Overview

Sector Indices offer thematic, rules-based exposure to leading crypto verticals through a structured index methodology.

The OLTA Sector Index suite provides curated access to specific segments of the digital asset landscape. Each fund is designed to track a well-defined theme or vertical, delivering targeted exposure while maintaining the transparency and balance of an index-based framework.

Each sector index combines a defined set of carefully selected assets, along with a dedicated sleeve of $OLTA to align investor participation with protocol growth. Detailed selection and weighting parameters are disclosed in the fund’s factsheet and prospectus.

Selection focuses on category relevance, on-chain traction, and liquidity. Thematic indices are reviewed periodically and reconstituted as the market evolves.

Examples of thematic categories include:

• Decentralized Finance (DeFi)

• Real World Assets (RWA)

• Artificial Intelligence (AI)

• Layer 2 & Infrastructure

• Liquid Staking Tokens (LST)

• Tokenized TradFi Index (TTI)

These indices provide investors with a simplified entry point to participate in emerging trends without relying on individual token selection.

For more details on weighting, rebalancing, pricing and asset rotation rules, refer to the Index Methodology Rulebook and Fund Mechanics sections.

Market Classification Framework

To ensure balanced and scalable sector allocation, OLTA classifies eligible assets within each sector according to their market profile. This approach enhances diversification, liquidity consistency, and risk control across all Sector Indices.

Category	Characteristics
Large Cap	Established protocols with deep liquidity and institutional adoption.
Mid Cap	Expanding projects with measurable adoption and sustainable growth dynamics.
Small Cap	Early-stage assets demonstrating innovation and on-chain traction.

Detailed capitalization tiers and eligibility thresholds are disclosed in the fund’s factsheet and prospectus.

Micro caps (< $80M) are generally excluded from OLTA indices due to insufficient liquidity and risk of pricing distortion.

Each sector index follows the same rule-based methodology and governance principles as the Core Index, ensuring transparency, consistency, and operational discipline.

Example – Thematic Sector Index

OLTA AI Midcap 8 - OAI8

The OLTA AI Index aggregates digital assets issued by protocols operating at the intersection of artificial intelligence and blockchain. Eligible projects typically demonstrate on-chain utility, active participation, and measurable relevance within the AI vertical.

Qualifying criteria include:

• Use of blockchain to enable or power AI-related infrastructure and coordination layers

• Tokenized access to AI-driven services such as compute, inference, or data markets

• Deployment of verifiable onchain agents, autonomous logic, or data validation models

Periodic reviews ensure the index remains aligned with the evolving AI ecosystem, maintaining balanced exposure to the sector’s most representative assets. Detailed eligibility filters and rebalancing frequencies are disclosed in the fund’s factsheet and prospectus.