Shelton Equity Premium Income ETF · AMEX:SEPI
Shelton Equity Premium Income ETF — Q2 2026 Earnings Presentation
25 slides from Shelton Equity Premium Income ETF's earnings presentation, Jun 30, 2026
Slide 1: Shelton Equity Premium Income ETF (SEPI) 2Q 2026 Presentation
Shelton Equity Premium Income ETF (SEPI) 2Q 2026 Presentation I Shelton Capital Management June 30, 2026 I Barry Martin, CFA Senior Portfolio Manager I Nick Griebenow, CFA Portfolio Manager I Steve Rogers CEO & Portfolio Manager I Jason Goldenberg Portfolio Analyst I Jake Gallion Portfolio Analyst
Slide 2: Important Information
I Important Information I The Shelton Equity Premium Income ETF (the “Fund”) objective is to seek to achieve a high level of income and capital appreciation (when consistent with high income) by investing primarily in income-producing U.S. equity securities. I The Shelton Equity Premium Income ETF i
Slide 3: Important Information
I Important Information I The Morningstar Rating™ for funds, or “star rating”, is calculated for managed products (including mutual funds, variable annuity and variable life subaccounts, exchange-traded funds, closed-end funds, and separate accounts) with at least a three-year history. Exchange-trad
Slide 4: Important Information
I Important Information I The Equity Income SMA performance and cash flow tables contained herein set forth performance data relating to the historical performance of all private accounts managed by the Adviser for the periods indicated that have investment objectives, policies, strategies, and risk
Slide 5: Section 1: About Us
I Section 1: About Us THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 6: 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 7: 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 8: 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 9: Section 2: Shelton Equity Premium Income ETF
I Section 2: Shelton Equity Premium Income ETF THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 10: Shelton Equity Premium Income ETF (SEPI)
I Shelton Equity Premium Income ETF (SEPI) Benchmark Objective CBOE S&P BuyWrite Index • This ETF seeks to achieve a high level of income and capital appreciation (when consistent with high income) by investing primarily in income-producing U.S. equity securities. Consistent, absolute AUM return pot
Slide 11: Strategy Summary
Section 2: Shelton Equity Premium Income ETF 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) and Equity Income SMA Low volatili
Slide 12: Why Invest in the Shelton Equity Premium Income ETF?
Section 2: Shelton Equity Premium Income ETF I Why Invest in the Shelton Equity Premium Income ETF? 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 •
Slide 13: How SEPI Can Benefit Your Clients
Section 2: Shelton Equity Premium Income ETF I How SEPI Can Benefit Your Clients • Cash Flow Generation: Seeks to deliver capital appreciation and an enhanced cash flow through writing covered calls and/or selling cash secured puts on portfolio positions, thereby enhancing the distribution rates to
Slide 14: Potential Responses of Shelton Equity Premium Income ETF
Section 2: Shelton Equity Premium Income ETF I Potential Responses of Shelton Equity Premium Income ETF • 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 incr
Slide 15: What is a Covered Call?
Section 2: Shelton Equity Premium Income ETF 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 OPTIONS ON COVERED “ABC” STOCK “ABC” STOCK CALL The buyer of a call option
Slide 16: Distilling the Equity Universe
Section 2: Shelton Equity Premium Income ETF 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
Slide 17: Portfolio Drift
Section 2: Shelton Equity Premium Income ETF 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 4.1% 4.6% -0.5% allocations specifie
Slide 18: Portfolio Composition
Section 2: Shelton Equity Premium Income ETF 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 Advanced Micro Devices Inc. 7.5% 0.91 25.25 201.02 0.00 Caterpillar Inc. 7.2% 1.59 7.03 52.30 0.61 Micr
Slide 19: Standard Deviation Benchmark Index Annualized
Section 2: Shelton Equity Premium Income ETF 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% Source: Morningstar. This data reflects standard deviation of the Shelton E
Slide 20: Call Strike Selection Criteria
Section 2: Shelton Equity Premium Income ETF 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
Slide 21: Section 3: Shelton Equity Income Performance
I Section 3: Shelton Equity Income Performance THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 22: Average Annual Total Returns - SEPI
Section 3: Shelton Equity Income Performance I Average Annual Total Returns - SEPI I Shelton Capital Management Since Inception 2Q26 YTD 1YR 3YR* 5YR* Performance Results: (since 9/8/2025) Equity Income as of quarter end 6/30/2026 Shelton Equity Premium Income ETF 13.93% 10.46% N/A N/A N/A 18.73% (S
Slide 23: Average Annual Total Returns - Shelton Equity Income SMA
Section 3: Shelton Equity Income Performance I Average Annual Total Returns - Shelton Equity Income SMA 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%
Slide 24: Considerations and Risks
Section 3: Shelton Equity Income Performance 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 objectiv
Slide 25: 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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