SEPZ TrueShares Structured Outcome Sep ETF

NAV as of 16-May-2022

29.1601

4 Week: 28.68 - 30.98

52 Week: 28.57 - 32.44

Latest Closing Price

29.51

Premium / Discount

-0.19

Expense Ratio

0.79%

Investment Objective

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 a twelve-month period. 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. It is non-diversified.

Main Fund Characteristics

Fund Manager:
TrueShares
Asset Under Management:
26,357,091
Launch Date:
30/08/2020
Asset Class:
Alternative
Replication Method:
Not Applicable
Number of Holdings:
4
Trading Currency:
USD
Style:
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-10.991.00-10.96
1 Day-2.590.000.00
1 Week0.123.740.03
1 Month-6.056.23-0.97
3 Months-5.308.57-0.62
6 Months-10.1410.79-0.94
1 Year0.1912.260.02
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.000021.4062
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.00004.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
N.A

Portfolio Data

Total Number of Holdings: 4

Number of Bond Holdings: 2

Number of Equity Holdings: 0

Total Market Value: 26,357,091

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1United States Treasury Bills 0%102.479725,482,000025,400,203

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant19.54
Large13.03
Medium5.90
Small0.05
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

21.8121

Price/Book*

4.0631

Price/Sales*

2.8738

Price/Cash Flow*

15.0972

Dividend Yield*

1.4198

Growth Measures

Long-Term Earnings

13.3021

Historical Earnings

2.7315

Sales Growth

2.9129

Cash-Flow Growth

6.4599

Book-Value Growth

4.7730

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

2

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*99.68

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days105.60
183 to 364 Days0.00

Data Source: Morningstar

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