Shelton Equity Premium Income ETF · AMEX:SEPI
Shelton Equity Premium Income ETF — Shelton Capital Management — Investor Presentation (June 2026)
27 slides from Shelton Equity Premium Income ETF's investor presentation, Jun 30, 2026
Slide 1: Shelton Equity Income Strategy 2Q 2026 Presentation
Shelton Equity Income Strategy 2Q 2026 Presentation I Shelton Capital Management June 30, 2026 I Barry Martin, CFA Senior Portfolio Manager I Nick Griebenow, CFA Portfolio Manager I Jason Goldenberg Portfolio Analyst I Jake Gallion Portfolio Analyst THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL US
Slide 2: Important Information
I Important Information I Options involve risk and are not suitable for everyone. Prior to buying or selling an option, your client must receive a copy of CHARACTERISTICS AND RISKS OF STANDARDIZED OPTIONS. Copies of this document may be obtained from your Investment Advisor, from any exchange on whi
Slide 3: Important Information
I Important Information I Any projections or other forward-looking statements regarding future events or performance of markets, companies, or otherwise are not necessarily indicative of, and may differ from, actual events or results. Supporting documentation for any claims, comparisons, recommendat
Slide 4: Section 1: About Us
I Section 1: About Us THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 5: Shelton Capital Management
Section 1: About Us I Shelton Capital Management Founded Shelton Capital Management is a multi-strategy boutique asset manager offering separately managed 1985 accounts, mutual funds, and exchange traded funds to investment advisors and their clients, retirement Headquarters plans, and individuals.
Slide 6: Equity Investment Team
Section 1: About Us I Equity Investment Team Derek Izuel , CFA Chief Investment Officer Barry Martin, CFA Nick Griebenow, CFA Bruce Kahn, Ph.D. Tony Jacoby, CFA Jason Goldenberg Nicolette DiMaggio Jake Gallion Portfolio Manager Portfolio Manager Portfolio Manager Portfolio Manager Portfolio Analyst
Slide 7: Portfolio Management Team
Section 1: About Us I Portfolio Management Team Barry Martin, CFA - Portfolio Manager • Barry Martin, CFA, is a Portfolio Manager for Shelton Capital Management’s Option Overlay Strategies and has been managing options for over 20 years. • He received a B.S. from the University of Arizona and CFA®,
Slide 8: Section 2: Shelton Equity Income Strategy
I Section 2: Shelton Equity Income Strategy THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 9: Results Focused Organization
I Results Focused Organization Benchmark Objective CBOE S&P BuyWrite Index • This strategy seeks to deliver enhanced level of cash flow (6-9%, including dividends*) Consistent, absolute Strategy AUM return potential The Approach $646.25 • The manager builds a portfolio of carefully selected US stock
Slide 10: Strategy Summary
Section 2: Shelton Equity Income Strategy I Strategy Summary Experienced portfolio managers Expertise he Portfolio Managers, Barry Martin and Nick Griebenow, have nearly 30 years of combined experience •T • They also manage the Shelton Equity Income Fund (EQTIX) Low volatility equity seeking enhance
Slide 11: Why Invest in the Shelton Equity Income Strategy?
Section 2: Shelton Equity Income Strategy I Why Invest in the Shelton Equity Income Strategy? Focused on Cash Flow Through Large Cap Portfolio with Lower Reduced Exposure to Credit Risks, Equity and Covered Calls Standard Deviation Duration Risk and Interest Risk • Dividend yield alternative • Lower
Slide 12: Annual Cash Flow (as a percentage of composite value)
Section 2: Shelton Equity Income Strategy I Annual Cash Flow (as a percentage of composite value)* I Since inception, the Bloomberg U.S. Aggregate YTM Equity Income Strategy 20% has generated cash S&P 500 Index Dividend Yield flow in every 12-month Equity Income Dividends time frame. 15% Equity Inco
Slide 13: Potential Responses of Shelton Equity Income Strategy
Section 2: Shelton Equity Income Strategy I Potential Responses of Shelton Equity Income Strategy • Potential to sell further out- • Potential to sell further out- of-the-money calls of-the-money calls Why? HIGH VOLATILITY • Potential for cash flow to increase • Potential for cash flow to increase T
Slide 14: What is a Covered Call?
Section 2: Shelton Equity Income Strategy I What is a Covered Call? A covered call option is a combination of owning shares of a stock and selling (or writing) call options against those shares. + = OWN SELL CALL SHARES OF COVERED OPTIONS ON “ABC” STOCK CALL “ABC” STOCK The buyer of a call option re
Slide 15: Distilling the Equity Universe
Section 2: Shelton Equity Income Strategy I Distilling the Equity Universe We start with the S&P 500, a universe of widely held large-cap US stocks in the industrial, transportation, 500 Equities utility, and financial sectors which are selected by the S&P Index Committee, a team of analysts and eco
Slide 16: Portfolio Drift
Section 2: Shelton Equity Income Strategy I Portfolio Drift I Through active Underweight/ 6/30/2026 Portfolio S&P 500 management of the Overweight % portfolio, we are able to Energy 3.1% 3.0% 0.1% achieve minimal sector drift from the target Consumer Staples 4.5% 4.6% -0.1% allocations specified by
Slide 17: Portfolio Composition
Section 2: Shelton Equity Income Strategy I Portfolio Composition I Value/Growth Blend Top 10 Holdings as of 6/30/2026 Portfolio Name % of Portfolio FCF Yield P/S Ratio P/E Ratio Dividend Yield Amphenol Corp. Cl A 5.4% 2.15 8.33 45.71 0.57 Arista Networks Inc. Shs 4.5% 2.47 22.00 58.43 0.00 Nvidia C
Slide 18: Standard Deviation Benchmark Index Annualized
Section 2: Shelton Equity Income Strategy I Standard Deviation Benchmark Index Annualized (12/08 to 12/25) S&P 500 (SPX) 17.93% 30-yr Treasury Bond (SPUSTBTR) 11.75% Shelton Equity Income Strategy 11.99% 0% 5% 10% 15% 20% Index Data provided by Morningstar 18 SHELTONCAP.COM THIS PRESENTATION IS FOR
Slide 19: Call Strike Selection Criteria
Section 2: Shelton Equity Income Strategy I Call Strike Selection Criteria • Utilizing a proprietary model, the manager identifies option contracts that appear overpriced based on a comparison of implied volatility and forecasted volatility • Calls are initially written about 30 to 90 days until exp
Slide 20: Considerations and Risks
Section 2: Shelton Equity Income Strategy I Considerations and Risks I A covered call strategy limits upside potential for stock appreciation and will therefore underperform in appreciating markets. I There are no assurances that the strategy will be successful in reaching the investment objectives
Slide 21: Section 3: Shelton Equity Income Results
I Section 3: Shelton Equity Income Results THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 22: Average Annual Total Returns
Section 3: Shelton Equity Income Results I Average Annual Total Returns I Shelton Capital Management 2Q26 YTD 1YR 3YR* 5YR* 10YR* Since Inception Performance Results: (since 12/31/2008)* Equity Income as of 6/30/2026 Shelton Equity Income Strategy - Gross 9.65% 9.78% 22.95% 18.13% 11.25% 9.90% 10.50
Slide 23: Annual Return vs BXM
Section 3: Shelton Equity Income Results I Annual Return vs BXM 35% 30% 25% 20% 15% 10% 5% 0% -5% -10% -15% 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 Equity Income "Pure" Gross Return* Equity Income Net Return after Asset-based fee CBOE BXM 2026 throug
Slide 24: Equity Income Composite Returns
Section 3: Shelton Equity Income Results I Equity Income Composite Returns Equity Income (Gross) Monthly Incremental Returns 25% 20% 15% 10% 5% 0% Past performance is not a guarantee of future results. Please see slide three for more important disclosures 24 SHELTONCAP.COM THIS PRESENTATION IS FOR F
Slide 25: Performance Results
Section 3: Shelton Equity Income Results I Performance Results I Shelton Capital Annual Composite Returns - 10 Years 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026^ Management Performance Results: Shelton Equity Income 4.43% 10.16% -4.20% 17.57% 3.75% 20.77% -9.37% 12.54% 19.32% 20.04% 9.78%
Slide 26: Performance Results: Important Information Continued
Section 3: Shelton Equity Income Results I Performance Results: Important Information Continued 5.) The 3 year standard deviation is not presented for periods prior to 2011 because the 36 monthly returns are not available. The 3 year standard deviation presented thereafter is based on gross of fees
Slide 27: Sales Territories and Contacts
I Sales Territories and Contacts Region Contact Email Phone West Laura Bevill lbevill@sheltoncap.com 720-804-5660 Central Jason Shidler jshidler@sheltoncap.com 720-804-5669 Great Lakes Matt Gunter mgunter@sheltoncap.com 720-978-8648 Northeast TBD plaffrenzen@sheltoncap.com 720-982-6382 Southeast Jef
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