TBJL

Innovator 20+ Year Treasury Bond 9 Buffer ETF - July
*Unless otherwise stated, data provided by FactSet.

TBJL Fund Description

TBJL aims for specific buffered losses and capped gains on the iShares 20+ Year Treasury Bond ETF (TLT) over a specific holdings period. The actively-managed fund holds options and collateral.

TBJL Factset Analytics Insight

TBJL is one of the first fixed income fund that follows a defined outcome structure. The fund uses FLEX options in an effort to moderate losses on TLT over a one-year period starting each July. In exchange for preventing realization of the first 9% of the TLT’s losses, investors forego upside participation above a certain threshold, which is reset annually. 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 and caps do not include the fund’s expense ratio. The fund is actively managed, resets annually and uses FLEX options exclusively.

PERFORMANCE [as of 06/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TBJL 6.53% 8.44% -1.66% -- -- -- --
TBJL (NAV) 3.62% 6.27% -2.85% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
Bloomberg Barclays Long U.S. Treasury Index 4.02% 6.50% -8.52% -10.17% 8.14% 3.68% 6.36%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TBJL Summary Data

Innovator
08/18/20
Open-Ended Fund
0.79%
$3.01M
$15.80K
0.40%

TBJL Portfolio Data

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N/A
2

TBJL Index Data

No Underlying Index
Fixed
Fixed
Bloomberg Barclays Long U.S. Treasury Index

TBJL Portfolio Management

0.79%
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TBJL Tax Exposures

20.00% / 39.60%
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Ordinary income
No

TBJL Fund Structure

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

TBJL Factset Analytics Block Liquidity

As of 06/22/21
5
4
3
2
1

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

TBJL Tradability

700
$15.80K
11
0
0.40%
$0.09
0.11%
1.54% / -0.81%
None
100.00%
25,000
0.00
--
--
0
$23.82
N/A

TBJL Top 10 Holdings

99.87%
0.13%
100.00%

TBJL Performance Statistics

0.75
0.67
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TBJL Holdings Statistics

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2
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TBJL Avg Life Maturity Distribution

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TBJL OAS Breakdown

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