Fund Description
The TrueShares Structured Outcome ETF Series utilizes a buffer protect options strategy, that seeks to provide investors with returns (before fees and expenses) that track those of the S&P 500 Index while seeking to provide an 8-12% downside buffer (with the advisor targeting 10%) on the first of that index s losses over a 12-month investment period. The MARZ defined investment period begins on July 1, 2020 and resets exactly 12 months later. The strategy is implemented through the purchase and sale of options on the S&P 500 Price Index or an ETF that tracks the S&P 500 Price Return Index. While there is no guarantee the Fund will be successful in providing these outcomes in any period, the intent of the ETFs in the series is to provide uncapped equity market upside participation (subject to options pricing) with a measure of downside risk mitigation.
Fund Profile
Fund Name TrueShares Structured Outcome March ETF
Fund Exchange Ticker MARZ
Fund Sponsor TrueShares
Fund ISIN US53656F7481
Net Expense Ratio 0.79 %
Fund Inception Date 26 February 2021
Fund Legal Structure ETF (Open end fund)
Exchange BATS
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Quant Strat
Asset Class Equities (Stocks)
Index Linked Active
Index Name Not Applicable
Index Provider Not Applicable
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 5 October 2022
Asset Under Management 4.84 Million (USD)
1 Month Total Return -1.58 %
Year To Date Return -15.39 %
1 Year Total Return -9.35 %
3 Year Annualized Total Return
NAV 24.2198
Share Outstanding 200,000
Top 10 Holdings (5 October 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BILLS 02/23/2023 BILL 1.0580000000
SPY 02/28/2023 429.98 C OPTN 0.0096000000
Cash & Other CASH 0.0042000000
SPY 02/28/2023 386.98 P OPTN -0.0719000000