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Matarin Capital Management (Delisted)

PRI reporting framework 2020

Asset class implementation gateway indicators [OO 10 - 12] Peering questions [OO LE 01 - HF 01]

Investment policy [SG 01 - 04] Objectives and strategies [SG 05 - 06] Governance and human resources [SG 07 - 08] Promoting responsible investment [SG 09 - 11] Outsourcing to fiduciary managers and investment consultants [SG 12] ESG issues in asset allocation [SG 13 - 15] Innovation [SG 18] Communication [SG 19]

Direct - Listed Equity Incorporation

ESG incorporation in actively managed listed equities [LEI 01 - 10] Implementation processes [LEI 01 - 10] (A) Implementation: Screening [LEI 04 - 06] (B) Implementation: Thematic [LEI 07] (C) Implementation: Integration of ESG factors [LEI 08 - 10] Outputs and outcomes [LEI 12 - 13]

Direct - Listed Equity Active Ownership

Overview [LEA 01] Engagement [LEA 02 - 08] Outputs and outcomes [LEA 09 - 11] (Proxy) voting and shareholder resolutions [LEA 12 - 21]

Confidence building measures

Confidence building measures [CM1 01 - 07]

Export Public Responses

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Basic information

OO 01. Signatory category and services

01.1. Select the services and funds you offer

Select the services and funds you offer	% of asset under management (AUM) in ranges
Fund management	0% <10% 10-50% >50%
Fund of funds, manager of managers, sub-advised products	0% <10% 10-50% >50%
Other	0% <10% 10-50% >50%	Please specify Matarin Capital Management (Matarin) offers separately managed accounts for all available investment strategies.
Total 100%

Further options (may be selected in addition to the above)

Hedge funds

Fund of hedge funds

01.2. Additional information. [Optional]

Matarin Capital Management (Matarin) offers U.S. and international investment strategies to institutional investors. Active U.S. based equity strategies and vehicles include North America Small Cap (separately managed account and collective investment trust; Large Cap Core (separately managed account); MicroCap (separately managed account); and Low Volatility (separately managed account).

The Matarin Patience Premium Global and Patience Premium International (ex-North America) large cap equity strategies are available as a separately managed account, comingled vehicle or as an index subscription through S&P Dow Jones Custom Indices.

OO 02. Headquarters and operational countries

02.1. Select the location of your organisation’s headquarters.

United States

02.2. Indicate the number of countries in which you have offices (including your headquarters).

2-5

6-10

>10

02.3. Indicate the approximate number of staff in your organisation in full-time equivalents (FTE).

8 FTE

02.4. Additional information. [Optional]

Matarin is a boutique investment management firm which offers U.S., Global and International long only core equity strategies to institutional investors. The firm’s U.S. strategies are small cap, large cap, micro cap and low volatility. Matarin’s Global and International Patience Premium active equity strategies utilize a process similar to the multi-factor approach used in our purely U.S. strategies,

Matarin was founded in June 2010 by Stuart Kaye, Nili Gilbert and Valerie Malter. Valerie is the firm’s Managing Principal and seeded the firm's first strategy with an investment from her IRA. Stuart and Nili are Principals/Portfolio Managers (PM). Principal/PM Ralph Coutant worked with Stuart and Nili at Invesco for a number of years prior to joining Matarin in 2011 so Matarin’s investment team has worked together for over 20 years. Marta Cotton, Principal and Director of Client Development also joined Matarin in 2011.

Matarin hired Cheryl Fustinoni as Head of Operations in 2016; Eli Rietti joined Matarin as Trader and junior member of the investment team in 2018; and Melanie Mendoza joined the firm as Chief Compliance Officer in 2018.

The firm has been independent, and 100% employee owned since its founding and is a WBENC certified women-owned firm.

Having grown from a small seed investment to about $1.1 Billion (December 2019) in AUM, we believe Matarin is one of the largest women-owned asset management firms in North America.

OO 03. Subsidiaries that are separate PRI signatories

03.1. Indicate whether you have subsidiaries within your organisation that are also PRI signatories in their own right.

Yes

03.3. Additional information. [Optional]

Matarin Capital Management has always been independent and does not have any subsidiaries or affiliations with any other firm.

OO 04. Reporting year and AUM

04.1. Indicate the year end date for your reporting year.

31/12/2019

04.2. Indicate your total AUM at the end of your reporting year.

Include the AUM of subsidiaries, but exclude advisory/execution only assets, and exclude the assets of your PRI signatory subsidiaries that you have chosen not to report on in OO 03.2

Total AUM
Total AUM	trillions	billions	millions	thousands	hundreds
Currency
Assets in USD
Assets in USD	trillions	billions	millions	thousands	hundreds

Not applicable as we are in the fund-raising process

04.4. Indicate the assets which are subject to an execution and/or advisory approach. Provide this figure based on the end of your reporting year

Not applicable as we do not have any assets under execution and/or advisory approach

04.5. Additional information. [Optional]

OO 06. How would you like to disclose your asset class mix

06.1. Select how you would like to disclose your asset class mix.

as percentage breakdown

	Internally managed (%)	Externally managed (%)
Listed equity	>50% 100	0 0
Fixed income	0 0	0 0
Private equity	0 0	0 0
Property	0 0	0 0
Infrastructure	0 0	0 0
Commodities	0 0	0 0
Hedge funds	0 0	0 0
Fund of hedge funds	0 0	0 0
Forestry	0 0	0 0
Farmland	0 0	0 0
Inclusive finance	0 0	0 0
Cash	0 0	0 0
Money market instruments	0 0	0 0
Other (1), specify	0 0	0 0
Other (2), specify	0 0	0 0

as broad ranges

06.2. Publish asset class mix as per attached image [Optional].

06.3. Indicate whether your organisation has any off-balance sheet assets [Optional].

Yes

06.5. Indicate whether your organisation uses fiduciary managers.

Yes, we use a fiduciary manager and our response to OO 5.1 is reflective of their management of our assets.

No, we do not use fiduciary managers.

06.6. Provide contextual information on your AUM asset class split. [Optional]

As of December 31, 2019 Matarin's asset class mix is as follows:

Active Equity Strategies - U.S.

Matarin North America Small Cap - 76%

Matarin Large Cap - 19%

Matarin MicroCap - 5%

Matarin Low Volatility - <1%

Active Equity Patience Premium Strategies

Matarin Patience Premium Global Equity - 0%

Matarin Patience Premium International (ex-North America) Equity - 0%

Matarin Long-Term Indices

Matarin Long-Term Global Index - 0%

Matarin Long-Term International (ex-North America) Index - 0%

OO 07. Fixed income AUM breakdown (Not Applicable)

OO 08. Segregated mandates or pooled funds (Not Applicable)

OO 09. Breakdown of AUM by market

09.1. Indicate the breakdown of your organisation’s AUM by market.

100 Developed Markets

0 Emerging Markets

0 Frontier Markets

0 Other Markets

Total 100% 100%

09.2. Additional information. [Optional]

Strategies managed by Matarin include U.S. and global (developed markets) equities. It is important to note that even though the Matarin Global and International strategies are not yet funded, both strategies were launched and priced in March 2019. The strategies are calculated and priced daily by S&P Dow Jones Custom Indices under the following symbols WAITGSUP (Global) and WAITIUSP (International).

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