Description: The investment seeks to provide investors with returns that track those of the S&P 500 Price Return Index while seeking to provide a buffer against the first 8% to 12% of S&P 500 Price Index losses, over the period from June 1, 2021 to May 31, 2022. The fund is an actively-managed ETF that seeks to achieve its investment objective by investing substantially all of its assets in options that reference the S&P 500 Price Index. It will purchase call options and sell (write) put options on the S&P 500 Price Index or an ETF that tracks the S&P 500 Price Index on each Initial Investment Day with an expiration on the next Roll Date. The fund is non-diversified.
Exchange: BATS
Country: US
Currency: US Dollar ($)
Category: Options Trading
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Bond | 101.20 | 0.00 | 101.20 |
| Stock US | 9.33 | 9.17 | 0.15 |
| Stock non-US | 0.11 | 0.10 | 0.00 |
| Cash | 0.17 | 1.53 | -1.36 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Technology | 22.90 | 0.00 |
| Healthcare | 15.47 | 0.00 |
| Financial Services | 14.18 | 0.00 |
| Consumer Cyclicals | 9.71 | 0.00 |
| Industrials | 9.08 | 0.00 |
| Consumer Defensive | 7.57 | 0.00 |
| Communication Services | 7.45 | 0.00 |
| Energy | 5.14 | 0.00 |
| Utilities | 3.17 | 0.00 |
| Real Estate | 2.81 | 0.00 |
| Basic Materials | 2.52 | 0.00 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 98.88 | 0.00 |
| United Kingdom | 0.57 | 0.50 |
| Europe Developed | 0.52 | 0.00 |
| Asia Developed | 0.03 | 0.00 |