EatonVance > EATON VANCE MUTUAL FUNDS TRUST
Parametric Volatility Risk Premium - Defensive Fund
$768.43M
Avg Monthly Net Assets
$1.04B
Total Assets
$27.88M
Total Liabilities
$1.02B
Net Assets
Parametric Volatility Risk Premium - Defensive Fund is a Mutual Fund in EATON VANCE MUTUAL FUNDS TRUST
from EatonVance,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $768.43M.
On September 18th, 2024 it reported 221 holdings, the largest
being United States Treasury (4.8%), United States Treasury (3.9%) and Apple Inc (3.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Parametric Volatility Risk Premium - Defensive Fund Class I | C000177028 | EIVPX |
Holdings
From latest NPORT-P, filed September 18th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| A O Smith Corp | Long | Equity-common | US | $1M | 17K | 0.14 |
| Abbott Laboratories | Long | Equity-common | US | $2M | 22K | 0.23 |
| AbbVie Inc | Long | Equity-common | US | $5M | 25K | 0.46 |
| Accenture PLC | Long | Equity-common | IE | $4M | 11K | 0.36 |
| Adobe Inc | Long | Equity-common | US | $4M | 7K | 0.39 |
| Advanced Micro Devices Inc | Long | Equity-common | US | $3M | 24K | 0.34 |
| Alaska Air Group Inc | Long | Equity-common | US | $704K | 19K | 0.07 |
| Albemarle Corp | Long | Equity-common | US | $312K | 3K | 0.03 |
| Alexandria Real Estate Equities Inc | Long | Equity-common | US | $1M | 9K | 0.10 |
| Alliant Energy Corp | Long | Equity-common | US | $1M | 26K | 0.14 |
| Alphabet Inc | Long | Equity-common | US | $12M | 70K | 1.17 |
| Alphabet Inc | Long | Equity-common | US | $10M | 56K | 0.95 |
| Amazon.com Inc | Long | Equity-common | US | $18M | 99K | 1.82 |
| Ameriprise Financial Inc | Long | Equity-common | US | $2M | 4K | 0.18 |
| Amgen Inc | Long | Equity-common | US | $3M | 8K | 0.27 |
| APA Corp | Long | Equity-common | US | $837K | 27K | 0.08 |
| Apple Inc | Long | Equity-common | US | $36M | 163K | 3.55 |
| Arthur J Gallagher & Co | Long | Equity-common | US | $2M | 7K | 0.20 |
| Assurant Inc | Long | Equity-common | US | $1M | 6K | 0.10 |
| Avery Dennison Corp | Long | Equity-common | US | $1M | 6K | 0.12 |
| Bank of America Corp | Long | Equity-common | US | $4M | 104K | 0.41 |
| Bath & Body Works Inc | Long | Equity-common | US | $745K | 20K | 0.07 |
| Berkshire Hathaway Inc | Long | Equity-common | US | $10M | 22K | 0.97 |
| Boeing Co/The | Long | Equity-common | US | $2M | 13K | 0.25 |
| Boston Scientific Corp | Long | Equity-common | US | $2M | 33K | 0.24 |
| Bristol-Myers Squibb Co | Long | Equity-common | US | $281K | 6K | 0.03 |
| Broadcom Inc | Long | Equity-common | US | $10M | 63K | 0.99 |
| Campbell Soup Co | Long | Equity-common | US | $775K | 17K | 0.08 |
| CarMax Inc | Long | Equity-common | US | $861K | 10K | 0.08 |
| Carnival Corp | Long | Equity-common | PA | $991K | 59K | 0.10 |
| Carrier Global Corp | Long | Equity-common | US | $1M | 21K | 0.14 |
| Cboe Global Markets Inc | Long | Equity-common | US | $1M | 8K | 0.14 |
| Cencora Inc | Long | Equity-common | US | $2M | 7K | 0.17 |
| CF Industries Holdings Inc | Long | Equity-common | US | $832K | 11K | 0.08 |
| Chevron Corp | Long | Equity-common | US | $3M | 19K | 0.29 |
| Cisco Systems Inc | Long | Equity-common | US | $3M | 70K | 0.33 |
| CME Group Inc | Long | Equity-common | US | $402K | 2K | 0.04 |
| CMS Energy Corp | Long | Equity-common | US | $1M | 23K | 0.14 |
| Coca-Cola Co/The | Long | Equity-common | US | $4M | 57K | 0.37 |
| Comcast Corp | Long | Equity-common | US | $2M | 40K | 0.16 |
| Conagra Brands Inc | Long | Equity-common | US | $1M | 36K | 0.11 |
| Cooper Cos Inc/The | Long | Equity-common | US | $1M | 12K | 0.11 |
| Corpay Inc | Long | Equity-common | US | $2M | 5K | 0.15 |
| Costco Wholesale Corp | Long | Equity-common | US | $5M | 6K | 0.52 |
| Crowdstrike Holdings Inc | Long | Equity-common | US | $781K | 3K | 0.08 |
| Danaher Corp | Long | Equity-common | US | $3M | 10K | 0.27 |
| DaVita Inc | Long | Equity-common | US | $1M | 9K | 0.13 |
| Devon Energy Corp | Long | Equity-common | US | $913K | 19K | 0.09 |
| Discover Financial Services | Long | Equity-common | US | $2M | 13K | 0.18 |
| Eaton Corp PLC | Long | Equity-common | IE | $3M | 10K | 0.31 |
| Eli Lilly & Co | Long | Equity-common | US | $9M | 11K | 0.89 |
| Entergy Corp | Long | Equity-common | US | $1M | 13K | 0.15 |
| EOG Resources Inc | Long | Equity-common | US | $2M | 14K | 0.17 |
| Equity Residential | Long | Equity-common | US | $2M | 22K | 0.15 |
| Everest Group Ltd | Long | Equity-common | BM | $872K | 2K | 0.09 |
| Evergy Inc | Long | Equity-common | US | $1M | 24K | 0.14 |
| Expedia Group Inc | Long | Equity-common | US | $1M | 12K | 0.15 |
| Expeditors International of Washington Inc | Long | Equity-common | US | $839K | 7K | 0.08 |
| Extra Space Storage Inc | Long | Equity-common | US | $1M | 8K | 0.13 |
| Exxon Mobil Corp | Long | Equity-common | US | $7M | 57K | 0.67 |
| F5 Inc | Long | Equity-common | US | $842K | 4K | 0.08 |
| Fifth Third Bancorp | Long | Equity-common | US | $1M | 30K | 0.13 |
| Flowserve Corp | Long | Equity-common | US | $141K | 3K | 0.01 |
| Franklin Resources Inc | Long | Equity-common | US | $972K | 43K | 0.10 |
| Freeport-McMoRan Inc | Long | Equity-common | US | $2M | 44K | 0.19 |
| Generac Holdings Inc | Long | Equity-common | US | $251K | 2K | 0.02 |
| HF Sinclair Corp | Long | Equity-common | US | $1M | 23K | 0.12 |
| Home Depot Inc/The | Long | Equity-common | US | $5M | 13K | 0.49 |
| Honeywell International Inc | Long | Equity-common | US | $3M | 13K | 0.26 |
| Huntington Bancshares Inc/OH | Long | Equity-common | US | $2M | 106K | 0.16 |
| Huntington Ingalls Industries Inc | Long | Equity-common | US | $1M | 5K | 0.14 |
| IDEXX Laboratories Inc | Long | Equity-common | US | $1M | 3K | 0.14 |
| Insulet Corp | Long | Equity-common | US | $1M | 7K | 0.14 |
| Intel Corp | Long | Equity-common | US | $2M | 50K | 0.15 |
| Intuit Inc | Long | Equity-common | US | $3M | 5K | 0.32 |
| Intuitive Surgical Inc | Long | Equity-common | US | $3M | 7K | 0.31 |
| Invesco Ltd | Long | Equity-common | BM | $1M | 85K | 0.14 |
| IQVIA Holdings Inc | Long | Equity-common | US | $1M | 6K | 0.15 |
| Iron Mountain Inc | Long | Equity-common | US | $560K | 5K | 0.06 |
| Jacobs Solutions Inc | Long | Equity-common | US | $1M | 8K | 0.12 |
| JB Hunt Transport Services Inc | Long | Equity-common | US | $1M | 8K | 0.14 |
| Johnson & Johnson | Long | Equity-common | US | $4M | 28K | 0.43 |
| JPMorgan Chase & Co | Long | Equity-common | US | $8M | 37K | 0.78 |
| Kimco Realty Corp | Long | Equity-common | US | $1M | 57K | 0.12 |
| Kinder Morgan Inc | Long | Equity-common | US | $1M | 53K | 0.11 |
| KLA Corp | Long | Equity-common | US | $3M | 4K | 0.34 |
| Kohl's Corp | Long | Equity-common | US | $374K | 17K | 0.04 |
| Kroger Co/The | Long | Equity-common | US | $1M | 24K | 0.13 |
| L3Harris Technologies Inc | Long | Equity-common | US | $2M | 8K | 0.17 |
| Lennar Corp | Long | Equity-common | US | $2M | 14K | 0.24 |
| Linde PLC | Long | Equity-common | IE | $4M | 9K | 0.38 |
| LKQ Corp | Long | Equity-common | US | $816K | 20K | 0.08 |
| Lowe's Cos Inc | Long | Equity-common | US | $2M | 10K | 0.24 |
| Marathon Oil Corp | Long | Equity-common | US | $1M | 53K | 0.15 |
| Mastercard Inc | Long | Equity-common | US | $5M | 12K | 0.54 |
| McCormick & Co Inc/MD | Long | Equity-common | US | $780K | 10K | 0.08 |
| McDonald's Corp | Long | Equity-common | US | $3M | 12K | 0.32 |
| Medtronic PLC | Long | Equity-common | IE | $2M | 22K | 0.17 |
| Merck & Co Inc | Long | Equity-common | US | $4M | 37K | 0.42 |
| Meta Platforms Inc | Long | Equity-common | US | $12M | 26K | 1.21 |
| Microsoft Corp | Long | Equity-common | US | $35M | 84K | 3.44 |
| Mid-America Apartment Communities Inc | Long | Equity-common | US | $1M | 9K | 0.13 |
| Molina Healthcare Inc | Long | Equity-common | US | $1M | 4K | 0.12 |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio (Morgan Stanley & Co. LLC) | Long | Short-term investment vehicle | US | $32M | 32M | 3.14 |
| Nasdaq Inc | Long | Equity-common | US | $2M | 25K | 0.17 |
| Netflix Inc | Long | Equity-common | US | $3M | 6K | 0.34 |
| NextEra Energy Inc | Long | Equity-common | US | $2M | 29K | 0.22 |
| NIKE Inc | Long | Equity-common | US | $1M | 18K | 0.13 |
| NRG Energy Inc | Long | Equity-common | US | $1M | 19K | 0.14 |
| NVIDIA Corp | Long | Equity-common | US | $33M | 278K | 3.20 |
| Omnicom Group Inc | Long | Equity-common | US | $1M | 14K | 0.14 |
| ONEOK Inc | Long | Equity-common | US | $2M | 22K | 0.18 |
| Oracle Corp | Long | Equity-common | US | $4M | 27K | 0.37 |
| PACCAR Inc | Long | Equity-common | US | $2M | 21K | 0.20 |
| Packaging Corp of America | Long | Equity-common | US | $1M | 6K | 0.12 |
| Paramount Global | Long | Equity-common | US | $262K | 23K | 0.03 |
| Paycom Software Inc | Long | Equity-common | US | $1M | 9K | 0.15 |
| Pentair PLC | Long | Equity-common | IE | $2M | 18K | 0.15 |
| PepsiCo Inc | Long | Equity-common | US | $4M | 22K | 0.38 |
| Philip Morris International Inc | Long | Equity-common | US | $3M | 27K | 0.30 |
| Phinia Inc | Long | Equity-common | US | $99K | 2K | 0.01 |
| Pinnacle West Capital Corp | Long | Equity-common | US | $704K | 8K | 0.07 |
| Procter & Gamble Co/The | Long | Equity-common | US | $5M | 32K | 0.51 |
| Progressive Corp/The | Long | Equity-common | US | $3M | 13K | 0.28 |
| Public Storage | Long | Equity-common | US | $1M | 5K | 0.14 |
| Qorvo Inc | Long | Equity-common | US | $911K | 8K | 0.09 |
| QUALCOMM Inc | Long | Equity-common | US | $3M | 18K | 0.33 |
| Quanta Services Inc | Long | Equity-common | US | $2M | 7K | 0.18 |
| Quest Diagnostics Inc | Long | Equity-common | US | $1M | 10K | 0.14 |
| Ralph Lauren Corp | Long | Equity-common | US | $694K | 4K | 0.07 |
| Regions Financial Corp | Long | Equity-common | US | $1M | 61K | 0.13 |
| Republic Services Inc | Long | Equity-common | US | $2M | 9K | 0.17 |
| Robert Half Inc | Long | Equity-common | US | $1M | 21K | 0.13 |
| Ross Stores Inc | Long | Equity-common | US | $386K | 3K | 0.04 |
| RTX Corp | Long | Equity-common | US | $3M | 27K | 0.31 |
| S&P Global Inc | Long | Equity-common | US | $3M | 6K | 0.28 |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-1K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-5K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-6K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-11K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-25K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-31K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-39K | – | -0.00 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-52K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-94K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-95K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-97K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-99K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-112K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-131K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-152K | – | -0.01 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-174K | – | -0.02 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-183K | – | -0.02 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-209K | – | -0.02 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-266K | – | -0.03 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-360K | – | -0.04 | |
| S+P 500 INDEX (Options Clearing Corp.) | Derivative-equity | US | $-410K | – | -0.04 | |
| Salesforce Inc | Long | Equity-common | US | $4M | 16K | 0.40 |
| SBA Communications Corp | Long | Equity-common | US | $2M | 8K | 0.17 |
| Seagate Technology Holdings PLC | Long | Equity-common | IE | $1M | 14K | 0.14 |
| Sealed Air Corp | Long | Equity-common | US | $551K | 14K | 0.05 |
| Sherwin-Williams Co/The | Long | Equity-common | US | $2M | 6K | 0.22 |
| Stanley Black & Decker Inc | Long | Equity-common | US | $1M | 10K | 0.10 |
| Starbucks Corp | Long | Equity-common | US | $2M | 28K | 0.21 |
| State Street Corp | Long | Equity-common | US | $1M | 17K | 0.14 |
| State Street Navigator Securities Lending Government Money Market Portfolio (State Street Global Advisors) | Long | Short-term investment vehicle | US | $12M | 12M | 1.17 |
| Synchrony Financial | Long | Equity-common | US | $2M | 33K | 0.16 |
| Take-Two Interactive Software Inc | Long | Equity-common | US | $121K | 801 | 0.01 |
| TE Connectivity Ltd | Long | Equity-common | CH | $2M | 12K | 0.18 |
| Teradyne Inc | Long | Equity-common | US | $1M | 10K | 0.13 |
| Tesla Inc | Long | Equity-common | US | $9M | 37K | 0.84 |
| Texas Instruments Inc | Long | Equity-common | US | $3M | 15K | 0.30 |
| Thermo Fisher Scientific Inc | Long | Equity-common | US | $4M | 6K | 0.36 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $40M | – | 3.91 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $28M | – | 2.77 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $27M | – | 2.64 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $25M | – | 2.48 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $21M | – | 2.07 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $21M | – | 2.02 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $18M | – | 1.74 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $17M | – | 1.68 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $17M | – | 1.68 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $17M | – | 1.63 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $16M | – | 1.56 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $15M | – | 1.49 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $8M | – | 0.74 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $4M | – | 0.44 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.98 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $49M | – | 4.83 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $33M | – | 3.24 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $25M | – | 2.46 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 1.78 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 1.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 1.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.94 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.73 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.61 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.58 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.23 |
| UDR Inc | Long | Equity-common | US | $1M | 35K | 0.14 |
| Under Armour Inc | Long | Equity-common | US | $75K | 11K | 0.01 |
| Union Pacific Corp | Long | Equity-common | US | $3M | 11K | 0.26 |
| UnitedHealth Group Inc | Long | Equity-common | US | $7M | 13K | 0.71 |
| Unum Group | Long | Equity-common | US | $2M | 26K | 0.15 |
| VeriSign Inc | Long | Equity-common | US | $101K | 539 | 0.01 |
| Verisk Analytics Inc | Long | Equity-common | US | $2M | 7K | 0.17 |
| Verizon Communications Inc | Long | Equity-common | US | $3M | 79K | 0.31 |
| Victoria's Secret & Co | Long | Equity-common | US | $128K | 7K | 0.01 |
| Visa Inc | Long | Equity-common | US | $6M | 23K | 0.59 |
| Vistra Corp | Long | Equity-common | US | $883K | 11K | 0.09 |
| Walgreens Boots Alliance Inc | Long | Equity-common | US | $274K | 23K | 0.03 |
| Walmart Inc | Long | Equity-common | US | $4M | 54K | 0.36 |
| Walt Disney Co/The | Long | Equity-common | US | $3M | 27K | 0.25 |
| Waters Corp | Long | Equity-common | US | $1M | 3K | 0.11 |
| WEC Energy Group Inc | Long | Equity-common | US | $1M | 16K | 0.14 |
| Wells Fargo & Co | Long | Equity-common | US | $2M | 40K | 0.23 |
| Westinghouse Air Brake Technologies Corp | Long | Equity-common | US | $2M | 11K | 0.17 |
| WW Grainger Inc | Long | Equity-common | US | $2M | 2K | 0.18 |
| Wynn Resorts Ltd | Long | Equity-common | US | $1M | 13K | 0.10 |
Address
EATON VANCE MUTUAL FUNDS TRUST
One Post Office Square
Boston
Massachusetts
02109
United States of America
Websites
Directors
Cynthia E. Frost
Anchal Pachnanda
Scott E. Wennerholm
George J. Gorman
Alan C. Bowser
Mark R. Fetting
Nancy A. Wiser
Keith Quinton
Valerie A. Mosley
Susan J. Sutherland
Marcus L. Smith
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
Eaton Vance Management
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Liquidnet, Inc.
Loop Capital Markets LLC
Jefferies LLC
Fidelity Brokerage Services LLC
RBC Capital Markets, LLC
Nomura Securities International, Inc.
Piper Sandler & Co.