Description: The investment seeks to provide investors with returns that match the price return of the SPDR® S&P 500® ETF Trust, up to a predetermined upside cap of 16.50% and 15.65% (after fees and expenses, excluding brokerage commissions, trading fees, taxes and extraordinary expenses not included in the fund?s management fee), while providing a buffer against the first 10% of Underlying ETF losses, over the period from September 21, 2020 to September 17, 2021. Under normal market conditions, the fund will invest substantially all of its assets in FLEX Options that reference the performance of the SPDR® S&P 500® ETF Trust. It is non-diversified.
Exchange: BATS
Country: US : United States of America
Currency: US Dollar ($)
Category: Defined Outcome
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 102.89 | 4.55 | 98.35 |
| Cash | 1.11 | 0.01 | 1.10 |
| Stock non-US | 0.58 | 0.03 | 0.55 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Technology | 33.05 | 0.00 |
| Financial Services | 13.01 | 0.00 |
| Consumer Cyclicals | 11.50 | 0.00 |
| Healthcare | 10.33 | 0.00 |
| Communication Services | 9.35 | 0.00 |
| Industrials | 7.43 | 0.00 |
| Consumer Defensive | 5.64 | 0.00 |
| Energy | 3.26 | 0.00 |
| Utilities | 2.50 | 0.00 |
| Real Estate | 2.15 | 0.00 |
| Basic Materials | 1.77 | 0.00 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.44 | 0.00 |
| Europe Developed | 0.43 | 0.00 |
| United Kingdom | 0.09 | 0.00 |
| Asia Developed | 0.04 | 0.00 |