Investment Overview

Strategy Description

The RLA I Program is a discretionary managed futures program that attempts to identify fundamental changes in supply and demand that will correlate to and be highly predictive of cash market movements. The program primarily trades futures and options on futures contracts on soybeans and soybean products, i.e., soybean meal and soybean oil, traded on the Chicago Board of Trade (CBOT).
Investment Highlights

Investment Category

Managed Futures

Investment Strategy

Commodity Spread Trading, Discretionary Trading

Investment Structure

Managed Account

Return Driver - Alpha

Our Edge
Research, Finding Mispricings, Valuation Expertise
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Commodities, Agricultural Markets

Instruments Traded

Futures, Options, Option Spreads

Risk Management

Options, Hedges, Active management
Investment Structure

Legal Structure

Managed Accounts

Management Fee (%)

2%

Incentive Fee (%)

20%
Service Providers