
LATTICE
CAPITAL
MANAGEMENT
Lattice is a group of funds available to Accredited
Investors only.

OUR CREDO
At Lattice Capital Management, our mission is to cultivate superior risk-adjusted performance through the employment of skill. We approach portfolio construction and investment design with the idea that managing risk is the single most important factor in generating consistent returns. The fundamental order of importance we place on risk management is our defining strength. Lattice seeks to create its investment value through a disciplined valuation process where risk is captured and carefully mitigated in order to produce a return. We seek to compound return faster than the “market” with less risk for any given holding period.
We approach the design of investment solutions with this mission in mind, devoting ourselves to creating value for our clients. In our pursuit of true value, we are contemplative, innovative, and transparent. We are passionate about delivering performance.

OUR
PRODUCTS
Dynamic Alpha Fund
Dynamic Alpha Fund, LP seeks to produce consistent risk-adjusted returns by using cash in the portfolio to sell ETF and index options to collect option premium as a continuous income stream for the portfolio. Excess cash is invested into short-term treasuries and other cash equivalents. The excess cash is utilized as collateral in order to maintain the portfolio’s option positions. The strategy targets an ETF/index option allocation ratio of 90/10. This target ratio may be adjusted depending on the market conditions to take advantage of certain opportunities. A portion of the premium collected is continuously invested to purchase protection in long options in order to hedge and reduce the near-term delta exposure (or volatility) of the portfolio. The fund may also opportunistically invest directly in the underlying broad index ETFs and may use options as a tool to enter/exit the ETFs. The investment objective is to strategically capture premium in a variety of options and take advantage of volatility across the entire spectrum of market conditions to generate alpha.

CONTACT
LATTICE
Lattice Capital Management
1014 Market Street, Suite 100
Kirkland, WA 98033
Phone: (425) 828-4300
Fax: (425) 828-9700
Email: info@latticecm.com
For any general inquiries, please fill in the following contact form: