FEBZ

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 Price 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.1 The FEBZ defined outcome period begins on February 1, 2021 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 Index.
Fund Profile
Fund Name TrueShares Structured Outcome February ETF
Fund Exchange Ticker FEBZ
Fund Sponsor TrueShares
Fund ISIN US53656F7556
Net Expense Ratio 0.79 %
Fund Inception Date 31 January 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 23 September 2021
Asset Under Management 3.57 Million (USD)
1 Month Total Return -0.65 %
Year To Date Return 13.94 %
1 Year Total Return
3 Year Annualized Total Return
NAV 28.533
Share Outstanding 125,000
Top 10 Holdings (22 September 2021)
Constituent Name Constituent Ticker Constituent Type Weighting
UNITED STATES TREAS BILLS BILL 0.8649000000
SPY 01/31/2022 376.02 C OPTN 0.1347000000
Cash & Other CASH 0.0072000000
SPY 01/31/2022 338.41 P OPTN -0.0069000000