Investment Approach
The fund employs a multi-layered income framework grounded in listed equity options. Its execution stack includes:
- Long-Duration Structured Put Selling (LEAPS)Focused on deep out-of-the-money puts with 300-450 days to expiry. Designed to enter equity exposure only with significant downside buffer.
- Mid-Term Premium Rotations30-45 day secured put structures that tactically monetize high-IV environments, using strict exit timing and delta filters.
- Assigned Equity MonetizationEquities acquired via assignment are managed through covered call ladders, targeting structured yield on a rolling monthly or quarterly basis.
- Dynamic Risk Controls
- No naked short calls
- No leverage beyond 1x NAV
- Layer-level suspension if VIX exceeds internal thresholds
- Stress-tested assignment recovery protocols in place
Execution Oversight
All trades are constructed under the direction of the Head of Fund Strategy (Jamie Noguchi, CFA) and monitored by the Deputy CIO (Joel Low), with co-signature procedures at NAV-impacting layers. Portfolio exposures and risk allocations are reviewed quarterly by the Investment Committee.Custody & Admin
Assets are held with Interactive Brokers Singapore and Charles Schwab. Fund administration is handled by Krypton Fund Services. NAV is reported monthly and audited annually under IFRS.Investor Access
This sub-fund is open exclusively to Accredited and Institutional Investors under Singapore's regulatory framework. Multiple share classes are available based on liquidity preference and onboarding route.
For full offering details, redemption terms, and fund supplement, please request a due diligence package from our team.