NPORT-EX 2 NPORT_FG8B_35677252_0424.htm
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024 (Unaudited)
Portfolio of Investments (Unaudited)
Tax-Exempt Municipal Obligations — 95.7%
Security Principal
Amount
(000's omitted) 		Value
Bond Bank — 0.6%
Maine Municipal Bond Bank, 4.00%, 11/1/37 $      1,000 $  1,033,930
Michigan Finance Authority, (Trinity Health Credit Group), 3.00%, 10/1/36        1,500   1,386,045
New Hampshire Municipal Bond Bank, 3.00%, 8/15/34        2,000   1,880,440
Vermont Bond Bank, (Vermont State Colleges System), 3.00%, 10/1/35           75      69,613
      $  4,370,028
Education — 2.3%
Allegheny County Higher Education Building Authority, PA, (Carnegie Mellon University), 4.014%, (70% of SOFR + 0.29%), 8/1/27 (Put Date), 2/1/33(1) $      2,750 $  2,716,835
Connecticut Health and Educational Facilities Authority, (Yale University), 5.00%, 7/1/37        1,280   1,489,818
Duneland School Building Corp., IN, 4.00%, 1/15/35        1,915   2,017,682
Louisiana Public Facilities Authority, (Tulane University), 5.00%, 12/15/27          505     525,266
Ohio State University, Green Bonds, 4.00%, 12/1/38          765     774,371
Oklahoma Agricultural and Mechanical Colleges, (Oklahoma State University), 4.00%, 7/1/34        1,155   1,159,920
Poway Unified School District, CA, (Election of 2008), 0.00%, 8/1/35        1,000     672,730
University of Mississippi Educational Building Corp., 4.00%, 10/1/38        1,540   1,569,583
Virginia College Building Authority, 4.00%, 2/1/33        1,000   1,011,770
Virginia Public School Authority, Prince William County, 3.00%, 10/1/37        1,690   1,511,705
West Lafayette School Building Corp., IN, 5.00%, 7/15/35        2,800   2,952,656
      $ 16,402,336
Electric Utilities — 2.1%
American Municipal Power, Inc., OH, (Prairie State Energy Campus):       
4.00%, 2/15/35 $      5,690 $  5,898,482
4.00%, 2/15/36        1,000   1,029,730
Brownsville, TX, Utilities System Revenue, 5.00%, 9/1/29        1,000   1,023,520
Clark County Public Utility District No. 1, WA, Electric System Revenue, 5.00%, 1/1/36          505     559,277
Florida Municipal Power Agency, 3.00%, 10/1/33        1,825   1,683,325
Garland, TX, Electric Utility System Revenue, 5.00%, 3/1/32          250      255,935
Security Principal
Amount
(000's omitted) 		Value
Electric Utilities (continued)
Los Angeles Department of Water and Power, CA, Power System Revenue, (SPA: Barclays Bank PLC), 2.95%, 7/1/34(2) $      1,000 $  1,000,000
Marquette Board of Light and Power, MI, 5.00%, 7/1/27          735     753,875
North Carolina Municipal Power Agency No. 1, (Catawba), 5.00%, 1/1/29          500     515,435
Public Finance Authority, WI, (Duke Energy Progress, LLC), 3.70% to 10/1/30 (Put Date), 10/1/46        2,730   2,699,642
      $ 15,419,221
Escrowed/Prerefunded — 0.0%(3)
Colorado Health Facilities Authority, (NCMC, Inc.), Escrowed to Maturity, 5.00%, 5/15/25 $        150 $    151,851
      $    151,851
General Obligations — 43.9%
Aldine Independent School District, TX, (PSF Guaranteed):       
4.00%, 2/15/34 $        300 $    304,596
5.00%, 2/15/39          500     560,420
Amarillo Independent School District, TX, (PSF Guaranteed), 4.00%, 2/1/37        2,725   2,769,009
Arlington Independent School District, TX, (PSF Guaranteed), 4.00%, 2/15/34        2,050   2,051,660
Auburn School District No. 408, WA, 4.00%, 12/1/35          775     777,457
Bainbridge Island School District No. 303, WA, 4.00%, 12/1/36          400     403,844
Belding Area Schools, MI, 5.00%, 5/1/30          225     230,868
Beverly Hills Unified School District, CA, (Election of 2018), 4.00%, 8/1/38          715     761,339
Bexar County, TX, 3.00%, 6/15/30        6,000   5,821,620
Boerne Independent School District, TX, (PSF Guaranteed), 4.00%, 2/1/37        1,000   1,006,750
Brookline, MA:       
3.10%, 3/15/33        1,620   1,567,123
3.15%, 3/15/34        1,405   1,362,288
Burbank Unified School District, CA, (Election of 2013), 4.45%, 8/1/36          900     940,428
Burlington, VT, 5.00%, 11/1/29           45      49,577
California:       
2.85%, 12/1/32        1,625   1,506,895
3.00%, 11/1/35        7,250   6,961,160
4.55%, 12/1/37        1,000   1,067,900
Cape May County, NJ, 3.00%, 10/1/31        1,000     970,140
Celina Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/33        1,135    1,143,717
 
1
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
Celina, TX:       
1.625%, 9/1/32 $      3,170 $  2,515,522
1.75%, 9/1/34        3,280   2,498,376
Centennial School District No. 28Jt, OR, 5.00%, 6/15/34          835     924,295
Chaffey Joint Union High School District, CA, (Election of 2012):       
0.00%, 8/1/30          450     361,553
0.00%, 8/1/31          460     356,256
0.00%, 8/1/32          530     395,120
0.00%, 8/1/33          700     500,780
Chambers County Improvement District No. 1, TX:       
4.00%, 9/1/32        1,100   1,111,132
4.00%, 9/1/33        1,000   1,009,420
4.00%, 9/1/34        1,000   1,011,570
Chandler, AZ:       
2.60%, 7/1/30        2,950   2,729,635
2.85%, 7/1/32        1,925   1,790,866
Channelview Independent School District, TX, (PSF Guaranteed), 2.375%, 8/15/35          500     398,630
Chisholm Independent School District No. 695, MN, 0.00%, 2/1/38          820     449,770
Clark County, NV:       
4.00%, 12/1/35        1,820   1,867,575
4.00%, 6/1/36          175     176,768
Coconino County Unified School District No. 1, AZ:       
1.50%, 7/1/32        1,745   1,385,635
1.75%, 7/1/34        2,055   1,585,885
College Station Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/32          320     321,734
College Station, TX:       
3.35%, 2/15/34        2,085   1,994,615
3.45%, 2/15/35        2,150   2,069,375
Colonial School District, PA, 5.00%, 2/15/33           50      50,796
Comal County, TX, 4.00%, 2/1/33        5,580   5,620,511
Connecticut:       
4.00%, 1/15/34        3,000   3,125,190
4.00%, 1/15/35        3,000   3,113,910
Conroe, TX, 4.125%, 3/1/39        1,895   1,929,356
Contra Costa Community College District, CA, (Election of 2014), 4.00%, 8/1/33          100     105,088
Cook County School District No. 25, IL, (Arlington Heights), 5.00%, 12/15/32          630     653,846
Cupertino Union School District, CA, (Election of 2012), 5.00%, 8/1/33          555      578,854
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
Cypress-Fairbanks Independent School District, TX, (PSF Guaranteed), 5.00%, 2/15/35 $      2,235 $  2,543,810
Dallas Center-Grimes Community School District, IA:       
3.00%, 5/1/35        1,075     991,365
3.00%, 5/1/36          910     819,792
David Douglas School District No. 40, OR:       
0.00%, 6/15/31          525     406,219
0.00%, 6/15/34        1,850   1,262,347
0.00%, 6/15/35        1,250     814,300
0.00%, 6/15/36        1,690   1,038,167
0.00%, 6/15/37        1,000     576,180
0.00%, 6/15/38          750     405,263
Dedham, MA, 3.30%, 4/1/36          775     755,695
Del Valle Independent School District, TX, (PSF Guaranteed), 4.00%, 6/15/38          750     760,110
El Paso Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/34          500     503,440
Euless, TX, 5.00%, 2/15/34          125     140,565
Falls City Independent School District, TX, (PSF Guaranteed):       
4.00%, 8/15/34          570     571,374
Prerefunded to 8/15/25, 4.00%, 8/15/34          430     432,258
Florida, (Department of Transportation), 2.00%, 7/1/33        1,535   1,270,765
Forney Independent School District, TX, 0.00%, 8/15/37          150      83,801
Fort Bend Independent School District, TX, (PSF Guaranteed):       
3.00%, 8/15/35          400     366,888
3.00%, 8/15/36          500     450,225
Frenship Independent School District, TX, (PSF Guaranteed), 3.00%, 2/15/36        2,315   2,138,481
Frisco Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/30          400     401,636
Georgia, 5.00%, 2/1/32          795     835,322
Glen Rose Independent School District, TX, (PSF Guaranteed):       
5.00%, 8/15/30          560     623,442
5.00%, 8/15/32          935   1,038,364
5.00%, 8/15/33        1,020   1,131,670
5.00%, 8/15/34          330     365,495
Grosse Pointe Public School System, MI, 3.00%, 5/1/36        1,580   1,441,545
Guilford County, NC, 3.00%, 5/1/35        1,760   1,650,739
Harlandale Independent School District, TX, 5.00%, 8/1/29          845     893,697
Harrisburg School District No. 41-2, SD:       
2.00%, 8/1/32        2,230   1,872,665
2.00%, 8/1/33        1,305    1,070,570
 
2
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
Hawaii, 4.00%, 1/1/37 $      1,000 $  1,018,550
Hays Consolidated Independent School District, TX, (PSF Guaranteed), 3.25%, 2/15/32        3,445   3,341,409
Hays County, TX, 3.00%, 2/15/37        1,750   1,525,177
Hempstead, NY:       
2.00%, 6/15/33        6,035   5,071,210
2.00%, 6/15/34        6,145   5,055,184
Hennepin County, MN, 5.00%, 12/1/33        1,000   1,040,920
Henrico County, VA, 3.35%, 8/1/36        4,970   4,838,494
Homewood, AL, 5.00%, 9/1/29        2,000   2,077,980
Honolulu City and County, HI, 3.00%, 9/1/31          110     104,022
Houston, TX, 4.00%, 3/1/37        1,730   1,734,481
Illinois:       
Series 2022A, 5.00%, 3/1/29        2,250   2,395,125
Series 2022B, 5.00%, 3/1/29        2,000   2,129,000
Independence School District, MO, 3.25%, 3/1/38        2,605   2,477,615
Iowa City Community School District, 2.75%, 6/1/30        2,850   2,649,217
Kansas City, MO:       
3.00%, 2/1/35          800     739,552
4.00%, 2/1/37        2,500   2,582,400
Kennebunk, ME, 2.00%, 10/1/35          600     476,838
Knox County, TN:       
3.00%, 6/1/34        2,715   2,558,100
3.00%, 6/1/35        2,955   2,767,889
Knoxville, TN, 3.00%, 5/1/39        3,365   2,886,160
Krum Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/35          720     721,310
Lake Oswego, OR, 2.50%, 6/1/33        1,405   1,240,685
Lake Washington School District No. 414, WA, 4.00%, 12/1/34        1,000   1,017,430
Lane County School District No. 40, OR, 0.00%, 6/15/38        1,000     525,600
Lexington, MA:       
3.10%, 2/15/34          875     843,771
3.15%, 2/15/35          595     574,157
3.20%, 2/15/36        1,195   1,146,304
Lincoln, NE, 3.00%, 5/15/33        1,040     992,337
Lone Star College System, TX, 3.00%, 2/15/36        1,695   1,551,620
Longview, TX, 4.00%, 9/1/37        1,100   1,118,249
Los Angeles Community College District, CA, (Election of 2008), 4.00%, 8/1/34        1,690   1,709,891
Loudoun County, VA, 3.25%, 12/1/35          910     877,149
Malakoff Independent School District, TX, (PSF Guaranteed), 3.00%, 2/15/35        2,580   2,368,982
Marathon County, WI, 2.00%, 2/1/32        1,350   1,127,884
Massachusetts, 4.00%, 5/1/36        5,050    5,121,558
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
McKinney, TX, 2.50%, 8/15/35 $      2,080 $  1,758,494
Medina Valley Independent School District, TX, (PSF Guaranteed), 4.00%, 2/15/35          325     339,349
Mildred Independent School District, TX, (PSF Guaranteed), 3.00%, 2/15/35          425     394,506
Mill Valley School District, CA:       
2.80%, 8/1/31          110     104,422
2.90%, 8/1/32        1,375   1,310,416
3.00%, 8/1/33        1,235   1,183,500
3.00%, 8/1/34        2,200   2,101,594
Milpitas Unified School District, CA, (Election of 2012), 4.00%, 8/1/32          360     360,119
Monrovia Unified School District, CA, (Election of 2006), 0.00%, 8/1/34        3,550   2,485,887
Montgomery County Municipal Utility District No. 46, TX, 4.00%, 3/1/29        1,295   1,297,214
Morgan County School District, UT, 4.00%, 8/1/34        1,180   1,201,488
Mountain View-Los Altos Union High School District, CA, 0.00%, 8/1/27          175     156,441
Nebo School District, UT, 2.125%, 7/1/34        4,515   3,693,902
Nevada, 2.125%, 5/1/38        2,000   1,483,060
New York, NY, 5.25%, 10/1/39        2,000   2,247,180
Newport News, VA, 3.00%, 2/1/37           90      81,049
Newport-Mesa Unified School District, CA, (Election of 2005):       
0.00%, 8/1/35        3,435   2,373,585
0.00%, 8/1/37        6,580   4,114,671
Orange County, NC:       
3.25%, 8/1/36        3,035   2,862,400
3.30%, 8/1/37        2,470   2,296,804
Pasadena Independent School District, TX, (PSF Guaranteed):       
4.00%, 2/15/39        4,840   4,894,547
4.125%, 2/15/40        3,575   3,628,696
Pasadena, TX:       
4.00%, 2/15/28          500     500,495
4.00%, 2/15/29          150     150,197
4.00%, 2/15/30          440     440,594
4.00%, 2/15/31          650     650,676
Pearland Independent School District, TX, (PSF Guaranteed), 4.00%, 2/15/35          250     255,118
Pecos Barstow Toyah Independent School District, TX, (PSF Guaranteed), 5.00%, 2/15/38        1,575   1,618,990
Pendleton School District No. 16R, Umatilla County, OR, 0.00%, 6/15/27          790     704,664
Pennsylvania, 4.00%, 10/1/37       17,000  17,423,470
Plano, TX, 3.28%, 9/1/35        4,900    4,682,048
 
3
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
Portland, ME, 2.50%, 4/1/35 $      1,765 $  1,523,954
Portland, OR, (Transportation Project), 2.00%, 10/1/35        2,395   1,903,378
Quincy School District No. 144-101, WA, 4.00%, 12/1/34          800     803,016
Racine County, WI:       
0.25%, 3/1/37          785     447,419
0.50%, 3/1/38          870     482,998
Ravenswood City School District, CA, (Election of 2016), 5.00%, 8/1/28          555     579,947
Richardson Independent School District, TX, (PSF Guaranteed), 4.00%, 2/15/35          600     603,462
Richmond, VA:       
2.60%, 7/15/37        7,845   6,494,719
2.65%, 7/15/38        8,005   6,518,792
River Falls School District, WI, 3.20%, 4/1/32        2,185   2,081,431
Romeo Community Schools, MI, 5.00%, 5/1/30          700     719,754
Romulus, MI:       
4.00%, 11/1/31          250     252,873
4.00%, 11/1/32          100     100,752
4.00%, 11/1/33          250     250,930
Round Rock, TX, 4.00%, 8/15/38          725     735,679
San Antonio Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/33          500     504,880
San Jacinto Community College District, TX, 4.00%, 2/15/34        1,445   1,522,091
School District 27J, Adams and Weld Counties and City and County of Broomfield, CO, 4.00%, 12/1/30          450     453,695
Somerville, MA, 1.75%, 10/15/34        4,335   3,389,883
Southside Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/35          500     507,390
Spokane, WA, 4.00%, 12/1/36        2,980   3,019,098
St. Charles County Francis Howell R-III School District, MO, 3.00%, 3/1/33        6,430   6,028,704
St. Charles School District, MO, 3.00%, 3/1/38        1,150     995,843
Stamford, CT, 2.00%, 8/15/33          805     667,232
Sugar Land, TX, 4.00%, 2/15/36        1,000   1,007,760
Travis County, TX:       
3.375%, 3/1/38        2,585   2,393,451
3.375%, 3/1/38          605     560,170
Tukwila, WA, 4.00%, 12/1/35          500     509,150
Tuloso-Midway Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/29          545     546,913
Tyler Independent School District, TX, (PSF Guaranteed), 5.00%, 2/15/36        2,000   2,094,880
Umatilla School District No. 6R, Umatilla County, OR:       
0.00%, 6/15/29          115       95,723
Security Principal
Amount
(000's omitted) 		Value
General Obligations (continued)
Umatilla School District No. 6R, Umatilla County, OR: 
(continued) 		     
0.00%, 6/15/30 $        110 $     88,273
Union County, NC:       
3.00%, 9/1/35        1,070   1,001,402
3.00%, 9/1/36        1,090     995,889
United Independent School District, TX:       
4.00%, 2/15/33          350     353,612
4.00%, 2/15/34          535     542,736
4.00%, 2/15/36          580     585,881
4.00%, 2/15/37          600     602,382
Upper St. Clair Township, PA, 4.00%, 6/1/34          800     810,688
Vestavia Hills, AL, 4.00%, 8/1/35          800     819,256
Village of Dobbs Ferry, NY:       
2.85%, 10/15/35          475     402,800
3.00%, 10/15/36          490     429,348
Washington:       
5.00%, 8/1/35        1,220   1,222,550
5.00%, 8/1/39        1,205   1,290,362
West St. Paul-Mendota Heights-Eagan Independent School District No. 197, MN, 3.55%, 2/1/36        7,615   7,553,166
Westchester County, NY, 2.00%, 10/15/33          650     534,281
Wichita Falls Independent School District, TX, (PSF Guaranteed), 3.00%, 2/1/38        2,920   2,579,207
Will County Community Unit School District No. 365-U, IL, 4.00%, 1/1/30          360     362,542
Williamson County, TX, 3.00%, 2/15/33        3,250   3,026,920
Willis Independent School District, TX, (PSF Guaranteed), 3.00%, 2/15/34          705     695,356
Wisconsin:       
5.00%, 5/1/34(4)        2,625   2,965,672
5.00%, 5/1/35(4)        2,575   2,930,504
Wisconsin Rapids School District, 2.00%, 4/1/34        1,030     788,887
Worthington City School District, OH:       
0.00%, 12/1/28          100      84,734
0.00%, 12/1/29          340     277,906
0.00%, 12/1/30          715     562,583
0.00%, 12/1/31          295     222,955
Yosemite Community College District, CA, (Election of 2004), 0.00%, 8/1/37          165     100,922
Ysleta Independent School District, TX, (PSF Guaranteed), 4.00%, 8/15/37          405     408,183
      $313,781,834
 
4
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
Hospital — 9.6%
California Health Facilities Financing Authority, (Adventist Health System/West), 4.00%, 3/1/27 $         90 $     90,009
California Health Facilities Financing Authority, (El Camino Hospital), 5.00%, 2/1/29          465     487,218
Clarke County Hospital Authority, GA, (Piedmont Healthcare, Inc.), 5.00%, 7/1/30          335     343,878
Cobb County Kennestone Hospital Authority, GA, (WellStar Health System, Inc.), 4.00%, 4/1/34          100     101,410
Colorado Health Facilities Authority, (CommonSpirit Health), 5.00%, 8/1/28        7,035   7,450,135
Colorado Health Facilities Authority, (Sanford Health), 5.00%, 11/1/32        3,000   3,237,270
Connecticut Health and Educational Facilities Authority, (Stamford Hospital), 4.00%, 7/1/30          350     353,640
Glynn-Brunswick Memorial Hospital Authority, GA, (Southeast Georgia Health System), 4.00%, 8/1/35          950     911,164
Grand Forks County, ND, Prerefunded to 10/1/30, 4.00%, 10/1/35          345     365,459
Harris County Cultural Education Facilities Finance Corp., TX, (Texas Children's Hospital), (LOC: TD Bank, N.A.), 3.80%, 10/1/45(2)        5,000   5,000,000
Illinois Finance Authority, (Rush University Medical Center):       
5.00%, 11/15/31        1,000   1,008,980
5.00%, 11/15/32        1,000   1,008,900
Louisville/Jefferson County Metro Government, KY, (Norton Healthcare, Inc.):       
5.00%, 10/1/30        2,000   2,048,300
5.00%, 10/1/31        1,500   1,534,830
5.00%, 10/1/32        2,000   2,044,280
Maryland Health and Higher Educational Facilities Authority, (MedStar Health, Inc.), 5.00%, 8/15/31          875     884,327
Massachusetts Development Finance Agency, (Berkshire Retirement Community, Inc.), 5.00%, 7/1/25          250     249,980
Minneapolis, MN, (Allina Health System), 4.00%, 11/15/36        1,990   2,017,263
Missouri Health and Educational Facilities Authority, (CoxHealth), 5.00%, 11/15/31          440     443,907
Missouri Health and Educational Facilities Authority, (Saint Luke's Health System), 5.00%, 11/15/31        1,000   1,029,330
New Hampshire Health and Education Facilities Authority, (Dartmouth-Hitchcock Obligated Group):       
5.00%, 8/1/28          500     522,400
5.00%, 8/1/29          500     522,730
New Jersey Health Care Facilities Financing Authority, (Princeton HealthCare System):       
5.00%, 7/1/27          700     721,000
5.00%, 7/1/28          600      618,516
Security Principal
Amount
(000's omitted) 		Value
Hospital (continued)
New Jersey Health Care Facilities Financing Authority, (Princeton HealthCare System): (continued)      
5.00%, 7/1/31 $        275 $    283,341
New York Dormitory Authority, (Maimonides Medical Center), 4.00%, 8/1/30          150     154,014
Oregon Facilities Authority, (Samaritan Health Services), 5.00%, 10/1/32          700     713,601
Public Finance Authority, WI, (Renown Regional Medical Center), 5.00%, 6/1/36        2,310   2,422,127
Southcentral Pennsylvania General Authority, (Hanover Hospital, Inc.), 4.00%, 12/1/30          150     151,080
St. Paul Housing and Redevelopment Authority, MN, (HealthPartners Obligated Group), 5.00%, 7/1/30          625     631,837
University of Colorado Hospital Authority, (SPA: TD Bank, N.A.), 3.80%, 11/15/39(2)       27,865  27,865,000
University of Kansas Hospital Authority, (KU Health System), 5.00%, 9/1/27        1,555   1,580,611
Vermont Educational and Health Buildings Financing Agency, (University of Vermont Medical Center):       
5.00%, 12/1/25          285     289,477
5.00%, 12/1/28          180     184,817
5.00%, 12/1/30          300     308,190
5.00%, 12/1/31           70      71,810
Washington Health Care Facilities Authority, (Overlake Hospital Medical Center), 5.00%, 7/1/27          100     101,120
Wisconsin Health and Educational Facilities Authority, (Agnesian HealthCare, Inc.), 5.00%, 7/1/26          400     409,812
Wisconsin Health and Educational Facilities Authority, (Gundersen Health System), 4.00%, 10/15/33          425     433,509
      $ 68,595,272
Housing — 11.3%
Colorado Housing and Finance Authority, Social Bonds, (GNMA), 5.75%, 11/1/53 $      4,930 $  5,209,580
Connecticut Housing Finance Authority, Social Bonds, (FHLMC), (FNMA), (GNMA), 6.00%, 11/15/54        1,910   2,061,349
Connecticut Housing Finance Authority, (Housing Mortgage Finance), 1.45%, 5/15/31        1,220   1,036,964
Florida Housing Finance Corp., (FHLMC), (FNMA), (GNMA), 6.25%, 7/1/55        1,510   1,671,706
Georgia Housing & Finance Authority, 3.65%, 12/1/32          185     178,181
Illinois Housing Development Authority, Social Bonds, (FHLMC), (FNMA), (GNMA), 6.25%, 10/1/53        3,465   3,818,257
Indiana Housing and Community Development Authority, SFMR, Social Bonds, (FHLMC), (FNMA), (GNMA), 4.35%, 7/1/37        3,035    3,108,811
 
5
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
Housing (continued)
Iowa Finance Authority, SFMR, (FHLMC), (FNMA), (GNMA):       
Social Bonds, 1.50%, 1/1/31 $        300 $    245,568
Social Bonds, 1.60%, 7/1/31          175     142,895
Michigan Housing Development Authority, Social Bonds, 6.00%, 6/1/54        8,500   9,179,915
Minnesota Housing Finance Agency:       
2019 Series A, 4.00%, 8/1/34          295     304,015
2019 Series A, 4.00%, 8/1/35          440     451,488
2019 Series C, 4.00%, 8/1/34          240     247,334
(FHLMC), (FNMA), (GNMA), 2.55%, 7/1/39        1,375   1,088,601
New Mexico Mortgage Finance Authority, (FHLMC), (FNMA), (GNMA), 5.75%, 3/1/54        2,975   3,154,422
New York City Housing Development Corp., NY:       
2.65%, 11/1/27           60      57,448
2.85%, 11/1/29           20      18,694
New York Housing Finance Agency, (FHLMC), (FNMA), (GNMA), 2.40%, 11/1/26          150     144,699
New York Mortgage Agency, 3.65%, 4/1/32           95      92,887
North Dakota Housing Finance Agency, Social Bonds, 6.00%, 7/1/54        5,000   5,399,700
Ohio Housing Finance Agency, Social Bonds, (FHLMC), (FNMA), (GNMA), 6.25%, 3/1/55        2,285   2,492,478
Pennsylvania Housing Finance Agency, SFMR, Social Bonds, 6.25%, 10/1/53        5,845   6,314,003
Seattle Housing Authority, WA, (Northgate Plaza), 1.00%, 6/1/26        7,675   7,144,197
South Dakota Housing Development Authority, (FHLMC), (FNMA), (GNMA), 6.25%, 5/1/55        4,500   4,916,250
Tennessee Housing Development Agency, (Residential Finance Program), Social Bonds, (FHLMC), (FNMA), (GNMA), 6.25%, 1/1/54        2,750   2,962,905
Texas Department of Housing and Community Affairs, Social Bonds, (GNMA), 6.00%, 1/1/54        4,965   5,406,140
Utah Housing Corp., (FHLMC), (FNMA), (GNMA), 6.00%, 7/1/54        5,735   6,272,714
Vermont Housing Finance Agency, (FHLMC), (FNMA), (GNMA), 3.85%, 11/1/33          994     975,233
Virginia Housing Development Authority, 2.55%, 5/1/27           90      86,190
Wisconsin Housing and Economic Development Authority Home Ownership Revenue, Social Bonds, (FHLMC), (FNMA), (GNMA), 6.00%, 9/1/54        6,250   6,741,000
      $ 80,923,624
Security Principal
Amount
(000's omitted) 		Value
Insured - Bond Bank — 1.6%
Indianapolis Local Public Improvement Bond Bank, IN, (AGM), 4.00%, 6/1/36 $     10,855 $ 11,200,298
      $ 11,200,298
Insured - Electric Utilities — 0.6%
Municipal Electric Authority of Georgia, (Plant Vogtle Units 3 & 4 Project M):       
(AGM), 4.00%, 1/1/37 $        470 $    474,719
(AGM), 5.00%, 7/1/30          250     273,105
(AGM), 5.00%, 7/1/31          275     304,123
(AGM), 5.00%, 7/1/32          465     520,024
(AGM), 5.00%, 7/1/33          330     369,580
(AGM), 5.00%, 7/1/34          365     408,515
(AGM), 5.00%, 7/1/35          310     346,003
(AGM), 5.00%, 7/1/36          500     554,050
(AGM), 5.00%, 7/1/37          390     427,986
(AGM), 5.00%, 7/1/38          405     441,081
      $  4,119,186
Insured - General Obligations — 0.5%
Fort Bend County Municipal Utility District No. 58, TX, (BAM), 3.00%, 4/1/26 $         10 $      9,796
Mauston School District, WI, (AGM), 1.60%, 3/1/34        2,565   1,938,114
Rialto Unified School District, CA, (Election of 2022):       
(BAM), 0.00%, 8/1/34          400     274,520
(BAM), 0.00%, 8/1/35          425     276,794
(BAM), 0.00%, 8/1/36          500     307,545
(BAM), 0.00%, 8/1/37          750     433,388
(BAM), 0.00%, 8/1/38          500     272,095
      $  3,512,252
Insured - Lease Revenue/Certificates of Participation — 0.5%
Clermont County Port Authority, OH, (West Clermont Local School District), (BAM), 5.00%, 12/1/29 $        100 $    101,905
Fairfield, CA, Certificates of Participation:       
(AGC), 0.00%, 4/1/34        1,000     695,160
(AGC), 0.00%, 4/1/37        5,000   2,982,700
Highlands County School Board, FL, (BAM), 5.00%, 3/1/27           75      75,822
Tahoe-Truckee Unified School District, CA, Certificates of Participation, (BAM), 5.00%, 6/1/31           90      93,607
      $  3,949,194
Insured - Special Tax Revenue — 0.1%
North Houston Development Corp., TX, Tax Increment Contract Revenue, (AGM), 3.00%, 9/1/36 $        880 $    761,499
 
6
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
Insured - Special Tax Revenue (continued)
Vineyard Redevelopment Agency, UT, (AGM), 4.00%, 5/1/36 $        135 $    139,785
      $    901,284
Insured - Transportation — 0.4%
New Brunswick Parking Authority, NJ, (BAM), 5.00%, 9/1/27 $        275 $    280,429
New Orleans Aviation Board, LA, (AGM), 5.00%, 1/1/34        2,485   2,625,800
      $  2,906,229
Insured - Water and Sewer — 0.1%
Gulf Coast Waste Disposal Authority, TX, (AGM), 5.00%, 10/1/30 $        250 $    254,375
Hamburg Municipal Authority, PA, Sewer Revenue:       
(AGM), 2.00%, 10/1/32          320     269,280
(AGM), 2.00%, 10/1/34           30      24,235
      $    547,890
Lease Revenue/Certificates of Participation — 2.9%
Colorado Department of Transportation:       
5.00%, 6/15/30 $        350 $    359,418
5.00%, 6/15/31          310     317,707
Commonwealth Financing Authority, PA, Tobacco Master Settlement Payment Revenue:       
5.00%, 6/1/29        3,000   3,169,890
5.00%, 6/1/30        3,000   3,172,140
Fountain Valley Public Financing Authority, CA, 4.00%, 11/1/28          645     657,726
Greene County, MO, Certificates of Participation, 4.00%, 3/1/35        2,000   2,077,040
Lee County School Board, FL, Certificates of Participation, 5.00%, 8/1/32        1,495   1,529,669
Los Angeles Unified School District, CA, Sustainability Bonds, 5.00%, 10/1/38        2,450   2,770,362
New Jersey Transportation Trust Fund Authority, (Transportation Program), 5.25%, 6/15/39        5,250   5,846,610
Noblesville Multi-School Building Corp., IN, 3.00%, 7/15/33          275     263,241
Public Finance Authority, WI, (KU Campus Development Corp.), 5.00%, 3/1/29          500     512,725
      $ 20,676,528
Other Revenue — 5.9%
California Community Choice Financing Authority, Clean Energy Project Revenue:       
Green Bonds, 4.00% to 8/1/28 (Put Date), 5/1/53 $      5,300 $  5,282,828
Green Bonds, 4.00% to 8/1/31 (Put Date), 2/1/52        2,020    1,997,033
Security Principal
Amount
(000's omitted) 		Value
Other Revenue (continued)
Kentucky Public Energy Authority, Gas Supply Revenue, 4.00% to 2/1/28 (Put Date), 2/1/50 $      5,000 $  4,987,450
Louisiana Local Government Environmental Facilities and Community Development Authority, (Jefferson Parish):       
5.00%, 4/1/27          500     515,660
5.00%, 4/1/29          275     283,096
Main Street Natural Gas, Inc., GA, Gas Supply Revenue:       
4.00% to 12/1/29 (Put Date), 9/1/52       23,115  22,974,461
5.00% to 3/1/30 (Put Date), 7/1/53        2,500   2,625,750
New York City Cultural Resources Trust, NY, (Carnegie Hall), 5.00%, 12/1/29           85      92,822
Philadelphia Energy Authority:       
Sustainability Bonds, 5.00%, 11/1/33          850     959,454
Sustainability Bonds, 5.00%, 11/1/38          850     931,065
Sustainability Bonds, 5.00%, 11/1/43          750     800,985
Tennergy Corp., TN, Gas Supply Revenue, 4.00% to 9/1/28 (Put Date), 12/1/51        1,150   1,140,811
      $ 42,591,415
Senior Living/Life Care — 1.3%
Baltimore County, MD, (Riderwood Village, Inc.):       
4.00%, 1/1/30 $      1,455 $  1,448,874
4.00%, 1/1/32          350     347,508
4.00%, 1/1/33          600     594,066
4.00%, 1/1/34          685     692,145
4.00%, 1/1/35          615     620,160
Buffalo and Erie County Industrial Land Development Corp., NY, (Orchard Park CCRC, Inc.):       
5.00%, 11/15/28           50      50,603
5.00%, 11/15/30          910     920,702
California Statewide Communities Development Authority, (American Baptist Homes of the West), 5.00%, 10/1/25          100     100,668
Cumberland County Municipal Authority, PA, (Diakon Lutheran Social Ministries), 5.00%, 1/1/27        1,035   1,044,460
East Hempfield Township Industrial Development Authority, PA, (Willow Valley Communities), 5.00%, 12/1/31          310     313,419
Missouri Health and Educational Facilities Authority, (Lutheran Senior Services), 3.00%, 2/1/27          975     935,122
North Carolina Medical Care Commission, (United Methodist Retirement Homes):       
Series 2016A, 5.00%, 10/1/30           10      10,281
Series 2016A, 5.00%, 10/1/31          300      308,358
 
7
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
Senior Living/Life Care (continued)
Washington Housing Finance Commission, WA, (Emerald Heights), 5.00%, 7/1/38 $      1,580 $  1,659,806
      $  9,046,172
Special Tax Revenue — 4.0%
Allentown Neighborhood Improvement Zone Development Authority, PA:       
5.00%, 5/1/28 $        340 $    353,229
5.00%, 5/1/29          450     471,830
5.00%, 5/1/30          425     449,110
5.00%, 5/1/31          575     611,421
Connecticut, Special Tax Obligation Bonds:       
5.00%, 7/1/34        1,000   1,153,270
5.00%, 7/1/39        3,000   3,366,570
Miami-Dade County, FL, Special Obligation Bonds:       
5.00%, 4/1/30          950     973,180
5.00%, 4/1/31          895     916,176
5.00%, 4/1/32          735     751,978
New York City Transitional Finance Authority, NY, Future Tax Revenue:       
4.00%, 8/1/37        1,995   1,979,539
4.00%, 2/1/38          310     314,752
5.00%, 8/1/33        1,190   1,192,059
New York Dormitory Authority, Personal Income Tax Revenue, 4.00%, 2/15/37        6,950   7,077,532
New York Dormitory Authority, Sales Tax Revenue, 5.00%, 3/15/32        1,800   1,828,566
New York State Urban Development Corp., Personal Income Tax Revenue:       
4.00%, 3/15/35        2,885   2,986,408
4.00%, 3/15/39        2,900   2,928,826
Triborough Bridge and Tunnel Authority, NY, Green Bonds, 5.25%, 11/15/39        1,000   1,145,350
      $ 28,499,796
Transportation — 3.1%
Central Texas Regional Mobility Authority, 4.00%, 1/1/34 $         70 $     71,844
Chicago, IL, (O'Hare International Airport):       
5.00%, 1/1/28          150     151,082
5.00%, 1/1/29          150     151,137
5.00%, 1/1/30          500     503,955
5.00%, 1/1/31        1,000   1,008,020
5.25%, 1/1/32        2,565   2,692,865
Denver City and County, CO, Airport System Revenue, 5.00%, 11/15/31        1,450    1,508,478
Security Principal
Amount
(000's omitted) 		Value
Transportation (continued)
Fort Bend County, TX, Toll Road Revenue, 5.00%, 3/1/28 $        500 $    505,960
Illinois Toll Highway Authority:       
5.00%, 1/1/29          175     179,226
5.00%, 12/1/32          350     356,457
Los Angeles Department of Airports, CA, (Los Angeles International Airport):       
5.00%, 5/15/33          225     245,050
5.00%, 5/15/34          200     203,954
Maryland Department of Transportation, 3.00%, 9/1/32        4,800   4,578,576
Metropolitan Transportation Authority, NY, 3.988%, (67% of SOFR + 0.43%), 11/1/26(1)        1,440   1,433,880
New Orleans Aviation Board, LA, 5.00%, 1/1/28          150     155,552
North Texas Tollway Authority, 4.125%, 1/1/39        6,000   6,100,620
Portland, ME, Airport Revenue, Green Bonds, 5.00%, 1/1/29          225     241,261
Salt Lake City, UT, (Salt Lake City International Airport):       
5.00%, 7/1/31          300     321,297
5.00%, 7/1/32          660     706,688
5.00%, 7/1/33          600     642,246
5.00%, 7/1/34          450     481,518
      $ 22,239,666
Water and Sewer — 4.9%
Colorado Springs, CO, Utilities System Revenue, (SPA: Sumitomo Mitsui Banking Corp.), 3.77%, 11/1/28(2) $      3,200 $  3,200,000
Dallas, TX, Waterworks and Sewer System Revenue, 4.00%, 10/1/37          800     800,000
Indiana Finance Authority, (CWA Authority, Inc.), 4.00%, 10/1/36        1,475   1,514,102
Indiana Finance Authority, (CWA Authority, Inc.), Green Bonds, 4.00%, 10/1/37        1,595   1,621,876
Jefferson County, AL, Sewer Revenue, 5.00%, 10/1/39        5,000   5,393,600
Louisville and Jefferson County Metropolitan Sewer District, KY, Green Bonds, 4.00%, 5/15/36          220     229,176
Marin Public Financing Authority, CA, (Sausalito-Marin City Sanitary District), 4.00%, 4/1/32          575     591,267
Memphis, TN, Sanitary Sewerage System Revenue, 4.00%, 10/1/32        1,700   1,716,167
Mesa, AZ, Utility Systems Revenue, 5.00%, 7/1/29          500     517,050
Metropolitan Utilities District of Omaha Water System Revenue, NE, 3.25%, 12/1/31        1,720   1,676,622
New York State Environmental Facilities Corp., (New York City Municipal Water Finance Authority), 4.00%, 6/15/37          155     157,486
Portland, OR, Sewer System Revenue, 3.00%, 3/1/37          710      633,533
 
8
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
Security Principal
Amount
(000's omitted) 		Value
Water and Sewer (continued)
Rapid City, SD, Water Revenue:       
4.00%, 11/1/29 $        600 $    606,300
4.00%, 11/1/30          670     677,410
San Francisco City and County Public Utilities Commission, CA, Wastewater Revenue, 4.00%, 10/1/37          185     197,060
Santa Maria, CA, Water & Wastewater Revenue, 3.00%, 2/1/35        2,165   2,069,285
Southeast Energy Authority, AL, (Project No. 2), 4.00% to 12/1/31 (Put Date), 12/1/51        2,950   2,888,965
Southeast Energy Authority, AL, (Project No. 6), (Liq: Royal Bank of Canada), 5.00% to 6/1/30 (Put Date), 1/1/54        1,500   1,577,925
Texas Water Development Board:       
4.00%, 8/1/35        4,115   4,315,195
4.00%, 10/15/36          500     503,610
4.00%, 10/15/36          700     710,703
Washington Suburban Sanitary District, MD, 2.00%, 6/1/34        2,000   1,627,880
Winston-Salem, NC, Water & Sewer System Revenue, 2.375%, 6/1/38        2,085   1,630,491
      $ 34,855,703
Total Tax-Exempt Municipal Obligations
(identified cost $681,195,367) 		    $684,689,779
    
U.S. Treasury Obligations — 0.0%(3)
Security Principal
Amount
(000's omitted) 		Value
U.S. Treasury Notes, 3.75%, 12/31/28 $        118 $    113,142
Total U.S. Treasury Obligations
(identified cost $116,751) 		    $    113,142
    
Short-Term Investments — 4.4%
Security Shares Value
Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 5.22%(5)   31,277,339 $ 31,277,339
Total Short-Term Investments
(identified cost $31,277,339) 		    $ 31,277,339
Total Investments — 100.1%
(identified cost $712,589,457) 		    $716,080,260
Other Assets, Less Liabilities — (0.1)%     $   (903,302)
Net Assets — 100.0%     $715,176,958
The percentage shown for each investment category in the Portfolio of Investments is based on net assets.
(1) Floating rate security. The stated interest rate represents the rate in effect at April 30, 2024.
(2) Variable rate demand obligation that may be tendered at par on any day for payment the lesser of 5 business days or 7 calendar days. The stated interest rate, which generally resets weekly, is determined by the remarketing agent and represents the rate in effect at April 30, 2024.
(3) Amount is less than 0.05%.
(4) When-issued security.
(5) May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of April 30, 2024.
At April 30, 2024, the concentration of the Fund’s investments in the various states, determined as a percentage of net assets, is as follows:
 Texas 17.4%
 Others, representing less than 10% individually 78.3%
The Fund invests primarily in debt securities issued by municipalities. The ability of the issuers of the debt securities to meet their obligations may be affected by economic developments in a specific industry or municipality. At April 30, 2024, 3.8% of total investments are backed by bond insurance of various financial institutions and financial guaranty assurance agencies. The aggregate percentage insured by an individual financial institution or financial guaranty assurance agency ranged from 0.3% to 3.0% of total investments.
Abbreviations:
AGC – Assured Guaranty Corp.
AGM – Assured Guaranty Municipal Corp.
BAM – Build America Mutual Assurance Co.
FHLMC – Federal Home Loan Mortgage Corp.
FNMA – Federal National Mortgage Association
GNMA – Government National Mortgage Association
Liq – Liquidity Provider
LOC – Letter of Credit
PSF – Permanent School Fund
SFMR – Single Family Mortgage Revenue
 
9
Parametric
TABS 5-to-15 Year Laddered Municipal Bond Fund
April 30, 2024
Portfolio of Investments (Unaudited) — continued
 
SOFR – Secured Overnight Financing Rate
 
SPA – Standby Bond Purchase Agreement
 
The Fund did not have any open derivative instruments at April 30, 2024.
Affiliated Investments
At April 30, 2024, the value of the Fund's investment in funds that may be deemed to be affiliated was $31,277,339, which represents 4.4% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended April 30, 2024 were as follows:
Name Value,
beginning
of period 		Purchases Sales
proceeds 		Net realized
gain (loss) 		Change in
unrealized
appreciation
(depreciation) 		Value, end
of period 		Dividend
income 		Shares,
end of period
Short-Term Investments 
Liquidity Fund, Institutional Class(1) $36,302,705 $41,048,694 $(46,074,060) $ — $ — $31,277,339 $558,762 31,277,339
(1) Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.
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 April 30, 2024, the hierarchy of inputs used in valuing the Fund's investments, which are carried at fair value, were as follows:
Asset Description  Level 1  Level 2  Level 3  Total 
Tax-Exempt Municipal Obligations $       — $684,689,779 $ — $684,689,779
U.S. Treasury Obligations        —     113,142  —     113,142
Short-Term Investments 31,277,339         —  —  31,277,339
Total Investments $31,277,339 $684,802,921 $ — $716,080,260
For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semi-annual or annual report to shareholders.
10