EFTA00591832.pdf

Atoms, LLC 5/30/2014 Current Date: 5/30/2014 Change on Day: 0.34% Total Return since 14/12: 89.17% NIS C I World Change I T12M Return: 37.34% Day 0.11% 190 Day Return: 1.12% No of Positions 130 Day Return: 1.78% (+MTM) on Day 264 Current Long Exposure @ Cost 5,754,375 No of Positions WTI C urrent S hort Exposure @ Cost (425,809 on Day 146 Net Exposure: 5,328,566 Current No. of Starling Capital: 1,000,000 Positions: 436 Current NAV: 1,891,702 Current Leverage (Gross Exposures): 3.27 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% • 50% historically T24M (+) NAV Days 53% T24M Avg. Daily NAV (+) Change 0.99% T24M Avg. Daily NAV (.) Change -0.91% Target Vol.AdJ. R isk Listed Equities 50.00% Target Vol•AdJ. R isk Global Macro 50.00% Targeted Max Loss (ex•Leverage) 10.00% Leverage Target At Inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we ups ize our positions by factor two time greater than our volatility adjusted position sizing. Leverage levels ca customized to eac h investor. 724M Sharpe Ratio: 1.19 S harpe Since 1/1/12: 1.29 Histmica I S ha rpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Present,: Our sharpe ratio increases materially during market downturns In excess of 20 days o realized volatility. Since we generate positive returns in these environments, the varia our downside volatility is materially less than broader markets. R ecesslons, which ger result in market directionality in excess of 20 days of volatility are significant alpha car opportunities for us. Additionally, by never dollar cost averaging and concurrently add our winners we have an inherent assymetry in our volatility profile. 2,000,000.00 1.800.000.00 1.600.000.00 1.400.000.00 1.200.000.00 —S eries 1 1.000.000.00 800,000.00 60000000 eee ft. eeeeeeeeeee 41._0. ev c. c. 4' 4 A\ 4' s, 4' 4 At' 4 N, 4 4' EFTA00591832 Atoms, LLC 5/30/2014 Sacuft Notional % of Total. Notional Security PATM G aln % Total NAV 24 Positions 21.00% 45 Positions 25.72% DIS CA US Equity (6,841) 0.11% MDY US Equity 5,184 0.27% DUK US Equity (6,884) 0.11% BETSY CREDIT 5,474 0.29% TGT US Equity (8,574) 0.14% AZN US Equity 5,538 0.29% IBOV Index (8,977) 0.15% AZN LN Equity 5,630 0.30% CO1 Comdty (9,568) 0.15% XLF US Equity 5,870 0.31% XAG Curncy (15,640) 0.25% NVS US Equity 5,913 0.31% S PG S C ITR Index (15,645) 0.25% 1N.1 US Equity 5,938 0.31% INDEXCF Index (21,271) 0.34% HON US Equity 6,218 0.33% XAU Comdty (25,211) 0.41% AE X Index 6,230 0.33% JP_TSY CREDIT (32,078) 0.52% UTX US Equity 6,337 0.34% SHCOMP Index (34,398) 0.56% ROG VX Equity 6,604 0.35% SE_TSY CREDIT (44,333) 0.72% XLI US Equity 6,699 0.35% BE_TSY CREDIT 79,771 1.29% ACA FP Equity 6,919 0.37% AU_TSY CREDIT 81,398 1.32% FTSEMIB Index 6,979 0.37% AT_TSY CREDIT 81,569 1.32% DAI GR Equity 7,380 0.39% FR_TSY CREDIT 82,246 1.33% NOVN VX Equity 7,471 0.39% NL_TSY CREDIT 82,865 1.34% SXXP Index 7,497 0.40% DE_TSY CREDIT 84,524 1.37% SXSE Index 7,757 0.41% FI_TSY CREDIT 85,645 1.39% SX6P Index 7,866 0.42% MX_TSY CREDIT 87,928 1.42% S MI Index 7,985 0.42% GB_TSY CREDIT 89,647 1.45% MAERSKB DC Equity 8,223 0.43% US_TSY CREDIT 100,443 1.63% MDT US Equity 8,505 0.45% MY_TSY CREDIT 103,107 1.67% BE L20 Index 8,523 0.45% CA_TSY CREDIT 109,559 1.77% TMO US Equity 8,578 0.45% PRU LN Equity 8,653 0.46% IT_TSY CREDIT 8,882 0.47% HEX Index 9,264 0.49% MMM US Equity 10,007 0.53% NAV Impact of MT M by Category & E xposure DAX Index 10,206 0.54% Listed Equity Long 0.200% SXAP Index 10,716 0.57% Listed Equity Short 0.020% IBEX Index 10,916 0.58% E quityC om Long 0.042% S XOP Index 10,955 0.58% E quityC om Short 0.046% ES_TSY CREDIT 11,200 0.59% G2O Rates Long 0.058% KFX Index 11,483 0.61% G2O Rates Short 0.019% TYC US Equity 11,946 0.63% NDX Index 11,947 0.63% T12M Contribution to Yr/IVIC I1BT/F 2 9 Tf020428tiALP Apad Apa• A%0WPR R PCAPO'A%alaDa f ik4th AP PAPA EFTA00591833 EFTA00591834 EFTA00591835 EFTA00591836 EFTA00591837 EFTA00591838 EFTA00591839 EFTA00591840 EFTA00591841 EFTA00591842 EFTA00591843 EFTA00591844 EFTA00591845 EFTA00591846 EFTA00591847