ALPHAMATICA

MULTI-STRATEGY
SUB-FUND
ALPHAMATICA
MULTI-STRATEGY SUB-FUND

Sub-fund's Portfolio of Strategies

01. Thematic Equity Long Short

Investment Objective
The objective of Thematic Equity Long Short strategy is to achieve positive returns from both long and short positions in stocks over a mid to long-term period, while controlling risk, maintaining a market neutral position and serving as an alternative to traditional stock portfolios.

The strategy allows to invest in stocks with focus on technology, fintech, e-commerce, SaaS, cloud computing, digital healthcare, biotechnology, cleantech, space technology and cybersecurity transforming new emerging trends into investment opportunities. Short exposure creates market neutral position to limit market risk and hedge long exposure during turbulent times. Fund manager initiates short positions in stocks, that he believes to be overvalued, unprofitable, having weak fundamental metrics and unattractive growth potential.
Strategy
Thematic Equity Long Short
Majority of Strategy are Small and Mid Cap stocks. Strict drawdown, other risk management and control procedures.
Weight in Portfolio: 35%
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02. Real Estate Investment Trusts

Investment Objective
The objective of REITs strategy is to achieve positive and stable returns from long only positions in REITs (Real Estate Investment Trusts) associated with real estate growth and development.

The strategy allows to invest in real estate equities and REITs listed on exchanges in developed markets. REITs strategy is long only and aims to produce strong performance while managing risk. Real Estate Investment Trusts provide opportunity to have exposure on high-yield investments and generate cash flows from various distribution sources to maximize returns. REITs may deliver positive total returns based on steady dividend income and long-term capital appreciation. The strategy targets annual return of ~9%-10% in US dollars, net of fees with opportunity to invest in U.S. listed property, specialty, industrial and diversified REITs, mortgage REITs, eREITs and property REITs listed on regulated exchanges in Germany, France and Asia Pacific region.
Strategy
Real Estate Investment Trusts
Strategy may include Residential, Retail, Industrial, Office, Mortgage, Specialty, Diversified and other property REITs, including eREITs. Strict drawdown, other risk management and control procedures
Weight in Portfolio: 20%
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03. Dividend Yield Equity

Investment Objective
The objective of Dividend Yield Equity strategy is to achieve positive and stable returns by building long only positions in dividend-paying equities of U.S. and non-U.S. companies, while managing and controlling risks.

The strategy allows to invest in dividend-yield equities with attractive income opportunities globally. Fund manager seeks to provide a level of dividend income over time which exceeds the average yield of global stocks. The strategy targets annual return of ~7%-9% in US dollars, net of fees with opportunity to invest in dividend-paying large-cap stocks in the United States and globally.
Strategy
Dividend Yield Equity
Majority of Strategy are dividend-paying large-cap stocks with dividend yield not less than 5% in US dollars on annual basis and quarterly or semi-annual dividend payments. Strict drawdown, other risk management and control procedures.
Weight in Portfolio: 15%
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04. Commodities

Investment Objective
The objective of Commodities strategy is to achieve positive returns by investing in stocks of commodity-related companies such as metals, energy, mining and agricultural group of industries.

The strategy allows to invest in equities listed on regulated exchanges in developed markets allocating investments across different countries and regions. The strategy is long only and aims to produce positive returns while managing risk. Fund manager initiates long positions in stocks of commodity-related companies that he believes to be undervalued, have a solid balance sheet and low production costs. The strategy suggests hedging of long exposure with a broad-based commodity indexes.
Strategy
Commodities
Majority of Strategy are Mid and Large Cap stocks. Strict drawdown, other risk management and control procedures.
Weight in Portfolio: 15%
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05. Algorithmic Trading

Investment Objective
The objective of Algorithmic Trading is to achieve positive returns from trading single stocks using signals generated by proprietary algorithmic trading system. The system leverages various trading algorithms, including trend-following algorithms and identifies entry and exit points for single stocks.

The strategy allows to perform back-tests, implement trading models and patterns and make stock selection for proprietary trading. Fund manager aims to produce positive returns from both long and short positions in traded stocks over short to mid-term period.
Strategy
Algorithmic Trading
Single U.S. publicly listed stocks with market cap >$1B. Strict drawdown, other risk management and control procedures.
Weight in Portfolio: 15%
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Sub-fund's Portfolio of Strategies
01. Thematic Equity Long Short
Investment Objective
The objective of Thematic Equity Long Short strategy is to achieve positive returns from both long and short positions in stocks over a mid to long-term period, while controlling risk, maintaining a market neutral position and serving as an alternative to traditional stock portfolios.
The strategy allows to invest in stocks with focus on technology, fintech, e-commerce, SaaS, cloud computing, digital healthcare, biotechnology, cleantech, space technology and cybersecurity transforming new emerging trends into investment opportunities. Short exposure creates market neutral position to limit market risk and hedge long exposure during turbulent times. Fund manager initiates short positions in stocks, that he believes to be overvalued, unprofitable, having weak fundamental metrics and unattractive growth potential.

Strategy
Thematic Equity Long Short
Majority of Strategy are Small and Mid Cap stocks. Strict drawdown, other risk management and control procedures.

Weight in Portfolio: 35%
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02. Real Estate Investment Trusts
Investment Objective
The objective of REITs strategy is to achieve positive and stable returns from long only positions in REITs (Real Estate Investment Trusts) associated with real estate growth and development.
The strategy allows to invest in real estate equities and REITs listed on exchanges in developed markets. REITs strategy is long only and aims to produce strong performance while managing risk. Real Estate Investment Trusts provide opportunity to have exposure on high-yield investments and generate cash flows from various distribution sources to maximize returns. REITs may deliver positive total returns based on steady dividend income and long-term capital appreciation. The strategy targets annual return of ~9%-10% in US dollars, net of fees with opportunity to invest in U.S. listed property, specialty, industrial and diversified REITs, mortgage REITs, eREITs and property REITs listed on regulated exchanges in Germany, France and Asia Pacific region.

Strategy
Real Estate Investment Trusts
Strategy may include Residential, Retail, Industrial, Office, Mortgage, Specialty, Diversified and other property REITs, including eREITs. Strict drawdown, other risk management and control procedures

Weight in Portfolio: 20%
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03. Dividend Yield Equity
Investment Objective
The objective of Dividend Yield Equity strategy is to achieve positive and stable returns by building long only positions in dividend-paying equities of U.S. and non-U.S. companies, while managing and controlling risks.
The strategy allows to invest in dividend-yield equities with attractive income opportunities globally. Fund manager seeks to provide a level of dividend income over time which exceeds the average yield of global stocks. The strategy targets annual return of ~7%-9% in US dollars, net of fees with opportunity to invest in dividend-paying large-cap stocks in the United States and globally.

Strategy
Dividend Yield Equity
Majority of Strategy are dividend-paying large-cap stocks with dividend yield not less than 5% in US dollars on annual basis and quarterly or semi-annual dividend payments. Strict drawdown, other risk management and control procedures.

Weight in Portfolio: 15%
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04. Commodities
Investment Objective
The objective of Commodities strategy is to achieve positive returns by investing in stocks of commodity-related companies such as metals, energy, mining and agricultural group of industries.
The strategy allows to invest in equities listed on regulated exchanges in developed markets allocating investments across different countries and regions. The strategy is long only and aims to produce positive returns while managing risk. Fund manager initiates long positions in stocks of commodity-related companies that he believes to be undervalued, have a solid balance sheet and low production costs. The strategy suggests hedging of long exposure with a broad-based commodity indexes.

Strategy
Commodities
Majority of Strategy are Mid and Large Cap stocks. Strict drawdown, other risk management and control procedures.

Weight in Portfolio: 15%
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05. Algorithmic Trading
Investment Objective
The objective of Algorithmic Trading is to achieve positive returns from trading single stocks using signals generated by proprietary algorithmic trading system. The system leverages various trading algorithms, including trend-following algorithms and identifies entry and exit points for single stocks.
The strategy allows to perform back-tests, implement trading models and patterns and make stock selection for proprietary trading. Fund manager aims to produce positive returns from both long and short positions in traded stocks over short to mid-term period.

Strategy
Algorithmic Trading
Single U.S. publicly listed stocks with market cap >$1B. Strict drawdown, other risk management and control procedures.

Weight in Portfolio: 15%
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Investment Process

1
Idea Generation
Investment universe of 2,000+ stocks with market cap of > $1B each across public equity markets globally
2
Fundamental
and Quant Analysis
Undertaking fundamental and quantitative analysis for stocks in each strategy and portfolio
3
Portfolio Construction
Sub-fund's portfolio consisting of 5 key strategies including growth, value and trading investment styles
4
Risk Management
DeltaMark is responsible for risk management and control procedures across the entire portfolio
II
III

Fundamental and Quant Analysis

Undertaking fundamental and quantitative analysis for stocks in each strategy and portfolio

Portfolio Construction

Sub-fund's portfolio consisting of 5 key strategies including growth, value and trading investment styles
Investment universe of 2,000+ stocks with market cap of > $1B each across public equity markets globally

Idea Generation

I
DeltaMark is responsible for risk management and control procedures across the entire portfolio

Risk Management

IV

Investment Process

Risk Management

Daily monitoring of exposure to individual stocks, each strategy in portfolio, industries and countries
Daily monitoring of exposure to other risk factors including minimum market cap of individual stocks, asset class, liquidity and interest rates
Scenario and sensitivity VaR stress testing analysis
Predetermined stop-loss strategy for individual stock, each strategy in portfolio, as well as tracking maximum drawdowns for each strategy
Monitoring trading costs: broker commissions and stock borrowing costs

Terms

Management Fee
2%
Success Fee
20%
Minimum Investment
125K €
Lock-Up Period
3 months

Our Counterparties

Our Counterparties

DELTAMARK
Fund Manager
KPMG
Auditor
Ernst & Young
Legal Advisor
PROTEY
Fund Administrator

Contacts

phone: +357 25 25 44 77
email: info@rtfact.fund

Pavlou Nirvana, 4, Alpha Tower, 1st floor, office 13
3021 Limassol, Cyprus

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