EIVPX Holdings — Parametric Volatility Risk Premium - Defensive Fund
All 209 reported holdings of Parametric Volatility Risk Premium - Defensive Fund (EIVPX) by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets | Value (USD) |
|---|---|---|
| United States Treasury | 7.00% | $94.61M |
| United States Treasury | 6.08% | $82.14M |
| NVIDIA Corp | 4.10% | $55.33M |
| United States Treasury | 3.84% | $51.89M |
| United States Treasury | 3.83% | $51.79M |
| Apple Inc | 3.42% | $46.16M |
| United States Treasury | 2.59% | $34.95M |
| Microsoft Corp | 2.49% | $33.63M |
| United States Treasury | 2.41% | $32.61M |
| Amazon.com Inc | 2.29% | $30.93M |
| United States Treasury | 2.07% | $28.00M |
| Alphabet Inc | 1.98% | $26.78M |
| United States Treasury | 1.93% | $26.08M |
| Broadcom Inc | 1.81% | $24.43M |
| United States Treasury | 1.80% | $24.30M |
| Alphabet Inc | 1.58% | $21.38M |
| United States Treasury | 1.52% | $20.49M |
| United States Treasury | 1.49% | $20.19M |
| United States Treasury | 1.47% | $19.85M |
| United States Treasury | 1.42% | $19.23M |
| Meta Platforms Inc | 1.20% | $16.23M |
| United States Treasury | 1.08% | $14.57M |
| United States Treasury | 1.04% | $14.11M |
| United States Treasury | 1.00% | $13.44M |
| Tesla Inc | 0.87% | $11.73M |
| JPMorgan Chase & Co | 0.87% | $11.69M |
| United States Treasury | 0.86% | $11.65M |
| United States Treasury | 0.86% | $11.64M |
| United States Treasury | 0.86% | $11.62M |
| Berkshire Hathaway Inc | 0.82% | $11.08M |
| United States Treasury | 0.80% | $10.85M |
| Eli Lilly & Co | 0.76% | $10.29M |
| United States Treasury | 0.74% | $10.05M |
| Exxon Mobil Corp | 0.71% | $9.55M |
| Morgan Stanley & Co. LLC | 0.65% | $8.74M |
| Johnson & Johnson | 0.60% | $8.10M |
| Walmart Inc | 0.60% | $8.07M |
| Visa Inc | 0.58% | $7.85M |
| United States Treasury | 0.56% | $7.51M |
| United States Treasury | 0.55% | $7.38M |
| United States Treasury | 0.54% | $7.29M |
| KLA Corp | 0.53% | $7.21M |
| United States Treasury | 0.50% | $6.82M |
| Costco Wholesale Corp | 0.50% | $6.74M |
| Micron Technology Inc | 0.49% | $6.67M |
| Cisco Systems Inc | 0.48% | $6.55M |
| Caterpillar Inc | 0.48% | $6.51M |
| United States Treasury | 0.47% | $6.34M |
| Mastercard Inc | 0.43% | $5.87M |
| Bank of America Corp | 0.43% | $5.77M |
| Chevron Corp | 0.43% | $5.76M |
| Netflix Inc | 0.42% | $5.64M |
| Analog Devices Inc | 0.40% | $5.44M |
| Intel Corp | 0.40% | $5.39M |
| AbbVie Inc | 0.40% | $5.34M |
| Coca-Cola Co/The | 0.39% | $5.21M |
| Sandisk Corp/DE | 0.38% | $5.18M |
| Procter & Gamble Co/The | 0.37% | $5.03M |
| United States Treasury | 0.37% | $5.02M |
| United States Treasury | 0.37% | $4.94M |
| Quanta Services Inc | 0.37% | $4.94M |
| GE Vernova Inc | 0.36% | $4.92M |
| United States Treasury | 0.36% | $4.87M |
| Oracle Corp | 0.36% | $4.83M |
| RTX Corp | 0.35% | $4.76M |
| Home Depot Inc/The | 0.35% | $4.74M |
| UnitedHealth Group Inc | 0.34% | $4.58M |
| Eaton Corp PLC | 0.34% | $4.53M |
| Philip Morris International Inc | 0.33% | $4.51M |
| Texas Instruments Inc | 0.32% | $4.39M |
| Linde PLC | 0.32% | $4.26M |
| Palantir Technologies Inc | 0.31% | $4.24M |
| Verizon Communications Inc | 0.30% | $4.10M |
| McDonald's Corp | 0.30% | $4.05M |
| Amgen Inc | 0.28% | $3.83M |
| PepsiCo Inc | 0.28% | $3.82M |
| Union Pacific Corp | 0.28% | $3.72M |
| Thermo Fisher Scientific Inc | 0.27% | $3.67M |
| Intuitive Surgical Inc | 0.26% | $3.50M |
| NextEra Energy Inc | 0.25% | $3.40M |
| QUALCOMM Inc | 0.25% | $3.32M |
| Honeywell International Inc | 0.24% | $3.27M |
| Starbucks Corp | 0.24% | $3.25M |
| Capital One Financial Corp | 0.23% | $3.07M |
| Progressive Corp/The | 0.23% | $3.06M |
| Synopsys Inc | 0.22% | $2.98M |
| Westinghouse Air Brake Technologies Corp | 0.22% | $2.91M |
| S&P Global Inc | 0.22% | $2.91M |
| State Street Corp | 0.21% | $2.88M |
| Centene Corp | 0.21% | $2.84M |
| Entergy Corp | 0.21% | $2.78M |
| Boston Scientific Corp | 0.20% | $2.64M |
| American Tower Corp | 0.19% | $2.62M |
| Freeport-McMoRan Inc | 0.19% | $2.59M |
| L3Harris Technologies Inc | 0.19% | $2.59M |
| Ciena Corp | 0.18% | $2.49M |
| Sherwin-Williams Co/The | 0.18% | $2.48M |
| Synchrony Financial | 0.18% | $2.48M |
| Accenture PLC | 0.18% | $2.46M |
| PACCAR Inc | 0.18% | $2.46M |
| EOG Resources Inc | 0.18% | $2.45M |
| Viatris Inc | 0.18% | $2.44M |
| NRG Energy Inc | 0.18% | $2.42M |
| JB Hunt Transport Services Inc | 0.18% | $2.41M |
| TE Connectivity PLC | 0.18% | $2.40M |
| Cencora Inc | 0.18% | $2.40M |
| AppLovin Corp | 0.17% | $2.35M |
| Expedia Group Inc | 0.17% | $2.35M |
| Nasdaq Inc | 0.17% | $2.29M |
| Fifth Third Bancorp | 0.17% | $2.29M |
| Cboe Global Markets Inc | 0.17% | $2.23M |
| Huntington Ingalls Industries Inc | 0.17% | $2.23M |
| Public Storage | 0.17% | $2.23M |
| IDEXX Laboratories Inc | 0.16% | $2.21M |
| Republic Services Inc | 0.16% | $2.20M |
| WW Grainger Inc | 0.16% | $2.17M |
| Regions Financial Corp | 0.16% | $2.16M |
| Teradyne Inc | 0.16% | $2.16M |
| Ameriprise Financial Inc | 0.15% | $2.08M |
| Workday Inc | 0.15% | $2.06M |
| Ford Motor Co | 0.15% | $2.04M |
| Huntington Bancshares Inc/OH | 0.15% | $2.02M |
| Host Hotels & Resorts Inc | 0.15% | $2.01M |
| Carrier Global Corp | 0.15% | $2.00M |
| Albemarle Corp | 0.15% | $1.99M |
| Intuit Inc | 0.14% | $1.95M |
| WEC Energy Group Inc | 0.14% | $1.93M |
| Evergy Inc | 0.14% | $1.91M |
| Trimble Inc | 0.14% | $1.91M |
| PTC Inc | 0.14% | $1.90M |
| Advanced Micro Devices Inc | 0.14% | $1.89M |
| Alliant Energy Corp | 0.14% | $1.88M |
| ONEOK Inc | 0.14% | $1.85M |
| Quest Diagnostics Inc | 0.14% | $1.84M |
| Unum Group | 0.13% | $1.82M |
| Arthur J Gallagher & Co | 0.12% | $1.66M |
| Vistra Corp | 0.12% | $1.65M |
| Kroger Co/The | 0.12% | $1.64M |
| Carnival Corp | 0.12% | $1.63M |
| Las Vegas Sands Corp | 0.12% | $1.57M |
| HF Sinclair Corp | 0.12% | $1.57M |
| Extra Space Storage Inc | 0.12% | $1.56M |
| Ralph Lauren Corp | 0.11% | $1.53M |
| Equity Residential | 0.11% | $1.51M |
| PayPal Holdings Inc | 0.11% | $1.50M |
| Skyworks Solutions Inc | 0.11% | $1.48M |
| Invesco Ltd | 0.11% | $1.47M |
| Expeditors International of Washington Inc | 0.11% | $1.46M |
| Pentair PLC | 0.11% | $1.44M |
| Assurant Inc | 0.11% | $1.43M |
| Corpay Inc | 0.10% | $1.41M |
| Hasbro Inc | 0.10% | $1.40M |
| Biogen Inc | 0.10% | $1.39M |
| Lennar Corp | 0.10% | $1.39M |
| IQVIA Holdings Inc | 0.10% | $1.37M |
| Kimco Realty Corp | 0.10% | $1.35M |
| CF Industries Holdings Inc | 0.10% | $1.35M |
| Devon Energy Corp | 0.10% | $1.35M |
| F5 Inc | 0.10% | $1.34M |
| Microchip Technology Inc | 0.10% | $1.29M |
| Packaging Corp of America | 0.09% | $1.27M |
| Waters Corp | 0.09% | $1.26M |
| DaVita Inc | 0.09% | $1.24M |
| Omnicom Group Inc | 0.09% | $1.21M |
| Global Payments Inc | 0.09% | $1.20M |
| Mid-America Apartment Communities Inc | 0.09% | $1.20M |
| APA Corp | 0.09% | $1.19M |
| Verisk Analytics Inc | 0.09% | $1.18M |
| Wynn Resorts Ltd | 0.09% | $1.18M |
| MGM Resorts International | 0.09% | $1.16M |
| Jacobs Solutions Inc | 0.09% | $1.16M |
| A O Smith Corp | 0.08% | $1.04M |
| CMS Energy Corp | 0.08% | $1.02M |
| Franklin Resources Inc | 0.08% | $1.02M |
| Everest Group Ltd | 0.07% | $978.24K |
| Avery Dennison Corp | 0.07% | $921.94K |
| Pinnacle West Capital Corp | 0.06% | $852.58K |
| Leidos Holdings Inc | 0.06% | $791.46K |
| Alaska Air Group Inc | 0.05% | $710.35K |
| LKQ Corp | 0.05% | $709.35K |
| State Street Global Advisors | 0.04% | $579.47K |
| Bath & Body Works Inc | 0.03% | $394.20K |
| Solstice Advanced Materials Inc | 0.02% | $253.80K |
| Amentum Holdings Inc | 0.02% | $235.41K |
| Millrose Properties Inc | 0.02% | $207.18K |
| Flowserve Corp | 0.02% | $205.75K |
| Phinia Inc | 0.01% | $159.16K |
| Options Clearing Corp. | -0.00% | $-1.54K |
| Options Clearing Corp. | -0.00% | $-2.69K |
| Options Clearing Corp. | -0.00% | $-8.09K |
| Options Clearing Corp. | -0.00% | $-10.55K |
| Options Clearing Corp. | -0.00% | $-11.70K |
| Options Clearing Corp. | -0.00% | $-12.32K |
| Options Clearing Corp. | -0.00% | $-29.26K |
| Options Clearing Corp. | -0.00% | $-34.65K |
| Options Clearing Corp. | -0.00% | $-56.59K |
| Options Clearing Corp. | -0.01% | $-72.53K |
| Options Clearing Corp. | -0.01% | $-95.86K |
| Options Clearing Corp. | -0.01% | $-114.73K |
| Options Clearing Corp. | -0.01% | $-136.29K |
| Options Clearing Corp. | -0.01% | $-178.25K |
| Options Clearing Corp. | -0.01% | $-179.41K |
| Options Clearing Corp. | -0.01% | $-186.34K |
| Options Clearing Corp. | -0.01% | $-194.81K |
| Options Clearing Corp. | -0.02% | $-211.75K |
| Options Clearing Corp. | -0.02% | $-227.46K |
| Options Clearing Corp. | -0.04% | $-550.55K |
| Options Clearing Corp. | -0.10% | $-1.40M |
| Options Clearing Corp. | -0.19% | $-2.62M |
EIVPX overview: performance, fees, allocation and SEC filings