EFTA00293378.pdf

Atorus, LLC Current Date: 712M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: Starting Capital: Current NAV: Current Leverage (Gross Exposures): 2/18/2014 39.72% 82.38% 4,331,999 (1,190,216) 3,141,783 456 1,000,000 1,823,772 3.03 2/18/2014 Change on Day: 1.11% MSCI World Change on Day 0.42% Profit Factor: Win Ratio: 724M (+) 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 51% 1.03% -0.88% 50.00% 50.00% 10.00% 2X 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 each investor. 1.351 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 1,8061000.00 1.600.000.00 1.400.000.00 1.200.000.00 1.000.000.00 800)300.00 600)300.00 O4' 4> 4' 4;9 4' 4,1' 4> 4> •4> 4,b scb t t 5) t 9 1.9 9 9 - NAV EFTA00293378 Atorus, LLC 2/18/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.16% 53 Positions 31.31% COI Comdty (24,622) 0.45% CA_TSY CREDIT 5,851 0.32% MEXBOL Index (26,146) 0.47% UTX US Equity 5,861 0.32% NO_TSY CREDIT (27,378) 0.50% ICEXI Index 5,880 0.32% SHCOMP Index (30,695) 0.56% AEX Index 5,941 0.33% ZA_TSY CREDIT (33,149) 0.60% SX7E Index 5,978 0.33% XAU Comdty (41,262) 0.75% BEL20 Index 6,068 0.33% CH_TSY CREDIT 59,299 1.07% MDT US Equity 6,121 0.34% JP_TSY CREDIT (59,678) 1.08% MAERSKB DC Equity 6,198 0.34% SXDP Index 61,075 1.11% SXSE Index 6,270 0.34% SPX Index 62,272 1.13% ACA FP Equity 6,309 0.35% FR_TSY CREDIT 62,478 1.13% QC/Cl US Equity 6,322 0.35% AT_TSY CREDIT 64,350 1.16% SXXP Index 6,470 0.35% NL_TSY CREDIT 65,372 1.18% HON US Equity 6,491 0.36% FI_TSY CREDIT 66,540 1.20% DAI GR Equity 6,524 0.36% DE_TSY CREDIT 66,681 1.21% GS US Equity 6,632 0.36% BETSY CREDIT 67,610 1.22% SMI Index 6,750 0.37% STBCNZL Index 73,231 1.33% ROG VX Equity 6,810 0.37% lE_TSY CREDIT 78,270 1.42% IT_TSY CREDIT 7,071 0.39% AU_TSY CREDIT (79,133) 1.43% ME Index 7,203 0.39% MY_TSY CREDIT (92,252) 1.67% BMY US Equity 7,257 0.40% SG_TSY CREDIT (95,749) 1.73% AMGN US Equity 7,412 0.41% CA_TSY CREDIT (97,153) 1.76% MMM US Equity 7,740 0.42% IBEX Index 7,758 0.43% PRU LN Equity 7,847 0.43% NG1 Comdty 7,860 0.43% CMCSK US Equity 7,952 0.44% XLY US Equity 8,147 0.45% SXOP Index 8,155 0.45% HEX Index 8,414 0.46% DAX Index 9,247 0.51% LUXXX Index 9,274 0.51% ES_TSY CREDIT 9,285 0.51% BAC US Equity 9,545 0.52% KFX Index 9,586 0.53% BAYN GR Equity 9,603 0.53% TMO US Equity 9,604 0.53% SXAP Index 10,135 0.56% TYC US Equity 10,749 0.59% BA US Equity 11,362 0.62% MA US Equity 11,529 0.63% EFTA00293379 XLV US Equity 12,454 0.68% SXIP Index 12,585 0.69% SXMP Index 13,204 0.72% RTY Index 13,474 0.74% NDX Index 13,987 0.77% CELG US Equity 14,106 0.77% SPX Index 16,472 0.90% SXTP Index 22,596 1.24% ISEQ Index 24,317 1.33% SXDP Index 24,728 1.36% lE_TSY CREDIT 28,937 1.59% ST8CN2L Index 30,832 1.69% GILD US Equity 34,149 1.87% No. Names APAC Long 28 APAC Short 24 EMEA Long 75 EMEA Short 17 AMER Long 166 AMER Short 51 EquityCom Long 59 EquityCom Short 12 G20 Rates Long 15 G20 Rates Short 9 Total Long 343 Total Short 113 EFTA00293380 Atorus, LLC 2/18/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodities, G20 Gov. Credit) —.AMC —.. EMEA —AMER —EquityCom —G20 Rates Nextposure RIG 2,000,000 1,500000 1,000,001 5,000.000 toco.00p 3.000.000 2.000.000 1,000.000 0 (1,000.0031 - (2,000.0031 500,000 VI e I„S V - Ile0 0 0 . . C9 46%). bt bac. I- a' Al\ ` . . 4. t.oeeet. oes, ca . be. be be. tt tt Q uct tAl• dW 'W 4 .. 4 4 Si\ NN NI (5 } (1.000.000) (3,000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodities, G20 Gov. Credit) 'Q.0 4.) . < 1, eN, 0 <I) ,1) 4 4 e 9 e 9 e 9 e 9 e 9 e 9 Q9 e 9 e 9 0 0 0 0 ist 0 0 0 0 0 est Q9 — APAC — EMEA - AMER —Ea tCo -----G2ORmes EFTA00293381 Atorus, LIC 2/18/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility Atorus EFTA00293382 Atorus, LLC 2/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 6000 50.00 4o 3000 2O 1000 10* etecsfreeteeetteette QP ctr Percentile No. Vol Days 0.0CM -11.76 5.00% .4.72 10.00% .2.87 15.00% 43.61 20.00% 0.12 25.00% 0.74 30.00% 1.64 35.00% 2.64 40.00% 3.76 45.00% 5.53 50.00% 7.69 55.00% 10.12 60.00% 12.38 65.00% 15.67 70.00% 18.99 75.00% 23.16 80.00% 26.91 85.00% 34.62 90.00% 42.15 95.00% 54.39 100.00% 169.93 Days by Position MTM Gains(Losses) 96 of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 0.891 50.26% EFTA00293383 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (In USD) Days Vol 2/18/2014 000270 KS Equity 118 (4,506) 49.54 50.27 1.99 1.31% 005380 KS Equity 0 1,799 216.67 218.10 0.02 1.30% 005490 KS Equity (64) (3,392) 275.86 279.28 -2.12 0.89% 005930 KS Equity 289 (6,558) 1211.21 1229.04 4.36 1.01% 012330 KS Equity 1,161 5,282 286.84 298.46 17.71 1.24% 1 HK Equity (64) (1,592) 15.17 15.27 -6.29 0.64% 1299 HK Equity (102) (2,630) 4.81 4.74 -3.59 1.07% 13 HK Equity 1,879 12,243 13.07 13.15 16.48 0.93% 16 HK Equity 176 (9,935) 12.50 12.44 2.88 0.62% 27 HK Equity (2) 123 9.37 9.51 -0.74 2.35% 2914 JP Equity 11 (4,719) 32.70 32.39 0.17 1.34% 3382 JP Equity 45 3,411 38.32 38.20 1.07 1.23% 4063 JP Equity 98 (4,536) 54.87 55.19 1.81 1.19% 4502 JP Equity (10) 1,933 46.91 46.46 -0.63 0.85% 4689 JP Equity (2) 752 6.08 5.99 -0.18 1.70% 5 HK Equity (147) (3,773) 10.74 10.60 -5.27 0.74% 5108 JP Equity (23) 3,498 36.75 36.11 -0.59 1.13% 54011P Equity 74 (3,709) 3.00 2.93 1.36 1.47% 63011P Equity (20) (3,515) 20.72 20.75 -0.40 1.41% 6752 JP Equity 1,072 4,145 11.32 11.34 10.04 2.58% 6902 JP Equity 2,568 9,730 52.92 52.43 20.50 1.29% 6954 JP Equity 135 6,393 165.37 160.99 1.20 1.77% 7201 JP Equity (27) (3,743) 9.15 8.91 -0.54 1.31% 7203 JP Equity 4 (2,574) 57.33 57.37 0.11 1.20% 7267 JP Equity (46) (3,471) 37.11 36.81 -1.13 1.17% 762 HK Equity 231 (4,155) 1.33 1.35 5.05 1.10% 7751 JP Equity 381 (6,865) 29.97 29.69 5.96 0.93% 80311P Equity (204) (2,695) 15.33 14.98 -6.35 1.19% 8058 JP Equity 612 19.43 19.03 0.00 1.15% 8106 JP Equity 16 (3,210) 6.04 5.84 0.41 1.25% 8316 JP Equity 34 (2,955) 46.87 45.76 0.80 1.41% 8411 JP Equity (118) 3,774 2.11 2.05 -2.29 1.36% 8604 JP Equity 27 (2,508) 6.92 6.71 0.78 1.41% 8801 JP Equity 68 (1,911) 31.09 30.23 2.27 1.56% 8802 JP Equity 69 (3,308) 24.45 24.21 1.51 1.38% 9020 JP Equity 154 (3,967) 74.03 74.53 3.71 1.04% 941 HK Equity 853 (11,130) 9.49 9.48 11.15 0.69% 9432 JP Equity 210 6,077 54.75 55.03 2.62 1.32% 9433 JP Equity 2,928 9,476 55.36 55.15 21.57 1.43% 9437 JP Equity (145) (5,749) 16.10 16.11 -2.42 1.04% 9983 JP Equity (193) 3,177 350.53 346.69 -3.63 1.67% EFTA00293384 9984 JP Equity 2,076 2,797 75.23 74.38 47.16 1.57% AAPL US Equity 384 7,877 548.17 543.49 4.67 1.04% ABB US Equity 774 10,408 25.23 25.34 7.08 1.05% ABBN VX Equity 607 8,703 25.13 25.28 6.53 1.07% ABBV US Equity 121 5,335 51.33 50.61 2.09 1.08% ABEV US Equity 330 (7,232) 6.80 6.92 3.06 1.49% ABEV3 BZ Equity 324 (6,923) 6.81 6.95 3.53 1.33% ABI BB Equity 5 1,522 101.58 100.69 0.36 0.92% ABT US Equity (2) 4,097 39.00 38.85 .0.06 0.83% ABX CN Equity (402) (2,109) 20.38 20.44 -11.76 1.62% ABX US Equity (394) (2,087) 20.39 20.45 •11.72 1.61% ACA FP Equity 6,168 5,408 14.81 14.63 80.22 1.42% ACE US Equity 110 3,677 97.34 96.68 4.38 0.69% ACN US Equity 591 9,052 82.48 82.07 7.88 0.83% ADP US Equity 62 1,193 76.31 76.12 6.68 0.78% AFL US Equity 23 3,463 63.03 63.06 1.00 0.65% AGL S1 Equity (581) (4,054) 25.91 25.99 -10.16 1.41% AGN US Equity 1,281 6,808 125.57 124.49 15.83 1.19% Al FP Equity 10 1,683 135.02 136.74 0.75 0.75% AIG US Equity 1 4,012 49.80 48.68 0.03 0.94% AIR FP Equity 4,619 6,526 72.60 72.53 63.19 1.12% ALV GR Equity 3,116 7,550 177.65 177.50 42.70 0.97% ALVG IX Equity 2,338 5,742 177.68 177.49 43.50 0.94% AMGN US Equity 7,084 22,886 125.09 123.73 31.12 0.99% AMT US Equity 937 10,655 83.23 83.00 10.88 0.81% AMZN US Equity 3,365 14,103 352.30 356.30 18.12 1.32% ANZ AU Equity 794 28.54 28.17 0.00 0.89% APA US Equity (10) (6,870) 83.26 82.86 •0.15 0.95% APC US Equity (28) (5,635) 82.99 81.36 •0.58 0.84% AXP US Equity 2,496 10,373 88.79 88.78 23.66 1.02% AZN LN Equity 4,610 12,676 68.14 67.92 36.63 0.99% AZN SS Equity 4,045 11,669 68.01 67.87 35.08 0.99% AZN US Equity 4,408 12,432 68.13 67.67 34.84 1.02% BA US Equity 11,147 17,951 130.38 129.42 54.17 1.15% BAC US Equity 9,716 10,884 16.56 16.70 97.32 0.92% BARC LN Equity (193) 5,295 4.33 4.25 -2.93 1.24% BAS GR Equity 1,142 7,333 113.29 112.45 17.72 0.88% BATS LN Equity (197) (5,600) 52.10 50.80 -3.68 0.95% BAX US Equity (275) (8,047) 69.34 69.11 .6.14 0.56% BAYN GR Equity 9,435 11,757 139.23 138.13 82.11 0.98% BBAS3 BZ Equity 22 (797) 8.50 8.63 1.68 1.64% BBD US Equity 973 (6,743) 11.11 11.09 11.35 1.27% BBDC4 BZ Equity 915 (7,252) 11.12 11.14 11.21 1.13% BBL US Equity (185) (4,014) 65.01 63.24 -4.33 1.07% BBVA SM Equity 1,262 5,723 12.25 12.32 17.18 1.28% BCE CN Equity 47 (6,644) 42.99 42.87 1.05 0.68% BCS US Equity (234) 6,397 17.56 17.07 -2.90 1.26% EFTA00293385 BEN US Equity 55 4,618 5344 52.71 1.26 awe BG/ LN Equity (101) (3,003) 18.18 17.94 -2A2 1.39% BHP AU Equity 11 1,570 35.00 34.04 0.74 0.93% BHP US Equity 19 2,162 70.07 68.40 0.93 0.94% BIIB US Equity 361 1,066 333.21 329.19 23.14 1.46% BIL S.I Equity (196) (3,561) 32.41 31.92 -4.71 1.16% BK US Equity 60 1,539 31.80 31.81 4.50 0.86% BLK US Equity 127 1,171 305.30 303.93 11.69 0.93% BLT LN Equity (191) (3,958) 32.42 31.69 -4.74 1.02% BMO CN Equity 941 65.52 64.97 0.00 0.68% BMW GR Equity 978 5,076 115.71 117.62 25.33 0.76% BMY US Equity 7,074 13,669 54.67 54.19 39.94 1.30% BN FP Equity 85 (3,684) 69.05 68.91 2.53 0.91% BNP FP Equity 1,652 5,498 79.88 80.34 25.08 1.20% BNS CN Equity (199) (3,682) 57.92 57.73 -6.45 0.84% BP/ LN Equity 496 8,446 8.23 8.13 9.09 0.65% BRK/B US Equity 941 114.73 114.78 0.00 0.61% BSBR US Equity 1,643 (8,171) 4.86 4.94 12.39 1.62% BUD US Equity 12 1,560 101.06 101.26 0.83 0.90% BX US Equity 95 2,976 31.47 31.28 3.00 1.06% C US Equity (1) 1,229 49.58 49.57 -0.05 1.20% CA FP Equity 393 1,959 36.11 36.61 20.60 0.97% CAT US Equity 1,084 10,300 96.50 96.41 10.14 1.04% CBA AU Equity 2 2,411 67.31 68.53 0.13 0.72% CBS US Equity 402 1,267 66.10 65.00 24.85 1.28% CCL US Equity 949 7,821 39.91 40.60 12.21 0.99% CELG US Equity 13,966 15,111 165.38 164.59 70.06 1.32% CFR VX Equity 4 1,675 98.90 99.62 0.21 1.30% CL US Equity 1,154 18,685 62.37 62.63 10.41 0.59% CM CN Equity 18 2,706 81.91 81.49 1.09 0.60% CMCSA US Equity 5,559 17,408 53.55 53.63 34.65 0.92% CMCSK US Equity 7,925 18,900 51.52 51.47 47.55 0.88% CNI US Equity 1,247 12,873 56.00 56.35 12.22 0.79% CNQ CN Equity 68 3,653 35.69 35.28 2.26 0.82% CNR CN Equity 1,234 12,425 56.03 56.39 12.59 0.79% COF US Equity 417 6,077 72.65 72.33 8.24 0.83% COP US Equity 155 (7,980) 65.42 65.35 2.91 0.67% COST US Equity 12 2,726 115.42 115.97 0.57 0.80% COV LN Equity 186 2,442 4N/A N/A UN/A N/A 25.05 0.30% COV US Equity 762 6,347 71.29 71.00 13.27 0.91% CRM US Equity 215 2,054 63.38 62.85 8.10 1.29% CS FP Equity 2,795 6,734 27.34 27.44 42.10 0.99% CSCO US Equity (179) (4,977) 22.44 22.57 -3.99 0.90% CSX US Equity 859 8,914 27.33 27.49 8.93 1.08% CVE CN Equity 998 (10,449) 25.89 25.96 13.99 0.68% CVS US Equity 1,189 10,312 70.32 69.98 15.54 0.74% CVX US Equity (57) (6,322) 113.18 113.01 -1.21 0.74% EFTA00293386 D US Equity 2,175 12,109 70.97 70.71 23.16 0.78% DAI GR Equity 6,579 13,908 9138 91.63 45.75 1.03% DBK GR Equity 211 4,052 49.41 49.04 4.04 1.29% DD US Equity 2,236 12,305 64.80 64.35 20.06 0.91% DDAIF US Equity 3,757 8,377 91.44 91.55 38.45 1.17% DE US Equity 20 8,122 85.06 85.86 0.36 0.66% DELL US Equity 14 6,715 SIN/A N/A #N/A N/A 2.65 0.08% DG FP Equity 3,947 9,889 72.30 71.83 48.96 0.82% DGE LN Equity (40) (1,078) 31.22 30.64 -3.19 1.18% DHR US Equity 4,280 14,097 76.03 76.35 41.93 0.72% DIS US Equity 1,543 9,908 79.69 79.01 14.89 1.05% DISCA US Equity (75) 3,650 80.71 80.32 -1.81 1.14% DNB NO Equity 1,224 9,129 17.72 17.75 18.46 0.73% DOW US Equity 1,940 6,446 46.69 46.62 25.48 1.18% DPW GR Equity 151 547 36.50 36.02 34.58 0.80% DTE GR Equity 4,845 13,640 16.79 16.56 36.44 0.97% DTV US Equity 1,812 9,349 72.74 71.99 25.39 0.76% DUK US Equity (228) (8,822) 71.76 71.40 4.60 0.56% DVN US Equity 16 6,359 62.85 61.93 0.32 0.80% EBAY US Equity 161 5,059 55.15 54.64 2.80 1.14% ECL US Equity 71 3,983 103.33 102.96 2.41 0.74% EDF FP Equity 5,757 9,189 38.22 38.13 67.05 0.93% EMC US Equity 197 8,839 25.44 25.43 2.49 0.89% EMR US Equity 124 2,174 63.98 64.58 8.32 0.68% ENB CN Equity (269) (7,004) 43.38 43.29 -7.40 0.52% ENEL IM Equity 1,275 6,725 5.06 5.05 18.52 1.02% ENI IM Equity (189) (3,384) 23.66 23.52 -7.28 0.77% EOAN GR Equity 44 2,606 19.19 18.97 1.87 0.90% EOG US Equity 1,257 5,573 179.25 176.46 23.23 0.97% EPD US Equity 714 9,800 66.72 66.69 10.90 0.67% ERICB SS Equity 161 4,975 12.57 12.59 3.71 0.87% ESRX US Equity 1,442 9,815 76.94 76.49 21.39 0.69% ETN US Equity 88 3,006 72.47 72.54 2.90 1.01% F US Equity (96) (3,621) 15.40 15.21 -2.44 1.09% F8 US Equity 1,379 2,610 66.88 67.15 34.33 1.54% FCX US Equity (163) (2,387) 33.74 33.73 -5.54 1.24% FDX US Equity 576 5,338 133.23 134.00 12.82 0.84% FOX US Equity 3 2,116 32.15 31.81 0.16 0.96% FOXA US Equity 3 1,952 33.02 32.50 0.12 1.09% FP FP Equity 161 4,762 61.03 60.66 4.86 0.70% G IM Equity 413 4,115 23.05 22.85 10.85 0.92% GE US Equity 2,465 16,425 25.75 25.67 17.48 0.86% GILD US Equity 33,051 13,861 83.22 81.31 169.93 1.40% GIS US Equity 171 7,619 49.65 49.67 3.73 0.60% GLE FP Equity 1,008 3,248 64.69 64.87 20.22 1.53% GLEN LN Equity (264) (2,614) 5.75 5.65 •8.10 1.24% GLW US Equity 2,085 11,376 19.10 19.14 15.57 1.18% EFTA00293387 GM US Equity 682 2,560 36.24 35.80 22.99 1.16% GOOG US Equity 4,963 12,428 1208.32 1200.31 42.23 0.95% GS US Equity 6,480 13,671 160.81. 163.58 67.31 0.70% GSK LN Equity 362 4,319 28.19 27.86 6.77 1.24% GSZ FP Equity 39 2,561 23.89 23.77 2.14 0.72% HAL US Equity 682 4,093 53.95 53.65 18.59 0.90% HD US Equity 2,230 13,333 77.54 77.82 32.65 0.51% HMB SS Equity 653 6,110 44.29 45.15 12.09 0.88% HON US Equity 6,518 11,930 94.34 94.48 89.66 0.61% HPQ US Equity 1,324 6,297 29.78 30.00 19.14 1.10% HSBA LN Equity (M) (1,445) 10.88 10.68 4.88 2.34% IBE SM Equity 1,050 6,918 6.34 6.31 23.16 0.66% IBM US Equity 52 (8,393) 183.46 183.60 0.80 0.78% IMT LN Equity 836 10,924 39.80 38.70 6.11 1.25% INTC US Equity 340 9,784 24.71 24.64 4.11 0.85% ISP IM Equity 3,033 5,555 3.04 2.95 42.67 1.28% ITUB US Equity 282 (5,909) 13.04 13.15 3.53 1.35% ITUB4 BZ Equity 199 (6,366) 13.12 13.17 2.47 1.27% ITW US Equity 2,208 14,011 79.59 78.52 26.42 0.60% ITX SM Equity (47) (2,635) 145.62 152.35 .2.51 0.70% JCI US Equity 4,297 9,883 49.15 48.96 39.84 1.09% JNJ US Equity 4,249 12,630 92.29 92.63 42.93 0.78% JPM US Equity 936 8,516 58.39 58.03 13.68 0.80% KMB US Equity 230 7,934 109.62 109.79 4.37 0.67% KMI US Equity 277 (6,752) 33.79 33.73 6.25 0.66% KO US Equity 15 (6,962) 37.49 38.75 0.33 0.65% LBTYA US Equity (29) 2,272 86.70 83.85 -1.65 0.78% LBTYK US Equity 119 1,975 85.51 82.73 7.99 0.75% LIN GR Equity 229 5,314 203.73 203.88 5.52 0.78% LLOY LN Equity 3,637 7,073 1.37 1.35 43.84 1.17% LLY US Equity (100) (4,787) 55.03 54.07 -2.57 0.81% LMT US Equity 652 2,016 162.86 162.12 31.74 1.02% LNKD US Equity 8 (364) 189.16 188.10 1.39 1.68% LOW US Equity (111) (3,490) 46.99 47.14 -3.86 0.82% LVS US Equity 2,040 6,808 80.63 79.71 20.66 1.45% LYB US Equity 965 2,297 84.97 84.20 36.93 1.14% MA US Equity 11,298 17,711 77.65 77.10 53.03 1.20% MAERSKB DC Equity 6,161 14,148 11810.21 11788.91 36.89 1.18% MC FP Equity 33 2,801 186.43 184.27 1.08 1.11% MCD US Equity (60) (6,973) 96.16 95.69 -1.65 0.52% MCK US Equity 152 1,762 177.50 175.73 7.56 1.14% MDIZ US Equity 2,552 13,641 34.18 34.05 23.26 0.80% MDT US Equity 6,476 20,811 55.94 56.67 33.17 0.94% MET US Equity 1,002 7,556 50.84 50.25 12.20 1.09% MFC CN Equity 4,440 8,003 19.43 19.24 52.97 1.05% MHS US Equity 1,755 13,962 AN/A N/A KN/A N/A 11.02 1.14% MMM US Equity 7,627 21,331 132.05 131.54 50.01 0.71% EFTA00293388 MO US Equity (12) 3,964 35.55 35.49 -0.43 0.73% MON US Equity 401 11,917 109.85 109.58 4.01 0.84% MOS US Equity (188) (4,472) 47.87 47.77 -3.71 1.13% MRK US Equity 1,255 9,350 55.71 55.35 14.03 0.96% MS US Equity 129 1,649 29.66 29.73 7.54 1.04% MSFT US Equity 571 7,177 37.53 37.59 7.69 1.03% MUV2 GR Equity 703 7,535 216.86 215.86 14.15 0.66% NAB AU Equity 5 1,719 31.56 30.76 0.36 0.82% NCM AU Equity 2,759 (5,096) 10.27 10.06 25.48 2.12% NEE US Equity 4,135 14,649 93.47 93.11 39.71 0.71% NEM US Equity 2,348 (7,392) 24.07 23.85 17.59 1.81% NESN VX Equity 574 9,821 73.94 73.71 6.70 0.87% NG/ LN Equity 1,821 11,416 13.73 13.58 22.78 0.70% NICE US Equity 778 2,940 75.27 74.95 32.43 0.82% NOK US Equity 3,652 4,498 7.30 7.18 58.86 1.38% NOV US Equity 6 1,817 76.10 76.23 0.42 0.76% NOVN VX Equity 5,406 18,291 82.67 82.66 43.31 0.68% NOVOB DC Equity 954 7,721 43.63 43.91 10.76 1.15% NSC US Equity 1,457 9,590 91.14 92.73 13.04 1.17% NVS US Equity 4,216 15,510 82.75 82.76 41.36 0.66% OGXP3 BZ Equity 5,036 (5,180) 0.10 0.12 24.75 3.93% OR FP Equity 3 2,001 167.31 168.23 0.12 1.15% ORA FP Equity 57 2,960 12.78 12.61 1.92 1.00% ORCL US Equity 1,058 7,418 37.97 38.06 20.31 0.70% OXY US Equity 60 2,453 96.00 95.29 2.96 0.83% PBR US Equity 384 (2,814) 11.27 11.49 9.12 1.49% PBR/A US Equity 325 (2,795) 12.01 12.26 7.89 1.47% PCLN US Equity 1,026 3,043 1298.35 1278.28 28.37 1.19% PCP US Equity 3,087 13,710 258.94 260.30 24.87 0.91% PEP US Equity (77) 2,342 78.10 78.64 -5.19 0.63% PETR3 BZ Equity 357 (2,923) 5.64 5.75 8.90 1.37% PETR4 BZ Equity 373 (3,123) 5.99 6.12 8.63 1.38% PFE US Equity 4,832 21,828 31.93 31.88 28.43 0.78% PG US Equity 108 4,762 78.05 79.08 2.97 0.76% PHIA NA Equity 2,015 11,244 36.32 35.88 22.92 0.78% PM US Equity 635 (10,166) 80.41 80.13 7.36 0.85% PNC US Equity 632 7,645 81.70 81.51 9.00 0.92% POT CN Equity (81) (1,195) 33.61 33.71 -5.89 1.16% POT US Equity (80) (1,120) 33.59 33.70 -6.02 1.19% PRU LN Equity 7,559 10,521 22.29 21.93 56.81 1.26% PSA US Equity 418 8,031 166.34 165.41 8.30 0.63% PSX US Equity 1,011 6,030 75.92 75.49 17.13 0.98% PX US Equity 2,329 16,099 129.74 129.69 19.74 0.73% QCOM US Equity 1,746 12,547 75.85 76.13 18.02 0.77% QQQ US Equity 6,175 19,920 90.19 89.68 46.93 0.66% RAI US Equity (44) (3,454) 48.06 48.11 -2.09 0.61% RDS/A US Equity (98) (3,677) 72.41 71.32 -3.47 0.77% EFTA00293389 RDS/B US Equity 72 3,994 77.84 76.39 2.24 0.81% RDSA LN Equity 127 4,065 36.04 35.59 3.53 0.89% RDSA NA Equity (115) (4,359) 36.01 35.56 -3.13 0.84% RDSB LN Equity 132 3,982 38.75 38.32 3.67 0.91% REGN US Equity 481 4,722 331.56 322.14 5.91 1.72% RIO AU Equity 158 4,788 63.67 61.42 3.82 0.86% RIO LN Equity 431 4,819 59.38 58.66 7.17 1.25% RIO US Equity 428 4,934 59.71 58.73 6.06 1.43% ROG VX Equity 6,387 17,035 297.85 292.56 47.33 0.79% RY CN Equity (0) 1,941 65.30 64.86 .0.02 0.73% SAG LN Equity (59) (1,472) 46.63 46.12 .4.70 0.85% SAN FP Equity 225 (6,174) 100.76 99.89 4.41 0.83% SAN SM Equity 541 7,256 8.95 8.97 8.09 0.92% SAN US Equity 459 5,315 8.98 8.99 7.05 1.23% SAP GR Equity (122) 5,241 80.45 79.64 -3.06 0.76% SAP US Equity (144) 7,101 80.37 79.95 -2.36 0.86% SBUX US Equity 647 74.30 74.80 0.00 1.09% SGO FP Equity 2,159 7,778 55.91 56.21 31.97 0.87% SI US Equity 1,514 11,259 130.30 130.11 17.84 0.75% SIE GR Equity 1,199 8,908 130.69 130.26 17.51 0.77% SLB US Equity 871 6,528 90.37 90.61 16.52 0.81% SMSN LI Equity 323 (7,260) 609.82 615.87 4.78 0.93% SO US Equity (113) (7,210) 42.55 42.39 .3.00 0.52% SPG US Equity (124) (2,260) 159.47 159.77 4.23 0.76% SREN VX Equity 1,510 9,709 93.76 92.60 17.47 0.89% STAN LN Equity 184 (5,283) 22.03 21.52 2.68 1.30% STL NO Equity 156 5,200 26.44 25.98 3.21 0.93% STT US Equity 1 3,457 68.18 68.62 0.02 1.08% SU CN Equity (157) (4,100) 33.43 33.55 .5.39 0.71% SU FP Equity 177 4,283 87.07 86.19 4.43 0.93% SU US Equity (132) (3,345) 33.41 33.52 .5.65 0.70% SWEDA SS Equity 605 5,950 26.95 27.22 11.63 0.87% SYNN VX Equity (124) (3,587) 370.21 361.58 4.50 0.99% T US Equity 285 (8,522) 32.83 33.16 4.18 0.80% TD CN Equity 6 1,892 45.10 44.86 0.54 0.55% TEF SM Equity (63) (3,477) 15.48 15.52 4.24 0.81% TEF US Equity 2 818 15.45 15.47 0.19 0.97% TGT US Equity 1,239 (10,717) 56.44 56.22 14.47 0.80% TJX US Equity 2,774 9,492 60.13 59.84 34.42 0.85% TLS AU Equity 159 4,525 4.72 4.68 5.21 0.68% TLSN SS Equity 7 1,785 7.59 7.62 0.49 0.78% TM US Equity 107 (5,170) 116.37 115.42 2.88 0.72% TMO US Equity 9,639 10,218 123.36 123.57 100.16 0.94% TOT US Equity 259 2,896 61.01 60.84 10.75 0.83% TRP CN Equity (233) (6,953) 45.43 45.22 -5.53 0.61% TRV US Equity (117) (3,686) 84.36 83.65 -4.28 0.74% TSCO LN Equity 294 (7,398) 5.49 5.43 5.38 0.74% EFTA00293390 TWC US Equity 1,096 4,834 145.15 145.84 30.43 0.74% TWX US Equity 8 1,665 65.45 65.41 0.56 0.83% TXN US Equity 3,103 12,205 43.86 43.81 30.32 0.84% TYC US Equity 10,485 24,080 42.19 41.87 62.87 0.69% UBS US Equity 403 5,222 21.05 20.86 7.23 1.07% UBSN VX Equity 375 5,158 21.01 20.93 8.19 0.89% UCG IM Equity 2,531 5,391 8.19 8.20 29.93 1.57% ULVR LN Equity 0 (4,933) 40.09 39.29 0.01 0.92% UNA NA Equity 34 (6,295) 38.70 37.94 0.56 0.95% UNH US Equity 1,390 10,037 74.10 72.96 15.41 0.90% UNP US Equity 1,097 9,767 178.16 179.59 14.53 0.77% UPS US Equity 3,191 14,806 96.53 97.08 36.70 0.59% USB US Equity 2,424 14,238 40.76 40.62 25.86 0.66% UTX US Equity 5,806 15,190 113.71 113.41 51.64 0.74% V US Equity 7,115 7,870 226.65 225.50 98.47 0.92% VALE US Equity 116 (3,908) 14.62 14.63 2.09 1.42% VALE3 BZ Equity 146 (4,586) 14.60 14.56 2.38 1.34% VIAB US Equity 3,908 6,364 85.69 85.49 62.94 0.98% VIV FP Equity 184 2,437 28.26 27.97 9.52 0.79% VMW US Equity 388 4,244 95.68 95.24 6.81 1.34% VOD LN Equity 1,253 7,591 3.72 3.66 19.20 0.86% VOD US Equity 1,161 7,517 37.16 36.51 18.47 0.84% VOW3 GR Equity 1,407 6,826 276.18 275.90 19.32 1.07% VRX CN Equity 819 1,611 145.91 140.23 33.46 1.52% VRX US Equity 945 1,880 144.83 140.06 37.02 1.36% VII US Equity 521 5,134 96.14 95.73 18.96 0.54% VWO US Equity 220 (7,247) 38.97 39.11 3.26 0.93% VZ US Equity 192 (6,121) 45.91 46.61 4.24 0.74% WBC AU Equity 12 1,820 29.69 29.48 0.70 0.93% WES AU Equity 31 2,564 39.28 39.39 1.60 0.74% WFC US Equity 2,286 10,067 46.17 46.09 34.13 0.67% WLP US Equity 1,810 10,369 88.10 87.28 17.05 1.02% WM7 US Equity 37 4,005 75.25 75.77 1.65 0.56% WOW AU Equity (188) (8,665) 32.20 31.98 -3.15 0.69% XOM US Equity 370 10,902 94.01 93.55 4.80 0.71% XTA LN Equity 2 (2,238) AN/A N/A #N/A N/A 0.04 2.26% YHOO US Equity 320 1,282 38.36 38.27 18.01 1.38% YUM US Equity 48 5,221 73.43 73.50 0.86 1.06% ZURN VX Equity 248 6,394 303.13 303.25 5.58 0.69% Current Portfolio - Global Macro Portfolio Current Price P/L in Vol 30P Realized Security MIM GalnAloss) Exp. # Cost Avg. Price On USD) Days Vol SPX Index 16,381 62,272 1457.39 1,840.76 39.57 0.66% NDX Index 13,731 46,686 2843.20 3,679.43 35.39 0.83% RTY Index 12,910 39,938 877.75 1,161.48 36.17 0.89% EFTA00293391 SPTSX Index 56 9,429 12784.31 12,860.84 1.06 0.57% MEXBOL Index 587 (26,146) 3125.74 3,055.62 2.34 0.96% IBOV Index 1,911 (22,524) 21309.27 19,501.07 6.87 1.24% MERVAL Index (284) (4,458) 737.42 784.32 -2.84 2.24% UKK Index 3,348 39,963 10470.07 11,347.32 13.64 0.61% DAX Index 9,062 36,674 10653.60 13,286.06 35.85 0.69% CAC Index 1,168 13,989 5497.28 5,956.46 12.87 0.65% IBEX Index 7,972 38,422 11439.25 13,812.73 22.58 0.92% SMI Index 6,512 43,402 8241.19 9,477.62 28.58 0.53% FTSEMIB Index 5,325 23,580 22977.52 28,166.17 28.30 0.80% PSI20 Index 5,269 24,289 8169.09 9,941.16 21.20 1.02% ISEQ Index 23,658 40,099 4290.19 6,821.34 81.29 0.73% ICEXI Index 5,957 35,416 6.57 7.68 27.01 0.62% AEX Index 5,416 42,240 489.61 552.39 21.43 0.60% BEL20 Index 5,716 41,743 3612.63 4,107.33 25.10 0.55% LUXXX Index 8,780 39,715 1672.37 2,042.07 32.75 0.67% KFX Index 9,323 38,048 101.38 126.22 31.05 0.79% HEX Index 7,953 40,933 8594.25 10,263.98 25.47 0.76% OMX Index 1,930 21,206 187.80 204.89 13.65 0.67% ATX Index 3,522 28,102 3251.29 3,658.81 13.91 0.90% ASE Index 7,204 17,693 1246.17 1,753.55 28.42 1.43% OSEBX Index 1,498 22,138 84.92 90.67 9.80 0.69% INDEXCF Index (242) (11,305) 41.57 42.46 .2.44 0.88% TOP40 Index (0) 2,925 3919.68 3,919.68 0.00 0.85% SENSEX Index 66 (16,223) 333.33 331.97 0.49 0.82% NKY Index 823 7,618 130.84 144.98 8.38 1.29% HSI Index (180) (5,983) 2827.66 2,912.70 -3.56 0.84% SHCOMP Index (466) (27,718) 343.48 349.26 -2.24 0.75% KOSPI Index (442) (12,401) 1.77 1.83 4.79 0.74% AS51 Index 58 7,582 4837.69 4,874.57 1.07 0.71% STBCNZL Index 30,708 73,231 445.00 631.60 79.20 0.53% EEM US Equity 165 (6,119) 40.38 39.29 2.68 1.00% IYR US Equity (93) (1,667) 64.10 67.67 -9.74 0.57% MDY US Equity 4,743 14,269 185.02 246.52 37.79 0.88% JNK US Equity (9) (1,151) 40.68 41.00 •4.34 0.18% XLF US Equity 5,302 13,610 15.60 21.68 48.83 0.80% XLU US Equity 361 6,361 38.25 40.42 9.32 0.61% XLK US Equity 2,200 12,860 30.82 36.09 24.16 0.71% XLI US Equity 5,567 16,147 38.17 51.33 43.19 0.80% XLP US Equity 82 7,329 41.14 41.60 1.86 0.60% XLY US Equity 8,112 20,539 46.78 65.25 49.27 0.80% XLE US Equity 101 4,209 84.39 86.42 2.99 0.81% XLB US Equity 3,396 14,930 37.60 46.15 28.32 0.80% XLV US Equity 12,115 24,346 39.23 58.75 60.32 0.83% SXXP Index 6,066 43,407 403.78 460.21 24.85 0.56% SXAP Index 10,143 28,526 520.17 705.13 38.40 0.93% SXKP Index 4,598 47,032 373.98 410.54 15.13 0.65% EFTA00293392 SX6P Index 4,368 32,231 351.19 398.78 21.65 0.63% SXEP Index 560 21,794 442.37 453.74 3.94 0.65% SXIP Index 12,382 28,923 223.40 319.04 54.34 0.79% SXNP Index 4,842 28,384 484.04 566.61 26.04 0.65% SX3P Index 127 10,383 659.85 667.92 1.72 0.71% SXDP Index 24,208 61,075 612.86 855.79 66.72 0.59% SX4P Index 3,356 25,840 920.19 1,039.71 17.96 0.72% SX8P Index 2,303 14,885 338.56 390.94 23.00 0.67% SXOP Index 8,105 40,520 380.67 456.81 25.63 0.78% SXQP Index 68 9,092 798.95 804.90 0.88 0.85% SXRP Index 540 21,794 431.70 442.41 4.28 0.58% SXMP Index 12,741 35,766 263.61 357.52 54.60 0.65% SXTP Index 21,987 39,247 173.76 271.11 85.59 0.65% SX7E Index 5,851 17,757 158.27 210.42 26.52 1.24% SXSE Index 6,102 38,482 3700.91 4,287.73 23.27 0.68% SPGSCITR Index (411) (26,779) 4890.69 4,965.66 -3.15 0.49% XAG Curncy 1,125 (20,150) 23.23 21.93 5.24 1.07% COI Comdty (41) (24,622) 110.28 110.46 -0.30 0.55% CLI Comdty 497 23,341 100.29 102.43 2.71 0.78% NG1 Comdty 6,375 16,608 4.01 5.55 10.42 3.68% XAU Comdty 3,774 (41,262) 113.19 102.84 14.18 0.64% IBOXHY Index 2,292 53,418 220.48 229.93 42.56 0.10% US_TSY CREDIT (7) 3,447 771.56 769.89 -1.44 0.15% CA_TSY CREDIT 6,146 (97,153) 1273.47 1,192.90 16.91 0.37% MX_TSY CREDIT 76 (13,747) 209.85 208.69 0.95 0.58% AU_TSY CREDIT 879 (79,133) 1455.25 1,439.08 2.27 0.49% JP_TSY CREDIT 462 (59,678) 817.39 811.06 1.95 0.40% MY_TSY CREDIT 1,916 (92,252) 167.64 164.16 8.76 0.24% SG_TSY CREDIT 88 (95,749) 218.88 218.68 0.38 0.24% AT_TSY CREDIT 2,091 64,350 354.69 366.22 10.66 0.31% BETSY CREDIT 2,894 67,610 476.38 496.77 14.52 0.29% FI_TSY CREDIT 2,112 66,540 347.94 358.98 10.66 0.30% FR_TSY CREDIT 2,440 62,478 1671.37 1,736.65 13.03 0.30% DE_TSY CREDIT 1,736 66,681 1241.72 1,274.05 8.47 0.31% IE_TSY CREDIT 28,255 78,270 339.08 461.49 115.12 0.31% IT_TSY CREDIT 6,367 54,111 1631.47 1,823.45 39.21 0.30% NL_TSY CREDIT 2,015 65,372 1325.22 1,366.06 10.45 0.30% ES_TSY CREDIT 8,794 50,187 395.55 464.86 56.92 0.31% DK_TSY CREDIT 1,960 51,087 705.53 732.60 11.78 0.33% NO_TSY CREDIT (239) (27,378) 335.75 338.68 -1.87 0.47% PL_TSY CREDIT 790 22,143 422.75 437.84 7.04 0.51% ZA_TSY CREDIT 1,881 (33,149) 83.49 78.75 5.95 0.95% SE_TSY CREDIT (407) (16,910) 451.77 462.65 -6.92 0.35% CH_TSY CREDIT 2,647 59,299 1005.15 1,050.02 12.38 0.36% GB_TSY CREDIT 672 31,846 1575.10 1,608.34 6.28 0.34% EFTA00293393