EQ/2000 Managed Volatility Portfolio
U.S. stock index fund · tracks Russell 2000 Index
As of its 2026 Q2 report, EQ/2000 Managed Volatility Portfolio held 2,020 positions with $3.81B in net assets. Its ten largest holdings made up 7.7% of the fund. Its share classes cost 0.59%–0.84% a year. Over the 12 months to May 2026, it returned 42.0%, with dividends reinvested. In 2026 Q2 it added 237 new positions and exited 171.
The Portfolio seeks to achieve long-term growth of capital with an emphasis on risk-adjusted returns and managing volatility in the Portfolio.
The fund allocates approximately 90% of assets to passively track the Russell 2000 Index of small-capitalization U.S. stocks, while the remaining portion uses futures and options to tactically adjust equity exposure based on quantitative volatility indicators. During periods of elevated market volatility, the fund may reduce equity exposure through short positions or increased cash, while lower volatility may prompt increased equity positioning. The fund's use of derivatives involves leverage, as it participates in gains and losses on the full contract value without investing the full amount upfront.
What you own
| Company | Weight | Value | Shares | Reported price |
|---|---|---|---|---|
JIMXXJPMorgan Prime Money Market Fund | 3.34% | $127.29M | — | — |
INVESCO GOVT AND AGCY LEX | 1.70% | $64.69M | — | — |
FIGXXFIGXX FID INST GOVT LEX | 0.39% | $15.00M | — | — |
MOG/AMoog, Inc. | 0.35% | $13.17M | 31.1K | $423.84 |
HUTHut 8 Corp. | 0.34% | $12.96M | 112.3K | $115.44 |
VSATViasat, Inc. | 0.33% | $12.38M | 137.9K | $89.81 |
0.33% | $12.38M | 177.5K | $69.74 | |
0.32% | $12.23M | 143.5K | $85.19 | |
0.32% | $12.05M | 94.1K | $128.03 | |
AGXArgan, Inc. | 0.31% | $11.90M | 14.9K | $798.55 |
Reported price is the fund's own reported value divided by its own reported shares at 2026-06-30 — not a live quote, and not what the fund paid.
The 200 largest of 2,020 holdings, with the share counts as filed, open with a free account.
What the fund is made of
Percentages are of fund net assets. Rounding, liabilities and short positions can make totals differ from 100%.
| Stocks | 91.72% |
| Cash & short-term | 6.11% |
| Derivatives | 0.25% |
| Other | 0.00% |
Derivatives are shown at market value, not notional exposure.
By sector
- Health Care
- 18.1%
- Financials
- 16.8%
- Industrials
- 13.8%
- Information Technology
- 13.0%
- 11 other sectors
- 38.3%
- Health Care
- 18.1%
- Financials
- 16.8%
- Industrials
- 13.8%
- Information Technology
- 13.0%
- Consumer Discretionary
- 8.4%
- Cash
- 6.2%
- Real Estate
- 5.4%
- Energy
- 4.3%
- Materials
- 3.8%
- International
- 3.2%
- Utilities
- 2.4%
- Communication Services
- 2.3%
- Consumer Staples
- 1.8%
- Other
- 0.4%
- Government
- 0.1%
How it has done
C000077121 share class · total returns with dividends reinvested
Volatility over the last 12 months: 14.95%. Past returns are a record, not a forecast.
Jun 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.
This fund changed legal form during the period shown. The history above is continuous — it spans both eras, and the change is not a gap in reporting.
Fees & fund details
EQ/2000 Managed Volatility Portfolio is a U.S. equity index fund that tracks the Russell 2000 Index. 29% of EQ/2000 Managed Volatility Portfolio’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 85% of the fund’s equity).
- Asset class
- Equity
- Region
- United States
- Management
- Index (passive)
- Fund type
- Open-end fund
- Expense ratio, by class
- 0.59% – 0.84%
- Portfolio turnover
- 18.00% a year · as of 2025 Q2
Turnover is how much of the portfolio was replaced in a year.
Classified from what the fund holds, not from its name · 2026 Q2. The summary is a paraphrase of the prospectus; the objective is verbatim.
What changed this quarter
Positions that entered or left the fund since its previous filing. Positions that were only resized are not listed.
237 new· the largest 8
171 exited· the largest 8
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