PBP - S&P 500 BuyWrite Portfolio Holdings

PBP Tracks This Index: CBOE S&P 500 BuyWrite Index
Description: The index is designed to measure the total rate of return of a hypothetical "buy-write", or "covered call", strategy on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a "long" position indexed to the S&P 500 Index (i.e. purchasing the common stocks included in the S&P 500 Index) and the sale of a succession of one-month, at- or slightly out-of-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange.

Data as of 2012-05-03

PBP Top Ten Holdings

  1. Apple, Inc. (AAPL): 4.43%
  2. Exxon Mobil Corporation (XOM): 3.24%
  3. International Business Machines Corp (IBM): 1.92%
  4. Microsoft Corporation (MSFT): 1.91%
  5. General Electric Co (GE): 1.69%
  6. Chevron Corp (CVX): 1.68%
  7. AT&T Inc (T): 1.47%
  8. Procter & Gamble Co (PG): 1.47%
  9. Johnson & Johnson (JNJ): 1.44%
  10. Wells Fargo & Co (WFC): 1.43%
% Assets In Top 10: 20.68%
Total Holdings: 501

PBP Asset Allocation

Asset Percentage
U.S. Stocks 100.91%
International Stocks 0.10%
U.S. Bonds 0.00%
International Bonds 0.00%
Preferred Stock 0.00%
Convertibles 0.00%
Cash 0.29%
Other -1.30%

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© 2012 Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

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