# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001752724-23-069878
**Filing Date:** 2023-3
**Character Count:** 88772
**Document Hash:** a44d5360e73da700bad9f43f964e5473
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069878.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069878

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EATON VANCE MUTUAL FUNDS TRUST
- **CENTRAL INDEX KEY:** 0000745463
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04015
- **FILM NUMBER:** 23768470

**BUSINESS ADDRESS:**
- **STREET 1:** TWO INTERNATIONAL PLACE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 617-482-8260

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

**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           |

## 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:** TWO INTERNATIONAL PLACE

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **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:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $732786566.17

**Total Liabilities:** $19078099.22

**Net Assets:** $713708466.95

**Cash Not Reported:** $316140.30

**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:** 0.05000000 | **1-Year:** 0.05000000 | **5-Year:** 0.05000000 | **10-Year:** 0.05000000 | **30-Year:** 0.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000177028 | 3.45%                | -2.23%               | 3.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-228623.72              | $19966892.61                               |
| Month 2  | $-2409301.04             | $-20178521.55                              |
| Month 3  | $-972163.44              | $21889080.61                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                | Honeywell International Inc                                         | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     12426 | NS      | $2590572.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                | Discover Financial Services                                         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      9243 | NS      | $1078935.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                                            | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      8161 | NS      | $1086473.93   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM Systems Inc                           | EPAM Systems Inc                                                    | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |      2504 | NS      | $832955.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                                              | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      7225 | NS      | $304533.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                   | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     53851 | NS      | $2620928.17   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                                        | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6011 | NS      | $796998.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                             | Salesforce Inc                                                      | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10444 | NS      | $1754278.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit Inc                                                          | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5235 | NS      | $2212677.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                                           | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      6177 | NS      | $1326943.14   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc                  | United Parcel Service Inc                                           | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      5888 | NS      | $1090634.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp                          | DISH Network Corp                                                   | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     36264 | NS      | $521838.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-185850.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9987 | NS      | $2786872.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                         | Equity Residential                                                  | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     15400 | NS      | $980210.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc | Expeditors International of Washington Inc                          | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      6721 | NS      | $726876.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                       | Progressive Corp/The                                                | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     13267 | NS      | $1808955.45   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc                | American Water Works Co Inc                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |      5314 | NS      | $831587.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                 | Vertex Pharmaceuticals Inc                                          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      3924 | NS      | $1267844.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     10795 | NS      | $2204231.05   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                   | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     33196 | NS      | $5424890.32   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                     | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      9679 | NS      | $2588164.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     11791 | NS      | $5885949.29   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Clorox Co/The                              | Clorox Co/The                                                       | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      5533 | NS      | $800569.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International Inc                                     | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     25165 | NS      | $2623199.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp       | International Business Machines Corp                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3604 | NS      | $485566.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                | Pentair PLC                                                         | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      5259 | NS      | $291243.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     38259 | NS      | $1793199.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                  | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30946 | NS      | $2309499.98   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Oil Corp                          | Marathon Oil Corp                                                   | CUSIP: 565849106<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | EC               | CORP              | US        |     40551 | NS      | $1113935.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     25007 | NS      | $3694784.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14355000 | PA      | $14232397.96  | 1.99%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                        | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      5748 | NS      | $3278256.84   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6395 | NS      | $3268740.30   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group Inc                                                   | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9477 | NS      | $1083221.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                       | Everest Re Group Ltd                                                | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2219 | NS      | $775962.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                          | Brown-Forman Corp                                                   | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |      3730 | NS      | $248343.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                               | Teradyne Inc                                                        | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6334 | NS      | $644167.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                                   | eBay Inc                                                            | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     14642 | NS      | $724779.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     11345 | NS      | $1066316.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     13580 | NS      | $1795955.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                   | NIKE Inc                                                            | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     18161 | NS      | $2312440.13   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796YK9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  41518000 | PA      | $41332725.93  | 5.79%             | 2023-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                              | Citigroup Inc                                                       | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     32214 | NS      | $1682215.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-170100.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                           | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | IE        |      8502 | NS      | $2813651.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796YN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1388874.66   | 0.19%             | 2023-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                                                   | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     15747 | NS      | $1354084.53   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                           | Under Armour Inc                                                    | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     24947 | NS      | $271922.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 91282CCD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8110000 | PA      | $7989745.81   | 1.12%             | 2023-05-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                 | DaVita Inc                                                          | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |     10524 | NS      | $867072.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-29400.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                               | Comcast Corp                                                        | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     61260 | NS      | $2410581.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                  | Qorvo Inc                                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      6352 | NS      | $690208.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                                         | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     55837 | NS      | $1033542.87   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                  | FleetCor Technologies Inc                                           | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      5505 | NS      | $1149499.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                              | Medtronic PLC                                                       | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11119 | NS      | $930549.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  22715000 | PA      | $22413357.52  | 3.14%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                                        | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     62582 | NS      | $949368.94    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                         | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     19637 | NS      | $3358319.74   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     15104 | NS      | $2676579.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                                 | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     14161 | NS      | $1153979.89   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                                        | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     13966 | NS      | $1064767.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                        | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     71060 | NS      | $7023570.40   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16450000 | PA      | $16053886.30  | 2.25%             | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Prologis Inc                               | Prologis Inc                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     10251 | NS      | $1325249.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                               | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7905 | NS      | $280074.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     22785 | NS      | $5245334.85   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-36400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     34345 | NS      | $1588456.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                         | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     13510 | NS      | $1383424.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                            | Baker Hughes Co                                                     | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3438 | NS      | $109122.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     31813 | NS      | $4529534.94   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                          | State Street Corp                                                   | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     17118 | NS      | $1563386.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                             | Lowe's Cos Inc                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      7523 | NS      | $1566664.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-52500.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                                   | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      3952 | NS      | $489455.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                                     | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     14789 | NS      | $809845.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     83998 | NS      | $20815544.38  | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                             | A O Smith Corp                                                      | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     16850 | NS      | $1140745.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                           | Paramount Global                                                    | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |     40540 | NS      | $938906.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                        | American Tower Corp                                                 | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      8985 | NS      | $2007159.15   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-243600.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                                         | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     25362 | NS      | $820967.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5963 | NS      | $850920.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                                  | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      6039 | NS      | $1385406.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                | Moderna Inc                                                         | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |      3792 | NS      | $667619.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                                   | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4192 | NS      | $924503.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc        | Alexandria Real Estate Equities Inc                                 | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |      7178 | NS      | $1153791.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                          | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      6846 | NS      | $510369.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-132650.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                         | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     34678 | NS      | $6775040.86   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23279 | NS      | $4051011.58   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                  | Adobe Inc                                                           | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      7575 | NS      | $2805325.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                             | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     28832 | NS      | $553286.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      9047 | NS      | $979609.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                        | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     60670 | NS      | $6059112.90   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828ZY9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9390000 | PA      | $9195434.69   | 1.29%             | 2023-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                              | M&T Bank Corp                                                       | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       526 | NS      | $82056.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796CT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9390000 | PA      | $9309888.65   | 1.30%             | 2023-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                            | CVS Health Corp                                                     | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2965 | NS      | $261572.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                         | Walt Disney Co/The                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      6082 | NS      | $659836.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                        | Quanta Services Inc                                                 | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6781 | NS      | $1032000.39   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                | Walmart Inc                                                         | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     17918 | NS      | $2577862.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-89950.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                           | Coca-Cola Co/The                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     55380 | NS      | $3395901.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                             | Public Storage                                                      | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      4682 | NS      | $1424919.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc                 | Stanley Black & Decker Inc                                          | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      8782 | NS      | $784320.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                          | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     13813 | NS      | $1509899.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     52082 | NS      | $6042032.82   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30048000 | PA      | $29994257.95  | 4.20%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     16513 | NS      | $1043456.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2794 | NS      | $96169.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     21033 | NS      | $1079834.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                      | McCormick & Co Inc/MD                                               | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     10622 | NS      | $797924.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-43750.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     22411 | NS      | $6981474.72   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                         | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      6248 | NS      | $2210917.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                 | Cadence Design Systems Inc                                          | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      3490 | NS      | $638076.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                     | Intuitive Surgical Inc                                              | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7071 | NS      | $1737273.99   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-120750.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                      | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     12486 | NS      | $4627311.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                      | Republic Services Inc                                               | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      8365 | NS      | $1044119.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                            | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     55256 | NS      | $1125564.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                        | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      6294 | NS      | $3682052.94   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                           | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      8146 | NS      | $2056050.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    101213 | NS      | $3591037.24   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                 | SolarEdge Technologies Inc                                          | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |      1760 | NS      | $561668.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                          | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     46346 | NS      | $1947922.38   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                          | Hormel Foods Corp                                                   | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |     12658 | NS      | $573533.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-8925.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                           | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     17771 | NS      | $3078292.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell Soup Co                           | Campbell Soup Co                                                    | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     17201 | NS      | $893247.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                  | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     13992 | NS      | $4535786.64   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     17071 | NS      | $922346.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                                          | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     41145 | NS      | $1162757.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                          | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     15391 | NS      | $964246.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                         | Conagra Brands Inc                                                  | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     30742 | NS      | $1143294.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-183750.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     11034 | NS      | $521687.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                       | Jacobs Solutions Inc                                                | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8461 | NS      | $1045356.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                        | Arista Networks Inc                                                 | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |      6778 | NS      | $854163.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                        | Xerox Holdings Corp                                                 | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      4728 | NS      | $77444.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                        | Abbott Laboratories                                                 | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     22414 | NS      | $2477867.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-259700.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                 | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     32515 | NS      | $1194275.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                       | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    102424 | NS      | $1383748.24   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828ZP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4080000 | PA      | $4027462.82   | 0.56%             | 2023-05-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18392000 | PA      | $18278582.61  | 2.56%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Ltd                           | Wynn Resorts Ltd                                                    | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     10917 | NS      | $1131437.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                                         | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5575 | NS      | $2039390.75   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                                | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     43625 | NS      | $1946547.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                    | Sherwin-Williams Co/The                                             | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      6320 | NS      | $1495248.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                                    | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23402 | NS      | $1331573.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp                           | FirstEnergy Corp                                                    | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |     16698 | NS      | $683783.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                   | APA Corp                                                            | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     26833 | NS      | $1189506.89   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  17952000 | PA      | $17903207.90  | 2.51%             | 2023-02-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                    | Charles Schwab Corp/The                                             | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1766 | NS      | $136723.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796ZT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   9390000 | PA      | $9383513.11   | 1.31%             | 2023-02-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| F5 Inc                                     | F5 Inc                                                              | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      6035 | NS      | $891128.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                           | Duke Energy Corp                                                    | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     14705 | NS      | $1506527.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796ZR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1400000 | PA      | $1373745.07   | 0.19%             | 2023-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                  | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18603 | NS      | $2771288.91   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                 | Pfizer Inc                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     68667 | NS      | $3032334.72   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-407750.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                            | Ross Stores Inc                                                     | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      5254 | NS      | $620970.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                            | First Solar Inc                                                     | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      4279 | NS      | $759950.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                          | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     25612 | NS      | $1064690.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                         | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     29281 | NS      | $2590197.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                      | Bath & Body Works Inc                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     20278 | NS      | $932990.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                 | Raytheon Technologies Corp                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     25003 | NS      | $2496549.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                             | Globe Life Inc                                                      | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      7099 | NS      | $857914.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                 | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5624 | NS      | $1065410.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                              | Boeing Co/The                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |      9706 | NS      | $2067378.00   | 0.29%             |  |  |  | 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        |  41696705 | NS      | $41696705.45  | 5.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-45850.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                     | AmerisourceBergen Corp                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7142 | NS      | $1206712.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity Ltd                        | TE Connectivity Ltd                                                 | CUSIP: 000000000<br>LEI: 894500ZRIX9K13RHXR17 | Long             | EC               | CORP              | CH        |     10891 | NS      | $1384790.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   7910000 | PA      | $7832352.67   | 1.10%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      5517 | NS      | $840128.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp                                                 | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     20581 | NS      | $937052.93    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                          | Devon Energy Corp                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     19416 | NS      | $1227867.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     19666 | NS      | $1159507.36   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-271600.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828ZH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17300000 | PA      | $17146177.74  | 2.40%             | 2023-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-108150.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                             | Starbucks Corp                                                      | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     21637 | NS      | $2361462.18   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc             | JB Hunt Transport Services Inc                                      | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      5898 | NS      | $1115016.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828R69<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16450000 | PA      | $16281644.45  | 2.28%             | 2023-05-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 9128284U1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14160000 | PA      | $14043021.69  | 1.97%             | 2023-06-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 912828R28<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6470000 | PA      | $6421195.17   | 0.90%             | 2023-04-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                         | Ingersoll Rand Inc                                                  | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |      4392 | NS      | $245952.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-87850.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                                          | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     12644 | NS      | $1070946.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18464 | NS      | $2459589.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                                            | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4528 | NS      | $1585343.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                   | KLA Corp                                                            | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4203 | NS      | $1649593.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                                                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      2890 | NS      | $105658.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                              | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     50835 | NS      | $1196655.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                       | Verisk Analytics Inc                                                | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6552 | NS      | $1191088.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                 | Humana Inc                                                          | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2205 | NS      | $1128298.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     23840 | NS      | $1063979.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                           | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    168859 | NS      | $24364665.11  | 3.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                               | Danaher Corp                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      9993 | NS      | $2641949.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-109200.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities Inc      | Mid-America Apartment Communities Inc                               | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      6765 | NS      | $1127860.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                 | Nasdaq Inc                                                          | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     18560 | NS      | $1117126.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15560000 | PA      | $15239833.55  | 2.14%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                            | WW Grainger Inc                                                     | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1959 | NS      | $1154791.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-106750.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                                 | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     30206 | NS      | $1096175.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                            | T-Mobile US Inc                                                     | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     10598 | NS      | $1582387.38   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc                    | Extra Space Storage Inc                                             | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |      5931 | NS      | $936089.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Note/Bond                                    | CUSIP: 9128284A5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $11482790.71  | 1.61%             | 2023-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -70 | NC      | $-319550.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                             | Merck & Co Inc                                                      | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     26997 | NS      | $2899747.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                  | Healthpeak Properties Inc                                           | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |     33638 | NS      | $924372.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                         | Cooper Cos Inc/The                                                  | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |      3026 | NS      | $1055862.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      7345 | NS      | $1090585.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                                      | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6132 | NS      | $2299132.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp                                                         | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      3206 | NS      | $1053427.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                                      | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11288 | NS      | $3884765.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      7052 | NS      | $1380217.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                        | Global Payments Inc                                                 | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |      3626 | NS      | $408722.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                 | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37320 | NS      | $5223307.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                      | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     99047 | NS      | $10214717.11  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp   | Westinghouse Air Brake Technologies Corp                            | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     11900 | NS      | $1235339.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                     | IDEXX Laboratories Inc                                              | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3057 | NS      | $1468888.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                           | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     18990 | NS      | $1300435.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                                         | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16450000 | PA      | $16174845.13  | 2.27%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Bristol-Myers Squibb Co                    | Bristol-Myers Squibb Co                                             | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     22871 | NS      | $1661578.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                                | Fastenal Co                                                         | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     13915 | NS      | $703403.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp PLC                                                      | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10711 | NS      | $1737431.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                             | ConocoPhillips                                                      | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      2759 | NS      | $336239.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** EATON VANCE MUTUAL FUNDS TRUST

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer