Strategy Reports

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Important information: Performance figures are gross of fees and expenses. Returns are measured against deployed capital (each month’s P&L divided by its average daily gross exposure) unless stated otherwise, and reflect finalized month-end administrator figures. Past performance is not indicative of future results. This material is confidential, provided for informational purposes only to the intended recipient, and is not an offer to sell or a solicitation of an offer to buy any security.

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