Shelton Equity Premium Income ETF · AMEX:SEPI
Shelton Equity Premium Income ETF — Shelton Tactical Credit Fund — Investor Presentation (June 2026)
28 slides from Shelton Equity Premium Income ETF's investor presentation, Jun 30, 2026
Slide 1: Shelton Tactical Credit Fund 2Q 2026 Presentation
Shelton Tactical Credit Fund (DEBIX, DEBTX) 2Q 2026 Presentation I Shelton Capital Management June 30, 2026 THIS PRESENTATION IS FOR FINANCIAL PROFESSIONAL USE ONLY.
Slide 2: Important Information
I Important Information I It is possible to lose money by investing in a fund. Past performance does not guarantee future results and current performance may be lower or higher than the performance data quoted. I An investment in the Fund is generally subject to market risk, including the possible l
Slide 3: Important Information
I Important Information I This document does not constitute advice or a recommendation or offer to sell or a solicitation to deal in any security or financial product. It is provided for information purposes only and on the understanding that the recipient has sufficient knowledge and experience to
Slide 4: Shelton Capital Management
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. Denver, CO Assets I
Slide 5: Fixed Income Investment Team
I Fixed Income Investment Team Peter Higgins Head of Fixed Income Jeffrey Rosenkranz Chris Walsh Portfolio Manager Portfolio Analyst Marqus Avalos Mclain Ralston Kenny Sklar Jane Senaldi Trading & Operations Trading & Operations Trading & Operations Trading & Operations THIS PRESENTATION IS FOR FINA
Slide 6: Portfolio Management Team
I Portfolio Management Team Peter Higgins - Head of Fixed Income and Senior Portfolio Manager • Mr. Higgins has over 25 years of global leveraged finance experience across investment banking, capital markets, high-yield trading/research, and portfolio management. • Former Partner and Lead Portfolio
Slide 7: Market Opportunity
I Market Opportunity “Income” is back in fixed income and DEBIX can source greater yield, supplementing Agg exposure I Investors could benefit from an extremely attractive entry point now I Fund potentially benefits from targeting higher yielding fixed income products Yield by Fixed Income Product 8
Slide 8: Why Focus on Technicals and Fundamentals?
I Why Focus on Technicals and Fundamentals? • Macroeconomic fundamentals influence central banks' interest rate decisions • Microeconomic fundamentals influence an issuer's credit quality • Market technicals are heavily influenced by supply and demand All fixed income products can be influenced by b
Slide 9: Why Consider the Shelton Tactical Credit Fund?
I Why Consider the Shelton Tactical Credit Fund? Differentiated Credit-Focused Fixed Income Total Return Strategy Income + Appreciation = Total Return • Flexibility matters: DEBIX seeks to optimize investor returns by increasing the opportunity set to tactically invest across all macro, credit, and
Slide 10: Flexibility Matters
I Flexibility Matters DEBIX has the ability to dynamically switch between fixed income products... |P ivoting investments tactically towards the highest net returning products seeks to produce outperformance Source: Bloomberg Indices: Bloomberg USAgg Index (“LBUSTRUU”), Bloomberg US Treasury Index (
Slide 11: Tactical Approach Based on Investment Outlook
I Tactical Approach Based on Investment Outlook |T he ability to opportunistically reallocate assets depending on • Increase shorter duration credit exposure, • Increase shorter duration credit exposure, HIGHER RATES overweight offensive credit allocation overweight defensive credit allocation credi
Slide 12: Investment Overview
I Investment Overview Pursuing sustainable risk-adjusted total returns throughout the credit cycle Philosophy Methodology Process Results • Total return mindset to • Absolute return focus • Team-oriented macro • Best ideas portfolio capture income on core holdings views to determine • Seeks peer gro
Slide 13: Investment Process
I Investment Process Team effort prioritizing a top-down approach to asset/sector allocation & bottom-up fundamental research Top-Down Bottom-Up Investment Decision Portfolio Construction • Result: Best Ideas Portfolio • Idea Generation: • Concentrated Risk with 30- Preliminary analysis to form • Se
Slide 14: DEBIX Portfolio Construction Across a Full Credit Cycle
I DEBIX Portfolio Construction Across a Full Credit Cycle Filling buckets with fundamentally sound issuers creates a full portfolio with concentrated risk Core Bucket = 25-75% of NAV Portfolio Characteristics Across a Full Cycle Opportunistic Bucket = 25-75% of NAV Long Risk • Concentrated risk with
Slide 15: Actively Managing Core vs. Opportunistic
I DEBIX Portfolio Construction: Actively Managing Core vs. Opportunistic Economic downturns typically provide more chances for opportunistic investment For illustrative purposes only. Investment product mix subject to change. These potential portfolio positions and movements represent general statem
Slide 16: Meet Some of DEBIX's Top Holdings
I Meet Some of DEBIX's Top Holdings Specific investments described herein do not represent all investment decisions made by the management team. The reader should not assume that investment decisions identified and discussed were or will be profitable. Specific investment advice references provided
Slide 17: Illustrative Investment Snapshot: Sun Communities
I Illustrative Investment Snapshot Sun Communities Bond Holdings Business Description • SUI 5.70% 01/15/33 • Sun Communities is a leading owner and manager of manufactured homes and RV communities in the US, particularly • Cusip: 866677AJ6 • Ratings: Baa2/BBB+ in the Southeast. The company has capit
Slide 18: Illustrative Investment Snapshot: BlueTriton Brands
I Illustrative Investment Snapshot BlueTriton Brands Business Description Bond Holdings • BlueTriton Brands is the carveout of Nestle's vertically integrated North American water business, the #1 supplier of • TRIWAT 6.25% 04/01/29 bottled water in the US with a ~20% share. BlueTriton has 6 regional
Slide 19: Illustrative Investment Snapshot: Warner Music Group
I Illustrative Investment Snapshot Warner Music Group Business Description Bond Holdings • Warner Music Group is one of the largest music entertainment companies in the world and is the third largest of the “big • WMG 3.00% 2/15/31 three” global recording companies, after Universal Music Group (UMG)
Slide 20: Illustrative Investment Snapshot: PetSmart Inc.
I Illustrative Investment Snapshot PetSmart Inc. Business Description Bond Holdings • PetSmart is the largest specialty retailer of pet products and services with over 1,600 stores and full omnichannel • PETM 7.75% 2/15/29 capabilities. The company offers thousands of products, from food and other c
Slide 21: Illustrative Investment Snapshot: Hawaiian Airlines
I Illustrative Investment Snapshot Hawaiian Airlines Business Description Bond Holdings • Hawaiian Holdings through its main subsidiary Hawaiian Airlines, is the largest airline serving Hawaii, both from the • HA 5.75% 1/20/26 mainland US and Asia, as well as it’s amongst the Hawaiian Islands. The c
Slide 22: Where Does DEBIX Fit in a Client's Portfolio?
I Where Does DEBIX Fit in a Client's Portfolio? • We believe Fixed Income remains an important component in any investor’s overall portfolio • Typically, most of the fixed income allocation is in low-cost beta index products – ETFs that provide broad market exposure • With a low correlation to these
Slide 23: Where DEBIX Fits in Your Core Fixed Income Allocation
I Where DEBIX Fits in Your Core Fixed Income Allocation Adding a 60% slice of DEBIX improved the investor's risk-return profile by: Sharpe Ratio Sortino Ratio Returns 60% 40% DEBIX bps % bps % bps % Agg 33 168% 11 57% 145 119% Adding a 30% slice of DEBIX improved the investor's 100% risk-return prof
Slide 24: Where DEBIX Fits in Your Core Fixed Income Plus Allocation
I Where DEBIX Fits in Your Core Fixed Income Plus Allocation Adding a 60% slice of DEBIX improved the investor's risk-return profile by: Sharpe Ratio Sortino Ratio Returns 10% HY bps % bps % bps % 60% 30% DEBIX Agg 21 57% -0.04 -13% 74 32% 70% 30% Agg HY Adding a 30% slice of DEBIX improved the inve
Slide 25: Total Returns
I Total Returns 2Q26 YTD 1 year 3 years 5 years 10 years I Average Annual Total DEBIX 2.87% 2.08% 5.46% 6.97% 2.82% 3.61% Returns (net of fees) DEBTX 2.83% 1.98% 5.20% 6.70% 2.56% 3.36% as of June 30, 2026 Bloomberg US Aggregate Bond Index 0.67% 0.62% 3.79% 4.15% 0.08% 1.54% Difference (DEBIX vs. Ag
Slide 26: Fund and Risk Characteristics
I Fund and Risk Characteristics I Characteristics as of Sector Exposure Top 10 Holdings Ratings Exposure March 31, 2026 Consumer Discretionary 35.19% United States Treasury Bill 10.06% AAA 10.06% Communications 12.18% Iron Mountain Inc. 3.40% AA 0.00% Consumer Staples 12.15% Beach Acquisition Bidco
Slide 27: Performance of a $10,000 Investment
I Performance of a $10,000 Investment I A hypothetical initial investment of $10,000 on 12/12/13, net of fees and including reinvested dividends, would have grown to $16,474 as of 6/30/2026. 2Q26 YTD 1 year 3 years 5 years 10 years DEBIX $10,287.32 $10,208.38 $10,546.11 $12,238.84 $11,491.91 $14,262
Slide 28: 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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