Parametric Volatility Risk Premium Defense Fund Class I (EIVPX)

EIVPX Holdings List

As of Mar 31, 2025

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No.	Symbol	Name	% Weight	Shares
1	T.0.25 07.31.25	United States Treasury Notes 0.25%	5.20%	57,353,000
2	T.2.75 06.30.25	United States Treasury Notes 2.75%	4.58%	50,000,000
3	AAPL	Apple Inc.	3.61%	177,031
4	B.0 02.19.26	United States Treasury Bills 0%	3.26%	36,706,000
5	T.2.75 05.15.25	United States Treasury Notes 2.75%	3.07%	33,427,000
6	MSFT	Microsoft Corporation	2.94%	85,336
7	NVDA	NVIDIA Corporation	2.86%	286,945
8	T.4.875 11.30.25	United States Treasury Notes 4.875%	2.67%	28,938,000
9	T.5 10.31.25	United States Treasury Notes 5%	2.61%	28,270,000
10	T.5 09.30.25	United States Treasury Notes 5%	2.58%	28,000,000
11	B.0 09.04.25	United States Treasury Bills 0%	2.42%	26,804,000
12	T.4.75 07.31.25	United States Treasury Notes 4.75%	2.33%	25,353,000
13	B.0 10.02.25	United States Treasury Bills 0%	2.33%	25,840,000
14	T.4.625 06.30.25	United States Treasury Notes 4.625%	2.30%	25,000,000
15	B.0 08.07.25	United States Treasury Bills 0%	2.30%	25,353,000
16	T.0.25 10.31.25	United States Treasury Notes 0.25%	2.16%	24,000,000
17	AMZN	Amazon.com, Inc.	1.89%	108,061
18	B.0 05.15.25	United States Treasury Bills 0%	1.62%	17,707,000
19	META	Meta Platforms, Inc.	1.44%	27,187
20	B.0 04.17.25	United States Treasury Bills 0%	1.40%	15,207,000
21	B.0 01.22.26	United States Treasury Bills 0%	1.21%	13,584,000
22	BRK.B	Berkshire Hathaway Inc.	1.16%	23,745
23	T.2 08.15.25	United States Treasury Notes 2%	1.16%	12,744,000
24	n/a	Msilf Government Portfolio Msilf Government Portfolio	1.11%	12,102,911
25	GOOGL	Alphabet Inc.	1.00%	70,666
26	T.4.625 02.28.26	United States Treasury Notes 4.625%	0.99%	10,692,000
27	AVGO	Broadcom Inc.	0.96%	62,590
28	T.4.25 12.31.25	United States Treasury Notes 4.25%	0.94%	10,188,000
29	T.0.375 04.30.25	United States Treasury Notes 0.375%	0.90%	9,847,000
30	TSLA	Tesla, Inc.	0.86%	36,145
31	LLY	Eli Lilly and Company	0.86%	11,288
32	B.0 11.28.25	United States Treasury Bills 0%	0.84%	9,430,000
33	GOOG	Alphabet Inc.	0.84%	58,714
34	JPM	JPMorgan Chase & Co.	0.84%	37,345
35	T.3.125 08.15.25	United States Treasury Notes 3.125%	0.78%	8,496,000
36	V	Visa Inc.	0.77%	23,799
37	B.0 06.12.25	United States Treasury Bills 0%	0.72%	7,860,000
38	T.1.625 02.15.26	United States Treasury Notes 1.625%	0.64%	7,128,000
39	UNH	UnitedHealth Group Incorporated	0.64%	13,248
40	MA	Mastercard Incorporated	0.61%	12,073
41	XOM	Exxon Mobil Corporation	0.58%	53,485
42	JNJ	Johnson & Johnson	0.57%	37,165
43	COST	Costco Wholesale Corporation	0.56%	6,395
44	PG	The Procter & Gamble Company	0.55%	35,172
45	ABBV	AbbVie Inc.	0.48%	25,007
46	NFLX	Netflix, Inc.	0.48%	5,544
47	HD	The Home Depot, Inc.	0.45%	13,487
48	WMT	Walmart Inc.	0.45%	56,000
49	KO	The Coca-Cola Company	0.44%	66,794
50	PM	Philip Morris International Inc.	0.42%	28,680
51	BAC	Bank of America Corporation	0.42%	108,635
52	CSCO	Cisco Systems, Inc.	0.41%	71,563
53	T.5 08.31.25	United States Treasury Notes 5%	0.39%	4,248,000
54	CRM	Salesforce, Inc.	0.39%	15,853
55	T.0.25 08.31.25	United States Treasury Notes 0.25%	0.38%	4,248,000
56	LIN	Linde plc	0.36%	8,502
57	MCD	McDonald's Corporation	0.35%	12,307
58	VZ	Verizon Communications Inc.	0.35%	83,220
59	ORCL	Oracle Corporation	0.35%	26,963
60	PGR	The Progressive Corporation	0.35%	13,267
61	AMGN	Amgen Inc.	0.33%	11,534
62	RTX	RTX Corporation	0.33%	27,037
63	CVX	Chevron Corporation	0.32%	21,121
64	INTU	Intuit Inc.	0.32%	5,699
65	ACN	Accenture plc	0.31%	10,953
66	ISRG	Intuitive Surgical, Inc.	0.31%	6,865
67	QCOM	QUALCOMM Incorporated	0.31%	21,795
68	SPGI	S&P Global Inc.	0.30%	6,520
69	BSX	Boston Scientific Corporation	0.30%	32,535
70	ABT	Abbott Laboratories	0.30%	24,293
71	WFC	Wells Fargo & Company	0.28%	41,846
72	HON	Honeywell International Inc.	0.27%	14,028
73	PEP	PepsiCo, Inc.	0.27%	19,637
74	TMO	Thermo Fisher Scientific Inc.	0.26%	5,748
75	KLAC	KLA Corporation	0.26%	4,203
76	ETN	Eaton Corporation plc	0.26%	10,470
77	TXN	Texas Instruments Incorporated	0.26%	15,566
78	SBUX	Starbucks Corporation	0.25%	27,829
79	ADBE	Adobe Inc.	0.25%	6,950
80	UNP	Union Pacific Corporation	0.23%	10,800
81	AJG	Arthur J. Gallagher & Co.	0.22%	7,052
82	MRK	Merck & Co., Inc.	0.22%	26,997
83	LOW	Lowe's Companies, Inc.	0.21%	9,801
84	ETR	Entergy Corporation	0.20%	25,836
85	SHW	The Sherwin-Williams Company	0.20%	6,320
86	RSG	Republic Services, Inc.	0.20%	9,107
87	DFS	DFS Furniture plc	0.20%	12,725
88	OKE	ONEOK, Inc.	0.20%	21,880
89	UNM	Unum Group	0.20%	26,445
90	AMP	Ameriprise Financial, Inc.	0.19%	4,371
91	DIS	The Walt Disney Company	0.19%	21,021
92	DHR	Danaher Corporation	0.19%	9,993
93	LHX	L3Harris Technologies, Inc.	0.19%	9,643
94	PCAR	PACCAR Inc	0.19%	20,719
95	COR	Cencora, Inc.	0.18%	7,142
96	WAB	Westinghouse Air Brake Technologies Corporation	0.18%	10,792
97	VRSK	Verisk Analytics, Inc.	0.18%	6,550
98	PSA	Public Storage	0.18%	6,409
99	NDAQ	Nasdaq, Inc.	0.17%	24,914
100	TEL	TE Connectivity plc	0.17%	13,238
101	GWW	W.W. Grainger, Inc.	0.17%	1,871
102	PAYC	Paycom Software, Inc.	0.17%	8,373
103	CPAY	Corpay, Inc.	0.17%	5,211
104	CBOE	Cboe Global Markets, Inc.	0.17%	7,976
105	NRG	NRG Energy, Inc.	0.17%	18,899
106	LKQ	LKQ Corporation	0.16%	41,986
107	WEC	WEC Energy Group, Inc.	0.16%	16,366
108	NEE	NextEra Energy, Inc.	0.16%	25,133
109	EOG	EOG Resources, Inc.	0.16%	13,580
110	PWR	Quanta Services, Inc.	0.16%	6,781
111	SYF	Synchrony Financial	0.16%	32,515
112	EQR	Equity Residential	0.16%	23,780
113	CMS	CMS Energy Corporation	0.16%	22,648
114	PLTR	Palantir Technologies Inc.	0.16%	20,130
115	PODD	Insulet Corporation	0.15%	6,405
116	DGX	Quest Diagnostics Incorporated	0.15%	9,918
117	FICO	Fair Isaac Corporation	0.15%	909
118	DVN	Devon Energy Corporation	0.15%	44,690
119	LNT	Alliant Energy Corporation	0.15%	25,795
120	FCX	Freeport-McMoRan Inc.	0.15%	43,625
121	STT	State Street Corporation	0.15%	18,345
122	EVRG	Evergy, Inc.	0.15%	23,682
123	KR	The Kroger Co.	0.15%	23,840
124	OMC	Omnicom Group Inc.	0.15%	19,453
125	HBAN	Huntington Bancshares Incorporated	0.15%	106,477
126	EXPE	Expedia Group, Inc.	0.15%	9,477
127	PARA	Paramount Global	0.15%	132,376
128	UDR	UDR, Inc.	0.14%	34,674
129	PNR	Pentair plc	0.14%	17,848
130	LEN	Lennar Corporation	0.14%	13,510
131	MAA	Mid-America Apartment Communities, Inc.	0.14%	9,213
132	RF	Regions Financial Corporation	0.14%	69,684
133	KMI	Kinder Morgan, Inc.	0.14%	53,031
134	COP	ConocoPhillips	0.13%	13,610
135	BK	The Bank of New York Mellon Corporation	0.13%	16,803
136	EXR	Extra Space Storage Inc.	0.13%	9,424
137	IVZ	Invesco Ltd.	0.12%	86,519
138	VST	Vistra Corp.	0.12%	11,147
139	CARR	Carrier Global Corporation	0.12%	20,581
140	MCHP	Microchip Technology Incorporated	0.12%	26,541
141	IDXX	IDEXX Laboratories, Inc.	0.12%	3,057
142	UBER	Uber Technologies, Inc.	0.12%	17,603
143	DVA	DaVita Inc.	0.12%	8,276
144	CRWD	CrowdStrike Holdings, Inc.	0.12%	3,580
145	AIZ	Assurant, Inc.	0.12%	6,011
146	SBAC	SBA Communications Corporation	0.11%	5,633
147	IQV	IQVIA Holdings Inc.	0.11%	7,024
148	KIM	Kimco Realty Corporation	0.11%	57,235
149	GEV	GE Vernova Inc.	0.11%	3,949
150	JBHT	J.B. Hunt Transport Services, Inc.	0.11%	8,122
151	HII	Huntington Ingalls Industries, Inc.	0.11%	5,876
152	ABNB	Airbnb, Inc.	0.11%	10,036
153	FITB	Fifth Third Bancorp	0.11%	30,206
154	WAT	Waters Corporation	0.11%	3,206
155	PKG	Packaging Corporation of America	0.11%	5,963
156	EG	Everest Group, Ltd.	0.11%	3,226
157	CCL	Carnival Corporation & plc	0.11%	59,470
158	QRVO	Qorvo, Inc.	0.11%	16,016
159	LMT	Lockheed Martin Corporation	0.10%	2,512
160	AOS	A. O. Smith Corporation	0.10%	16,850
161	FFIV	F5, Inc.	0.10%	4,136
162	LUV	Southwest Airlines Co.	0.09%	30,684
163	J	Jacobs Solutions Inc.	0.09%	8,461
164	COO	The Cooper Companies, Inc.	0.09%	12,104
165	AVY	Avery Dennison Corporation	0.09%	5,654
166	CAG	Conagra Brands, Inc.	0.09%	36,334
167	ALK	Alaska Air Group, Inc.	0.08%	18,761
168	CVS	CVS Health Corporation	0.08%	13,550
169	WYNN	Wynn Resorts, Limited	0.08%	10,917
170	HAS	Hasbro, Inc.	0.08%	14,657
171	RL	Ralph Lauren Corporation	0.08%	3,952
172	CF	CF Industries Holdings, Inc.	0.08%	10,887
173	MKC	McCormick & Company, Incorporated	0.08%	10,130
174	EXPD	Expeditors International of Washington, Inc.	0.07%	6,721
175	SWK	Stanley Black & Decker, Inc.	0.07%	10,369
176	PNW	Pinnacle West Capital Corporation	0.07%	8,220
177	DINO	HF Sinclair Corporation	0.07%	23,402
178	KMX	CarMax, Inc.	0.07%	9,383
179	CPB	The Campbell's Company	0.06%	16,535
180	BBWI	Bath & Body Works, Inc.	0.06%	20,278
181	TER	Teradyne, Inc.	0.05%	6,974
182	APA	APA Corporation	0.05%	26,833
183	LDOS	Leidos Holdings, Inc.	0.05%	4,027
184	BEN	Franklin Resources, Inc.	0.05%	26,517
185	STX	Seagate Technology Holdings plc	0.04%	5,761
186	IRM	Iron Mountain Incorporated	0.04%	5,457
187	SEE	Sealed Air Corporation	0.04%	14,482
188	GNRC	Generac Holdings Inc.	0.04%	3,232
189	SMCI	Super Micro Computer, Inc.	0.04%	11,522
190	ARE	Alexandria Real Estate Equities, Inc.	0.03%	4,013
191	MRP	Millrose Properties, Inc.	0.02%	6,755
192	AMTM	Amentum Holdings, Inc.	0.01%	8,461
193	FLS	Flowserve Corporation	0.01%	2,794
194	PHIN	PHINIA Inc.	0.01%	2,206
195	n/a	Us Dollars	0.00%	37,200

As of Mar 31, 2025

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Asset Allocation

Asset Class	% Weight
Stocks	49.12%
Bond	35.19%
Cash	15.70%

Sector Breakdown

Sector	% Weight
Other	53.06%
Information Technology	13.11%
Health Care	7.42%
Consumer Discretionary	5.64%
Financials	4.53%
Industrials	3.57%
Consumer Staples	3.45%
Communication Services	2.84%
Energy	2.21%
Utilities	1.50%
Real Estate	1.36%
Materials	1.31%

Country Breakdown

Sector	% Weight
United States	97.42%
Other	1.13%
Ireland	0.78%
United Kingdom	0.34%
Switzerland	0.18%
Bermuda	0.09%
Israel	0.06%