&nbsp; 145674 |
| Saudi Co. for Hardware CJSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800 | &nbsp;&nbsp;&nbsp;&nbsp; 56527 |
| Saudi Electricity Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277959 | &nbsp;&nbsp;&nbsp;&nbsp; 1718250 |
| Saudi Ground Services Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28577 | &nbsp;&nbsp;&nbsp;&nbsp; 166351 |
| Saudi Industrial Investment Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13394 | &nbsp;&nbsp;&nbsp;&nbsp; 79116 |
| Saudi Industrial Services Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15031 | &nbsp;&nbsp;&nbsp;&nbsp; 81312 |
| Saudi Kayan Petrochemical Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56284 | &nbsp;&nbsp;&nbsp;&nbsp; 206310 |
| Saudi National Bank (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48073 | &nbsp;&nbsp;&nbsp;&nbsp; 647040 |
| Saudi Public Transport Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15777 | &nbsp;&nbsp;&nbsp;&nbsp; 67157 |
| Saudi Real Estate Co.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42607 | &nbsp;&nbsp;&nbsp;&nbsp; 130167 |
| Saudi Research & Media Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4167 | &nbsp;&nbsp;&nbsp;&nbsp; 202105 |
| Saudi Telecom Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174232 | &nbsp;&nbsp;&nbsp;&nbsp; 1695486 |
| Saudia Dairy & Foodstuff Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4822 | &nbsp;&nbsp;&nbsp;&nbsp; 277704 |
| Savola Group (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59642 | &nbsp;&nbsp;&nbsp;&nbsp; 437474 |
| Seera Group Holding<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55132 | &nbsp;&nbsp;&nbsp;&nbsp; 256596 |
| United Electronics Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18141 | &nbsp;&nbsp;&nbsp;&nbsp; 334602 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Saudi Arabia (continued) | Saudi Arabia (continued) | Saudi Arabia (continued) |
| United International Transportation Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15521 | &nbsp;&nbsp;$189253 |
| Yanbu National Petrochemical Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8737 | &nbsp;&nbsp;&nbsp;&nbsp; 97191 |
|  |  | &nbsp;&nbsp;**$22602443** |
| Slovenia — 0.6% | Slovenia — 0.6% | Slovenia — 0.6% |
| Cinkarna Celje DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730 | &nbsp;&nbsp;$42559 |
| Krka dd Novo mesto | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21970 | &nbsp;&nbsp;&nbsp;&nbsp; 2163467 |
| Luka Koper | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp; 38411 |
| Nova Ljubljanska Banka DD<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp; 113601 |
| Petrol | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10440 | &nbsp;&nbsp;&nbsp;&nbsp; 223676 |
| Pozavarovalnica Sava DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8014 | &nbsp;&nbsp;&nbsp;&nbsp; 192449 |
| Zavarovalnica Triglav DD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 | &nbsp;&nbsp;&nbsp;&nbsp; 111556 |
|  |  | &nbsp;&nbsp;**$2885719** |
| South Africa — 5.0% | South Africa — 5.0% | South Africa — 5.0% |
| Altron, Ltd., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163786 | &nbsp;&nbsp;$88742 |
| Anglo American Platinum, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440 | &nbsp;&nbsp;&nbsp;&nbsp; 287091 |
| AngloGold Ashanti, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8639 | &nbsp;&nbsp;&nbsp;&nbsp; 168324 |
| AngloGold Ashanti, Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5299 | &nbsp;&nbsp;&nbsp;&nbsp; 102907 |
| Aspen Pharmacare Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207502 | &nbsp;&nbsp;&nbsp;&nbsp; 1659538 |
| AVI, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44358 | &nbsp;&nbsp;&nbsp;&nbsp; 196495 |
| Barloworld, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20980 | &nbsp;&nbsp;&nbsp;&nbsp; 104139 |
| Bid Corp., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44213 | &nbsp;&nbsp;&nbsp;&nbsp; 857603 |
| Bidvest Group, Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178962 | &nbsp;&nbsp;&nbsp;&nbsp; 2246312 |
| CA Sales Holdings, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83336 | &nbsp;&nbsp;&nbsp;&nbsp; 31333 |
| Clicks Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35599 | &nbsp;&nbsp;&nbsp;&nbsp; 562672 |
| Curro Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146006 | &nbsp;&nbsp;&nbsp;&nbsp; 77559 |
| Discovery, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21152 | &nbsp;&nbsp;&nbsp;&nbsp; 153000 |
| Equites Property Fund, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272285 | &nbsp;&nbsp;&nbsp;&nbsp; 270261 |
| Exxaro Resources, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36655 | &nbsp;&nbsp;&nbsp;&nbsp; 469935 |
| FirstRand, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353282 | &nbsp;&nbsp;&nbsp;&nbsp; 1283504 |
| Fortress REIT, Ltd., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136906 | &nbsp;&nbsp;&nbsp;&nbsp; 85184 |
| Gold Fields, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38870 | &nbsp;&nbsp;&nbsp;&nbsp; 403659 |
| Growthpoint Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668687 | &nbsp;&nbsp;&nbsp;&nbsp; 573234 |
| Hyprop Investments, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154616 | &nbsp;&nbsp;&nbsp;&nbsp; 306530 |
| Impala Platinum Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54907 | &nbsp;&nbsp;&nbsp;&nbsp; 690008 |
| KAP Industrial Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1060462 | &nbsp;&nbsp;&nbsp;&nbsp; 276019 |
| Kumba Iron Ore, Ltd.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7137 | &nbsp;&nbsp;&nbsp;&nbsp; 206140 |
| Lesaka Technologies, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20900 | &nbsp;&nbsp;&nbsp;&nbsp; 95095 |
| Life Healthcare Group Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312757 | &nbsp;&nbsp;&nbsp;&nbsp; 310684 |
| Mediclinic International PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148487 | &nbsp;&nbsp;&nbsp;&nbsp; 888917 |
| MiX Telematics, Ltd. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11300 | &nbsp;&nbsp;&nbsp;&nbsp; 79439 |
| Momentum Metropolitan Holdings | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137550 | &nbsp;&nbsp;&nbsp;&nbsp; 138355 |
| Mr Price Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16841 | &nbsp;&nbsp;&nbsp;&nbsp; 156162 |
| MTN Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205432 | &nbsp;&nbsp;&nbsp;&nbsp; 1534319 |
| MultiChoice Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52660 | &nbsp;&nbsp;&nbsp;&nbsp; 363154 |

---

*17*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Africa (continued) | South Africa (continued) | South Africa (continued) |
| Naspers, Ltd., Class N | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20331 | &nbsp;&nbsp;$3397426 |
| NEPI Rockcastle NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120964 | &nbsp;&nbsp;&nbsp;&nbsp; 725243 |
| Netcare, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234904 | &nbsp;&nbsp;&nbsp;&nbsp; 200823 |
| Pick'n Pay Stores, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61328 | &nbsp;&nbsp;&nbsp;&nbsp; 205810 |
| PSG Konsult, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311088 | &nbsp;&nbsp;&nbsp;&nbsp; 221440 |
| Redefine Properties, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;1436323 | &nbsp;&nbsp;&nbsp;&nbsp; 357585 |
| Resilient REIT, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127790 | &nbsp;&nbsp;&nbsp;&nbsp; 403463 |
| Reunert, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55719 | &nbsp;&nbsp;&nbsp;&nbsp; 169859 |
| Sanlam, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47771 | &nbsp;&nbsp;&nbsp;&nbsp; 137254 |
| Santam, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7291 | &nbsp;&nbsp;&nbsp;&nbsp; 109507 |
| Sasol, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27126 | &nbsp;&nbsp;&nbsp;&nbsp; 432894 |
| Shoprite Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57942 | &nbsp;&nbsp;&nbsp;&nbsp; 768108 |
| Sibanye Stillwater, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187632 | &nbsp;&nbsp;&nbsp;&nbsp; 497456 |
| SPAR Group, Ltd. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 200432 |
| Standard Bank Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30572 | &nbsp;&nbsp;&nbsp;&nbsp; 301644 |
| Telkom S.A. SOC, Ltd.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68155 | &nbsp;&nbsp;&nbsp;&nbsp; 119925 |
| Thungela Resources, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | &nbsp;&nbsp;&nbsp;&nbsp; 506233 |
| Tiger Brands, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29568 | &nbsp;&nbsp;&nbsp;&nbsp; 365020 |
| Vodacom Group, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87296 | &nbsp;&nbsp;&nbsp;&nbsp; 629174 |
| Vukile Property Fund, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369342 | &nbsp;&nbsp;&nbsp;&nbsp; 288669 |
| Woolworths Holdings, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68586 | &nbsp;&nbsp;&nbsp;&nbsp; 267142 |
| Zeda, Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20980 | &nbsp;&nbsp;&nbsp;&nbsp; 16817 |
|  |  | &nbsp;&nbsp;**$24988238** |
| South Korea — 5.0% | South Korea — 5.0% | South Korea — 5.0% |
| ABLBio, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6502 | &nbsp;&nbsp;$118705 |
| AMOREPACIFIC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3554 | &nbsp;&nbsp;&nbsp;&nbsp; 388966 |
| AMOREPACIFIC Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071 | &nbsp;&nbsp;&nbsp;&nbsp; 140663 |
| BGF Retail Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp; 151453 |
| Bukwang Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8877 | &nbsp;&nbsp;&nbsp;&nbsp; 61828 |
| Celltrion Healthcare Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6467 | &nbsp;&nbsp;&nbsp;&nbsp; 298859 |
| Celltrion Pharm, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 | &nbsp;&nbsp;&nbsp;&nbsp; 143976 |
| Celltrion, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7251 | &nbsp;&nbsp;&nbsp;&nbsp; 925449 |
| Chabiotech Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12772 | &nbsp;&nbsp;&nbsp;&nbsp; 131696 |
| Cheil Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11267 | &nbsp;&nbsp;&nbsp;&nbsp; 205794 |
| CJ CheilJedang Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp; 243657 |
| CJ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 73479 |
| Coupang, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp; 98557 |
| Coway Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp; 152913 |
| Daewoo Industrial Development Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3501 | &nbsp;&nbsp;&nbsp;&nbsp; 5925 |
| DL E&C Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4736 | &nbsp;&nbsp;&nbsp;&nbsp; 126905 |
| DL Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;&nbsp;&nbsp; 88933 |
| E-MART, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp; 149359 |
| GeneOne Life Science, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16222 | &nbsp;&nbsp;&nbsp;&nbsp; 91728 |
| Green Cross Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp; 129760 |
| GS Engineering & Construction Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6207 | &nbsp;&nbsp;&nbsp;&nbsp; 104435 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| GS Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11483 | &nbsp;&nbsp;$398492 |
| Hana Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp; 211549 |
| Hankook Tire and Technology Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5992 | &nbsp;&nbsp;&nbsp;&nbsp; 147965 |
| Hanmi Pharm Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp; 316182 |
| Hanmi Science Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3183 | &nbsp;&nbsp;&nbsp;&nbsp; 82031 |
| Hanwha Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6800 | &nbsp;&nbsp;&nbsp;&nbsp; 138387 |
| Hanwha Solutions Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9753 | &nbsp;&nbsp;&nbsp;&nbsp; 333491 |
| Helixmith Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7137 | &nbsp;&nbsp;&nbsp;&nbsp; 60110 |
| HLB Life Science Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16378 | &nbsp;&nbsp;&nbsp;&nbsp; 137867 |
| Hotel Shilla Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2448 | &nbsp;&nbsp;&nbsp;&nbsp; 161683 |
| Hyosung TNC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 | &nbsp;&nbsp;&nbsp;&nbsp; 59221 |
| Hyundai Engineering & Construction Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3203 | &nbsp;&nbsp;&nbsp;&nbsp; 88552 |
| Hyundai Glovis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372 | &nbsp;&nbsp;&nbsp;&nbsp; 178129 |
| Hyundai Mobis Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2818 | &nbsp;&nbsp;&nbsp;&nbsp; 446986 |
| Hyundai Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125 | &nbsp;&nbsp;&nbsp;&nbsp; 733052 |
| Kakao Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8069 | &nbsp;&nbsp;&nbsp;&nbsp; 343707 |
| Kangwon Land, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9384 | &nbsp;&nbsp;&nbsp;&nbsp; 172678 |
| KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 | &nbsp;&nbsp;&nbsp;&nbsp; 189379 |
| Kia Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10062 | &nbsp;&nbsp;&nbsp;&nbsp; 473422 |
| KIWOOM Securities Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp; 139092 |
| Korea Shipbuilding & Offshore Engineering Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1784 | &nbsp;&nbsp;&nbsp;&nbsp; 100318 |
| Korea Zinc Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp; 445910 |
| Korean Air Lines Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6176 | &nbsp;&nbsp;&nbsp;&nbsp; 112548 |
| KT&G Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9317 | &nbsp;&nbsp;&nbsp;&nbsp; 673409 |
| Kumho Petrochemical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1229 | &nbsp;&nbsp;&nbsp;&nbsp; 122473 |
| LegoChem Biosciences, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;&nbsp; 150275 |
| LG Chem, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592 | &nbsp;&nbsp;&nbsp;&nbsp; 760227 |
| LG Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5307 | &nbsp;&nbsp;&nbsp;&nbsp; 328610 |
| LG Display Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8289 | &nbsp;&nbsp;&nbsp;&nbsp; 81913 |
| LG Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp; 309374 |
| LG H&H Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 | &nbsp;&nbsp;&nbsp;&nbsp; 334981 |
| LG Innotek Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp; 282350 |
| LG Uplus Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22484 | &nbsp;&nbsp;&nbsp;&nbsp; 196900 |
| Lotte Chemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827 | &nbsp;&nbsp;&nbsp;&nbsp; 117041 |
| LS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp; 218710 |
| MedPacto, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2253 | &nbsp;&nbsp;&nbsp;&nbsp; 39898 |
| Naturecell Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9815 | &nbsp;&nbsp;&nbsp;&nbsp; 118497 |
| Naver Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5654 | &nbsp;&nbsp;&nbsp;&nbsp; 804117 |
| NCSoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 | &nbsp;&nbsp;&nbsp;&nbsp; 315429 |
| Nong Shim Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp; 135564 |
| Orion Corp. of Republic of Korea | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2576 | &nbsp;&nbsp;&nbsp;&nbsp; 262251 |
| POSCO Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029 | &nbsp;&nbsp;&nbsp;&nbsp; 662902 |
| S1 Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2867 | &nbsp;&nbsp;&nbsp;&nbsp; 134744 |
| Samsung Biologics Co., Ltd.<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1264 | &nbsp;&nbsp;&nbsp;&nbsp; 821872 |
| Samsung C&T Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4158 | &nbsp;&nbsp;&nbsp;&nbsp; 374599 |
| Samsung Electro-Mechanics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1336 | &nbsp;&nbsp;&nbsp;&nbsp; 138747 |

---

*18*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| South Korea (continued) | South Korea (continued) | South Korea (continued) |
| Samsung Electronics Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93282 | &nbsp;&nbsp;$4094449 |
| Samsung SDI Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1221 | &nbsp;&nbsp;&nbsp;&nbsp; 573311 |
| Samsung SDS Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp; 64226 |
| SD Biosensor, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5775 | &nbsp;&nbsp;&nbsp;&nbsp; 138294 |
| Seegene, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878 | &nbsp;&nbsp;&nbsp;&nbsp; 83906 |
| Shinhan Financial Group Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5915 | &nbsp;&nbsp;&nbsp;&nbsp; 164671 |
| Shinsegae, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp; 136191 |
| SK Biopharmaceuticals Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp; 100688 |
| SK Chemicals Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155 | &nbsp;&nbsp;&nbsp;&nbsp; 67076 |
| SK Hynix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9559 | &nbsp;&nbsp;&nbsp;&nbsp; 570328 |
| SK Innovation Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6825 | &nbsp;&nbsp;&nbsp;&nbsp; 833788 |
| SK Square Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2041 | &nbsp;&nbsp;&nbsp;&nbsp; 54328 |
| SK Telecom Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3158 | &nbsp;&nbsp;&nbsp;&nbsp; 118469 |
| SK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp; 249769 |
| S-Oil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4000 | &nbsp;&nbsp;&nbsp;&nbsp; 266221 |
| ST Pharm Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp; 136251 |
| Yuhan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6728 | &nbsp;&nbsp;&nbsp;&nbsp; 304295 |
| Zyle Motors Corp.<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4895 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
|  |  | &nbsp;&nbsp;**$24644935** |
| Sri Lanka — 0.3% | Sri Lanka — 0.3% | Sri Lanka — 0.3% |
| Access Engineering PLC | &nbsp;&nbsp;&nbsp;&nbsp;1978107 | &nbsp;&nbsp;$57296 |
| Ceylon Tobacco Co. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96609 | &nbsp;&nbsp;&nbsp;&nbsp; 161411 |
| Chevron Lubricants Lanka PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216091 | &nbsp;&nbsp;&nbsp;&nbsp; 56718 |
| Commercial Bank of Ceylon PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370657 | &nbsp;&nbsp;&nbsp;&nbsp; 51431 |
| Dialog Axiata PLC | &nbsp;&nbsp;&nbsp;&nbsp;9641167 | &nbsp;&nbsp;&nbsp;&nbsp; 224456 |
| Hatton National Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297576 | &nbsp;&nbsp;&nbsp;&nbsp; 65058 |
| Hemas Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342755 | &nbsp;&nbsp;&nbsp;&nbsp; 52612 |
| John Keells Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;1681224 | &nbsp;&nbsp;&nbsp;&nbsp; 624497 |
| National Development Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525666 | &nbsp;&nbsp;&nbsp;&nbsp; 46417 |
| Nations Trust Bank PLC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314289 | &nbsp;&nbsp;&nbsp;&nbsp; 40342 |
| Nestle Lanka PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15593 | &nbsp;&nbsp;&nbsp;&nbsp; 39184 |
| Sampath Bank PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534947 | &nbsp;&nbsp;&nbsp;&nbsp; 50277 |
| Teejay Lanka PLC | &nbsp;&nbsp;&nbsp;&nbsp;1870121 | &nbsp;&nbsp;&nbsp;&nbsp; 165804 |
|  |  | &nbsp;&nbsp;**$1635503** |
| Taiwan — 7.0% | Taiwan — 7.0% | Taiwan — 7.0% |
| Accton Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13000 | &nbsp;&nbsp;$98719 |
| Acer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73000 | &nbsp;&nbsp;&nbsp;&nbsp; 55738 |
| Advantech Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15357 | &nbsp;&nbsp;&nbsp;&nbsp; 164434 |
| AirTAC International Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp; 301914 |
| ASE Technology Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77247 | &nbsp;&nbsp;&nbsp;&nbsp; 234706 |
| Asia Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125967 | &nbsp;&nbsp;&nbsp;&nbsp; 167787 |
| Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18174 | &nbsp;&nbsp;&nbsp;&nbsp; 158426 |
| AUO Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145600 | &nbsp;&nbsp;&nbsp;&nbsp; 70732 |
| Bora Pharmaceuticals Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp; 121321 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Taiwan (continued) | Taiwan (continued) | Taiwan (continued) |
| Catcher Technology Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27100 | &nbsp;&nbsp;$148830 |
| Cathay Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193989 | &nbsp;&nbsp;&nbsp;&nbsp; 251884 |
| Center Laboratories, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140050 | &nbsp;&nbsp;&nbsp;&nbsp; 215463 |
| Chailease Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32650 | &nbsp;&nbsp;&nbsp;&nbsp; 230025 |
| Cheng Loong Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97000 | &nbsp;&nbsp;&nbsp;&nbsp; 86203 |
| Cheng Shin Rubber Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186010 | &nbsp;&nbsp;&nbsp;&nbsp; 204726 |
| China Airlines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272963 | &nbsp;&nbsp;&nbsp;&nbsp; 168098 |
| China Development Financial Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290000 | &nbsp;&nbsp;&nbsp;&nbsp; 118678 |
| China Petrochemical Development Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407426 | &nbsp;&nbsp;&nbsp;&nbsp; 130595 |
| China Steel Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579815 | &nbsp;&nbsp;&nbsp;&nbsp; 561833 |
| CHO Pharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28701 | &nbsp;&nbsp;&nbsp;&nbsp; 127742 |
| Chunghwa Telecom Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487780 | &nbsp;&nbsp;&nbsp;&nbsp; 1793869 |
| Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138000 | &nbsp;&nbsp;&nbsp;&nbsp; 103364 |
| CTBC Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404000 | &nbsp;&nbsp;&nbsp;&nbsp; 289904 |
| Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31356 | &nbsp;&nbsp;&nbsp;&nbsp; 290670 |
| E Ink Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 130918 |
| E.Sun Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158591 | &nbsp;&nbsp;&nbsp;&nbsp; 123837 |
| Eclat Textile Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17000 | &nbsp;&nbsp;&nbsp;&nbsp; 272902 |
| EirGenix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33000 | &nbsp;&nbsp;&nbsp;&nbsp; 131710 |
| Eternal Materials Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90250 | &nbsp;&nbsp;&nbsp;&nbsp; 91453 |
| EVA Airways Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223334 | &nbsp;&nbsp;&nbsp;&nbsp; 203667 |
| Evergreen Marine Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144113 | &nbsp;&nbsp;&nbsp;&nbsp; 761668 |
| Far Eastern Department Stores, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176642 | &nbsp;&nbsp;&nbsp;&nbsp; 123584 |
| Far Eastern New Century Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564313 | &nbsp;&nbsp;&nbsp;&nbsp; 584797 |
| Far EasTone Telecommunications Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220776 | &nbsp;&nbsp;&nbsp;&nbsp; 473561 |
| Feng Hsin Steel Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40000 | &nbsp;&nbsp;&nbsp;&nbsp; 82647 |
| Feng TAY Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45000 | &nbsp;&nbsp;&nbsp;&nbsp; 301478 |
| First Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182896 | &nbsp;&nbsp;&nbsp;&nbsp; 157531 |
| Formosa Chemicals & Fibre Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213755 | &nbsp;&nbsp;&nbsp;&nbsp; 489566 |
| Formosa Petrochemical Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217153 | &nbsp;&nbsp;&nbsp;&nbsp; 566840 |
| Formosa Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199959 | &nbsp;&nbsp;&nbsp;&nbsp; 563888 |
| Formosa Taffeta Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193000 | &nbsp;&nbsp;&nbsp;&nbsp; 167826 |
| Fubon Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163971 | &nbsp;&nbsp;&nbsp;&nbsp; 299908 |
| Fulgent Sun International Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;&nbsp;&nbsp; 123233 |
| Gamania Digital Entertainment Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52000 | &nbsp;&nbsp;&nbsp;&nbsp; 118128 |
| Giant Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25420 | &nbsp;&nbsp;&nbsp;&nbsp; 165383 |
| Globalwafers Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp; 96997 |
| Goldsun Building Materials Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143000 | &nbsp;&nbsp;&nbsp;&nbsp; 117226 |
| Gongwin Biopharm Holdings Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19605 | &nbsp;&nbsp;&nbsp;&nbsp; 203566 |
| Great Wall Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178602 | &nbsp;&nbsp;&nbsp;&nbsp; 264555 |
| Highwealth Construction Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215423 | &nbsp;&nbsp;&nbsp;&nbsp; 282142 |
| Hiwin Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38233 | &nbsp;&nbsp;&nbsp;&nbsp; 226296 |
| Hon Hai Precision Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170806 | &nbsp;&nbsp;&nbsp;&nbsp; 553622 |
| Hota Industrial Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000 | &nbsp;&nbsp;&nbsp;&nbsp; 101933 |
| Hotai Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32000 | &nbsp;&nbsp;&nbsp;&nbsp; 610782 |
| Hua Nan Financial Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176479 | &nbsp;&nbsp;&nbsp;&nbsp; 128770 |

---

*19*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Taiwan (continued) | Taiwan (continued) | Taiwan (continued) |
| Huaku Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;$248830 |
| Innolux Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409965 | &nbsp;&nbsp;&nbsp;&nbsp; 147357 |
| International Games System Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 253381 |
| Kenda Rubber Industrial Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107000 | &nbsp;&nbsp;&nbsp;&nbsp; 105414 |
| Kinpo Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229000 | &nbsp;&nbsp;&nbsp;&nbsp; 100283 |
| Largan Precision Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 | &nbsp;&nbsp;&nbsp;&nbsp; 134975 |
| Lien Hwa Industrial Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211200 | &nbsp;&nbsp;&nbsp;&nbsp; 343777 |
| Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp; 117800 |
| Lotus Pharmaceutical Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57000 | &nbsp;&nbsp;&nbsp;&nbsp; 454811 |
| Makalot Industrial Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 105878 |
| MediaTek, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27664 | &nbsp;&nbsp;&nbsp;&nbsp; 559336 |
| Medigen Vaccine Biologics Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78477 | &nbsp;&nbsp;&nbsp;&nbsp; 177003 |
| Mega Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187155 | &nbsp;&nbsp;&nbsp;&nbsp; 184371 |
| Merida Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44907 | &nbsp;&nbsp;&nbsp;&nbsp; 243374 |
| Microbio Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99735 | &nbsp;&nbsp;&nbsp;&nbsp; 201403 |
| Micro-Star International Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22000 | &nbsp;&nbsp;&nbsp;&nbsp; 85317 |
| momo.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp; 266367 |
| Nan Kang Rubber Tire Co., Ltd.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100819 | &nbsp;&nbsp;&nbsp;&nbsp; 109566 |
| Nan Ya Plastics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212378 | &nbsp;&nbsp;&nbsp;&nbsp; 489788 |
| Nanya Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51165 | &nbsp;&nbsp;&nbsp;&nbsp; 84968 |
| Nien Made Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14000 | &nbsp;&nbsp;&nbsp;&nbsp; 133777 |
| Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15479 | &nbsp;&nbsp;&nbsp;&nbsp; 158238 |
| OBI Pharma, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92742 | &nbsp;&nbsp;&nbsp;&nbsp; 208152 |
| Pegatron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81486 | &nbsp;&nbsp;&nbsp;&nbsp; 168131 |
| PharmaEssentia Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp; 588893 |
| Pharmally International Holding Co., Ltd.<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp; 0 |
| Polaris Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 229598 |
| Pou Chen Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321309 | &nbsp;&nbsp;&nbsp;&nbsp; 357134 |
| Powerchip Semiconductor Manufacturing Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62000 | &nbsp;&nbsp;&nbsp;&nbsp; 63961 |
| President Chain Store Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78716 | &nbsp;&nbsp;&nbsp;&nbsp; 695980 |
| Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80000 | &nbsp;&nbsp;&nbsp;&nbsp; 187611 |
| Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17542 | &nbsp;&nbsp;&nbsp;&nbsp; 159527 |
| Ruentex Development Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193138 | &nbsp;&nbsp;&nbsp;&nbsp; 271713 |
| Ruentex Industries, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151421 | &nbsp;&nbsp;&nbsp;&nbsp; 319441 |
| Sanyang Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131000 | &nbsp;&nbsp;&nbsp;&nbsp; 144029 |
| Shanghai Commercial & Savings Bank, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105184 | &nbsp;&nbsp;&nbsp;&nbsp; 150671 |
| Silicon Motion Technology Corp. ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 136479 |
| Simplo Technology Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12652 | &nbsp;&nbsp;&nbsp;&nbsp; 117125 |
| Sino-American Silicon Products, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 81448 |
| SinoPac Financial Holdings Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252000 | &nbsp;&nbsp;&nbsp;&nbsp; 137075 |
| Standard Foods Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129000 | &nbsp;&nbsp;&nbsp;&nbsp; 167071 |
| Synnex Technology International Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30569 | &nbsp;&nbsp;&nbsp;&nbsp; 58734 |
| TA Chen Stainless Pipe Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119180 | &nbsp;&nbsp;&nbsp;&nbsp; 164110 |
| TaiDoc Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp; 120216 |
| Tainan Spinning Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359407 | &nbsp;&nbsp;&nbsp;&nbsp; 195947 |
| Taishin Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274000 | &nbsp;&nbsp;&nbsp;&nbsp; 134395 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Taiwan (continued) | Taiwan (continued) | Taiwan (continued) |
| Taiwan Cement Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362497 | &nbsp;&nbsp;$396270 |
| Taiwan Cooperative Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217000 | &nbsp;&nbsp;&nbsp;&nbsp; 183349 |
| Taiwan Fertilizer Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53000 | &nbsp;&nbsp;&nbsp;&nbsp; 92176 |
| Taiwan High Speed Rail Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159000 | &nbsp;&nbsp;&nbsp;&nbsp; 148530 |
| Taiwan Hon Chuan Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42000 | &nbsp;&nbsp;&nbsp;&nbsp; 118597 |
| Taiwan Mobile Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;222858 | &nbsp;&nbsp;&nbsp;&nbsp; 686232 |
| Taiwan Semiconductor Manufacturing Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285747 | &nbsp;&nbsp;&nbsp;&nbsp; 4150035 |
| Tatung Co., Ltd. <sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171000 | &nbsp;&nbsp;&nbsp;&nbsp; 191569 |
| Tong Yang Industry Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86000 | &nbsp;&nbsp;&nbsp;&nbsp; 120035 |
| TTY Biopharm Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48780 | &nbsp;&nbsp;&nbsp;&nbsp; 132200 |
| Tung Ho Steel Enterprise Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49000 | &nbsp;&nbsp;&nbsp;&nbsp; 83906 |
| Unimicron Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39000 | &nbsp;&nbsp;&nbsp;&nbsp; 151405 |
| Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557588 | &nbsp;&nbsp;&nbsp;&nbsp; 1206908 |
| United Microelectronics Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188323 | &nbsp;&nbsp;&nbsp;&nbsp; 247435 |
| Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32544 | &nbsp;&nbsp;&nbsp;&nbsp; 81738 |
| Voltronic Power Technology Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp; 301030 |
| Walsin Lihwa Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326980 | &nbsp;&nbsp;&nbsp;&nbsp; 501712 |
| Wan Hai Lines, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84000 | &nbsp;&nbsp;&nbsp;&nbsp; 218321 |
| Wiwynn Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp; 77596 |
| Yageo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11431 | &nbsp;&nbsp;&nbsp;&nbsp; 166603 |
| Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp;&nbsp; 320760 |
| YFY, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101000 | &nbsp;&nbsp;&nbsp;&nbsp; 80206 |
| Yieh Phui Enterprise Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254465 | &nbsp;&nbsp;&nbsp;&nbsp; 132028 |
| Yuanta Financial Holding Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274834 | &nbsp;&nbsp;&nbsp;&nbsp; 193684 |
| Yulon Motor Co., Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88000 | &nbsp;&nbsp;&nbsp;&nbsp; 177182 |
| YungShin Global Holding Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59000 | &nbsp;&nbsp;&nbsp;&nbsp; 88282 |
|  |  | &nbsp;&nbsp;**$34427319** |
| Thailand — 5.2% | Thailand — 5.2% | Thailand — 5.2% |
| Advanced Info Service PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140900 | &nbsp;&nbsp;$792409 |
| Airports of Thailand PCL<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533300 | &nbsp;&nbsp;&nbsp;&nbsp; 1154315 |
| Amata Corp. PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203300 | &nbsp;&nbsp;&nbsp;&nbsp; 124906 |
| AP Thailand PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549560 | &nbsp;&nbsp;&nbsp;&nbsp; 183915 |
| Bangkok Bank PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42500 | &nbsp;&nbsp;&nbsp;&nbsp; 181420 |
| Bangkok Chain Hospital PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959400 | &nbsp;&nbsp;&nbsp;&nbsp; 567856 |
| Bangkok Dusit Medical Services PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1979400 | &nbsp;&nbsp;&nbsp;&nbsp; 1655293 |
| Bangkok Expressway & Metro PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;741054 | &nbsp;&nbsp;&nbsp;&nbsp; 209571 |
| Banpu PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294200 | &nbsp;&nbsp;&nbsp;&nbsp; 116295 |
| Berli Jucker PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219700 | &nbsp;&nbsp;&nbsp;&nbsp; 223622 |
| BTS Group Holdings PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1033700 | &nbsp;&nbsp;&nbsp;&nbsp; 250733 |
| Bumrungrad Hospital PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203300 | &nbsp;&nbsp;&nbsp;&nbsp; 1243715 |
| Central Pattana PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214700 | &nbsp;&nbsp;&nbsp;&nbsp; 439509 |
| Central Retail Corp. PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442800 | &nbsp;&nbsp;&nbsp;&nbsp; 591131 |
| CH. Karnchang PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194800 | &nbsp;&nbsp;&nbsp;&nbsp; 136553 |
| Charoen Pokphand Foods PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487600 | &nbsp;&nbsp;&nbsp;&nbsp; 348618 |
| Chularat Hospital PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3340700 | &nbsp;&nbsp;&nbsp;&nbsp; 354952 |

---

*20*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Thailand (continued) | Thailand (continued) | Thailand (continued) |
| CP ALL PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314900 | &nbsp;&nbsp;$620326 |
| Delta Electronics (Thailand) PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203700 | &nbsp;&nbsp;&nbsp;&nbsp; 4873892 |
| Electricity Generating PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33200 | &nbsp;&nbsp;&nbsp;&nbsp; 165268 |
| Energy Absolute PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131900 | &nbsp;&nbsp;&nbsp;&nbsp; 368630 |
| Global Power Synergy PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76700 | &nbsp;&nbsp;&nbsp;&nbsp; 161683 |
| Gulf Energy Development PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418400 | &nbsp;&nbsp;&nbsp;&nbsp; 667017 |
| Hana Microelectronics PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405200 | &nbsp;&nbsp;&nbsp;&nbsp; 600582 |
| Home Product Center PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912260 | &nbsp;&nbsp;&nbsp;&nbsp; 407852 |
| Indorama Ventures PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346871 | &nbsp;&nbsp;&nbsp;&nbsp; 407262 |
| Jasmine International PCL<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2504800 | &nbsp;&nbsp;&nbsp;&nbsp; 159264 |
| Kasikornbank PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62500 | &nbsp;&nbsp;&nbsp;&nbsp; 265703 |
| Kiatnakin Phatra Bank PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28900 | &nbsp;&nbsp;&nbsp;&nbsp; 61480 |
| Krung Thai Bank PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407925 | &nbsp;&nbsp;&nbsp;&nbsp; 208174 |
| Land & Houses PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670500 | &nbsp;&nbsp;&nbsp;&nbsp; 191660 |
| Mega Lifesciences PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234200 | &nbsp;&nbsp;&nbsp;&nbsp; 315970 |
| Minor International PCL<sup>(1)(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1219436 | &nbsp;&nbsp;&nbsp;&nbsp; 1134548 |
| PTT Exploration & Production PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193416 | &nbsp;&nbsp;&nbsp;&nbsp; 984994 |
| PTT Global Chemical PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306705 | &nbsp;&nbsp;&nbsp;&nbsp; 417610 |
| PTT PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975200 | &nbsp;&nbsp;&nbsp;&nbsp; 935789 |
| Quality House PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1804283 | &nbsp;&nbsp;&nbsp;&nbsp; 119838 |
| Ratch Group PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152400 | &nbsp;&nbsp;&nbsp;&nbsp; 188277 |
| SCB X PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78000 | &nbsp;&nbsp;&nbsp;&nbsp; 240288 |
| Siam Cement PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50911 | &nbsp;&nbsp;&nbsp;&nbsp; 502411 |
| Siam Global House PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521018 | &nbsp;&nbsp;&nbsp;&nbsp; 336667 |
| Star Petroleum Refining PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362600 | &nbsp;&nbsp;&nbsp;&nbsp; 112020 |
| Supalai PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314400 | &nbsp;&nbsp;&nbsp;&nbsp; 220568 |
| SVI PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380300 | &nbsp;&nbsp;&nbsp;&nbsp; 105863 |
| Thai Beverage PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714200 | &nbsp;&nbsp;&nbsp;&nbsp; 365170 |
| Thai Oil PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100900 | &nbsp;&nbsp;&nbsp;&nbsp; 163553 |
| Thai Union Group PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480092 | &nbsp;&nbsp;&nbsp;&nbsp; 234194 |
| TOA Paint Thailand PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174300 | &nbsp;&nbsp;&nbsp;&nbsp; 169611 |
| Total Access Communication PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96800 | &nbsp;&nbsp;&nbsp;&nbsp; 130573 |
| TPI Polene PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2914200 | &nbsp;&nbsp;&nbsp;&nbsp; 153111 |
| True Corp. PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4118582 | &nbsp;&nbsp;&nbsp;&nbsp; 575240 |
| TTW PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236900 | &nbsp;&nbsp;&nbsp;&nbsp; 61661 |
| VGI PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1361600 | &nbsp;&nbsp;&nbsp;&nbsp; 172953 |
| WHA Corp. PCL<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1492700 | &nbsp;&nbsp;&nbsp;&nbsp; 175669 |
|  |  | &nbsp;&nbsp;**$25550184** |
| Tunisia — 0.8% | Tunisia — 0.8% | Tunisia — 0.8% |
| Attijari Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14910 | &nbsp;&nbsp;$177420 |
| Banque de Tunisie | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142212 | &nbsp;&nbsp;&nbsp;&nbsp; 236784 |
| Banque Internationale Arabe de Tunisie | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22272 | &nbsp;&nbsp;&nbsp;&nbsp; 629773 |
| Banque Nationale Agricole | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25291 | &nbsp;&nbsp;&nbsp;&nbsp; 71483 |
| Carthage Cement<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469841 | &nbsp;&nbsp;&nbsp;&nbsp; 287496 |
| Euro Cycles S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38028 | &nbsp;&nbsp;&nbsp;&nbsp; 314112 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Tunisia (continued) | Tunisia (continued) | Tunisia (continued) |
| Poulina Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112565 | &nbsp;&nbsp;$315857 |
| Societe d'Articles Hygieniques S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151018 | &nbsp;&nbsp;&nbsp;&nbsp; 440642 |
| Societe Frigorifique et Brasserie de Tunis S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;190193 | &nbsp;&nbsp;&nbsp;&nbsp; 826115 |
| Telnet Holding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121453 | &nbsp;&nbsp;&nbsp;&nbsp; 300121 |
| Union Internationale de Banques S.A. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42491 | &nbsp;&nbsp;&nbsp;&nbsp; 327670 |
|  |  | &nbsp;&nbsp;**$3927473** |
| Turkey — 4.8% | Turkey — 4.8% | Turkey — 4.8% |
| Akbank T.A.S. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;352192 | &nbsp;&nbsp;$367998 |
| Aksa Akrilik Kimya Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43933 | &nbsp;&nbsp;&nbsp;&nbsp; 215346 |
| Aksa Enerji Uretim AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306798 | &nbsp;&nbsp;&nbsp;&nbsp; 768988 |
| Alarko Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34678 | &nbsp;&nbsp;&nbsp;&nbsp; 151349 |
| Anadolu Efes Biracilik ve Malt Sanayii AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62978 | &nbsp;&nbsp;&nbsp;&nbsp; 227874 |
| Arcelik AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94450 | &nbsp;&nbsp;&nbsp;&nbsp; 566618 |
| Aygaz AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100427 | &nbsp;&nbsp;&nbsp;&nbsp; 512802 |
| BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149267 | &nbsp;&nbsp;&nbsp;&nbsp; 1090820 |
| Biotrend Cevre VE Enerji Yatirimlari AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237727 | &nbsp;&nbsp;&nbsp;&nbsp; 240749 |
| Coca-Cola Icecek AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33119 | &nbsp;&nbsp;&nbsp;&nbsp; 362447 |
| Dogan Sirketler Grubu Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409879 | &nbsp;&nbsp;&nbsp;&nbsp; 231318 |
| Dogus Otomotiv Servis ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16807 | &nbsp;&nbsp;&nbsp;&nbsp; 176795 |
| EGE Endustri VE Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp; 150855 |
| Emlak Konut Gayrimenkul Yatirim Ortakligi AS | &nbsp;&nbsp;&nbsp;&nbsp;1985507 | &nbsp;&nbsp;&nbsp;&nbsp; 925902 |
| Enka Insaat ve Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214147 | &nbsp;&nbsp;&nbsp;&nbsp; 381167 |
| Eregli Demir ve Celik Fabrikalari TAS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225652 | &nbsp;&nbsp;&nbsp;&nbsp; 495843 |
| Fenerbahce Futbol AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27500 | &nbsp;&nbsp;&nbsp;&nbsp; 106929 |
| Ford Otomotiv Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp; 857189 |
| GEN Ilac VE Saglik Urunleri Sanayi VE Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113141 | &nbsp;&nbsp;&nbsp;&nbsp; 312749 |
| Gubre Fabrikalari TAS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11586 | &nbsp;&nbsp;&nbsp;&nbsp; 163374 |
| Haci Omer Sabanci Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133129 | &nbsp;&nbsp;&nbsp;&nbsp; 321359 |
| Hektas Ticaret TAS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168714 | &nbsp;&nbsp;&nbsp;&nbsp; 338944 |
| Ipek Dogal Enerji Kaynaklari Arastirma Ve Uretim AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106159 | &nbsp;&nbsp;&nbsp;&nbsp; 198589 |
| Is Gayrimenkul Yatirim Ortakligi AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927266 | &nbsp;&nbsp;&nbsp;&nbsp; 527747 |
| Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150444 | &nbsp;&nbsp;&nbsp;&nbsp; 144486 |
| Kerevitas Gida Sanayi ve Ticaret AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144098 | &nbsp;&nbsp;&nbsp;&nbsp; 135027 |
| KOC Holding AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129168 | &nbsp;&nbsp;&nbsp;&nbsp; 579492 |
| Kordsa Teknik Tekstil AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25420 | &nbsp;&nbsp;&nbsp;&nbsp; 131851 |
| Koza Altin Isletmeleri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp; 356499 |
| Logo Yazilim Sanayi Ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147998 | &nbsp;&nbsp;&nbsp;&nbsp; 553858 |
| Mavi Giyim Sanayi Ve Ticaret AS, Class B<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27975 | &nbsp;&nbsp;&nbsp;&nbsp; 197877 |
| Migros Ticaret AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32232 | &nbsp;&nbsp;&nbsp;&nbsp; 252590 |
| MLP Saglik Hizmetleri AS<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99775 | &nbsp;&nbsp;&nbsp;&nbsp; 480246 |
| ODAS Elektrik Uretim ve Sanayi Ticaret AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1320894 | &nbsp;&nbsp;&nbsp;&nbsp; 794552 |
| Pegasus Hava Tasimaciligi AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10262 | &nbsp;&nbsp;&nbsp;&nbsp; 264791 |
| Petkim Petrokimya Holding AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282818 | &nbsp;&nbsp;&nbsp;&nbsp; 302866 |
| Sasa Polyester Sanayi AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93126 | &nbsp;&nbsp;&nbsp;&nbsp; 548333 |

---

*21*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Turkey (continued) | Turkey (continued) | Turkey (continued) |
| Selcuk Ecza Deposu Ticaret ve Sanayi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;128343 | &nbsp;&nbsp;$278077 |
| Sinpas Gayrimenkul Yatirim Ortakligi AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911778 | &nbsp;&nbsp;&nbsp;&nbsp; 170711 |
| Sok Marketler Ticaret AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154751 | &nbsp;&nbsp;&nbsp;&nbsp; 231174 |
| TAV Havalimanlari Holding AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21466 | &nbsp;&nbsp;&nbsp;&nbsp; 107846 |
| Tofas Turk Otomobil Fabrikasi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46630 | &nbsp;&nbsp;&nbsp;&nbsp; 412098 |
| Turk Hava Yollari AO<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67141 | &nbsp;&nbsp;&nbsp;&nbsp; 505766 |
| Turk Telekomunikasyon AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417089 | &nbsp;&nbsp;&nbsp;&nbsp; 547260 |
| Turk Traktor ve Ziraat Makineleri AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4585 | &nbsp;&nbsp;&nbsp;&nbsp; 161432 |
| Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp;&nbsp;1088840 | &nbsp;&nbsp;&nbsp;&nbsp; 2195433 |
| Turkiye Is Bankasi AS, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312874 | &nbsp;&nbsp;&nbsp;&nbsp; 214169 |
| Turkiye Petrol Rafinerileri AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102477 | &nbsp;&nbsp;&nbsp;&nbsp; 2904265 |
| Turkiye Sise ve Cam Fabrikalari AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149987 | &nbsp;&nbsp;&nbsp;&nbsp; 343002 |
| Ulker Biskuvi Sanayi AS<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72512 | &nbsp;&nbsp;&nbsp;&nbsp; 169398 |
| Vestel Elektronik Sanayi ve Ticaret AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57591 | &nbsp;&nbsp;&nbsp;&nbsp; 218991 |
| Yapi ve Kredi Bankasi AS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316986 | &nbsp;&nbsp;&nbsp;&nbsp; 201090 |
| Ziraat Gayrimenkul Yatirim Ortakligi AS | &nbsp;&nbsp;&nbsp;&nbsp;1504758 | &nbsp;&nbsp;&nbsp;&nbsp; 458794 |
|  |  | &nbsp;&nbsp;**$23555725** |
| United Arab Emirates — 2.3% | United Arab Emirates — 2.3% | United Arab Emirates — 2.3% |
| Abu Dhabi Commercial Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94316 | &nbsp;&nbsp;$230821 |
| Abu Dhabi National Oil Co. for Distribution PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1048909 | &nbsp;&nbsp;&nbsp;&nbsp; 1257535 |
| ADNOC Drilling Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922000 | &nbsp;&nbsp;&nbsp;&nbsp; 747397 |
| Agthia Group PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138550 | &nbsp;&nbsp;&nbsp;&nbsp; 150285 |
| Air Arabia PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646580 | &nbsp;&nbsp;&nbsp;&nbsp; 378209 |
| Aldar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753712 | &nbsp;&nbsp;&nbsp;&nbsp; 905643 |
| Apex Investment Co. PSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234400 | &nbsp;&nbsp;&nbsp;&nbsp; 223863 |
| Dana Gas PJSC | &nbsp;&nbsp;&nbsp;&nbsp;1234795 | &nbsp;&nbsp;&nbsp;&nbsp; 308814 |
| Dubai Electricity & Water Authority PJSC | &nbsp;&nbsp;&nbsp;&nbsp;2100300 | &nbsp;&nbsp;&nbsp;&nbsp; 1326530 |
| Dubai Investments PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527093 | &nbsp;&nbsp;&nbsp;&nbsp; 311124 |
| Emaar Properties PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520324 | &nbsp;&nbsp;&nbsp;&nbsp; 827799 |
| Emirates Telecommunications Group Co. PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249055 | &nbsp;&nbsp;&nbsp;&nbsp; 1545841 |
| Fertiglobe PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463700 | &nbsp;&nbsp;&nbsp;&nbsp; 533000 |
| First Abu Dhabi Bank PJSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296080 | &nbsp;&nbsp;&nbsp;&nbsp; 1375689 |
| Ghitha Holding PJSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6700 | &nbsp;&nbsp;&nbsp;&nbsp; 133144 |
| Multiply Group PJSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382500 | &nbsp;&nbsp;&nbsp;&nbsp; 482084 |
| Network International Holdings PLC<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71700 | &nbsp;&nbsp;&nbsp;&nbsp; 259630 |
| Q Holding PJSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189500 | &nbsp;&nbsp;&nbsp;&nbsp; 206380 |
|  |  | &nbsp;&nbsp;**$11203788** |
| Vietnam — 2.3% | Vietnam — 2.3% | Vietnam — 2.3% |
| An Phat Holdings JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99600 | &nbsp;&nbsp;$29752 |
| Bank for Foreign Trade of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251577 | &nbsp;&nbsp;&nbsp;&nbsp; 854334 |
| Bank for Investment and Development of Vietnam JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51100 | &nbsp;&nbsp;&nbsp;&nbsp; 83572 |
| Development Investment Construction Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121611 | &nbsp;&nbsp;&nbsp;&nbsp; 73644 |
| Digiworld Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65200 | &nbsp;&nbsp;&nbsp;&nbsp; 104247 |
| Duc Giang Chemicals JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99300 | &nbsp;&nbsp;&nbsp;&nbsp; 247999 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Vietnam (continued) | Vietnam (continued) | Vietnam (continued) |
| FLC Faros Construction JSC<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;$0 |
| Fpt Digital Retail JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59300 | &nbsp;&nbsp;&nbsp;&nbsp; 173163 |
| Gelex Group JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309000 | &nbsp;&nbsp;&nbsp;&nbsp; 161551 |
| HAGL JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283740 | &nbsp;&nbsp;&nbsp;&nbsp; 110079 |
| Ho Chi Minh City Infrastructure Investment JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp; 109487 |
| Hoa Phat Group JSC | &nbsp;&nbsp;&nbsp;&nbsp;1629993 | &nbsp;&nbsp;&nbsp;&nbsp; 1244283 |
| Hoa Sen Group<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162000 | &nbsp;&nbsp;&nbsp;&nbsp; 79154 |
| Hoang Huy Investment Financial Services JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279600 | &nbsp;&nbsp;&nbsp;&nbsp; 80451 |
| Idico Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90200 | &nbsp;&nbsp;&nbsp;&nbsp; 121893 |
| Khang Dien House Trading and Investment JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76340 | &nbsp;&nbsp;&nbsp;&nbsp; 85565 |
| KIDO Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44303 | &nbsp;&nbsp;&nbsp;&nbsp; 122171 |
| Kinh Bac City Development Holding Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327160 | &nbsp;&nbsp;&nbsp;&nbsp; 334418 |
| Masan Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229632 | &nbsp;&nbsp;&nbsp;&nbsp; 905434 |
| No Va Land Investment Group Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151200 | &nbsp;&nbsp;&nbsp;&nbsp; 90166 |
| PetroVietnam Drilling & Well Services JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459477 | &nbsp;&nbsp;&nbsp;&nbsp; 347740 |
| PetroVietnam Fertilizer & Chemical JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80500 | &nbsp;&nbsp;&nbsp;&nbsp; 146312 |
| PetroVietnam Gas JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117930 | &nbsp;&nbsp;&nbsp;&nbsp; 507008 |
| PetroVietnam Nhon Trach 2 Power JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91200 | &nbsp;&nbsp;&nbsp;&nbsp; 111494 |
| Petrovietnam Power Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1578300 | &nbsp;&nbsp;&nbsp;&nbsp; 712088 |
| PetroVietnam Technical Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92872 | &nbsp;&nbsp;&nbsp;&nbsp; 84467 |
| Petrovietnam Transportation Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104800 | &nbsp;&nbsp;&nbsp;&nbsp; 97649 |
| Phat Dat Real Estate Development Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67877 | &nbsp;&nbsp;&nbsp;&nbsp; 39244 |
| Saigon - Hanoi Commercial Joint Stock Bank<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116035 | &nbsp;&nbsp;&nbsp;&nbsp; 48976 |
| Saigon Beer Alcohol Beverage Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22900 | &nbsp;&nbsp;&nbsp;&nbsp; 162168 |
| Saigon Thuong Tin Commercial JSB<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132900 | &nbsp;&nbsp;&nbsp;&nbsp; 126771 |
| SSI Securities Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132003 | &nbsp;&nbsp;&nbsp;&nbsp; 98797 |
| Thaiholdings JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74800 | &nbsp;&nbsp;&nbsp;&nbsp; 123826 |
| Thanh Thanh Cong - Bien Hoa JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113848 | &nbsp;&nbsp;&nbsp;&nbsp; 69964 |
| Viet Capital Securities JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61230 | &nbsp;&nbsp;&nbsp;&nbsp; 60233 |
| Vietjet Aviation JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160594 | &nbsp;&nbsp;&nbsp;&nbsp; 747172 |
| Vietnam Airlines JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173300 | &nbsp;&nbsp;&nbsp;&nbsp; 102295 |
| Vietnam Construction and Import-Export JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192392 | &nbsp;&nbsp;&nbsp;&nbsp; 140684 |
| Vietnam Dairy Products JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;319848 | &nbsp;&nbsp;&nbsp;&nbsp; 1032396 |
| Vietnam National Petroleum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 40 |
| Viglacera Corp. JSC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76800 | &nbsp;&nbsp;&nbsp;&nbsp; 109885 |
| Vincom Retail JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229413 | &nbsp;&nbsp;&nbsp;&nbsp; 255757 |
| Vingroup JSC<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320579 | &nbsp;&nbsp;&nbsp;&nbsp; 730297 |
| Vinh Hoan Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45200 | &nbsp;&nbsp;&nbsp;&nbsp; 133583 |
| Vinhomes JSC<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165800 | &nbsp;&nbsp;&nbsp;&nbsp; 337038 |
|  |  | &nbsp;&nbsp;**$11337247** |
| Total Common Stocks<br> (identified cost $332,244,277) |  | &nbsp;&nbsp;**$497137959** |

---

*22*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Portfolio of Investments (Unaudited) — continued

------

Rights — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Brazil — 0.0%<sup>(9)</sup> | Brazil — 0.0%<sup>(9)</sup> | Brazil — 0.0%<sup>(9)</sup> |
| Localiza Rent a Car S.A., Exp. 1/31/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;$471 |
|  |  | &nbsp;&nbsp;**$471** |
| South Korea — 0.0%<sup>(9)</sup> | South Korea — 0.0%<sup>(9)</sup> | South Korea — 0.0%<sup>(9)</sup> |
| Lotte Chemical Corp., Exp. 1/20/23<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;$4632 |
|  |  | &nbsp;&nbsp;**$4632** |
| Total Rights<br> (identified cost $0) |  | &nbsp;&nbsp;**$5103** |

---

Short-Term Investments — 0.8%

Affiliated Fund — 0.0%<sup>(9)</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.11%<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358 | &nbsp;&nbsp;$4358 |
| Total Affiliated Fund<br> (identified cost $4,358) |  | &nbsp;&nbsp;**$4358** |

---

Securities Lending Collateral — 0.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.34%<sup>(11)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3830612 | &nbsp;&nbsp;$3830612 |
| Total Securities Lending Collateral<br> (identified cost $3,830,612) |  | &nbsp;&nbsp;**$3830612** |
| Total Short-Term Investments<br> (identified cost $3,834,970) |  | &nbsp;&nbsp;**$3834970** |

---

---

| | |
|:---|:---|
| Total Investments — 101.3%<br> (identified cost $336,079,247) | &nbsp;&nbsp;**$500978032** |
| Other Assets, Less Liabilities — (1.3)% | &nbsp;&nbsp;**$(6579437)** |
| Net Assets — 100.0% | &nbsp;&nbsp;**$494398595** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at December 31, 2022. The aggregate market value of securities on loan at December 31, 2022 was $6,750,942. |

---

<sup>(3)</sup> 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 December 31, 2022, the aggregate value of these securities is $18,957,750 or 3.8% of the Fund's net assets.

<sup>(4)</sup> For fair value measurement disclosure purposes, security is categorized as Level 3 (see Note 9).

<sup>(5)</sup> 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 December 31, 2022, the aggregate value of these securities is $1,767,093 or 0.4% of the Fund's net assets.

<sup>(6)</sup> Trading of securities has been suspended.

<sup>(7)</sup> Securities are traded on separate exchanges for the same entity.

<sup>(8)</sup> Indicates a foreign registered security. Shares issued to foreign investors in markets that have foreign ownership limits.

<sup>(9)</sup> Amount is less than 0.05%.

<sup>(10)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of December 31, 2022.

<sup>(11)</sup> Represents investment of cash collateral received in connection with securities lending.

---

| | | |
|:---|:---|:---|
| Sector Classification of Portfolio | Sector Classification of Portfolio | Sector Classification of Portfolio |
| **Sector** | &nbsp;&nbsp;&nbsp;**Percentage <br> of Net Assets** | &nbsp;&nbsp;&nbsp;**Value** |
| Financials | &nbsp;&nbsp;&nbsp;&nbsp;12.2% | &nbsp;&nbsp;&nbsp;&nbsp;$60245204 |
| Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;10.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52948077 |
| Industrials | &nbsp;&nbsp;&nbsp;&nbsp;10.4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51475750 |
| Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48083686 |
| Health Care | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47622325 |
| Consumer Discretionary | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47474761 |
| Energy | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44712278 |
| Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44450077 |
| Information Technology | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43834228 |
| Utilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29104604 |
| Real Estate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27192072 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3834970 |
| **Total Investments** | &nbsp;&nbsp;&nbsp;**101.3%** | &nbsp;&nbsp;&nbsp;**$500978032** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | – American Depositary Receipt |
| BDR | – Brazilian Depositary Receipt |
| GDR | – Global Depositary Receipt |
| PCL | – Public Company Limited |
| PFC Shares | – Preference Shares |

---

*23*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Statement of Assets and Liabilities (Unaudited)

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**December 31, 2022** |
| Assets |  |
| Unaffiliated investments, at value (identified cost $336,074,889) — including $6,750,942 of securities on loan | &nbsp;&nbsp;$500973674 |
| Affiliated investment, at value (identified cost $4,358) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358 |
| Cash | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59466 |
| Foreign currency, at value (identified cost $3,242,769) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060675 |
| Interest and dividends receivable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;746707 |
| Dividends receivable from affiliated investment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2844 |
| Receivable for investments sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2409254 |
| Receivable for Fund shares sold | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652054 |
| Securities lending income receivable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9329 |
| Tax reclaims receivable | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207259 |
| **Total assets** | &nbsp;&nbsp;**$508125620** |
| Liabilities |  |
| Demand note payable | &nbsp;&nbsp;&nbsp;&nbsp;$6310000 |
| Collateral for securities loaned | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3830612 |
| Payable for Fund shares redeemed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500048 |
| Payable to affiliates: |  |
| &nbsp;&nbsp;&nbsp;Investment adviser fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197020 |
| &nbsp;&nbsp;&nbsp;Administration fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219061 |
| Accrued foreign capital gains taxes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1663837 |
| Accrued expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6447 |
| **Total liabilities** | &nbsp;&nbsp;**$13727025** |
| **Net Assets** | &nbsp;&nbsp;**$494398595** |
| Sources of Net Assets |  |
| Paid-in capital | &nbsp;&nbsp;$330721276 |
| Distributable earnings | &nbsp;&nbsp;&nbsp;&nbsp;163677319 |
| **Net Assets** | &nbsp;&nbsp;**$494398595** |
| Class I Shares |  |
| **Net Assets** | &nbsp;&nbsp;$494398595 |
| **Shares Outstanding** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13064744 |
| **Net Asset Value, Offering Price and Redemption Price Per Share<br> (net assets ÷ shares of beneficial interest outstanding)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37.84 |

---

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Statement of Operations (Unaudited)

------

---

| | |
|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Six Months Ended** |
|  | &nbsp;&nbsp;&nbsp;**December 31, 2022** |
| Investment Income |  |
| Dividend income (net of foreign taxes withheld of $990,199) | &nbsp;&nbsp;&nbsp;$9505895 |
| Dividend income from affiliated investment | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13363 |
| Interest income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| Securities lending income, net | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43298 |
| **Total investment income** | &nbsp;&nbsp;&nbsp;**$9562749** |
| Expenses |  |
| Investment adviser fee | &nbsp;&nbsp;&nbsp;$1180525 |
| Administration fee | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311695 |
| Interest expense and fees | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19671 |
| **Total expenses** | &nbsp;&nbsp;&nbsp;**$2511891** |
| Deduct: |  |
| &nbsp;&nbsp;&nbsp;Waiver and/or reimbursement of expenses by affiliate | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$882 |
| **Total expense reductions** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$882** |
| **Net expenses** | &nbsp;&nbsp;&nbsp;**$2511009** |
| **Net investment income** | &nbsp;&nbsp;&nbsp;**$7051740** |
| Realized and Unrealized Gain (Loss) |  |
| Net realized gain (loss): |  |
| &nbsp;&nbsp;&nbsp;Investment transactions (net of foreign capital gains taxes of $360,787) | &nbsp;&nbsp;$21862294 |
| &nbsp;&nbsp;&nbsp;Foreign currency transactions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1112664) |
| **Net realized gain** | &nbsp;&nbsp;**$20749630** |
| Change in unrealized appreciation (depreciation): |  |
| &nbsp;&nbsp;&nbsp;Investments (including net increase in accrued foreign capital gains taxes of $151,340) | &nbsp;&nbsp;$(13201277) |
| &nbsp;&nbsp;&nbsp;Foreign currency | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634029 |
| **Net change in unrealized appreciation (depreciation)** | &nbsp;&nbsp;**$(12567248)** |
| **Net realized and unrealized gain** | &nbsp;&nbsp;&nbsp;**$8182382** |
| **Net increase in net assets from operations** | &nbsp;&nbsp;**$15234122** |

---

*25*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Statements of Changes in Net Assets

------

---

| | | |
|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> December 31, 2022<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;**Year Ended<br> June 30, 2022** |
| Increase (Decrease) in Net Assets |  |  |
| From operations: |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | &nbsp;&nbsp;&nbsp;&nbsp;$7051740 | &nbsp;&nbsp;&nbsp;$17946938 |
| &nbsp;&nbsp;&nbsp;Net realized gain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20749630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75612449 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12567248) | &nbsp;&nbsp;&nbsp;&nbsp;(226830075) |
| **Net increase (decrease) in net assets from operations** | &nbsp;&nbsp;**$15234122** | &nbsp;&nbsp;**$(133270688)** |
| Distributions to shareholders: |  |  |
| &nbsp;&nbsp;&nbsp;Class I | &nbsp;&nbsp;$(48701817) | &nbsp;&nbsp;$(62878171) |
| **Total distributions to shareholders** | &nbsp;&nbsp;**$(48701817)** | &nbsp;&nbsp;**$(62878171)** |
| Transactions in shares of beneficial interest: |  |  |
| &nbsp;&nbsp;&nbsp;Class I | &nbsp;&nbsp;$(13014922) | &nbsp;&nbsp;$(101943307) |
| **Net decrease in net assets from Fund share transactions** | &nbsp;&nbsp;**$(13014922)** | &nbsp;&nbsp;**$(101943307)** |
| **Net decrease in net assets** | &nbsp;&nbsp;**$(46482617)** | &nbsp;&nbsp;**$(298092166)** |
| Net Assets |  |  |
| At beginning of period | &nbsp;&nbsp;$540881212 | &nbsp;&nbsp;$838973378 |
| **At end of period** | &nbsp;&nbsp;**$494398595** | &nbsp;&nbsp;**$540881212** |

---

*26*

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Financial Highlights

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;**Class I** | &nbsp;&nbsp;&nbsp;**Class I** | &nbsp;&nbsp;&nbsp;**Class I** | &nbsp;&nbsp;&nbsp;**Class I** | &nbsp;&nbsp;&nbsp;**Class I** | &nbsp;&nbsp;&nbsp;**Class I** | |
|  | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> December 31, 2022<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;**Year Ended June 30,** | &nbsp;&nbsp;&nbsp;**Year Ended June 30,** | &nbsp;&nbsp;&nbsp;**Year Ended June 30,** | &nbsp;&nbsp;&nbsp;**Year Ended June 30,** | &nbsp;&nbsp;&nbsp;**Year Ended June 30,** | |
| | &nbsp;&nbsp;&nbsp;**Six Months Ended<br> December 31, 2022<br> (Unaudited)** | | &nbsp;&nbsp;&nbsp;**2022** | &nbsp;&nbsp;&nbsp;**2021** | &nbsp;&nbsp;&nbsp;**2020** | &nbsp;&nbsp;&nbsp;**2019** | <br>&nbsp;&nbsp;&nbsp;**2018** |
| Net asset value — Beginning of period | &nbsp;&nbsp;$40.540 | &nbsp;&nbsp;$54.690 | &nbsp;&nbsp;$40.370 | &nbsp;&nbsp;&nbsp;&nbsp;$48.520 | &nbsp;&nbsp;&nbsp;&nbsp;$48.590 | &nbsp;&nbsp;&nbsp;&nbsp;$47.740 |  |
| Income (Loss) From Operations |  |  |  |  |  |  |  |
| Net investment income<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$0.546 | &nbsp;&nbsp;&nbsp;&nbsp;$1.270 | &nbsp;&nbsp;&nbsp;&nbsp;$0.859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$0.967 |  |
| Net realized and unrealized gain (loss) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.687 | &nbsp;&nbsp;&nbsp;&nbsp;(10.799) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7.971) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(0.110) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.811 |  |
| **Total income (loss) from operations** | &nbsp;&nbsp;&nbsp;&nbsp;**$1.233** | &nbsp;&nbsp;&nbsp;**$(9.529)** | &nbsp;&nbsp;**$15.213** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(6.871)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0.932** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$1.778** |  |
| Less Distributions |  |  |  |  |  |  |  |
| From net investment income | &nbsp;&nbsp;&nbsp;$(1.562) | &nbsp;&nbsp;&nbsp;$(1.242) | &nbsp;&nbsp;&nbsp;$(0.893) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1.279) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1.002) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(0.939) |  |
| From net realized gain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2.371) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3.379) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |  |
| **Total distributions** | &nbsp;&nbsp;&nbsp;**$(3.933)** | &nbsp;&nbsp;&nbsp;**$(4.621)** | &nbsp;&nbsp;&nbsp;**$(0.893)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1.279)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(1.002)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(0.939)** |  |
| **Redemption fees<sup>(1)(2)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$0.011<sup>(3)</sup>** |  |
| **Net asset value — End of period** | &nbsp;&nbsp;**$37.840** | &nbsp;&nbsp;**$40.540** | &nbsp;&nbsp;**$54.690** | &nbsp;&nbsp;&nbsp;&nbsp;**$40.370** | &nbsp;&nbsp;&nbsp;&nbsp;**$48.520** | &nbsp;&nbsp;&nbsp;&nbsp;**$48.590** |  |
| **Total Return<sup>(4)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3.00% <sup>(5)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(18.63)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**37.89%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(14.61)%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2.12%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3.63%** |  |
| Ratios/Supplemental Data |  |  |  |  |  |  |  |
| Net assets, end of period (000's omitted) | &nbsp;&nbsp;$494399 | &nbsp;&nbsp;$540881 | &nbsp;&nbsp;$838973 | &nbsp;&nbsp;$1101459 | &nbsp;&nbsp;$2341680 | &nbsp;&nbsp;$3257773 |  |
| Ratios (as a percentage of average daily net assets): |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Expenses | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% <sup>(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% <sup>(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.96% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.95% |  |
| &nbsp;&nbsp;&nbsp;Net investment income | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.69% <sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.59% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.79% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.46% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.21% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.86% |  |
| Portfolio Turnover | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9% <sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6% |  |

---

<sup>(1)</sup> Computed using average shares outstanding.

<sup>(2)</sup> Redemption fees were discontinued as of September 1, 2016.

<sup>(3)</sup> Represents redemption fees that were inadvertently not charged in prior years that were paid to the Fund by the investment adviser.

<sup>(4)</sup> Returns are historical and are calculated by determining the percentage change in net asset value with all distributions reinvested.

<sup>(5)</sup> Not annualized.

<sup>(6)</sup> Annualized.

<sup>(7)</sup> Includes a reduction by the investment adviser of a portion of its adviser fee due to the Fund's investment in the Liquidity Fund (equal to less than 0.005% of average daily net assets for the six months ended December 31, 2022).

*See Notes to Financial Statements.*

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited)

------

1 Significant Accounting Policies

Parametric Tax-Managed Emerging Markets Fund (the Fund) is a diversified series of Eaton Vance Series Trust II (the Trust). The Trust is a Massachusetts business trust registered under the Investment Company Act of 1940, as amended (the 1940 Act), as an open-end management investment company. The Fund's investment objective is to seek long-term, after-tax returns for its shareholders. The Fund offers Class I shares, which are sold at net asset value and are not subject to a sales charge.

The following is a summary of significant accounting policies of the Fund. The policies are in conformity with accounting principles generally accepted in the United States of America (U.S. GAAP). The Fund is an investment company and follows accounting and reporting guidance in the Financial Accounting Standards Board (FASB) Accounting Standards Codification Topic 946.

A Investment Valuation—The following methodologies are used to determine the market value or fair value of investments.

**Equity Securities. Equity securities (including warrants and rights) listed on a U.S. securities exchange generally are valued at the last sale or closing price on the day of valuation or, if no sales took place on such date, at the mean between the closing bid and ask prices on the exchange where such securities are principally traded. Equity securities listed on the NASDAQ National Market System are valued at the NASDAQ official closing price. Unlisted or listed securities for which closing sales prices or closing quotations are not available are valued at the mean between the latest available bid and ask prices.**

**Foreign Securities and Currencies. Foreign securities and currencies are valued in U.S. dollars, based on foreign currency exchange rate quotations supplied by a third party pricing service. The pricing service uses a proprietary model to determine the exchange rate. Inputs to the model include reported trades and implied bid/ask spreads. The daily valuation of exchange-traded foreign securities generally is determined as of the close of trading on the principal exchange on which such securities trade. Events occurring after the close of trading on foreign exchanges may result in adjustments to the valuation of foreign securities to more accurately reflect their fair value as of the close of regular trading on the New York Stock Exchange. When valuing foreign equity securities that meet certain criteria, the Fund's Trustees have approved the use of a fair value service that values such securities to reflect market trading that occurs after the close of the applicable foreign markets of comparable securities or other instruments that have a strong correlation to the fair-valued securities.**

**Other. Investments in management investment companies (including money market funds) that do not trade on an exchange are valued at the net asset value as of the close of each business day.**

**Fair Valuation. In connection with Rule 2a-5 of the 1940 Act, which became effective September 8, 2022, the Trustees have designated the Fund's investment adviser as its valuation designee. Investments for which valuations or market quotations are not readily available or are deemed unreliable are valued by the investment adviser, as valuation designee, at fair value using methods that most fairly reflect the security's "fair value", which is the amount that the Fund might reasonably expect to receive for the security upon its current sale in the ordinary course. Each such determination is based on a consideration of relevant factors, which are likely to vary from one pricing context to another. These factors may include, but are not limited to, the type of security, the existence of any contractual restrictions on the security's disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies or entities, quotations or relevant information obtained from broker/dealers or other market participants, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company's or entity's financial statements, and an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold.**

B Investment Transactions—Investment transactions for financial statement purposes are accounted for on a trade date basis. Realized gains and losses on investments sold are determined on the basis of identified cost.

C Income—Dividend income is recorded on the ex-dividend date for dividends received in cash and/or securities. However, if the ex-dividend date has passed, certain dividends from foreign securities are recorded as the Fund is informed of the ex-dividend date. Distributions from investment companies are recorded as dividend income, capital gains or return of capital based on the nature of the distribution. Withholding taxes on foreign dividends and capital gains have been provided for in accordance with the Fund's understanding of the applicable countries' tax rules and rates. In consideration of recent decisions rendered by European courts, the Fund has filed additional tax reclaims for previously withheld taxes on dividends earned in certain European Union countries. These filings are subject to various administrative and judicial proceedings within these countries. Due to the uncertainty as to the ultimate resolution of these proceedings, the likelihood of receipt of these reclaims, and the potential timing of payment, no amounts are reflected in the financial statements for such outstanding reclaims. Interest income is recorded on the basis of interest accrued, adjusted for amortization of premium or accretion of discount.

D Federal and Other Taxes—The Fund's policy is to comply with the provisions of the Internal Revenue Code applicable to regulated investment companies and to distribute to shareholders each year substantially all of its net investment income, and all or substantially all of its net realized capital gains. Accordingly, no provision for federal income or excise tax is necessary.

In addition to the requirements of the Internal Revenue Code, the Fund may also be subject to local taxes on the recognition of capital gains in certain countries. In determining the daily net asset value, the Fund estimates the accrual for such taxes, if any, based on the unrealized appreciation on certain portfolio securities and the related tax rates. Taxes attributable to unrealized appreciation are included in the change in unrealized appreciation (depreciation) on investments. Capital gains taxes on securities sold are included in net realized gain (loss) on investments.

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited) — continued

------

As of December 31, 2022, the Fund had no uncertain tax positions that would require financial statement recognition, de-recognition, or disclosure. The Fund files a U.S. federal income tax return annually after its fiscal year-end, which is subject to examination by the Internal Revenue Service for a period of three years from the date of filing.

E Expenses—The majority of expenses of the Trust are directly identifiable to an individual fund. Expenses which are not readily identifiable to a specific fund are allocated taking into consideration, among other things, the nature and type of expense and the relative size of the funds.

F Foreign Currency Translation—Investment valuations, other assets, and liabilities initially expressed in foreign currencies are translated each business day into U.S. dollars based upon current exchange rates. Purchases and sales of foreign investment securities and income and expenses denominated in foreign currencies are translated into U.S. dollars based upon currency exchange rates in effect on the respective dates of such transactions. Recognized gains or losses on investment transactions attributable to changes in foreign currency exchange rates are recorded for financial statement purposes as net realized gains and losses on investments. That portion of unrealized gains and losses on investments that results from fluctuations in foreign currency exchange rates is not separately disclosed.

G Use of Estimates—The preparation of the financial statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. Actual results could differ from those estimates.

H Indemnifications—Under the Trust's organizational documents, its officers and Trustees may be indemnified against certain liabilities and expenses arising out of the performance of their duties to the Fund. Under Massachusetts law, if certain conditions prevail, shareholders of a Massachusetts business trust (such as the Trust) could be deemed to have personal liability for the obligations of the Trust. However, the Trust's Declaration of Trust contains an express disclaimer of liability on the part of Fund shareholders and the By-laws provide that the Trust shall assume, upon request by the shareholder, the defense on behalf of any Fund shareholders. Moreover, the By-laws also provide for indemnification out of Fund property of any shareholder held personally liable solely by reason of being or having been a shareholder for all loss or expense arising from such liability. Additionally, in the normal course of business, the Fund enters into agreements with service providers that may contain indemnification clauses. The Fund's maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Fund that have not yet occurred.

I Interim Financial Statements—The interim financial statements relating to December 31, 2022 and for the six months then ended have not been audited by an independent registered public accounting firm, but in the opinion of the Fund's management, reflect all adjustments, consisting only of normal recurring adjustments, necessary for the fair presentation of the financial statements.

2 Distributions to Shareholders and Income Tax Information

It is the present policy of the Fund to make at least one distribution annually (normally in December) of all or substantially all of its net investment income and to distribute annually all or substantially all of its net realized capital gains. Distributions to shareholders are recorded on the ex-dividend date. Shareholders may reinvest income and capital gain distributions in additional shares of the Fund at the net asset value as of the ex-dividend date or, at the election of the shareholder, receive distributions in cash. Distributions to shareholders are determined in accordance with income tax regulations, which may differ from U.S. GAAP. As required by U.S. GAAP, only distributions in excess of tax basis earnings and profits are reported in the financial statements as a return of capital. Permanent differences between book and tax accounting relating to distributions are reclassified to paid-in capital. For tax purposes, distributions from short-term capital gains are considered to be from ordinary income.

The cost and unrealized appreciation (depreciation) of investments of the Fund at December 31, 2022, as determined on a federal income tax basis, were as follows:

---

| | |
|:---|:---|
| **Aggregate cost** | &nbsp;&nbsp;**$351748437** |
| Gross unrealized appreciation | &nbsp;&nbsp;$209469727 |
| Gross unrealized depreciation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(60240132) |
| **Net unrealized appreciation** | &nbsp;&nbsp;**$149229595** |

---

3 Investment Adviser Fee and Other Transactions with Affiliates

The investment adviser fee is earned by Eaton Vance Management (EVM), an indirect, wholly-owned subsidiary of Morgan Stanley, as compensation for investment advisory services rendered to the Fund. The fee is computed at an annual rate of 0.45% of the Fund's average daily net assets and is payable monthly. For the six months ended December 31, 2022, the investment adviser fee amounted to $1,180,525.

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited) — continued

------

Pursuant to an investment sub-advisory agreement, EVM has delegated the investment management of the Fund to Parametric Portfolio Associates LLC (Parametric), an affiliate of EVM and an indirect, wholly-owned subsidiary of Morgan Stanley. EVM pays Parametric a portion of its investment adviser fee for sub-advisory services provided to the Fund.

The Fund may invest in a money market fund, the Institutional Class of the Morgan Stanley Institutional Liquidity Funds - Government Portfolio (the "Liquidity Fund"), an open-end management investment company managed by Morgan Stanley Investment Management Inc., a wholly-owned subsidiary of Morgan Stanley. The investment adviser fee paid by the Fund is reduced by an amount equal to its pro-rata share of the advisory and administration fees paid by the Fund due to its investment in the Liquidity Fund. For the six months ended December 31, 2022, the investment adviser fee paid was reduced by $882 relating to the Fund's investment in the Liquidity Fund.

The administration fee is earned by EVM as compensation for administrative services rendered to the Fund. The fee is computed at an annual rate of 0.50% of the Fund's average daily net assets. For the six months ended December 31, 2022, the administration fee amounted to $1,311,695. Pursuant to a sub-administrative services agreement with Parametric, EVM pays Parametric a portion of its administration fee for sub-administrative services provided to the Fund. EVM also pays all ordinary operating expenses of the Fund (excluding the investment adviser and administration fees). EVM serves as the sub-transfer agent of the Fund, at no additional cost to the Fund.

During the six months ended December 31, 2022, Parametric reimbursed the Fund $40,132 for an investment loss resulting from a failed trade. The impact of the reimbursement was less than $0.01 per share and had no significant impact on total return.

Trustees and officers of the Fund who are members of EVM's organization receive remuneration for their services to the Fund out of the investment adviser fee. Trustees of the Fund who are not affiliated with EVM are paid for their services to the Fund by EVM and may elect to defer receipt of all or a percentage of their annual fees in accordance with the terms of the Trustees Deferred Compensation Plan. For the six months ended December 31, 2022, no significant amounts have been deferred. Certain officers and Trustees of the Fund are officers of EVM.

4 Purchases and Sales of Investments

Purchases and sales of investments, other than short-term obligations, aggregated $46,954,878 and $93,787,940, respectively, for the six months ended December 31, 2022.

5 Shares of Beneficial Interest

The Fund's Declaration of Trust permits the Trustees to issue an unlimited number of full and fractional shares of beneficial interest (without par value). Transactions in Fund shares were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Six Months Ended<br> December 31, 2022<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;&nbsp;**Six Months Ended<br> December 31, 2022<br> (Unaudited)** | &nbsp;&nbsp;&nbsp;&nbsp;**Year Ended<br> June 30, 2022** | &nbsp;&nbsp;&nbsp;&nbsp;**Year Ended<br> June 30, 2022** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares** | &nbsp;&nbsp;&nbsp;&nbsp;**Amount** |
| **Class I** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Sales | &nbsp;&nbsp;&nbsp;&nbsp; 474752 | &nbsp;&nbsp;&nbsp;&nbsp;$19171357 | &nbsp;&nbsp;&nbsp;&nbsp; 723465 | &nbsp;&nbsp;&nbsp;&nbsp;$34471162 |
| &nbsp;&nbsp;&nbsp;Issued to shareholders electing to receive payments of distributions in Fund shares | &nbsp;&nbsp;&nbsp;&nbsp; 980356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37253545 | &nbsp;&nbsp;&nbsp;&nbsp;1008254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 47771064 |
| &nbsp;&nbsp;&nbsp;Redemptions | &nbsp;&nbsp;&nbsp;&nbsp;(1731986) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(69439824) | &nbsp;&nbsp;&nbsp;&nbsp;(3730748) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(184185533) |
| **Net decrease** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **(276878)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(13014922)** | &nbsp;&nbsp;&nbsp;&nbsp;**(1999029)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(101943307)** |

---

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited) — continued

------

6 Line of Credit

The Fund participates with other portfolios and funds managed by EVM and its affiliates in a $725 million unsecured line of credit agreement with a group of banks, which is in effect through October 24, 2023. In connection with the renewal of the agreement on October 25, 2022, the borrowing limit was decreased from $800 million. Borrowings are made by the Fund solely for temporary purposes related to redemptions and other short-term cash needs. Interest is charged to the Fund based on its borrowings at an amount above either the Secured Overnight Financing Rate (SOFR) or Federal Funds rate. In addition, a fee computed at an annual rate of 0.15% on the daily unused portion of the line of credit is allocated among the participating portfolios and funds at the end of each quarter. Also in connection with the renewal of the agreement, an arrangement fee totaling $150,000 was incurred that was allocated to the participating portfolios and funds. Because the line of credit is not available exclusively to the Fund, it may be unable to borrow some or all of its requested amounts at any particular time. At December 31, 2022, the Fund had a balance outstanding pursuant to this line of credit of $6,310,000 at an annual interest rate of 5.33%. Based on the short-term nature of the borrowings under the line of credit and variable interest rate, the carrying value of the borrowings approximated its fair value at December 31, 2022. If measured at fair value, borrowings under the line of credit would have been considered as Level 2 in the fair value hierarchy (see Note 9) at December 31, 2022. Average borrowings and the average annual interest rate (excluding fees) for the six months ended December 31, 2022 were $883,424 and 3.89%, respectively.

7 Securities Lending Agreement

The Fund has established a securities lending agreement with SSBT as securities lending agent in which the Fund lends portfolio securities to qualified borrowers in exchange for collateral consisting of either cash or securities issued or guaranteed by the U.S. government or its agencies or instrumentalities in an amount at least equal to the market value of the securities on loan. The market value of securities loaned is determined daily and any additional required collateral is delivered to the Fund on the next business day. Cash collateral is invested in the State Street Navigator Securities Lending Government Money Market Portfolio, a money market fund registered under the 1940 Act. The Fund earns interest on the amount invested but it must pay (and at times receive from) the broker a loan rebate fee computed as a varying percentage of the collateral received. For security loans secured by non-cash collateral, the Fund earns a negotiated lending fee from the borrower. A portion of the income earned by the Fund from its investment of cash collateral, net of rebate fees, and lending fees received is allocated to SSBT for its services as lending agent and the portion allocated to the Fund is presented as securities lending income, net on the Statement of Operations. Non-cash collateral is held by the lending agent on behalf of the Fund and cannot be sold or re-pledged by the Fund; accordingly, such collateral is not reflected in the Statement of Assets and Liabilities.

The Fund is subject to possible delay in the recovery of loaned securities. Pursuant to the securities lending agreement, SSBT has provided indemnification to the Fund in the event of default by a borrower with respect to a loan. The Fund bears the risk of loss with respect to the investment of cash collateral.

At December 31, 2022, the value of the securities loaned and the value of the collateral received, which exceeded the value of the securities loaned, amounted to $6,750,942 and $7,217,000, respectively. Collateral received was comprised of cash of $3,830,612 and U.S. government and/or agencies securities of $3,386,388. The securities lending transactions have no contractual maturity date and each of the Fund and borrower has the option to terminate a loan at any time.

The following table provides a breakdown of securities lending transactions accounted for as secured borrowings, the obligations by class of collateral pledged, and the remaining contractual maturity of those transactions as of December 31, 2022.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Remaining Contractual Maturity of the Transactions** | **Remaining Contractual Maturity of the Transactions** | **Remaining Contractual Maturity of the Transactions** | **Remaining Contractual Maturity of the Transactions** | **Remaining Contractual Maturity of the Transactions** |
|  | **Overnight and<br> Continuous** | **<30 days** | **30 to 90 days** | **>90 days** | **Total** |
| Common Stocks | $3830612 | $— | $— | $— | $3830612 |

---

The carrying amount of the liability for collateral for securities loaned at December 31, 2022 approximated its fair value. If measured at fair value, such liability would have been considered as Level 2 in the fair value hierarchy (see Note 9) at December 31, 2022.

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited) — continued

------

8 Investments in Affiliated Funds

At December 31, 2022, the value of the Fund's investment in funds that may be deemed to be affiliated was $4,358, which represents less than 0.05% of the Fund's net assets. Transactions in such funds by the Fund for the six months ended December 31, 2022 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value, <br> beginning<br> of period** | **Purchases** | **Sales <br> proceeds** | **Net <br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend <br> income** | **Shares, <br> end of period** |
| **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** | **Short-Term Investments** |
| Liquidity Fund | $236162 | $31078710 | $(31310514) | $— | $— | $4358 | $13363 | 4358 |

---

9 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 December 31, 2022, the hierarchy of inputs used in valuing the Fund's investments, which are carried at value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3\*** | &nbsp;&nbsp;**Total** |
| Common Stocks: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Asia/Pacific | &nbsp;&nbsp;$8816327 | &nbsp;&nbsp;$249939108 | &nbsp;&nbsp;$0 | &nbsp;&nbsp;$258755435 |
| &nbsp;&nbsp;&nbsp;Emerging Europe | &nbsp;&nbsp;&nbsp;&nbsp; 147353 | &nbsp;&nbsp;&nbsp;&nbsp; 64435628 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 64582981 |
| &nbsp;&nbsp;&nbsp;Latin America | &nbsp;&nbsp;&nbsp;&nbsp;38227596 | &nbsp;&nbsp;&nbsp;&nbsp; 33975547 | &nbsp;&nbsp;&nbsp;&nbsp; 0 | &nbsp;&nbsp;&nbsp;&nbsp; 72203143 |
| &nbsp;&nbsp;&nbsp;Middle East/Africa | &nbsp;&nbsp;&nbsp;&nbsp; 2431553 | &nbsp;&nbsp;&nbsp;&nbsp; 95413861 | &nbsp;&nbsp;&nbsp;&nbsp;3750986 | &nbsp;&nbsp;&nbsp;&nbsp;101596400 |
| **Total Common Stocks** | &nbsp;&nbsp;**$49622829** | &nbsp;&nbsp;**$443,764,144\*\*** | &nbsp;&nbsp;**$3750986** | &nbsp;&nbsp;**$497137959** |
| Rights | &nbsp;&nbsp;$471 | &nbsp;&nbsp;$4632 | &nbsp;&nbsp;$— | &nbsp;&nbsp;$5103 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 4358 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp; 3830612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 3830612 |
| **Total Investments** | &nbsp;&nbsp;**$53458270** | &nbsp;&nbsp;**$443768776** | &nbsp;&nbsp;**$3750986** | &nbsp;&nbsp;**$500978032** |

---

\* 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 six months ended December 31, 2022 is not presented.

------

[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Notes to Financial Statements (Unaudited) — continued

------

10 Risks and Uncertainties

#### Risks Associated with Foreign Investments
Foreign investments can be adversely affected by political, economic and market developments abroad, including the imposition of economic and other sanctions by the United States or another country. There may be less publicly available information about foreign issuers because they may not be subject to reporting practices, requirements or regulations comparable to those to which United States companies are subject. Foreign markets may be smaller, less liquid and more volatile than the major markets in the United States. Trading in foreign markets typically involves higher expense than trading in the United States. The Fund may have difficulties enforcing its legal or contractual rights in a foreign country. Securities that trade or are denominated in currencies other than the U.S. dollar may be adversely affected by fluctuations in currency exchange rates.

Emerging market securities often involve greater risks than developed market securities. Investment markets within emerging market countries are typically smaller, less liquid, less developed and more volatile than those in more developed markets like the United States, and may be focused in certain economic sectors. The information available about an emerging market issuer may be less reliable than for comparable issuers in more developed capital markets. Governmental actions can have a significant effect on the economic conditions in emerging market countries. It may be more difficult to make a claim or obtain a judgment in the courts of these countries than it is in the United States. The possibility of fraud, negligence, undue influence being exerted by an issuer or refusal to recognize ownership exists in some emerging markets. Disruptions due to work stoppages and trading improprieties in foreign securities markets have caused such markets to close. Emerging market securities are also subject to speculative trading, which contributes to their volatility.

On February 24, 2022, Russia launched an invasion of Ukraine, following rising tensions over the buildup of Russian troops along the Ukrainian border and joint military exercises by Russia with Belarus. In response to the invasion, many countries, including the U.S., have imposed economic sanctions on Russian governmental institutions, Russian entities, and Russian individuals. The conflict and sanctions have had a negative impact on the Russian economy, on the Russian currency, and on investments having exposure to Russia, Belarus and Ukraine. The conflict could also have a significant effect on<br> investments outside the region. The duration and extent of the military conflict with Russia and the related sanctions cannot be predicted at this time.

#### Pandemic Risk
An outbreak of respiratory disease caused by a novel coronavirus was first detected in China in late 2019 and subsequently spread internationally. This coronavirus has resulted in closing borders, enhanced health screenings, changes to healthcare service preparation and delivery, quarantines, cancellations, disruptions to supply chains and customer activity, as well as general concern and uncertainty. Health crises caused by outbreaks of disease, such as the coronavirus outbreak, may exacerbate other pre-existing political, social and economic risks and disrupt normal market conditions and operations. The impact of this outbreak has negatively affected the worldwide economy, as well as the economies of individual countries and industries, and could continue to affect the market in significant and unforeseen ways. Other epidemics and pandemics that may arise in the future may have similar effects. Any such impact could adversely affect the Fund's performance, or the performance of the securities in which the Fund invests.

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Parametric

Tax-Managed Emerging Markets Fund

December 31, 2022

Officers and Trustees

------

---

| | |
|:---|:---|
| Officers | Officers |
| Eric A. Stein<br> *President* | &nbsp;&nbsp;Nicholas Di Lorenzo<br> *Secretary* |
| Deidre E. Walsh<br> *Vice President and Chief Legal Officer* | &nbsp;&nbsp;Richard F. Froio<br> *Chief Compliance Officer* |
| James F. Kirchner<br> *Treasurer* |  |

---

Trustees

---

| |
|:---|
| George J. Gorman<br> *Chairperson* |
| Alan C. Bowser\*\* |
| Thomas E. Faust Jr.\* |
| Mark R. Fetting |
| Cynthia E. Frost |
| Valerie A. Mosley |

---

---

| |
|:---|
| Keith Quinton |
| Marcus L. Smith |
| Susan J. Sutherland |
| Scott E. Wennerholm |
| Nancy A. Wiser\*\* |

---

\* Interested Trustee <br> \*\* Mr. Bowser and Ms. Wiser began serving as Trustees effective April 4, 2022.

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Eaton Vance Funds<br>

Privacy Notice April 2021

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;**FACTS** | &nbsp;&nbsp;&nbsp;**WHAT DOES EATON VANCE DO WITH YOUR<br> PERSONAL INFORMATION?** |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;**Why?** | &nbsp;&nbsp;&nbsp;&nbsp;Financial companies choose how they share your personal information. Federal law gives consumers the right to limit some but not all sharing. Federal law also requires us to tell you how we collect, share, and protect your personal information. Please read this notice carefully to understand what we do. |
| &nbsp;&nbsp;&nbsp;**What?** | &nbsp;&nbsp;&nbsp;&nbsp;The types of personal information we collect and share depend on the product or service you have with us. This information can include:<br>■ Social Security number and income<br> ■ investment experience and risk tolerance<br> ■ checking account number and wire transfer instructions |
| &nbsp;&nbsp;&nbsp;**How?** | &nbsp;&nbsp;&nbsp;&nbsp;All financial companies need to share customers' personal information to run their everyday business. In the section below, we list the reasons financial companies can share their customers' personal information; the reasons Eaton Vance chooses to share; and whether you can limit this sharing. |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;**Reasons we can share your<br> personal information** | &nbsp;&nbsp;**Does Eaton Vance<br> share?** | &nbsp;&nbsp;**Can you limit<br> this sharing?** |
| &nbsp;&nbsp;&nbsp;**For our everyday business purposes — such as to process your transactions, maintain your account(s), respond to court orders and legal investigations, or report to credit bureaus** | &nbsp;&nbsp;Yes | &nbsp;&nbsp;No |
| &nbsp;&nbsp;&nbsp;**For our marketing purposes — to offer our products and services to you** | &nbsp;&nbsp;Yes | &nbsp;&nbsp;No |
| &nbsp;&nbsp;&nbsp;**For joint marketing with other financial companies** | &nbsp;&nbsp;No | &nbsp;&nbsp;We don't share |
| &nbsp;&nbsp;&nbsp;**For our investment management affiliates' everyday business purposes — information about your transactions, experiences, and creditworthiness** | &nbsp;&nbsp;Yes | &nbsp;&nbsp;Yes |
| &nbsp;&nbsp;&nbsp;**For our affiliates' everyday business purposes — information about your transactions and experiences** | &nbsp;&nbsp;Yes | &nbsp;&nbsp;No |
| &nbsp;&nbsp;&nbsp;**For our affiliates' everyday business purposes — information about your creditworthiness** | &nbsp;&nbsp;No | &nbsp;&nbsp;We don't share |
| &nbsp;&nbsp;&nbsp;**For our investment management affiliates to market to you** | &nbsp;&nbsp;Yes | &nbsp;&nbsp;Yes |
| &nbsp;&nbsp;&nbsp;**For our affiliates to market to you** | &nbsp;&nbsp;No | &nbsp;&nbsp;We don't share |
| &nbsp;&nbsp;&nbsp;**For nonaffiliates to market to you** | &nbsp;&nbsp;No | &nbsp;&nbsp;We don't share |

---

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;**To limit our<br> sharing** | &nbsp;&nbsp;&nbsp;&nbsp;Call toll-free 1-800-262-1122 or email: EVPrivacy@eatonvance.com<br>**Please note:**<br>If you are a *new* customer, we can begin sharing your information 30 days from the date we sent this notice. When you are *no longer* our customer, we continue to share your information as described in this notice. However, you can contact us at any time to limit our sharing. |
| &nbsp;&nbsp;&nbsp;**Questions?** | &nbsp;&nbsp;&nbsp;&nbsp;Call toll-free 1-800-262-1122 or email: EVPrivacy@eatonvance.com |

---

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Eaton Vance Funds<br>

Privacy Notice — continued April 2021

------

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;**Who we are** | &nbsp;&nbsp;&nbsp;**Who we are** |
| &nbsp;&nbsp;&nbsp;**Who is providing this notice?** | &nbsp;&nbsp;Eaton Vance Management, Eaton Vance Distributors, Inc., Eaton Vance Trust Company, Eaton Vance Management (International) Limited, Eaton Vance Advisers International Ltd., Eaton Vance Global Advisors Limited, Eaton Vance Management's Real Estate Investment Group, Boston Management and Research, Calvert Research and Management, Eaton Vance and Calvert Fund Families and our investment advisory affiliates ("Eaton Vance") (see Investment Management Affiliates definition below) |
| &nbsp;&nbsp;&nbsp;**What we do** | &nbsp;&nbsp;&nbsp;**What we do** |
| &nbsp;&nbsp;&nbsp;**How does Eaton Vance<br> protect my personal<br> information?** | &nbsp;&nbsp;To protect your personal information from unauthorized access and use, we use security measures that comply with federal law. These measures include computer safeguards and secured files and buildings. We have policies governing the proper handling of customer information by personnel and requiring third parties that provide support to adhere to appropriate security standards with respect to such information. |
| &nbsp;&nbsp;&nbsp;**How does Eaton Vance<br> collect my personal<br> information?** | &nbsp;&nbsp;We collect your personal information, for example, when you<br>■ open an account or make deposits or withdrawals from your account<br> ■ buy securities from us or make a wire transfer<br> ■ give us your contact information<br>We also collect your personal information from others, such as credit bureaus, affiliates, or other companies. |
| &nbsp;&nbsp;&nbsp;**Why can't I limit all sharing?** | &nbsp;&nbsp;Federal law gives you the right to limit only<br>■ sharing for affiliates' everyday business purposes — information about your creditworthiness<br> ■ affiliates from using your information to market to you<br> ■ sharing for nonaffiliates to market to you<br>State laws and individual companies may give you additional rights to limit sharing. See below for more on your rights under state law. |
| &nbsp;&nbsp;&nbsp;**Definitions** | &nbsp;&nbsp;&nbsp;**Definitions** |
| &nbsp;&nbsp;&nbsp;**Investment Management<br> Affiliates** | &nbsp;&nbsp;Eaton Vance Investment Management Affiliates include registered investment advisers, registered broker- dealers, and registered and unregistered funds. Investment Management Affiliates does not include entities associated with Morgan Stanley Wealth Management, such as Morgan Stanley Smith Barney LLC and Morgan Stanley & Co. |
| &nbsp;&nbsp;&nbsp;**Affiliates** | &nbsp;&nbsp;Companies related by common ownership or control. They can be financial and nonfinancial companies.<br>■ *Our affiliates include companies with a Morgan Stanley name and financial companies such as Morgan Stanley Smith Barney LLC and Morgan Stanley & Co.* |
| &nbsp;&nbsp;&nbsp;**Nonaffiliates** | &nbsp;&nbsp;Companies not related by common ownership or control. They can be financial and nonfinancial companies.<br>■ *Eaton Vance does not share with nonaffiliates so they can market to you.* |
| &nbsp;&nbsp;&nbsp;**Joint marketing** | &nbsp;&nbsp;A formal agreement between nonaffiliated financial companies that together market financial products or services to you.<br>■ *Eaton Vance doesn't jointly market.* |
| &nbsp;&nbsp;&nbsp;**Other important information** | &nbsp;&nbsp;&nbsp;**Other important information** |
| &nbsp;&nbsp;&nbsp;**Vermont: Except as permitted by law, we will not share personal information we collect about Vermont residents with Nonaffiliates unless you provide us with your written consent to share such information.<br>California: Except as permitted by law, we will not share personal information we collect about California residents with Nonaffiliates and we will limit sharing such personal information with our Affiliates to comply with California privacy laws that apply to us.** | &nbsp;&nbsp;&nbsp;**Vermont: Except as permitted by law, we will not share personal information we collect about Vermont residents with Nonaffiliates unless you provide us with your written consent to share such information.<br>California: Except as permitted by law, we will not share personal information we collect about California residents with Nonaffiliates and we will limit sharing such personal information with our Affiliates to comply with California privacy laws that apply to us.** |

---

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Eaton Vance Funds<br>

IMPORTANT NOTICES

------

**Delivery of Shareholder Documents. The Securities and Exchange Commission (SEC) permits funds to deliver only one copy of shareholder documents, including prospectuses, proxy statements and shareholder reports, to fund investors with multiple accounts at the same residential or post office box address. This practice is often called "householding" and it helps eliminate duplicate mailings to shareholders. *Eaton Vance, or your financial intermediary, may household the mailing of your documents indefinitely unless you instruct Eaton Vance, or your financial intermediary, otherwise.* If you would prefer that your Eaton Vance documents not be householded, please contact Eaton Vance at 1-800-260-0761, or contact your financial intermediary. Your instructions that householding not apply to delivery of your Eaton Vance documents will typically be effective within 30 days of receipt by Eaton Vance or your financial intermediary.**

**Portfolio Holdings. Each Eaton Vance Fund and its underlying Portfolio(s) (if applicable) files a schedule of portfolio holdings on Part F to Form N-PORT with the SEC. Certain information filed on Form N-PORT may be viewed on the Eaton Vance website at www.eatonvance.com, by calling Eaton Vance at 1-800-260-0761 or in the EDGAR database on the SEC's website at www.sec.gov.**

**Proxy Voting. From time to time, funds are required to vote proxies related to the securities held by the funds. The Eaton Vance Funds or their underlying Portfolios (if applicable) vote proxies according to a set of policies and procedures approved by the Funds' and Portfolios' Boards. You may obtain a description of these policies and procedures and information on how the Funds or Portfolios voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, without charge, upon request, by calling 1-800-260-0761 and by accessing the SEC's website at www.sec.gov.**

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

Investment Adviser and Administrator

#### Eaton Vance Management<br> Two International Place<br> Boston, MA 02110
Investment Sub-Adviser

#### Parametric Portfolio Associates LLC<br> 800 Fifth Avenue, Suite 2800<br> Seattle, WA 98104
Principal Underwriter<sup>\*</sup>

#### Eaton Vance Distributors, Inc.<br> Two International Place<br> Boston, MA 02110<br> (617) 482-8260
Custodian

#### State Street Bank and Trust Company<br> State Street Financial Center, One Lincoln Street<br> Boston, MA 02111
Transfer Agent

#### BNY Mellon Investment Servicing (US) Inc.<br> Attn: Eaton Vance Funds<br> P.O. Box 534439<br> Pittsburgh, PA 15253-4439<br> (800) 262-1122
Fund Offices

Two International Place<br> Boston, MA 02110

<sup>\*</sup> **FINRA BrokerCheck.** Investors may check the background of their Investment Professional by contacting the Financial Industry Regulatory Authority (FINRA). FINRA BrokerCheck is a free tool to help investors check the professional background of current and former FINRA-registered securities firms and brokers. FINRA BrokerCheck is available by calling 1-800-289-9999 and at www.FINRA.org. The FINRA BrokerCheck brochure describing this program is available to investors at www.FINRA.org.

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[**Table of Contents**](#job_ev_ar_47c3a10f-c01f-47d8-a470-f9da53f8f779_toc)

7736 12.31.22

------

**Item 2. Code of Ethics** 

Not required in this filing

**Item 3. Audit Committee Financial Expert** 

Not required in this filing

**Item 4. Principal Accountant Fees and Services** 

Not required in this filing

**Item 5. Audit Committee of Listed Registrants** 

Not applicable.

**Item 6. Schedule of Investments** 

Please see schedule of investments contained in the Report to Stockholders included under Item 1 of this Form N-CSR.

**Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies** 

Not applicable.

**Item 8. Portfolio Managers of Closed-End Management Investment Companies** 

Not applicable.

**Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers** 

Not applicable.

**Item 10. Submission of Matters to a Vote of Security Holders** 

No material changes.

**Item 11. Controls and Procedures** 

(a) It is the conclusion of the registrant's principal executive officer and principal financial officer that the effectiveness of the registrant's current disclosure controls and procedures (such disclosure controls and procedures having been evaluated within 90 days of the date of this filing) provide reasonable assurance that the information required to be disclosed by the registrant has been recorded, processed, summarized and reported within the time period specified in the Commission's rules and forms and that the information required to be disclosed by the registrant has been accumulated and communicated to the registrant's principal executive officer and principal financial officer in order to allow timely decisions regarding required disclosure.

(b) There have been no changes in the registrant's internal controls over financial reporting during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

**Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies** 

Not applicable.

**Item 13. Exhibits** 

---

| | |
|:---|:---|
| (a)(1) | Registrant's Code of Ethics – Not applicable (please see Item 2). |
| (a)(2)(i) | [Treasurer's Section 302 certification.](d453932dex99cert.htm) |
| (a)(2)(ii) | [President's Section 302 certification.](d453932dex99cert.htm) |
| (b) | [Combined Section 906 certification.](d453932dex99906cert.htm) |

---

------

**Signatures** 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

<u>Eaton Vance Series Trust II</u>

---

| | |
|:---|:---|
|  By: | /s/ Eric A. Stein |
|  | Eric A. Stein |
|  | President |

---

Date: February 27, 2023

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | |
|:---|:---|
|  By: | /s/ James F. Kirchner |
|  | James F. Kirchner |
|  | Treasurer |

---

Date: February 27, 2023

---

| | |
|:---|:---|
|  By: | /s/ Eric A. Stein |
|  | Eric A. Stein |
|  | President |

---

Date: February 27, 2023

## Ex-99.Cert

**EATON VANCE SERIES TRUST II** 

**FORM N-CSR** 

**Exhibit 13(a)(2)(i)** 

**<u>CERTIFICATION</u>**

I, James F. Kirchner, certify that:

1. I have reviewed this report on Form N-CSR of Eaton Vance Series Trust II;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: February 27, 2023 | /s/ James F. Kirchner |
|  | James F. Kirchner |
|  | Treasurer |

---

------

**EATON VANCE SERIES TRUST II** 

**FORM N-CSR** 

**Exhibit 13(a)(2)(ii)** 

**<u>CERTIFICATION</u>**

I, Eric A. Stein, certify that:

1. I have reviewed this report on Form N-CSR of Eaton Vance Series Trust II;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: February 27, 2023 | /s/ Eric A. Stein |
|  | Eric A. Stein |
|  | President |

---

## Exhibit 99.906

**<u>Form N-CSR Item 13(b) Exhibit</u>**

CERTIFICATION PURSUANT TO

18 U.S.C. SECTION 1350,

AS ADOPTED PURSUANT TO

SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002

The undersigned hereby certify in their capacity as Treasurer and President, respectively, of Eaton Vance Series Trust II (the "**Trust**") that:

(a) the Semiannual Report of the **Trust** on Form N-CSR for the period
ended December 31, 2022 (the "Report") fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

(b) the information contained in the Report fairly presents, in all material respects, the financial condition and
the results of operations of the **Trust** for such period.

**A signed original of this written statement required by section 906 has been provided to the Trust and will be retained by the Trust and furnished to the Securities and Exchange Commission or its staff upon request.** 

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| |
|:---|
| Eaton Vance Series Trust II |
| Date: February 27, 2023 |
| /s/ James F. Kirchner |
| James F. Kirchner |
| Treasurer |
| Date: February 27, 2023 |
| /s/ Eric A. Stein |
| Eric A. Stein |
| President |

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