# EDGAR Filing Document

**Accession Number:** 0000745463
**File Stem:** 0001410368-26-067129
**Filing Date:** 2026-6
**Character Count:** 122150
**Document Hash:** bacde89fc46b3d9fda5e4228918a5ecf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067129.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067129

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**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:** 261124757

**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

April 30, 2026

Portfolio of Investments (Unaudited)

------

Common Stocks — 51.1%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Aerospace & Defense — 0.7% | Aerospace & Defense — 0.7% | Aerospace & Defense — 0.7% |
| Huntington Ingalls Industries, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126 | &nbsp;&nbsp;$2231640 |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8065 | &nbsp;&nbsp;&nbsp;&nbsp; 2585236 |
| RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;27037 | &nbsp;&nbsp;&nbsp;&nbsp; 4760405 |
|  |  | &nbsp;&nbsp;**$9577281** |
| 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;9906 | &nbsp;&nbsp;$1464998 |
|  |  | &nbsp;&nbsp;**$1464998** |
| 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;$159163 |
|  |  | &nbsp;&nbsp;**$159163** |
| Automobiles — 1.0% | Automobiles — 1.0% | Automobiles — 1.0% |
| Ford Motor Co. | &nbsp;&nbsp;&nbsp;&nbsp;168859 | &nbsp;&nbsp;$2039817 |
| Tesla, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30747 | &nbsp;&nbsp;&nbsp;&nbsp; 11733977 |
|  |  | &nbsp;&nbsp;**$13773794** |
| Banks — 1.8% | Banks — 1.8% | Banks — 1.8% |
| Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;107853 | &nbsp;&nbsp;$5765821 |
| Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;45093 | &nbsp;&nbsp;&nbsp;&nbsp; 2288921 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;120487 | &nbsp;&nbsp;&nbsp;&nbsp; 2019362 |
| JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp;37320 | &nbsp;&nbsp;&nbsp;&nbsp; 11689743 |
| Regions Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;75705 | &nbsp;&nbsp;&nbsp;&nbsp; 2161378 |
|  |  | &nbsp;&nbsp;**$23925225** |
| Beverages — 0.7% | Beverages — 0.7% | Beverages — 0.7% |
| Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;66104 | &nbsp;&nbsp;$5206351 |
| PepsiCo, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24076 | &nbsp;&nbsp;&nbsp;&nbsp; 3815805 |
|  |  | &nbsp;&nbsp;**$9022156** |
| Biotechnology — 0.8% | Biotechnology — 0.8% | Biotechnology — 0.8% |
| AbbVie, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;25255 | &nbsp;&nbsp;$5336887 |
| Amgen, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;11067 | &nbsp;&nbsp;&nbsp;&nbsp; 3831949 |
| Biogen, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7341 | &nbsp;&nbsp;&nbsp;&nbsp; 1389504 |
|  |  | &nbsp;&nbsp;**$10558340** |
| Broadline Retail — 2.3% | Broadline Retail — 2.3% | Broadline Retail — 2.3% |
| Amazon.com, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;116685 | &nbsp;&nbsp;$30928526 |
|  |  | &nbsp;&nbsp;**$30928526** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Building Products — 0.2% | Building Products — 0.2% | Building Products — 0.2% |
| A.O. Smith Corp.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16850 | &nbsp;&nbsp;$1042004 |
| Carrier Global Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29728 | &nbsp;&nbsp;&nbsp;&nbsp; 1996830 |
|  |  | &nbsp;&nbsp;**$3038834** |
| Capital Markets — 1.1% | Capital Markets — 1.1% | Capital Markets — 1.1% |
| Ameriprise Financial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4371 | &nbsp;&nbsp;$2075307 |
| Cboe Global Markets, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7442 | &nbsp;&nbsp;&nbsp;&nbsp; 2233270 |
| Franklin Resources, Inc.<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;33996 | &nbsp;&nbsp;&nbsp;&nbsp; 1018860 |
| Invesco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;56088 | &nbsp;&nbsp;&nbsp;&nbsp; 1470066 |
| Nasdaq, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;24914 | &nbsp;&nbsp;&nbsp;&nbsp; 2289846 |
| S&P Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739 | &nbsp;&nbsp;&nbsp;&nbsp; 2906059 |
| State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp;18847 | &nbsp;&nbsp;&nbsp;&nbsp; 2880576 |
|  |  | &nbsp;&nbsp;**$14873984** |
| Chemicals — 0.8% | Chemicals — 0.8% | Chemicals — 0.8% |
| Albemarle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10139 | &nbsp;&nbsp;$1994341 |
| CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10887 | &nbsp;&nbsp;&nbsp;&nbsp; 1352166 |
| Linde PLC | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8502 | &nbsp;&nbsp;&nbsp;&nbsp; 4260692 |
| Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7707 | &nbsp;&nbsp;&nbsp;&nbsp; 2478648 |
| Solstice Advanced Materials, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3097 | &nbsp;&nbsp;&nbsp;&nbsp; 253799 |
|  |  | &nbsp;&nbsp;**$10339646** |
| Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% | Commercial Services & Supplies — 0.2% |
| Republic Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10494 | &nbsp;&nbsp;$2195555 |
|  |  | &nbsp;&nbsp;**$2195555** |
| Communications Equipment — 0.8% | Communications Equipment — 0.8% | Communications Equipment — 0.8% |
| Ciena Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 | &nbsp;&nbsp;$2492288 |
| Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;71563 | &nbsp;&nbsp;&nbsp;&nbsp; 6548015 |
| F5, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4136 | &nbsp;&nbsp;&nbsp;&nbsp; 1339650 |
|  |  | &nbsp;&nbsp;**$10379953** |
| Construction & Engineering — 0.4% | Construction & Engineering — 0.4% | Construction & Engineering — 0.4% |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6781 | &nbsp;&nbsp;$4935008 |
|  |  | &nbsp;&nbsp;**$4935008** |
| Consumer Finance — 0.4% | Consumer Finance — 0.4% | Consumer Finance — 0.4% |
| Capital One Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;16056 | &nbsp;&nbsp;$3071513 |
| Synchrony Financial | &nbsp;&nbsp;&nbsp;&nbsp;32515 | &nbsp;&nbsp;&nbsp;&nbsp; 2477643 |
|  |  | &nbsp;&nbsp;**$5549156** |
| Consumer Staples Distribution & Retail — 1.2% | Consumer Staples Distribution & Retail — 1.2% | Consumer Staples Distribution & Retail — 1.2% |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6647 | &nbsp;&nbsp;$6743581 |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Consumer Staples Distribution & Retail (continued) | Consumer Staples Distribution & Retail (continued) | Consumer Staples Distribution & Retail (continued) |
| Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp;24103 | &nbsp;&nbsp;$1640691 |
| Walmart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;61160 | &nbsp;&nbsp;&nbsp;&nbsp; 8068839 |
|  |  | &nbsp;&nbsp;**$16453111** |
| 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;$921942 |
| Packaging Corp. of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5963 | &nbsp;&nbsp;&nbsp;&nbsp; 1272803 |
|  |  | &nbsp;&nbsp;**$2194745** |
| Distributors — 0.0%<sup>†</sup> | Distributors — 0.0%<sup>†</sup> | Distributors — 0.0%<sup>†</sup> |
| LKQ Corp. | &nbsp;&nbsp;&nbsp;&nbsp;22462 | &nbsp;&nbsp;$709350 |
|  |  | &nbsp;&nbsp;**$709350** |
| Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% | Diversified Telecommunication Services — 0.3% |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;85328 | &nbsp;&nbsp;$4098304 |
|  |  | &nbsp;&nbsp;**$4098304** |
| Electric Utilities — 1.0% | Electric Utilities — 1.0% | Electric Utilities — 1.0% |
| Alliant Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;25603 | &nbsp;&nbsp;$1880028 |
| Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23545 | &nbsp;&nbsp;&nbsp;&nbsp; 2776191 |
| Evergy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;23050 | &nbsp;&nbsp;&nbsp;&nbsp; 1909462 |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;34726 | &nbsp;&nbsp;&nbsp;&nbsp; 3398981 |
| NRG Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15547 | &nbsp;&nbsp;&nbsp;&nbsp; 2418802 |
| Pinnacle West Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8220 | &nbsp;&nbsp;&nbsp;&nbsp; 852579 |
|  |  | &nbsp;&nbsp;**$13236043** |
| Electrical Equipment — 0.7% | Electrical Equipment — 0.7% | Electrical Equipment — 0.7% |
| Eaton Corp. PLC | &nbsp;&nbsp;&nbsp;&nbsp;10470 | &nbsp;&nbsp;$4533615 |
| GE Vernova, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp; 4918908 |
|  |  | &nbsp;&nbsp;**$9452523** |
| Electronic Equipment, Instruments & Components — 0.2% | Electronic Equipment, Instruments & Components — 0.2% | Electronic Equipment, Instruments & Components — 0.2% |
| TE Connectivity PLC | &nbsp;&nbsp;&nbsp;&nbsp;11345 | &nbsp;&nbsp;$2401283 |
|  |  | &nbsp;&nbsp;**$2401283** |
| Entertainment — 0.4% | Entertainment — 0.4% | Entertainment — 0.4% |
| Netflix, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;60251 | &nbsp;&nbsp;$5640096 |
|  |  | &nbsp;&nbsp;**$5640096** |
| Financial Services — 2.1% | Financial Services — 2.1% | Financial Services — 2.1% |
| Berkshire Hathaway, Inc., Class B<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;23400 | &nbsp;&nbsp;$11082240 |
| Corpay, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4587 | &nbsp;&nbsp;&nbsp;&nbsp; 1405778 |
| Global Payments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16731 | &nbsp;&nbsp;&nbsp;&nbsp; 1203963 |
| Mastercard, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;11671 | &nbsp;&nbsp;&nbsp;&nbsp; 5869579 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Financial Services (continued) | Financial Services (continued) | Financial Services (continued) |
| PayPal Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;29872 | &nbsp;&nbsp;$1497782 |
| Visa, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;23799 | &nbsp;&nbsp;&nbsp;&nbsp; 7849862 |
|  |  | &nbsp;&nbsp;**$28909204** |
| 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;$2406388 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13794 | &nbsp;&nbsp;&nbsp;&nbsp; 3717207 |
|  |  | &nbsp;&nbsp;**$6123595** |
| Health Care Equipment & Supplies — 0.6% | Health Care Equipment & Supplies — 0.6% | Health Care Equipment & Supplies — 0.6% |
| Boston Scientific Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;45910 | &nbsp;&nbsp;$2644875 |
| IDEXX Laboratories, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3949 | &nbsp;&nbsp;&nbsp;&nbsp; 2214599 |
| Intuitive Surgical, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7648 | &nbsp;&nbsp;&nbsp;&nbsp; 3499802 |
|  |  | &nbsp;&nbsp;**$8359276** |
| Health Care Providers & Services — 1.0% | Health Care Providers & Services — 1.0% | Health Care Providers & Services — 1.0% |
| Cencora, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7791 | &nbsp;&nbsp;$2399706 |
| Centene Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;52925 | &nbsp;&nbsp;&nbsp;&nbsp; 2841543 |
| DaVita, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7987 | &nbsp;&nbsp;&nbsp;&nbsp; 1239103 |
| Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9481 | &nbsp;&nbsp;&nbsp;&nbsp; 1841210 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12368 | &nbsp;&nbsp;&nbsp;&nbsp; 4582097 |
|  |  | &nbsp;&nbsp;**$12903659** |
| Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% | Hotel & Resort REITs — 0.1% |
| Host Hotels & Resorts, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;94977 | &nbsp;&nbsp;$2006864 |
|  |  | &nbsp;&nbsp;**$2006864** |
| Hotels, Restaurants & Leisure — 1.1% | Hotels, Restaurants & Leisure — 1.1% | Hotels, Restaurants & Leisure — 1.1% |
| Carnival Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61479 | &nbsp;&nbsp;$1629808 |
| Expedia Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9477 | &nbsp;&nbsp;&nbsp;&nbsp; 2353803 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;&nbsp;&nbsp;28819 | &nbsp;&nbsp;&nbsp;&nbsp; 1573806 |
| McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13782 | &nbsp;&nbsp;&nbsp;&nbsp; 4046257 |
| MGM Resorts International<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;29871 | &nbsp;&nbsp;&nbsp;&nbsp; 1163177 |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;30891 | &nbsp;&nbsp;&nbsp;&nbsp; 3253749 |
| Wynn Resorts Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;11020 | &nbsp;&nbsp;&nbsp;&nbsp; 1180352 |
|  |  | &nbsp;&nbsp;**$15200952** |
| Household Durables — 0.1% | Household Durables — 0.1% | Household Durables — 0.1% |
| Lennar Corp., Class A | &nbsp;&nbsp;&nbsp;&nbsp;15384 | &nbsp;&nbsp;$1389175 |
|  |  | &nbsp;&nbsp;**$1389175** |
| Household Products — 0.4% | Household Products — 0.4% | Household Products — 0.4% |
| Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;34222 | &nbsp;&nbsp;$5033714 |
|  |  | &nbsp;&nbsp;**$5033714** |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% | Independent Power and Renewable Electricity Producers — 0.1% |
| Vistra Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10480 | &nbsp;&nbsp;$1654163 |
|  |  | &nbsp;&nbsp;**$1654163** |
| Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% | Industrial Conglomerates — 0.2% |
| Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15244 | &nbsp;&nbsp;$3267246 |
|  |  | &nbsp;&nbsp;**$3267246** |
| Insurance — 0.7% | Insurance — 0.7% | Insurance — 0.7% |
| Arthur J. Gallagher & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8059 | &nbsp;&nbsp;$1663377 |
| Assurant, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6036 | &nbsp;&nbsp;&nbsp;&nbsp; 1426126 |
| Everest Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 | &nbsp;&nbsp;&nbsp;&nbsp; 978236 |
| Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp;15190 | &nbsp;&nbsp;&nbsp;&nbsp; 3057443 |
| Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;22676 | &nbsp;&nbsp;&nbsp;&nbsp; 1822697 |
|  |  | &nbsp;&nbsp;**$8947879** |
| Interactive Media & Services — 4.8% | Interactive Media & Services — 4.8% | Interactive Media & Services — 4.8% |
| Alphabet, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;69586 | &nbsp;&nbsp;$26776693 |
| Alphabet, Inc., Class C | &nbsp;&nbsp;&nbsp;&nbsp;55972 | &nbsp;&nbsp;&nbsp;&nbsp; 21377946 |
| Meta Platforms, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;26531 | &nbsp;&nbsp;&nbsp;&nbsp; 16234584 |
|  |  | &nbsp;&nbsp;**$64389223** |
| IT Services — 0.2% | IT Services — 0.2% | IT Services — 0.2% |
| Accenture PLC, Class A | &nbsp;&nbsp;&nbsp;&nbsp;13793 | &nbsp;&nbsp;$2464947 |
|  |  | &nbsp;&nbsp;**$2464947** |
| Leisure Products — 0.1% | Leisure Products — 0.1% | Leisure Products — 0.1% |
| Hasbro, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14652 | &nbsp;&nbsp;$1404248 |
|  |  | &nbsp;&nbsp;**$1404248** |
| 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;8673 | &nbsp;&nbsp;$1373543 |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7661 | &nbsp;&nbsp;&nbsp;&nbsp; 3669313 |
| Waters Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp; 1259803 |
|  |  | &nbsp;&nbsp;**$6302659** |
| Machinery — 1.0% | Machinery — 1.0% | Machinery — 1.0% |
| Caterpillar, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7313 | &nbsp;&nbsp;$6509375 |
| Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 | &nbsp;&nbsp;&nbsp;&nbsp; 205750 |
| PACCAR, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20719 | &nbsp;&nbsp;&nbsp;&nbsp; 2461417 |
| Pentair PLC | &nbsp;&nbsp;&nbsp;&nbsp;17848 | &nbsp;&nbsp;&nbsp;&nbsp; 1440512 |
| Westinghouse Air Brake Technologies Corp. | &nbsp;&nbsp;&nbsp;&nbsp;10792 | &nbsp;&nbsp;&nbsp;&nbsp; 2912653 |
|  |  | &nbsp;&nbsp;**$13529707** |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Media — 0.1% | Media — 0.1% | Media — 0.1% |
| Omnicom Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15801 | &nbsp;&nbsp;$1212253 |
|  |  | &nbsp;&nbsp;**$1212253** |
| Metals & Mining — 0.2% | Metals & Mining — 0.2% | Metals & Mining — 0.2% |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;44799 | &nbsp;&nbsp;$2588486 |
|  |  | &nbsp;&nbsp;**$2588486** |
| Multi-Utilities — 0.2% | Multi-Utilities — 0.2% | Multi-Utilities — 0.2% |
| CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;13298 | &nbsp;&nbsp;$1020488 |
| WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;16366 | &nbsp;&nbsp;&nbsp;&nbsp; 1930206 |
|  |  | &nbsp;&nbsp;**$2950694** |
| Oil, Gas & Consumable Fuels — 1.7% | Oil, Gas & Consumable Fuels — 1.7% | Oil, Gas & Consumable Fuels — 1.7% |
| APA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29232 | &nbsp;&nbsp;$1190619 |
| Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29771 | &nbsp;&nbsp;&nbsp;&nbsp; 5755032 |
| Devon Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;26218 | &nbsp;&nbsp;&nbsp;&nbsp; 1346819 |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;17402 | &nbsp;&nbsp;&nbsp;&nbsp; 2446199 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;61912 | &nbsp;&nbsp;&nbsp;&nbsp; 9554879 |
| HF Sinclair Corp. | &nbsp;&nbsp;&nbsp;&nbsp;23402 | &nbsp;&nbsp;&nbsp;&nbsp; 1572848 |
| ONEOK, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20026 | &nbsp;&nbsp;&nbsp;&nbsp; 1851604 |
|  |  | &nbsp;&nbsp;**$23718000** |
| Passenger Airlines — 0.0%<sup>†</sup> | Passenger Airlines — 0.0%<sup>†</sup> | Passenger Airlines — 0.0%<sup>†</sup> |
| Alaska Air Group, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;18163 | &nbsp;&nbsp;$710355 |
|  |  | &nbsp;&nbsp;**$710355** |
| Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% | Pharmaceuticals — 1.5% |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;11006 | &nbsp;&nbsp;$10286207 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;35248 | &nbsp;&nbsp;&nbsp;&nbsp; 8101753 |
| Viatris, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;163523 | &nbsp;&nbsp;&nbsp;&nbsp; 2443034 |
|  |  | &nbsp;&nbsp;**$20830994** |
| Professional Services — 0.2% | Professional Services — 0.2% | Professional Services — 0.2% |
| Amentum Holdings, Inc.<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8975 | &nbsp;&nbsp;$235414 |
| Jacobs Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8976 | &nbsp;&nbsp;&nbsp;&nbsp; 1161584 |
| Leidos Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5304 | &nbsp;&nbsp;&nbsp;&nbsp; 791463 |
| Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6411 | &nbsp;&nbsp;&nbsp;&nbsp; 1182766 |
|  |  | &nbsp;&nbsp;**$3371227** |
| Residential REITs — 0.2% | Residential REITs — 0.2% | Residential REITs — 0.2% |
| Equity Residential | &nbsp;&nbsp;&nbsp;&nbsp;23043 | &nbsp;&nbsp;$1506551 |
| Mid-America Apartment Communities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9253 | &nbsp;&nbsp;&nbsp;&nbsp; 1195303 |
|  |  | &nbsp;&nbsp;**$2701854** |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Retail REITs — 0.1% | Retail REITs — 0.1% | Retail REITs — 0.1% |
| Kimco Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;57235 | &nbsp;&nbsp;$1353035 |
|  |  | &nbsp;&nbsp;**$1353035** |
| Semiconductors & Semiconductor Equipment — 8.8% | Semiconductors & Semiconductor Equipment — 8.8% | Semiconductors & Semiconductor Equipment — 8.8% |
| Advanced Micro Devices, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5332 | &nbsp;&nbsp;$1890141 |
| Analog Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13516 | &nbsp;&nbsp;&nbsp;&nbsp; 5436946 |
| Broadcom, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;58527 | &nbsp;&nbsp;&nbsp;&nbsp; 24430926 |
| Intel Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;57070 | &nbsp;&nbsp;&nbsp;&nbsp; 5391974 |
| KLA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4118 | &nbsp;&nbsp;&nbsp;&nbsp; 7207941 |
| Microchip Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;13905 | &nbsp;&nbsp;&nbsp;&nbsp; 1291913 |
| Micron Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;12891 | &nbsp;&nbsp;&nbsp;&nbsp; 6666710 |
| NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;277260 | &nbsp;&nbsp;&nbsp;&nbsp; 55332778 |
| QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;18464 | &nbsp;&nbsp;&nbsp;&nbsp; 3315765 |
| Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;21150 | &nbsp;&nbsp;&nbsp;&nbsp; 1484095 |
| Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6278 | &nbsp;&nbsp;&nbsp;&nbsp; 2156305 |
| Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;15615 | &nbsp;&nbsp;&nbsp;&nbsp; 4389064 |
|  |  | &nbsp;&nbsp;**$118994558** |
| Software — 4.1% | Software — 4.1% | Software — 4.1% |
| AppLovin Corp., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5274 | &nbsp;&nbsp;$2354050 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5019 | &nbsp;&nbsp;&nbsp;&nbsp; 1949881 |
| Microsoft Corp. | &nbsp;&nbsp;&nbsp;&nbsp;82460 | &nbsp;&nbsp;&nbsp;&nbsp; 33625539 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;29898 | &nbsp;&nbsp;&nbsp;&nbsp; 4825238 |
| Palantir Technologies, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;30472 | &nbsp;&nbsp;&nbsp;&nbsp; 4238960 |
| PTC, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;13926 | &nbsp;&nbsp;&nbsp;&nbsp; 1898114 |
| Synopsys, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6178 | &nbsp;&nbsp;&nbsp;&nbsp; 2981503 |
| Trimble, Inc.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;28312 | &nbsp;&nbsp;&nbsp;&nbsp; 1905964 |
| Workday, Inc., Class A<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;16810 | &nbsp;&nbsp;&nbsp;&nbsp; 2057544 |
|  |  | &nbsp;&nbsp;**$55836793** |
| Specialized REITs — 0.5% | Specialized REITs — 0.5% | Specialized REITs — 0.5% |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;14324 | &nbsp;&nbsp;$2617138 |
| Extra Space Storage, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;10905 | &nbsp;&nbsp;&nbsp;&nbsp; 1563014 |
| Millrose Properties, Inc., Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6755 | &nbsp;&nbsp;&nbsp;&nbsp; 207176 |
| Public Storage | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7376 | &nbsp;&nbsp;&nbsp;&nbsp; 2230871 |
|  |  | &nbsp;&nbsp;**$6618199** |
| Specialty Retail — 0.4% | Specialty Retail — 0.4% | Specialty Retail — 0.4% |
| Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;20278 | &nbsp;&nbsp;$394204 |
| Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;14412 | &nbsp;&nbsp;&nbsp;&nbsp; 4738666 |
|  |  | &nbsp;&nbsp;**$5132870** |
| Technology Hardware, Storage & Peripherals — 3.8% | Technology Hardware, Storage & Peripherals — 3.8% | Technology Hardware, Storage & Peripherals — 3.8% |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;170119 | &nbsp;&nbsp;$46161790 |

---

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Technology Hardware, Storage & Peripherals (continued) | Technology Hardware, Storage & Peripherals (continued) | Technology Hardware, Storage & Peripherals (continued) |
| Sandisk Corp.<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4725 | &nbsp;&nbsp;$5181010 |
|  |  | &nbsp;&nbsp;**$51342800** |
| 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;4273 | &nbsp;&nbsp;$1532469 |
|  |  | &nbsp;&nbsp;**$1532469** |
| Tobacco — 0.3% | Tobacco — 0.3% | Tobacco — 0.3% |
| Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;27300 | &nbsp;&nbsp;$4506411 |
|  |  | &nbsp;&nbsp;**$4506411** |
| Trading Companies & Distributors — 0.2% | Trading Companies & Distributors — 0.2% | Trading Companies & Distributors — 0.2% |
| W.W. Grainger, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1871 | &nbsp;&nbsp;$2172886 |
|  |  | &nbsp;&nbsp;**$2172886** |
| Total Common Stocks<br> (identified cost $247,791,937) |  | &nbsp;&nbsp;**$692367469** |

---

U.S. Treasury Obligations — 27.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.75%, 8/31/26 | $&nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;$11616218 |
| &nbsp;&nbsp;&nbsp;0.875%, 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp;&nbsp;&nbsp; 20185321 |
| &nbsp;&nbsp;&nbsp;1.125%, 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4935885 |
| &nbsp;&nbsp;&nbsp;1.25%, 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;10188 | &nbsp;&nbsp;&nbsp;&nbsp; 10045007 |
| &nbsp;&nbsp;&nbsp;1.25%, 12/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7379369 |
| &nbsp;&nbsp;&nbsp;1.375%, 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp; 11640323 |
| &nbsp;&nbsp;&nbsp;1.50%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;11730 | &nbsp;&nbsp;&nbsp;&nbsp; 11654310 |
| &nbsp;&nbsp;&nbsp;1.625%, 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6876 | &nbsp;&nbsp;&nbsp;&nbsp; 6817022 |
| &nbsp;&nbsp;&nbsp;1.625%, 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;32952 | &nbsp;&nbsp;&nbsp;&nbsp; 32610557 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp; 6341685 |
| &nbsp;&nbsp;&nbsp;2.125%, 5/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;35000 | &nbsp;&nbsp;&nbsp;&nbsp; 34949728 |
| &nbsp;&nbsp;&nbsp;3.50%, 9/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;13455 | &nbsp;&nbsp;&nbsp;&nbsp; 13442385 |
| &nbsp;&nbsp;&nbsp;3.75%, 8/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;28000 | &nbsp;&nbsp;&nbsp;&nbsp; 28001870 |
| &nbsp;&nbsp;&nbsp;4.00%, 1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp; 7514583 |
| &nbsp;&nbsp;&nbsp;4.125%, 10/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp; 19234689 |
| &nbsp;&nbsp;&nbsp;4.125%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7270 | &nbsp;&nbsp;&nbsp;&nbsp; 7292104 |
| &nbsp;&nbsp;&nbsp;4.25%, 11/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 5015326 |
| &nbsp;&nbsp;&nbsp;4.25%, 3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;10800 | &nbsp;&nbsp;&nbsp;&nbsp; 10847107 |
| &nbsp;&nbsp;&nbsp;4.375%, 7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;51800 | &nbsp;&nbsp;&nbsp;&nbsp; 51887320 |
| &nbsp;&nbsp;&nbsp;4.375%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;51690 | &nbsp;&nbsp;&nbsp;&nbsp; 51787472 |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 9/15/26 | $&nbsp;&nbsp;&nbsp;&nbsp;20420 | &nbsp;&nbsp;$20489150 |
| Total U.S. Treasury Obligations<br> (identified cost $373,733,005) |  | &nbsp;&nbsp;**$373687431** |

---

Short-Term Investments — 21.4%

Affiliated Fund — 0.7%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.57%<sup>(3)</sup> | 8742732 | &nbsp;&nbsp;$8742732 |
| Total Affiliated Fund<br> (identified cost $8,742,732) |  | &nbsp;&nbsp;**$8742732** |

---

Securities Lending Collateral — 0.0%<sup>†</sup>

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| State Street Navigator Securities Lending Government Money Market Portfolio, 3.67%<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;579475 | &nbsp;&nbsp;$579475 |
| Total Securities Lending Collateral<br> (identified cost $579,475) |  | &nbsp;&nbsp;**$579475** |

---

U.S. Treasury Obligations — 20.7%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bills: |  |  |
| &nbsp;&nbsp;&nbsp;0.00%, 6/11/26<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;95000 | &nbsp;&nbsp;$94611040 |
| &nbsp;&nbsp;&nbsp;0.00%, 7/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;82706 | &nbsp;&nbsp;&nbsp;&nbsp; 82135527 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/1/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;20152 | &nbsp;&nbsp;&nbsp;&nbsp; 19845280 |
| &nbsp;&nbsp;&nbsp;0.00%, 10/29/26<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;26552 | &nbsp;&nbsp;&nbsp;&nbsp; 26075414 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| &nbsp;&nbsp;&nbsp;0.00%, 12/24/26<sup>(5)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;24880 | &nbsp;&nbsp;$24300745 |
| &nbsp;&nbsp;&nbsp;0.00%, 1/21/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp; 4870398 |
| &nbsp;&nbsp;&nbsp;0.00%, 2/18/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;&nbsp;&nbsp; 14567052 |
| &nbsp;&nbsp;&nbsp;0.00%, 3/18/27<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;14570 | &nbsp;&nbsp;&nbsp;&nbsp; 14108777 |
| Total U.S. Treasury Obligations<br> (identified cost $280,495,249) |  | &nbsp;&nbsp;**$280514233** |
| Total Short-Term Investments<br> (identified cost $289,817,456) |  | &nbsp;&nbsp;**$289836440** |
| Total Investments — 100.1%<br> (identified cost $911,342,398) |  | &nbsp;&nbsp;**$1355891340** |
| Total Written Options — (0.5)%<br> (premiums received $4,275,839) |  | &nbsp;&nbsp;**$(6338101)** |
| Other Assets, Less Liabilities — 0.4% |  | &nbsp;&nbsp;**$4619214** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$1354172453** |

---

---

| | |
|:---|:---|
| 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 April 30, 2026. The aggregate market value of securities on loan at April 30, 2026 was $2,037,721 and the total market value of the collateral received by the Fund was $2,048,739, comprised of cash of $579,475 and U.S. government and/or agencies securities of $1,469,264. |
| <sup>(3)</sup> | May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of April 30, 2026. |
| <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) — (0.4)%** | **Written Call Options (Exchange-Traded) — (0.4)%** | **Written Call Options (Exchange-Traded) — (0.4)%** | **Written Call Options (Exchange-Traded) — (0.4)%** | **Written Call Options (Exchange-Traded) — (0.4)%** | **Written Call Options (Exchange-Traded) — (0.4)%** |
| **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;55509377 | $&nbsp;&nbsp;7275 | &nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;$(10549) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7280 | &nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp; (8085) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6875 | &nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp;(2621465) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7275 | &nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp; (56595) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7255 | &nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp; (186340) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7280 | &nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp; (114730) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7050 | &nbsp;&nbsp; 5/8/26 | &nbsp;&nbsp;(1402786) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7325 | &nbsp;&nbsp;5/11/26 | &nbsp;&nbsp; (136290) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7225 | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp; (550550) |

---

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

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;55509377 | $&nbsp;&nbsp;7350 | &nbsp;&nbsp;5/18/26 | &nbsp;&nbsp;$(227458) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7400 | &nbsp;&nbsp;5/22/26 | &nbsp;&nbsp; (211750) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7375 | &nbsp;&nbsp;5/27/26 | &nbsp;&nbsp; (178255) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(5704853)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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;55509377 | $&nbsp;&nbsp;7000 | &nbsp;&nbsp; 5/1/26 | &nbsp;&nbsp;$(2695) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;7000 | &nbsp;&nbsp; 5/4/26 | &nbsp;&nbsp; (12320) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6900 | &nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp; (11704) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6975 | &nbsp;&nbsp; 5/6/26 | &nbsp;&nbsp; (29260) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6950 | &nbsp;&nbsp;5/11/26 | &nbsp;&nbsp; (72534) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6710 | &nbsp;&nbsp;5/13/26 | &nbsp;&nbsp; (34650) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6800 | &nbsp;&nbsp;5/18/26 | &nbsp;&nbsp; (95865) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6850 | &nbsp;&nbsp;5/22/26 | &nbsp;&nbsp;(179410) |
| S&P 500 Index | &nbsp;&nbsp;77 | &nbsp;&nbsp;55509377 | &nbsp;&nbsp;6825 | &nbsp;&nbsp;5/27/26 | &nbsp;&nbsp;(194810) |
| **Total** |  |  |  |  | &nbsp;&nbsp;**$(633248)** |

---

---

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

---

At April 30, 2026, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.

Affiliated Investments

At April 30, 2026, the value of the Fund's investment in funds that may be deemed to be affiliated was $8,742,732, which represents 0.7% of the Fund's net assets. Transactions in such investments by the Fund for the fiscal year to date ended April 30, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Dividend<br> income** | **Shares,<br> end of period** |
| **Short-Term Investments** |  |  |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | $72770909 | $79132773 | $(143160950) | $— | $— | $8742732 | $125646 | 8742732 |

---

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

Fair Value Measurements

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

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

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

------

Parametric

Volatility Risk Premium - Defensive Fund

April 30, 2026

Portfolio of Investments (Unaudited) — continued

------

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

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

At April 30, 2026, 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;$692,367,469\* | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$692367469 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373687431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 373687431 |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Affiliated Fund | &nbsp;&nbsp;&nbsp;&nbsp; 8742732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8742732 |
| &nbsp;&nbsp;&nbsp;Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp; 579475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 579475 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280514233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280514233 |
| **Total Investments** | &nbsp;&nbsp;**$701689676** | &nbsp;&nbsp;&nbsp;&nbsp;**$654201664** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$1355891340** |
| **Liability Description** |  |  |  |  |
| Written Call Options | &nbsp;&nbsp;$(5704853) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(5704853) |
| Written Put Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633248) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (633248) |
| **Total** | &nbsp;&nbsp;**$(6338101)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(6338101)** |

---

\* 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:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1364486141.05

**Total Liabilities:** $13592595.69

**Net Assets:** $1350893545.36

**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 | 0.41%                | -1.82%               | 4.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-66947.30               | $-4186248.77                               |
| Month 2  | $-3285810.96             | $-31073745.44                              |
| Month 3  | $1801450.04              | $64500043.68                               |

**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        |     15244 | NS      | $3267246.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11640322.63  | 0.86%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7379368.80   | 0.55%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                          | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     71563 | NS      | $6548014.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                             | Albemarle Corp                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     10139 | NS      | $1994341.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                                                | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      6036 | NS      | $1426125.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                 | Intuit Inc                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      5019 | NS      | $1949881.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc                  | L3Harris Technologies Inc                                                   | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |      8065 | NS      | $2585235.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                              | Accenture PLC                                                               | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     13793 | NS      | $2464947.03   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                         | Equity Residential                                                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     23043 | NS      | $1506551.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     10480 | NS      | $1654163.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc | Expeditors International of Washington Inc                                  | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      9906 | NS      | $1464998.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc                                | Viatris Inc                                                                 | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               | CORP              | US        |    163523 | NS      | $2443033.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                       | Progressive Corp/The                                                        | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     15190 | NS      | $3057443.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-550550.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                         | Union Pacific Corp                                                          | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     13794 | NS      | $3717207.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                          | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     35248 | NS      | $8101752.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                            | McDonald's Corp                                                             | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     13782 | NS      | $4046257.38   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-2695.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                     | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     12368 | NS      | $4582096.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc            | Philip Morris International Inc                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     27300 | NS      | $4506411.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-186340.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                | Pentair PLC                                                                 | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |     17848 | NS      | $1440512.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $28001869.56  | 2.07%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                         | NextEra Energy Inc                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     34726 | NS      | $3398980.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7514583.00   | 0.56%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                 | AbbVie Inc                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     25255 | NS      | $5336886.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797SA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20152000 | PA      | $19845280.32  | 1.47%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  24880000 | PA      | $24300744.84  | 1.80%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-56595.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc               | Thermo Fisher Scientific Inc                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7661 | NS      | $3669312.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                      | Costco Wholesale Corp                                                       | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      6647 | NS      | $6743580.91   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Expedia Group Inc                          | Expedia Group Inc                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      9477 | NS      | $2353802.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-12320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group Ltd                          | Everest Group Ltd                                                           | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |      2742 | NS      | $978235.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-11704.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                               | Teradyne Inc                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      6278 | NS      | $2156304.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34949728.10  | 2.59%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                       | WEC Energy Group Inc                                                        | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     16366 | NS      | $1930206.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                          | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     17402 | NS      | $2446199.14   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4870398.45   | 0.36%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | 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        |    579474 | NS      | $579474.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                      | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     12891 | NS      | $6666709.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-34650.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11654309.95  | 0.86%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                          | Omnicom Group Inc                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     15801 | NS      | $1212252.72   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc                                 | DaVita Inc                                                                  | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               | CORP              | US        |      7987 | NS      | $1239103.18   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20420000 | PA      | $20185321.11  | 1.49%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     56088 | NS      | $1470066.48   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5015325.70   | 0.37%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                 | Advanced Micro Devices Inc                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |      5332 | NS      | $1890140.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH               | Huntington Bancshares Inc/OH                                                | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    120487 | NS      | $2019362.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                | PepsiCo Inc                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     24076 | NS      | $3815805.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                      | Texas Instruments Inc                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     15615 | NS      | $4389064.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10188000 | PA      | $10045007.04  | 0.74%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                        | PayPal Holdings Inc                                                         | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     29872 | NS      | $1497782.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                               | Centene Corp                                                                | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |     52925 | NS      | $2841543.25   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     69586 | NS      | $26776692.80  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                   | Microchip Technology Inc                                                    | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     13905 | NS      | $1291913.55   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7270000 | PA      | $7292103.85   | 0.54%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                   | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     23799 | NS      | $7849862.16   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                             | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     15547 | NS      | $2418802.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                     | Boston Scientific Corp                                                      | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     45910 | NS      | $2644875.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennar Corp                                | Lennar Corp                                                                 | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |     15384 | NS      | $1389175.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                        | Leidos Holdings Inc                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |      5304 | NS      | $791462.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                 | Biogen Inc                                                                  | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      7341 | NS      | $1389504.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6876000 | PA      | $6817021.73   | 0.50%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                    | Procter & Gamble Co/The                                                     | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     34222 | NS      | $5033713.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51690000 | PA      | $51787472.35  | 3.83%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp                          | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |     18847 | NS      | $2880575.48   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  14570000 | PA      | $14108777.18  | 1.04%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797TV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  15000000 | PA      | $14567051.85  | 1.08%             | 2027-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                 | Hasbro Inc                                                                  | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     14652 | NS      | $1404247.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Workday Inc                                | Workday Inc                                                                 | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     16810 | NS      | $2057544.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                          | Ralph Lauren Corp                                                           | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      4273 | NS      | $1532468.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      2206 | NS      | $159162.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                             | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     82460 | NS      | $33625538.80  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| A O Smith Corp                             | A O Smith Corp                                                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     16850 | NS      | $1042004.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| American Tower Corp                        | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |     14324 | NS      | $2617138.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-178255.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corp of America                  | Packaging Corp of America                                                   | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      5963 | NS      | $1272802.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                         | IQVIA Holdings Inc                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      8673 | NS      | $1373543.01   | 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      | $-227458.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc          | Huntington Ingalls Industries Inc                                           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      6126 | NS      | $2231640.54   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp                 | Pinnacle West Capital Corp                                                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      8220 | NS      | $852578.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                | Trimble Inc                                                                 | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |     28312 | NS      | $1905963.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    277260 | NS      | $55332778.20  | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                               | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29771 | NS      | $5755032.01   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                               | Entergy Corp                                                                | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     23545 | NS      | $2776190.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                               | Alphabet Inc                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     55972 | NS      | $21377945.68  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-1402786.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13455000 | PA      | $13442384.59  | 1.00%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-72534.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20420000 | PA      | $20489150.49  | 1.52%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                  | Linde PLC                                                                   | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      8502 | NS      | $4260692.28   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                        | Quanta Services Inc                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      6781 | NS      | $4935008.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                | Walmart Inc                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     61160 | NS      | $8068838.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                           | Coca-Cola Co/The                                                            | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     66104 | NS      | $5206351.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11730000 | PA      | $11616218.18  | 0.86%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Public Storage                             | Public Storage                                                              | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      7376 | NS      | $2230871.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4935885.50   | 0.37%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc            | Solstice Advanced Materials Inc                                             | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      3097 | NS      | $253799.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                    | Millrose Properties Inc                                                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |      6755 | NS      | $207175.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                 | PACCAR Inc                                                                  | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     20719 | NS      | $2461417.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                           | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     61912 | NS      | $9554878.96   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                     | Franklin Resources Inc                                                      | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     33996 | NS      | $1018860.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandisk Corp/DE                            | Sandisk Corp/DE                                                             | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4725 | NS      | $5181009.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                            | CMS Energy Corp                                                             | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |     13298 | NS      | $1020488.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc                  | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     94977 | NS      | $2006864.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                             | Flowserve Corp                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      2794 | NS      | $205750.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                       | Amentum Holdings Inc                                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      8975 | NS      | $235414.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group Inc                       | Alaska Air Group Inc                                                        | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     18163 | NS      | $710354.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Palantir Technologies Inc                  | Palantir Technologies Inc                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     30472 | NS      | $4238959.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc                     | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     23400 | NS      | $11082240.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                | Netflix Inc                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     60251 | NS      | $5640096.11   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                          | Kimco Realty Corp                                                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               |  | US        |     57235 | NS      | $1353035.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                     | Intuitive Surgical Inc                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7648 | NS      | $3499801.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                             | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     11671 | NS      | $5869579.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                      | Republic Services Inc                                                       | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |     10494 | NS      | $2195554.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                               | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     58527 | NS      | $24430925.61  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                  | Amgen Inc                                                                   | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     11067 | NS      | $3831948.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                       | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    107853 | NS      | $5765821.38   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     22676 | NS      | $1822696.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-179410.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                  | Tesla Inc                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     30747 | NS      | $11733977.61  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                         | Home Depot Inc/The                                                          | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     14412 | NS      | $4738665.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                        | Alliant Energy Corp                                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     25603 | NS      | $1880028.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                 | Intel Corp                                                                  | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     57070 | NS      | $5391973.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  26552000 | PA      | $26075413.63  | 1.93%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                 | Evergy Inc                                                                  | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |     23050 | NS      | $1909462.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc                       | Jacobs Solutions Inc                                                        | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |      8976 | NS      | $1161584.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     32515 | NS      | $2477643.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                              | Ford Motor Co                                                               | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    168859 | NS      | $2039816.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                 | Corpay Inc                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      4587 | NS      | $1405777.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wynn Resorts Ltd                           | Wynn Resorts Ltd                                                            | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | EC               | CORP              | US        |     11020 | NS      | $1180352.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                 | Ciena Corp                                                                  | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      4724 | NS      | $2492287.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc                       | Freeport-McMoRan Inc                                                        | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     44799 | NS      | $2588486.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The                    | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7707 | NS      | $2478648.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                           | HF Sinclair Corp                                                            | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     23402 | NS      | $1572848.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                   | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     29232 | NS      | $1190619.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                         | Analog Devices Inc                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     13516 | NS      | $5436946.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM Resorts International                  | MGM Resorts International                                                   | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               | CORP              | US        |     29871 | NS      | $1163176.74   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F5 Inc                                     | F5 Inc                                                                      | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      4136 | NS      | $1339650.40   | 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      | $-211750.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                         | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     26531 | NS      | $16234584.21  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                 | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     85328 | NS      | $4098303.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                | Oracle Corp                                                                 | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     29898 | NS      | $4825238.22   | 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      | $394204.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                   | RTX Corp                                                                    | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     27037 | NS      | $4760404.59   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                        | Avery Dennison Corp                                                         | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      5624 | NS      | $921942.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                             | GE Vernova Inc                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4540 | NS      | $4918908.40   | 0.36%             |  |  |  | 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        |   8742732 | NS      | $8742732.16   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                | Cencora Inc                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      7791 | NS      | $2399705.91   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp                        | Carrier Global Corp                                                         | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     29728 | NS      | $1996829.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                          | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     26218 | NS      | $1346818.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                                      | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |     21150 | NS      | $1484095.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                   | LKQ Corp                                                                    | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     22462 | NS      | $709349.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                             | Starbucks Corp                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     30891 | NS      | $3253749.03   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC                        | TE Connectivity PLC                                                         | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     11345 | NS      | $2401282.70   | 0.18%             |  |  |  | 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      | $2406387.51   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  82706000 | PA      | $82135527.10  | 6.08%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-136290.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $6341685.31   | 0.47%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                    | PTC Inc                                                                     | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |     13926 | NS      | $1898113.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                              | Carnival Corp                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     61479 | NS      | $1629808.29   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-95865.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                            | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      7313 | NS      | $6509374.43   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-114730.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc                 | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |     10887 | NS      | $1352165.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                               | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     18464 | NS      | $3315765.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                   | Ameriprise Financial Inc                                                    | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      4371 | NS      | $2075307.09   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                   | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |      4118 | NS      | $7207941.30   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     75705 | NS      | $2161377.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                       | Verisk Analytics Inc                                                        | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6411 | NS      | $1182765.39   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                              | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     24103 | NS      | $1640691.21   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                               | Synopsys Inc                                                                | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      6178 | NS      | $2981502.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                  | Apple Inc                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    170119 | NS      | $46161790.65  | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51800000 | PA      | $51887319.78  | 3.84%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-29260.00    | -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      | $-10549.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                    | Cboe Global Markets Inc                                                     | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |      7442 | NS      | $2233269.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-2621465.00  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                              | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      5274 | NS      | $2354049.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19200000 | PA      | $19234689.02  | 1.42%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc      | Mid-America Apartment Communities Inc                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      9253 | NS      | $1195302.54   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                 | Nasdaq Inc                                                                  | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     24914 | NS      | $2289845.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                                                         | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  95000000 | PA      | $94611040.55  | 7.00%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                            | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1871 | NS      | $2172885.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10847107.44  | 0.80%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                                         | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     45093 | NS      | $2288920.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Notes                                                         | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32952000 | PA      | $32610556.65  | 2.41%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                    | Extra Space Storage Inc                                                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     10905 | NS      | $1563013.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                       | Las Vegas Sands Corp                                                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     28819 | NS      | $1573805.59   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-8085.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                      | Quest Diagnostics Inc                                                       | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      9481 | NS      | $1841210.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                             | S&P Global Inc                                                              | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      6739 | NS      | $2906058.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corp                                | Waters Corp                                                                 | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      4074 | NS      | $1259803.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                             | Eli Lilly & Co                                                              | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     11006 | NS      | $10286207.60  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                    | Arthur J Gallagher & Co                                                     | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8059 | NS      | $1663377.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Payments Inc                        | Global Payments Inc                                                         | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               | CORP              | US        |     16731 | NS      | $1203962.76   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                        | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     37320 | NS      | $11689743.60  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                             | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    116685 | NS      | $30928526.10  | 2.29%             |  |  |  | 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      | $2912652.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-1540.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                     | IDEXX Laboratories Inc                                                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      3949 | NS      | $2214599.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                  | ONEOK Inc                                                                   | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     20026 | NS      | $1851603.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                     | S+P 500 INDEX                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |       -77 | NC      | $-194810.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     16056 | NS      | $3071512.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                             | Eaton Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10470 | NS      | $4533614.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer