AUGZ

TrueShares Structured Outcome ETF - August
*Unless otherwise stated, data provided by FactSet.

AUGZ Fund Description

AUGZ aims for specific buffered losses on the S&P 500 over a specific holdings period with uncapped gains, subject to strategy costs. The actively-managed fund holds options and collateral.

AUGZ Factset Analytics Insight

AUGZ uses options in an effort to moderate losses on the S&P 500 over a one-year period starting each August. The fund foregoes some upside return as well as any dividend component because the options are written on the price (not total) return version of the index. While aiming to prevent realization of the first 8-12% of the S&P 500’s losses, the fund also allows for uncapped upside participation (less the cost options), making it unique from other buffer ETFs with a stated cap on potential gains. Investors who buy at any other time than the annual reset day may have a very different protection and buffer zone. The issuer publishes effective interim levels daily on its website. The fund must be held to the end of the period to achieve the intended results. The targeted buffers do not include the fund’s expense ratio. The fund is actively managed, resets annually and uses both FLEX and listed options.

AUGZ MSCI ESG Analytics Insight

TrueShares Structured Outcome ETF - August has an MSCI ESG Fund Rating of A based on a score of 6.10 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. TrueShares Structured Outcome ETF - August ranks in the 49th percentile within its peer group and in the 54th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AUGZ 0.19% 4.56% 15.42% 25.19% -- -- --
AUGZ (NAV) -0.10% 4.68% 15.09% 25.63% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 0.04% 6.83% 19.81% 33.70% 18.63% 18.87% 16.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AUGZ Summary Data

TrueShares
07/31/20
Open-Ended Fund
0.79%
$18.48M
$348.82K
0.31%

AUGZ Portfolio Data

$562.54B
29.65
4.69
--
N/A
500

AUGZ Index Data

No Underlying Index
Fixed
Fixed
MSCI USA Large Cap Index

AUGZ Portfolio Management

0.79%
--
--
--

AUGZ Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

AUGZ Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

AUGZ Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of AUGZ. AUGZ is rated a N/A out of 5.

AUGZ Tradability

10,944
$348.82K
2,500
$79.92K
0.31%
$0.10
-0.13%
0.41% / -0.43%
None
100.00%
25,000
0.10
--
--
0
$32.10
N/A

AUGZ Sector/Industry Breakdown


AUGZ
Segment Benchmark
34.88%
37.78%
14.98%
14.54%
13.28%
11.92%
13.22%
13.60%
8.91%
8.07%
5.68%
5.98%
2.58%
2.22%
2.51%
2.12%
2.39%
1.84%
1.39%
1.53%

AUGZ Top 10 Holdings

98.11%
1.64%
0.28%
-0.03%
100.00%

AUGZ Countries


AUGZ
Segment Benchmark
100.00%
99.90%
--
0.10%

AUGZ Regions


AUGZ
Segment Benchmark
100.00%
100.00%

AUGZ Economic Development


AUGZ
Segment Benchmark
100.00%
100.00%

AUGZ Performance Statistics

0.97
0.79
0.77
0.79
0.22%
MSCI USA Large Cap Index

AUGZ MSCI ESG Ratings

6.10 / 10
53.85
48.98
--
--
--

AUGZ Benchmark Comparison Holdings

500
290
263
88.42%

AUGZ Benchmark Comparison Summary


AUGZ
Segment Benchmark
500
290
$562.54B
$614.29B
29.65
29.96
4.69
5.10
1.33%
1.31%
Low
Low

AUGZ Benchmark Comparison Market Cap Size


AUGZ
Segment Benchmark
98.43%
100.00%
1.57%
0.00%
0.00%
0.00%
0.00%
0.00%