Auriel Global Tactical Asset Allocation (GTAA) strategy

Investment philosophy
Auriel Capital’s strategy is based on a systematic, relative value approach to global macro
investment. We believe that the most consistent way to generate absolute returns is through a
diversified, risk-budgeted approach, across multiple alpha-generation models in the equity, fixed
income and foreign exchange markets. Further, we believe that fundamental, economic, sentiment and
technical factors drive asset returns globally and through rigorous research, we can identify and
develop quantifiable models that can be systematically traded for profit.

Investment process
Before implementing a model, the investment team must be convinced that the new model has ex-
ante sensibility, a strong theoretical foundation, is a robust alpha generator across various market
regimes and is consistent across assets and through time. We believe strongly in diversification by
model and by asset class and consequently invest in currency as well as traditional stocks and
bonds.

Auriel GTAA Managed Accounts

Auriel GTAA Pooled Vehicle

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