Investment Strategy

Next-gen portfolio strategy delivers alpha with zero beta.

Sea Point invests in life insurance assets — life settlements, collateralized loans, and payout annuities — to produce uncorrelated returns driven by diversified mortality risk, not market beta.

Three Complementary Assets

Each asset class serves a distinct role in the portfolio, with offsetting risks and cashflow profiles that combine to produce stable, uncorrelated returns.

Life
Settlements

50%
Role
Capital appreciation engine
Duration
3-8 years
Target Return
15–18%
Cashflow Profile
Pay premiums → Receive death benefits

We purchase life insurance policies from insureds, pay monthly premiums, and receive death benefits when mortality events occur. Most months are small losses, with intermittent large gains — a pattern that produces step-wise returns when combined with complementary assets.

Collateralized Loans

25%
Role
Steady accretion and liquidity
Duration
1–3 years
Target Return
14–16%
Cashflow Profile
Monthly accretion → Bullet payoff

We provide collateralized term loans to other life settlement funds. These loans accrue interest monthly and pay off principal plus interest within a defined window, providing steady returns and periodic liquidity events.

Payout
Annuities

25%
Role
Cashflow generating asset
Duration
5–10 years
Target Return
10–12%
Cashflow Profile
Steady monthly payments

We purchase immediate payout annuities (SPIAs) from insurance carriers, receiving level monthly payments. These provide steady cashflow to help fund Life Settlement premiums while offering opposite mortality exposure for portfolio balance.

Why This Portfolio Works

Strategic allocation engineered for offsetting risks, self-funding mechanics, and natural liquidity.

Offsetting Mortality Exposures

Life Settlements benefit when people die sooner (longevity risk), while Annuities benefit when they live longer (mortality risk). This natural hedge dampens the overall risk profile — essentially going long and short on lives simultaneously.

Self-Funding Engine

Monthly annuity payments help fund Life Settlement premiums, reducing cash drag and improving capital efficiency. The portfolio generates its own operating cashflow rather than requiring external capital calls.

Natural Liquidity Events

Life Settlement maturities and loan payoffs provide periodic liquidity opportunities for investors. Rather than relying solely on secondary market sales, the portfolio generates natural liquidity through the asset lifecycle.

Step-Wise Return Pattern

Shallow monthly drawdowns punctuated by chunky gains create an attractive risk-adjust return profile, with controlled downside volatility and low correlation to traditional markets (-0.22 vs S&P 500 since inception).

Performance Target: The portfolio targets approximately 12% net annual returns (after all fees and expenses). This target is based on historical performance and modeling, but is not a guarantee. Past performance data shows 17.5% annualized net IRR since inception (November 2023 through February 2026, audited by Akram & Associates PLLC). Target returns and historical performance are not indicative of future results.

Model Portfolio & Monthly Cashflow Profile

Illustrative sample showing indicative monthly cashflow patterns of the assets and the cumulative P/L of the combined portfolio.

Life Settlements
Loans
Annuity
Cumulative P/L
(assumes $10M starting NAV)
+12% per yr
+75% in 5 yrs
$0.0M$0.5M$1.1M$1.6M$2.2M$2.7M$0.0M$1.5M$3.0M$4.5M$6.0M$7.5MAsset CashflowsCumulative P/L
Life Settlements
Small monthly premium costs, punctuated by large gains when mortality events occur
Loans
Steady monthly accretion with periodic bullet payoffs within expected windows
Annuities
Predictable monthly cashflow supporting Life Settlement premium payments

Note: This chart uses anonymized, simplified sample data for illustrative purposes only. Actual portfolio cashflows and returns vary. Past performance is not indicative of future results.

AI-Driven Mortality Risk Analysis

Proprietary, non-technical AI that enhances our ability to identify mispriced policies and generate alpha.

How Our AI System Works

1
AI-Enhanced Underwriting
Our proprietary system reviews independent Life Expectancy (LE) reports and redacted medical records to form an in-house mortality view.
2
Discovering Value
By systematically analyzing medical data, we identify mispriced policies where the insured's longevity is overestimated by the market.
3
Investment Precision
Our AI systems augment human expertise to ensure we only bid on policies with superior risk-adjusted return potential (<3% of policies reviewed).

Competitive Edge: Our AI enables us to identify and acquire undervalued policies, providing a unique source of alpha in an increasingly competitive market. Model architecture and training data are proprietary.

AI System Schematic (Simplified)

Redacted
Medical Records
Actuarial
Tables
Independent
LE Report
AI Medical Underwriter
AI Reviewing Agent
AI Life Expectancy Report
AI Life Expectancy Review
AI Bidding Strategy Decision
BID
NO BID

System designed to produce <10% bid decisions

Structural Alpha in an Uncorrelated Strategy

AI-Driven Alpha

Our proprietary AI system enables us to identify and acquire undervalued policies, providing a unique competitive edge in policy selection and pricing.

Zero Beta Exposure

Life insurance assets are inherently uncorrelated with equity, credit, and macroeconomic cycles. Returns are driven by mortality outcomes, not market movements.

Active Risk Management

Beyond acquiring assets, we actively manage the portfolio to exploit market opportunities and protect downside.

Opportunistic Sales

We actively monitor secondary market pricing and sell policies when market dislocations create attractive exits, crystallizing gains ahead of maturity.

Tax-Aware Management

Portfolio decisions consider tax implications for investors, optimizing the timing of gains and losses to enhance after-tax returns.

Premium Optimization

We work with servicing agents to optimize premium payments, ensuring policies remain in force at minimum cost while avoiding lapse risk.

Independent Valuation

Monthly policy values calculated by independent valuation agent (InsuriShield) using market data and actuarial inputs. Annual audit by Akram & Associates PLLC.

Stress Testing

Regular scenario analysis and stress testing across mortality, liquidity, and market dislocation scenarios to ensure portfolio resilience.

Institutional Controls

Fund Administrator oversight (NAV Consulting), Securities Intermediary (Bank of Utah), comprehensive audit trail, and Code of Conduct compliance.

Sourcing & Industry Relationships

Decades of market experience and extensive industry relationships enable consistent deal flow.

Deep Sourcing Network

We have extensive industry relationships with licensed intermediaries and longstanding policy sources; our sourcing provides consistent, high-quality deal flow. We only acquire policies through licensed intermediaries and adhere to all regulatory requirements. Our sourcing process emphasizes ethical standards, regulatory compliance, and proper documentation at every step.

Regulatory Compliance & Ethics

  • All life settlement transactions comply with applicable state and federal regulations.
  • We work exclusively with licensed life settlement brokers and providers.
  • Proper insurable interest and voluntary policyholder participation are verified for all transactions.
  • Full transparency and disclosure to policyholders as required by law.
  • Comprehensive Code of Conduct and Compliance manual covering all business operations.

Understanding Risk & Liquidity

Mortality risk is distinct from market risk. Our portfolio is structured to balance longevity and mortality exposures while maintaining periodic liquidity through maturities and loan payoffs.

Mortality Risk vs Market Risk

Traditional investments carry market risk — exposure to economic cycles, interest rates, credit spreads, and equity volatility. Life insurance assets carry mortality risk — the uncertainty around when insured individuals will pass away.

These risks are fundamentally uncorrelated. Mortality outcomes don't change when the S&P 500 falls 20%, interest rates rise, or credit markets freeze. This produces the low correlation (0.10 with Market Index*) that makes life insurance assets valuable diversifiers.

* Market Index is equally weighted S&P 500, Corporate Bonds, Barclay Hedge Fund Index.

Liquidity Mechanics

Lock-up: 2 years from initial subscription date. This aligns investor horizons with asset duration and protects remaining LPs from forced asset sales.

Redemptions: After lock-up, LPs can request redemption monthly. Standard redemptions are paid from available free cash (natural maturities and loan payoffs). Express redemptions use in-kind transfers with subsequent asset sales.

Natural Liquidity: Life settlement maturities and loan payoffs seek to generate 20-30% annual turnover, providing periodic liquidity without forced sales.

Risk Disclosure: An investment in Sea Point Life Strategies Fund involves substantial risks and is suitable only for sophisticated investors who can afford to lose their entire investment. Key risks include longevity risk (policies mature later than expected), premium risk (higher-than-expected premium costs), carrier insolvency, model risk, and liquidity constraints. Detailed risk factors are described in the Private Placement Memorandum, available to verified accredited investors.

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Questions? Contact us at info@seapoint.capital