SEPZ

Fund Description
The Fund is an actively-managed exchange-traded fund ( 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. Fund will employ a buffer protect options strategy that uses such options to seek to achieve exposure to the S&P 500 Price Index while mitigating the first 8% to 12% decline in the S&P 500 Price Index (the Buffer ) over a 12-month period beginning on a specified day each September (each, a Roll Date ). The period from one Roll Date to the next Roll Date is referred to as the Investment Period, and the first day of the Investment Period is referred to as the Initial Investment Day ).
Fund Profile
Fund Name TrueShares Structured Outcome September ETF
Fund Exchange Ticker SEPZ
Fund Sponsor TrueShares
Fund ISIN US53656F7143
Net Expense Ratio 0.79 %
Fund Inception Date 31 August 2020
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 22 September 2022
Asset Under Management 21.73 Million (USD)
1 Month Total Return -5.62 %
Year To Date Return -10.21 %
1 Year Total Return -4.14 %
3 Year Annualized Total Return
NAV 28.9746
Share Outstanding 750,000
Top 10 Holdings (23 September 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BILLS 08/10/2023 BILL 1.0095000000
SPY 08/31/2023 395.07 C OPTN 0.0546000000
Cash & Other CASH 0.0113000000
SPY 08/31/2023 355.56 P OPTN -0.0755000000