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Parametric Volatility Risk Premium - Defensive Fund

Filed by Eaton Vance Mutual Funds Trust. What this fund reported holding in its latest quarterly NPORT-P. Positions are ordered by share of the fund rather than by size, because that is what separates a conviction from a rounding error.

Positions
151
matched to a ticker
Fund size
$1.5B
the filing's own figure
Matched value
$691.7M
of the positions below
As of
2026-07-31
S000056237

What it holds

Largest share of the fund first.

Company% of fundValue
NVDANVIDIA Corp3.86%$55.2M
AAPLApple Inc3.62%$51.8M
MSFTMicrosoft Corp2.73%$39M
AMZNAmazon.com Inc2.17%$31.1M
GOOGLAlphabet Inc1.73%$24.8M
AVGOBroadcom Inc1.59%$22.8M
GOOGAlphabet Inc1.40%$20M
METAMeta Platforms Inc0.96%$13.7M
JPMJPMorgan Chase & Co0.92%$13.1M
LLYEli Lilly and Co0.88%$12.6M
BRK.BBerkshire Hathaway Inc0.87%$12.4M
MUMicron Technology Inc0.74%$10.6M
TSLATesla Inc0.71%$10.2M
JNJJohnson & Johnson0.69%$9.8M
XOMExxonmobil Holdings Corp0.67%$9.6M
VVisa Inc0.64%$9.2M
AMDAdvanced Micro Devices Inc0.60%$8.6M
CSCOCisco Systems Inc0.58%$8.3M
MAMastercard Inc0.58%$8.3M
KLACKLA Corp0.53%$7.5M
BACBank of America Corp0.52%$7.4M
HDHome Depot Inc0.46%$6.6M
ABBVAbbVie Inc0.45%$6.4M
RTXRTX Corp0.45%$6.4M
KOCoca-Cola Co0.43%$6.2M
COSTCostco Wholesale Corp0.43%$6.1M
WMTWalmart Inc0.42%$6M
PGProcter & Gamble Co0.42%$5.9M
CVXChevron Corp0.40%$5.8M
PMPhilip Morris International Inc0.36%$5.2M
INTCIntel Corp0.36%$5.1M
UNHUnitedHealth Group Inc0.36%$5.1M
CATCaterpillar Inc0.34%$4.8M
PWRQuanta Services Inc0.32%$4.5M
GEVGE Vernova Inc0.31%$4.5M
TMOThermo Fisher Scientific Inc0.31%$4.4M
TXNTexas Instruments Inc0.30%$4.3M
ADIAnalog Devices Inc0.30%$4.2M
AMGNAmgen Inc0.29%$4.1M
UNPUnion Pacific Corp0.28%$4M
NFLXNetflix Inc0.28%$4M
PANWPalo Alto Networks Inc0.27%$3.8M
CMCSAComcast Corp0.25%$3.6M
PLTRPalantir Technologies Inc0.25%$3.5M
ORCLOracle Corp0.24%$3.5M
STTState Street Corp0.24%$3.5M
SBUXStarbucks Corp0.23%$3.3M
WABWestinghouse Air Brake Technologies Corp0.22%$3.1M
CRWDCrowdStrike Holdings Inc0.22%$3.1M
SNDKSandisk Corp0.22%$3.1M
IBMInternational Business Machines Corp0.21%$3M
PGRProgressive Corp0.20%$2.9M
LHXL3Harris Technologies Inc0.20%$2.8M
EXPEExpedia Group Inc0.19%$2.8M
FCXFreeport-McMoRan Inc0.19%$2.8M
PCARPaccar Inc0.19%$2.7M
QCOMQualcomm Inc0.19%$2.7M
COFCapital One Financial Corp0.19%$2.7M
NEENextera Energy Inc0.19%$2.7M
JBHTJ B Hunt Transport Services Inc0.18%$2.6M
GWWWW Grainger Inc0.18%$2.6M
SPGIS&P Global Inc0.18%$2.5M
FITBFifth Third Bancorp0.18%$2.5M
ETREntergy Corp0.18%$2.5M
SYFSynchrony Financial0.17%$2.5M
ISRGIntuitive Surgical Inc0.17%$2.5M
PSAPublic Storage0.17%$2.4M
HSTHost Hotels and Resorts, Inc0.17%$2.4M
AMPAmeriprise Financial Inc0.17%$2.4M
INTUIntuit Inc0.16%$2.3M
NDAQNasdaq Inc0.16%$2.3M
RFRegions Financial Corp0.16%$2.3M
APPApplovin Corp0.16%$2.3M
VTRSViatris Inc0.16%$2.3M
CNCCentene Corp0.16%$2.3M
TERTeradyne Inc0.16%$2.3M
CORCencora Inc0.16%$2.2M
DGXQuest Diagnostics Inc0.15%$2.2M
CRMSalesforce Inc0.15%$2.2M
SHWSherwin-Williams Co0.15%$2.2M
DINOHF Sinclair Corp0.15%$2.1M
KIMKimco Realty Corp0.15%$2.1M
GLWCorning Inc0.14%$2.1M
NRGNRG Energy Inc0.14%$2.1M
HBANHuntington Bancshares Inc0.14%$2M
EOGEOG Resources Inc0.14%$2M
HIIHuntington Ingalls Industries Inc0.14%$2M
CBOECboe Global Markets Inc0.14%$2M
UNMUnum Group0.14%$2M
DVADaVita Inc0.13%$1.9M
EVRGEvergy Inc0.13%$1.9M
VRSKVerisk Analytics Inc0.13%$1.9M
RSGRepublic Services Inc0.13%$1.9M
HONHoneywell International Inc0.13%$1.8M
LNTAlliant Energy Corp0.13%$1.8M
WECWEC Energy Group Inc0.13%$1.8M
AJGArthur J. Gallagher & Co.0.12%$1.8M
CPAYCorpay Inc0.12%$1.8M
IDXXIDEXX Laboratories Inc0.12%$1.7M
MAAMid-America Apartment Communities Inc0.12%$1.7M
AIZAssurant Inc0.12%$1.7M
CARRCarrier Global Corp0.12%$1.7M
DPZDomino's Pizza Inc0.12%$1.7M
FFIVF5 Inc0.12%$1.7M
HRLHormel Foods Corp0.12%$1.7M
HONAHoneywell Aerospace Inc0.11%$1.6M
VSTVistra Corp0.11%$1.6M
BSXBoston Scientific Corp0.11%$1.5M
RLRalph Lauren Corp0.11%$1.5M
BIIBBiogen Inc0.10%$1.5M
PKGPackaging Corp of America0.10%$1.5M
CIENCiena Corp0.10%$1.5M
TDGTransDigm Group Inc0.10%$1.5M
JJacobs Solutions Inc0.10%$1.4M
IQVIQVIA Holdings Inc0.10%$1.4M
TMUST-Mobile US Inc0.10%$1.4M
LVSLas Vegas Sands Corp0.10%$1.4M
HASHasbro Inc0.10%$1.4M
KRKroger Co0.10%$1.4M
CFCF Industries Holdings Inc0.10%$1.4M
EXRExtra Space Storage Inc0.09%$1.4M
BXPBXP Inc0.09%$1.3M
LENLennar Corp0.09%$1.3M
CPBCampbell's Co0.09%$1.3M
EXPDExpeditors International of Washington Inc0.09%$1.3M
WATWaters Corp0.08%$1.2M
MGMMGM Resorts International0.08%$1.2M
DVNDevon Energy Corp0.08%$1.2M
BENFranklin Resources Inc0.08%$1.2M
QQnity Electronics Inc0.08%$1.1M
OMCOmnicom Group Inc0.08%$1.1M
APAAPA Corp (US)0.08%$1.1M
WYNNWynn Resorts Ltd0.08%$1.1M
PODDInsulet Corp0.08%$1.1M
ALBAlbemarle Corp0.07%$1M
DELLDell Technologies Inc0.07%$1M
AOSA O Smith Corp0.07%$1M
GPNGlobal Payments Inc0.07%$999.9K
CMSCMS Energy Corp0.07%$957.3K
AVYAvery Dennison Corp0.07%$954.6K
ALKAlaska Air Group Inc0.06%$861.8K
ABNBAirbnb Inc0.06%$839.3K
PNWPinnacle West Capital Corp0.06%$830.1K
ELEstee Lauder Companies Inc0.05%$647K
LKQLKQ Corp0.03%$441.5K
BBWIBath & Body Works Inc0.03%$408K
AMTMAmentum Holdings Inc0.01%$199.2K
MRPMillrose Properties Inc0.01%$189K
SOLSSolstice Advanced Materials Inc0.01%$186.3K
PHINPhinia Inc0.01%$162.3K
MBGLMobility Global Inc0.01%$126.1K

Source: NPORT-P filings, via EDGAR. Positions arrive by CUSIP, and only a CUSIP verified against a ticker is kept — so this is what we could match, not everything the fund holds, and the matched value is therefore below the fund's own size. A balance is shares where the filing says `NS` and a principal amount where it says `PA`, which is why it is not labelled shares in both cases.

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