SLT

Fund Description
The Salt HighTrubeta US Market ETF seeks to track the investment results of The Salt High truBeta US Market Index. Construction of the Index begins with the constituents of the Solactive US Large & Mid Cap Index (the Equity Universe ), generally the 1,000 largest U.S.-listed common stocks and real estate investment trusts ( REITs ). Companies in the Equity Universe are then screened to keep only the 500 stocks with the highest average daily traded value over the past 30 days. Those 500 stocks are then analyzed using a proprietary algorithm developed by the Adviser to calculate each stock s truBeta forecast, i.e., its projected beta for the subsequent quarter, and to eliminate stocks whose performance is weakly correlated with the broader U.S. equity market (the remaining securities are referred to as the Index Universe ). A stock with a truBeta of more than 1.00 would be expected to be more volatile than the broader U.S. equity market and consequently, exhibit outsized reactions to market events (i.e., outperform the market in a rising market and underperform the market in a declining market).
Fund Profile
Fund Name Salt HighTrubeta US Market ETF
Fund Exchange Ticker SLT
Fund Sponsor Salt Financial
Fund ISIN US26922A4792
Net Expense Ratio 0.50 %
Fund Inception Date 16 May 2018
Fund Legal Structure ETF (Open end fund)
Exchange BATS
Listing Country Code US
Fund Investment Objective
ETF Type Specific US Equities - Factor & Thematic
Asset Class Equities (Stocks)
Index Linked Passive
Index Name Salt High truBeta US Market Index
Index Provider Salt Financial
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Developed Market Funds
Market Capitalization Range Large & Mid Cap
Growth Value Core / Blend
Continent North America
Key Statistics
Return As of Date 18 January 2019
Asset Under Management 9.51 Million (USD)
1 Month Total Return 13.27 %
Year To Date Return 15.34 %
1 Year Total Return
3 Year Annualized Total Return
NAV 23.7788
Share Outstanding 400,000
Top 10 Holdings (18 January 2019)
Constituent Name Constituent Ticker Constituent Type Weighting
FIRST DATA CORP- CLASS A FDC EQUI 0.0123
NEUROCRINE BIOSCIENCES INC NBIX EQUI 0.0117
CHESAPEAKE ENERGY CORP CHK EQUI 0.0115
NEWFIELD EXPLORATION CO NFX EQUI 0.0114
NETFLIX INC NFLX EQUI 0.0114
DEXCOM INC DXCM EQUI 0.0113
CHEMOURS CO/THE CC EQUI 0.0113
TELADOC HEALTH INC TDOC EQUI 0.011
HUNTSMAN CORP HUN EQUI 0.0109
FREEPORT-MCMORAN INC FCX EQUI 0.0107