Capital Provider Economics

Optionality Capital — Liquidity Provider Structure & Return Model (v2)

I. Entity Structure

CAPITAL PROVIDERS LP Equity Investors Working Capital 8-18% Pref Return LIQUIDITY PROVIDER LLC 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+ year hold, AUM accumulates Sell Interests 1031 EXCHANGE INVESTORS Hold 2+ years (IRS safe harbor) RECYCLE PROCEEDS ~45-day cycle 2% AUM FEE On entire DST portfolio Compounds with each cycle

The key insight: Working capital recycles every ~45 days (8x/year), but each DST stays under management for 2+ years. Every cycle ADDS to the cumulative AUM base. The 2% AUM fee applies to the entire growing portfolio, not just the current deployment. $25M of working capital builds a $200M+ AUM portfolio within one year, generating $4M+/yr in recurring management fees.

II. Corrected Assumptions

Capital & Velocity

Capital Provider Commitment$25,000,000
Average Property Size$2,200,000
Properties per Cycle~11 properties
Deployment Cycle~45 days
Annual Turns8x
Cumulative Annual Deployment$200,000,000
Average Utilization~85%

DST Portfolio

1031 Investor Hold Period2+ years (IRS safe harbor)
AUM Fee2.0% annually
Acquisition/Transfer FeesNone
Acquisition Cap Rate6.00% - 6.50%
Remaining Lease Term10 - 20 years
GeographySE United States
LP Preferred Return Range8% - 18%

III. The AUM Ramp — This is the Whole Game

Each deployment cycle creates ~$25M in new DSTs that stay under management for 2+ years. Because the working capital recycles 8x/year but DSTs persist, the AUM base compounds rapidly.

AUM Build & Fee Income by Quarter (Year 1-3)

PeriodCycles (Cumul.)New DST AUMDSTs DisposedTotal AUMAnnual Fee RateQuarterly Fee IncomeAnnualized Fee Income
Y1 Q12$50M$0$50M2.0%$250K$1.0M
Y1 Q24$50M$0$100M2.0%$500K$2.0M
Y1 Q36$50M$0$150M2.0%$750K$3.0M
Y1 Q48$50M$0$200M2.0%$1,000K$4.0M
Y2 Q110$50M$0$250M2.0%$1,250K$5.0M
Y2 Q212$50M$0$300M2.0%$1,500K$6.0M
Y2 Q314$50M$0$350M2.0%$1,750K$7.0M
Y2 Q416$50M$0$400M2.0%$2,000K$8.0M
Y3 Q118$50M($50M)$400M2.0%$2,000K$8.0M
Y3 Q220$50M($50M)$400M2.0%$2,000K$8.0M
Steady State (Year 3+)$400M2.0%$2,000K$8.0M/yr

Assumes earliest DSTs begin disposition at quarter 9 (start of Year 3), maintaining 2-year minimum hold. Steady state: new deployments replace dispositions, AUM plateaus at ~$400M.

$25M of working capital generates $8M/yr in recurring AUM fees at steady state. That's a 32% annual yield on the capital base, before any placement spread or disposition gains. The 8x velocity is the multiplier. No transfer fees, no acquisition fees needed. The AUM fee does all the work.

AUM Ramp Visualization ($M)

$50M
Y1Q1
$100M
Y1Q2
$150M
Y1Q3
$200M
Y1Q4
$250M
Y2Q1
$300M
Y2Q2
$350M
Y2Q3
$400M
Y2Q4
$400M
Y3Q1
$400M
Y3Q2

AUM grows linearly for 2 years, then plateaus as earliest DSTs begin disposition

IV. Capital Provider Returns — The Ramp to 18%

LP Equity Return Profile

PeriodAUMAUM Fee IncomeLess: OpExNet to LPAnnualized Return on $25M
Year 1 (avg AUM $125M)$50M - $200M$2,500K($500K)$2,000K8.0%
Year 2 (avg AUM $300M)$200M - $400M$6,000K($750K)$5,250K21.0%*
Year 3+ (steady state $400M)$400M$8,000K($1,000K)$7,000K28.0%*

*Gross to LP vehicle before promote/carry to sponsor. The 8-18% preferred return range reflects the ramp: capital providers earn ~8% in Year 1 as AUM builds, ramping toward the upper end as the fee base matures. Excess above preferred return is split per waterfall.

Return Ramp: Why the Range is 8% to 18%

Unlike a traditional fund that deploys once and waits for returns, this structure has a built-in return ramp:

The 18% ceiling reflects the steady-state economics where the compounding AUM fee fully kicks in. This is not aspirational — it's the mathematical result of 8x velocity and 2% AUM.

V. Distribution Waterfall

1
Return of Capital — Capital providers receive 100% of deployed capital back upon each DST placement (~45-day cycle)
$25,000,000
2
Preferred Return — 8% - 18% annualized on committed capital (ramps with AUM build)
$2.0M - $4.5M/yr
3
Sponsor Catch-Up — Sponsor receives distributions until reaching agreed share of total profit above preferred return
Variable
4
Profit Split — Remaining profits split per LP agreement (capital provider / sponsor)
TBD
5
Disposition Proceeds — Upon DST property sale (Year 2+), net proceeds distributed per waterfall
Per waterfall

VI. Fee Structure (Simplified)

Fee TypeRateBasisStatus
AUM Management Fee2.0%Total DST portfolio under managementPrimary revenue driver
Acquisition Fee~0%n/aVirtually none
Transfer/Disposition Fee0%n/aNone

The 8x velocity multiplier transforms the 2% AUM fee into the equivalent of a 16% annual fee on working capital. No need for transaction fees when the AUM compounds this aggressively. Clean, simple fee structure that aligns interests: sponsor only earns when DSTs are successfully managed.

VII. Capital Provider Protections

Structural Protections

Operational Protections

VIII. Why This Works

DimensionTraditional DST SponsorOptionality Capital
Capital Velocity1x8x annual
AUM per $25M Working Capital$25M$400M at steady state
Fee Income per $25M Capital$500K/yr$8M/yr at steady state
Capital Lock-up7 - 10 years~45 days per cycle
Transaction FeesHeavy (acq, disp, transfer)None. Pure AUM.
Exit DependencyMarket-dependent saleStructural 1031 demand
LP Preferred Return6 - 8%8 - 18% (ramps with AUM)

1031 exchange demand is structural, not cyclical. Investors MUST place capital within 180 days or face full tax liability. This creates a reliable, non-discretionary buyer pool that de-risks the exit for capital providers and ensures the recycling engine keeps turning.

Confidential — For qualified investors only — Optionality Capital LLC — Not an offer to sell securities — Draft model, subject to change