GRT United Alpha European Strategy

Market Neutral European Equity Strategy from GRT Capital

The investment objective of the GRT United Alpha Strategy is to provide capital appreciation. The strategy seeks returns that are uncorrelated with movements in the underlying European equities markets.

In seeking to achieve the investment objective, GRT Capital invests primarily in long and short positions in equity and equity-like securities of issuers located mostly in the European countries included in the MSCI EAFE indices. The strategy seeks to shift investors’ risk from general stock market movement risk to stock selection risk, seeking to protect capital during periods of market declines and magnify the importance of individual stock selection.

Through such long and short positions, the strategy generally will maintain a neutral exposure to the general market, although GRT Capital may adjust market exposure to reflect its view of the equity markets in Europe. GRT Capital may maintain positions in debt securities or money market instruments in connection with any short exposure taken pursuant to the strategy.

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Portfolio Manager John A. DeTore