Parametric Volatility Risk Prem - Def Fd I (EIVPX)
15.03
+0.07
(+0.47%)
USD |
Mar 12 2025
EIVPX Asset Allocations & Exposures
Asset Allocation
As of December 31, 2024.
| Type | % Net |
|---|---|
| Cash | 0.41% |
| Stock | 50.71% |
| Bond | 48.88% |
| Convertible | 0.00% |
| Preferred | 0.00% |
| Other | 0.00% |
Market Capitalization
| Large | -- |
| Mid | -- |
| Small | -- |
Region Exposure
| Americas | 98.40% |
|---|---|
|
North America
|
98.29% |
| United States | 98.29% |
|
Latin America
|
0.11% |
As of December 31, 2024. Region breakdown data is
calculated by using the long position holdings of the portfolio.
| Greater Europe | 1.32% |
|---|---|
| United Kingdom | 0.49% |
|
Europe Developed
|
0.84% |
| Ireland | 0.84% |
|
Europe Emerging
|
0.00% |
|
Africa And Middle East
|
0.00% |
| Greater Asia | 0.05% |
|---|---|
| Japan | 0.00% |
|
Australasia
|
0.00% |
|
Asia Developed
|
0.05% |
| Singapore | 0.05% |
|
Asia Emerging
|
0.00% |
| Unidentified Region | 0.23% |
|---|
Bond Credit Quality Exposure
| AAA | 0.02% |
| AA | 65.83% |
| A | 0.00% |
| BBB | 0.00% |
| BB | 0.00% |
| B | 0.00% |
| Below B | 0.00% |
| CCC | 0.00% |
| CC | 0.00% |
| C | 0.00% |
| DDD | 0.00% |
| DD | 0.00% |
| D | 0.00% |
| Not Rated | 0.00% |
| Not Available | 34.15% |
| Short Term | 0.00% |
As of December 31, 2024
Stock Sector Exposure
| Cyclical |
|
19.95% |
| Materials |
|
2.26% |
| Consumer Discretionary |
|
6.09% |
| Financials |
|
9.74% |
| Real Estate |
|
1.87% |
| Sensitive |
|
51.45% |
| Communication Services |
|
8.64% |
| Energy |
|
3.50% |
| Industrials |
|
7.33% |
| Information Technology |
|
31.99% |
| Defensive |
|
18.98% |
| Consumer Staples |
|
5.39% |
| Health Care |
|
11.28% |
| Utilities |
|
2.30% |
| Not Classified |
|
9.62% |
| Non Classified Equity |
|
3.69% |
| Not Classified - Non Equity |
|
5.93% |
As of July 31, 2024
Bond Sector Exposure
As of December 31, 2024
| Type | % Net |
|---|---|
| Government | 100.0% |
| Corporate | 0.00% |
| Securitized | 0.00% |
| Municipal | 0.00% |
| Other | 0.00% |
Bond Maturity Exposure
| Short Term |
|
99.81% |
| Less than 1 Year |
|
99.81% |
| Intermediate |
|
0.19% |
| 1 to 3 Years |
|
0.19% |
| 3 to 5 Years |
|
0.00% |
| 5 to 10 Years |
|
0.00% |
| Long Term |
|
0.00% |
| 10 to 20 Years |
|
0.00% |
| 20 to 30 Years |
|
0.00% |
| Over 30 Years |
|
0.00% |
| Other |
|
0.00% |
As of December 31, 2024