Our strategy seeks to achieve its objectives by monetizing the options financing rate. Investment assets are acceptable as margin collateral on exchanges like CME, NYMEX, COMEX, EUREX, etc with the advantage over T-bills of zero haircut and zero carrying charge. Portfolio gains are taxable as Section 1256 contracts (60% long term and 40% short term capital gains). The risk profile of the strategy is similar to T-bills; in fact a paper by the Fed even views the yield of such a strategy as the risk-free rate.

This strategy is the most efficient margin substitute for T-bills or cash deposits which Commodity Pool Operators, Managed Futures funds, and futures investors usually maintain substantial assets in, and can help boost investor returns by an average of ~1%.

Mayank Mohan has broad expertise in derivatives and portfolio management with pnl responsibility for over $500mm over his career. He spent 13 years on the sell side at some of the largest banks like Merrill Lynch, Bank of America, UBS and MUFG in a variety of roles within trading and risk management. He also spent 5 years on the buy side at AQR and HP in asset management and capital markets. During his transition from banking to asset management he noticed a glaring lack of effcient access to financing markets, and he is very motivated to level the playing field by offering these investment strategies as off-the-shelf investable products for institutional investors. Mayank holds an MBA from NYU Stern School of Business and a BTech from IET Lucknow, India. He is also a CFA Charterholder.