Tracking CTAs since 1994
Museum Mile Funds LLC
Optimized Collateral Strategy
Principal(s): Mayank Mohan
Strategy:
Investment Restrictions: 4.7 Exempt - QEPs Only
Statistical Reports are Subscription Based
Trading Description, Risk Strategy & Background
Museum Mile Funds LLC is a CFTC-registered CTA and a member of the NFA. We are broadening access to innovative cash management strategies that have so far been the exclusive preserve of select large institutions. We offer two SMA strategies, both of which aim for the investment objectives of consistent outperformance over 0 to 3-month treasury bills while maintaining a similar risk profile, short duration, high daily liquidity and low costs.
Our Optimized Collateral 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.
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ROR | Max DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.34% | 0.30% | – | – | – | – | – | – | – | – | – | – | 0.64% | 0.00% |
| 2025 | 0.39% | 0.34% | 0.35% | 0.36% | 0.39% | 0.34% | 0.37% | 0.38% | 0.34% | 0.35% | 0.34% | 0.40% | 4.42% | 0.00% |
| 2024 | – | – | – | – | – | – | – | – | – | – | – | 0.31% | 0.31% | 0.00% |
Track Record Compiled By: N/A
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. THERE IS A RISK OF LOSS IN FUTURES TRADING.>
Risk Disclosure
PAST PERFORMANCE DOES NOT GUARANTEE FUTURE SUCCESS. IN SOME CASES MANAGED ACCOUNTS ARE CHARGED SUBSTANTIAL COMMISSIONS AND ADVISORY FEES. THOSE ACCOUNTS SUBJECT TO THESE CHARGES, MAY NEED TO MAKE SUBSTANTIAL TRADING PROFITS JUST TO AVOID DEPLETION OF THEIR ASSETS. EACH COMMODITY TRADING ADVISOR ("CTA") IS REQUIRED BY THE COMMODITY FUTURES TRADING COMMISSION ("CFTC") TO ISSUE TO PROSPECTIVE CLIENTS A RISK DISCLOSURE DOCUMENT OUTLINING THESE FEES, CONFLICTS OF INTEREST AND OTHER ASSOCIATED RISKS. A HARD COPY OF THESE RISK DISCLOSURE DOCUMENTS ARE READILY AVAILABLE BY CLICKING ON EACH CTA'S "REQUEST DISCLOSURE DOCUMENT" BUTTON.
THE FULL RISK OF COMMODITY FUTURES, OPTIONS AND FOREX TRADING CAN NOT BE ADDRESSED IN THIS RISK DISCLOSURE STATEMENT. NO CONSIDERATION TO INVEST SHOULD BE MADE WITHOUT THOROUGHLY READING THE DISCLOSURE DOCUMENT OF EACH OF THE CTAS IN WHICH YOU MAY HAVE AN INTEREST. REQUESTING A DISCLOSURE DOCUMENT PLACES YOU UNDER NO OBLIGATION AND EACH DOCUMENT IS PROVIDED AT NO COST. THE CFTC HAS NOT PASSED UPON THE MERITS OF PARTICIPATING IN ANY OF THE FOLLOWING PROGRAMS NOR ON THE ADEQUACY OR ACCURACY OF THE DISCLOSURE DOCUMENTS. OTHER DISCLOSURE STATEMENTS ARE REQUIRED TO BE PROVIDED TO YOU BEFORE AN ACCOUNT MAY BE OPENED FOR YOU.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. PROSPECTIVE CLIENTS SHOULD NOT BASE THEIR DECISION ON INVESTING IN THIS TRADING PROGRAM SOLELY ON THE PAST PERFORMANCE PRESENTED. ADDITIONALLY, IN MAKING AN INVESTMENT DECISION, PROSPECTIVE CLIENTS MUST ALSO RELY ON THEIR OWN EXAMINATION OF THE PERSON OR ENTITY MAKING THE TRADING DECISIONS AND THE TERMS OF THE ADVISORY AGREEMENT INCLUDING THE MERITS AND RISKS INVOLVED.
AUTUMN GOLD CTA INDEXES ARE NON-INVESTABLE INDEXES COMPRISED OF THE CLIENT PERFORMANCE OF CTA PROGRAMS INCLUDED IN THE AUTUMN GOLD DATABASE AND DO NOT REPRESENT THE COMPLETE UNIVERSE OF CTAS. INVESTORS SHOULD NOTE THAT IT IS NOT POSSIBLE TO INVEST IN THESE INDEXES.