CTA Report

Museum Mile Funds LLC / Optimized Collateral Yield Strategy
Accepting New Investors: Yes
4.7 Exempt - QEPs Only

Performance Since December 2024

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024												0.30%

	2024
ROR	0.30%
Max DD	0.00%

The Notes Below Are An Integral Part of this Report | Track Record Compiled By: N/A

Program Description: 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 o?er two SMA strategies, both of which aim for the investment objectives of consistent outperformance over 0-3 month treasury bills while maintaining a similar risk profile, short duration, high daily liquidity and low costs.

Our Optimized Collateral Yield strategy seeks to achieve its objectives by monetizing the options financing rate. Investment assets are acceptable as CME margin collateral 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).

Investment Information

Program Start Date	Dec-2024
Minimum Investment	1,000,000
Management Fee	0.10%
Incentive Fee	0.00%
Margin
Round Turns per Million	0
Currency	US Dollar
NFA No:	#0567314

Trading Strategy

Market Segment

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Program Statistics
Peak-to-Valley Drawdown (1) (Dec 2024 - Dec 1969)	0.00%
Worst Monthly Return (Dec 2024)	0.30%
Current Losing Streak	0.00%
Average Monthly Return	0.30%

Annualized Statistics
Annualized Compounded ROR (2)	N/A%
Standard Deviation	%
Sharpe Ratio (4)
36 Month Calmar Ratio (3)	N/A

Park Avenue Asset Management | Manhattan ~ New York City
Toll Free: (877) 611-PAAM | Local: (212) 600-2883 Email: [email protected] | Web Address: http://www.parkavenueassetmgt.com

Time Window Analysis

Length	Best	Average	Worst
1 mo	0.3%	0.3%	0.3%

Historical Drawdown and Recoveries***

Start	Depth	Length	Recovery	End

Comparisons	Program	AG CTA Index
Annualized Compound ROR	3.66%	6.04%
Cumulative Return	0.30%	0.49%
Cumulative VAMI (5)	1003	1005
Largest Monthly Gain	0.30%	0.49%
Largest Monthly Loss	0.30%	0.49%
Correlation	—
Last 12 Months	0.30%	4.52%
Last 36 Months	0.30%	12.90%

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Park Avenue Asset Management | Manhattan ~ New York City
Toll Free: (877) 611-PAAM | Local: (212) 600-2883 Email: [email protected] | Web Address: http://www.parkavenueassetmgt.com

+ NOTES:

A Qualified Eligible Person must meet the following two requirements: 1) the investor must first be an accredited investor. The most common ways for this are to either have a net worth of $1,000,000 or more OR an annual income of $200,000 or more for the last two years OR, combined with a spouse, $300,000 per year for two years, 2) the investor must meet an additional portfolio requirement, which is having $4,000,000 in securities holdings OR the person must have on deposit with a Futures Commission Merchant at least $400,000 in exchange-specified initial margin and option premiums, and required minimum security deposit for retail forex transactions.

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE PERSONS, THIS BROCHURE OR ACCOUNT DOCUMENT IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION. THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE. CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR THIS BROCHURE OR ACCOUNT DOCUMENT.

** The drawdown begins in the month listed as start. The length in months of the drawdown is listed under length. The recovery begins in the following month, and the length of the recovery period is listed under recovery. The date listed as end is the month that the program recovered from the drawdown.

Please note that the monthly performance numbers, ROR and Drawdowns are based on end of month values and are not reflective of intramonth volatility.

Statistical Notes

1. Peak to Valley Drawdown ("Maximum Drawdown") is the worst drawdown % loss over the period of 2024-12-31 to 2025-01-01

2. ROR calculations are not provided when there are less than 12 data points.

3. Calmar Ratio Uses last 36 months of Data

ROR = Rate of Return

AG CTA Index: The Autumn Gold CTA Index is a Non-Investable Index comprised of the client performance of all CTA programs included in the AG database and does not represent the complete universe of CTAs. CTA programs with proprietary performance are not included. Monthly numbers are updated until 45 days after the end of the month. Investors should note that it is not possible to invest in this index.

This report has been prepared from information provided by the Trader and is believed to be reliable. This report should be read in conjunction with the Trader's Disclosure Document.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS. THERE ARE NO GUARANTEES OF PROFIT NO MATTER WHO IS MANAGING YOUR MONEY. THERE IS AN UNLIMITED RISK OF LOSS IN SELLING OPTIONS. YOU SHOULD CAREFULLY CONSIDER WHETHER COMMODITY FUTURES AND OPTIONS IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. AN INVESTOR MUST READ AND UNDERSTAND THE MANAGER'S CURRENT DISCLOSURE DOCUMENT BEFORE INVESTING.

Park Avenue Asset Management | Manhattan ~ New York City
Toll Free: (877) 611-PAAM | Local: (212) 600-2883 Email: [email protected] | Web Address: http://www.parkavenueassetmgt.com