Parametric Volatility Risk Premium - Defensive Fund

Fund Profile

Fund profile

Tickers

EIVPX

Fund manager

Eaton Vance Floating-Rate & High Income Fund

Total assets

$850.18 mm

Liabilities

$6.24 mm

Net assets

$843.94 mm

Number of holdings

218.00

Top 200 of 218 Holdings

As of Jan 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Bills	41.54 mm	42.49 mm principal	4.92	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	35.34 mm	35.34 mm shares	4.19	Short-term investment vehicle	Long	USA
United States Treasury Bill	34.15 mm	35.04 mm principal	4.05	Short-term investment vehicle	Long	USA
MSFT Microsoft Corporation	32.88 mm	82.70 k shares	3.90	Common equity	Long	USA
AAPL Apple Inc.	29.95 mm	162.40 k shares	3.55	Common equity	Long	USA
U.S. Treasury Bills	26.79 mm	27.20 mm principal	3.17	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.75 mm	20.05 mm principal	2.34	Short-term investment vehicle	Long	USA
United States Treasury Bill - WI Post Auction	18.99 mm	19.13 mm principal	2.25	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	18.98 mm	19.75 mm principal	2.25	Short-term investment vehicle	Long	USA
NVDA NVIDIA Corporation	18.37 mm	29.86 k shares	2.18	Common equity	Long	USA
U.S. Treasury Notes	17.80 mm	18.20 mm principal	2.11	Debt	Long	USA
United States Cash Management Bill - Reopening	17.09 mm	17.14 mm principal	2.02	Short-term investment vehicle	Long	USA
United States Treasury Bill- When Issued	16.79 mm	17.52 mm principal	1.99	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.99 mm	16.30 mm principal	1.90	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	15.44 mm	15.85 mm principal	1.83	Short-term investment vehicle	Long	USA
AMZN Amazon.com, Inc.	15.35 mm	98.89 k shares	1.82	Common equity	Long	USA
U.S. Treasury Bills	11.61 mm	11.95 mm principal	1.38	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	11.59 mm	11.95 mm principal	1.37	Debt	Long	USA
U.S. Treasury Notes	10.64 mm	10.75 mm principal	1.26	Debt	Long	USA
United States Treasury Bill - WI Post Auction	9.89 mm	10.00 mm principal	1.17	Short-term investment vehicle	Long	USA
GOOG Alphabet Inc.	9.75 mm	69.59 k shares	1.16	Common equity	Long	USA
U.S. Treasury Bills	9.38 mm	9.60 mm principal	1.11	Short-term investment vehicle	Long	USA
BRK-B Berkshire Hathaway Inc.	8.58 mm	22.37 k shares	1.02	Common equity	Long	USA
META Meta Platforms, Inc.	8.50 mm	21.78 k shares	1.01	Common equity	Long	USA
GOOG Alphabet Inc.	8.26 mm	58.23 k shares	0.98	Common equity	Long	USA
U.S. Treasury Notes	8.18 mm	8.20 mm principal	0.97	Debt	Long	USA
Broadcom Pte. Ltd.	7.43 mm	6.29 k shares	0.88	Common equity	Long	USA
United States Cash Management Bill - Reopening	7.42 mm	7.45 mm principal	0.88	Short-term investment vehicle	Long	USA
United States Treasury Bill	7.40 mm	7.45 mm principal	0.88	Short-term investment vehicle	Long	USA
United States Treasury Bill - WI Post Auction	7.35 mm	7.45 mm principal	0.87	Short-term investment vehicle	Long	USA
LLY Eli Lilly and Company	7.29 mm	11.29 k shares	0.86	Common equity	Long	USA
U.S. Treasury Notes	7.24 mm	7.45 mm principal	0.86	Debt	Long	USA
U.S. Treasury Bills	7.19 mm	7.45 mm principal	0.85	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	6.59 mm	6.63 mm principal	0.78	Debt	Long	USA
JPM JPMorgan Chase & Co.	6.51 mm	37.32 k shares	0.77	Common equity	Long	USA
United States Cash Management Bill - Reopening	6.24 mm	6.25 mm principal	0.74	Short-term investment vehicle	Long	USA
V Visa Inc.	6.23 mm	22.79 k shares	0.74	Common equity	Long	USA
United States Cash Management Bill - Reopening	6.22 mm	6.25 mm principal	0.74	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	6.10 mm	6.25 mm principal	0.72	Debt	Long	USA
UNH UnitedHealth Group Incorporated	6.03 mm	11.79 k shares	0.71	Common equity	Long	USA
XOM Exxon Mobil Corporation	5.35 mm	52.08 k shares	0.63	Common equity	Long	USA
TSLA Tesla, Inc.	5.32 mm	28.40 k shares	0.63	Common equity	Long	USA
MA Mastercard Incorporated	5.18 mm	11.54 k shares	0.61	Common equity	Long	USA
PG The Procter & Gamble Company	5.00 mm	31.81 k shares	0.59	Common equity	Long	USA
HD The Home Depot, Inc.	4.94 mm	13.99 k shares	0.59	Common equity	Long	USA
United States Treasury Bill - WI Post Auction	4.45 mm	4.50 mm principal	0.53	Short-term investment vehicle	Long	USA
United States Treasury Bill - WI Post Auction	4.45 mm	4.50 mm principal	0.53	Short-term investment vehicle	Long	USA
United States Treasury Bill - WI Post Auction	4.45 mm	4.50 mm principal	0.53	Short-term investment vehicle	Long	USA
COST Costco Wholesale Corporation	4.44 mm	6.40 k shares	0.53	Common equity	Long	USA
U.S. Treasury Bills	4.36 mm	4.50 mm principal	0.52	Short-term investment vehicle	Long	USA
ADBE Adobe Inc.	4.33 mm	7.00 k shares	0.51	Common equity	Long	USA
JNJ Johnson & Johnson	4.12 mm	25.91 k shares	0.49	Common equity	Long	USA
ABBV AbbVie Inc.	4.11 mm	25.01 k shares	0.49	Common equity	Long	USA
Accenture PLC	3.57 mm	9.81 k shares	0.42	Common equity	Long	Ireland
BAC Bank of America Corporation	3.46 mm	101.59 k shares	0.41	Common equity	Long	USA
Linde PLC	3.44 mm	8.50 k shares	0.41	Common equity	Long	Ireland
PEP PepsiCo, Inc.	3.31 mm	19.64 k shares	0.39	Common equity	Long	USA
KO The Coca-Cola Company	3.29 mm	55.38 k shares	0.39	Common equity	Long	USA
MRK Merck & Co., Inc.	3.26 mm	27.00 k shares	0.39	Common equity	Long	USA
NFLX Netflix, Inc.	3.22 mm	5.71 k shares	0.38	Common equity	Long	USA
ORCL Oracle Corporation	3.20 mm	28.67 k shares	0.38	Common equity	Long	USA
INTU Intuit Inc.	3.17 mm	5.02 k shares	0.38	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	3.10 mm	5.75 k shares	0.37	Common equity	Long	USA
WMT Walmart Inc.	2.96 mm	17.92 k shares	0.35	Common equity	Long	USA
CRM Salesforce, Inc.	2.94 mm	10.44 k shares	0.35	Common equity	Long	USA
QCOM QUALCOMM Incorporated	2.74 mm	18.46 k shares	0.32	Common equity	Long	USA
SPGI S&P Global Inc.	2.74 mm	6.11 k shares	0.32	Common equity	Long	USA
CVX Chevron Corporation	2.69 mm	18.23 k shares	0.32	Common equity	Long	USA
ISRG Intuitive Surgical, Inc.	2.67 mm	7.07 k shares	0.32	Common equity	Long	USA
MCD McDonald's Corporation	2.62 mm	8.96 k shares	0.31	Common equity	Long	USA
UNP Union Pacific Corporation	2.58 mm	10.58 k shares	0.31	Common equity	Long	USA
Eaton Corp PLC	2.58 mm	10.47 k shares	0.31	Common equity	Long	Ireland
AMGN Amgen Inc.	2.56 mm	8.15 k shares	0.30	Common equity	Long	USA
KLAC KLA Corporation	2.50 mm	4.20 k shares	0.30	Common equity	Long	USA
ABT Abbott Laboratories	2.47 mm	21.87 k shares	0.29	Common equity	Long	USA
HON Honeywell International Inc.	2.45 mm	12.13 k shares	0.29	Common equity	Long	USA
TXN Texas Instruments Incorporated	2.42 mm	15.10 k shares	0.29	Common equity	Long	USA
DHR Danaher Corporation	2.40 mm	9.99 k shares	0.28	Common equity	Long	USA
PGR The Progressive Corporation	2.36 mm	13.27 k shares	0.28	Common equity	Long	USA
VZ Verizon Communications Inc.	2.35 mm	55.58 k shares	0.28	Common equity	Long	USA
BA The Boeing Company	2.31 mm	10.96 k shares	0.27	Common equity	Long	USA
PM Philip Morris International Inc.	2.29 mm	25.17 k shares	0.27	Common equity	Long	USA
RTX RTX Corporation	2.21 mm	24.26 k shares	0.26	Common equity	Long	USA
BSX Boston Scientific Corporation	2.17 mm	34.35 k shares	0.26	Common equity	Long	USA
CMCSA Comcast Corporation	2.16 mm	46.37 k shares	0.26	Common equity	Long	USA
CSCO Cisco Systems, Inc.	2.11 mm	42.05 k shares	0.25	Common equity	Long	USA
PCAR PACCAR Inc	2.08 mm	20.72 k shares	0.25	Common equity	Long	USA
PFE Pfizer Inc.	2.02 mm	74.77 k shares	0.24	Common equity	Long	USA
LEN Lennar Corporation	2.02 mm	13.51 k shares	0.24	Common equity	Long	USA
SBUX Starbucks Corporation	2.01 mm	21.64 k shares	0.24	Common equity	Long	USA
WFC Wells Fargo & Company	1.98 mm	39.52 k shares	0.23	Common equity	Long	USA
SHW The Sherwin-Williams Company	1.92 mm	6.32 k shares	0.23	Common equity	Long	USA
NKE NIKE, Inc.	1.84 mm	18.16 k shares	0.22	Common equity	Long	USA
INTC Intel Corporation	1.77 mm	41.15 k shares	0.21	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	1.75 mm	4.53 k shares	0.21	Common equity	Long	USA
FCX Freeport-McMoRan Inc.	1.73 mm	43.63 k shares	0.21	Common equity	Long	USA
GWW W.W. Grainger, Inc.	1.70 mm	1.90 k shares	0.20	Common equity	Long	USA
ANET Arista Networks, Inc.	1.69 mm	6.53 k shares	0.20	Common equity	Long	USA
EOG EOG Resources, Inc.	1.69 mm	14.83 k shares	0.20	Common equity	Long	USA
COR Cencora	1.66 mm	7.14 k shares	0.20	Common equity	Long	USA
AMD Advanced Micro Devices, Inc.	1.66 mm	9.89 k shares	0.20	Common equity	Long	USA
AJG Arthur J. Gallagher & Co.	1.64 mm	7.05 k shares	0.19	Common equity	Long	USA
Prologis, L.P.	1.60 mm	12.64 k shares	0.19	Common equity	Long	USA
LOW Lowe's Companies, Inc.	1.60 mm	7.52 k shares	0.19	Common equity	Long	USA
IDXX IDEXX Laboratories, Inc.	1.57 mm	3.06 k shares	0.19	Common equity	Long	USA
LHX L3Harris Technologies, Inc.	1.57 mm	7.53 k shares	0.19	Common equity	Long	USA
VRSK Verisk Analytics, Inc.	1.55 mm	6.41 k shares	0.18	Common equity	Long	USA
RSG Republic Services, Inc.	1.54 mm	9.02 k shares	0.18	Common equity	Long	USA
T AT&T Inc.	1.52 mm	86.02 k shares	0.18	Common equity	Long	USA
PSA Public Storage	1.52 mm	5.37 k shares	0.18	Common equity	Long	USA
DFS Discover Financial Services	1.51 mm	14.28 k shares	0.18	Common equity	Long	USA
OKE ONEOK, Inc.	1.49 mm	21.88 k shares	0.18	Common equity	Long	USA
TE Connectivity Ltd	1.49 mm	10.46 k shares	0.18	Common equity	Long	Switzerland
NEE NextEra Energy, Inc.	1.45 mm	24.77 k shares	0.17	Common equity	Long	USA
CPAY Corpay, Inc.	1.43 mm	4.92 k shares	0.17	Common equity	Long	USA
OMC Omnicom Group Inc.	1.42 mm	15.75 k shares	0.17	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	1.42 mm	10.79 k shares	0.17	Common equity	Long	USA
EXPE Expedia Group, Inc.	1.41 mm	9.48 k shares	0.17	Common equity	Long	USA
HBAN Huntington Bancshares Incorporated	1.38 mm	108.56 k shares	0.16	Common equity	Long	USA
EXR Extra Space Storage Inc.	1.37 mm	9.51 k shares	0.16	Common equity	Long	USA
DINO HF Sinclair Corporation	1.32 mm	23.40 k shares	0.16	Common equity	Long	USA
PWR Quanta Services, Inc.	1.32 mm	6.78 k shares	0.16	Common equity	Long	USA
EQR Equity Residential	1.32 mm	21.85 k shares	0.16	Common equity	Long	USA
AOS A. O. Smith Corporation	1.31 mm	16.85 k shares	0.15	Common equity	Long	USA
Pentair PLC	1.31 mm	17.85 k shares	0.15	Common equity	Long	Ireland
MKC McCormick & Company, Incorporated	1.29 mm	18.92 k shares	0.15	Common equity	Long	USA
UNM Unum Group	1.28 mm	26.45 k shares	0.15	Common equity	Long	USA
ARE Alexandria Real Estate Equities, Inc.	1.27 mm	10.51 k shares	0.15	Common equity	Long	USA
STT State Street Corporation	1.26 mm	17.12 k shares	0.15	Common equity	Long	USA
SYF Synchrony Financial	1.26 mm	32.52 k shares	0.15	Common equity	Long	USA
IQV IQVIA Holdings Inc.	1.26 mm	6.04 k shares	0.15	Common equity	Long	USA
JBHT J.B. Hunt Transport Services, Inc.	1.23 mm	6.11 k shares	0.15	Common equity	Long	USA
MRO Marathon Oil Corp	1.22 mm	53.38 k shares	0.14	Common equity	Long	USA
NRG NRG Energy, Inc.	1.22 mm	22.96 k shares	0.14	Common equity	Long	USA
J Jacobs Engineering Group Inc.	1.21 mm	9.01 k shares	0.14	Common equity	Long	USA
SWK Stanley Black & Decker, Inc.	1.21 mm	13.00 k shares	0.14	Common equity	Long	USA
CAG Conagra Brands, Inc.	1.21 mm	41.44 k shares	0.14	Common equity	Long	USA
CZR Caesars Entertainment, Inc.	1.17 mm	26.56 k shares	0.14	Common equity	Long	USA
MAA Mid-America Apartment Communities, Inc.	1.16 mm	9.21 k shares	0.14	Common equity	Long	USA
VRTX Vertex Pharmaceuticals Incorporated	1.16 mm	2.68 k shares	0.14	Common equity	Long	USA
KIM Kimco Realty Corporation	1.16 mm	57.24 k shares	0.14	Common equity	Long	USA
RF Regions Financial Corporation	1.14 mm	61.28 k shares	0.14	Common equity	Long	USA
DVN Devon Energy Corporation	1.14 mm	27.12 k shares	0.14	Common equity	Long	USA
RHI Robert Half International Inc.	1.14 mm	14.32 k shares	0.13	Common equity	Long	USA
COO The Cooper Companies, Inc.	1.13 mm	3.03 k shares	0.13	Common equity	Long	USA
CARR Carrier Global Corporation	1.13 mm	20.58 k shares	0.13	Common equity	Long	USA
AVY Avery Dennison Corporation	1.12 mm	5.62 k shares	0.13	Common equity	Long	USA
KR The Kroger Co.	1.10 mm	23.84 k shares	0.13	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	1.07 mm	21.97 k shares	0.13	Common equity	Long	USA
NDAQ Nasdaq, Inc.	1.07 mm	18.56 k shares	0.13	Common equity	Long	USA
CCL Carnival Corporation & plc	1.04 mm	62.76 k shares	0.12	Common equity	Long	Panama
FITB Fifth Third Bancorp	1.03 mm	30.21 k shares	0.12	Common equity	Long	USA
WYNN Wynn Resorts, Limited	1.03 mm	10.92 k shares	0.12	Common equity	Long	USA
WAT Waters Corporation	1.02 mm	3.21 k shares	0.12	Common equity	Long	USA
QRVO Qorvo, Inc.	1.01 mm	10.17 k shares	0.12	Common equity	Long	USA
AIZ Assurant, Inc.	1.01 mm	6.01 k shares	0.12	Common equity	Long	USA
CF CF Industries Holdings, Inc.	1.01 mm	13.35 k shares	0.12	Common equity	Long	USA
Everest Group Ltd	998.23 k	2.59 k shares	0.12	Common equity	Long	Bermuda
DVA DaVita Inc.	995.72 k	9.21 k shares	0.12	Common equity	Long	USA
DUK Duke Energy Corporation	990.98 k	10.34 k shares	0.12	Common equity	Long	USA
PKG Packaging Corporation of America	989.14 k	5.96 k shares	0.12	Common equity	Long	USA
Medtronic PLC	973.36 k	11.12 k shares	0.12	Common equity	Long	Ireland
PARA Paramount Global	955.53 k	65.49 k shares	0.11	Common equity	Long	USA
FAST Fastenal Company	949.42 k	13.92 k shares	0.11	Common equity	Long	USA
DGX Quest Diagnostics Incorporated	943.32 k	7.35 k shares	0.11	Common equity	Long	USA
LKQ LKQ Corporation	917.81 k	19.67 k shares	0.11	Common equity	Long	USA
WEC WEC Energy Group, Inc.	916.22 k	11.35 k shares	0.11	Common equity	Long	USA
CPB Campbell Soup Company	908.44 k	20.36 k shares	0.11	Common equity	Long	USA
ETR Entergy Corporation	902.53 k	9.05 k shares	0.11	Common equity	Long	USA
Invesco Ltd	883.90 k	55.84 k shares	0.10	Common equity	Long	Bermuda
GL Globe Life Inc.	871.90 k	7.10 k shares	0.10	Common equity	Long	USA
BBWI Bath & Body Works, Inc.	865.06 k	20.28 k shares	0.10	Common equity	Long	USA
CBOE Cboe Global Markets, Inc.	853.98 k	4.64 k shares	0.10	Common equity	Long	USA
EXPD Expeditors International of Washington, Inc.	849.06 k	6.72 k shares	0.10	Common equity	Long	USA
APA APA Corporation	840.68 k	26.83 k shares	0.10	Common equity	Long	USA
LNT Alliant Energy Corporation	830.67 k	17.07 k shares	0.10	Common equity	Long	USA
MOH Molina Healthcare, Inc.	818.39 k	2.30 k shares	0.10	Common equity	Long	USA
EVRG Evergy, Inc.	816.89 k	16.09 k shares	0.10	Common equity	Long	USA
HII Huntington Ingalls Industries, Inc.	773.91 k	2.99 k shares	0.09	Common equity	Long	USA
FFIV F5, Inc.	759.78 k	4.14 k shares	0.09	Common equity	Long	USA
Walt Disney Co	745.06 k	7.76 k shares	0.09	Common equity	Long	USA
CMS-PB Consumers Energy Company	707.81 k	12.38 k shares	0.08	Common equity	Long	USA
ALK Alaska Air Group, Inc.	676.51 k	18.88 k shares	0.08	Common equity	Long	USA
TER Teradyne, Inc.	673.62 k	6.97 k shares	0.08	Common equity	Long	USA
AWK American Water Works Company, Inc.	659.04 k	5.31 k shares	0.08	Common equity	Long	USA
Cleveland Electric Illuminating Co	612.48 k	16.70 k shares	0.07	Common equity	Long	USA
KSS Kohl's Corporation	593.25 k	23.03 k shares	0.07	Common equity	Long	USA
RL Ralph Lauren Corporation	567.78 k	3.95 k shares	0.07	Common equity	Long	USA
EBAY eBay Inc.	533.38 k	12.99 k shares	0.06	Common equity	Long	USA
SEE Sealed Air Corporation	500.35 k	14.48 k shares	0.06	Common equity	Long	USA
PNW Pinnacle West Capital Corporation	471.69 k	6.85 k shares	0.06	Common equity	Long	USA
SEDG SolarEdge Technologies, Inc.	454.00 k	6.83 k shares	0.05	Common equity	Long	USA
VSCO Victoria's Secret & Co.	188.21 k	7.23 k shares	0.02	Common equity	Long	USA
UPS United Parcel Service, Inc.	130.97 k	923.00 shares	0.02	Common equity	Long	USA
FLS Flowserve Corporation	111.56 k	2.79 k shares	0.01	Common equity	Long	USA
UA Under Armour, Inc.	81.72 k	11.04 k shares	0.01	Common equity	Long	USA
PHIN PHINIA Inc.	66.71 k	2.21 k shares	0.01	Common equity	Long	USA
S+P 500 INDEX	-2.56 k	-73.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-2.74 k	-73.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-6.30 k	-72.00 contracts	-0.00	Equity derivative	N/A	USA