Santa Fe Partners US Market

Neutral 1X Strategy

Fund Investment Objectives

The strategy seeks to achieve superior risk-adjusted returns by employing a market-neutral strategy in highly liquid US equities. Utilizing trading models based on advanced statistical signal processing techniques, we seek to capture short-term price inefficiencies. Identifiable systematic market risks are hedged out of the portfolio by means of a multi-factor risk model. In addition to market factor neutrality, the strategy is kept close to dollar-neutral with respect to long and short positions. The dollar neutrality is enforced on both an overall portfolio basis and a sector basis. This is a managed account.