Jocassee Quantitative, LLC

Jocassee Quantitative, LLC is a financial advisor firm established in 2020 by Allan J. Thompson III, based in Charlottesville, VA, with a secondary office in New York, NY. The firm specializes in providing discretionary investment advice to a private investment fund, managing regulatory assets under management of $605,582,600 as of December 31, 2022. The firm negotiates management fees annually with the fund's general partner and receives performance fees based on net trading profits. Jocassee Quantitative employs process-driven, systematic credit investment management strategies, utilizing quantitative analysis to forecast future behavior of investments. The firm may also employ strategies driven by economic intuition and investing experience. Clients should be aware of the speculative nature of alternative investment strategies, including risks associated with leverage, interest rates, currencies, volatility, liquidity, and market conditions. The firm's Code of Ethics emphasizes placing clients' interests first and compliance with securities laws. Jocassee Quantitative reviews transactions and positions daily, seeks best execution in brokerage practices, and does not use soft dollars. The firm does not exercise custody over client assets and operates under investment discretion as outlined in the investment management agreement. Proxy voting is generally not applicable to the firm's investment strategy.