sk. The Portfolio Manager may also hedge its investment with a contra-investment in a correlated index or sector rather than a comparable company. Statistical Arbitrage and Quantitative Strategies. U.S. and non-U.S. statistical arbitrage and quantitative strategies generally are quantitatively driven and are employed across the global equity,

isk. The Portfolio Manager may also hedge its investment with a contra-investment in a correlated index or sector rather than a comparable company. Statistical Arbitrage and Quantitative Strategies. U.S. and non-U.S. statistical arbitrage and quantitative strategies generally are quantitatively driven and are employed across the global equity,

isk. The Portfolio Manager may also hedge its investment with a contra-investment in a correlated index or sector rather than a comparable company. Statistical Arbitrage and Quantitative Strategies. U.S. and non-U.S. statistical arbitrage and quantitative strategies generally are quantitatively driven and are employed across the global equity,