ETF profile for Trueshares S&P Autocallable Defensive Income ETF (PAYM) from the issuer: top holdings, net assets, expense ratio and shares outstanding.
PAYM ETF Profile
| Family: |
TrueShares |
| Name: |
TrueShares S&P Autocallable Defensive Income ETF |
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| Inception Date: |
29-Dec-2025 |
| Termination Date: |
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| Investment Objective: |
The investment objective of TrueShares S&P Autocallable Defensive Income ETF (the "Fund") is to generate moderate monthly income while reducing downside risk. The Fund seeks to achieve its objective through exposure to an index (the "Autocallable Index") that tracks a synthetic portfolio of autocallable notes linked to a custom volatility index. The Fund is an actively managed exchange-traded fund ("ETF") that invests, under normal market conditions, at least 80% of its total assets in U.S. Treasuries, cash and cash equivalents, and unfunded total return swaps that provide exposure to a synthetic portfolio of autocallable notes included in the Autocallable Index. The Autocallable Index tracks the aggregate performance of a hypothetical portfolio of up to twenty-six Autocallables, with each Autocallable included in the Autocallable Index varying based on maturity and the other characteristics described above under "What is an Autocallable". The performance of each Autocallable is linked to the S&P 500 Futures 20% Intraday VT 2% Decrement Index (the Reference Index), which provides volatility adjusted exposure to the E-mini S&P 500 Futures based on market volatility conditions. |
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| Prospectus |
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| Top 10 Holdings |
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| RECV US LARGE CAP MODERATE INCOME AUTOCALLABLE |
|
106.9567% |
| PAYB TACTICAL PUT PARTICIPATION MOD INDEX 10BPS |
|
-106.5699% |
| RECV TACTICAL PUT PARTICIPATION MODERATE INDEX |
|
106.1383% |
| PAYB US LARGE CAP MOD INC AC SOFR+10BPS |
|
-101.2333% |
| TREASURY BILL B 09/02/27 |
912797WA1 |
99.3695% |
| Derivatives offset |
|
-5.8838% |
| SPY 12/31/26 P735.00 Euro Cash Flex |
126P73500 |
0.6319% |
| STATE STREET INST U.S. GOVERNMENT MMKT ADMN CLASS |
SALXX |
0.6305% |
| SPY 12/31/26 P655.00 Euro Cash Flex |
126P65500 |
-0.1451% |
| SPY 12/31/26 P725.00 Euro Cash Flex |
126P72500 |
0.0703% |
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Top 10 Holdings Weight: |
100.0% |
| Number of Holdings: |
20 |
| Shares Outstanding: |
6,540,000 |
| Total Net Assets: |
160,949,408 |
| NAV: |
24.58 |
| Net Expense Ratio: |
0.74% |
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| Asset Class: |
Equities (Stocks) |
| Developed or Emerging: |
Developed Market Funds |
| Country: |
US |
| Region: |
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| Strategy: |
Autocallable |
| Currency: |
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| Commodity: |
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| Sector: |
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| Industry: |
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| Dividend Type: |
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| Tax Exempt State: |
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| Maturity Duration: |
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| Market Cap: |
Large Cap |
| Credit Quality: |
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| Mortgage Bond Types: |
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| Bond Type: |
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| Gov't Bond Types: |
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| Reit Type: |
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| Leverage Direction/Factor: |
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| Is Currency Hedged: |
No |
| US or Ex-US: |
Domestic |
