TEGS — Trend Aggregation ESG ETF

TEGS Fund Overview

TEGS — Trend Aggregation ESG ETF is a US ETF managed by Collaborative Investment Series Trust, categorised as Developed ex-US Blend / Core Thematic Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US ETF
• Manager: Collaborative Investment Series Trust
• Category: Developed ex-US Blend / Core Thematic Equity
• Assets under management: $364.58K
• 1-year return: 8.4%
• Ticker: TEGS
• SEC CIK: 0001719812
• SEC series ID: S000067518
• Share class ID: C000217093

TEGS Investment Objective and Strategy

Trend Aggregation ESG ETF describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Collaborative Investment Series Trust.

Investment objective

The Trend Aggregation ESG ETF (the Fund) seeks capital appreciation.

Principal investment strategy

In pursuing the Funds investment objective, the Fund will under normal conditions invest at least 80% of its net assets (plus borrowings for investment purposes) directly, or indirectly through mutual funds or exchange traded funds, in equity or fixed income securities of well-known environmental, social, and governance (ESG) indices such as MSCI and Russell. The Funds adviser may apply a variety of ESG screens and may rotate between different ESG screens, without limitation. The Fund defines an ESG screen as one that selects securities based on ESG factors, whereas ESG indices consist of securities that have been screened for ESG factors. An ESG screen allows the adviser to evaluate an issuer for environmental, social, and governance characteristics. The use of environmental criteria allows the adviser to evaluate an issuers energy use, waste, natural resource conservation, and assists the adviser in evaluating an issuers environmental risk.

The adviser uses social and governance criteria to evaluate an issuers business relationships and governance practices. The Fund may also invest up to 20% of its net assets in cash and cash equivalents including U.S. Government securities. The Fund may invest in domestic and foreign securities of companies of any market capitalization. The Fund does not limit its investments to a particular credit quality and may invest in below investment grade securities (commonly referred to as junk bonds) without limitation. The Fund defines junk bonds as bonds that are rated BBB or lower by Moodys Investors service or similarly by another rating agency and investments in junk bonds may be considered speculative. The Funds adviser utilizes a proprietary quantitative process to identify investment opportunities, based on strong price momentum and companies that are potentially oversold.

The adviser uses multiple investment models that combine market trend and counter trend following, pattern recognition and market analysis across asset classes to determine when to buy, sell, or hold a security. The advisers models may also direct for investment to cash, treasury and/or fixed income securities, volatility ETFs and ETNs and leveraged and inverse ETFs. The Fund defines volatility ETFs and ETNs as funds that provide returns that correspond to or are the inverse of the S&P 500 VIX Short-Term Futures Index. The Fund may hold significant cash or fixed income positions during unfavorable market conditions and may be fully invested when favorable conditions warrant. Although not anticipated, in some market conditions, it is possible that cash and fixed income positions can be the highest mathematical ranking within each model.

Consequently, one or more model strategies could select being fully invested in cash or fixed income. In managing the Funds portfolio, the adviser will actively manage the Fund, resulting in a high portfolio turnover rate.

TEGS Performance

Total returns for TEGS (as of 2026-10-01), from SEC filings.

TEGS Risk Information

Risk metrics for TEGS, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 11.4%

TEGS Costs and Fees

TEGS costs about $143 per $10,000 invested per year in fund expenses.

• Net expense ratio: 1.43%
• Gross expense ratio: 2.24%
• Brokerage commissions: 68.51 bps of average net assets (SEC N-CEN)

TEGS Cashflows

Over the 12 months to 2021-12, Trend Aggregation ESG ETF had net inflows of $23.07M, from monthly SEC N-PORT filings.

TEGS Debt Constituents

No individual debt constituents are reported in Trend Aggregation ESG ETF's latest SEC N-PORT filing.

TEGS Prospectus and SEC Filings

Official Trend Aggregation ESG ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2021-09-28
• Prospectus (485BPOS) — filed 2021-08-11
• Prospectus (485BPOS) — filed 2020-03-05
• Portfolio holdings (N-PORT) — filed 2022-02-28
• Portfolio holdings (N-PORT) — filed 2021-11-26
• Portfolio holdings (N-PORT) — filed 2021-08-30
• Annual census (N-CEN) — filed 2021-06-14

Related Funds

Other Developed ex-US Blend / Core Thematic Equity funds tracked on ABC INVEST:

• Defiance Robotics Actuators ETF (AT)
• SoFi Blockchain Infrastructure ETF (SETL)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.