Parametric Volatility Risk Prem - Def Fd I (EIVPX)
15.35
-0.12
(-0.78%)
USD |
Mar 04 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