Parametric Volatility Risk Premium - Defensive Fund

Parametric Volatility Risk Premium - Defensive Fund reported 173 holdings worth US$1.43B as of Jul 31, 2026 (Form N-PORT)

As of Jul 31, 2026 · Filed Sep 24, 2026

Parametric Volatility Risk Premium - Defensive Fund reported 173 holdings worth US$1.43B as of Jul 31, 2026. Largest: Nvidia Corporation, Apple Inc and Alphabet Inc (google) Class C. Filed Sep 24, 2026 (Form N-PORT).

Holdings
173
Value as reported
US$1.43B

The filing in full

CompanySharesValue as reported% of portfolio
Nvidia Corporation275KUS$55.2M3.9%
Apple Inc168KUS$51.8M3.6%
Alphabet Inc (google) Class C125KUS$44.7M3.1%
Microsoft Corp.83,899US$39M2.7%
Amazon.com, Inc.114KUS$31.1M2.2%
Broadcom Inc.58,527US$22.8M1.6%
Meta Platforms, Inc.24,689US$13.7M0.96%
Jp Morgan Chase & Co.37,320US$13.1M0.92%
Eli Lilly And Company11,006US$12.6M0.88%
Berkshire Hathaway Inc.24,328US$12.4M0.87%
Micron Technology, Inc.12,891US$10.6M0.74%
Tesla, Inc.32,708US$10.2M0.71%
Johnson & Johnson38,359US$9.83M0.69%
Visa Inc.25,022US$9.16M0.64%
Advanced Micro Devices Inc17,989US$8.57M0.60%
Cisco Systems, Inc.71,563US$8.3M0.58%
Mastercard Incorporated14,397US$8.25M0.58%
Kla Corporation41,180US$7.53M0.53%
Bank Of America Corporation119KUS$7.38M0.52%
Home Depot, Inc. (the)19,770US$6.56M0.46%
Abbvie Inc.25,695US$6.45M0.45%
Rtx Corporation29,654US$6.38M0.45%
Coca-cola Company (the)70,941US$6.21M0.43%
Costco Wholesale Corporation6,395US$6.09M0.43%
Walmart Inc.54,363US$6.05M0.42%
Procter & Gamble Company (the)41,173US$5.95M0.42%
Chevron Corporation29,279US$5.76M0.40%
Philip Morris International Inc27,330US$5.22M0.36%
Intel Corporation57,070US$5.15M0.36%
Unitedhealth Group Incorporated12,368US$5.13M0.36%
Caterpillar, Inc.5,889US$4.8M0.34%
Quanta Services, Inc.6,781US$4.53M0.32%
Ge Vernova Inc.4,540US$4.5M0.31%
Thermo Fisher Scientific Inc7,661US$4.4M0.31%
Eaton Corporation, Plc10,470US$4.35M0.30%
Texas Instruments Incorporated15,615US$4.31M0.30%
Analog Devices, Inc.11,511US$4.23M0.30%
Amgen Inc.10,682US$4.11M0.29%
Linde Plc8,502US$4.07M0.28%
Union Pacific Corporation13,794US$4.03M0.28%
Netflix, Inc.55,440US$3.98M0.28%
Palo Alto Networks, Inc.11,427US$3.79M0.27%
Comcast Corporation150KUS$3.59M0.25%
Palantir Technologies Inc.28,576US$3.52M0.25%
Oracle Corporation26,924US$3.5M0.24%
State Street Corporation18,847US$3.47M0.24%
Starbucks Corporation30,891US$3.25M0.23%
Westinghouse Air Brake Technologies Corporation10,792US$3.14M0.22%
Crowdstrike Holdings, Inc.16,218US$3.1M0.22%
Sandisk Corporation2,541US$3.09M0.22%
Seagate Technology Holdings Plc3,555US$3.04M0.21%
International Business Machines Corporation13,373US$2.99M0.21%
Progressive Corporation (the)13,688US$2.89M0.20%
L3harris Technologies, Inc.10,100US$2.8M0.20%
Expedia Group, Inc.9,371US$2.76M0.19%
Freeport-mcmoran, Inc.44,045US$2.76M0.19%
Paccar Inc.20,719US$2.75M0.19%
Qualcomm Incorporated18,464US$2.73M0.19%
Capital One Financial Corporation12,969US$2.71M0.19%
Nextera Energy, Inc.30,965US$2.69M0.19%
J.b. Hunt Transport Services, Inc.9,567US$2.6M0.18%
W.w. Grainger, Inc.1,871US$2.59M0.18%
S&p Global Inc.6,189US$2.55M0.18%
Fifth Third Bancorp45,093US$2.55M0.18%
Entergy Corporation23,545US$2.53M0.18%
Synchrony Financial32,515US$2.46M0.17%
Intuitive Surgical, Inc.6,965US$2.46M0.17%
Public Storage7,547US$2.45M0.17%
Host Hotels & Resorts, Inc.94,977US$2.39M0.17%
Ameriprise Financial, Inc.4,371US$2.39M0.17%
Intuit Inc.7,430US$2.35M0.16%
Nasdaq, Inc.24,914US$2.35M0.16%
Regions Financial Corporation75,705US$2.34M0.16%
Applovin Corporation5,914US$2.34M0.16%
Viatris Inc.133KUS$2.33M0.16%
Centene Corporation37,449US$2.33M0.16%
Teradyne, Inc.6,278US$2.31M0.16%
Cencora, Inc.7,142US$2.22M0.16%
Quest Diagnostics Incorporated9,481US$2.21M0.15%
Salesforce, Inc.11,918US$2.19M0.15%
Sherwin-williams Company (the)6,320US$2.15M0.15%
Te Connectivity Plc10,461US$2.15M0.15%
Hf Sinclair Corporation23,402US$2.14M0.15%
Kimco Realty Corporation (hc)83,590US$2.13M0.15%
Corning Incorporated14,961US$2.07M0.14%
Nrg Energy, Inc.15,354US$2.06M0.14%
Huntington Bancshares Incorporated120KUS$2.05M0.14%
Eog Resources, Inc.13,625US$2.03M0.14%
Huntington Ingalls Industries, Inc.6,088US$1.99M0.14%
Cboe Global Markets, Inc.6,380US$1.98M0.14%
Unum Group22,676US$1.95M0.14%
Davita Inc.7,987US$1.92M0.13%
Evergy, Inc.23,050US$1.91M0.13%
Verisk Analytics, Inc.9,748US$1.9M0.13%
Republic Services, Inc.9,020US$1.9M0.13%
Alliant Energy Corporation25,603US$1.81M0.13%
Oneok, Inc.19,832US$1.8M0.13%
Wec Energy Group, Inc.16,366US$1.79M0.13%
Arthur J. Gallagher & Co.7,052US$1.76M0.12%
Corpay, Inc.4,587US$1.75M0.12%

Every holding of Parametric Volatility Risk Premium - Defensive Fund

Source

View original at SEC

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