ISPY

S&P 500 High Income ETF

First ETF powered by a daily call options strategy.

Why Invest in ISPY?

ISPY is powered by a daily covered call strategy that offers:

  • High Income Potential: Selling call options each day can produce a high level of income
  • Efficient Income Generation Potential: Seek income and target S&P 500 returns over the long term
  • Higher Return Potential: Seek to capture returns that monthly covered call strategies may sacrifice

Why Invest in ISPY?

ISPY is powered by a daily covered call strategy that offers:

  • High Income Potential: Selling call options each day can produce a high level of income
  • Efficient Income Generation Potential: Seek income and target S&P 500 returns over the long term
  • Higher Return Potential: Seek to capture returns that monthly covered call strategies may sacrifice

About the Fund

Snapshot
  • Ticker ISPY
  • Intraday Ticker ISPY.IV
  • CUSIP 74347G242
  • Inception Date 12/18/23
  • Expense Ratio 0.55%
  • NAV Calculation Time 4:00 p.m. ET
  • Distributions Monthly
Characteristics
as of 1/31/2024
  • Number of Companies 503
  • Price/Earnings Ratio 23.19
  • Price/Book Ratio 4.23

    Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.

  • Annualized Distribution Yield 11.32%*

    Distribution Yield represents the annualized yield based on the last income distribution.

  • Weighted Avg. Market Cap $84.89 billion

    Weighted average market cap is the average market value of a fund or index, weighted for the market capitalization (price times shares outstanding) of each component. In such a weighting scheme, larger market cap companies carry greater weight than smaller market cap companies.

  • SEC 30-Day Yield 1.16%

    SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.

  • Weighted Average Yield to
    Maturity
    --
  • Net Effective Duration --
Price
as of 2/22/2024
  • NAV $41.56
  • NAV Change $+0.34 up caret
  • Market Price $41.62
  • Market Price Change $+0.33 up caret
  • Trading Volume (M) 12,404
  • 30-Day Median Bid Ask Spread 0.00%
  • View Premium / Discount
Snapshot
  • Ticker ISPY
  • Intraday Ticker ISPY.IV
  • CUSIP 74347G242
  • Inception Date 12/18/23
  • Unitary Expense Ratio 0.55%
  • NAV Calculation Time 4:00 p.m. ET
  • Distributions Monthly
Characteristics
as of 1/31/2024
  • Number of Companies 503
  • Price/Earnings Ratio 23.19
  • Price/Book Ratio 4.23

    Price to book ratio measures market value of a fund or index relative to the collective book values of its component stocks.

  • Distribution Yield 11.32%

    Distribution Yield represents the annualized yield based on the last income distribution.

  • Weighted Avg. Market Cap $84.89 billion

    Weighted average market cap is the average market value of a fund or index, weighted for the market capitalization (price times shares outstanding) of each component. In such a weighting scheme, larger market cap companies carry greater weight than smaller market cap companies.

  • SEC 30-Day Yield 1.16%

    SEC 30-Day Yield is a standard yield calculation developed by the Securities and Exchange Commission (SEC) that facilitates fairer comparisons of funds. The figure reflects dividends and interest earned by the securities held by the fund during the most recent 30-day period, net the fund's expenses.

  • Weighted Average Yield to Maturity --
  • Net Effective Duration --
Price
as of 2/22/2024
  • NAV $41.56
  • NAV Change $+0.34 up caret
  • Market Price $41.62
  • Market Price Change $+0.33 up caret
  • Trading Volume (M) 12,404
  • 30-Day Median Bid Ask Spread 0.00%
  • View Premium / Discount

*The Annualized Distribution Yield is the annualized payout, expressed as a percentage of NAV, that an investor would receive, assuming that the latest monthly distribution remained the same over the next 12 months. The Annualized Distribution Yield shown is calculated using the portion of the distribution attributable to the period from 12/29/23 through 1/30/24. Distributions may include return of capital, ordinary dividends or capital gains. Future distributions may differ significantly from the latest distribution and are not guaranteed. Actual sources of the distributions may vary at the end of the year and will be provided in a Form 1099-DIV. Distributions will reduce the NAV by the amount of the distribution.

Exposures

Index as of 12/01/2023

Holdings

as of 2/22/2024

Weight Ticker Description Exposure Value
(Notional + GL)
Market Value Shares/Contracts SEDOL Number
100.01% -- S&P 500 DAILY COVERED CALL INDEX -CALL ONLY SWAP G GOLDMAN SACHS INTERNATIONAL 53,612,969 -- 545,457 --
17.12% -- S&P500 EMINI FUT EQUITY INDEX 15/MAR/2024 ESH4 INDEX 9,175,950 -- 36 --
5.94% MSFT MICROSOFT CORP -- $3,184,936.05 7,737 2588173
5.23% AAPL APPLE INC -- $2,805,742.66 15,218 2046251
3.77% NVDA NVIDIA CORP -- $2,019,211.98 2,571 2379504
3.08% AMZN AMAZON.COM INC -- $1,652,574.28 9,466 2000019
2.09% META META PLATFORMS INC-CLASS A -- $1,122,960.30 2,310 B7TL820
1.66% GOOGL ALPHABET INC-CL A -- $887,594.40 6,160 BYVY8G0
1.47% BRK/B BERKSHIRE HATHAWAY INC-CL B -- $786,313.04 1,894 2073390
1.41% GOOG ALPHABET INC-CL C -- $753,484.20 5,185 BYY88Y7
1.19% LLY ELI LILLY & CO -- $638,801.20 830 2516152
1.11% AVGO BROADCOM INC -- $596,339.30 457 BDZ78H9
1.06% TSLA TESLA INC -- $568,343.39 2,879 B616C79
1.03% JPM JPMORGAN CHASE & CO -- $550,857.63 3,009 2190385
0.95% UNH UNITEDHEALTH GROUP INC -- $507,019.50 963 2917766
0.88% V VISA INC-CLASS A SHARES -- $470,741.25 1,659 B2PZN04
0.81% XOM EXXON MOBIL CORP -- $436,849.20 4,170 2326618
0.76% MA MASTERCARD INC - A -- $406,484.72 862 B121557
0.75% JNJ JOHNSON & JOHNSON -- $402,087.70 2,506 2475833
0.73% PG PROCTER & GAMBLE CO/THE -- $393,853.68 2,453 2704407
0.72% HD HOME DEPOT INC -- $386,564.94 1,041 2434209
0.64% MRK MERCK & CO. INC. -- $340,987.88 2,638 2778844
0.63% COST COSTCO WHOLESALE CORP -- $338,558.40 461 2701271
0.61% ABBV ABBVIE INC -- $324,866.50 1,838 B92SR70
0.57% AMD ADVANCED MICRO DEVICES -- $305,888.52 1,682 2007849
0.55% CRM SALESFORCE INC -- $297,467.45 1,013 2310525
0.53% CVX CHEVRON CORP -- $283,970.61 1,827 2838555
0.50% NFLX NETFLIX INC -- $268,342.32 456 2857817
0.49% WMT WALMART INC -- $260,483.85 1,485 2936921
0.48% ADBE ADOBE INC -- $254,808.18 474 2008154
0.46% KO COCA-COLA CO/THE -- $247,657.50 4,050 2206657
0.45% ACN ACCENTURE PLC-CL A -- $242,465.43 653 B4BNMY3
0.45% BAC BANK OF AMERICA CORP -- $240,882.87 7,167 2295677
0.45% PEP PEPSICO INC -- $240,765.75 1,431 2681511
0.42% LIN LINDE PLC -- $225,750.15 505 BNZHB81
0.42% TMO THERMO FISHER SCIENTIFIC INC -- $225,316.98 402 2886907
0.42% MCD MCDONALD'S CORP -- $223,419.60 755 2550707
0.40% ABT ABBOTT LABORATORIES -- $214,950.12 1,806 2002305
0.38% DIS WALT DISNEY CO/THE -- $205,054.20 1,905 2270726
0.38% CSCO CISCO SYSTEMS INC -- $204,771.12 4,216 2198163
0.38% WFC WELLS FARGO & CO -- $201,738.60 3,780 2649100
0.36% INTU INTUIT INC -- $192,112.64 292 2459020
0.35% INTC INTEL CORP -- $188,639.22 4,389 2463247
0.34% ORCL ORACLE CORP -- $183,610.54 1,654 2661568
0.33% QCOM QUALCOMM INC -- $179,355.25 1,159 2714923
0.33% VZ VERIZON COMMUNICATIONS INC -- $178,234.48 4,376 2090571
0.33% CMCSA COMCAST CORP-CLASS A -- $175,183.80 4,180 2044545
0.33% IBM INTL BUSINESS MACHINES CORP -- $175,183.71 951 2005973
0.32% AMAT APPLIED MATERIALS INC -- $173,964.83 871 2046552
0.32% DHR DANAHER CORP -- $173,120.05 685 2250870
0.32% GE GENERAL ELECTRIC CO -- $171,842.11 1,133 BL59CR9
0.32% CAT CATERPILLAR INC -- $171,029.79 531 2180201
0.31% UBER UBER TECHNOLOGIES INC -- $167,140.26 2,142 BK6N347
0.31% NOW SERVICENOW INC -- $163,841.73 213 B80NXX8
0.30% PFE PFIZER INC -- $161,938.90 5,878 2684703
0.30% UNP UNION PACIFIC CORP -- $161,613.85 635 2914734
0.30% AMGN AMGEN INC -- $158,845.26 557 2023607
0.29% TXN TEXAS INSTRUMENTS INC -- $156,331.35 945 2885409
0.27% PM PHILIP MORRIS INTERNATIONAL -- $147,363.04 1,616 B2PKRQ3
0.27% SPGI S&P GLOBAL INC -- $146,669.14 337 BYV2325
0.27% ISRG INTUITIVE SURGICAL INC -- $142,403.28 366 2871301
0.26% BKNG BOOKING HOLDINGS INC -- $140,471.64 36 BDRXDB4
0.26% COP CONOCOPHILLIPS -- $138,703.92 1,236 2685717
0.26% LOW LOWE'S COS INC -- $138,536.51 601 2536763
0.26% HON HONEYWELL INTERNATIONAL INC -- $137,755.66 686 2020459
0.25% RTX RTX CORP -- $134,026.41 1,497 BM5M5Y3
0.25% NKE NIKE INC -CL B -- $133,871.92 1,274 2640147
0.25% GS GOLDMAN SACHS GROUP INC -- $132,369.33 339 2407966
0.24% LRCX LAM RESEARCH CORP -- $129,377.32 137 2502247
0.24% PLD PROLOGIS INC -- $128,369.28 962 B44WZD7
0.24% AXP AMERICAN EXPRESS CO -- $128,180.01 599 2026082
0.23% ELV ELEVANCE HEALTH INC -- $125,481.65 245 BSPHGL4
0.23% SYK STRYKER CORP -- $124,308.80 352 2853688
0.23% T AT&T INC -- $123,479.37 7,443 2831811
0.23% NEE NEXTERA ENERGY INC -- $121,047.12 2,136 2328915
0.22% BA BOEING CO/THE -- $119,288.00 592 2108601
0.22% BLK BLACKROCK INC -- $118,762.24 146 2494504
0.22% ETN EATON CORP PLC -- $118,385.28 416 B8KQN82
0.22% TJX TJX COMPANIES INC -- $118,040.01 1,191 2989301
0.22% MDT MEDTRONIC PLC -- $117,808.10 1,385 BTN1Y11
0.22% PGR PROGRESSIVE CORP -- $116,739.21 609 2705024
0.21% VRTX VERTEX PHARMACEUTICALS INC -- $114,377.04 268 2931034
0.21% SBUX STARBUCKS CORP -- $113,882.42 1,189 2842255
0.21% MS MORGAN STANLEY -- $112,978.60 1,316 2262314
0.21% UPS UNITED PARCEL SERVICE-CL B -- $112,746.69 753 2517382
0.21% C CITIGROUP INC -- $111,352.80 1,992 2297907
0.20% ADP AUTOMATIC DATA PROCESSING -- $109,037.28 428 2065308
0.20% BMY BRISTOL-MYERS SQUIBB CO -- $108,716.94 2,118 2126335
0.20% CB CHUBB LTD -- $108,562.00 425 B3BQMF6
0.20% REGN REGENERON PHARMACEUTICALS -- $108,067.68 112 2730190
0.20% MDLZ MONDELEZ INTERNATIONAL INC-A -- $104,968.08 1,416 B8CKK03
0.20% MMC MARSH & MCLENNAN COS -- $104,785.38 513 2567741
0.19% CI THE CIGNA GROUP -- $104,358.80 305 BHJ0775
0.19% CVS CVS HEALTH CORP -- $103,082.70 1,337 2577609
0.19% BSX BOSTON SCIENTIFIC CORP -- $101,711.76 1,524 2113434
0.19% SCHW SCHWAB (CHARLES) CORP -- $100,111.87 1,549 2779397
0.19% ADI ANALOG DEVICES INC -- $99,601.29 519 2032067
0.19% DE DEERE & CO -- $99,541.62 279 2261203
0.18% LMT LOCKHEED MARTIN CORP -- $98,644.70 230 2522096
0.18% MU MICRON TECHNOLOGY INC -- $98,195.13 1,143 2588184
0.18% KLAC KLA CORP -- $96,411.57 141 2480138
0.18% GILD GILEAD SCIENCES INC -- $94,395.66 1,297 2369174
0.18% BX BLACKSTONE INC -- $94,194.60 740 BKF2SL7
0.18% ZTS ZOETIS INC -- $94,003.48 478 B95WG16
0.18% FI FISERV INC -- $93,818.75 625 2342034
0.17% SNPS SYNOPSYS INC -- $91,782.20 158 2867719
0.17% AMT AMERICAN TOWER CORP -- $91,184.85 485 B7FBFL2
0.16% PANW PALO ALTO NETWORKS INC -- $86,773.68 324 B87ZMX0
0.16% TMUS T-MOBILE US INC -- $86,681.50 530 B94Q9V0
0.16% CDNS CADENCE DESIGN SYS INC -- $86,476.31 283 2302232
0.16% EQIX EQUINIX INC -- $86,320.36 98 BVLZX12
0.15% ICE INTERCONTINENTAL EXCHANGE IN -- $83,016.84 596 BFSSDS9
0.15% CME CME GROUP INC -- $81,750.00 375 2965839
0.15% WM WASTE MANAGEMENT INC -- $79,165.68 382 2937667
0.15% SHW SHERWIN-WILLIAMS CO/THE -- $78,551.90 245 2804211
0.15% CSX CSX CORP -- $77,939.73 2,057 2160753
0.14% SO SOUTHERN CO/THE -- $76,362.80 1,135 2829601
0.14% CMG CHIPOTLE MEXICAN GRILL INC -- $76,193.73 29 B0X7DZ3
0.14% MO ALTRIA GROUP INC -- $75,296.90 1,841 2692632
0.14% DUK DUKE ENERGY CORP -- $73,888.26 802 B7VD3F2
0.14% ITW ILLINOIS TOOL WORKS -- $73,720.95 285 2457552
0.14% CL COLGATE-PALMOLIVE CO -- $73,702.00 857 2209106
0.14% BDX BECTON DICKINSON AND CO -- $73,573.24 302 2087807
0.14% SLB SCHLUMBERGER LTD -- $73,249.62 1,487 2779201
0.13% TGT TARGET CORP -- $72,313.54 481 2259101
0.13% PH PARKER HANNIFIN CORP -- $71,020.00 134 2671501
0.13% MCK MCKESSON CORP -- $70,931.70 139 2378534
0.13% EOG EOG RESOURCES INC -- $70,654.80 607 2318024
0.13% ANET ARISTA NETWORKS INC -- $70,415.12 262 BN33VM5
0.13% ABNB AIRBNB INC-CLASS A -- $70,332.78 453 BMGYYH4
0.13% TDG TRANSDIGM GROUP INC -- $69,191.10 58 B11FJK3
0.13% NOC NORTHROP GRUMMAN CORP -- $67,643.40 148 2648806
0.13% TT TRANE TECHNOLOGIES PLC -- $67,182.64 238 BK9ZQ96
0.13% PSX PHILLIPS 66 -- $67,151.96 458 B78C4Y8
0.13% USB US BANCORP -- $67,028.35 1,621 2736035
0.12% APH AMPHENOL CORP-CL A -- $66,318.35 623 2145084
0.12% MPC MARATHON PETROLEUM CORP -- $66,261.25 395 B3K3L40
0.12% AON AON PLC-CLASS A -- $65,594.88 208 BLP1HW5
0.12% PYPL PAYPAL HOLDINGS INC -- $65,468.70 1,122 BYW36M8
0.12% ORLY O'REILLY AUTOMOTIVE INC -- $65,398.22 62 B65LWX6
0.12% HCA HCA HEALTHCARE INC -- $64,445.04 206 B4MGBG6
0.12% GD GENERAL DYNAMICS CORP -- $64,269.88 236 2365161
0.12% NXPI NXP SEMICONDUCTORS NV -- $64,186.00 268 B505PN7
0.12% MAR MARRIOTT INTERNATIONAL -CL A -- $64,072.67 257 2210614
0.12% MCO MOODY'S CORP -- $62,631.60 164 2252058
0.12% EMR EMERSON ELECTRIC CO -- $62,436.97 593 2313405
0.11% ROP ROPER TECHNOLOGIES INC -- $61,639.41 111 2749602
0.11% PNC PNC FINANCIAL SERVICES GROUP -- $60,336.85 415 2692665
0.11% NSC NORFOLK SOUTHERN CORP -- $60,204.65 235 2641894
0.11% PCAR PACCAR INC -- $60,122.88 544 2665861
0.11% FDX FEDEX CORP -- $58,842.56 241 2142784
0.11% ECL ECOLAB INC -- $58,006.08 264 2304227
0.11% FCX FREEPORT-MCMORAN INC -- $57,734.31 1,493 2352118
0.11% ADSK AUTODESK INC -- $57,306.54 223 2065159
0.11% MSI MOTOROLA SOLUTIONS INC -- $57,269.92 173 B5BKPQ4
0.11% PXD PIONEER NATURAL RESOURCES CO -- $56,842.56 243 2690830
0.11% CTAS CINTAS CORP -- $56,439.00 90 2197137
0.10% GM GENERAL MOTORS CO -- $56,098.84 1,426 B665KZ5
0.10% EW EDWARDS LIFESCIENCES CORP -- $55,288.22 631 2567116
0.10% AJG ARTHUR J GALLAGHER & CO -- $55,050.75 225 2359506
0.10% LULU LULULEMON ATHLETICA INC -- $54,631.20 120 B23FN39
0.10% HLT HILTON WORLDWIDE HOLDINGS IN -- $54,054.15 267 BYVMW06
0.10% WELL WELLTOWER INC -- $54,040.32 576 BYVYHH4
0.10% APD AIR PRODUCTS & CHEMICALS INC -- $53,476.50 231 2011602
0.10% COF CAPITAL ONE FINANCIAL CORP -- $53,285.76 396 2654461
0.10% MMM 3M CO -- $53,032.25 575 2595708
0.10% TRV TRAVELERS COS INC/THE -- $52,907.40 238 2769503
0.10% AIG AMERICAN INTERNATIONAL GROUP -- $51,813.28 731 2027342
0.10% ROST ROSS STORES INC -- $51,708.80 352 2746711
0.10% SPG SIMON PROPERTY GROUP INC -- $51,513.40 340 2812452
0.09% AZO AUTOZONE INC -- $49,657.86 18 2065955
0.09% F FORD MOTOR CO -- $49,607.16 4,093 2615468
0.09% VLO VALERO ENERGY CORP -- $49,482.12 354 2041364
0.09% TFC TRUIST FINANCIAL CORP -- $49,468.32 1,388 BKP7287
0.09% IDXX IDEXX LABORATORIES INC -- $49,132.66 86 2459202
0.09% CCI CROWN CASTLE INC -- $48,802.44 452 BTGQCX1
0.09% NUE NUCOR CORP -- $47,782.40 256 2651086
0.09% IQV IQVIA HOLDINGS INC -- $47,240.03 191 BDR73G1
0.09% MCHP MICROCHIP TECHNOLOGY INC -- $47,235.70 563 2592174
0.09% DXCM DEXCOM INC -- $47,235.00 402 B0796X4
0.09% HUM HUMANA INC -- $47,114.24 128 2445063
0.09% PSA PUBLIC STORAGE -- $47,089.35 165 2852533
0.09% CARR CARRIER GLOBAL CORP -- $47,011.05 873 BK4N0D7
0.09% URI UNITED RENTALS INC -- $46,774.80 71 2134781
0.09% SRE SEMPRA -- $46,714.60 655 2138158
0.09% TEL TE CONNECTIVITY LTD -- $46,536.12 324 B62B7C3
0.09% MSCI MSCI INC -- $46,368.54 82 B2972D2
0.09% O REALTY INCOME CORP -- $45,742.12 866 2724193
0.09% DHI DR HORTON INC -- $45,570.82 314 2250687
0.08% CPRT COPART INC -- $44,963.10 910 2208073
0.08% AEP AMERICAN ELECTRIC POWER -- $44,854.00 547 2026242
0.08% OKE ONEOK INC -- $44,674.32 606 2130109
0.08% MET METLIFE INC -- $44,552.42 647 2573209
0.08% CNC CENTENE CORP -- $44,518.92 556 2807061
0.08% FTNT FORTINET INC -- $44,394.48 663 B5B2106
0.08% BK BANK OF NEW YORK MELLON CORP -- $44,343.36 801 B1Z77F6
0.08% CEG CONSTELLATION ENERGY -- $44,285.48 332 BMH4FS1
0.08% WMB WILLIAMS COS INC -- $44,183.40 1,266 2967181
0.08% AFL AFLAC INC -- $44,126.10 554 2026361
0.08% GWW WW GRAINGER INC -- $44,076.28 46 2380863
0.08% DLR DIGITAL REALTY TRUST INC -- $43,589.70 315 B03GQS4
0.08% ALL ALLSTATE CORP -- $43,571.68 272 2019952
0.08% HES HESS CORP -- $43,096.32 288 2023748
0.08% FAST FASTENAL CO -- $42,875.70 595 2332262
0.08% AME AMETEK INC -- $42,770.40 240 2089212
0.08% KMB KIMBERLY-CLARK CORP -- $42,609.60 352 2491839
0.08% MNST MONSTER BEVERAGE CORP -- $42,379.59 769 BZ07BW4
0.08% AMP AMERIPRISE FINANCIAL INC -- $42,349.65 105 B0J7D57
0.08% SYY SYSCO CORP -- $42,231.00 525 2868165
0.08% LHX L3HARRIS TECHNOLOGIES INC -- $42,043.74 197 BK9DTN5
0.08% PAYX PAYCHEX INC -- $41,777.85 335 2674458
0.08% OXY OCCIDENTAL PETROLEUM CORP -- $41,584.11 687 2655408
0.08% CTSH COGNIZANT TECH SOLUTIONS-A -- $41,478.12 522 2257019
0.08% STZ CONSTELLATION BRANDS INC-A -- $41,277.60 168 2170473
0.08% JCI JOHNSON CONTROLS INTERNATION -- $41,255.16 708 BY7QL61
0.08% DOW DOW INC -- $40,880.00 730 BHXCF84
0.08% COR CENCORA INC -- $40,785.60 174 2795393
0.08% PRU PRUDENTIAL FINANCIAL INC -- $40,728.32 376 2819118
0.08% ODFL OLD DOMINION FREIGHT LINE -- $40,634.49 93 2656423
0.08% A AGILENT TECHNOLOGIES INC -- $40,266.10 305 2520153
0.07% CTVA CORTEVA INC -- $40,157.14 734 BK73B42
0.07% YUM YUM! BRANDS INC -- $40,100.36 292 2098876
0.07% LEN LENNAR CORP-A -- $39,925.60 260 2511920
0.07% D DOMINION ENERGY INC -- $39,717.60 871 2542049
0.07% FIS FIDELITY NATIONAL INFO SERV -- $39,549.70 617 2769796
0.07% GIS GENERAL MILLS INC -- $39,367.35 605 2367026
0.07% OTIS OTIS WORLDWIDE CORP -- $39,366.66 426 BK531S8
0.07% RSG REPUBLIC SERVICES INC -- $39,049.29 213 2262530
0.07% CMI CUMMINS INC -- $38,906.24 148 2240202
0.07% IR INGERSOLL-RAND INC -- $38,222.59 421 BL5GZ82
0.07% EXC EXELON CORP -- $37,327.08 1,036 2670519
0.07% NEM NEWMONT CORP -- $37,068.00 1,200 2636607
0.07% MPWR MONOLITHIC POWER SYSTEMS INC -- $37,065.00 50 B01Z7J1
0.07% GEHC GE HEALTHCARE TECHNOLOGY -- $36,984.08 422 BL6JPG8
0.07% PCG P G & E CORP -- $36,979.65 2,221 2689560
0.07% IT GARTNER INC -- $36,730.26 81 2372763
0.07% EA ELECTRONIC ARTS INC -- $36,597.60 255 2310194
0.07% VRSK VERISK ANALYTICS INC -- $36,241.51 151 B4P9W92
0.07% EL ESTEE LAUDER COMPANIES-CL A -- $35,978.14 242 2320524
0.07% GPN GLOBAL PAYMENTS INC -- $35,893.95 271 2712013
0.07% VMC VULCAN MATERIALS CO -- $35,457.72 138 2931205
0.07% PWR QUANTA SERVICES INC -- $35,172.43 151 2150204
0.07% PPG PPG INDUSTRIES INC -- $35,128.10 245 2698470
0.07% ON ON SEMICONDUCTOR -- $35,105.28 448 2583576
0.07% MLM MARTIN MARIETTA MATERIALS -- $35,082.24 64 2572079
0.07% CSGP COSTAR GROUP INC -- $35,049.75 425 2262864
0.06% KMI KINDER MORGAN INC -- $34,744.38 2,013 B3NQ4P8
0.06% KVUE KENVUE INC -- $34,426.86 1,794 BQ84ZQ6
0.06% CDW CDW CORP/DE -- $34,410.84 139 BBM5MD6
0.06% MRNA MODERNA INC -- $34,306.80 345 BGSXTS3
0.06% XEL XCEL ENERGY INC -- $34,055.42 574 2614807
0.06% EFX EQUIFAX INC -- $33,943.04 128 2319146
0.06% BIIB BIOGEN INC -- $33,594.48 151 2455965
0.06% FICO FAIR ISAAC CORP -- $33,494.76 26 2330299
0.06% ACGL ARCH CAPITAL GROUP LTD -- $33,298.16 388 2740542
0.06% ROK ROCKWELL AUTOMATION INC -- $33,155.78 119 2754060
0.06% KR KROGER CO -- $32,961.76 689 2497406
0.06% HAL HALLIBURTON CO -- $32,899.60 932 2405302
0.06% FANG DIAMONDBACK ENERGY INC -- $32,871.78 186 B7Y8YR3
0.06% DG DOLLAR GENERAL CORP -- $32,255.16 228 B5B1S13
0.06% VICI VICI PROPERTIES INC -- $31,986.90 1,077 BYWH073
0.06% KDP KEURIG DR PEPPER INC -- $31,827.76 1,048 BD3W133
0.06% ED CONSOLIDATED EDISON INC -- $31,559.69 359 2216850
0.06% DLTR DOLLAR TREE INC -- $31,557.68 218 2272476
0.06% XYL XYLEM INC -- $31,400.10 251 B3P2CN8
0.06% FTV FORTIVE CORP -- $31,362.54 366 BYT3MK1
0.06% PEG PUBLIC SERVICE ENTERPRISE GP -- $31,332.03 519 2707677
0.06% DD DUPONT DE NEMOURS INC -- $31,328.64 448 BK0VN47
0.06% DFS DISCOVER FINANCIAL SERVICES -- $31,215.60 260 B1YLC43
0.06% CHTR CHARTER COMMUNICATIONS INC-A -- $31,185.00 105 BZ6VT82
0.06% EXR EXTRA SPACE STORAGE INC -- $31,105.80 220 B02HWR9
0.06% ANSS ANSYS INC -- $30,630.60 90 2045623
0.06% BKR BAKER HUGHES CO -- $30,572.40 1,047 BDHLTQ5
0.06% KHC KRAFT HEINZ CO/THE -- $30,220.30 830 BYRY499
0.06% HSY HERSHEY CO/THE -- $30,192.24 156 2422806
0.06% RCL ROYAL CARIBBEAN CRUISES LTD -- $30,027.20 245 2754907
0.06% ADM ARCHER-DANIELS-MIDLAND CO -- $29,803.50 555 2047317
0.06% WTW WILLIS TOWERS WATSON PLC -- $29,679.66 107 BDB6Q21
0.06% HIG HARTFORD FINANCIAL SVCS GRP -- $29,584.76 313 2476193
0.05% DVN DEVON ENERGY CORP -- $29,327.99 667 2480677
0.05% CBRE CBRE GROUP INC - A -- $29,015.01 317 B6WVMH3
0.05% DAL DELTA AIR LINES INC -- $28,220.40 670 B1W9D46
0.05% ZBH ZIMMER BIOMET HOLDINGS INC -- $28,021.72 218 2783815
0.05% RMD RESMED INC -- $28,014.30 153 2732903
0.05% ULTA ULTA BEAUTY INC -- $27,747.06 51 B28TS42
0.05% WST WEST PHARMACEUTICAL SERVICES -- $27,712.30 77 2950482
0.05% KEYS KEYSIGHT TECHNOLOGIES IN -- $27,572.40 185 BQZJ0Q9
0.05% CAH CARDINAL HEALTH INC -- $27,537.55 257 2175672
0.05% MTD METTLER-TOLEDO INTERNATIONAL -- $27,433.94 23 2126249
0.05% TSCO TRACTOR SUPPLY COMPANY -- $27,087.23 113 2900335
0.05% EIX EDISON INTERNATIONAL -- $26,900.58 399 2829515
0.05% HWM HOWMET AEROSPACE INC -- $26,479.42 407 BKLJ8V2
0.05% LYB LYONDELLBASELL INDU-CL A -- $26,243.43 267 B3SPXZ3
0.05% HPQ HP INC -- $26,199.75 905 BYX4D52
0.05% GLW CORNING INC -- $26,119.31 799 2224701
0.05% AVB AVALONBAY COMMUNITIES INC -- $26,065.76 148 2131179
0.05% TROW T ROWE PRICE GROUP INC -- $25,839.70 233 2702337
0.05% WEC WEC ENERGY GROUP INC -- $25,666.00 328 BYY8XK8
0.05% WAB WABTEC CORP -- $25,634.52 186 2955733
0.05% WY WEYERHAEUSER CO -- $25,604.40 760 2958936
0.05% CHD CHURCH & DWIGHT CO INC -- $25,507.84 256 2195841
0.05% TTWO TAKE-TWO INTERACTIVE SOFTWRE -- $25,152.60 165 2122117
0.05% MOH MOLINA HEALTHCARE INC -- $24,661.08 61 2212706
0.05% BR BROADRIDGE FINANCIAL SOLUTIO -- $24,380.48 122 B1VP7R6
0.05% STE STERIS PLC -- $24,311.09 103 BFY8C75
0.05% AWK AMERICAN WATER WORKS CO INC -- $24,295.04 203 B2R3PV1
0.04% BLDR BUILDERS FIRSTSOURCE INC -- $24,111.36 128 B0BV2M7
0.04% EBAY EBAY INC -- $23,911.20 540 2293819
0.04% MTB M & T BANK CORP -- $23,870.54 173 2340168
0.04% DOV DOVER CORP -- $23,809.68 146 2278407
0.04% FITB FIFTH THIRD BANCORP -- $23,680.60 709 2336747
0.04% SBAC SBA COMMUNICATIONS CORP -- $23,654.40 112 BZ6TS23
0.04% PHM PULTEGROUP INC -- $23,448.32 224 2708841
0.04% ALGN ALIGN TECHNOLOGY INC -- $23,425.44 74 2679204
0.04% STT STATE STREET CORP -- $23,246.82 321 2842040
0.04% RJF RAYMOND JAMES FINANCIAL INC -- $23,218.16 196 2718992
0.04% DTE DTE ENERGY COMPANY -- $23,009.30 215 2280220
0.04% APTV APTIV PLC -- $22,873.20 294 B783TY6
0.04% TRGP TARGA RESOURCES CORP -- $22,819.52 232 B55PZY3
0.04% NVR NVR INC -- $22,599.87 03 2637785
0.04% ILMN ILLUMINA INC -- $22,365.75 165 2613990
0.04% ETR ENTERGY CORP -- $22,334.40 220 2317087
0.04% PTC PTC INC -- $22,243.12 124 B95N910
0.04% BAX BAXTER INTERNATIONAL INC -- $22,181.28 528 2085102
0.04% WBD WARNER BROS DISCOVERY INC -- $22,083.60 2,310 BM8JYX3
0.04% IRM IRON MOUNTAIN INC -- $21,918.40 304 BVFTF03
0.04% EQR EQUITY RESIDENTIAL -- $21,758.40 360 2319157
0.04% CBOE CBOE GLOBAL MARKETS INC -- $21,507.20 110 B5834C5
0.04% GPC GENUINE PARTS CO -- $21,333.52 146 2367480
0.04% GRMN GARMIN LTD -- $21,296.46 159 B3Z5T14
0.04% LUV SOUTHWEST AIRLINES CO -- $21,263.04 621 2831543
0.04% ES EVERSOURCE ENERGY -- $21,152.04 364 BVVN4Q8
0.04% IFF INTL FLAVORS & FRAGRANCES -- $21,136.36 266 2464165
0.04% TDY TELEDYNE TECHNOLOGIES INC -- $21,116.06 49 2503477
0.04% DRI DARDEN RESTAURANTS INC -- $21,058.75 125 2289874
0.04% BRO BROWN & BROWN INC -- $20,693.52 246 2692687
0.04% FLT FLEETCOR TECHNOLOGIES INC -- $20,687.25 75 B4R28B3
0.04% CTRA COTERRA ENERGY INC -- $20,616.39 783 2162340
0.04% LVS LAS VEGAS SANDS CORP -- $20,601.60 384 B02T2J7
0.04% PPL PPL CORP -- $20,593.95 767 2680905
0.04% WAT WATERS CORP -- $20,494.10 62 2937689
0.04% HUBB HUBBELL INC -- $20,424.32 56 BDFG6S3
0.04% BALL BALL CORP -- $20,211.36 328 2073022
0.04% -- COOPER COS INC/THE COMMON STOCK USD 0.1 -- $20,142.68 206 --
0.04% HPE HEWLETT PACKARD ENTERPRISE -- $20,118.45 1,335 BYVYWS0
0.04% FE FIRSTENERGY CORP -- $20,067.40 538 2100920
0.04% NDAQ NASDAQ INC -- $20,022.24 354 2965107
0.04% INVH INVITATION HOMES INC -- $19,838.88 599 BD81GW9
0.04% AXON AXON ENTERPRISE INC -- $19,822.42 73 BDT5S35
0.04% ARE ALEXANDRIA REAL ESTATE EQUIT -- $19,734.41 163 2009210
0.04% STLD STEEL DYNAMICS INC -- $19,715.24 158 2849472
0.04% CLX CLOROX COMPANY -- $19,685.40 129 2204026
0.04% VLTO VERALTO CORP -- $19,594.32 228 BPGMZQ5
0.04% AEE AMEREN CORPORATION -- $19,401.94 274 2050832
0.04% HBAN HUNTINGTON BANCSHARES INC -- $19,380.02 1,507 2445966
0.04% HOLX HOLOGIC INC -- $19,349.40 255 2433530
0.04% EXPE EXPEDIA GROUP INC -- $19,334.90 139 B748CK2
0.04% TYL TYLER TECHNOLOGIES INC -- $19,210.40 44 2909644
0.04% LH LABORATORY CRP OF AMER HLDGS -- $19,163.76 88 2586122
0.04% J JACOBS SOLUTIONS INC -- $19,118.14 131 BNGC0D3
0.04% WDC WESTERN DIGITAL CORP -- $18,826.60 338 2954699
0.03% NTAP NETAPP INC -- $18,668.51 217 2630643
0.03% JBL JABIL INC -- $18,657.24 133 2471789
0.03% IEX IDEX CORP -- $18,575.27 79 2456612
0.03% VTR VENTAS INC -- $18,473.71 419 2927925
0.03% FDS FACTSET RESEARCH SYSTEMS INC -- $18,354.80 40 2329770
0.03% PFG PRINCIPAL FINANCIAL GROUP -- $18,317.52 228 2803014
0.03% CNP CENTERPOINT ENERGY INC -- $18,310.59 657 2440637
0.03% CINF CINCINNATI FINANCIAL CORP -- $18,273.93 163 2196888
0.03% EPAM EPAM SYSTEMS INC -- $18,271.80 60 B44Z3T8
0.03% EXPD EXPEDITORS INTL WASH INC -- $18,255.90 151 2325507
0.03% OMC OMNICOM GROUP -- $18,191.86 206 2279303
0.03% AVY AVERY DENNISON CORP -- $18,179.28 84 2066408
0.03% WRB WR BERKLEY CORP -- $18,170.52 212 2093644
0.03% JBHT HUNT (JB) TRANSPRT SVCS INC -- $17,937.55 85 2445416
0.03% VRSN VERISIGN INC -- $17,872.84 92 2142922
0.03% STX SEAGATE TECHNOLOGY HOLDINGS -- $17,868.06 203 BKVD2N4
0.03% LDOS LEIDOS HOLDINGS INC -- $17,839.25 143 BDV82B8
0.03% MKC MCCORMICK & CO-NON VTG SHRS -- $17,760.98 262 2550161
0.03% ATO ATMOS ENERGY CORP -- $17,699.45 155 2315359
0.03% RF REGIONS FINANCIAL CORP -- $17,646.64 968 B01R311
0.03% ENPH ENPHASE ENERGY INC -- $17,528.48 142 B65SQW4
0.03% SWKS SKYWORKS SOLUTIONS INC -- $17,418.38 166 2961053
0.03% TXT TEXTRON INC -- $17,417.52 204 2885937
0.03% MAS MASCO CORP -- $17,393.22 234 2570200
0.03% CMS CMS ENERGY CORP -- $17,370.56 304 2219224
0.03% NTRS NORTHERN TRUST CORP -- $17,275.68 216 2648668
0.03% SYF SYNCHRONY FINANCIAL -- $17,110.70 431 BP96PS6
0.03% AKAM AKAMAI TECHNOLOGIES INC -- $16,791.15 157 2507457
0.03% VTRS VIATRIS INC -- $16,686.64 1,249 BMWS3X9
0.03% EG EVEREST GROUP LTD -- $16,670.25 45 2556868
0.03% TER TERADYNE INC -- $16,294.32 159 2884183
0.03% WBA WALGREENS BOOTS ALLIANCE INC -- $16,112.79 747 BTN1Y44
0.03% PKG PACKAGING CORP OF AMERICA -- $16,107.60 93 2504566
0.03% FSLR FIRST SOLAR INC -- $16,065.03 111 B1HMF22
0.03% EQT EQT CORP -- $15,972.96 428 2319414
0.03% CCL CARNIVAL CORP -- $15,955.29 1,049 2523044
0.03% TRMB TRIMBLE INC -- $15,902.60 259 2903958
0.03% CF CF INDUSTRIES HOLDINGS INC -- $15,860.30 199 B0G4K50
0.03% TSN TYSON FOODS INC-CL A -- $15,767.73 297 2909730
0.03% K KELLANOVA -- $15,669.50 275 2486813
0.03% LW LAMB WESTON HOLDINGS INC -- $15,667.76 151 BDQZFJ3
0.03% CE CELANESE CORP -- $15,552.16 104 B05MZT4
0.03% UAL UNITED AIRLINES HOLDINGS INC -- $15,433.66 341 B4QG225
0.03% DPZ DOMINO'S PIZZA INC -- $15,408.36 36 B01SD70
0.03% ESS ESSEX PROPERTY TRUST INC -- $15,406.65 67 2316619
0.03% MAA MID-AMERICA APARTMENT COMM -- $15,317.39 121 2589132
0.03% NDSN NORDSON CORP -- $15,313.76 56 2641838
0.03% BBY BEST BUY CO INC -- $15,192.42 202 2094670
0.03% HST HOST HOTELS & RESORTS INC -- $15,164.44 734 2567503
0.03% POOL POOL CORP -- $15,163.20 40 2781585
0.03% CFG CITIZENS FINANCIAL GROUP -- $15,073.80 485 BQRX1X3
0.03% SNA SNAP-ON INC -- $14,917.65 55 2818740
0.03% ZBRA ZEBRA TECHNOLOGIES CORP-CL A -- $14,812.44 53 2989356
0.03% DGX QUEST DIAGNOSTICS INC -- $14,664.78 117 2702791
0.03% MRO MARATHON OIL CORP -- $14,603.82 609 2910970
0.03% LKQ LKQ CORP -- $14,468.94 279 2971029
0.03% ALB ALBEMARLE CORP -- $14,417.96 122 2046853
0.03% PODD INSULET CORP -- $14,391.22 73 B1XGNW4
0.03% L LOEWS CORP -- $14,307.81 191 2523022
0.03% BG BUNGE GLOBAL SA -- $14,228.73 151 BQ6BPG9
0.03% SWK STANLEY BLACK & DECKER INC -- $14,187.20 160 B3Q2FJ4
0.03% CAG CONAGRA BRANDS INC -- $14,083.44 498 2215460
0.03% KEY KEYCORP -- $13,991.25 975 2490911
0.03% AMCR AMCOR PLC -- $13,936.30 1,505 BJ1F307
0.03% LYV LIVE NATION ENTERTAINMENT IN -- $13,836.52 148 B0T7YX2
0.03% KIM KIMCO REALTY CORP -- $13,708.52 692 2491594
0.03% SJM JM SMUCKER CO/THE -- $13,671.90 110 2951452
0.02% RVTY REVVITY INC -- $13,359.36 128 2305844
0.02% JKHY JACK HENRY & ASSOCIATES INC -- $13,196.64 76 2469193
0.02% CRL CHARLES RIVER LABORATORIES -- $13,085.70 53 2604336
0.02% PNR PENTAIR PLC -- $12,949.88 172 BLS09M3
0.02% IPG INTERPUBLIC GROUP OF COS INC -- $12,947.55 399 2466321
0.02% LNT ALLIANT ENERGY CORP -- $12,935.58 266 2973821
0.02% GEN GEN DIGITAL INC -- $12,767.25 587 BJN4XN5
0.02% IP INTERNATIONAL PAPER CO -- $12,416.40 360 2465254
0.02% JNPR JUNIPER NETWORKS INC -- $12,337.12 332 2431846
0.02% ROL ROLLINS INC -- $12,214.36 292 2747305
0.02% NRG NRG ENERGY INC -- $12,191.80 235 2212922
0.02% TAP MOLSON COORS BEVERAGE CO - B -- $12,093.38 193 B067BM3
0.02% MGM MGM RESORTS INTERNATIONAL -- $12,050.12 284 2547419
0.02% KMX CARMAX INC -- $12,026.85 165 2983563
0.02% EVRG EVERGY INC -- $12,012.14 239 BFMXGR0
0.02% TECH BIO-TECHNE CORP -- $11,840.40 165 BSHZ3Q0
0.02% INCY INCYTE CORP -- $11,816.54 194 2471950
0.02% ALLE ALLEGION PLC -- $11,799.06 91 BFRT3W7
0.02% HII HUNTINGTON INGALLS INDUSTRIE -- $11,778.89 41 B40SSC9
0.02% WRK WESTROCK CO -- $11,731.98 267 BYR0914
0.02% TFX TELEFLEX INC -- $11,647.30 49 2881407
0.02% DAY DAYFORCE INC -- $11,629.98 162 BFX1V56
0.02% FFIV F5 INC -- $11,469.38 62 2427599
0.02% QRVO QORVO INC -- $11,458.45 101 BR9YYP4
0.02% TPR TAPESTRY INC -- $11,424.20 239 BF09HX3
0.02% UDR UDR INC -- $11,387.25 315 2727910
0.02% GL GLOBE LIFE INC -- $11,335.04 89 BK6YKG1
0.02% NI NISOURCE INC -- $11,197.20 430 2645409
0.02% AES AES CORP -- $11,152.00 697 2002479
0.02% BBWI BATH & BODY WORKS INC -- $11,065.53 237 BNNTGJ5
0.02% BF/B BROWN-FORMAN CORP-CLASS B -- $10,985.80 190 2146838
0.02% CTLT CATALENT INC -- $10,979.20 188 BP96PQ4
0.02% MOS MOSAIC CO/THE -- $10,954.80 340 B3NPHP6
0.02% EMN EASTMAN CHEMICAL CO -- $10,628.43 123 2298386
0.02% UHS UNIVERSAL HEALTH SERVICES-B -- $10,527.36 64 2923785
0.02% CPT CAMDEN PROPERTY TRUST -- $10,518.36 111 2166320
0.02% NWSA NEWS CORP - CLASS A -- $10,497.96 396 BBGVT40
0.02% HSIC HENRY SCHEIN INC -- $10,482.88 136 2416962
0.02% REG REGENCY CENTERS CORP -- $10,442.97 171 2726177
0.02% AAL AMERICAN AIRLINES GROUP INC -- $10,363.20 680 BCV7KT2
0.02% AOS SMITH (A.O.) CORP -- $10,318.08 128 2816023
0.02% WYNN WYNN RESORTS LTD -- $10,242.00 100 2963811
0.02% MTCH MATCH GROUP INC -- $10,221.96 283 BK80XH9
0.02% BXP BOSTON PROPERTIES INC -- $9,814.50 150 2019479
0.02% AIZ ASSURANT INC -- $9,760.30 55 2331430
0.02% APA APA CORP -- $9,640.18 319 BNNF1C1
0.02% PEAK HEALTHPEAK PROPERTIES INC -- $9,553.51 569 BJBLRK3
0.02% CZR CAESARS ENTERTAINMENT INC -- $9,330.75 225 BMWWGB0
0.02% PAYC PAYCOM SOFTWARE INC -- $9,267.21 51 BL95MY0
0.02% HRL HORMEL FOODS CORP -- $9,114.28 301 2437264
0.02% CHRW C.H. ROBINSON WORLDWIDE INC -- $8,911.65 121 2116228
0.02% ETSY ETSY INC -- $8,827.50 125 BWTN5N1
0.02% RHI ROBERT HALF INC -- $8,740.60 110 2110703
0.02% CPB CAMPBELL SOUP CO -- $8,608.80 204 2162845
0.02% MKTX MARKETAXESS HOLDINGS INC -- $8,328.45 39 B03Q9D0
0.02% PNW PINNACLE WEST CAPITAL -- $8,284.78 118 2048804
0.01% BEN FRANKLIN RESOURCES INC -- $7,946.16 293 2350684
0.01% RL RALPH LAUREN CORP -- $7,672.33 41 B4V9661
0.01% FOXA FOX CORP - CLASS A -- $7,671.45 257 BJJMGL2
0.01% FRT FEDERAL REALTY INVS TRUST -- $7,531.60 76 BN7P9B2
0.01% BWA BORGWARNER INC -- $7,474.95 245 2111955
0.01% BIO BIO-RAD LABORATORIES-A -- $7,446.34 22 2098508
0.01% XRAY DENTSPLY SIRONA INC -- $7,418.97 221 BYNPPC6
0.01% IVZ INVESCO LTD -- $7,310.16 468 B28XP76
0.01% NCLH NORWEGIAN CRUISE LINE HOLDIN -- $7,238.62 443 B9CGTC3
0.01% GNRC GENERAC HOLDINGS INC -- $7,152.00 64 B6197Q2
0.01% DVA DAVITA INC -- $6,880.72 56 2898087
0.01% CMA COMERICA INC -- $6,844.52 137 2212870
0.01% HAS HASBRO INC -- $6,821.76 136 2414580
0.01% FMC FMC CORP -- $6,714.50 130 2328603
0.01% WHR WHIRLPOOL CORP -- $6,353.79 57 2960384
0.01% MHK MOHAWK INDUSTRIES INC -- $6,266.15 55 2598699
0.01% ZION ZIONS BANCORP NA -- $6,106.10 154 2989828
0.01% PARA PARAMOUNT GLOBAL-CLASS B -- $5,878.42 502 BKTNTR9
0.01% VFC VF CORP -- $5,469.60 344 2928683
0.01% FOX FOX CORP - CLASS B -- $3,755.17 137 BJJMGY5
0.01% NWS NEWS CORP - CLASS B -- $3,315.60 120 BBGVT51
-- -- NET OTHER ASSETS (LIABILITIES) -- $9,153,356.99 9,153,357 --

Index

Options Position
  • TypeS&P 500 Index Call
  • Expiration Date2/23/2024
  • Strike Price5,135
  • Moneyness100.94%
  • Target Notional Value100% Net Assets
  • FIGIBBG01LG1YJR4
Index Characteristics
  • Total Number of Companies503
  • Price/Earnings Ratio22.43
  • Price/Book Ratio4.3
  • Dividend Yield ( % )1.91
  • Avg. Index Market Capitalization$80.51 billion
About the Index

The S&P 500 Daily Covered Call index consists of a long position in the S&P 500 Total Return Index and a short position in a one-day, out-of-the-money S&P 500 Index call option. The option is sold daily and the strike of the option is chosen as a function of S&P 500 Index and Cboe VIX Index levels. The index aims to reflect higher income generation and have lower timing risk by using daily options as opposed to monthly options.

Distributions

 

Ex-Dividend Date Record Date Payable Date Distribution
02/01/2024 02/02/2024 02/08/2024 0.481686
Get the latest perspectives and updates.

For the total return table above, since inception returns are cumulative for funds less than one year old; otherwise, returns are annualized. Market returns are based on the composite closing price and do not represent the returns you would receive if you traded shares at other times. The listing date is typically one or more days after the fund inception date. Therefore, NAV is used to calculate market returns prior to the listing date.

The Fund seeks to replicate a daily covered call strategy by investing in equity securities and derivatives. The Fund does not sell (write) call options.

Investing involves risk, including the possible loss of principal. This ProShares ETF is non-diversified and entails certain risks, including risks associated with the use of derivatives (swap agreements, futures contracts and similar instruments), imperfect benchmark correlation, and market price variance, all of which can increase volatility and decrease performance. Please see summary and full prospectuses for a more complete description of risks.

There is no guarantee any ProShares ETF will achieve its investment objective.­ The performance of the Fund may not correspond to the performance of the S&P 500 Index and the Fund may not be successful in generating income for investors.

The expense ratio for certain funds includes a contractual fee waiver that results in a lower net expense ratio for some or all periods shown. For information about this ETF’s fees, please see above.

Holdings are subject to change. ProShares may invest in financial instruments (including derivatives) that, in combination, should have daily price return characteristics similar to the fund's benchmark.

Registered Investment Companies are required by the IRS to distribute substantially all of their income and capital gains to shareholders at least annually. For specific tax advice, we recommend you speak with a qualified tax professional.

The performance quoted represents past performance and does not guarantee future results. Investment return and principal value of an investment will fluctuate so that an investor's shares, when sold or redeemed, may be worth more or less than the original cost. Shares are bought and sold at market price (not NAV) and are not individually redeemed from the fund. Market price returns are based upon the midpoint of the bid/ask spread at 4:00 p.m. ET (when NAV is normally shares at other times. Your brokerage commissions will reduce returns. Current performance may be lower or higher than the performance quoted. For standardized returns and performance data current to the most recent month end, see above.

Index information does not reflect any management fees, transaction costs or expenses. Indexes are unmanaged, and one cannot invest directly in an index.

The S&P 500 Daily Covered Call Index replicates the performance of a covered call investment strategy that combines a long position in the S&P 500 Index with a short position in S&P 500 Index call options. In particular, the index is designed to replicate a daily covered call strategy that sells call options with one day to expiration each day. The Fund intends to make distributions each month of an amount that reflects the dividends and call premium income earned by a daily S&P 500 Index covered call strategy (net of expenses). There can be no guarantee that the Fund will make such distributions and the amount of such distributions, if any, may vary significantly from month to month. A significant portion of such distributions may be characterized as a return of capital.

Shares of any ETF are generally bought and sold at market price (not NAV) and are not individually redeemed from the fund. There is no guarantee that capital gain distributions will not be made in the future. There is no guarantee that dividends or interest income will be paid. Your brokerage commissions will reduce returns.

Carefully consider the investment objectives, risks, charges and expenses of ProShares before investing. This and other information can be found in their summary and full prospectuses. Read them carefully before investing.

The S&P 500 Daily Covered Call Index is a product of S&P Dow Jones Indices LLC and its affiliates and has been licensed for use by ProShares. "S&P®" is a registered trademark of Standard & Poor's Financial Services LLC ("S&P") and "Dow Jones®" is a registered trademark of Dow Jones Trademark Holdings LLC ("Dow Jones") and have been licensed for use by S&P Dow Jones Indices LLC and its affiliates. ProShares have not been passed on by S&P Dow Jones Indices LLC and its affiliates as to their legality or suitability. ProShares based on the S&P 500 Daily Covered Call Index are not sponsored, endorsed, sold or promoted by S&P Dow Jones Indices LLC, Dow Jones, S&P or their respective affiliates, and they make no representation regarding the advisability of investing in ProShares. THESE ENTITIES AND THEIR AFFILIATES MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO PROSHARES.

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