Core Alternative ETF · AMEX:CCOR
Core Alternative ETF — Core Alternative Capital — Investor Presentation (October 2025)
14 slides from Core Alternative ETF's investor presentation, October 2025
Slide 1: Optimized Equity Income ETF (NYSE: OEI)
Optimized Equity Income ETF (NYSE: OEI) www.corealtfunds.com CORE ALTERNATIVE CAPITAL WWW.COREALTFUNDS.COM FOR INSTITUTIONAL USE ONLY
Slide 2: A Smarter Way Forward
A Smarter Way Forward Income with upside potential AND downside risk mitigation Long Stock Dividends and Portfolio Premium Income Broad equity market Generate consistent monthly exposure with active distributions targeting ~10% management across 75+ yield through strategic dividend individual holdin
Slide 3: Why Choose This Strategy
Why Choose This Strategy WHY CORE ALTERNATIVE WHY OPTIMIZED INCOME HOW DOES IT FIT Deep breadth of capabilities in a The team saw an opportunity to Lower volatility equity solution team managing stock and option leverage its expertise to build with high current income portfolios for 20+ years upon a
Slide 4: Equity Income Funds – How OEI Innovates
Equity Income Funds – How OEI Innovates Leverage portfolio team’s expertise to strive for better outcomes Pitfalls of Systematic Approach Optimized Solutions 01 Exposure to tail risk • In rapid market swings, may cap significant Tail risk option strategy upside potential with minimal downside buffer
Slide 5: Return Distributions – Years of Data
Return Distributions – 30 Years of Data Long-term holding periods characterized by high skewness Optimized Approach Relies on the Data One Week 25.0% • Returns over shorter time periods approach a normal 20.0% Frequency of Returns distribution 15.0% • Longer time frames clearly favor the tails 10.0%
Slide 6: Options Market Presents Opportunity
Options Market Presents Opportunity Numerous variables impact price, prime for active management Systematic option trading leaves portfolios subject to inopportune sizing and/or timing, potentially capping gains and solidifying loses Experienced Risk Managers • 25+ years of option trading experience
Slide 7: Portfolio Composition
Portfolio Composition Core components working in concert ~1-2% Cash 01 Call writing • ~90% long equity portfolio Equity • 70+ diversified holdings Call/Put Buying • Dividend income in line with broader market 02 03 • ~1% call writing (short) • ~1-3% hedging strategy • Primarily S&P 500 Index options
Slide 8: Targeted Risk – Return Positioning
Targeted Risk – Return Positioning Considerations in a broader portfolio context Higher Risk Portfolio Objectives • Growth stocks • Thoughtful approach to equities and options 1 • Value stocks • Generate higher income than most fixed income products • Participate in equity upside with lower risk • H
Slide 9: Income generation strategy
Income generation strategy Monthly distributions funded from stocks and options Notable features 75% • Targeted ~10% annual income through combined stock dividends and call premiums Premium Income • Consistent monthly distributions1 Approximately 7.5% annual yield from strategic call option premiums
Slide 10: Three Pillars of Differentiation
Three Pillars of Differentiation Start with a solid foundation and seek ways to build up Three Pillars Systematic Approach Optimized Approach Income Call selling with formulaic timing, Adjust option strategy based on notional amounts, and strike market environment. Maximize positioning relative to s
Slide 11: Systematic vs. Optimized – Income Generation
Systematic vs. Optimized – Income Generation Systematic Approach ~10% • Formulaic, systematic execution regardless of market conditions ~7.5% • Timing and severity of market drawdowns critical • Risk of capping gains on sharp reversals Optimized Approach • Adjust option strategy based on market envi
Slide 12: Systematic vs. Optimized – Capital Appreciation
Systematic vs. Optimized – Capital Appreciation Systematic Approach • Follow large cap equity index passively • Index increasingly concentrated in mega-cap stocks • Limited flexibility in position sizing, managing idiosyncratic risk Optimized Approach • Broad equity market exposure with active manag
Slide 13: Systematic vs. Optimized – Tail-Risk Strategy
Systematic vs. Optimized – Tail-Risk Strategy Systematic Approach • Follow index with increasing concentration • No ability to adapt to market conditions The tail risk strategy is designed • Limited protection mechanisms, leaving right and left tails exposed to enhance performance during outsized ma
Slide 14: Investors should consider the investment objectives, risk factors, charges, and expenses carefully before investing.
Investors should consider the investment objectives, risk factors, charges, and expenses carefully before investing. For a prospectus or summary prospectus with this and other information about the Core Alternative ETFs please call 1-800-617-4004 (ETF INFO) or visit our website at www.corealtfunds.c
Core Alternative Capital — Investor Presentation (October 2025) on 6ix