AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW US) - Portfolio Construction Methodology
ETF Strategy·2026-01-19 18:45
AllianzIM U.S. Large Cap Buffer20 Jul ETF (JULW US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed AllianzIM U.S. Large Cap Buffer20 Jul ETF targets U.S. large-cap equity exposure via the SPDR S&P 500 ETF Trust and overlays a one-year July outcome period using exchange-listed FLEX options. The construction selects put and call strikes to seek a 20% downside buffer (before fees/expenses) over the outcome window while capping upside at a level set at the series star ...