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Form NPORT-P EATON VANCE MUTUAL FUNDS For: Mar 31

May 27, 2022 3:26 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0000745463
          XXXXXXXX
        
      
      
      
      
        S000032773
        C000111445
        C000101132
      
      
      
    
  
  
    
      EATON VANCE MUTUAL FUNDS TRUST
      811-04015
      0000745463
      549300C67AFHZKODE756
      TWO INTERNATIONAL PLACE
      BOSTON
      
      02110
      617-482-8260
      Parametric Commodity Strategy Fund
      S000032773
      HRKCSKMNIKIQ8EY5JT96
      2022-12-31
      2022-03-31
      N
    
    
      2337263130.79
      6003863.45
      2331259267.34
      0.00000000
      402797380.91000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        NATURAL GAS FUTR JAN23
        000000000
        
          
        
        3264.00000000
        NC
        USD
        53620497.54000000
        2.300065818126
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Henry Hub Natural Gas Futures
                NGF23 Comdty
              
            
            2022-12-28
            143655662.46000000
            USD
            53620497.54000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR MAY22
        000000000
        
          
        
        -1649.00000000
        NC
        USD
        12452221.50000000
        0.534141426243
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Primary Aluminum Future
                LAK22 COMDTY
              
            
            2022-05-16
            -156208331.25000000
            USD
            12452221.50000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286U9
        
          
        
        58650000.00000000
        PA
        USD
        58778800.09000000
        2.521332608237
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828X47
        
          
        
        20000000.00000000
        PA
        USD
        20025110.00000000
        0.858982537058
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-30
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR APR22
        000000000
        
          
        
        -1497.00000000
        NC
        USD
        -16171716.75000000
        -0.69369018609
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Primary Aluminum Future
                LAJ22 COMDTY
              
            
            2022-04-14
            -114202387.50000000
            USD
            -16171716.75000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN MEAL FUTR JUL22
        000000000
        
          
        
        907.00000000
        NC
        USD
        723839.00000000
        0.031049270672
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Soybean Meal Future
                SMN2 COMDTY
              
            
            2022-07-14
            40943741.00000000
            USD
            723839.00000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE APR22
        000000000
        
          
        
        431.00000000
        NC
        USD
        29550378.00000000
        1.267571497258
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Nickel Future
                LNJ2 COMDTY
              
            
            2022-04-14
            53499012.00000000
            USD
            29550378.00000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        SUGAR 11 (WORLD) JUL22
        000000000
        
          
        
        1943.00000000
        NC
        USD
        820749.32000000
        0.035206265193
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CSC Number 11 World Sugar Future
                SBN2 Comdty
              
            
            2022-06-30
            41222661.88000000
            USD
            820749.32000000
          
        
        
          N
          N
          N
        
      
      
        EV CASH RESERVES FUND LLC
        N/A
        EV CASH RESERVES FUND LLC
        000000000
        
          
        
        117352599.61800000
        NS
        USD
        117340864.36000000
        5.033368274558
        Long
        STIV
        
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828WZ9
        
          
        
        82000000.00000000
        PA
        USD
        82099388.92000000
        3.521675605548
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE MAY22
        000000000
        
          
        
        758.00000000
        NC
        USD
        11523048.75000000
        0.494284308546
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXK2 COMDTY
              
            
            2022-05-16
            68114326.25000000
            USD
            11523048.75000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME TIN FUTURE MAY22
        000000000
        
          
        
        75.00000000
        NC
        USD
        190875.00000000
        0.008187635012
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Tin Future
                LTK2 COMDTY
              
            
            2022-05-16
            16125375.00000000
            USD
            190875.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LEAN HOGS FUTURE JUN22
        000000000
        
          
        
        836.00000000
        NC
        USD
        3633662.87000000
        0.155866956580
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME Lean Hogs Future
                LHM2 COMDTY
              
            
            2022-06-14
            36703337.13000000
            USD
            3633662.87000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        WHITE SUGAR (ICE) MAY22
        000000000
        
          
        
        768.00000000
        NC
        USD
        2020166.34000000
        0.086655584314
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                White Sugar Future
                QWK2 COMDTY
              
            
            2022-04-14
            18773433.66000000
            USD
            2020166.34000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME TIN FUTURE APR22
        000000000
        
          
        
        -68.00000000
        NC
        USD
        -264520.00000000
        -0.01134665730
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Tin Future
                LTJ2 COMDTY
              
            
            2022-04-14
            -14613880.00000000
            USD
            -264520.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill- When Issued
        912796R68
        
          
        
        90000000.00000000
        PA
        USD
        89861762.70000000
        3.854644738958
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-07-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P94
        
          
        
        19000000.00000000
        PA
        USD
        18857539.52000000
        0.808899283927
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-12-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        COFFEE 'C' FUTURE JUL22
        000000000
        
          
        
        979.00000000
        NC
        USD
        1440358.38000000
        0.061784564255
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CSC C Coffee Future
                KCN2 COMDTY
              
            
            2022-07-19
            81695097.87000000
            USD
            1440358.38000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME TIN FUTURE APR22
        000000000
        
          
        
        68.00000000
        NC
        USD
        1519120.00000000
        0.065163065356
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Tin Future
                LTJ2 COMDTY
              
            
            2022-04-14
            13359280.00000000
            USD
            1519120.00000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE APR22
        000000000
        
          
        
        -233.00000000
        NC
        USD
        -3107637.50000000
        -0.13330295533
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Copper Future
                LPJ22 COMDTY
              
            
            2022-04-14
            -57312175.00000000
            USD
            -3107637.50000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828M49
        
          
        
        36000000.00000000
        PA
        USD
        36138854.16000000
        1.550185973147
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-10-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE MAY22
        000000000
        
          
        
        -589.00000000
        NC
        USD
        193887.50000000
        0.008316857018
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Lead Future
                LLK2 COMDTY
              
            
            2022-05-16
            -35857837.50000000
            USD
            193887.50000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZR4
        
          
        
        10000000.00000000
        PA
        USD
        9995714.30000000
        0.428768882124
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZX1
        
          
        
        12000000.00000000
        PA
        USD
        11986555.08000000
        0.514166538571
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-30
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YA2
        
          
        
        24000000.00000000
        PA
        USD
        24054826.08000000
        1.031838303744
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE JUN22
        000000000
        
          
        
        725.00000000
        NC
        USD
        148740.00000000
        0.006380242733
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Lead Future
                LLM2 COMDTY
              
            
            2022-06-13
            43759072.50000000
            USD
            148740.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        WHEAT FUTURE(CBT) JUL22
        000000000
        
          
        
        816.00000000
        NC
        USD
        -2099679.20000000
        -0.09006631005
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Wheat Future
                W N2 Comdty
              
            
            2022-07-14
            42981279.20000000
            USD
            -2099679.20000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        PALLADIUM FUTURE JUN22
        000000000
        
          
        
        187.00000000
        NC
        USD
        -1287441.67000000
        -0.05522516041
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Palladium Future
                PAM2 COMDTY
              
            
            2022-06-28
            43467161.67000000
            USD
            -1287441.67000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796R27
        
          
        
        295000000.00000000
        PA
        USD
        292251780.00000000
        12.53621954856
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-12-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE MAY22
        000000000
        
          
        
        -457.00000000
        NC
        USD
        -10927602.00000000
        -0.46874245833
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Nickel Future
                LNK2 COMDTY
              
            
            2022-05-16
            -77076888.00000000
            USD
            -10927602.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828X39
        
          
        
        14446875.00000000
        PA
        USD
        14502235.43000000
        0.622077331044
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN OIL FUTR JUL22
        000000000
        
          
        
        1939.00000000
        NC
        USD
        -3401588.94000000
        -0.14591208226
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Soybean Oil Future
                BON2 COMDTY
              
            
            2022-07-14
            83257364.94000000
            USD
            -3401588.94000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        COPPER FUTURE JUL22
        000000000
        
          
        
        696.00000000
        NC
        USD
        -885048.47000000
        -0.03796439471
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Copper Future
                HGN2 COMDTY
              
            
            2022-07-27
            83630748.47000000
            USD
            -885048.47000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME TIN FUTURE MAY22
        000000000
        
          
        
        -75.00000000
        NC
        USD
        1325995.00000000
        0.056878915982
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Tin Future
                LTK2 COMDTY
              
            
            2022-05-16
            -17642245.00000000
            USD
            1325995.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286M7
        
          
        
        29000000.00000000
        PA
        USD
        29021769.14000000
        1.244896676512
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-04-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME TIN FUTURE JUN22
        000000000
        
          
        
        96.00000000
        NC
        USD
        -1507080.00000000
        -0.06464660628
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Tin Future
                LTM2 COMDTY
              
            
            2022-06-13
            22211880.00000000
            USD
            -1507080.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T58
        
          
        
        10000000.00000000
        PA
        USD
        9963844.70000000
        0.427401826969
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        LOW SU GASOIL G JUN22
        000000000
        
          
        
        852.00000000
        NC
        USD
        530139.00000000
        0.022740456517
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                ICE Gas Oil Future
                QSM2 COMDTY
              
            
            2022-06-10
            81453561.00000000
            USD
            530139.00000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        NY HARB ULSD FUT JUN22
        000000000
        
          
        
        600.00000000
        NC
        USD
        -1633384.95000000
        -0.07006449144
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX NY Harbor ULSD Futures
                HOM2 COMDTY
              
            
            2022-05-31
            82296064.95000000
            USD
            -1633384.95000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128287C8
        
          
        
        500000.00000000
        PA
        USD
        501530.73000000
        0.021513296999
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        COTTON NO.2 FUTR JUL22
        000000000
        
          
        
        740.00000000
        NC
        USD
        6595589.36000000
        0.282919598536
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CTN Number 2 Cotton Future
                CTN2 COMDTY
              
            
            2022-07-07
            42270310.64000000
            USD
            6595589.36000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        WTI CRUDE FUTURE JUN22
        000000000
        
          
        
        405.00000000
        NC
        USD
        -2274165.18000000
        -0.09755093360
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Light Sweet Crude Oil Future
                CLM2 Comdty
              
            
            2022-05-20
            42174765.18000000
            USD
            -2274165.18000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE JUN22
        000000000
        
          
        
        304.00000000
        NC
        USD
        -918156.25000000
        -0.03938456193
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Copper Future
                LPM22 COMDTY
              
            
            2022-06-13
            79787156.25000000
            USD
            -918156.25000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796N47
        
          
        
        80000000.00000000
        PA
        USD
        79998133.60000000
        3.431541687393
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBN0
        
          
        
        32000000.00000000
        PA
        USD
        31571429.44000000
        1.354265048178
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XR6
        
          
        
        47000000.00000000
        PA
        USD
        47104727.75000000
        2.020570101743
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282W9
        
          
        
        35000000.00000000
        PA
        USD
        35141689.45000000
        1.507412321843
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796K57
        
          
        
        153000000.00000000
        PA
        USD
        152733694.32000000
        6.551553336848
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-07-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        SILVER FUTURE JUL22
        000000000
        
          
        
        1322.00000000
        NC
        USD
        -2832338.80000000
        -0.12149394276
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Silver Future
                SIN2 COMDTY
              
            
            2022-07-27
            169417558.80000000
            USD
            -2832338.80000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828M80
        
          
        
        9340000.00000000
        PA
        USD
        9381172.03000000
        0.402407924396
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE MAY22
        000000000
        
          
        
        589.00000000
        NC
        USD
        3302735.00000000
        0.141671715637
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Lead Future
                LLK2 COMDTY
              
            
            2022-05-16
            32361215.00000000
            USD
            3302735.00000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        BRENT CRUDE FUTR JUL22
        000000000
        
          
        
        395.00000000
        NC
        USD
        -1581050.95000000
        -0.06781961029
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                ICE Brent Crude Oil Future
                CON2 COMDTY
              
            
            2022-05-31
            42159400.95000000
            USD
            -1581050.95000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE APR22
        000000000
        
          
        
        -431.00000000
        NC
        USD
        -23775684.00000000
        -1.01986442834
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Nickel Future
                LNJ2 COMDTY
              
            
            2022-04-14
            -59273706.00000000
            USD
            -23775684.00000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE APR22
        000000000
        
          
        
        -640.00000000
        NC
        USD
        -9800000.00000000
        -0.42037366402
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Zinc Future
                LXJ2 COMDTY
              
            
            2022-04-14
            -57600000.00000000
            USD
            -9800000.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796S34
        
          
        
        231000000.00000000
        PA
        USD
        228403174.23000000
        9.797416247512
        Long
        STIV
        UST
        US
        N
        
        2
        
          2023-01-26
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR APR22
        000000000
        
          
        
        1497.00000000
        NC
        USD
        21018254.25000000
        0.901583729637
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAJ22 COMDTY
              
            
            2022-04-14
            109355850.00000000
            USD
            21018254.25000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE JUN22
        000000000
        
          
        
        766.00000000
        NC
        USD
        3995950.00000000
        0.171407361505
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXM2 COMDTY
              
            
            2022-06-13
            76213825.00000000
            USD
            3995950.00000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        CORN FUTURE JUL22
        000000000
        
          
        
        2316.00000000
        NC
        USD
        1281925.28000000
        0.054988533363
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Corn Future
                C N2 COMDTY
              
            
            2022-07-14
            83599474.72000000
            USD
            1281925.28000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796N96
        
          
        
        144000000.00000000
        PA
        USD
        143124336.00000000
        6.139357299512
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-11-03
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR JUN22
        000000000
        
          
        
        1797.00000000
        NC
        USD
        -11372860.50000000
        -0.48784194273
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAM22 Comdty
              
            
            2022-06-13
            168228498.00000000
            USD
            -11372860.50000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796U31
        
          
        
        114000000.00000000
        PA
        USD
        112232622.66000000
        4.814248858217
        Long
        STIV
        UST
        US
        N
        
        2
        
          2023-03-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828SV3
        
          
        
        25000000.00000000
        PA
        USD
        25044443.75000000
        1.074288222715
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128282P4
        
          
        
        500000.00000000
        PA
        USD
        501824.80000000
        0.021525911211
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME PRI ALUM FUTR MAY22
        000000000
        
          
        
        1649.00000000
        NC
        USD
        17756191.00000000
        0.761656639772
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Primary Aluminum Future
                LAK22 COMDTY
              
            
            2022-05-16
            125999918.75000000
            USD
            17756191.00000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures U.S., Inc.
        5493004R83R1LVX2IL36
        COCOA FUTURE JUL22
        000000000
        
          
        
        1582.00000000
        NC
        USD
        1116462.35000000
        0.047890956001
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              ICE Futures U.S., Inc.
              5493004R83R1LVX2IL36
            
            Long
            
              
                NYBOT CSC Cocoa Future
                CCN2 COMDTY
              
            
            2022-07-14
            41391877.65000000
            USD
            1116462.35000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796T33
        
          
        
        240000000.00000000
        PA
        USD
        236927733.60000000
        10.16307953899
        Long
        STIV
        UST
        US
        N
        
        2
        
          2023-02-23
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE MAY22
        000000000
        
          
        
        -758.00000000
        NC
        USD
        -3917912.50000000
        -0.16805992172
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Zinc Future
                LXK2 COMDTY
              
            
            2022-05-16
            -75719462.50000000
            USD
            -3917912.50000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE MAY22
        000000000
        
          
        
        457.00000000
        NC
        USD
        25389018.00000000
        1.089068828838
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Nickel Future
                LNK2 COMDTY
              
            
            2022-05-16
            62615472.00000000
            USD
            25389018.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828TE0
        
          
        
        46201050.00000000
        PA
        USD
        47467579.25000000
        2.036134715473
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        GASOLINE RBOB FUT JUN22
        000000000
        
          
        
        1267.00000000
        NC
        USD
        -8438492.91000000
        -0.36197144728
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
                XBM2 COMDTY
              
            
            2022-05-31
            173284822.11000000
            USD
            -8438492.91000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME ZINC FUTURE APR22
        000000000
        
          
        
        640.00000000
        NC
        USD
        10015187.50000000
        0.429604190332
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Zinc Future
                LXJ2 COMDTY
              
            
            2022-04-14
            57384812.50000000
            USD
            10015187.50000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE MAY22
        000000000
        
          
        
        274.00000000
        NC
        USD
        3722178.75000000
        0.159663869315
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Copper Future
                LPK22 COMDTY
              
            
            2022-05-16
            67343146.25000000
            USD
            3722178.75000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE MAY22
        000000000
        
          
        
        -274.00000000
        NC
        USD
        1054043.75000000
        0.045213493186
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Copper Future
                LPK22 COMDTY
              
            
            2022-05-16
            -72119368.75000000
            USD
            1054043.75000000
          
        
        
          N
          N
          N
        
      
      
        New York Mercantile Exchange
        5493008GFNDTXFPHWI47
        PLATINUM FUTURE JUL22
        000000000
        
          
        
        824.00000000
        NC
        USD
        -4102471.60000000
        -0.17597663449
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              New York Mercantile Exchange
              5493008GFNDTXFPHWI47
            
            Long
            
              
                NYMEX Platinum Future
                PLN2 COMDTY
              
            
            2022-07-27
            45129431.60000000
            USD
            -4102471.60000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YW4
        
          
        
        29370000.00000000
        PA
        USD
        29427246.83000000
        1.262289752249
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828N30
        
          
        
        20000000.00000000
        PA
        USD
        20102308.40000000
        0.862293983411
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        LIVE CATTLE FUTR JUN22
        000000000
        
          
        
        1552.00000000
        NC
        USD
        -1770298.70000000
        -0.07593744397
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME Live Cattle Future
                LCM2 Comdty
              
            
            2022-06-30
            86897498.70000000
            USD
            -1770298.70000000
          
        
        
          N
          N
          N
        
      
      
        ICE Futures Europe
        549300UF4R84F48NCH34
        COFF ROBUSTA 10TN MAY22
        000000000
        
          
        
        1006.00000000
        NC
        USD
        -186677.74000000
        -0.00800759240
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              ICE Futures Europe
              549300UF4R84F48NCH34
            
            Long
            
              
                Robusta Coffee 10-Tonnes
                RMK22 Comdty
              
            
            2022-05-25
            21966577.74000000
            USD
            -186677.74000000
          
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        KC HRW WHEAT FUT  JUL22
        000000000
        
          
        
        387.00000000
        NC
        USD
        -2498561.46000000
        -0.10717647303
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                KCBT Hard Red Winter Wheat Future
                KWN2 Comdty
              
            
            2022-07-14
            22424223.96000000
            USD
            -2498561.46000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE APR22
        000000000
        
          
        
        -495.00000000
        NC
        USD
        -2836968.75000000
        -0.12169254573
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Short
            
              
                LME Lead Future
                LLJ2 COMDTY
              
            
            2022-04-14
            -27135281.25000000
            USD
            -2836968.75000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828P79
        
          
        
        30800000.00000000
        PA
        USD
        30760482.67000000
        1.319479266031
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Inflation Indexed Bonds
        912828UH1
        
          
        
        108131760.00000000
        PA
        USD
        111912729.72000000
        4.800526963596
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828TY6
        
          
        
        13000000.00000000
        PA
        USD
        13027824.03000000
        0.558832053238
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        CATTLE FEEDER FUT AUG22
        000000000
        
          
        
        230.00000000
        NC
        USD
        1355.97000000
        0.000058164701
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME Feeder Cattle Future
                FCQ2 COMDTY
              
            
            2022-08-25
            20419769.03000000
            USD
            1355.97000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796P29
        
          
        
        20000000.00000000
        PA
        USD
        19999016.00000000
        0.857863227834
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-04-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME COPPER FUTURE APR22
        000000000
        
          
        
        233.00000000
        NC
        USD
        3859075.00000000
        0.165536071172
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Copper Future
                LPJ22 COMDTY
              
            
            2022-04-14
            56560737.50000000
            USD
            3859075.00000000
          
        
        
          N
          N
          N
        
      
      
        Commodities Exchange Center
        N/A
        GOLD 100 OZ FUTR JUN22
        000000000
        
          
        
        855.00000000
        NC
        USD
        9765420.89000000
        0.418890383699
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Commodities Exchange Center
              N/A
            
            Long
            
              
                COMEX Gold 100 Troy Ounces Future
                GCM2 Comdty
              
            
            2022-06-28
            157301579.11000000
            USD
            9765420.89000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828L24
        
          
        
        24000000.00000000
        PA
        USD
        24094246.56000000
        1.033529255949
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828P38
        
          
        
        30000000.00000000
        PA
        USD
        30052803.60000000
        1.289123179949
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        SOYBEAN FUTURE JUL22
        000000000
        
          
        
        1015.00000000
        NC
        USD
        -1829759.82000000
        -0.07848804487
        N/A
        DCO
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT Soybean Future
                S N2 COMDTY
              
            
            2022-07-14
            82928259.82000000
            USD
            -1829759.82000000
          
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME NICKEL FUTURE JUN22
        000000000
        
          
        
        466.00000000
        NC
        USD
        12087372.00000000
        0.518491107760
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Nickel Future
                LNM2 COMDTY
              
            
            2022-06-13
            77664228.00000000
            USD
            12087372.00000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L64
        
          
        
        28250000.00000000
        PA
        USD
        28164543.75000000
        1.208125760380
        Long
        STIV
        UST
        US
        N
        
        2
        
          2022-08-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        London Metal Exchange
        213800NB8G5VRT1DXC91
        LME LEAD FUTURE APR22
        000000000
        
          
        
        495.00000000
        NC
        USD
        1606910.00000000
        0.068928841270
        N/A
        DCO
        
        GB
        N
        
        1
        
          
            
              London Metal Exchange
              213800NB8G5VRT1DXC91
            
            Long
            
              
                LME Lead Future
                LLJ2 COMDTY
              
            
            2022-04-14
            28365340.00000000
            USD
            1606910.00000000
          
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-25
      EATON VANCE MUTUAL FUNDS TRUST
      James Kirchner
      James Kirchner
      Treasurer
    
  
  XXXX



Parametric
Commodity Strategy Fund
March 31, 2022
Consolidated Portfolio of Investments (Unaudited)

Short-Term Investments — 97.1%
Affiliated Fund — 5.0%
Description Units Value
Eaton Vance Cash Reserves Fund, LLC, 0.19%(1)   117,352,600 $  117,340,864
Total Affiliated Fund
(identified cost $117,327,723)
    $  117,340,864
    
U.S. Treasury Obligations — 92.1%
Security Principal
Amount
(000's omitted)
Value
U.S. Treasury Bill:      
0.00%, 4/7/22 $      80,000 $   79,998,134
0.00%, 4/14/22        20,000    19,999,016
0.00%, 7/7/22        90,000    89,861,763
0.00%, 7/14/22(2)       153,000   152,733,694
0.00%, 8/11/22(2)        28,250    28,164,544
0.00%, 8/25/22        10,000     9,963,845
0.00%, 11/3/22(2)       144,000   143,124,336
0.00%, 12/1/22        19,000    18,857,539
0.00%, 12/29/22(2)       295,000   292,251,780
0.00%, 1/26/23(2)       231,000   228,403,175
0.00%, 2/23/23(2)       240,000   236,927,733
0.00%, 3/23/23       114,000   112,232,623
U.S. Treasury Inflation-Protected Note:(3)      
0.125%, 4/15/22        14,447    14,502,235
0.125%, 7/15/22        46,201    47,467,579
0.125%, 1/15/23       108,132   111,912,730
U.S. Treasury Note:      
0.125%, 5/31/22        10,000     9,995,714
0.125%, 6/30/22        12,000    11,986,555
0.125%, 2/28/23(2)        32,000    31,571,429
1.50%, 8/15/22        24,000    24,054,826
1.50%, 2/28/23        30,800    30,760,483
1.625%, 11/15/22        13,000    13,027,824
1.625%, 12/15/22        29,370    29,427,247
1.75%, 4/30/22        82,000     82,099,389
Security Principal
Amount
(000's omitted)
Value
U.S. Treasury Note:(continued)      
1.75%, 5/15/22 $      25,000 $   25,044,444
1.75%, 5/31/22        47,000    47,104,728
1.75%, 7/15/22           500       501,531
1.75%, 1/31/23        30,000    30,052,804
1.875%, 4/30/22        20,000    20,025,110
1.875%, 7/31/22           500       501,825
1.875%, 8/31/22        24,000    24,094,247
1.875%, 9/30/22        35,000    35,141,689
1.875%, 10/31/22        36,000    36,138,854
2.00%, 11/30/22         9,340     9,381,172
2.125%, 5/15/22(2)        58,650    58,778,800
2.125%, 12/31/22        20,000    20,102,308
2.25%, 4/15/22        29,000    29,021,769
Total U.S. Treasury Obligations
(identified cost $2,158,450,659)
    $2,155,213,474
Total Short-Term Investments
(identified cost $2,275,778,382)
    $2,272,554,338
Total Investments — 97.1%
(identified cost $2,275,778,382)
    $2,272,554,338
Other Assets, Less Liabilities — 2.9%     $   67,087,379
Net Assets — 100.0%     $2,339,641,717
The percentage shown for each investment category in the Consolidated Portfolio of Investments is based on net assets.
(1) Affiliated investment company, which invests in high quality, U.S. dollar denominated money market instruments. The rate shown is the annualized seven-day yield as of March 31, 2022.
(2) Security (or a portion thereof) has been pledged as collateral for open futures contracts.
(3) Inflation-linked security whose principal is adjusted for inflation based on changes in the U.S. Consumer Price Index. Interest is calculated based on the inflation-adjusted principal.
 
Futures Contracts
Description Number of
Contracts
Position Expiration
Date
Notional
Amount
Value/Unrealized
Appreciation
(Depreciation)
Commodity Futures          
Brent Crude Oil 395 Long 5/31/22 $  40,578,350 $ (1,581,051)
Cocoa 1,582 Long 7/14/22   42,508,340   1,116,462
Coffee 979 Long 7/19/22   83,135,456   1,440,358
1

Parametric
Commodity Strategy Fund
March 31, 2022
Consolidated Portfolio of Investments (Unaudited) — continued

Futures Contracts(continued)
Description Number of
Contracts
Position Expiration
Date
Notional
Amount
Value/Unrealized
Appreciation
(Depreciation)
Commodity Futures (continued)          
Copper 696 Long 7/27/22 $  82,745,700 $   (885,048)
Corn 2,316 Long 7/14/22   84,881,400   1,281,925
Cotton No. 2 740 Long 7/7/22   48,865,900   6,595,589
Feeder Cattle 230 Long 8/25/22   20,421,125       1,356
Gold 862 Long 6/28/22  168,434,800   9,771,081
Hard Red Winter Wheat 387 Long 7/14/22   19,925,663  (2,498,561)
Lean Hogs 836 Long 6/14/22   40,337,000   3,633,663
Live Cattle 1,552 Long 6/30/22   85,127,200  (1,770,299)
LME Copper 233 Long 4/14/22   60,419,813   3,859,075
LME Copper 274 Long 5/16/22   71,065,325   3,722,179
LME Copper 304 Long 6/13/22   78,869,000    (918,156)
LME Lead 495 Long 4/14/22   29,972,250   1,606,910
LME Lead 589 Long 5/16/22   35,663,950   3,302,735
LME Lead 725 Long 6/13/22   43,907,813     148,740
LME Nickel 431 Long 4/14/22   83,049,390  29,550,378
LME Nickel 457 Long 5/16/22   88,004,490  25,389,018
LME Nickel 466 Long 6/13/22   89,751,600  12,087,372
LME Primary Aluminum 1,497 Long 4/14/22  130,374,104  21,018,254
LME Primary Aluminum 1,649 Long 5/16/22  143,756,110  17,756,191
LME Primary Aluminum 1,797 Long 6/13/22  156,855,638 (11,372,860)
LME Tin 68 Long 4/14/22   14,878,400   1,519,120
LME Tin 75 Long 5/16/22   16,316,250     190,875
LME Tin 96 Long 6/13/22   20,704,800  (1,507,080)
LME Zinc 640 Long 4/14/22   67,400,001  10,015,188
LME Zinc 758 Long 5/16/22   79,637,375  11,523,049
LME Zinc 766 Long 6/13/22   80,209,775   3,995,950
Low Sulphur Gasoil 852 Long 6/10/22   81,983,700     530,139
Natural Gas 3,264 Long 12/28/22  197,276,160  53,620,498
NY Harbor ULSD 600 Long 5/31/22   80,662,680  (1,633,385)
Palladium 187 Long 6/28/22   42,179,720  (1,287,442)
Platinum 849 Long 7/27/22   42,271,710  (4,090,532)
RBOB Gasoline 1,267 Long 5/31/22  164,846,329  (8,438,493)
Robusta Coffee 1,006 Long 5/25/22   21,779,900    (186,678)
Silver 1,322 Long 7/27/22  166,585,220  (2,832,339)
Soybean 1,015 Long 7/14/22   81,098,500  (1,829,760)
Soybean Meal 907 Long 7/14/22   41,667,580     723,839
Soybean Oil 1,939 Long 7/14/22   79,855,776  (3,401,589)
Sugar No. 11 1,943 Long 6/30/22   42,043,411     820,749
Wheat 816 Long 7/14/22   40,881,600  (2,099,679)
White Sugar 768 Long 4/14/22   20,793,600   2,020,166
WTI Crude Oil 405 Long 5/20/22   39,900,600  (2,274,165)
LME Copper (233) Short 4/14/22  (60,419,812)  (3,107,638)
LME Copper (274) Short 5/16/22  (71,065,325)   1,054,044
2

Parametric
Commodity Strategy Fund
March 31, 2022
Consolidated Portfolio of Investments (Unaudited) — continued

Futures Contracts(continued)
Description Number of
Contracts
Position Expiration
Date
Notional
Amount
Value/Unrealized
Appreciation
(Depreciation)
Commodity Futures (continued)          
LME Lead (495) Short 4/14/22 $ (29,972,250) $ (2,836,969)
LME Lead (589) Short 5/16/22  (35,663,951)     193,888
LME Nickel (431) Short 4/14/22  (83,049,390) (23,775,684)
LME Nickel (457) Short 5/16/22  (88,004,490) (10,927,602)
LME Primary Aluminum (1,497) Short 4/14/22 (130,374,105) (16,171,717)
LME Primary Aluminum (1,649) Short 5/16/22 (143,756,109)  12,452,222
LME Tin (68) Short 4/14/22  (14,878,400)    (264,520)
LME Tin (75) Short 5/16/22  (16,316,250)   1,325,995
LME Zinc (640) Short 4/14/22  (67,400,000)  (9,800,000)
LME Zinc (758) Short 5/16/22  (79,637,375)  (3,917,912)
          $122,857,849
Abbreviations:
LME – London Metal Exchange
RBOB – Reformulated Blendstock for Oxygenate Blending
ULSD – Ultra-Low Sulfur Diesel
WTI – West Texas Intermediate
Basis for Consolidation
The Fund seeks to gain exposure to the commodity markets, in whole or in part, through investments in PSC Commodity Subsidiary, Ltd. (the Subsidiary), a wholly-owned subsidiary of the Fund organized under the laws of the Cayman Islands with the same objective and investment policies and restrictions as the Fund. The Fund may invest up to 25% of its total assets in the Subsidiary. The net assets of the Subsidiary at March 31, 2022 were $402,820,082 or 17.2% of the Fund’s consolidated net assets. The Consolidated Portfolio of Investments includes positions of the Fund and the Subsidiary.
The Fund is subject to commodity risk in the normal course of pursuing its investment objective. Commodity risk is the risk that the value of a commodity or commodity index will fluctuate based on increases or decreases in the commodities market and factors specific to a particular industry or commodity. The Fund invests primarily in commodities-linked derivative investments, including commodity futures contracts that provide exposure to the investment returns of the commodities markets, without investing directly in physical commodities.
At March 31, 2022, the Fund had sufficient cash and/or securities to cover commitments under open derivative contracts.
Affiliated Investments
At March 31, 2022, the value of the Fund's investment in affiliated funds was $117,340,864, which represents 5.0% of the Fund's consolidated net assets. Transactions in affiliated funds by the Fund for the fiscal year to date ended March 31, 2022 were as follows:
Name Value,
beginning
of period
Purchases Sales
proceeds
Net
realized
gain (loss)
Change in
unrealized
appreciation
(depreciation)
Value, end
of period
Dividend
income
Units, end
of period
Short-Term Investments
Eaton Vance Cash Reserve Fund, LLC $163,577,173 $1,380,706,699 $(1,426,932,218) $(23,931) $13,141 $117,340,864 $37,737 117,352,600
3

Parametric
Commodity Strategy Fund
March 31, 2022
Consolidated Portfolio of Investments (Unaudited) — continued

Fair Value Measurements
Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.
Level 1 – quoted prices in active markets for identical investments
Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)
In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
At March 31, 2022, the hierarchy of inputs used in valuing the Fund’s investments and open derivative instruments, which are carried at value, were as follows:
Asset Description  Level 1 Level 2 Level 3 Total
Short-Term Investments:        
Affiliated Fund $         — $  117,340,864 $    — $  117,340,864
U.S. Treasury Obligations          — 2,155,213,474     — 2,155,213,474
Total Investments $         — $2,272,554,338 $    — $2,272,554,338
Futures Contracts $ 242,267,008 $          — $    — $  242,267,008
Total $ 242,267,008 $2,272,554,338 $    — $2,514,821,346
Liability Description         
Futures Contracts $(119,409,159) $          — $    — $ (119,409,159)
Total $(119,409,159) $          — $    — $ (119,409,159)
For information on the Fund's policy regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent financial statements included in its semiannual or annual report to shareholders.
4


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