Optionality Capital

Capital Provider Economics

Liquidity Provider Structure, Yield Ramp, and Return Model

I. Entity Structure

CAPITAL PROVIDER $100M Commitment Working Capital 16% Stabilized Yield LIQUIDITY PROVIDER Affiliated Entity 8x Annual Capital Velocity Acquire NNN PROPERTIES Credit-Tenant Retail, SE US Contribute OPTIONALITY CAPITAL DST Sponsor 2% AUM Fee on All DSTs Form DST DST PORTFOLIO 2+ yr hold, AUM accumulates Sell Interests 1031 EXCHANGE INVESTORS Hold 2+ years (IRS safe harbor) RECYCLE PROCEEDS ~45-day cycle 2% AUM FEE Entire DST portfolio Compounds each cycle

Core mechanism: Working capital recycles every ~45 days (8x/year), but each DST remains under management for 2+ years. Each cycle adds to the cumulative AUM base. The 2% management fee applies to the entire growing portfolio. $100M of working capital generates $1.6B in AUM at steady state, producing $32M/yr in recurring fee income.

II. Key Assumptions

Capital & Velocity

Facility Size$100,000,000
Average Asset Size$2,200,000
Assets per Deployment Cycle~45 properties
Deployment Cycle Duration~45 days
Annual Turns8x
Annual Gross Deployment$800,000,000
Average Utilization Rate~85%

DST Portfolio & Returns

1031 Investor Hold Period2+ years (IRS safe harbor)
Management Fee2.0% annually on AUM
Acquisition / Transfer FeesNone
Acquisition Cap Rate6.00% – 6.50%
Weighted Avg. Lease Term10 – 20 years
GeographySoutheast United States
LP Yield per Cohort~2%
Stabilized Annual Yield~16%

III. LP Yield Ramp from Capital Recycling

The capital provider earns approximately 2% on committed capital per deployment cohort. As the recycling engine reaches full velocity (8 cohorts per year), the annualized yield stabilizes at approximately 16%. The ramp reflects the time required to fill all cohort slots.

Yield Build by Deployment Cohort

2%
Cohort 1
~Day 45
4%
Cohort 2
~Day 90
6%
Cohort 3
~Day 135
8%
Cohort 4
~Day 180
10%
Cohort 5
~Day 225
12%
Cohort 6
~Day 270
14%
Cohort 7
~Day 315
16%
Cohort 8
~Day 360
16%
Year 2+
Stabilized

Each cohort contributes ~2% to the annualized yield. At 8 cohorts/year, yield stabilizes at ~16%.

LP Yield Ramp Schedule

CohortElapsed TimeCapital DeployedCohort Return (2%)Cumulative Annual YieldStatus
1~45 days$100M$2.0M2%Ramp
2~90 days$100M$2.0M4%Ramp
3~135 days$100M$2.0M6%Ramp
4~180 days$100M$2.0M8%Ramp
5~225 days$100M$2.0M10%Ramp
6~270 days$100M$2.0M12%Ramp
7~315 days$100M$2.0M14%Ramp
8~360 days$100M$2.0M16%Stabilized

Capital is returned and redeployed at the conclusion of each ~45-day cycle. The 2% per-cohort yield reflects the net spread earned on each deployment, inclusive of placement economics and management fee accrual. Yield stabilizes once all 8 annual cohort slots are concurrently active.

$100M committed capital × 2% per cohort × 8 cohorts/year = $16M annual distributions at stabilization. The first-year ramp reflects deployment timing, not credit risk. By month 12, all cohort slots are filled and the yield is fully stabilized at 16%.

IV. AUM Accumulation

Each deployment cycle creates approximately $100M in new DST assets that remain under management for a minimum of two years. Because working capital recycles 8x annually while DSTs persist, assets under management compound rapidly.

AUM Build & Fee Income by Quarter

PeriodCycles (Cumul.)New DST AUMDispositionsTotal AUMFee RateQuarterly FeeAnnualized Fee
Y1 Q12$200M$200M2.0%$1.0M$4.0M
Y1 Q24$200M$400M2.0%$2.0M$8.0M
Y1 Q36$200M$600M2.0%$3.0M$12.0M
Y1 Q48$200M$800M2.0%$4.0M$16.0M
Y2 Q110$200M$1,000M2.0%$5.0M$20.0M
Y2 Q212$200M$1,200M2.0%$6.0M$24.0M
Y2 Q314$200M$1,400M2.0%$7.0M$28.0M
Y2 Q416$200M$1,600M2.0%$8.0M$32.0M
Y3 Q118$200M($200M)$1,600M2.0%$8.0M$32.0M
Steady State (Year 3+)$1,600M2.0%$8.0M$32.0M/yr

Earliest DSTs reach disposition at quarter 9 (beginning of Year 3), consistent with the two-year IRS safe harbor. At steady state, new deployments replace dispositions and AUM plateaus at approximately $1.6B.

AUM Accumulation ($M)

$200M
Y1Q1
$400M
Y1Q2
$600M
Y1Q3
$800M
Y1Q4
$1.0B
Y2Q1
$1.2B
Y2Q2
$1.4B
Y2Q3
$1.6B
Y2Q4
$1.6B
Y3+

AUM scales linearly for two years, plateaus as earliest DSTs reach disposition

V. Distribution Waterfall

1
Return of Capital — 100% of deployed capital returned upon each DST placement (~45-day cycle)
$100,000,000
2
Preferred Return — ~2% per cohort, ramping to 16% annualized at stabilization
$16,000,000 / yr
3
Sponsor Catch-Up — Sponsor receives distributions to agreed share of excess above preferred return
Per agreement
4
Residual Split — Remaining net income allocated per LP agreement
Per agreement
5
Disposition Proceeds — Net proceeds upon DST property sale (Year 2+) distributed per waterfall
Per waterfall

VI. Fee Structure

FeeRateBasisNotes
Management Fee2.0%Total DST portfolio AUMSole revenue driver
Acquisition FeeNoneNo upfront load
Transfer / Disposition FeeNoneNo backend load

The 8x capital velocity transforms the 2% AUM fee into a 16% effective annual rate on committed capital. No transaction fees are charged. The fee structure aligns sponsor and LP interests: Optionality Capital earns only when DSTs are successfully placed and managed.

VII. Capital Provider Protections

Structural Protections

Governance & Reporting

VIII. Founding Team

Mark Zhang — Chief Investment Officer

9 years in institutional multifamily real estate private equity

Yuan Wang — Chief Technology Officer

Quantitative trading, systems engineering, venture investing

Complementary expertise. Zhang contributes institutional deal flow, underwriting discipline, and capital markets relationships honed across 3,700+ units and $32B+ in managed assets at GID. Wang contributes the technology infrastructure to automate DST formation, investor matching, and capital recycling at 8x velocity — plus institutional-grade systems experience from Bridgewater, Tower, and HG Vora. Both Princeton 2017.

IX. Broker-Dealer Requirement — Structural Competitive Advantage

Regulatory Framework

DST interests are securities under federal law. Each sale of a DST interest constitutes a securities transaction requiring execution through a FINRA-registered broker-dealer with appropriately licensed registered representatives (Series 7, Series 63/66). SEC Rule 3a4-1 and applicable FINRA regulations govern all distribution activity.

Compliance Infrastructure

Why This Creates a Moat

Distribution Channel Comparison

ApproachTime to MarketMargin RetentionVelocity CompatibilityLP Confidence
Owned / Affiliated BD12–18 months (one-time)FullBuilt for 8xInstitutional grade
Third-party selling group3–6 months30–50% shared1x optimizedModerate
No BD (non-compliant)ImmediateN/AN/AEnforcement risk

The broker-dealer is not merely a compliance requirement. It is the distribution engine. Without controlled distribution, capital cannot recycle at 8x velocity, and the AUM compounding mechanism fails. Early investment in BD infrastructure creates a structural advantage that compounds with each month of operation.

X. Competitive Positioning — 1031 Investor Perspective

You have 45 days to identify replacement property and 180 days to close. Below are three ways to frame the choice between a traditional DST and Optionality Capital — select the format that resonates most.

Option A — Detailed Fee & Yield Comparison Table
Dimension Traditional DST Optionality Capital
Upfront Fee Load — on a $100M acquisition
Acquisition Fee (sponsor) $2.5M  (2.5%) $0
Broker-Dealer Selling Commission $3.9M  (7% of equity) $0
Managing Broker / Due Diligence Fee $0.8M  (1.5% of equity) $0
Disposition Fee at Exit (sponsor, reserved) $2.0M  (2.0% of sale) $0
Financing, Legal & Organizational $2.0M $2.0M
Offering Costs & Reserves $3.8M $8.0M
Total Capitalization $115M $110M
Excess Over Asset Value $15M  (15%) $10M  (10%)
Ongoing Annual Fees
Annual Management / Asset Mgmt Fee 1.5–2.0% of AUM 2.0% of AUM
Ongoing Broker-Dealer Trail 0.25–0.50%/yr $0
Hold Period & Liquidity
Required Hold Period 7–10 years 2+ years (IRS minimum)
Early Exit / Secondary Market 15%+ discount to NAV Structured — no deep discount
Next 1031 Opportunity Decade away 2+ years — re-exchange sooner
Investor Yield — Same $100M Asset, 6% Cap Rate, 60% LTV
Equity Invested by 1031 Investors $55M $50M
Annual NOI less Debt Service $2.1M $2.1M
Cash-on-Cash Annual Yield 3.82% 4.20%
Yield Advantage +38 bps / +10% more income
Sponsor Alignment
When Does Sponsor Get Paid? Day 1 (acquisition fee) Ongoing — only while managing
Incentive to Preserve NAV Low — already paid High — fee tied to AUM value
Asset Quality / Tenant Credit Varies widely Investment-grade NNN only

Debt service assumes $60M at 6.5%. Traditional ongoing BD trail excluded from yield calc for simplicity — inclusion widens the gap further. Disposition fee impact not reflected in annual yield but reduces total return at exit.

Option B — Side-by-Side Investor Cards
Traditional DST
Annual Cash Yield
3.82%
on same $100M NNN asset
Fee Load (at closing)
Acquisition fee$2.5M
BD selling commission$3.9M
Managing broker fee$0.8M
Disposition fee (at exit)$2.0M
Total excess over asset$15M
7–10 Year Lock-Up 15%+ NAV Discount to Exit Early
Sponsor paid Day 1 — incentive misaligned
Optionality Capital DST
Annual Cash Yield
4.20%
same asset · +38 bps · +10% more income
Fee Load (at closing)
Acquisition fee$0
BD selling commission$0
Managing broker fee$0
Disposition fee$0
Total excess over asset$10M
2-Year Minimum Hold Re-Exchange Sooner
2% AUM — Sponsor earns only while managing
Option C — $100M Capitalization Anatomy (Same Asset, Two Structures)
A 1031 investor buying into a $100M NNN property pays $5M more per deal in a traditional DST — capital that never works for them.
Traditional DST
Asset Purchase$100M
Financing & Legal$2.0M
Offering Costs & Reserves$3.8M
Managing Broker Fee$0.8M
Disposition Fee (exit)$2.0M
BD Selling Commission$3.9M
Acquisition Fee$2.5M
$115M
3.82% cash-on-cash yield
vs
Optionality Capital DST
Asset Purchase$100M
Financing & Legal$2.0M
Reserves & Organizational$8.0M
$110M
4.20% cash-on-cash yield
The $5M Difference

On a $100M acquisition, a traditional DST investor pays $5M more in fees for the identical property. That $5M earns nothing — it goes to the sponsor and its distribution chain on day one.

Across a $5M DST investment at typical sizing, that fee drag reduces your annual yield by ~40 basis points and compounds negatively across the hold period.

Bar heights are proportional to dollar amounts. Ongoing 2% AUM fee (Optionality Capital) not capitalized — it is earned monthly over the hold period and aligns sponsor incentive with investor NAV.

XI. Additional 1031 Investor Differentiators

Hold Period & Re-Exchange Optionality

Traditional DSTs lock investors in for 7–10 years. Optionality Capital DSTs target a 2-year minimum hold — the IRS safe harbor — allowing investors to 1031 exchange again sooner, deferring additional capital gains and compounding tax-sheltered wealth faster.

Early Exit: 15%+ Penalty vs Structured Path

There is no liquid secondary market for traditional DST interests. A forced sale or hardship redemption typically executes at a 15–25% discount to NAV. Optionality Capital's controlled cycle gives investors a defined, NAV-based exit path aligned with the property's actual value.

Sponsor Alignment — Paid Ongoing, Not Upfront

Traditional DST sponsors collect acquisition fees at closing — they are financially indifferent to what happens next. Optionality Capital earns its 2% AUM fee monthly only while assets are under management. Our revenue disappears if we mismanage the asset or fail to preserve NAV.

Fee Transparency — One Number vs Buried Stack

Traditional DST offering documents can run 200+ pages with fees scattered across selling commissions, trail fees, asset management fees, acquisition fees, and disposition fees. Optionality Capital discloses a single fee: 2% AUM annually. No acquisition. No disposition. No trail.

Asset Quality — Investment-Grade Only

Traditional DST portfolios vary widely in tenant credit quality and asset class. Optionality Capital focuses exclusively on NNN-leased properties with investment-grade credit tenants — stable, predictable cash flows with minimal landlord obligation and lower vacancy risk.

Speed to Close — Structural Demand vs Hope

Traditional DST sponsors must market each offering and hope to attract enough 1031 buyers before the investor's 180-day deadline. Optionality Capital's model creates structural, recurring 1031 demand — reducing placement risk and allowing faster closes that protect investor deadlines.

Confidential — For Qualified Investors Only — Optionality Capital LLC — This document does not constitute an offer to sell or a solicitation of an offer to buy any securities — Subject to revision