EFTA00288543.pdf

Atorus, LLC 6/20/2014 Current Date: Total Return since 1/1/12: T12M Return: T9O Day Return: T3O Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: 6/20/2014 95.94% 56.26% 7.82% 7.82% 6,215,792 (432,582) 5,783,210 1,000,000 1,959,449 Change on Day: .0.44% MSCI World Change on Day -0.06% No of Positions (+MTM) on Day No of Positions (-MTM) on Day Current No. of Positions: Current Leverage (Gross Exposures): 210 207 437 3.39 Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (..) Change Target Vo!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: Sharpe Since 1/1/12: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 52% 1.00% -0.89% 50.00% 50.00% 10.00% 2X No. of Profitable Positions T12M 62.06% Avg. Realized Gain / Avg. Realized Loss 3.18 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. 1.23 1.33 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. 2,200,000.00 2,00=0.00 1,600,000.00 1,400,000.00 1,400,000.00 1,200,000.00 1,00=0.00 400,000.00 600,000.00 % IV "t• "t• eb o, tIt t• e Q9S 09% 10.% 19> 10, 0 0,S vois' 19> 9% 19% 4' A‘ 4 0)\'' 4 AN't 4 %sr —NAV EFTA00288543 Atorus, LLC 6/20/2014 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 • 20.10% SYNN VX Equity (6,953) 0.10% DBK GR Equity (7,222) 0.11% DUK US Equity (7,783) 0.12% T US Equity (8,039) 0.12% IBM US Equity (8,241) 0.12% TGT US Equity (8,574) 0.13% XAG Curncy (17,834) 0.27% XAU Comdty (26,763) 0.40% SHCOMP Index (39,032) 0.59% SE_TSY CREDIT (44,333) 0.67% JP TSY CREDIT (45,369) 0.68% ZA_TSY CREDIT (53,153) 0.80% BE_TSY CREDIT 79,771 1.20% AU TSY CREDIT 81,398 1.22% AT_TSY CREDIT 81,569 1.23% FR_TSY CREDIT 82,246 1.24% NL_TSY CREDIT 82,865 1.25% DE_TSY CREDIT 84,524 1.27% FI_TSY CREDIT 85,645 1.29% MX_TSY CREDIT 87,928 1.32% GB_TSY CREDIT 89,647 1.35% US_TSY CREDIT 100,443 1.51% MY_TSY CREDIT 103,107 1.55% CA_TSY CREDIT 103,687 1.56% Day NAV Impact of MTM by Category & Exposure Listed Equity Long 0.143% Listed Equity Short 0.054% EquityCom Long -0.369% EquityCom Short 0.002% G20 Rates Long -0.338% G20 Rates Short 0.046% 712M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 49.73% EquityCom 44.55% G20 Rates 6.68% Security MTM Gain % Total NAV 45 Positions 25.45% MDY US Equity 5,826 0.30% NVS US Equity 6,210 0.32% SXEP Index 6,301 0.32% XLF US Equity 6,342 0.32% AZN US Equity 6,478 0.33% HON US Equity 6,579 0.34% ACA FP Equity 6,636 0.34% AZN LN Equity 6,664 0.34% UTX US Equity 6,670 0.34% MAERSKB DC Equity 6,854 0.35% JNJ US Equity 6,867 0.35% ROG VX Equity 6,931 0.35% XLI US Equity 7,109 0.36% FTSEMIB Index 7,377 0.38% AEX Index 7,404 0.38% DAI GR Equity 7,468 0.38% NOVN VX Equity 7,805 0.40% SXXP Index 7,887 0.40% SMI Index 8,035 0.41% ISEQ Index 8,310 0.42% PRO LN Equity 8,395 0.43% BEL20 Index 8,415 0.43% SXSE Index 8,436 0.43% SX6P Index 8,902 0.45% TMO US Equity 8,944 0.46% IT_TSY CREDIT 9,024 0.46% HEX Index 9,874 0.50% MDT US Equity 10,067 0.51% DAX Index 10,217 0.52% MMM US Equity 10,535 0.54% SXAP Index 10,639 0.54% LUXXX Index 11,288 0.58% ES_TSY CREDIT 11,364 0.58% SXOP Index 11,659 0.60% SXIP Index 11,841 0.60% IBEX Index 12,446 0.64% NOX Index 12,815 0.65% KFX Index 13,193 0.67% XLV US Equity 13,663 0.70% TYC US Equity 14,112 0.72% EFTA00288544 SPX Index 21,696 1.11% SXTP Index 22,860 1.17% SXDP Index 29,827 1.52% lE_TSY CREDIT 33,163 1.69% STBCNZL Index 35,636 1.82% APAC Lon 35 APAC Short 13 EMEA Long 68 EMEA Short 17 AMER Long 182 AMER Short 27 E • ultyCom Lon 68 EquityCom Short 4 G20 Rates Lon 20 G20 Rates Short 3 Total Long 373 Total Short 64 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 • APAC Long $2,000,000 • APAC Short • EMEA Long $1,500,000 a EMEA Short a AMER Long 51,000,000 • AMER Short $500,000 • EquityCom Long • EquityCom Short s- MI__ • G20 Rates Long WW-0 1 • G20 Rates Short $(500,000) EFTA00288545 Atorus, LLC 6/20/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) —APAC — amp —AMER — EquityCom •- G20 Rates NexEposute RIC 2,500,000 7,000,000 6,000,000 5,000,030 0,030,030 3,000,000 - 3,000,000 1,000,000 0 • (1.000.000) Si%) (2,000p00) 3.000.00D 1,500,00D 1,OOO,OOD 50D,OOD N N,' c, t'S% el. % e d'' e (19 #1, c. d'112 "t• '13 1 , O% c e b O%Tx O% % Kt. b czb% el. '1, M" % % (1,030,000) (3,000,003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288546 Atorus, LIC 6/20/2014 Current Gross Notional Risk by Category 1,635,26 277,227 r ,33 • • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00288547 Atorus, LLC 6/20/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) 8000 7000 MO 50.00 4000 3000 2000 MO OCO 1000 nre—Kri—v-nre—ntcde 1.° 0 h Percentile No. Vol Days 0.00% -9.56 5.00% -3.89 10.00% -1.54 15.00% -0.02 20.00% 1.12 25.00% 2.03 30.00% 3.36 35.00% 4.36 40.00% 6.60 45.00% 8.42 50.00% 11.55 55.00% 1392 60.00% 16.32 65.00% 19.10 70.00% 25.54 75.00% 30.71 80.00% 38.80 85.00% 46.88 90.00% 60.46 95.00% 79.55 100.00% 163.30 PA Vol Days by Position MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) 0.79% MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 46.28% EFTA00288548 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 309 Realized Change on Day Security MTM Gain/(Loss) Exp. # Cost Avg. Price (in USD) Days Vol (in USD) • 6/20/2014 000270 KS Equity 105 (3,080) 55.44 53.54 3.57 0.96% 80.14 005380 KS Equity (113) 2,519 223.94 214.37 -4.85 0.92% (51.48) 005490 KS Equity 118 (5,041) 289.59 282.79 2.68 0.87% 90.13 005930 KS Equity 94 (2,346) 1,330.02 1,276.66 3.76 1.07% 53.73 012330 KS Equity 160 1,340 247.00 276.57 14.51 0.82% (16.36) 1 HK Equity 1,143 12,607 16.18 17.65 11.57 0.78% (37.92) 1299 HK Equity 321 7,867 4.85 5.05 9.09 0.45% (3.40) 13 HK Equity 880 6,181 11.80 13.48 19.02 0.75% 23.55 16 HK Equity 13.89 • 27 HK Equity • 492 7.47 7.47 0.00 1.51% 11.83 2914 JP Equity 286 8,361 34.67 35.85 4.30 0.80% (10.74) 3382 JP Equity 206 3,074 38.97 41.57 7.90 0.85% 0.05 4063 JP Equity (16) (667) 59.26 60.68 -3.37 0.71% 8.60 4502 JP Equity 381 8,600 45.47 47.49 7.79 0.57% (41.58) 4689 JP Equity 111 4,252 4.63 4.75 1.82 1.44% (39.42) 5 HK Equity (114) (4,127) 10.15 10.43 -5.25 0.53% (1.46) 5108 JP Equity 21 4,359 35.90 36.07 0.54 0.88% 19.32 5401.1P Equity 68 3,221 3.15 3.22 2.24 0.94% 6.45 6301.1P Equity 43 4,173 22.48 22.71 1.18 0.86% (29.45) 6752 JP Equity 12.26 - 6902 JP Equity 47.49 - 6954 JP Equity 773 7,571 160.05 176.39 12.61 0.81% (42.51) 7201 JP Equity 143 3,598 9.37 9.74 4.51 0.88% 45.40 7203 JP Equity (108) (2,104) 56.09 58.96 -7.00 0.73% (1.37) 7267 JP Equity (26) (4,675) 35.34 35.53 -0.72 0.77% (2.38) 762 HK Equity 10 (633) 1.57 1.54 1.58 0.99% (105.42) 7751 JP Equity 155 6,593 32.78 33.56 6.15 0.38% (3.72) 8031.1P Equity • 908 15.90 15.90 0.00 0.82% 22.61 8058 JP Equity 667 9,613 19.60 20.96 14.88 0.47% (0.12) 8106 JP Equity 78 3,548 6.10 6.24 2.42 0.91% (30.39) 8316 JP Equity (289) (3,372) 39.96 43.38 -8.58 1.00% 29.87 84111P Equity 85 7,581 2.03 2.05 1.96 0.57% (8.28) 8604 JP Equity 4 1,341 7.28 7.30 0.29 1.10% 33.05 8801.1P Equity 459 4,655 31.26 34.34 6.73 1.47% 8802 JP Equity (134) (3,695) 24.35 25.23 -2.83 1.28% (90.89) 9020 JP Equity (56) (1,571) 75.67 78.38 -4.95 0.72% (10.83) 941 HK Equity 150 (3,782) 10.19 9.79 7.45 0.53% (15.85) 9432 JP Equity 1,302 9,931 55.26 62.51 17.08 0.77% (77.19) 9433 JP Equity 311 6,343 56.96 59.75 5.19 0.94% (17.33) 9437 JP Equity 97 6,530 17.04 17.29 2.94 0.51% (3.94) 9983 JP Equity (108) (2,292) 322.77 337.92 -4.22 1.11% (11.14) EFTA00288549 9984 JP Equity 149 5,645 74.36 76.32 2.30 1.15% 11.65 AAPL US Equity 1,570 9,685 78.79 91.57 22.27 0.73% (32.09) ABB US Equity 23.18 - ABBN VX Equity 36 (4,307) 23.42 23.22 1.73 0.49% 25.86 ABBV US Equity 252 5,892 51.73 53.95 6.74 0.63% (38.67) ABEV US Equity 109 (5,506) 7.24 7.10 2.24 0.88% (26.53) ABEV3 BZ Equity 129 (5,164) 7.31 7.13 2.55 0.98% ABI BB Equity 1,111 11,000 104.67 115.24 17.45 0.58% 69.18 ABT US Equity 309 7,169 39.29 40.98 8.03 0.54% 30.95 ABX CN Equity 94 (5,037) 18.17 17.83 1.73 1.08% (4.09) ABX US Equity 77 (4,849) 18.17 17.89 1.47 1.08% (16.61) ACA FP Equity 6,636 5,408 6.83 15.22 111.56 1.10% (266.87) ACE US Equity 840 11,392 98.08 105.31 21.12 0.35% 4.25 ACN US Equity 549 8,563 77.97 82.97 11.59 0.55% (5.25) ADP US Equity 202 6,767 76.95 79.25 5.50 0.54% 62.49 AFL US Equity 138 5,843 61.61 63.06 3.88 0.61% 32.34 AGN US Equity 4,712 10,225 112.47 164.31 39.20 1.18% 294.64 Al FP Equity (242) 10,292 137.79 134.62 -3.12 0.75% (70.22) AIG US Equity 863 10,294 51.34 55.64 14.15 0.59% 12.41 AIR FP Equity (100) 4,737 70.16 68.70 -1.91 1.11% (18.57) ALV GR Equity (60) 7,052 169.19 167.77 -2.20 0.39% (44.48) ALVG IX Equity (20) 5,730 168.62 168.03 -0.86 0.40% (28.60) AMGN US Equity 293 8,878 116.15 119.98 5.14 0.64% 180.59 AMT US Equity 1,814 12,687 77.71 88.83 31.56 0.45% 55.74 AMZN US Equity (164) (2,898) 306.51 323.89 .4.94 1.15% 55.79 ANZ AU Equity 934 12,947 29.78 31.92 10.18 0.71% (69.74) APA US Equity 1,164 11,550 91.25 100.44 14.69 0.69% 75.01 APC US Equity 671 6,168 100.46 111.39 13.93 0.78% 96.18 AXP US Equity 3,517 11,785 73.60 95.57 52.00 0.57% 99.48 AZN LN Equity 6,664 12,676 49.80 75.98 42.62 1.23% 84.18 AZN SS Equity 5,800 12,119 RWA WA 39.63 1.21% AZN US Equity 6,478 12,812 50.30 75.73 41.00 1.23% 62.40 BA US Equity 239 10,667 129.95 132.86 3.54 0.63% 34.24 BAC US Equity 46 6,820 15.42 15.52 0.84 0.80% (9.50) BARC LN Equity (144) 5,219 4.11 4.00 -3.17 0.87% (61.36) BAS GR Equity 1,686 8,576 99.62 119.20 44.52 0.44% 41.61 BATS LN Equity 1,036 8,777 54.73 61.19 17.85 0.66% 9.07 BAX US Equity 21. 4,842 73.52 73.84 1.12 0.40% (4.13) BAYN GR Equity 293 10,263 137.07 140.99 5.89 0.49% 9.28 BBAS3 BZ Equity (26) 1,850 11.56 11.40 -0.88 1.58% BBD US Equity 251 5,475 14.62 15.28 3.81 1.20% (0.15) BBDC4 BZ Equity 253 5,427 14.64 15.32 3.69 1.26% BBL US Equity (41) (4,248) 64.02 64.64 -0.99 0.98% 11.84 BBVA SM Equity 1,752 6,337 10.29 13.14 36.75 0.75% (68.75) BCE CN Equity 99 10,241 45.03 45.46 2.48 0.39% (41.70) BCS US Equity (145) 5,457 16.45 16.03 -3.24 0.82% (65.67) BEN US Equity 346 4,557 53.95 58.04 10.17 0.75% 12.92 EFTA00288550 BG/ LN Equity 15 (865) 21.53 21.15 2.02 0.88% 15.60 BHP AU Equity (166) 9,507 34.48 33.88 -1.82 0.96% (61.13) BHP US Equity 5 7,278 68.00 68.04 0.07 0.96% (49.32) BBB US Equity 308 1,066 245.93 316.92 28.20 1.02% 25.33 BIL SJ Equity 22 (4,833) 32.51 32.36 0.52 0.89% 8.15 BK US Equity 800 8,609 32.86 35.92 13.86 0.67% 106.05 BLK US Equity 275 5,982 304.18 318.14 7.93 0.58% (1.21) BLT IN Equity 1 (4,374) 32.33 32.32 0.02 0.94% 24.03 BMO CN Equity 1,143 14,492 66.99 72.27 19.16 0.41% 232.34 BMW GR Equity 1,422 5,402 99.96 126.27 35.67 0.74% 12.45 BMY US Equity (10) (750) 47.06 47.70 -1.72 0.80% 4.03 BN FP Equity (15) (2,296) 72.91 73.40 -0.97 0.69% 7.20 BNP FP Equity 87 (3,462) 71.49 69.69 2.89 0.87% 79.05 BNS CN Equity 1,540 14,613 59.62 65.91 27.12 0.39% 153.27 BP/ LN Equity 1,411 12,014 7.89 8.81 22.89 0.51% 10.83 BRK/B US Equity 787 15,648 121.13 127.22 15.09 0.33% 20.99 BSBR US Equity 146 5,006 6.79 6.99 3.79 0.77% (80.12) BUD US Equity 1,161 11,197 105.14 116.04 17.19 0.60% 151.13 BX US Equity 224 4,860 32.08 33.55 4.08 1.13% (23.06) C US Equity (65) 6,030 47.93 47.41 -1.85 0.59% (17.70) CA FP Equity 35.79 - CAT US Equity 2,967 14,645 90.43 108.75 27.40 0.74% 264.82 CBA AU Equity 1,679 17,559 69.92 76.61 17.27 0.55% (97.69) CBS US Equity (135) 5,408 60.33 58.86 -2.52 0.99% (132.40) CCL US Equity 484 6,766 36.49 39.10 9.48 0.76% 70.77 CELG US Equity 712 6,006 152.36 170.43 12.39 0.96% 157.29 CFR VX Equity 582 9,275 98.59 104.78 9.89 0.63% 7.54 CL US Equity 3,178 22,712 60.34 68.78 28.57 0.49% (175.52) CM CN Equity 932 13,057 84.64 90.68 16.39 0.44% 95.26 CMCSA US Equity 331 10,468 51.28 52.90 6.61 0.48% 13.41 CMCSK US Equity 5,354 13,990 37.82 52.29 84.05 0.46% (26.34) CNI US Equity 3,077 14,136 52.09 63.43 45.12 0.48% 64.72 CNQ CN Equity 2,421 11,733 37.23 44.91 23.34 0.88% 269.28 CNR CN Equity 3,020 14,238 52.32 63.42 46.92 0.45% 55.39 COF US Equity 1,563 8,618 70.45 83.22 27.41 0.66% 176.85 COP US Equity 1,112 12,094 78.03 85.20 18.05 0.51% 104.53 COST US Equity 146 9,550 114.02 115.75 2.97 0.51% (35.85) COV LN Equity BN/A N/A COV US Equity 3,125 7,850 64.85 90.67 29.68 1.34% (120.66) CRM US Equity 212 2,849 53.50 57.48 4.56 1.63% (31.89) CS FP Equity (34) 4,786 24.65 24.48 -0.83 0.85% (45.38) CSCO US Equity SO 6,415 24.58 24.77 1.13 0.69% 30.82 CSX US Equity 2,151 9,972 25.47 30.96 29.07 0.74% 67.57 CVE CN Equity 31.69 CVS US Equity 2,441 12,539 64.62 77.20 34.92 0.56% (57.78) CVX US Equity 45 3,380 130.10 131.85 2.69 0.50% 17.85 D US Equity 1,294 7,953 60.80 70.68 22.84 0.71% (29.06) EFTA00288551 DAI GR Equity 7,468 13,908 62.20 95.61 69.96 0.77% (27.87) D8K GR Equity 693 (7,222) 40.87 36.95 10.31 0.93% 187.00 DD US Equity 3,110 13,534 55.43 68.16 47.13 0.49% 175.12 DDAIF US Equity 4,254 8,377 63.20 95.30 65.21 0.78% (36.94) DE US Equity 588 10,094 86.88 91.94 10.59 0.55% 41.38 DELL US Equity MO N/A DG FP Equity 4,881 10,090 51.66 76.65 89.89 0.54% (137.52) DGE LN Equity 46 2,632 31.00 31.55 2.55 0.69% (10.78) DHR US Equity 527 11,611 76.85 80.34 7.68 0.59% 29.82 DIS US Equity 2,174 11,829 70.38 83.31 30.71 0.60% (64.11) DISCA US Equity 141 (6,841) 75.84 74.27 2.18 0.95% 159.42 DNB NO Equity 391 8,725 17.95 18.76 7.42 0.60% (87.31) DOW US Equity 3,046 7,396 37.11 52.40 70.68 0.58% 52.09 DPW GR Equity 147 660 29.41 35.96 29.07 0.77% (6.54) DTE GR Equity 1,125 8,869 15.41 17.37 19.06 0.67% (17.58) DTV US Equity 3,965 10,959 62.48 85.08 61.11 0.59% 18.00 DUK US Equity (195) (7,783) 70.84 72.61 .4.28 0.58% 44.39 DVN US Equity 2,875 13,690 65.24 78.94 32.21 0.65% 159.49 EBAY US Equity 68 (5,417) 49.95 49.32 1.83 0.69% 31.41 ECL US Equity 289 11,898 106.13 108.71 5.83 0.42% 38.01 EDF FP Equity 2,230 5,513 23.45 32.93 33.13 1.22% (143.71) EMC US Equity 443 12,257 25.48 26.40 7.50 0.48% (189.21) EMR US Equity 198 8,739 66.80 68.31 3.52 0.64% 100.75 EMI CN Equity 437 12,532 45.66 47.25 6.39 0.55% 74.01 ENEL IM Equity 3,112 8,902 4.48 6.05 38.94 0.90% 29.46 ENI IM Equity 1,430 11,929 24.33 27.25 15.44 0.78% 18.46 EOAN GR Equity 347 4,853 18.96 20.32 9.06 0.79% 3.79 EOG US Equity 3,596 5,841 72.84 117.68 66.91 0.92% 245.63 EPD US Equity 2,397 14,612 64.66 75.27 36.31 0.45% 108.05 ERICB SS Equity (136) 6,347 Ma N/A -3.86 0.55% ESRX US Equity (245) 8,644 70.65 68.70 .4.63 0.61% 46.97 ETN US Equity 403 6,951 73.14 77.38 9.42 0.61% 67.23 F US Equity (42) 6,833 16.82 16.72 -1.08 0.57% (32.55) F8 US Equity 1,194 2,630 44.06 64.06 41.69 1.09% (39.87) FCX US Equity 199 6,674 33.66 34.66 3.71 0.80% (5.88) FDX US Equity 627 5,760 133.48 148.01 16.59 0.66% (7.10) FOX US Equity 104 8,112 33.25 33.68 1.75 0.74% (128.77) FOXA US Equity 126 7,483 34.19 34.77 2.35 0.72% (122.54) FP FP Equity 2,471 14,754 62.77 73.28 25.96 0.64% 90.71 G IM Equity 52 5,340 22.35 22.57 1.32 0.74% (22.13) GE US Equity 2,734 13,140 22.32 26.96 49.12 0.42% 64.50 GILD US Equity 163 5,554 78.47 80.78 3.50 0.84% 76.27 GIS US Equity 1,933 25,323 50.89 54.78 21.08 0.36% 30.79 GLE FP Equity 55.91 - GLEN LN Equity (198) (2,955) 5.22 5.57 -9.33 0.72% 3.75 GLW US Equity 4,030 12,136 16.41 21.86 58.20 0.57% 216.48 GM US Equity 253 8,503 35.24 36.29 3.81 0.78% (29.56) EFTA00288552 GOOG US Equity (2) 6,581 555.61 555.49 -0.03 0.89% 42.24 GS US Equity 388 8,442 162.84 170.33 6.72 0.68% 36.68 GSK LN Equity 187 5,707 26.22 27.08 5.79 0.56% 5.56 GSZ FP Equity 1,216 12,682 25.58 28.03 13.81 0.69% (205.55) HAL US Equity 2,783 8,224 52.34 70.05 45.98 0.74% 241.17 HD US Equity 570 13,333 76.98 80.27 6.80 0.63% (16.85) HMB SS Equity 79 7,694 //WA WA 1.67 0.62% HON US Equity 6,579 11,930 61.10 94.79 93.72 0.59% 89.94 HPQ US Equity 2,594 8,089 25.99 34.33 36.63 0.88% (50.76) HSBA LN Equity 19 8,008 10.34 10.36 0.47 0.51% (58.98) IBE SM Equity 2,636 7,531 5.56 7.51 69.56 0.50% (72.07) IBM US Equity 240 (8,241) 187.38 181.93 5.60 0.52% 57.70 IMT LN Equity 3,319 14,380 37.31 45.92 39.26 0.59% 107.79 INTC US Equity 3,097 13,687 24.57 30.13 30.73 0.74% 69.48 ISP IM Equity 3,941 5,699 1.93 3.26 51.54 1.34% (197.01) ITUB US Equity (327) 5,715 15.83 14.97 -3.98 1.44% (23.04) ITUB4 BZ Equity (220) 4,601 15.75 15.03 -3.32 1.44% ITW US Equity 4,422 14,011 67.84 89.25 62.40 0.51% 107.03 ITX SM Equity (70) (1,863) 147.42 152.97 -5.35 0.70% 7.60 JCI US Equity 190 5,851 48.92 50.50 4.40 0.74% 32.08 JNJ US Equity 6,867 20,338 78.39 104.86 91.01 0.37% 356.03 JPM US Equity 238 10,159 56.23 57.55 4.09 0.57% 38.26 KMB US Equity 522 11,894 108.16 112.91 12.89 0.34% 11.18 KMI US Equity 157 6,172 35.17 36.06 3.80 0.67% 162.51 KO US Equity 41.70 - LBTYA US Equity (160) 5,724 43.89 42.69 .3.66 0.76% 4.92 LBTYK US Equity (173) 7,489 41.89 40.94 .3.72 0.62% (38.22) LIN GR Equity 686 11,076 201.42 213.90 11.04 0.56% 25.47 LLOY LN Equity 217 3,350 1.23 1.31 7.86 0.82% (41.79) LLY US Equity 209 4,953 59.03 61.52 6.92 0.61% 144.04 LMT US Equity 699 2,016 122.48 164.96 62.60 0.55% 10.94 LNKD US Equity 256 (2,461) 183.83 164.71 7.55 1.38% 47.68 LOW US Equity (75) 4,313 46.76 45.96 -2.03 0.86% 6.66 LVS US Equity 11 3,103 74.87 75.14 0.33 1.10% 5.05 LYB US Equity 1,573 2,297 59.29 99.90 137.29 0.50% 39.85 MA US Equity (105) 6,084 75.24 73.97 -2.89 0.60% (37.40) MAERSKB DC Equity 6,854 14,377 1,651.64 2,438.98 41.07 1.16% (339.98) MC FP Equity 402 7,348 188.38 198.69 11.55 0.47% 19.58 MCD US Equity 137 9,603 100.64 102.07 3.29 0.43% 30.97 MCK US Equity 275 2,181 164.92 185.73 14.30 0.88% 9.89 MDIZ US Equity 4,246 13,763 28.74 37.61 78.16 0.39% 26.13 MDT US Equity 10,067 20,811 43.22 64.13 56.25 0.86% (293.49) MET US Equity 2,067 7,556 44.37 56.50 30.09 0.91% 40.45 MFC CN Equity 1,532 3,515 13.74 19.72 62.51 0.70% 78.97 MHS US Equity //WA WA MMM US Equity 10,535 21,331 96.89 144.75 138.48 0.36% 74.19 MO US Equity 2,098 13,316 37.33 43.21 25.60 0.62% 97.28 EFTA00288553 MON US Equity 1,799 12,564 106.69 121.97 28.90 0.50% 47.21 MOS US Equity 50.72 - MRK US Equity 2,063 13,302 50.99 58.89 30.46 0.51% 168.56 MS US Equity 177 3,990 30.99 32.36 5.41 0.82% (14.56) MSFT US Equity 1,459 8,817 35.72 41.63 25.34 0.65% 27.55 MUV2 GR Equity 663 6,116 197.70 219.11 25.52 0.42% (46.09) NAB AU Equity (127) 13,313 31.52 31.22 -1.42 0.67% (77.72) NCM AU Equity 10.18 - NEE US Equity 5,551 15,275 73.39 100.06 60.02 0.61% (14.04) NEM US Equity 364 (2,777) 28.38 24.66 13.36 0.98% (41.85) NESN VX Equity 1,134 11,809 70.94 77.76 20.35 0.47% (1.93) NG/ IN Equity 2,642 13,478 12.00 14.35 26.36 0.74% (55.51) NKE US Equity 302 5,145 71.37 75.55 8.37 0.70% (4.10) NOK US Equity 4,310 4,498 3.96 7.76 78.30 1.22% (97.19) NOV US Equity 122 8,643 78.01 79.11 1.41 1.00% 104.51 NOVN VX Equity 7,805 21,827 66.92 90.85 98.41 0.36% 11.55 NOVOB DC Equity 1,379 9,961 40.62 46.24 16.11 0.86% 12.05 NSC US Equity 2,874 10,732 82.11 104.09 40.59 0.66% 129.54 NVS US Equity 6,210 18,195 67.78 90.92 85.38 0.40% 28.78 OGXP3 BZ Equity 4,028 (4,107) 4.39 0.08 32.51 3.02% OR FP Equity 455 10,537 168.46 175.74 8.83 0.49% 46.49 ORA FP Equity 1,471 8,559 13.80 16.18 16.90 1.02% (316.93) ORCL US Equity 1,567 9,064 34.47 40.43 28.44 0.61% (401.56) OX? US Equity 779 10,929 96.82 103.72 13.31 0.54% 56.03 PBR US Equity 22 2,578 15.67 15.80 0.66 1.29% 20.65 PBR/A US Equity 20 2,307 16.68 16.83 0.63 1.40% 16.59 PCLN US Equity 128 5,110 1,174.29 1,203.60 2.50 1.00% (18.90) PCP US Equity 264 8,068 257.64 266.06 4.00 0.82% 29.90 PEP US Equity 917 13,556 83.90 89.57 15.37 0.44% (46.50) PETR3 BZ Equity (17) (235) 7.36 7.89 -4.87 1.49% PETR4 BZ Equity (16) (220) 7.83 8.40 -4.56 1.58% PFE US Equity 23 4,811 29.61 29.75 1.40 0.35% 29.87 PG US Equity 123 11,013 79.25 80.13 3.63 0.31% (14.93) PHIA NA Equity 31.37 PM US Equity 508 10,520 87.10 91.30 12.67 0.38% 44.41 PNC US Equity 1,509 9,838 77.39 89.26 24.85 0.62% 101.57 POT CN Equity 462 7,535 36.17 38.39 8.32 0.74% 49.40 POT US Equity 460 7,998 36.33 38.41 8.40 0.68% 60.24 PRU LN Equity 8,395 10,521 12.76 22.95 145.76 0.55% (61.22) PSA US Equity 799 13,406 162.12 171.78 13.57 0.44% 55.40 PSX US Equity 1,996 6,641 66.04 85.89 40.65 0.74% 60.94 PX US Equity 2,655 17,041 114.23 132.02 35.59 0.44% 76.58 QCOM US Equity 2,436 12,871 67.10 79.80 43.47 0.44% 44.05 QQQ US Equity 2,904 13,607 76.39 92.69 52.53 0.41% (29.50) RAI US Equity 1,918 12,125 53.94 62.47 18.46 0.86% 107.66 RDS/A US Equity 1,148 11,546 75.02 82.48 18.01 0.55% 44.71 RDS/B US Equity 1,145 11,427 78.85 86.75 14.00 0.72% 5.86 EFTA00288554 RDSA LN Equity 1,219 11,116 37.16 41.23 20.58 0.53% 12.88 RDSA NA Equity 1,048 11,454 37.83 41.29 17.68 0.52% 29.89 RDSB LN Equity 1,168 10,889 39.07 43.26 15.68 0.68% (52.91) REGN US Equity (324) 6,240 301.97 287.09 4.44 1.17% (238.87) RIO AU Equity (19) 2,236 55.61 55.13 -0.75 1.16% (18.68) RIO IN Equity (13) 2,203 52.94 52.62 A.61 0.99% (11.57) RIO US Equity (18) 2,323 53.09 52.67 -0.70 1.13% (12.52) ROG VX Equity 6,931 17,035 212.78 299.36 76.08 0.53% 117.20 RY CN Equity 666 12,925 66.40 69.83 12.38 0.42% 109.15 SAB LN Equity 1,967 12,446 50.06 57.97 20.84 0.76% (42.32) SAN FP Equity (24) (1,143) 106.54 108.81 -5.10 0.42% (4.11) SAN SM Equity 2,174 9,840 8.73 10.65 38.23 0.58% (77.53) SAN US Equity 1,698 7,980 8.73 10.59 25.92 0.82% (95.37) SAP GR Equity 81 4,907 76.40 77.66 2.61 0.64% (61.11) SAP US Equity 66 4,670 76.56 77.64 2.03 0.69% (57.06) SBUX US Equity 500 10,127 73.24 76.86 7.02 0.70% (36.69) SGO FP Equity 2,695 8,217 44.57 59.19 36.98 0.89% (116.70) SI US Equity #N/A N/A SIE GR Equity 987 5,678 115.87 136.02 29.82 0.58% 7.54 SLB US Equity 2,631 10,531 87.14 108.92 44.68 0.56% 198.76 SMSN LI Equity 56 (1,705) 662.67 640.80 2.87 1.15% 23.75 SO US Equity 109 11,861 44.11 44.52 1.63 0.57% (42.04) SPG US Equity (132) 12,778 168.96 167.23 -1.71 0.61% 28.95 SREN VX Equity 88.38 - STAN LN Equity 59 (2,946) 21.94 21.50 3.84 0.52% 31.30 STL NO Equity 2,083 11,818 26.89 31.63 22.29 0.79% 113.20 STT US Equity 196 6,796 65.78 67.68 3.97 0.73% 45.71 SU CN Equity 1,814 13,628 37.82 42.86 16.41 0.81% 160.89 SU FP Equity 1,073 10,184 87.64 96.88 11.10 0.95% (19.38) SU US Equity 1,862 14,383 37.97 42.88 16.22 0.80% 176.69 SWEDA SS Equity 134 5,446 RN/A N/A 3.79 0.65% SYNN VX Equity (152) (6,953) 364.98 372.93 -5.43 0.40% 50.00 7 US Equity (71) (8,039) 35.16 35.48 -2.14 0.41% (31.68) TD CN Equity 1,321 14,366 46.66 50.95 20.37 0.45% 122.85 TEF SM Equity 673 8,704 16.19 17.44 15.27 0.51% (8.27) TEF US Equity 585 7,877 16.16 17.36 9.59 0.77% (35.35) TGT US Equity 706 (8,574) 63.57 58.34 12.05 0.68% 87.27 71X US Equity (9) (2,907) 54.91 55.09 -0.33 0.94% 6.56 TLS AU Equity 610 13,319 4.66 4.87 9.08 0.50% (124.11) TLSN SS Equity (225) (5,268) 8N/A N/A -9.56 0.45% TM US Equity (73) (2,887) 115.16 118.05 -4.05 0.62% (12.29) TMO US Equity 8,944 10,218 63.59 119.25 138.63 0.63% (43.37) TOT US Equity 1,548 7,801 61.19 73.33 25.76 0.77% 51.84 TRP CN Equity (49) (2,342) 46.37 47.34 -4.73 0.44% (24.06) TRV US Equity 1,260 15,196 87.90 95.18 25.02 0.33% (50.91) TSCO LN Equity 743 (6,852) 5.53 4.93 13.46 0.81% 66.71 TWC US Equity 1,010 5,234 120.22 143.41 37.17 0.52% 2.87 EFTA00288555 TWX US Equity 82 9,814 67.77 68.33 1.01 0.82% (145.64) TXN US Equity 4,536 12,205 34.93 47.91 65.85 0.56% 22.43 TYC US Equity 14,112 24,080 29.17 46.26 79.32 0.74% (108.09) UBS US Equity 19.07 - UBSN VX Equity 17 (1,420) 19.35 19.12 1.68 0.72% 12.98 UCG IM Equity 3,382 5,500 5.62 9.08 50.37 1.22% (165.29) ULVR LN Equity 399 7,646 43.35 45.61 9.74 0.54% (27.47) UNA NA Equity 358 8,550 42.33 44.10 7.99 0.52% (18.26) UNH US Equity 2,674 10,688 64.87 81.09 40.96 0.61% 140.81 UNP US Equity 2,730 14,259 84.85 101.10 34.44 0.56% 15.04 UPS US Equity 4,202 14,806 79.87 102.54 53.15 0.53% 18.05 USB US Equity 3,730 14,625 34.87 43.77 58.03 0.44% 233.05 UTX US Equity 6,670 15,190 82.05 118.08 72.37 0.61% 141.16 V US Equity 164 9,462 206.90 210.49 3.32 0.52% 27.49 VALE US Equity 366 (3,004) 14.63 12.85 9.78 1.24% 18.33 VALE3 BZ Equity 431 (2,939) 15.07 12.86 10.55 1.39% VIAB US Equity 3,949 9,746 61.33 86.18 67.57 0.60% (145.13) VIV FP Equity 26.05 VMW US Equity 221 4,785 89.16 93.28 5.63 0.82% (81.88) VOD LN Equity 559 (4,157) 3.79 3.28 15.17 0.89% 88.92 VOD US Equity 548 (3,911) 37.88 32.58 14.58 0.96% 71.71 VOW3 GR Equity 98 3,208 259.69 267.61 5.47 0.56% (16.10) VRX CN Equity (10) (473) 118.70 121.33 .1.53 1.45% (15.05) VRX US Equity (10) (482) 118.57 121.08 .1.54 1.37% (14.30) VTI US Equity 899 5,134 86.91 102.12 43.61 0.40% 19.86 VWO US Equity 103 5,630 42.75 43.53 3.38 0.54% (14.04) VZ US Equity (2) (342) 49.16 49.47 .1.40 0.46% 0.05 WBC AU Equity 482 11,844 30.87 32.12 6.49 0.63% (33.22) WES AU Equity (110) 13,490 39.08 38.76 .1.50 0.54% (94.32) WFC US Equity 4,257 12,958 39.63 52.65 53.98 0.61% 210.17 WLP US Equity 4,753 11,576 76.76 108.27 67.06 0.61% 136.38 WMT US Equity (88) 9,262 76.30 75.59 -2.11 0.45% (56.99) WOW AU Equity (208) 4,724 34.76 33.30 -8.31 0.53% (46.24) XOM US Equity 1,980 16,573 92.53 103.58 27.32 0.44% 247.55 XTA LN Equity liN/A N/A YHOO US Equity (92) 3,537 35.18 34.29 -2.75 0.95% (43.50) YUM US Equity 700 9,810 75.04 80.40 15.05 0.47% 1.06 ZURN VX Equity 57 8,429 294.36 296.34 1.73 0.39% (58.22) Current Portfolio - Global Maao Portfolio Current Price PA in Vol 30P Realized Change on Day Security KIM Gain/(Loss) Exp. ga Cost Avg. Price (In USD) Days Vol (in USD) SPX Index 21,696 62,272 1,455.70 1,962.87 93.62 0.37% 145.27 NDX Index 12,815 37,348 2,831.19 3,802.64 74.69 0.46% 24.30 RTY Index 897 18,515 1,133.51 1,188.43 6.05 0.80% 72.02 EFTA00288556 SPTSX Index 3,267 45,128 13,097.56 14,045.71 21.72 0.33% 281.96 MEXBOL Index 90 15,064 3,277.98 3,297.52 1.09 0.55% (33.61) IBOV Index 5 (3,661) 24,461.36 24,428.04 0.12 1.15% MERVAL Index (284) 22,139 #WA N/A A.74 1.73% UKX Index 5,210 48,832 10,490.35 11,609.67 34.01 0.31% 18.07 DAX Index 10,217 37,847 10,682.74 13,566.67 70.62 0.38% (210.87) CAC Index 1,934 29,424 5,788.46 6,168.96 16.68 0.39% (233.91) IBEX Index 12,446 42,944 11,748.18 15,153.09 49.18 0.59% (311.92) SMI Index 8,035 52,752 8,424.18 9,707.29 53.79 0.28% (33.59) FTSEMIB Index 7,377 25,266 23,118.94 29,868.61 30.64 0.95% (423.57) P512O Index 4,875 24,476 8,041.34 9,642.85 24.40 0.82% (477.28) ISEQ Index 8,310 15,398 4,246.25 6,537.87 64.75 0.83% (353.37) ICEXI Index 185 4,606 7.00 7.28 7.49 0.54% 3.59 AEX Index 7,404 48,492 492.48 567.68 44.19 0.35% (162.51) BEL20 Index 8,415 47,922 3,658.46 4,300.90 49.83 0.35% (270.44) LUXXX Index 11,288 41,632 1,672.08 2,125.43 36.42 0.74% (290.05) KFX Index 13,193 40,987 102.53 135.53 58.49 0.55% (258.34) HEX Index 9,874 44,404 #WA N/A 46.03 0.48% OMX Index 1,852 26,503 #WA N/A 18.02 0.39% ATX Index 581 64,153 3,453.03 3,484.30 1.46 0.62% ASE Index 481 12,366 1,707.57 1,773.98 2.30 1.69% 153.66 OSEBX Index 5,192 28,882 87.10 102.76 33.93 0.53% (93.87) INDEXCF Index (211) 51,231 43.30 43.12 .0.37 1.10% (439.31) TOP40 index 3,053 37,521 4,006.89 4,332.86 11.79 0.69% 154.37 SENSEX Index 5,269 43,256 371.48 416.73 13.14 0.93% (264.44) NKY Index 1,028 23,222 143.92 150.29 6.42 0.69% (80.22) HSI Index 786 39,542 2,933.90 2,992.24 4.77 0.42% 41.15 SHCOMP Index 1,849 (39,032) 341.67 325.49 8.53 0.56% (60.69) KOSPI Index 1,057 45,441 1.88 1.93 4.78 0.49% (660.61) AS51 Index 940 33,715 4,948.24 5,086.18 5.12 0.54% (385.50) STBCNZL Index 35,636 73,207 444.47 660.83 124.07 0.39% EEM US Equity 48 5,720 43.20 43.56 1.36 0.61% (11.89) IYR US Equity 353 12,786 70.30 72.24 6.60 0.42% 45.63 MDY US Equity 5,826 14,269 184.03 259.17 80.45 0.51% 4.65 MIK US Equity 117 10,785 41.31 41.76 10.04 0.11% 13.07 XLF US Equity 6,342 13,610 15.57 22.83 104.09 0.45% XLU US Equity 1,127 10,859 39.38 43.47 16.43 0.63% (173.91) XLK US Equity 3,043 13,272 30.99 38.09 52.01 0.44% (110.61) XLI US Equity 7,109 16,147 38.20 55.02 87.47 0.50% (8.45) XLP US Equity 901 12,469 42.17 45.22 17.88 0.40% (131.74) XLY US Equity 1,447 9,522 57.37 66.08 28.33 0.54% (75.83) XLE US Equity 1,771 13,457 89.19 100.93 31.48 0.42% 80.39 XLB US Equity 4,800 15,233 37.75 49.64 75.58 0.42% 28.29 XLV US Equity 13,663 24,346 38.87 60.68 139.64 0.40% 176.20 SXXP Index 7,887 48,422 406.61 472.85 57.56 0.28% (162.64) SXAP Index 10,639 28,869 521.95 714.31 55.81 0.66% (198.53) SXKP Index 4,642 37,626 366.14 411.31 24.23 0.51% (472.33) EFTA00288557 SX6P Index 8,902 39,503 360.60 441.86 47.80 0.47% (221.85) SXEP Index 6,301 51,146 456.85 513.14 22.16 0.56% 37.21 SXIP Index 11,841 28,923 222.31 313.31 97.46 0.42% (357.74) SXNP Index 4,900 30,921 488.87 566.33 35.70 0.44% (128.98) SX3P Index 2,051 31,675 679.66 723.67 16.04 0.40% (1.73) SXDP Index 29,827 61,074 609.16 906.65 140.55 0.35% Ill 694.50 SX4P Index 4,238 29,993 935.30 1,067.44 41.62 0.34% (44.70) SX8P Index 713 17,778 376.46 391.55 8.48 0.47% (65.57) SXOP Index 11,659 45,532 389.83 489.65 42.03 0.61% lir (768.95) SXQP Index 2,233 46,541 807.78 846.53 14.81 0.32% 101.22 SXRP Index (33) 10,059 430.50 429.10 0.88 0.37% (33.88) SXMP Index 1,488 17,388 314.93 341.88 18.70 0.46% (37.80) SXTP Index 22,860 39,247 172.05 272.26 81.55 0.71% 295.19 SX7E Index 3,789 12,087 159.85 209.95 37.34 0.84% (283.24) SXSE Index 8,436 43,006 3,750.28 4,485.93 46.82 0.42% (332.27) SPGSCITR Index 103 30,696 5,167.87 5,185.20 0.94 0.36% 38.30 XAG Curncy 72 (17,834) 20.96 20.87 0.56 0.72% (61.21) CO1 Comdty 30 30,289 114.70 114.81 0.19 0.51% (65.87) CL1 Comdty 2,495 36,479 100.39 107.26 11.69 0.58% 303.95 NG1 Comdty 2,614 15,160 3.86 4.53 12.27 1.40% (205.50) XAU Comdty (1,659) (26,763) 92.71 98.46 M.13 49.06% 167.16 IBOXHY Index 4,271 53,418 220.12 237.72 139.50 0.06% 42.40 US_TSY CREDIT (7) 100,443 765.33 765.28 -0.06 0.12% (11.81) CA_TSY CREDIT 313 103,687 1,227.49 1,231.20 1.11 0.27% 232.81 MX_TSY CREDIT 1,229 87,928 221.30 224.39 3.08 0.45% (71.46) AU TSY CREDIT 2,312 81,398 1,506.03 1,548.81 9.43 0.30% (283.87) JP_TSY CREDIT 84 (45,369) 817.18 815.67 0.83 0.22% 125.04 MY_TSY CREDIT 518 103,107 170.18 171.03 1.93 0.26% (332.17) SG_TSY CREDIT 142 66,005 221.48 221.96 1.12 0.19% (181.29) AT_TSY CREDIT 3,948 81,569 358.40 375.75 17.67 0.27% (506.78) BE_TSY CREDIT 5,392 79,771 477.85 510.15 22.97 0.29% (481.38) FI_TSY CREDIT 3,435 85,645 349.64 363.67 15.21 0.26% (523.54) FR_TSY CREDIT 4,459 82,246 1,684.51 1,775.84 19.25 0.28% (491.79) DE_TSY CREDIT 2,612 84,524 1,247.55 1,286.11 11.96 0.26% (516.57) IE_TSY CREDIT 33,163 78,270 336.92 479.68 163.30 0.26% (612.23) IT_TSY CREDIT 9,024 54,986 1,616.07 1,881.31 51.17 0.32% (375.79) NL_TSY CREDIT 3,530 82,865 1,330.92 1,387.61 15.76 0.27% U (529.69) ES_TSY CREDIT 11,364 50,187 392.28 481.11 78.07 0.29% (306.79) DK_TSY CREDIT 2,727 67,396 729.23 758.74 14.27 0.28% (425.32) NO_TSY CREDIT (1,047) 50,762 347.79 340.76 -7.18 0.29% (144.02) PL_TSY CREDIT 1,546 35,151 429.04 447.91 11.74 0.37% (541.63) ZA_TSY CREDIT (118) (53,153) 83.15 83.33 M.22 0.98% 435.54 SE_TSY CREDIT 591 (44,333) 464.03 457.85 4.18 0.32% 338.88 CH_TSY CREDIT 1,105 26,825 1,008.64 1,050.17 17.31 0.24% (163.14) GB_TSY CREDIT 2,567 89,647 1,507.67 1,550.85 12.05 0.24% (394.90) EFTA00288558