EFTA00288287.pdf

Atorus, LLC 4/18/2014 Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: T30 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: 4/18/2014 79.55% 36.74% •2.06% -2.46% 4,891,174 (535,482) 4,355,692 1,000,000 1,795,502 Change on Day: MSCI World Change on Day No of Positions (+MTM) on Day No of Positions (•ATM) on Day Current No. of Positions: Current Leverage (Gross Exposures): 0.02% 0.05% 42 17 443 102 Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40% - 50% historically We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,600.00 1,600,000.00 tAcio,coo 00 1,200,030.00 1,000,000.00 800,000.00 600,000.00 NAV 'V V 19 'V V ib eb 17) , bg 0% 0% '14 0% 0% 0% 0% 0% 0% '10 c• SV 0% 0% 0% le 0% 0% 0% 'N• 1), A\ 4 s'S' St' 4 ." 4 A\ 4 v % 11, EFTA00288287 Atorus, LLC 4/18/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional %of Total Notional 24 Positions 21.71% TGT US Equity (8,574) 0.16% ZA_TSY CREDIT (8,653) 0.16% 941 HK Equity (9,455) 0.17% XAG Curncy (12,623) 0.23% XAU Comdty (19,682) 0.36% CO1 Comdty (19,698) 0.36% MEXBOL Index (20,915) 0.39% INDEXCF Index (21,271) 0.39% JP_TSY CREDIT (22,684) 0.42% SHCOMP Index (26,960) 0.50% SE TSY CREDIT (36,359) 0.67% SPX Index 62,272 1.15% DK_TSY CREDIT 67,396 1.24% CH_TSY CREDIT 68,798 1.27% CA_TSY CREDIT (72,133) 1.33% STBCNZL Index 73,231 1.35% GB_TSY CREDIT 75,587 1.39% AT_TSY CREDIT 77,381 1.43% BE_TSY CREDIT 77,996 1.44% IE_TSY CREDIT 78,270 1.44% NL_TSY CREDIT 78,610 1.45% FR_TSY CREDIT 79,196 1.46% FI_TSY CREDIT 80,015 1.47% DE TSY CREDIT 80,183 1.48% NAV Impact of MTM by Category & Exposure Listed Equity Long 0.011% Listed Equity Short 0.004% EquityCom Long 0.015% EquityCom Short -0.023% G20 Rates Long .0.007% G20 Rates Short .0.001% Security MTM Gain % Total NAV 45 Positions 25.93% MAERSKB DC Equity 5,497 0.31% AEX Index 5,583 0.31% NOVN VX Equity 5,873 0.33% ROG VX Equity 6,029 0.34% XLI US Equity 6,150 0.34% SX7E Index 6,185 0.34% HON US Equity 6,278 0.35% SXXP Index 6,380 0.36% EDF FP Equity 6,462 0.36% SX6P Index 6,616 0.37% ASE Index 6,682 0.37% DAI GR Equity 6,695 0.37% PSI20 Index 6,697 0.37% UTX US Equity 6,782 0.38% SMI Index 6,831 0.38% ACA FP Equity 6,948 0.39% SXSE Index 7,055 0.39% HEX Index 7,157 0.40% FTSEMIB Index 7,375 0.41% RTY Index 7,434 0.41% MDT US Equity 7,481 0.42% PRU LN Equity 7,726 0.43% DAX Index 8,269 0.46% SXMP Index 8,394 0.47% BEL20 Index 8,413 0.47% TMO US Equity 8,966 0.50% MMM US Equity 8,991 0.50% MC US Equity 9,016 0.50% IBEX Index 9,152 0.51% IT_TSY CREDIT 9,172 0.51% NDX Index 9,278 0.52% KFX Index 9,622 0.54% LUM Index 10,175 0.57% TYC US Equity 10,706 0.60% SXAP Index 11,139 0.62% XLV US Equity 11,289 0.63% ES TSY CREDIT 11,301 0.63% SXIP Index 11,334 0.63% SXOP Index 11,457 0.64% SPX Index 17,503 0.97% EFTA00288288 SXTP Index 21,533 1.20% SXDP Index 22,639 1.26% ISEQ Index 23,933 1.33% lE_TSY CREDIT 32,805 1.83% STBCNZL Index 34,590 1.93% INOISIMULISOS APAC Long 20 APAC Short 27 EMEA Long 76 EMEA Short 13 AMER Long 174 AMER Short 38 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 19 G20 Rates Short 4 Total Long 352 Total Short 91 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $ $(500,000) mi ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288289 Atorus, LLC 4/18/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commas'Mos, G20 Gov. Credit) —APAC — EMEA —AMER — EquityCom —G20 Rates NexEposute REG Z000,000 1,500,000 5,000.030 4,000.000 3,000.000 2,030.000 1,000,000 503,000 1,000,000 0 0.000,000) (2,000,000) 4v (so.003) csclg .64> lisli cY c, A\ to, ,,,o, \ % 1 N. N. \ . (is, 6, I. 1. _ 42. CN A . 4 \ ..? 49 N. 4 49 (1.030.000) (3.000.003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288290 Atorus, lIX 4/18/2014 Current Gross Notional Risk by Category 214,213 a 559,816 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288291 Atorus, LLC 4/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 50.00 50.00 4000 30.00 20.00 10.00 °CO +eittee co° e csr ?tette Pa. Vol Days by Position Percentile No. Vol Days O.00,1. -16.30 5.00% -2.82 10.00% -1.28 15.00% -0.47 20.00% 0.08 25.00% 0.91 30.00% 1.73 35.00% 2.90 40.00% 4.23 45.00% 6.10 50.00% 7.31 55.00% 10.04 60.00% 12.85 65.00% 14.82 70.00% 18.23 75.00% 21.56 80.00% 25.98 85.00% 31.54 90.00% 38.40 95.00% 56.33 100.00% 204.72 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.35% EFTA00288292 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price PA in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. 0 Cost Avg. Price (in USD) Days Vol (in USD) 4/18/2014 000270 KS Equity (12) 1,384 57.25 005380 KS Equity 145 3,149 224.39 005490 KS Equity (288) (3,011) 272.57 005930 KS Equity (203) (5,603) 1,278.08 012330 KS Equity 1,199 5,584 247.00 1 HK Equity 1,097 11,441 1299 HK Equity 345 5,954 13 HK Equity 2,657 12,243 16 HK Equity 27 HK Equity (11) 123 2914 JP Equity 118 (3,774) 32.46 3382 JP Equity (7) 1,329 37.70 4063 JP Equity 4502 JP Equity (15) (2,451) 44.06 4689 JP Equity (40) (1,783) 4.60 5 HK Equity (52) (3,197) 5108 JP Equity (4) (638) 34.46 5401.1P Equity 247 (4,349) 2.87 6301.1P Equity (16) (1,651) 20.69 6752 JP Equity 6902 JP Equity 6954 JP Equity 975 6,393 6,392.98 7201 JP Equity 26 (2,999) (3,742.97) 7203 JP Equity 140 (4,207) (5,259.85) 7267 JP Equity 250 (3,126) (4,885.01) 762 HK Equity 29 (3,929) (5,161.69) 7751 JP Equity (23) (5,492) (6,865.02) 8031.1P Equity (64) (3,821) (4,775.88) 8058 JP Equity 44 (2,805) (4,383.01) 8306 JP Equity 60 (3,668) (4,603.66) 8316 JP Equity 43 (1,984) (2,000.57) 8411 JP Equity (2) (414) 8604 JP Equity 202 (3,335) (3,504.39) 8801 JP Equity (6) 2,449 30.50 8802 JP Equity 339 (4,007) 24.84 9020 JP Equity 141 (5,379) 75.21 941 HK Equity 843 (9,455) 9432 JP Equity (72) 6,077 53.19 9433 JP Equity (95) (3,334) 51.14 9437 JP Equity 84 (6,149) 15.59 9983 JP Equity (2) (252) 326.88 56.74 234.73 298.67 1,324.45 300.07 #WA N/A gWA N/A gWA N/A #WA N/A gWA N/A -4.60 1.91% 31.45 3.14 1.00% 11.16 37.51 -0.48 1.03% (5.10) 59.62 44.32 -0.66 0.90% 4.17 4.71 -1.13 1.97% (18.46) gWA N/A -1.98 0.83% 34.67 -0.62 0.98% (3.87) 2.71 4.64 1.23% 5.93 20.89 -0.79 1.21% 26.47 10.83 46.18 - 181.70 11.90 1.28% 19.94 8.78 0.90 0.97% 19.28 54.22 3.19 1.04% (43.06) 33.51 7.79 1.03% 39.58 gWA N/A 0.67 1.11% 31.57 -0.51 0.82% 10.19 14.33 -1.43 1.17% 2.23 18.03 1.64 0.96% 15.47 5.54 1.17 1.39% (12.43) 40.25 1.66 1.32% 4.20 1.97 -0.81 0.72% 0.42 6.08 4.77 1.27% 15.17 30.43 -0.16 1.48% 33.06 22.73 5.73 1.48% (7.41) 73.23 2.14 1.23% 12.87 gWA N/A 7.78 1.15% 52.57 -1.01 1.17% 5.88 52.59 -2.05 1.39% 1.24 15.38 1.45 0.94% 16.21 330.01 -0.66 1.46% (2.39) -0.78 3.93 -9.25 -3.92 22.47 11.88 6.25 23.72 1.14% 1.17% 1.04% 0.93% 0.96% 0.81% 0.93% 0.92% 7.62 41.56 (10.68) (17.31) 98.03 EFTA00288293 9984 JP Equity (18) (180) 67.40 74.20 -5.31 1.90% AAPL US Equity 65 6,302 RN/A N/A 1.59 0.65% ABB US Equity 642 6,661 RN/A N/A 13.29 0.72% ABBN VX Equity 593 6,962 #N/A N/A 11.67 0.73% ABBV US Equity (45) 2,296 RN/A N/A .1.51 1.31% ABEV US Equity 69 4,344 RN/A N/A 1.85 0.87% ABEV3 BZ Equity 77 4,143 RN/A N/A 2.12 0.88% ABI BB Equity 427 8,888 RN/A N/A 6.67 032% ABT US Equity (19) 4,097 #N/A N/A M.62 034% ABX CN Equity 146 (3,366) #N/A N/A 2.95 1.47% ABX US Equity 146 (3,243) #N/A N/A 3.12 1.44% ACA FP Equity 6,948 5,408 #N/A N/A 102.32 1.26% ACE US Equity 399 8,089 #N/A N/A 11.54 0A3% ACN US Equity 111 10,703 #N/A N/A 1.21 0.86% ADP US Equity 26 2,142 #N/A N/A 1.72 0.69% AFL US Equity (11) 3,645 #N/A N/A .0.44 0.66% AGN US Equity 1,999 9,698 #N/A N/A 15.74 1.31% Al FP Equity 100 8,248 #N/A N/A 2.06 0.59% AIG US Equity 179 4,012 #N/A N/A 5.31 0.84% AIR FP Equity 552 1,305 #N/A N/A 38.59 1.10% ALV GR Equity • 1,115 #N/A N/A 0.00 0.70% ALVG IX Equity • 1,115 #N/A N/A 0.00 032% AMGN US Equity 5,201 22,886 #N/A N/A 20.02 1.13% AMT US Equity 890 10,655 #N/A N/A 14.43 0.58% AMZN US Equity 11 (4,757) RN/A N/A 0.17 1.33% ANZ AU Equity 526 7,345 RN/A N/A 9.40 036% APA US Equity (124) (5,496) #N/A N/A .3.29 0.69% APC US Equity 26 2,501 #N/A N/A 0.82 1.27% AXP US Equity 2,092 10,373 #N/A N/A 21.52 0.94% AZN LN Equity 3,484 12,676 #N/A N/A 36.98 034% AZN SS Equity 2,943 12,119 #N/A N/A 37.97 0.64% AZN US Equity 3,364 12,812 #N/A N/A 37.24 030% BA US Equity 65 4,613 #N/A N/A 1.58 0.89% BAC US Equity 9,016 10,884 #N/A N/A 84.28 0.98% BARC LN Equity 75 2,977 #N/A N/A 1.85 1.36% BAS GR Equity 884 7,333 #N/A N/A 12.53 0.96% BATS LN Equity 416 6,954 #N/A N/A 7.47 0.80% BAX US Equity (5) 1,677 #N/A N/A 0.35 0.87% BAYN GR Equity • 956 #N/A N/A 0.00 0.88% BBAS3 BZ Equity (97) (871) #N/A N/A -5.27 2.11% BBD US Equity 50 3,222 #N/A N/A 0.92 1.69% BBDC4 BZ Equity 37 3,172 #N/A N/A 0.67 1.73% BBL US Equity (90) (2,626) #N/A N/A .3.28 1.05% BBVA SM Equity 1,183 5,790 #N/A N/A 20.43 1.00% BCE CN Equity 27 4,800 #N/A N/A 1.10 0.52% Bcs US Equity 126 3,122 #N/A N/A 2.91 1.38% BEN US Equity 42 2,447 #N/A N/A 1.60 1.06% (0.40) EFTA00288294 BG/ IN Equity (300) (3,503) BN/A N/A .11.92 032% BHP AU Equity 221 6,689 BN/A N/A 3.15 1.05% BHP US Equity 341 6,839 BN/A N/A 4.58 1.09% BBB US Equity 200 1,066 BN/A N/A 10.70 1.75% BIL Sl Equity (6) (3,330) BN/A N/A .0.17 0.98% BK US Equity 219 8,609 BN/A N/A 3.38 0.75% BUC US Equity 150 3,418 BN/A N/A 4.37 1.01% BLT IN Equity 13 (3,396) BN/A N/A 0.38 1.03% BMO CN Equity 488 11,017 BN/A N/A 7.96 0.56% BMW GR Equity 1,424 5,212 BN/A N/A 24.76 1.10% BMY US Equity (44) (2,933) BN/A N/A .1.35 1.11% BN FP Equity (57) 4,363 BN/A N/A .1.83 0.71% BNP FP Equity 1,203 5,498 BN/A N/A 19.18 1.14% BNS CN Equity 215 7,632 BN/A N/A 5.44 0.52% BP/ LN Equity 398 9,797 BN/A N/A 6.03 0.67% BRK/B US Equity 759 11,056 BN/A N/A 11.20 0.61% BSBR US Equity 542 (6,537) BN/A N/A 6.11 1.36% BUD US Equity 463 8,168 BN/A N/A 7.62 0.74% BX US Equity 128 3,119 BN/A N/A 2.43 1.68% C US Equity BN/A N/A CA FP Equity 620 3,550 BN/A N/A 19.86 0.88% CAT US Equity ZO42 13,800 BN/A N/A 23.62 0.63% CBA AU Equity 592 11,185 BN/A N/A 8.55 0.62% CBS US Equity 277 1,267 BN/A N/A 19.40 1.13% CCL US Equity 170 6,257 BN/A N/A 2.84 0.95% CELG US Equity 7 (1,739) BN/A N/A 0.25 1.68% CFR VX Equity 194 4,613 BN/A N/A 4.48 0.94% CL US Equity 2,492 20,415 BN/A N/A 24.49 0.50% CM CN Equity 498 9,968 BN/A N/A 9.96 0.50% CMCSA US Equity 4 1,811 BN/A N/A 0.23 0.93% CMCSK US Equity 4,121 12,096 BN/A N/A 39.36 0.87% CNI US Equity 1,337 12,873 BN/A N/A 14.16 0.73% CNQ CN Equity 1,115 10,769 BN/A N/A 13.41 0.77% CNR CN Equity 1,296 12,425 BN/A N/A 14.84 0.70% COF US Equity 674 6,770 BN/A N/A 1439 0.69% COP US Equity • 837 BN/A N/A 0.00 0.66% COST US Equity 29 4,327 BN/A N/A 1.37 0.50% COV LN Equity BN/A N/A COV US Equity 650 7,080 BN/A N/A 13.04 0.70% CRM US Equity (35) 2,054 BN/A N/A -1.13 1.53% CS FP Equity 677 2,155 BN/A N/A 31.91 0.98% CSCO US Equity 6 2,389 BN/A N/A 0.33 0.80% CSX US Equity 1,036 8,914 BN/A N/A 15.76 0.74% CVE CN Equity BN/A N/A CVS US Equity 1,811 11,815 BN/A N/A 24.93 0.61% CVX US Equity (635) (6,566) BN/A N/A .16.30 0.59% D US Equity 2,230 12,764 BN/A N/A 32.14 0.54% EFTA00288295 DAI GR Equity 6,695 13,908 #N/A N/A 38.51 1.25% DBK GR Equity - 677 #N/A N/A 0.00 1.24% DD US Equity 2,864 12,908 #N/A N/A 35.71 0.62% DDAIF US Equity 3,978 8,377 #N/A N/A 31.90 1.49% DE US Equity 750 8,537 #N/A N/A 12.37 0/1% DELL US Equity #N/A N/A DG FP Equity 4,505 10,090 #N/A N/A 67.84 0.66% DGE LN Equity (14) 2,332 #N/A N/A .0.67 0.91% DHR US Equity - 1,068 #N/A N/A 0.00 0.78% DIS US Equity 1,647 9,908 #N/A N/A 18.06 0.92% DISCA US Equity • 975 #N/A N/A 0.00 0.86% DNB NO Equity 70 1,168 #N/A N/A 6.71 0.89% DOW US Equity 2,306 7,396 #N/A N/A 33.34 0.94% DPW GR Equity 161 660 #N/A N/A 16.87 1.45% DTE GR Equity 612 2,988 #N/A N/A 22.36 0.92% DTV US Equity 2,331 10,622 #N/A N/A 21.59 1.02% DUK US Equity 27 5,733 #N/A N/A 0.93 0.52% DVN US Equity 1,272 11,143 #N/A N/A 14.48 0/9% EBAY US Equity 77 6,678 #N/A N/A 1.23 0.94% Ea US Equity 209 9,210 #N/A N/A 2.97 0/6% EDF FP Equity 6,462 9,189 #N/A N/A 82.91 0.85% EMC US Equity 510 10,986 #N/A N/A 7.25 0.64% EMR US Equity 190 8,739 #N/A N/A 2.65 0.82% ENB CN Equity 425 9,023 #N/A N/A 8.73 0.54% ENEL IM Equity 2,279 8,175 #N/A N/A 30.23 0.92% ENI IM Equity 780 10,345 #N/A N/A 12.34 0.61% EOAN GR Equity 14 2,996 #N/A N/A 0.62 033% EOG US Equity 2,355 5,841 #N/A N/A 51.26 039% EPD US Equity 1,873 13,127 #N/A N/A 24.89 0.57% ERICB SS Equity 170 7,934 #N/A N/A 2.63 0.82% ESRX US Equity 869 9,815 #N/A N/A 13.38 0.66% ETN US Equity 100 5,260 #N/A N/A 1.64 1.16% F US Equity (239) (2,897) #N/A N/A .10.36 0.80% FB US Equity 922 2,630 #N/A N/A 18.30 1.92% FCX US Equity 5 3,763 #N/A N/A 0.11 1.26% FDX US Equity 210 2,491 #N/A N/A 14.81 0.57% FOX US Equity (58) 3,508 #N/A N/A -1.42 1.16% FOXA US Equity (53) 3,236 #N/A N/A -1.34 1.22% FP FP Equity 1,306 13,022 #N/A N/A 15.01 0.67% G IM Equity 200 4,069 #N/A N/A 6.55 035% GE US Equity 2,537 13,140 #N/A N/A 29.88 0.65% GILD US Equity (85) (2,191) #N/A N/A -2.26 1.72% GIS US Equity 833 17,619 #N/A N/A 8.21 0.58% GLE FP Equity 663 3,248 #N/A N/A 17.05 1.20% GLEN LN Equity (35) (3,693) #N/A N/A .0.77 1.24% GLW US Equity 3,380 11,635 #N/A N/A 30.15 0.96% GM US Equity 39 (2,394) #N/A N/A 1.50 1.10% EFTA00288296 GOOG US Equity 1,253 5,520 #N/A N/A 17.80 1.28% GS US Equity (84) (3,061) #N/A N/A -2.95 0.93% GSK LN Equity (31) 5,707 #N/A N/A .0.65 0.83% GSZ FP Equity 997 10,538 #N/A N/A 13.08 032% HAL US Equity 1,472 6,395 #N/A N/A 25.99 0.89% HD US Equity 417 4,190 #N/A N/A 15.26 0.65% HMB SS Equity 9 (3,237) #N/A N/A 0.36 039% HON US Equity 6,278 11,930 #N/A N/A 71.10 034% HPQ US Equity 1,873 7,393 #N/A N/A 19.70 1.29% HSBA LN Equity 79 4,565 #N/A N/A 2.91 0.59% IBE SM Equity 1,531 7,501 #N/A N/A 36.84 0.55% IBM US Equity (119) 5,217 #N/A N/A -2.84 0.80% IMT LN Equity 1,933 12,756 #N/A N/A 23.58 0.64% INTC US Equity 1,392 12,041 #N/A N/A 18.20 0.64% ISP IM Equity 4,155 5,699 #N/A N/A 54.75 1.33% ITUB US Equity 18 2,863 #N/A N/A 0.38 1.65% ITUB4 BZ Equity 44 3,252 #N/A N/A 0.81 1.68% ITW US Equity 3,360 14,011 #N/A N/A 30.35 039% ITX SM Equity 2 (3,652) #N/A N/A 0.06 0.83% JCI US Equity 273 2,995 #N/A N/A 8.10 1.13% JNJ US Equity 5,488 15,364 #N/A N/A 73.23 0A9% JPM US Equity • 912 #N/A N/A 0.00 0.92% KMB US Equity 442 9,903 #N/A N/A 10.08 0A4% KMI US Equity 46 (6,775) #N/A N/A 0.92 0.74% KO US Equity (122) (2,785) #N/A N/A -8.06 0.54% LBTYA US Equity (24) (2,617) #N/A N/A .0.87 1.06% LBTYK US Equity (44) (2,761) #N/A N/A -1.62 0.98% LIN GR Equity (61) 8,087 #N/A N/A -1.39 0.54% LLOY LN Equity 265 1,062 #N/A N/A 20.86 1.20% LLY US Equity 94 4,953 #N/A N/A 2.80 0.68% LMT US Equity 614 2,016 #N/A N/A 35.73 0.85% LNKD US Equity 121 (2,461) #N/A N/A 235 2.09% LOW US Equity (211) 6,264 #N/A N/A -4.65 0.72% LVS US Equity 998 4,085 #N/A N/A 14.83 1.65% LYB US Equity 1,259 2,297 #N/A N/A 65.50 0.84% MA US Equity (61) (1,563) #N/A N/A .3.44 1.14% MAERSKB DC Equity 5,497 14,148 #N/A N/A 35.86 1.08% MC FP Equity 309 5,461 #N/A N/A 6.96 0.81% MCD US Equity (3) 3,280 #N/A N/A .0.21 O48% MCK US Equity 82 2,181 #N/A N/A 3.79 0.99% MDLZ US Equity 2,845 13,641 #N/A N/A 36.20 0.58% MDT US Equity 7,481 20,811 #N/A N/A 42.30 0.85% MET US Equity 1,148 7,556 #N/A N/A 15.27 0.99% MFC CN Equity 1,641 3,201 #N/A N/A 63.08 0.81% MHS US Equity #N/A N/A MMM US Equity 8,991 21,331 #N/A N/A 63.66 0.66% MO US Equity 466 10,170 #N/A N/A 9.70 0.47% EFTA00288297 MON US Equity 755 11,917 #N/A N/A 8.12 038% MOS US Equity #N/A N/A MRK US Equity 1,491 11,769 #N/A N/A 15.30 0.83% MS US Equity 42 1,110 #N/A N/A 2.97 1.28% MSFT US Equity 1,053 8,007 #N/A N/A 14.12 0.93% MUV2 GR Equity 885 6,116 #N/A N/A 24.13 0.60% NAB AU Equity 460 9,956 #N/A N/A 6.38 0.72% NCM AU Equity #N/A N/A NEE US Equity 4,943 14,649 #N/A N/A 47.84 0.71% NEM US Equity 1,528 (4,731) #N/A N/A 22.47 1.44% NESN VX Equity 855 9,821 #N/A N/A 13.56 0.64% NG/ IN Equity 2,109 13,258 #N/A N/A 31.29 0.51% NKE US Equity 305 2,940 #N/A N/A 11.13 0.93% NOK US Equity 3,861 4,498 #N/A N/A 57.97 1.48% NOV US Equity 591 8,176 #N/A N/A 8.69 0.83% NOVN VX Equity 5,873 18,291 #N/A N/A 45.96 0.70% NOVOB DC Equity 736 9,444 #N/A N/A 8.44 0.92% NSC US Equity 1,858 9,797 #N/A N/A 24.77 0.77% NVS US Equity 4,648 15,510 #N/A N/A 40.57 0.74% OGXP3 BZ Equity 4,018 (4,107) #N/A N/A 45.73 2.14% OR FP Equity 124 5,025 #N/A N/A 3.75 0.66% ORA FP Equity 915 6,019 #N/A N/A 14.00 1.09% ORCL US Equity 1,486 7,995 #N/A N/A 18.42 1.01% OXY US Equity 107 7,355 #N/A N/A 1.74 0.84% PBR US Equity (37) (1,080) #N/A N/A -1.56 2.21% PBR/A US Equity (64) (2,236) #N/A N/A -1.29 2.24% PCLN US Equity 819 3,043 #N/A N/A 17.07 1.58% PCP US Equity 23 2,458 #N/A N/A 0.92 1.03% PEP US Equity 300 8,639 #N/A N/A 7.31 0.47% PETR3 BZ Equity (57) (1,122) #N/A N/A -2.22 2.31% PETR4 BZ Equity (75) (2,498) #N/A N/A -1.24 2.40% PFE US Equity 0 1,095 #N/A N/A 0.00 0.77% PG US Equity 341 9,405 #N/A N/A 8.95 0.40% PHIA NA Equity #N/A N/A PM US Equity 248 (8,133) #N/A N/A 4.71 0.65% PNC US Equity 835 9,010 #N/A N/A 11.50 0.81% POT CN Equity (42) (1,382) #N/A N/A 3.09 0.97% POT US Equity (88) (2,796) #N/A N/A 4.32 0.95% PRU LN Equity 7,726 10,521 #N/A N/A 68.15 1.08% PSA US Equity 805 11,399 #N/A N/A 15.66 0.45% PSX US Equity 1,482 6,030 #N/A N/A 26.89 0.91% PX US Equity 2,634 16,340 #N/A N/A 27.90 0.58% QCOM US Equity 2,654 12,547 #N/A N/A 29.23 0.72% QQQ US Equity 2,064 7,968 #N/A N/A 35.08 0.74% RAI US Equity 363 8,267 #N/A N/A 6.27 0.70% RDS/A US Equity 199 7,386 #N/A N/A 5.83 0.46% RDS/B US Equity 383 7,888 #N/A N/A 10.18 0.48% EFTA00288298 RDSA LN Equity 370 6,505 RN/A N/A 11.74 0A9% RDSA NA Equity 138 7,159 RN/A N/A 4.09 0A7% RDSB LN Equity 397 7,417 RN/A N/A 10.03 0.53% REGN US Equity (70) 6,240 RN/A N/A .0.65 1.73% RIO AU Equity (18) 3,506 RN/A N/A 0.45 1.16% RIO IN Equity 28 4,819 RN/A N/A 0.48 1.22% RIO US Equity 117 4,934 RN/A N/A 1.94 1.22% ROG VX Equity 6,029 17,035 RN/A N/A 53.35 0.66% RY CN Equity 138 8,293 RN/A N/A 3.56 0A7% SAS LN Equity 499 9,453 RN/A N/A 5.61 0.94% SAN FP Equity (26) (2,848) RN/A N/A 4.16 a79% SAN SM Equity 1,180 8,103 RN/A N/A 17.18 0.85% SAN US Equity 1,013 6,290 RN/A N/A 16.32 0.99% SAP GR Equity (119) 5,241 RN/A N/A -2.57 0.88% SAP US Equity (68) 5,649 RN/A N/A -1.31 0.92% SBUX US Equity (3) (754) RN/A N/A .0.36 1.00% SGO FP Equity 2,970 7,836 RN/A N/A 33.95 1.12% SI US Equity 784 5,671 RN/A N/A 13.30 1.04% SIE GR Equity 895 5,345 RN/A N/A 18.40 0.91% SLB US Equity 1,661 7,697 RN/A N/A 31.64 0.68% SMSN LI Equity (102) (6,021) RN/A N/A -1.58 1.07% SO US Equity 355 9,151 RN/A N/A 6.26 0.62% SPG US Equity 189 7,477 RN/A N/A 4.21 0.60% SREN VX Equity 150 4,002 RN/A N/A 3.57 1.05% STAN LN Equity (9) (2,352) RN/A N/A 0.39 0.96% STI. NO Equity 1,055 9,825 RN/A N/A 14.16 036% STT US Equity (38) 1,457 RN/A N/A -2.29 1.14% SU CN Equity 115 8,181 RN/A N/A 1.80 038% SU FP Equity 494 6,518 RN/A N/A 6.85 1.11% SU US Equity 69 5,593 RN/A N/A 1.56 039% SWEDA SS Equity 109 3,653 RN/A N/A 2.85 1.04% SYNN VX Equity (582) (6,455) RN/A N/A -13.47 0.67% T US Equity 6 2,356 RN/A N/A 0.39 0.63% TD CN Equity 286 8,245 RN/A N/A 6.56 0.53% TEF SM Equity 161 5,265 RN/A N/A 4.52 0.68% TEF US Equity 167 3,917 RN/A N/A 5.24 0.81% TGT US Equity 493 (8,574) RN/A N/A 9.95 0.58% TJX US Equity 1,502 5,695 RN/A N/A 33.70 038% TLS AU Equity 289 7,919 RN/A N/A 6.65 0.55% TLSN SS Equity 40 (2,212) RN/A N/A 1.87 0.96% TM US Equity 354 (5,442) RN/A N/A 6.77 0.96% TMO US Equity 8,966 10,218 RN/A N/A 100.98 0.87% TOT US Equity 914 6,885 RN/A N/A 18.28 033% TRP CN Equity (1) 5,200 RN/A N/A .0.06 0.51% TRV US Equity 243 8,267 RN/A N/A 6.39 0A6% TSCO LN Equity 832 (6,286) RN/A N/A 11.64 1.14% TWC US Equity 668 5,234 RN/A N/A 14.22 0.90% EFTA00288299 TWX US Equity (48) 4,244 XN/A N/A -1.30 0.88% TXN US Equity 3,779 12,205 XN/A N/A 33.11 0.94% TYC US Equity 10,706 24,080 XN/A N/A 56.61 0.79% UBS US Equity 235 5,489 XN/A N/A 4.62 0.93% UBSN VX Equity 170 5,158 XN/A N/A 3.74 0.88% UCG IM Equity 3,223 5,391 XN/A N/A 40.74 1.47% ULVR LN Equity 119 7,912 XN/A N/A 1.74 0.86% UNA NA Equity 86 8,805 XN/A N/A 1.31 0.74% UNH US Equity 1,769 10,191 XN/A N/A 20.15 0.86% UNP US Equity 1,652 12,014 XN/A N/A 20.16 0.68% UPS US Equity 3,318 14,806 XN/A N/A 47.07 0.48% USB US Equity 2,278 14,238 XN/A N/A 25.48 0.63% UTX US Equity 6,782 15,190 XN/A N/A 50.12 0.89% V US Equity 550 3,002 XN/A N/A 16.47 1.11% VALE US Equity 167 (2,448) XN/A N/A 4.15 1.65% VALE3 BZ Equity 212 (2,939) XN/A N/A 4.23 1.70% VIAB US Equity 3,596 9,272 XN/A N/A 42.59 0.91% VIV FP Equity 162 2,668 XN/A N/A 8.02 0.76% VMW US Equity 719 4,785 XN/A N/A 11.22 1.34% VOD LN Equity 241 (3,276) XN/A N/A 6.61 1.11% VOD US Equity 216 (3,163) XN/A N/A 6.22 1.10% VOWS GR Equity 122 2,383 XN/A N/A 4.19 1.22% VRX CN Equity 486 1,611 XN/A N/A 18.58 1.62% VRX US Equity 576 1,880 XN/A N/A 18.99 1.61% VTI US Equity 577 5,134 XN/A N/A 20.97 0.54% VWO US Equity (15) (1,182) XN/A N/A 4.51 0.85% VZ US Equity 125 (5,864) XN/A N/A 5.09 0.42% WBC AU Equity 454 6,950 XN/A N/A 8.24 0.79% WES AU Equity 336 8,616 XN/A N/A 6.16 0.63% WFC US Equity 3,094 11,582 XN/A N/A 43.64 0.61% WLP US Equity 2,471 10,369 XN/A N/A 27.36 0.87% WMT US Equity 194 7,009 XN/A N/A 5.56 0.50% WOW AU Equity 89 4,924 XN/A N/A 2.45 0.74% XOM US Equity 1,433 13,076 XN/A N/A 19.26 0.57% XTA IN Equity XN/A N/A YHOO US Equity (64) (890) XN/A N/A 4.03 1.79% YUM US Equity 260 7,151 XN/A N/A 4.44 0.82% ZURN VX Equity (297) 7,208 XN/A N/A •5.54 0.74% Current Portfolio - Global Macro Portfolio Current Price PA in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. # Cost Avg. Price (In USD) Days Vol (In USD) SPX Index 17,503 62,272 XN/A N/A 44.44 0.63% NDX Index 9,278 37,348 tiN/A N/A 27.02 0.92% RTY Index 7,434 23,963 tiN/A N/A 33.69 0.92% EFTA00288300 SPTSX Index 707 28,839 #N/A N/A 5.18 0A7% MEXBOL Index 50 (20,915) #N/A N/A 0.32 034% IBOV Index (33) 9,414 #N/A N/A .0.25 1.39% MERVAL Index (480) (4,326) #N/A N/A -10.39 1.07% UKX Index 3,271 39,964 #N/A N/A 13.73 0.60% DAX Index 8,269 36,674 #N/A N/A 25.95 0.87% CAC Index 1,777 20,042 #N/A N/A 13.50 0.66% IBEX Index 9,152 39,643 #N/A N/A 28.60 0.81% SMI Index 6,831 44,078 #N/A N/A 28.43 0.55% FTSEMIB Index 7,375 25,266 #N/A N/A 30.95 0.94% PSI20 Index 6,697 24,289 #N/A N/A 29.92 0.92% ISEQ Index 23,933 40,099 #N/A N/A 64.30 0.93% ICEXI Index 4,834 37,337 #N/A N/A 26.57 0A9% AEX Index 5,583 42,240 #N/A N/A 23.06 0.57% BEL20 Index 8,413 44,003 #N/A N/A 31.29 0.61% LUXXX Index 10,175 40,975 #N/A N/A 42.22 0.59% KFX Index 9,622 38,048 #N/A N/A 30.94 0.82% HEX Index 7,157 40,933 #N/A N/A 20.79 0.84% OMX Index 1,416 23,118 #N/A N/A 7.68 0.80% ATX Index 31 9,226 #N/A N/A 0.33 1.04% ME Index 6,682 19,369 #N/A N/A 26.82 1.29% OSEBX Index Z037 24,683 #N/A N/A 12.34 0.67% INDEXCF Index 802 (21,271) 39.64 38.14 2.15 1.75% TOP40 index 1,431 25,594 #N/A N/A 6.24 0.90% SENSEX Index 945 27,286 #N/A N/A 4.58 0/6% NKY Index 106 10,616 140.33 141.73 0.95 1.05% 71.32 HSI Index 223 29,992 #WA N/A 0.96 0.77% SHCOMP Index 588 (26,960) 344.53 337.02 2.76 039% 41.46 KOSPI Index 1,343 29,082 1.85 1.93 6.73 0.69% AS51 Index 886 21,983 #WA N/A 5.58 0/2% STBCNZL Index 34,590 73,231 444.47 654.41 107.50 0.44% EEM US Equity (16) (1,162) #N/A N/A -1.64 0.86% IYR US Equity (15) (779) #N/A N/A -3.65 0.52% MDY US Equity 4,785 14,269 #N/A N/A 44.23 0.76% JNK US Equity (6) 5,352 #N/A N/A -0.62 0.17% XLF US Equity 5,495 13,610 #N/A N/A 60.19 0.67% XLU US Equity 825 9,939 #N/A N/A 14.34 0.58% XLK US Equity 2,184 12,860 #N/A N/A 21.66 0.78% XLI US Equity 6,150 16,147 #N/A N/A 49.1.4 0.78% XLP US Equity 462 10,839 #N/A N/A 11.55 0.37% XLY US Equity 1,201 5,441 #N/A N/A 27.25 0.81% XLE US Equity 651 8,313 #N/A N/A 11.44 0.69% XLB US Equity 3,953 14,930 #N/A N/A 33.09 0.80% XLV US Equity 11,289 24,346 #N/A N/A 56.51 0.82% SXXP Index 6,380 43,407 #N/A N/A 24.36 0.60% SXAP Index 11,139 28,526 #N/A N/A 31.65 1.23% SXKP Index 3,408 37,626 #N/A N/A 13.30 0.68% EFTA00288301 SXEP Index 6,616 36,994 #N/A N/A 36.71 0.49% SXEP Index Z427 38,769 #N/A N/A 12.08 0.52% SXIP Index 11,334 28,923 #N/A N/A 52.34 0.75% SXNP Index 4,994 28,384 #N/A N/A 22.91 0.77% SX3P Index 880 24,010 #N/A N/A 6.62 0.55% SXDP Index 2Z639 61,074 #N/A N/A 66.47 0.56% SX4P Index 2,767 25,840 #N/A N/A 14.12 0.76% SXEP Index 2,164 17,778 #N/A N/A 15.82 0.77% SXOP Index 11,457 41,808 #N/A N/A 33.59 0.82% SXQP Index 636 28,017 #N/A N/A 3.79 0.60% SXRP Index (93) 13,747 #N/A N/A -1.06 0.64% SXMP Index 8,394 28,612 #N/A N/A 44.57 0.66% SXIP Index 21,533 39,247 #N/A N/A 63.96 0.86% SX7E Index 6,185 18,886 #N/A N/A 28.28 1.16% SXSE Index 7,055 40,148 #N/A N/A 25.60 0.69% SPGSCITR Index 45 15,236 #N/A N/A 0.61 0.48% XAG Curncy 1,230 (12,623) 21.74 19.62 12.81 0.76% 12.84 CO1 Comdty (114) (19,698) #WA N/A -0.82 0.71% CL1 Comdty 1,521 30,849 99.40 104.30 6.85 0.72% NG1 Comdty 4,290 17,194 3.79 4.74 15.23 1.64% XAU Comdty (12) (19,682) #N/A N/A -0.09 0.69% IBOXHY Index 3,108 53,418 #N/A N/A 76.89 0.08% US_TSY CREDIT (47) 13,774 763.40 760.78 -2.86 0.12% 0.72 CA_TSY CREDIT 2,829 (72,133) 1,245.64 1,196.79 12.49 0.31% (5.64) MX_TSY CREDIT 130 46,583 214.97 215.57 0.72 0.39% 8.67 AU TSY CREDIT 549 52,225 1,495.06 1,510.77 2.48 0.42% 6.64 JP_TSY CREDIT 252 (22484) 821.88 812.73 3.94 0.28% (8.19) MY_TSY CREDIT 55 38,077 168.69 168.93 0.47 0.31%1 (222.16) SG_TSY CREDIT 20 53,041 220.87 220.96 0.18 0.22% 4.80 AT_TSY CREDIT 4,091 77,381 357.33 376.22 20.65 0.26% 6.50 BE_TSY CREDIT 5,255 77,996 477.05 509.19 26.91 0.25% 8.18 FI_TSY CREDIT 3,802 80,015 348.46 365.02 19.92 0.24% 6.89 FR_TSY CREDIT 4,507 79,196 1,680.58 1,776.21 22.91 0.25% 7.07 DE_TSY CREDIT 3,200 80,183 1,244.62 1,294.29 15.72 0.25% 5.15 IE_TSY CREDIT 32,805 78,270 336.92 478.14 204.72 0.20% 13.94 IT_TSY CREDIT 9,172 54,986 1,616.07 1,885.64 72.70 0.23% 7.15 NL_TSY CREDIT 3,878 78,610 1,327.30 1,392.78 19.73 0.25% 5.92 ES_TSY CREDIT 11,301 50,187 392.28 480.62 103.76 0.22% 6.40 DK_TSY CREDIT 3,436 67,396 729.23 766.41 17.11 0.30% 5.55 NO_TSY CREDIT (3) 19,281 343.60 343.55 -0.05 0.32% 2.24 PL_TSY CREDIT 1,246 31,505 426.90 443.78 14.48 0.27% (11.80) ZA_TSY CREDIT (90) (8,653) 83.07 83.93 •1.38 0.75% (2.04) SE_TSY CREDIT 314 (36,359) 465.55 461.53 2.55 0.34% (3.18) CH_TSY CREDIT 3,868 68,798 1,007.78 1,064.43 22.63 0.25% 2.73 GELTSY CREDIT 1,815 75,587 1,500.30 1,536.33 8.16 0.29% 7.56 EFTA00288302