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Hedge Fund
Rimrock Structured Product Fund - AlphaMaven Performance Report
February 2023 - Hedge Fund
The Rimrock Structured Product Fund (the “Fund”) is a hedged fixed income fund. The Fund’s strategy is to exploit structural and technical inefficiencies in the market, especially in the mortgage-backed securities (“MBS”), asset-backed securities (“ABS”), commercial mortgage-backed securities (“CMBS”) as well as other structured product sectors of the fixed income market, and to enhance the Fund’s risk-adjusted returns through the use of prudent leverage and hedging