Description: The investment seeks to provide investors with returns (before fees and expenses) 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 September 1, 2020 to August 31, 2021. 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 put options on the index or an ETF that tracks the index on each Initial Investment Day with an expiration on the next Roll Date.
Exchange: BATS
Country: US : United States of America
Currency: US Dollar ($)
Category: Defined Outcome
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Bond | 91.13 | 0.00 | 91.13 |
| Stock US | 15.53 | 4.24 | 11.29 |
| Stock non-US | 0.09 | 0.02 | 0.06 |
| Cash | 0.15 | 2.63 | -2.48 |
| 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 |