Optimized Collateral Yield

Our Optimized Collateral Yield strategy is a unique SMA solution customized to the needs of CPOs and CTAs with the following features:

• seeks to consistently outperform 0-3 month US T-bills while maintaining a similar risk profile and high daily liquidity

• investment assets are acceptable as CME margin collateral, with the advantage over T-bills of zero haircut and zero carrying charge

• taxed as Section 1256 contracts (60% long term and 40% short term capital gains)

• Management Fee: 0.10%; Performance Fee: None; Minimum Investment: $5M

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