# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-25-043550
**Filing Date:** 2025-12
**Character Count:** 121598
**Document Hash:** d4760ea3b4f41f07a23b12e01da17674
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043550.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043550

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Mutual Funds Trust
- **CENTRAL INDEX KEY:** 0000745463

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 251607281

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 19950711

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE GOVERNMENT OBLIGATIONS TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Parametric Volatility Risk Premium - Defensive Fund (Series ID: S000056237)

| Class ID   | Class Name                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000177028 | Parametric Volatility Risk Premium - Defensive Fund Class I | EIVPX           |

## Nport-Ex

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited)

------

Common Stocks — 51.4%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Aerospace & Defense — 1.2% | Aerospace & Defense — 1.2% | Aerospace & Defense — 1.2% |
| General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17067 | &nbsp;&nbsp;$5272850 |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 | &nbsp;&nbsp;&nbsp;&nbsp; 1972695 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp; 2331591 |
| RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27037 | &nbsp;&nbsp;&nbsp;&nbsp; 4826104 |
|  |  | &nbsp;&nbsp;**$14403240** |
| Air Freight & Logistics — 0.1% | Air Freight & Logistics — 0.1% | Air Freight & Logistics — 0.1% |
| Expeditors International of Washington, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466 | &nbsp;&nbsp;$910105 |
|  |  | &nbsp;&nbsp;**$910105** |
| Automobile Components — 0.0%<sup>†</sup> | Automobile Components — 0.0%<sup>†</sup> | Automobile Components — 0.0%<sup>†</sup> |
| Phinia, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206 | &nbsp;&nbsp;$114513 |
|  |  | &nbsp;&nbsp;**$114513** |
| Automobiles — 1.4% | Automobiles — 1.4% | Automobiles — 1.4% |
| Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;164893 | &nbsp;&nbsp;$2165045 |
| Tesla, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32104 | &nbsp;&nbsp;&nbsp;&nbsp; 14657402 |
|  |  | &nbsp;&nbsp;**$16822447** |
| Banks — 1.8% | Banks — 1.8% | Banks — 1.8% |
| Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;104553 | &nbsp;&nbsp;$5588358 |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45093 | &nbsp;&nbsp;&nbsp;&nbsp; 1876771 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120186 | &nbsp;&nbsp;&nbsp;&nbsp; 1855672 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37320 | &nbsp;&nbsp;&nbsp;&nbsp; 11610998 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75705 | &nbsp;&nbsp;&nbsp;&nbsp; 1832061 |
|  |  | &nbsp;&nbsp;**$22763860** |
| Beverages — 0.6% | Beverages — 0.6% | Beverages — 0.6% |
| Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66724 | &nbsp;&nbsp;$4597283 |
| PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20930 | &nbsp;&nbsp;&nbsp;&nbsp; 3057664 |
|  |  | &nbsp;&nbsp;**$7654947** |
| Biotechnology — 0.8% | Biotechnology — 0.8% | Biotechnology — 0.8% |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25007 | &nbsp;&nbsp;$5452526 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8174 | &nbsp;&nbsp;&nbsp;&nbsp; 2439367 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7341 | &nbsp;&nbsp;&nbsp;&nbsp; 1132496 |
| Moderna, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19146 | &nbsp;&nbsp;&nbsp;&nbsp; 520006 |
|  |  | &nbsp;&nbsp;**$9544395** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Broadline Retail — 2.2% | Broadline Retail — 2.2% | Broadline Retail — 2.2% |
| Amazon.com, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;110417 | &nbsp;&nbsp;$26966040 |
|  |  | &nbsp;&nbsp;**$26966040** |
| Building Products — 0.2% | Building Products — 0.2% | Building Products — 0.2% |
| A.O. Smith Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16850 | &nbsp;&nbsp;$1111931 |
| Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25291 | &nbsp;&nbsp;&nbsp;&nbsp; 1504562 |
|  |  | &nbsp;&nbsp;**$2616493** |
| Capital Markets — 1.3% | Capital Markets — 1.3% | Capital Markets — 1.3% |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;$1979058 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7852 | &nbsp;&nbsp;&nbsp;&nbsp; 1928765 |
| Coinbase Global, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4439 | &nbsp;&nbsp;&nbsp;&nbsp; 1526039 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56088 | &nbsp;&nbsp;&nbsp;&nbsp; 1329286 |
| Moody's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4962 | &nbsp;&nbsp;&nbsp;&nbsp; 2383248 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24914 | &nbsp;&nbsp;&nbsp;&nbsp; 2129898 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5870 | &nbsp;&nbsp;&nbsp;&nbsp; 2859923 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18847 | &nbsp;&nbsp;&nbsp;&nbsp; 2179844 |
|  |  | &nbsp;&nbsp;**$16316061** |
| Chemicals — 0.6% | Chemicals — 0.6% | Chemicals — 0.6% |
| Albemarle Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11320 | &nbsp;&nbsp;$1111964 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10887 | &nbsp;&nbsp;&nbsp;&nbsp; 906778 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp; 3556386 |
| Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320 | &nbsp;&nbsp;&nbsp;&nbsp; 2180021 |
| Solstice Advanced Materials, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | &nbsp;&nbsp;&nbsp;&nbsp; 139582 |
|  |  | &nbsp;&nbsp;**$7894731** |
| Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9107 | &nbsp;&nbsp;$1896442 |
|  |  | &nbsp;&nbsp;**$1896442** |
| Communications Equipment — 0.5% | Communications Equipment — 0.5% | Communications Equipment — 0.5% |
| Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71563 | &nbsp;&nbsp;$5231971 |
| F5, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp;&nbsp; 1046615 |
|  |  | &nbsp;&nbsp;**$6278586** |
| Construction & Engineering — 0.2% | Construction & Engineering — 0.2% | Construction & Engineering — 0.2% |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6781 | &nbsp;&nbsp;$3045551 |
|  |  | &nbsp;&nbsp;**$3045551** |
| Consumer Finance — 0.4% | Consumer Finance — 0.4% | Consumer Finance — 0.4% |
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14215 | &nbsp;&nbsp;$3127158 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32515 | &nbsp;&nbsp;&nbsp;&nbsp; 2418466 |
|  |  | &nbsp;&nbsp;**$5545624** |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Consumer Staples Distribution & Retail — 1.0% | Consumer Staples Distribution & Retail — 1.0% | Consumer Staples Distribution & Retail — 1.0% |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6395 | &nbsp;&nbsp;$5828723 |
| Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23840 | &nbsp;&nbsp;&nbsp;&nbsp; 1516939 |
| Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54363 | &nbsp;&nbsp;&nbsp;&nbsp; 5500448 |
|  |  | &nbsp;&nbsp;**$12846110** |
| Containers & Packaging — 0.2% | Containers & Packaging — 0.2% | Containers & Packaging — 0.2% |
| Avery Dennison Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5624 | &nbsp;&nbsp;$983581 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp;&nbsp;&nbsp; 1167317 |
| Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7254 | &nbsp;&nbsp;&nbsp;&nbsp; 243082 |
|  |  | &nbsp;&nbsp;**$2393980** |
| Distributors — 0.1% | Distributors — 0.1% | Distributors — 0.1% |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22462 | &nbsp;&nbsp;$717886 |
|  |  | &nbsp;&nbsp;**$717886** |
| Diversified Telecommunication Services — 0.2% | Diversified Telecommunication Services — 0.2% | Diversified Telecommunication Services — 0.2% |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74320 | &nbsp;&nbsp;$2953477 |
|  |  | &nbsp;&nbsp;**$2953477** |
| Electric Utilities — 0.9% | Electric Utilities — 0.9% | Electric Utilities — 0.9% |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25603 | &nbsp;&nbsp;$1710793 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23545 | &nbsp;&nbsp;&nbsp;&nbsp; 2262439 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp;&nbsp;&nbsp; 1770471 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30905 | &nbsp;&nbsp;&nbsp;&nbsp; 2515667 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15547 | &nbsp;&nbsp;&nbsp;&nbsp; 2671907 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp; 727634 |
|  |  | &nbsp;&nbsp;**$11658911** |
| Electrical Equipment — 0.5% | Electrical Equipment — 0.5% | Electrical Equipment — 0.5% |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp;$3994933 |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4542 | &nbsp;&nbsp;&nbsp;&nbsp; 2657706 |
|  |  | &nbsp;&nbsp;**$6652639** |
| Electronic Equipment, Instruments & Components — 0.4% | Electronic Equipment, Instruments & Components — 0.4% | Electronic Equipment, Instruments & Components — 0.4% |
| CDW Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8796 | &nbsp;&nbsp;$1401818 |
| TE Connectivity PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10461 | &nbsp;&nbsp;&nbsp;&nbsp; 2583972 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12632 | &nbsp;&nbsp;&nbsp;&nbsp; 1007402 |
|  |  | &nbsp;&nbsp;**$4993192** |
| Entertainment — 0.6% | Entertainment — 0.6% | Entertainment — 0.6% |
| Netflix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6161 | &nbsp;&nbsp;$6893297 |
|  |  | &nbsp;&nbsp;**$6893297** |
| Financial Services — 2.2% | Financial Services — 2.2% | Financial Services — 2.2% |
| Berkshire Hathaway, Inc., Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22587 | &nbsp;&nbsp;$10786196 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Financial Services (continued) | Financial Services (continued) | Financial Services (continued) |
| Corpay, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;$1194225 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11826 | &nbsp;&nbsp;&nbsp;&nbsp; 6527834 |
| Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23799 | &nbsp;&nbsp;&nbsp;&nbsp; 8109271 |
|  |  | &nbsp;&nbsp;**$26617526** |
| Food Products — 0.1% | Food Products — 0.1% | Food Products — 0.1% |
| Conagra Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32835 | &nbsp;&nbsp;$564433 |
| McCormick & Co., Inc., Non Voting Shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10130 | &nbsp;&nbsp;&nbsp;&nbsp; 649941 |
|  |  | &nbsp;&nbsp;**$1214374** |
| Ground Transportation — 0.4% | Ground Transportation — 0.4% | Ground Transportation — 0.4% |
| J.B. Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9567 | &nbsp;&nbsp;$1615484 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13427 | &nbsp;&nbsp;&nbsp;&nbsp; 2958908 |
|  |  | &nbsp;&nbsp;**$4574392** |
| Health Care Equipment & Supplies — 1.2% | Health Care Equipment & Supplies — 1.2% | Health Care Equipment & Supplies — 1.2% |
| Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24293 | &nbsp;&nbsp;$3003101 |
| Align Technology, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5036 | &nbsp;&nbsp;&nbsp;&nbsp; 694364 |
| Boston Scientific Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32535 | &nbsp;&nbsp;&nbsp;&nbsp; 3276925 |
| IDEXX Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3057 | &nbsp;&nbsp;&nbsp;&nbsp; 1924412 |
| Insulet Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150 | &nbsp;&nbsp;&nbsp;&nbsp; 1925011 |
| Intuitive Surgical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6865 | &nbsp;&nbsp;&nbsp;&nbsp; 3667832 |
|  |  | &nbsp;&nbsp;**$14491645** |
| Health Care Providers & Services — 0.9% | Health Care Providers & Services — 0.9% | Health Care Providers & Services — 0.9% |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142 | &nbsp;&nbsp;$2412639 |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57397 | &nbsp;&nbsp;&nbsp;&nbsp; 2030132 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7987 | &nbsp;&nbsp;&nbsp;&nbsp; 950613 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 | &nbsp;&nbsp;&nbsp;&nbsp; 1668182 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11791 | &nbsp;&nbsp;&nbsp;&nbsp; 4027334 |
|  |  | &nbsp;&nbsp;**$11088900** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94977 | &nbsp;&nbsp;$1521532 |
|  |  | &nbsp;&nbsp;**$1521532** |
| Hotels, Restaurants & Leisure — 1.0% | Hotels, Restaurants & Leisure — 1.0% | Hotels, Restaurants & Leisure — 1.0% |
| Carnival Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61479 | &nbsp;&nbsp;$1772440 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp; 2084940 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36252 | &nbsp;&nbsp;&nbsp;&nbsp; 2151556 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12358 | &nbsp;&nbsp;&nbsp;&nbsp; 3687998 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23507 | &nbsp;&nbsp;&nbsp;&nbsp; 1901011 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10917 | &nbsp;&nbsp;&nbsp;&nbsp; 1299014 |
|  |  | &nbsp;&nbsp;**$12896959** |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Household Durables — 0.2% | Household Durables — 0.2% | Household Durables — 0.2% |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15878 | &nbsp;&nbsp;$1965220 |
|  |  | &nbsp;&nbsp;**$1965220** |
| Household Products — 0.4% | Household Products — 0.4% | Household Products — 0.4% |
| Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34829 | &nbsp;&nbsp;$5237237 |
|  |  | &nbsp;&nbsp;**$5237237** |
| Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% | Independent Power and Renewable Electricity Producers — 0.2% |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp;$1973384 |
|  |  | &nbsp;&nbsp;**$1973384** |
| Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% |
| Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12388 | &nbsp;&nbsp;$2494076 |
|  |  | &nbsp;&nbsp;**$2494076** |
| Insurance — 0.7% | Insurance — 0.7% | Insurance — 0.7% |
| Arthur J. Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8780 | &nbsp;&nbsp;$2190522 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp; 1277942 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118 | &nbsp;&nbsp;&nbsp;&nbsp; 980673 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13267 | &nbsp;&nbsp;&nbsp;&nbsp; 2733002 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22676 | &nbsp;&nbsp;&nbsp;&nbsp; 1664872 |
|  |  | &nbsp;&nbsp;**$8847011** |
| Interactive Media & Services — 4.1% | Interactive Media & Services — 4.1% | Interactive Media & Services — 4.1% |
| Alphabet, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69586 | &nbsp;&nbsp;$19566888 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55972 | &nbsp;&nbsp;&nbsp;&nbsp; 15774029 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24689 | &nbsp;&nbsp;&nbsp;&nbsp; 16007113 |
|  |  | &nbsp;&nbsp;**$51348030** |
| IT Services — 0.5% | IT Services — 0.5% | IT Services — 0.5% |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9807 | &nbsp;&nbsp;$2452731 |
| International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11273 | &nbsp;&nbsp;&nbsp;&nbsp; 3465433 |
|  |  | &nbsp;&nbsp;**$5918164** |
| Leisure Products — 0.1% | Leisure Products — 0.1% | Leisure Products — 0.1% |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14652 | &nbsp;&nbsp;$1118094 |
|  |  | &nbsp;&nbsp;**$1118094** |
| Life Sciences Tools & Services — 0.5% | Life Sciences Tools & Services — 0.5% | Life Sciences Tools & Services — 0.5% |
| IQVIA Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039 | &nbsp;&nbsp;$1307202 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp; 4346775 |
| Waters Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206 | &nbsp;&nbsp;&nbsp;&nbsp; 1120817 |
|  |  | &nbsp;&nbsp;**$6774794** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Machinery — 0.5% | Machinery — 0.5% | Machinery — 0.5% |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;$190690 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20719 | &nbsp;&nbsp;&nbsp;&nbsp; 2038750 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17848 | &nbsp;&nbsp;&nbsp;&nbsp; 1898135 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10792 | &nbsp;&nbsp;&nbsp;&nbsp; 2206316 |
|  |  | &nbsp;&nbsp;**$6333891** |
| Media — 0.2% | Media — 0.2% | Media — 0.2% |
| Omnicom Group, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14100 | &nbsp;&nbsp;$1057782 |
| Paramount Skydance Corp., Class B<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51725 | &nbsp;&nbsp;&nbsp;&nbsp; 796048 |
| Trade Desk, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16880 | &nbsp;&nbsp;&nbsp;&nbsp; 848726 |
|  |  | &nbsp;&nbsp;**$2702556** |
| Metals & Mining — 0.2% | Metals & Mining — 0.2% | Metals & Mining — 0.2% |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44799 | &nbsp;&nbsp;$1868118 |
|  |  | &nbsp;&nbsp;**$1868118** |
| Multi-Utilities — 0.2% | Multi-Utilities — 0.2% | Multi-Utilities — 0.2% |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13298 | &nbsp;&nbsp;$978068 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16366 | &nbsp;&nbsp;&nbsp;&nbsp; 1828573 |
|  |  | &nbsp;&nbsp;**$2806641** |
| Oil, Gas & Consumable Fuels — 1.4% | Oil, Gas & Consumable Fuels — 1.4% | Oil, Gas & Consumable Fuels — 1.4% |
| APA Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27996 | &nbsp;&nbsp;$634110 |
| Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27071 | &nbsp;&nbsp;&nbsp;&nbsp; 4269638 |
| Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26218 | &nbsp;&nbsp;&nbsp;&nbsp; 851823 |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13580 | &nbsp;&nbsp;&nbsp;&nbsp; 1437307 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61912 | &nbsp;&nbsp;&nbsp;&nbsp; 7080256 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23402 | &nbsp;&nbsp;&nbsp;&nbsp; 1207543 |
| ONEOK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19832 | &nbsp;&nbsp;&nbsp;&nbsp; 1328744 |
|  |  | &nbsp;&nbsp;**$16809421** |
| Passenger Airlines — 0.1% | Passenger Airlines — 0.1% | Passenger Airlines — 0.1% |
| Alaska Air Group, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18163 | &nbsp;&nbsp;$757942 |
|  |  | &nbsp;&nbsp;**$757942** |
| Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11288 | &nbsp;&nbsp;$9739963 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35248 | &nbsp;&nbsp;&nbsp;&nbsp; 6657290 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;168097 | &nbsp;&nbsp;&nbsp;&nbsp; 1741485 |
|  |  | &nbsp;&nbsp;**$18138738** |
| Professional Services — 0.4% | Professional Services — 0.4% | Professional Services — 0.4% |
| Amentum Holdings, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;$201130 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8461 | &nbsp;&nbsp;&nbsp;&nbsp; 1318308 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055 | &nbsp;&nbsp;&nbsp;&nbsp; 772356 |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Professional Services (continued) | Professional Services (continued) | Professional Services (continued) |
| Paycom Software, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702 | &nbsp;&nbsp;$692607 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6550 | &nbsp;&nbsp;&nbsp;&nbsp; 1432878 |
|  |  | &nbsp;&nbsp;**$4417279** |
| Residential REITs — 0.3% | Residential REITs — 0.3% | Residential REITs — 0.3% |
| Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21597 | &nbsp;&nbsp;$1283726 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9213 | &nbsp;&nbsp;&nbsp;&nbsp; 1181383 |
| UDR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46976 | &nbsp;&nbsp;&nbsp;&nbsp; 1582621 |
|  |  | &nbsp;&nbsp;**$4047730** |
| Retail REITs — 0.1% | Retail REITs — 0.1% | Retail REITs — 0.1% |
| Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57235 | &nbsp;&nbsp;$1182475 |
|  |  | &nbsp;&nbsp;**$1182475** |
| Semiconductors & Semiconductor Equipment — 7.7% | Semiconductors & Semiconductor Equipment — 7.7% | Semiconductors & Semiconductor Equipment — 7.7% |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13516 | &nbsp;&nbsp;$3164501 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58527 | &nbsp;&nbsp;&nbsp;&nbsp; 21633335 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203 | &nbsp;&nbsp;&nbsp;&nbsp; 5080334 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22335 | &nbsp;&nbsp;&nbsp;&nbsp; 1394151 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;274857 | &nbsp;&nbsp;&nbsp;&nbsp; 55655794 |
| QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18464 | &nbsp;&nbsp;&nbsp;&nbsp; 3340138 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24418 | &nbsp;&nbsp;&nbsp;&nbsp; 1897767 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16303 | &nbsp;&nbsp;&nbsp;&nbsp; 2632282 |
|  |  | &nbsp;&nbsp;**$94798302** |
| Software — 5.6% | Software — 5.6% | Software — 5.6% |
| Adobe, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7804 | &nbsp;&nbsp;$2655779 |
| Autodesk, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp; 2308566 |
| Crowdstrike Holdings, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4389 | &nbsp;&nbsp;&nbsp;&nbsp; 2383271 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5331 | &nbsp;&nbsp;&nbsp;&nbsp; 3558709 |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83033 | &nbsp;&nbsp;&nbsp;&nbsp; 42995318 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26924 | &nbsp;&nbsp;&nbsp;&nbsp; 7070512 |
| Palantir Technologies, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30600 | &nbsp;&nbsp;&nbsp;&nbsp; 6134382 |
| Synopsys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 | &nbsp;&nbsp;&nbsp;&nbsp; 2303136 |
|  |  | &nbsp;&nbsp;**$69409673** |
| Specialized REITs — 0.2% | Specialized REITs — 0.2% | Specialized REITs — 0.2% |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9964 | &nbsp;&nbsp;$1330593 |
| Millrose Properties, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp; 217578 |
| Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5277 | &nbsp;&nbsp;&nbsp;&nbsp; 1469961 |
|  |  | &nbsp;&nbsp;**$3018132** |
| Specialty Retail — 0.5% | Specialty Retail — 0.5% | Specialty Retail — 0.5% |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20278 | &nbsp;&nbsp;$496406 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Specialty Retail (continued) | Specialty Retail (continued) | Specialty Retail (continued) |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14487 | &nbsp;&nbsp;$5499120 |
|  |  | &nbsp;&nbsp;**$5995526** |
| Technology Hardware, Storage & Peripherals — 3.8% | Technology Hardware, Storage & Peripherals — 3.8% | Technology Hardware, Storage & Peripherals — 3.8% |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;167091 | &nbsp;&nbsp;$45176394 |
| Seagate Technology Holdings PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7915 | &nbsp;&nbsp;&nbsp;&nbsp; 2025290 |
|  |  | &nbsp;&nbsp;**$47201684** |
| Textiles, Apparel & Luxury Goods — 0.1% | Textiles, Apparel & Luxury Goods — 0.1% | Textiles, Apparel & Luxury Goods — 0.1% |
| Ralph Lauren Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;$1263296 |
|  |  | &nbsp;&nbsp;**$1263296** |
| Tobacco — 0.3% | Tobacco — 0.3% | Tobacco — 0.3% |
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;$3940209 |
|  |  | &nbsp;&nbsp;**$3940209** |
| Trading Companies & Distributors — 0.1% | Trading Companies & Distributors — 0.1% | Trading Companies & Distributors — 0.1% |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;$1831709 |
|  |  | &nbsp;&nbsp;**$1831709** |
| Total Common Stocks<br> (identified cost $230,413,617) |  | &nbsp;&nbsp;**$636487187** |

---

Short-Term Investments — 48.8%

Affiliated Fund — 6.0%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 4.00%<sup>(3)</sup> | 73785050 | &nbsp;&nbsp;$73785050 |
| Total Affiliated Fund<br> (identified cost $73,785,050) |  | &nbsp;&nbsp;**$73785050** |

---

Securities Lending Collateral — 0.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 4.06%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;819312 | &nbsp;&nbsp;$819312 |
| Total Securities Lending Collateral<br> (identified cost $819,312) |  | &nbsp;&nbsp;**$819312** |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

U.S. Treasury Obligations — 42.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 11/28/25<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9430 | &nbsp;&nbsp;$9404728 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 14885560 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/22/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13584 | &nbsp;&nbsp;&nbsp;&nbsp; 13470725 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/19/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36706 | &nbsp;&nbsp;&nbsp;&nbsp; 36295557 |
| &nbsp;&nbsp;&nbsp;0.00%, 4/16/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13510 | &nbsp;&nbsp;&nbsp;&nbsp; 13282189 |
| &nbsp;&nbsp;&nbsp;0.00%, 6/11/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp;&nbsp; 112466135 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82706 | &nbsp;&nbsp;&nbsp;&nbsp; 80674548 |
| &nbsp;&nbsp;&nbsp;0.00%, 9/3/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13455 | &nbsp;&nbsp;&nbsp;&nbsp; 13050058 |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4085 | &nbsp;&nbsp;&nbsp;&nbsp; 4035171 |
| &nbsp;&nbsp;&nbsp;0.75%, 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp; 11446953 |
| &nbsp;&nbsp;&nbsp;0.875%, 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp;&nbsp;&nbsp; 19902015 |
| &nbsp;&nbsp;&nbsp;1.375%, 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp; 11505492 |
| &nbsp;&nbsp;&nbsp;1.50%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp; 11526257 |
| &nbsp;&nbsp;&nbsp;1.625%, 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7128 | &nbsp;&nbsp;&nbsp;&nbsp; 7082485 |
| &nbsp;&nbsp;&nbsp;2.125%, 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp; 34667332 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 27996345 |
| &nbsp;&nbsp;&nbsp;4.25%, 12/31/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10188 | &nbsp;&nbsp;&nbsp;&nbsp; 10193842 |
| &nbsp;&nbsp;&nbsp;4.375%, 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36440 | &nbsp;&nbsp;&nbsp;&nbsp; 36596743 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/28/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10692 | &nbsp;&nbsp;&nbsp;&nbsp; 10715833 |
| &nbsp;&nbsp;&nbsp;4.625%, 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp;&nbsp;&nbsp; 20569938 |
| &nbsp;&nbsp;&nbsp;4.875%, 11/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28938 | &nbsp;&nbsp;&nbsp;&nbsp; 28954696 |
| Total U.S. Treasury Obligations<br> (identified cost $528,042,166) |  | &nbsp;&nbsp;**$528722602** |
| Total Short-Term Investments<br> (identified cost $602,646,528) |  | &nbsp;&nbsp;**$603326964** |
| Total Investments — 100.2%<br> (identified cost $833,060,145) |  | &nbsp;&nbsp;**$1239814151** |
| Total Written Options — (0.3)%<br> (premiums received $3,458,555) |  | &nbsp;&nbsp;**$(3192054)** |
| Other Assets, Less Liabilities — 0.1% |  | &nbsp;&nbsp;**$876015** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$1237498112** |

---

---

| | |
|:---|:---|
| 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>†</sup> | Amount is less than 0.05% or (0.05)%, as applicable. |
| <sup>(1)</sup> | Non-income producing security. |
| <sup>(2)</sup> | All or a portion of this security was on loan at October 31, 2025. The aggregate market value of securities on loan at October 31, 2025 was $3,537,403 and the total market value of the collateral received by the Fund was $3,616,675, comprised of cash of $819,312 and U.S. government and/or agencies securities of $2,797,363. |
| <sup>(3)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of October 31, 2025. |
| <sup>(4)</sup> | Represents investment of cash collateral received in connection with securities lending. |
| <sup>(5)</sup> | Security (or a portion thereof) has been pledged as collateral for written options. |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Call Options (Exchange-Traded) — (0.2)%** | **Written Call Options (Exchange-Traded) — (0.2)%** | **Written Call Options (Exchange-Traded) — (0.2)%** | **Written Call Options (Exchange-Traded) — (0.2)%** | **Written Call Options (Exchange-Traded) — (0.2)%** | **Written Call Options (Exchange-Traded) — (0.2)%** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| S&P 500 Index | &nbsp;&nbsp;77 | $&nbsp;&nbsp;52669540 | $&nbsp;&nbsp;6840 | &nbsp;&nbsp; 11/5/25 | &nbsp;&nbsp;$(307307) |
| S&P 500 Index | &nbsp;&nbsp;73 | &nbsp;&nbsp;49933460 | &nbsp;&nbsp;6850 | &nbsp;&nbsp; 11/7/25 | &nbsp;&nbsp; (346750) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;6950 | &nbsp;&nbsp; 11/7/25 | &nbsp;&nbsp; (71225) |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Call Options (Exchange-Traded) (continued)** | **Written Call Options (Exchange-Traded) (continued)** | **Written Call Options (Exchange-Traded) (continued)** | **Written Call Options (Exchange-Traded) (continued)** | **Written Call Options (Exchange-Traded) (continued)** | **Written Call Options (Exchange-Traded) (continued)** |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| S&P 500 Index | &nbsp;&nbsp;77 | $&nbsp;&nbsp;52669540 | $&nbsp;&nbsp;7000 | &nbsp;&nbsp;11/10/25 | &nbsp;&nbsp;$(34419) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;6875 | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp; (378840) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;6985 | &nbsp;&nbsp;11/14/25 | &nbsp;&nbsp; (130284) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;7125 | &nbsp;&nbsp;11/26/25 | &nbsp;&nbsp; (109340) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;6950 | &nbsp;&nbsp;11/17/25 | &nbsp;&nbsp; (235620) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;52669540 | &nbsp;&nbsp;7000 | &nbsp;&nbsp;11/21/25 | &nbsp;&nbsp; (234080) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(1847865)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Written Put Options (Exchange-Traded) — (0.1)%** |  |  |  |  |  |
| **Description** | &nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;**Exercise<br> Price** | &nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;**Value** |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;$52669540 | &nbsp;&nbsp;$6740 | &nbsp;&nbsp; 11/3/25 | &nbsp;&nbsp;$(20405) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6780 | &nbsp;&nbsp; 11/5/25 | &nbsp;&nbsp; (125510) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6720 | &nbsp;&nbsp; 11/7/25 | &nbsp;&nbsp; (115192) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6710 | &nbsp;&nbsp;11/10/25 | &nbsp;&nbsp; (133980) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6375 | &nbsp;&nbsp;11/12/25 | &nbsp;&nbsp; (36190) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6650 | &nbsp;&nbsp;11/14/25 | &nbsp;&nbsp; (171402) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6475 | &nbsp;&nbsp;11/17/25 | &nbsp;&nbsp; (103180) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;11/21/25 | &nbsp;&nbsp; (223300) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;&nbsp;&nbsp;52669540 | &nbsp;&nbsp;&nbsp;&nbsp;6660 | &nbsp;&nbsp;11/26/25 | &nbsp;&nbsp; (415030) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(1344189)** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| REITs | – Real Estate Investment Trusts |

---

At October 31, 2025, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

Affiliated Investments

At October 31, 2025, the value of the Fund's investment in funds that may be deemed to be affiliated was $73,785,050, which represents 6.0% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended October 31, 2025 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net 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, Institutional Class<sup>(1)</sup> | $37500036 | $587472367 | $(551187353) | $— | $— | $73785050 | $814458 | 73785050 |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

------

Parametric

Volatility Risk Premium - Defensive Fund

October 31, 2025

Portfolio of Investments (Unaudited) — continued

------

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At October 31, 2025, the hierarchy of inputs used in valuing the Fund's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Common Stocks | &nbsp;&nbsp;$636,487,187\* | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$636487187 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp; 73785050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 73785050 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp; 819312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 819312 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528722602 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528722602 |
| **Total Investments** | &nbsp;&nbsp;**$711091549** | &nbsp;&nbsp;&nbsp;&nbsp;**$528722602** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$1239814151** |
| **Liability Description** |  |  |  |  |
| Written Call Options | &nbsp;&nbsp;$(1847865) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1847865) |
| Written Put Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344189) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1344189) |
| **Total** | &nbsp;&nbsp;**$(3192054)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(3192054)** |

---

\* The level classification by major category of investments is the same as the category presentation in the Portfolio of Investments.

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 annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Eaton Vance Mutual Funds Trust

- **b. Investment Company Act file number:** 811-04015

- **c. CIK number of Registrant:** 0000745463

- **d. LEI of Registrant:** 549300C67AFHZKODE756

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Post Office Square

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

**Item A.2. Information about the Series.**

- **a. Name of Series:** Parametric Volatility Risk Premium - Defensive Fund

- **b. EDGAR series identifier (if any):** S000056237

- **c. LEI of Series:** 5493008EMVMCWX2WBA34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1246622177.20

**Total Liabilities:** $8696254.69

**Net Assets:** $1237925922.51

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177028 | 1.79%                | 1.94%                | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1315947.34              | $11545518.24                               |
| Month 2  | $576720.22               | $18283511.18                               |
| Month 3  | $1381783.09              | $11483743.83                               |

**Designated Index Information**

- **Index Name:** S&P 500

- **Index Identifier:** SPX

### Schedule of Portfolio Investments

| Name                                       | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Abbott Laboratories                        | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     24293 | NS      | $3003100.66   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     25007 | NS      | $5452526.28   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                                   | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7804 | NS      | $2655779.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     18163 | NS      | $757941.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                             | Albemarle Corp                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     11320 | NS      | $1111963.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology Inc                       | Align Technology Inc                                                        | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      5036 | NS      | $694363.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     25603 | NS      | $1710792.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     55972 | NS      | $15774029.04  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     69586 | NS      | $19566887.34  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    110417 | NS      | $26966039.74  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                       | Amentum Holdings Inc                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      8975 | NS      | $201129.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                | Cencora Inc                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7142 | NS      | $2412639.02   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4371 | NS      | $1979057.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8174 | NS      | $2439366.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                         | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     13516 | NS      | $3164501.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                   | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     27996 | NS      | $634109.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Inc                                  | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    167091 | NS      | $45176393.67  | 3.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6036 | NS      | $1277941.92   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                               | Autodesk Inc                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7661 | NS      | $2308565.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5624 | NS      | $983581.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    104553 | NS      | $5588357.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     20278 | NS      | $496405.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22587 | NS      | $10786195.98  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                 | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      7341 | NS      | $1132496.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     32535 | NS      | $3276925.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     58527 | NS      | $21633335.01  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                    | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7852 | NS      | $1928765.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                | CDW Corp/DE                                                                 | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      8796 | NS      | $1401818.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     10887 | NS      | $906778.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13298 | NS      | $978067.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     14215 | NS      | $3127157.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                              | Carnival Corp                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     61479 | NS      | $1772439.57   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     25291 | NS      | $1504561.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     57397 | NS      | $2030131.89   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27071 | NS      | $4269638.12   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     71563 | NS      | $5231970.93   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                           | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     66724 | NS      | $4597283.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc                        | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |      4439 | NS      | $1526039.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands Inc                                                          | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     32835 | NS      | $564433.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                 | Corpay Inc                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4587 | NS      | $1194225.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6395 | NS      | $5828722.75   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                   | Crowdstrike Holdings Inc                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      4389 | NS      | $2383270.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                 | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      7987 | NS      | $950612.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                          | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     26218 | NS      | $851822.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     13580 | NS      | $1437307.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     23545 | NS      | $2262439.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                         | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     21597 | NS      | $1283725.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     23050 | NS      | $1770470.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      9477 | NS      | $2084940.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      7466 | NS      | $910105.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                    | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      9964 | NS      | $1330592.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     61912 | NS      | $7080256.32   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     24689 | NS      | $16007113.15  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                     | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      4136 | NS      | $1046614.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     45093 | NS      | $1876770.66   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2794 | NS      | $190690.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    164893 | NS      | $2165045.09   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     44799 | NS      | $1868118.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8780 | NS      | $2190522.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                             | GE Vernova Inc                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4542 | NS      | $2657705.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| General Electric Co                        | General Electric Co                                                         | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     17067 | NS      | $5272849.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                            | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1871 | NS      | $1831709.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     23402 | NS      | $1207543.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     14652 | NS      | $1118094.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     14487 | NS      | $5499120.33   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                | Honeywell International Inc                                                 | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     12388 | NS      | $2494076.04   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                  | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     94977 | NS      | $1521531.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc             | JB Hunt Transport Services Inc                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      9567 | NS      | $1615483.62   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    120186 | NS      | $1855671.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      6126 | NS      | $1972694.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                     | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3057 | NS      | $1924412.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corp                               | Insulet Corp                                                                | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      6150 | NS      | $1925011.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp                                        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     11273 | NS      | $3465432.93   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5331 | NS      | $3558709.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                     | Intuitive Surgical Inc                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      6865 | NS      | $3667832.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6039 | NS      | $1307201.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37320 | NS      | $11610998.40  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                       | Jacobs Solutions Inc                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      8461 | NS      | $1318308.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     35248 | NS      | $6657289.76   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                   | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4203 | NS      | $5080334.22   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                          | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     57235 | NS      | $1182475.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     23840 | NS      | $1516939.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     22462 | NS      | $717885.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8065 | NS      | $2331591.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                       | Las Vegas Sands Corp                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     36252 | NS      | $2151556.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      4055 | NS      | $772355.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     15878 | NS      | $1965220.06   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11288 | NS      | $9739963.68   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                   | Morgan Stanley Institutional Liquidity Funds - Government Portfolio         | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  73785050 | NS      | $73785050.26  | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11826 | NS      | $6527833.74   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                      | McCormick & Co Inc/MD                                                       | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     10130 | NS      | $649940.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     12358 | NS      | $3687997.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     83033 | NS      | $42995317.73  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                   | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     22335 | NS      | $1394150.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc      | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      9213 | NS      | $1181382.99   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                    | Millrose Properties Inc                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |      6755 | NS      | $217578.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                | Moderna Inc                                                                 | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |     19146 | NS      | $520005.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                               | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      4962 | NS      | $2383248.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     15547 | NS      | $2671907.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                 | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     24914 | NS      | $2129897.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6161 | NS      | $6893296.46   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     30905 | NS      | $2515667.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    274857 | NS      | $55655793.93  | 4.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     14100 | NS      | $1057782.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ONEOK Inc                                  | ONEOK Inc                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     19832 | NS      | $1328744.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     26924 | NS      | $7070511.64   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     20719 | NS      | $2038749.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5963 | NS      | $1167316.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                  | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     30600 | NS      | $6134382.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Skydance Corp                    | Paramount Skydance Corp                                                     | CUSIP: 69932A204<br>LEI: 529900B6VAJG54Y9QF02 | Long             | EC               | CORP              | US        |     51725 | NS      | $796047.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycom Software Inc                        | Paycom Software Inc                                                         | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |      3702 | NS      | $692607.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     20930 | NS      | $3057663.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     27300 | NS      | $3940209.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      2206 | NS      | $114513.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      8220 | NS      | $727634.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     34829 | NS      | $5237236.73   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                       | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13267 | NS      | $2733002.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                             | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      5277 | NS      | $1469961.12   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18464 | NS      | $3340137.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                        | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6781 | NS      | $3045550.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9481 | NS      | $1668181.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3952 | NS      | $1263296.32   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     27037 | NS      | $4826104.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     75705 | NS      | $1832061.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                      | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      9107 | NS      | $1896441.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      5870 | NS      | $2859922.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                                             | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      7254 | NS      | $243081.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                    | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6320 | NS      | $2180020.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     24418 | NS      | $1897766.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                             | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     16850 | NS      | $1111931.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      3097 | NS      | $139581.79    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                             | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     23507 | NS      | $1901011.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                          | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     18847 | NS      | $2179844.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                               | Synopsys Inc                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5075 | NS      | $2303136.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     32515 | NS      | $2418465.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     32104 | NS      | $14657402.24  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     16303 | NS      | $2632282.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                         | Trade Desk Inc/The                                                          | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |     16880 | NS      | $848726.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7661 | NS      | $4346774.79   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     12632 | NS      | $1007402.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                    | UDR Inc                                                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |     46976 | NS      | $1582621.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     13427 | NS      | $2958907.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9430000 | PA      | $9404727.60   | 0.76%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13584000 | PA      | $13470724.52  | 1.09%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36706000 | PA      | $36295557.18  | 2.93%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13510000 | PA      | $13282189.11  | 1.07%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        | 115000000 | PA      | $112466134.85 | 9.09%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  82706000 | PA      | $80674547.94  | 6.52%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14885560.35  | 1.20%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13455000 | PA      | $13050058.32  | 1.05%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11526257.41  | 0.93%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34667332.35  | 2.80%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7128000 | PA      | $7082484.87   | 0.57%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11505492.02  | 0.93%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4085000 | PA      | $4035171.46   | 0.33%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11446952.64  | 0.92%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20420000 | PA      | $19902015.46  | 1.61%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20420000 | PA      | $20569938.14  | 1.66%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CJL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28938000 | PA      | $28954695.49  | 2.34%             | 2025-11-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CJS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10188000 | PA      | $10193841.60  | 0.82%             | 2025-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10692000 | PA      | $10715833.11  | 0.87%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36440000 | PA      | $36596742.65  | 2.96%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $27996345.16  | 2.26%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     11791 | NS      | $4027333.96   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     22676 | NS      | $1664871.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     74320 | NS      | $2953476.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                       | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6550 | NS      | $1432878.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                | Viatris Inc                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    168097 | NS      | $1741484.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     23799 | NS      | $8109271.26   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     10480 | NS      | $1973384.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     16366 | NS      | $1828573.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp   | Westinghouse Air Brake Technologies Corp                                    | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     10792 | NS      | $2206316.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     54363 | NS      | $5500448.34   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3206 | NS      | $1120817.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                           | Wynn Resorts Ltd                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     10917 | NS      | $1299013.83   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-234080.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-231.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-231.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-14245.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-3465.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -73 | NC      | $-346750.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-378840.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-36190.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-103180.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-235620.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-307307.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-223300.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-770.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-34419.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-20405.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-133980.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-415030.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-125510.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-1309.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-109340.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    819312 | NS      | $819312.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |      9807 | NS      | $2452730.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10470 | NS      | $3994933.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                          | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      3118 | NS      | $980673.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     56088 | NS      | $1329285.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      8502 | NS      | $3556386.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC            | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      7915 | NS      | $2025290.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     17848 | NS      | $1898134.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                        | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     10461 | NS      | $2583971.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Eaton Vance Mutual Funds Trust

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer