Parametric Volatility Risk Premium - Defensive Fund (EIVPX) is an MF managed by Eaton Vance. Its largest position is UNITED STATES TREASURY (null), representing 7.00% of fund assets.
Parametric Volatility Risk Premium - Defensive Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- EIVPX
- Type:
- MF
- Manager:
- Eaton Vance
- Total Assets:
- —
- Report Date:
- Apr 30, 2026
- Filing Date:
- Jun 26, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
UNITED STATES TREASURY
|
7.00% | $94,611,040.55 | 95,000,000 |
|
-
UNITED STATES OF AMERICA
|
6.08% | $82,135,527.10 | 82,706,000 |
|
-
NVIDIA CORP
|
4.10% | $55,332,778.20 | 277,260 |
|
-
Apple Inc.
|
3.42% | $46,161,790.65 | 170,119 |
|
-
MICROSOFT CORP
|
2.49% | $33,625,538.80 | 82,460 |
|
-
AMAZON COM INC
|
2.29% | $30,928,526.10 | 116,685 |
|
-
Alphabet Inc.
|
1.98% | $26,776,692.80 | 69,586 |
|
-
UNITED STATES TREASURY BILL
|
1.93% | $26,075,413.63 | 26,552,000 |
|
-
Broadcom Inc.
|
1.81% | $24,430,925.61 | 58,527 |
|
-
UNITED STATES TREASURY
|
1.80% | $24,300,744.84 | 24,880,000 |
|
-
Alphabet Inc.
|
1.58% | $21,377,945.68 | 55,972 |
|
-
UNITED STATES OF AMERICA
|
1.47% | $19,845,280.32 | 20,152,000 |
|
-
Meta Platforms, Inc.
|
1.20% | $16,234,584.21 | 26,531 |
|
-
UNITED STATES TREASURY
|
1.08% | $14,567,051.85 | 15,000,000 |
|
-
UNITED STATES OF AMERICA
|
1.04% | $14,108,777.18 | 14,570,000 |
|
-
Tesla, Inc.
|
0.87% | $11,733,977.61 | 30,747 |
|
-
JPMORGAN CHASE & CO
|
0.87% | $11,689,743.60 | 37,320 |
|
-
BERKSHIRE HATHAWAY INC
|
0.82% | $11,082,240.00 | 23,400 |
|
-
ELI LILLY & Co
|
0.76% | $10,286,207.60 | 11,006 |
|
-
ExxonMobil Holdings Corp
|
0.71% | $9,554,878.96 | 61,912 |
|
-
MORGAN STANLEY
|
0.65% | $8,742,732.16 | 8,742,732 |
|
-
JOHNSON & JOHNSON
|
0.60% | $8,101,752.80 | 35,248 |
|
-
Walmart Inc.
|
0.60% | $8,068,838.80 | 61,160 |
|
-
VISA INC.
|
0.58% | $7,849,862.16 | 23,799 |
|
-
KLA CORP
|
0.53% | $7,207,941.30 | 4,118 |
|
-
COSTCO WHOLESALE CORP /NEW
|
0.50% | $6,743,580.91 | 6,647 |
|
-
MICRON TECHNOLOGY INC
|
0.49% | $6,666,709.56 | 12,891 |
|
-
CISCO SYSTEMS, INC.
|
0.48% | $6,548,014.50 | 71,563 |
|
-
CATERPILLAR INC
|
0.48% | $6,509,374.43 | 7,313 |
|
-
Mastercard Inc
|
0.43% | $5,869,579.32 | 11,671 |
|
-
BANK OF AMERICA CORP /DE/
|
0.43% | $5,765,821.38 | 107,853 |
|
-
CHEVRON CORP
|
0.43% | $5,755,032.01 | 29,771 |
|
-
NETFLIX INC
|
0.42% | $5,640,096.11 | 60,251 |
|
-
ANALOG DEVICES INC
|
0.40% | $5,436,946.16 | 13,516 |
|
-
INTEL CORP
|
0.40% | $5,391,973.60 | 57,070 |
|
-
AbbVie Inc.
|
0.40% | $5,336,886.60 | 25,255 |
|
-
COCA COLA CO
|
0.39% | $5,206,351.04 | 66,104 |
|
-
Sandisk Corp
|
0.38% | $5,181,009.75 | 4,725 |
|
-
PROCTER & GAMBLE Co
|
0.37% | $5,033,713.98 | 34,222 |
|
-
QUANTA SERVICES, INC.
|
0.37% | $4,935,008.37 | 6,781 |
|
-
GE Vernova Inc.
|
0.36% | $4,918,908.40 | 4,540 |
|
-
UNITED STATES OF AMERICA
|
0.36% | $4,870,398.45 | 5,000,000 |
|
-
ORACLE CORP
|
0.36% | $4,825,238.22 | 29,898 |
|
-
RTX Corp
|
0.35% | $4,760,404.59 | 27,037 |
|
-
HOME DEPOT, INC.
|
0.35% | $4,738,665.60 | 14,412 |
|
-
UNITEDHEALTH GROUP INC
|
0.34% | $4,582,096.64 | 12,368 |
|
-
Eaton Corp plc
|
0.34% | $4,533,614.70 | 10,470 |
|
-
Philip Morris International Inc.
|
0.33% | $4,506,411.00 | 27,300 |
|
-
TEXAS INSTRUMENTS INC
|
0.32% | $4,389,064.20 | 15,615 |
|
-
LINDE PLC
|
0.32% | $4,260,692.28 | 8,502 |
Advertisement (320x50)