EQ/400 Managed Volatility Portfolio
Data updated: 2026-08-25
C000104216 — EQ/400 Managed Volatility Portfolio. United States Mid Cap Blend / Core Equity · $837.30M AUM. Holdings, fees, performance and SEC filings.
C000104216 Fund Overview
EQ/400 Managed Volatility Portfolio is a US mutual fund managed by Eq Advisors Trust, categorised as United States Mid Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Eq Advisors Trust
- Category: United States Mid Cap Blend / Core Equity
- Assets under management: $837.30M
- 1-year return: 25.4%
- SEC CIK: 0001027263
- SEC series ID: S000025797
- Share class ID: C000104216
C000104216 Investment Objective and Strategy
EQ/400 Managed Volatility Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Eq Advisors Trust.
Investment objective
The Portfolio seeks to achieve long-term growth of capital with an emphasis on risk-adjusted returns and managing volatility in the Portfolio.
Principal investment strategy
The Portfolio is divided into two portions, one of which utilizes a passive investment index style focused on equity securities of mid-capitalization companies and a second portion which utilizes an actively managed futures and options strategy to tactically manage equity exposure in the Portfolio based on the level of volatility in the market. The combination of these strategies is intended to produce better risk-adjusted returns over time than investing exclusively in a passively managed portfolio of securities. The Portfolio generally allocates approximately 50% of its net assets to a portion of the Portfolio that invests in the common stocks of companies included in the Standard & Poors MidCap 400 Index (S&P 400 Index) in a manner that is intended to track the performance (before fees and expenses) of that index, commonly referred to as an indexing strategy.
This percentage may range from 0% to 100% of the Portfolios net assets depending on the level of volatility in the market. These investments typically represent the mid-capitalization sector of the U.S. equity market. As of December 31, 2017, the market capitalization of companies in this index ranged from $946 million to $13.1 billion. The Portfolio also may invest in exchange-traded funds (ETFs) that seek to track the S&P 400 Index and in other instruments, such as futures and options contracts, that provide exposure to the index. The other portion of the Portfolio invests in futures and options contracts, including contracts on the S&P 400 Index, and other strategies to manage the Portfolios equity exposure. During periods when certain quantitative market indicators indicate that market volatility is high or is likely to increase, this portion of the Portfolio may implement strategies that are intended to reduce the Portfolios equity exposure and, therefore, the risk of market losses from investing in equity securities.
This portion of the Portfolio may reduce equity exposure in the Portfolio using a variety of strategies, including shorting or selling its long futures positions on an index, entering into short futures positions on an index, or increasing cash levels, or a combination of some or all of these strategies. During such times, the Portfolios exposure to equity securities may be significantly less than that of a traditional equity portfolio. Conversely, when the market volatility indicators decrease, this portion of the Portfolio may increase equity exposure in the Portfolio such as by investing in futures contracts on an index or by investing in ETFs that provide comparable exposure as an index. Volatility is a statistical measure of the magnitude of changes in the Portfolios returns, without regard to the direction of those changes.
Higher volatility generally indicates higher risk and is often reflected by frequent and sometimes significant movements up and down in value. Volatility management techniques may reduce potential losses and/or mitigate financial risks to insurance companies that provide certain benefits and guarantees available under the Contracts and offer the Portfolio as an investment option in their products. The Portfolios investments in derivatives may involve the use of leverage because the Portfolio is not required to invest the full market value of the contract upon entering into the contract but participates in gains and losses on the full contract price. The use of derivatives also may involve the use of leverage because the heightened price sensitivity of some derivatives to market changes may magnify the Portfolios gain or loss.
It is not generally expected, however, that the Portfolio will be leveraged by borrowing money for investment purposes. The Portfolio may maintain a significant percentage of its assets in cash and cash equivalent instruments, some of which may serve as margin or collateral for the Portfolios obligations under derivative transactions. The Portfolio also may lend its portfolio securities to earn additional income.
C000104216 Holdings
Top 10 holdings of EQ/400 Managed Volatility Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| JPMorgan Prime Money Market Fund | 4.52% |
| Twilio, Inc. | 0.78% |
| Carpenter Technology Corp. | 0.76% |
| MKS, Inc. | 0.75% |
| Curtiss-Wright Corp. | 0.70% |
| nVent Electric plc | 0.68% |
| Entegris, Inc. | 0.68% |
| ATI, Inc. | 0.67% |
| Illumina, Inc. | 0.66% |
| TechnipFMC plc | 0.66% |
C000104216 Portfolio Allocation
Asset-class allocation of EQ/400 Managed Volatility Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 90.4% |
| Cash & Equivalents | 5.1% |
| Derivatives | 0.2% |
C000104216 Performance
Total returns for C000104216 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 17.1% |
| 1 year | 25.4% |
| 3 years (annualised) | 13.5% |
| 5 years (annualised) | 7.3% |
C000104216 Risk Information
Risk metrics for C000104216, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.2%
C000104216 Costs and Fees
C000104216 costs about $60 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.60%
- Gross expense ratio: 0.61%
- Portfolio turnover: 15%
- Brokerage commissions: 0.50 bps of average net assets (SEC N-CEN)
C000104216 Cashflows
Over the 12 months to 2026-06, EQ/400 Managed Volatility Portfolio had net outflows of $43.09M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$11.17M |
| 2026-05 | −$7.72M |
| 2026-04 | −$9.72M |
| 2026-03 | −$10.86M |
| 2026-02 | −$10.49M |
| 2026-01 | −$9.49M |
C000104216 Debt Constituents
No individual debt constituents are reported in EQ/400 Managed Volatility Portfolio's latest SEC N-PORT filing.
C000104216 Prospectus and SEC Filings
Official EQ/400 Managed Volatility Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-04-28
- Prospectus (485BPOS) — filed 2024-04-26
- Prospectus (485BPOS) — filed 2023-04-26
- Portfolio holdings (N-PORT) — filed 2026-08-25
- Portfolio holdings (N-PORT) — filed 2026-05-26
- Portfolio holdings (N-PORT) — filed 2026-02-27
- Annual census (N-CEN) — filed 2026-03-11
- Annual census (N-CEN) — filed 2025-03-10
Related Funds
Other United States Mid Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.