Parametric Volatility Risk Premium - Defensive Fund

Fund Profile

Fund profile

Tickers

EIVPX

Fund manager

Eaton Vance Floating-Rate & High Income Fund

Total assets

$1.09 bn

Liabilities

$11.41 mm

Net assets

$1.08 bn

Number of holdings

221.00

Top 200 of 221 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Notes	55.63 mm	57.35 mm principal	5.14	Debt	Long	USA
U.S. Treasury Notes	49.49 mm	50.00 mm principal	4.58	Debt	Long	USA
AAPL Apple Inc.	39.99 mm	177.03 k shares	3.70	Common equity	Long	USA
NVDA NVIDIA Corporation	38.40 mm	289.21 k shares	3.55	Common equity	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	37.11 mm	37.11 mm shares	3.43	Short-term investment vehicle	Long	USA
MSFT Microsoft Corporation	35.59 mm	87.59 k shares	3.29	Common equity	Long	USA
U.S. Treasury Notes	33.13 mm	33.43 mm principal	3.06	Debt	Long	USA
U.S. Treasury Bills	27.18 mm	27.37 mm principal	2.51	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	25.86 mm	26.80 mm principal	2.39	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	25.58 mm	25.67 mm principal	2.36	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	25.42 mm	25.35 mm principal	2.35	Debt	Long	USA
U.S. Treasury Notes	25.04 mm	25.00 mm principal	2.31	Debt	Long	USA
U.S. Treasury Bills	24.86 mm	25.84 mm principal	2.30	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.54 mm	25.35 mm principal	2.27	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	21.32 mm	21.69 mm principal	1.97	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	20.79 mm	21.08 mm principal	1.92	Short-term investment vehicle	Long	USA
AMZN Amazon.com, Inc.	20.14 mm	108.04 k shares	1.86	Common equity	Long	USA
U.S. Treasury Bills	17.95 mm	18.13 mm principal	1.66	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.35 mm	17.71 mm principal	1.60	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	17.30 mm	17.71 mm principal	1.60	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	15.61 mm	15.77 mm principal	1.44	Debt	Long	USA
META Meta Platforms, Inc.	15.43 mm	27.19 k shares	1.43	Common equity	Long	USA
U.S. Treasury Notes	12.51 mm	12.74 mm principal	1.16	Debt	Long	USA
GOOG Alphabet Inc.	12.09 mm	70.67 k shares	1.12	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	10.74 mm	23.81 k shares	0.99	Common equity	Long	USA
Broadcom Pte. Ltd.	10.63 mm	62.59 k shares	0.98	Common equity	Long	USA
GOOG Alphabet Inc.	10.14 mm	58.71 k shares	0.94	Common equity	Long	USA
U.S. Treasury Bonds	9.94 mm	9.85 mm principal	0.92	Debt	Long	USA
U.S. Treasury Notes	9.76 mm	9.85 mm principal	0.90	Debt	Long	USA
U.S. Treasury Notes	9.65 mm	9.85 mm principal	0.89	Debt	Long	USA
LLY Eli Lilly and Company	9.37 mm	11.29 k shares	0.87	Common equity	Long	USA
TSLA Tesla, Inc.	9.11 mm	36.46 k shares	0.84	Common equity	Long	USA
U.S. Treasury Notes	8.41 mm	8.50 mm principal	0.78	Debt	Long	USA
JPM JPMorgan Chase & Co.	8.29 mm	37.35 k shares	0.77	Common equity	Long	USA
U.S. Treasury Bills	7.66 mm	7.86 mm principal	0.71	Short-term investment vehicle	Long	USA
UNH UnitedHealth Group Incorporated	7.08 mm	12.55 k shares	0.65	Common equity	Long	USA
V Visa Inc.	6.92 mm	23.89 k shares	0.64	Common equity	Long	USA
XOM Exxon Mobil Corporation	6.71 mm	57.43 k shares	0.62	Common equity	Long	USA
MA Mastercard Incorporated	5.99 mm	11.98 k shares	0.55	Common equity	Long	USA
U.S. Treasury Notes	5.91 mm	5.92 mm principal	0.55	Debt	Long	USA
PG The Procter & Gamble Company	5.75 mm	34.81 k shares	0.53	Common equity	Long	USA
COST Costco Wholesale Corporation	5.59 mm	6.40 k shares	0.52	Common equity	Long	USA
ABBV AbbVie Inc.	5.46 mm	26.79 k shares	0.50	Common equity	Long	USA
HD The Home Depot, Inc.	5.31 mm	13.49 k shares	0.49	Common equity	Long	USA
CRM Salesforce, Inc.	4.62 mm	15.85 k shares	0.43	Common equity	Long	USA
WMT Walmart Inc.	4.59 mm	56.00 k shares	0.42	Common equity	Long	USA
ORCL Oracle Corporation	4.53 mm	26.96 k shares	0.42	Common equity	Long	USA
JNJ Johnson & Johnson	4.46 mm	27.90 k shares	0.41	Common equity	Long	USA
BAC Bank of America Corporation	4.43 mm	106.01 k shares	0.41	Common equity	Long	USA
U.S. Treasury Notes	4.27 mm	4.25 mm principal	0.39	Debt	Long	USA
MRK Merck & Co., Inc.	4.22 mm	41.25 k shares	0.39	Common equity	Long	USA
NFLX Netflix, Inc.	4.19 mm	5.54 k shares	0.39	Common equity	Long	USA
U.S. Treasury Notes	4.11 mm	4.25 mm principal	0.38	Debt	Long	USA
CSCO Cisco Systems, Inc.	3.92 mm	71.56 k shares	0.36	Common equity	Long	USA
Linde PLC	3.88 mm	8.50 k shares	0.36	Common equity	Long	Ireland
PM Philip Morris International Inc.	3.86 mm	29.06 k shares	0.36	Common equity	Long	USA
Accenture PLC	3.80 mm	11.01 k shares	0.35	Common equity	Long	Ireland
KO The Coca-Cola Company	3.73 mm	57.09 k shares	0.34	Common equity	Long	USA
PEP PepsiCo, Inc.	3.69 mm	22.22 k shares	0.34	Common equity	Long	USA
MCD McDonald's Corporation	3.59 mm	12.31 k shares	0.33	Common equity	Long	USA
TXN Texas Instruments Incorporated	3.57 mm	17.58 k shares	0.33	Common equity	Long	USA
ADBE Adobe Inc.	3.47 mm	7.26 k shares	0.32	Common equity	Long	USA
Eaton Corp PLC	3.47 mm	10.47 k shares	0.32	Common equity	Long	Ireland
ISRG Intuitive Surgical, Inc.	3.46 mm	6.87 k shares	0.32	Common equity	Long	USA
VZ Verizon Communications Inc.	3.43 mm	81.53 k shares	0.32	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	3.42 mm	6.26 k shares	0.32	Common equity	Long	USA
QCOM QUALCOMM Incorporated	3.37 mm	20.73 k shares	0.31	Common equity	Long	USA
INTU Intuit Inc.	3.34 mm	5.47 k shares	0.31	Common equity	Long	USA
RTX RTX Corporation	3.27 mm	27.04 k shares	0.30	Common equity	Long	USA
PGR The Progressive Corporation	3.22 mm	13.27 k shares	0.30	Common equity	Long	USA
CVX Chevron Corporation	3.14 mm	21.12 k shares	0.29	Common equity	Long	USA
AMD Advanced Micro Devices, Inc.	3.11 mm	21.57 k shares	0.29	Common equity	Long	USA
SPGI S&P Global Inc.	3.06 mm	6.36 k shares	0.28	Common equity	Long	USA
UNP Union Pacific Corporation	2.90 mm	12.51 k shares	0.27	Common equity	Long	USA
Walt Disney Co	2.89 mm	30.05 k shares	0.27	Common equity	Long	USA
HON Honeywell International Inc.	2.89 mm	14.03 k shares	0.27	Common equity	Long	USA
KLAC KLA Corporation	2.80 mm	4.20 k shares	0.26	Common equity	Long	USA
BSX Boston Scientific Corporation	2.73 mm	32.53 k shares	0.25	Common equity	Long	USA
SBUX Starbucks Corporation	2.72 mm	27.83 k shares	0.25	Common equity	Long	USA
AMGN Amgen Inc.	2.61 mm	8.15 k shares	0.24	Common equity	Long	USA
WFC Wells Fargo & Company	2.58 mm	39.75 k shares	0.24	Common equity	Long	USA
LOW Lowe's Companies, Inc.	2.57 mm	9.80 k shares	0.24	Common equity	Long	USA
ABT Abbott Laboratories	2.48 mm	21.87 k shares	0.23	Common equity	Long	USA
DHR Danaher Corporation	2.45 mm	9.99 k shares	0.23	Common equity	Long	USA
U.S. Treasury Notes	2.35 mm	2.37 mm principal	0.22	Debt	Long	USA
U.S. Treasury Notes	2.35 mm	2.37 mm principal	0.22	Debt	Long	USA
LEN Lennar Corporation	2.30 mm	13.51 k shares	0.21	Common equity	Long	USA
NEE NextEra Energy, Inc.	2.29 mm	28.87 k shares	0.21	Common equity	Long	USA
SHW The Sherwin-Williams Company	2.27 mm	6.32 k shares	0.21	Common equity	Long	USA
AMP Ameriprise Financial, Inc.	2.23 mm	4.37 k shares	0.21	Common equity	Long	USA
PCAR PACCAR Inc	2.16 mm	20.72 k shares	0.20	Common equity	Long	USA
OKE ONEOK, Inc.	2.12 mm	21.88 k shares	0.20	Common equity	Long	USA
GWW W.W. Grainger, Inc.	2.08 mm	1.87 k shares	0.19	Common equity	Long	USA
PWR Quanta Services, Inc.	2.05 mm	6.78 k shares	0.19	Common equity	Long	USA
WAB Westinghouse Air Brake Technologies Corporation	2.03 mm	10.79 k shares	0.19	Common equity	Long	USA
ETR Entergy Corporation	2.00 mm	12.92 k shares	0.18	Common equity	Long	USA
AJG Arthur J. Gallagher & Co.	1.98 mm	7.05 k shares	0.18	Common equity	Long	USA
FCX Freeport-McMoRan Inc.	1.96 mm	43.63 k shares	0.18	Common equity	Long	USA
Medtronic PLC	1.96 mm	22.00 k shares	0.18	Common equity	Long	Ireland
LHX L3Harris Technologies, Inc.	1.91 mm	7.70 k shares	0.18	Common equity	Long	USA
CMCSA Comcast Corporation	1.89 mm	43.39 k shares	0.18	Common equity	Long	USA
DFS Discover Financial Services	1.89 mm	12.73 k shares	0.17	Common equity	Long	USA
NDAQ Nasdaq, Inc.	1.84 mm	24.91 k shares	0.17	Common equity	Long	USA
FICO Fair Isaac Corporation	1.81 mm	909.00 shares	0.17	Common equity	Long	USA
RSG Republic Services, Inc.	1.80 mm	9.11 k shares	0.17	Common equity	Long	USA
VRSK Verisk Analytics, Inc.	1.80 mm	6.55 k shares	0.17	Common equity	Long	USA
SYF Synchrony Financial	1.79 mm	32.52 k shares	0.17	Common equity	Long	USA
SBAC SBA Communications Corporation	1.77 mm	7.71 k shares	0.16	Common equity	Long	USA
Pentair PLC	1.77 mm	17.85 k shares	0.16	Common equity	Long	Ireland
PAYC Paycom Software, Inc.	1.75 mm	8.37 k shares	0.16	Common equity	Long	USA
TE Connectivity PLC	1.73 mm	11.76 k shares	0.16	Common equity	Long	Ireland
Corpay Inc	1.72 mm	5.21 k shares	0.16	Common equity	Long	USA
NRG NRG Energy, Inc.	1.72 mm	18.97 k shares	0.16	Common equity	Long	USA
CBOE Cboe Global Markets, Inc.	1.70 mm	7.98 k shares	0.16	Common equity	Long	USA
STT State Street Corporation	1.70 mm	18.35 k shares	0.16	Common equity	Long	USA
UNM Unum Group	1.70 mm	26.45 k shares	0.16	Common equity	Long	USA
HBAN Huntington Bancshares Incorporated	1.66 mm	106.48 k shares	0.15	Common equity	Long	USA
EOG EOG Resources, Inc.	1.66 mm	13.58 k shares	0.15	Common equity	Long	USA
COR Cencora	1.63 mm	7.14 k shares	0.15	Common equity	Long	USA
PSA Public Storage	1.58 mm	4.80 k shares	0.15	Common equity	Long	USA
EQR Equity Residential	1.58 mm	22.41 k shares	0.15	Common equity	Long	USA
CMS-PB Consumers Energy Company	1.58 mm	22.65 k shares	0.15	Common equity	Long	USA
WEC WEC Energy Group, Inc.	1.56 mm	16.37 k shares	0.14	Common equity	Long	USA
LNT Alliant Energy Corporation	1.55 mm	25.80 k shares	0.14	Common equity	Long	USA
DGX Quest Diagnostics Incorporated	1.54 mm	9.92 k shares	0.14	Common equity	Long	USA
CARR Carrier Global Corporation	1.50 mm	20.58 k shares	0.14	Common equity	Long	USA
PODD Insulet Corporation	1.49 mm	6.44 k shares	0.14	Common equity	Long	USA
CME CME Group Inc.	1.49 mm	6.60 k shares	0.14	Common equity	Long	USA
EXPE Expedia Group, Inc.	1.48 mm	9.48 k shares	0.14	Common equity	Long	USA
MRO Marathon Oil Corp	1.48 mm	53.38 k shares	0.14	Common equity	Long	USA
JBHT J.B. Hunt Transport Services, Inc.	1.48 mm	8.18 k shares	0.14	Common equity	Long	USA
Invesco Ltd	1.47 mm	84.75 k shares	0.14	Common equity	Long	Bermuda
UDR UDR, Inc.	1.46 mm	34.67 k shares	0.14	Common equity	Long	USA
RF Regions Financial Corporation	1.46 mm	61.28 k shares	0.14	Common equity	Long	USA
Seagate Technology Holdings PLC	1.44 mm	14.34 k shares	0.13	Common equity	Long	Ireland
BEN Franklin Resources, Inc.	1.43 mm	69.03 k shares	0.13	Common equity	Long	USA
EVRG Evergy, Inc.	1.43 mm	23.68 k shares	0.13	Common equity	Long	USA
OMC Omnicom Group Inc.	1.42 mm	14.10 k shares	0.13	Common equity	Long	USA
RHI Robert Half International Inc.	1.42 mm	20.84 k shares	0.13	Common equity	Long	USA
NKE NIKE, Inc.	1.40 mm	18.16 k shares	0.13	Common equity	Long	USA
MAA Mid-America Apartment Communities, Inc.	1.39 mm	9.21 k shares	0.13	Common equity	Long	USA
VST Vistra Corp.	1.39 mm	11.15 k shares	0.13	Common equity	Long	USA
PKG Packaging Corporation of America	1.37 mm	5.96 k shares	0.13	Common equity	Long	USA
KIM Kimco Realty Corporation	1.36 mm	57.24 k shares	0.13	Common equity	Long	USA
KR The Kroger Co.	1.33 mm	23.84 k shares	0.12	Common equity	Long	USA
FITB Fifth Third Bancorp	1.32 mm	30.21 k shares	0.12	Common equity	Long	USA
EXR Extra Space Storage Inc.	1.32 mm	8.08 k shares	0.12	Common equity	Long	USA
CCL Carnival Corporation & plc	1.31 mm	59.47 k shares	0.12	Common equity	Long	Panama
KMI Kinder Morgan, Inc.	1.30 mm	53.03 k shares	0.12	Common equity	Long	USA
COO The Cooper Companies, Inc.	1.27 mm	12.10 k shares	0.12	Common equity	Long	USA
AOS A. O. Smith Corporation	1.27 mm	16.85 k shares	0.12	Common equity	Long	USA
IDXX IDEXX Laboratories, Inc.	1.24 mm	3.06 k shares	0.12	Common equity	Long	USA
IQV IQVIA Holdings Inc.	1.24 mm	6.04 k shares	0.11	Common equity	Long	USA
DVA DaVita Inc.	1.23 mm	8.76 k shares	0.11	Common equity	Long	USA
BA The Boeing Company	1.21 mm	8.13 k shares	0.11	Common equity	Long	USA
J Jacobs Engineering Group Inc.	1.19 mm	8.46 k shares	0.11	Common equity	Long	USA
GEV GE Vernova Inc.	1.19 mm	3.93 k shares	0.11	Common equity	Long	USA
AVY Avery Dennison Corporation	1.16 mm	5.62 k shares	0.11	Common equity	Long	USA
AIZ Assurant, Inc.	1.15 mm	6.01 k shares	0.11	Common equity	Long	USA
CRWD CrowdStrike Holdings, Inc.	1.06 mm	3.58 k shares	0.10	Common equity	Long	USA
CAG Conagra Brands, Inc.	1.05 mm	36.33 k shares	0.10	Common equity	Long	USA
WYNN Wynn Resorts, Limited	1.05 mm	10.92 k shares	0.10	Common equity	Long	USA
WAT Waters Corporation	1.04 mm	3.21 k shares	0.10	Common equity	Long	USA
ARE Alexandria Real Estate Equities, Inc.	998.71 k	8.95 k shares	0.09	Common equity	Long	USA
FFIV F5, Inc.	967.33 k	4.14 k shares	0.09	Common equity	Long	USA
MOH Molina Healthcare, Inc.	924.79 k	2.88 k shares	0.09	Common equity	Long	USA
HII Huntington Ingalls Industries, Inc.	917.59 k	4.96 k shares	0.08	Common equity	Long	USA
DG Dollar General Corporation	910.86 k	11.38 k shares	0.08	Common equity	Long	USA
DINO HF Sinclair Corporation	903.55 k	23.40 k shares	0.08	Common equity	Long	USA
ALK Alaska Air Group, Inc.	898.84 k	18.76 k shares	0.08	Common equity	Long	USA
CF CF Industries Holdings, Inc.	895.24 k	10.89 k shares	0.08	Common equity	Long	USA
SWK Stanley Black & Decker, Inc.	893.15 k	9.61 k shares	0.08	Common equity	Long	USA
State Street Navigator Securities Lending Government Money Market Portfolio	803.31 k	803.31 k shares	0.07	Short-term investment vehicle	Long	USA
EXPD Expeditors International of Washington, Inc.	799.80 k	6.72 k shares	0.07	Common equity	Long	USA
MKC McCormick & Company, Incorporated	792.57 k	10.13 k shares	0.07	Common equity	Long	USA
Everest Group Ltd	789.10 k	2.22 k shares	0.07	Common equity	Long	Bermuda
RL Ralph Lauren Corporation	782.22 k	3.95 k shares	0.07	Common equity	Long	USA
CPB Campbell Soup Company	771.36 k	16.54 k shares	0.07	Common equity	Long	USA
DVN Devon Energy Corporation	751.01 k	19.42 k shares	0.07	Common equity	Long	USA
TER Teradyne, Inc.	740.71 k	6.97 k shares	0.07	Common equity	Long	USA
ABNB Airbnb, Inc.	727.60 k	5.40 k shares	0.07	Common equity	Long	USA
LKQ LKQ Corporation	723.51 k	19.67 k shares	0.07	Common equity	Long	USA
PNW Pinnacle West Capital Corporation	721.80 k	8.22 k shares	0.07	Common equity	Long	USA
KMX CarMax, Inc.	679.14 k	9.38 k shares	0.06	Common equity	Long	USA
IRM Iron Mountain Incorporated	675.19 k	5.46 k shares	0.06	Common equity	Long	USA
APA APA Corporation	633.26 k	26.83 k shares	0.06	Common equity	Long	USA
BBWI Bath & Body Works, Inc.	575.49 k	20.28 k shares	0.05	Common equity	Long	USA
QRVO Qorvo, Inc.	542.07 k	7.61 k shares	0.05	Common equity	Long	USA
SEE Sealed Air Corporation	523.96 k	14.48 k shares	0.05	Common equity	Long	USA
GNRC Generac Holdings Inc.	424.14 k	2.56 k shares	0.04	Common equity	Long	USA
MTCH Match Group, Inc.	421.48 k	11.70 k shares	0.04	Common equity	Long	USA
LUV Southwest Airlines Co.	350.11 k	11.45 k shares	0.03	Common equity	Long	USA
PARA Paramount Global	280.58 k	25.65 k shares	0.03	Common equity	Long	USA
AMTM Amentum Holdings, Inc.	251.63 k	8.46 k shares	0.02	Common equity	Long	USA
KSS Kohl's Corporation	248.76 k	13.46 k shares	0.02	Common equity	Long	USA
FLS Flowserve Corporation	147.08 k	2.79 k shares	0.01	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	111.59 k	11.80 k shares	0.01	Common equity	Long	USA
PHIN PHINIA Inc.	102.76 k	2.21 k shares	0.01	Common equity	Long	USA
S+P 500 INDEX	-790.00	-79.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-1.14 k	-76.00 contracts	-0.00	Equity derivative	N/A	USA