ive higher dollar amounts of exposure) Directional Bias: The directional risk is determined by the system on each individual position in isolation. Directional bias is not determined, nor are positions resized, based up assumed cross asset correlations or the overall portfolio's net exposure at the time. Th

highly liquid global assets: (i) G20 Equity Index Futures. (ii) G20 Rates. (iii) Commodities. (iv) GB Credit Indices. and (v) GB Listed Equities Directional risk on individual positions independent of any cross-asset correlations. based solely upon signal output generated from price 8 mated volatility

coherent with behavioural From 2 hours to classes. Geographic positioning: Europe, US and Emerging Markets (via ETF) Horizon several weeks Directional Market Neutral Adaptive statistical analysis to capitalize on local divergence and mean reversion nature of risk neutral baskets Equities, Equit

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N/A BHYIX BlackRock Inflation Protected Bond Mutual Fund BPRIX MFS Emerging Market Debt Mutual Fund MEDIX Lighthouse Global Long/Short Fund LP (Directional) Prisma Spectrum Fund LP (Non-directional) Commodities Deutsche Enhanced Commodity Strategy N/A N/A SKIRX id3 Sources: Internal sources. 0)

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ive higher dollar amounts of exposure) Directional Bias: The directional risk is determined by the system on each individual position in isolation. Directional bias is not determined, nor are positions resized, based up assumed cross asset correlations or the overall portfolio's net exposure at the time. Th