One One S&P 500 and Bitcoin ETF (OOSB US) – Portfolio Construction Methodology

The investment strategy guiding the actively managed One One S&P 500 and Bitcoin ETF seeks long-term capital appreciation by combining roughly 100% notional exposure to the S&P 500 with 100% notional exposure to Bitcoin in a single portfolio. S&P 500 exposure is obtained through index futures, low-cost ETFs and, when efficient, direct holdings of index constituents, with the adviser dynamically choosing instruments based on trading costs, liquidity and tracking error. Bitcoin exposure comes solely from Bitcoin futures and exchange-traded products holding spot Bitcoin; the fund does not own Bitcoin directly. A Cayman Islands subsidiary holds the futures positions while the U.S. fund maintains a collateral pool of U.S. government securities, money-market funds and investment-grade commercial paper. A mechanical rebalancing discipline realigns exposures toward the 100%/100% targets when sleeve weights drift beyond a 90–110% combined range or when relative weights breach predefined 20% bands on consecutive closes.

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