Holdings
Parametric Volatility Risk Premium - Defensive Fund
As of Jul 31, 2026, Parametric Volatility Risk Premium - Defensive Fund reported 157 positions worth US$701M. Largest: Nvidia Corporation, Apple Inc and Alphabet Inc (google) Class C. What it bought and sold, with each filing.
| Company | Shares | Value as reported | Change | As of |
|---|---|---|---|---|
| Nvidia Corporation | 275K | US$55.2M | −2,403 | Jul 31, 2026 |
| Apple Inc | 168K | US$51.8M | −2,336 | Jul 31, 2026 |
| Alphabet Inc (google) Class C | 125K | US$44.7M | −497 | Jul 31, 2026 |
| Microsoft Corp. | 83,899 | US$39M | +1,439 | Jul 31, 2026 |
| Amazon.com, Inc. | 114K | US$31.1M | −2,235 | Jul 31, 2026 |
| Broadcom Inc. | 58,527 | US$22.8M | no change | Jul 31, 2026 |
| Meta Platforms, Inc. | 24,689 | US$13.7M | −1,842 | Jul 31, 2026 |
| Jp Morgan Chase & Co. | 37,320 | US$13.1M | no change | Jul 31, 2026 |
| Eli Lilly And Company | 11,006 | US$12.6M | no change | Jul 31, 2026 |
| Berkshire Hathaway Inc. | 24,328 | US$12.4M | +928 | Jul 31, 2026 |