Fund profile
Total assets
$11.95 mm
Liabilities
$713.82 k
Net assets
$11.23 mm
Number of holdings
11.00
11 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
S&P 500 Index Option | 9.15 mm | 22.00 contracts | 81.46 | Equity derivative | N/A | N/A |
SPDR S&P 500 ETF Trust Option | 1.66 mm | 40.00 contracts | 14.76 | Equity derivative | N/A | N/A |
Invesco Treasury Portfolio, Institutional Class | 196.82 k | 196.82 k shares | 1.75 | Short-term investment vehicle | Long | USA |
Invesco Government & Agency Portfolio, Institutional Class | 172.06 k | 172.06 k shares | 1.53 | Short-term investment vehicle | Long | USA |
Invesco Liquid Assets Portfolio | 122.49 k | 122.46 k shares | 1.09 | Short-term investment vehicle | Long | USA |
S&P 500 Index Option | 64.49 k | 22.00 contracts | 0.57 | Equity derivative | N/A | N/A |
SPDR S&P 500 ETF Trust Option | 11.64 k | 40.00 contracts | 0.10 | Equity derivative | N/A | N/A |
SPDR S&P 500 ETF Trust Option | -4.10 k | -40.00 contracts | -0.04 | Equity derivative | N/A | N/A |
SPDR S&P 500 ETF Trust Option | -9.44 k | -40.00 contracts | -0.08 | Equity derivative | N/A | N/A |
S&P 500 Index Option | -22.87 k | -22.00 contracts | -0.20 | Equity derivative | N/A | N/A |
S&P 500 Index Option | -50.97 k | -22.00 contracts | -0.45 | Equity derivative | N/A | N/A |