EFTA00292769.pdf

Atorus, LLC 1/31/2014 Current Date: 1/31/2014 Change on Day: -1.68% 712M Return: 23.49% Total Return since 1/1/12: 65.05% Current Long Exposure @ Cost: 4,403,216 Current Short Exposure @ Cost: (1,214,063) Net Exposure: 3,189,153 Current No. of Positions: 462 Starting Capital: 1,000,000 Current NAV: 1,650,534 Current Leverage (Gross Exposures): 3.40 Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 48% T24M Avg. Daily NAV (+) Change 0.98215% T24M Avg. Daily NAV (-) Change -O.75201% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk 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 upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to each investor. T24M Sharpe Ratio: 1.041 Historical Sharpe & Notes: 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 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —NAV 1,000,000.00 800,000.00 600,000.00 s'19 4,19 4,b G bxi? by° by bp° bp9 bp, bp9 uce 419 anti up 9 by 9 EFTA00292769 Atorus, LLC 1/31/2014 Largest Exposures 99th Percentile 1st Largest MTM Gains (95th Percentile MTM Gains % Percentile (@ cost ex-MTM) NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 20 Positions 22.52% 52 Positions 30.08% SHCOMP Index (27,433) 0.49% GOOG US Equity 4,785 0.29% US_TSY CREDIT (30,350) 0.54% ASE Index 4,880 0.30% ZA_TSY CREDIT (31,741) 0.57% XLF US Equity 4,975 0.30% SPGSCITR Index (33,454) 0.60% NG1 Comdty 5,142 0.31% XAU Comdty (41,472) 0.74% ROG VX Equity 5,144 0.31% SXDP Index 61,432 1.09% MAERSKB DC Equity 5,182 0.31% JP_TSY CREDIT (62,468) 1.11% OGXP3 BZ Equity 5,324 0.32% SPX Index 62,528 1.11% ACA FP Equity 5,353 0.32% FR_TSY CREDIT 63,415 1.13% QC/Cl US Equity 5,496 0.33% AT_TSY CREDIT 66,103 1.18% ICEXI Index 5,501 0.33% IT_TSY CREDIT 66,510 1.18% SXOP Index 5,506 0.33% BE_TSY CREDIT 68,659 1.22% NKY Index 5,528 0.33% NL_TSY CREDIT 68,964 1.23% BMY US Equity 5,699 0.35% FI_TSY CREDIT 69,347 1.23% CMCSA US Equity 5,802 0.35% STBCNZL Index 73,249 1.30% XAU Comdty 6,146 0.37% AU_TSY CREDIT (73,614) 1.31% KFX Index 6,177 0.37% lE_TSY CREDIT 76,628 1.36% HON US Equity 6,199 0.38% CA_TSY CREDIT (91,871) 1.64% UTX US Equity 6,264 0.38% SG_TSY CREDIT (94,095) 1.68% IT_TSY CREDIT 6,408 0.39% MY_TSY CREDIT (101,640) 1.81% IBEX Index 6,410 0.39% PRU LN Equity 6,464 0.39% AMGN US Equity 6,595 0.40% CA_TSY CREDIT 6,636 0.40% LUXXX Index 6,688 0.41% DAX Index 6,819 0.41% MDT US Equity 6,835 0.41% SXAP Index 6,942 0.42% XLY US Equity 7,038 0.43% GS US Equity 7,039 0.43% MMM US Equity 7,239 0.44% CMCSK US Equity 8,324 0.50% TMO US Equity 8,599 0.52% VIAB US Equity 8,860 0.54% BAYN GR Equity 8,994 0.54% ES_TSY CREDIT 9,195 0.56% TYC US Equity 9,782 0.59% SXIP Index 10,090 0.61% SXMP Index 10,313 0.62% BAC US Equity 10,614 0.64% BA US Equity 10,807 0.65% EFTA00292770 MA US Equity 11,529 0.70% NDX Index 11,548 0.70% RTY Index 12,151 0.74% CELG US Equity 12,310 0.75% XLV US Equity 12,403 0.75% SPX Index 14,041 0.85% SXTP Index 18,737 1.14% ISEQ Index 19,382 1.17% SXDP Index 19,600 1.19% IE_TSY CREDIT 25,899 1.57% ST8CN2L Index 30,394 1.84% GILD US Equity 32,669 1.98% EFTA00292771 Atorus, LLC 1/31/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Cominodlites, G20 Gov. Credit) . . . . „,.e41.,eix .0., ,,,,$)n.,,,,, „,,,,, et.e, 4, n.,..., it.t>t, 1 ... 41, 'X V N No Ny Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodities, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 — APAC — EMEA -- AMER 1,000,000 EquityCom -Credit 500,000 EFTA00292772 Atorus, LIC 1/31/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ Credit T24M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 — MSCIWorld 1.15 — ATORUS 0.95 0.75 .scleee e et ee eeeee cis, os,n)e 4 rb 4 A 4 N. 4 4 4 '0 4 42 N. 45 Rolling 30 Day Realized Volatility -Atorus 1.80% 1.60% 1.40% 1.20% Rolling30D 1.00% ayRealized 0.80% Vol 0.60% 0.40% 0.20% 0.00% EFTA00292773 Atorus, LLC 1/31/2014 Current Portfolio •Listed Equity Portfolio Security MTM Gain/(Loss) Exp. @ Cost Avg. Price Current Price (in USD) 000270 KS Equity 110 (4,451) 51.62 50.3444 005380 KS Equity (32) 1,275 212.58 217.9313 005490 KS Equity (8) (1,943) 277.11 278.22 005930 KS Equity 472 (6,486) 1285.62 1192.0396 012330 KS Equity 916 5,231 24469 287.5259 1 HK Equity 5 (510) 1488 14.7428 1299 HK Equity 404 2,798 4.03 4.6071 13 HK Equity 1,038 12,127 11.40 12.3782 16 HK Equity 373 (9,841) 12.66 12.1809 27 HK Equity (0) 120 9.61 9.6441 2914 JP Equity 190 (4,661) 3247 31.1445 3382 JP Equity 226 3,425 37.70 40.1912 4063 JP Equity (12) (4,500) 56.40 56.5513 4502 JP Equity (7) 2,099 46.71 46.8765 4689 JP Equity (33) 741 5.50 5.7448 5 HK Equity (64) 1,419 9.95 10.4059 5108 JP Equity 25 3,514 36.36 36.618 5401 JP Equity (11) (397) 3.04 3.1223 6301 JP Equity (64) (3,480) 20.64 21.0163 6752 JP Equity 1,222 4,178 9.01 11.6484 6902 JP Equity 2,584 9,815 41.48 52.3973 6954 JP Equity 245 6,402 157.65 163.6789 7201 JP Equity 63 (3,698) 8.85 8.6972 7203 JP Equity (41) 1,165 56.32 58.3237 7267 JP Equity (17) 1,576 37.81 38.2119 762 HK Equity 348 (4,071) 1.43 1.3089 7751 JP Equity 409 (6,725) 31.44 29.5265 8031 JP Equity 163 (6,655) 13.92 13.5818 8058 JP Equity (41) 1,904 18.28 18.672 8306 JP Equity 80 3,924 6.04 6.1639 8316 JP Equity 2,128 7,591 37.02 47.4026 8411 JP Equity 26 6,732 2.14 2.1458 8604 JP Equity (99) 1,335 6.69 7.1901 8801 JP Equity (4) 114 31.06 32.2627 8802 JP Equity 4 (631) 25.06 24.9047 9020 JP Equity 129 (3,905) 77.53 74.981 941 HK Equity 885 (9,481) 10.42 9.4465 9432 JP Equity 96 6,020 53.19 54.0451 9433 JP Equity 3,859 11,956 42.13 55.7323 9437 JP Equity 878 16.10 16.1003 9983 JP Equity 56 3,206 369.08 375.5005 9984 JP Equity 3,622 4,779 42.69 75.0555 AAPL US Equity (305) 7,852 479.54 498.1434 EFTA00292774 ABS US Equity 555 10,310 23.59 24.8605 ABBN VX Equity 429 8,626 23.63 24.8045 ABBV US Equity 7 5,378 49.49 49.5577 ABEV US Equity 728 (6,548) 7.34 6.521 ABEV3 BZ Equity 681 (6,562) 7.33 6.5669 ABI BB Equity (58) 2,638 93.19 95.2352 ABT US Equity (241) 4,072 34.52 36.5659 ABX CN Equity (438) (3,481) 17.17 19.3265 ABX US Equity (413) (3,446) 17.20 19.266 ACA FP Equity 5,353 5,630 6.83 13.3315 ACE US Equity 6 6,077 93.87 93.9677 ACN US Equity 309 8,982 77.04 79.6902 ADP US Equity 69 1,194 72.36 76.5622 AFL US Equity 1,219 8,657 55.05 62.7978 AGL S1 Equity (191) (5,018) 22.73 23.5998 AGN US Equity 646 6,737 104.77 114.8099 Al FP Equity 8 (648) 127.11 125.4683 AIG US Equity 2,616 4,683 30.87 48.1115 AIR FP Equity 4,432 6,658 42.47 70.7433 ALV GR Equity 2,623 8,089 125.64 166.3859 ALVG IX Equity 1,927 6,065 126.13 166.2095 AMGN US Equity 6,595 23,079 92.78 119.2987 AMT US Equity 651 10,677 76.29 80.9386 AMZN US Equity 3,854 14,103 287.66 366.2713 ANZ AU Equity 1 (518) 26.38 26.3226 APA US Equity 190 (6,193) 82.96 80.4149 APC US Equity 16 (5,556) 80.96 80.7306 ASML NA Equity (19) 327 79.72 84.3017 ASML US Equity 535 84.52 84.5248 AXP US Equity 2,036 10,583 71.56 85.3339 AZN LN Equity 3,468 12,756 49.80 63.3431 AZN SS Equity 3,005 11,501 50.19 63.2972 AZN US Equity 3,365 12,505 49.96 63.398 BA US Equity 10,807 19,130 79.84 124.9485 BAC US Equity 10,614 11,754 8.82 16.7887 BARC LN Equity 49 5,288 4.41 4.4522 BAS GR Equity 720 7,399 97.30 106.7687 BATS LN Equity 173 (4,545) 49.84 47.9456 BAX US Equity (194) (7,969) 66.82 68.4474 BAYN GR Equity 8,994 12,536 76.64 131.6168 BBAS3 BZ Equity 277 (3,218) 9.29 8.4881 BBD US Equity 1,207 (6,677) 12.96 10.6168 BBDC4 BZ Equity 1,155 (6,934) 12.84 10.7004 BBL US Equity 135 (4,961) 60.45 58.8042 BBVA SM Equity 1,038 5,718 10.09 11.9274 BCE CN Equity 177 (6,554) 43.17 42.0069 BCS US Equity 67 6,329 17.72 17.9103 EFTA00292775 BEN US Equity (72) 7,715 51.11 51.5923 BG/ IN Equity 476 16.81 16.8137 BHP AU Equity 782 31.96 31.9573 BHP US Equity 4 (1,391) 63.96 63.7567 BOB US Equity 294 1,069 245.93 313.6332 BIL SI Equity 108 (3,207) 30.78 29.7443 BK US Equity 68 1,535 30.62 31.9887 BLK US Equity 115 1,170 274.17 301.1011 BLT IN Equity 119 (4,892) 30.23 29.4934 BMO CN Equity 17 (1,206) 62.31 61.4222 BMW GR Equity 603 6,412 98.63 107.9077 BMY US Equity 5,699 14,144 35.71 50.0976 BN FP Equity 232 (3,638) 70.54 66.0392 BNP FP Equity 1,383 5,546 61.78 77.1861 BNS CN Equity 8 (1,050) 55.24 54.8357 BP/ IN Equity 174 8,378 7.68 7.8374 BRK/B US Equity 8 (1,936) 112.06 111.5957 BSBR US Equity 2,002 (7,965) 6.22 4.6539 BUD US Equity (62) 2,606 93.15 95.3776 BX US Equity 209 2,958 30.31 32.4563 C US Equity 807 2,240 35.05 47.6719 CA FP Equity 363 3,010 30.49 34.1649 CAT US Equity 787 10,203 87.23 93.9601 CBA AU Equity 2 (590) 65.15 64.9527 CBS US Equity 240 1,280 49.35 58.606 CCL US Equity 689 7,759 36.20 39.417 CELG US Equity 12,310 16,038 85.54 151.1874 CFR VX Equity 613 93.02 93.0212 CL US Equity 743 20,830 58.99 61.0934 CM CN Equity 2 (770) 78.03 77.8265 CMCSA US Equity 5,802 17,408 40.65 54.1933 CMCSK US Equity 8,324 18,900 36.26 52.2342 CNI US Equity 367 12,839 51.38 52.846 CNQ CN Equity 18 (3,920) 32.88 32.7308 CNR CN Equity 384 12,392 51.30 52.8847 COF US Equity 435 10,033 67.68 70.6196 COP US Equity 205 (6,341) 67.20 65.032 COST US Equity 23 (2,649) 113.31 112.3245 COV LN Equity 197 2,586 3.62 3.8958 COV US Equity 470 6,367 63.38 68.0667 CRM US Equity 136 2,041 56.89 60.6757 CS FP Equity 2,432 7,011 19.39 26.116 CSCO US Equity (15) (4,927) 21.79 21.8566 CSX US Equity 635 8,997 25.07 26.843 CVE CN Equity 916 (10,308) 28.75 26.1925 CVS US Equity 798 10,286 62.75 67.6182 CVX US Equity 38 (1,081) 116.16 112.04 EFTA00292776 D US Equity 1,546 12,236 59.94 67.5197 DAI GR Equity 4,734 14,103 62.20 83.0849 DBK GR Equity 150 4,087 46.61 48.3284 DD US Equity 1,511 12,334 54.46 61.1316 DDAIF US Equity 2,849 8,831 63.20 83.5941 DE US Equity 62 8,132 85.65 86.3062 DELL US Equity 14 6,650 13.83 13.8598 DEO US Equity (170) 3,074 112.91 119.1664 DG FP Equity 2,679 9,978 51.34 65.1161 DGE LN Equity (198) 3,222 27.73 29.4364 DHR US Equity 4,047 14,918 58.57 74.4553 DIS US Equity 612 9,893 68.36 72.5945 DISCA US Equity 10 2,132 79.61 79.9946 DNB NO Equity 879 9,475 15.62 17.0671 DOW US Equity 1,769 6,502 35.84 45.5878 DPW GR Equity 123 548 28.24 34.5576 DTE GR Equity 4,535 13,903 12.22 16.2036 DTV US Equity 1,409 9,212 60.09 69.2878 DUK US Equity (107) (8,729) 69.60 70.4512 DVN US Equity (277) 7,143 57.15 59.3634 EBAY US Equity 24 4,990 52.95 53.2102 ECL US Equity (65) 1,380 95.91 100.4008 EDF FP Equity 4,131 9,236 23.45 33.9324 EMC US Equity (208) 8,437 23.72 24.3025 EMR US Equity 1,375 13,115 59.74 66.0058 ENB CN Equity (49) (5,743) 41.64 41.998 ENEL IM Equity 442 6,677 4.24 4.5244 ENI IM Equity (41) 1,152 21.85 22.6204 EOAN GR Equity (70) 2,573 17.67 18.1515 EOG US Equity 851 5,631 143.99 165.7506 EPD US Equity 633 9,075 61.83 66.1495 ERICB SS Equity 82 3,380 12.05 12.34 ESRX US Equity 1,153 9,909 66.69 74.4488 ETN US Equity 81 2,952 71.09 73.044 F US Equity (161) 1,924 13.82 14.9772 FB US Equity 1,076 2,547 43.58 61.9955 FCX US Equity 0 (430) 32.34 32.3364 FDX US Equity 560 5,342 120.94 133.6106 FOX US Equity (24) (3,555) 31.03 31.241 FOXA US Equity (56) (3,373) 31.33 31.8577 FP FP Equity 179 5,685 55.22 56.9598 G IM Equity 238 4,522 20.52 21.5973 GE US Equity 2,133 16,423 22.32 25.2152 GILD US Equity 32,669 13,859 24.02 80.6571 GIS US Equity (223) 10,667 47.16 48.1451 GLE FP Equity 468 3,232 49.51 56.6691 GLEN LN Equity (84) (2,914) 5.14 5.2854 EFTA00292777 GLW US Equity 749 11,346 16.17 17.2409 GM US Equity 1,928 6,829 28.27 36.251 GOOG US Equity 4,785 12,696 853.38 1175.0377 GS US Equity 7,039 14,564 110.98 164.6137 GSK LN Equity (6) 4,406 25.64 25.6712 GSZ FP Equity 895 22.06 22.0619 HAL US Equity 477 3,354 42.93 49.0421 HD US Equity 3,401 20,833 66.04 76.8194 HMB SS Equity 327 6,128 40.79 42.9606 HON US Equity 6,199 12,572 61.10 91.2266 HPQ US Equity 1,054 6,267 24.79 28.9539 HSBA LN Equity 282 10.27 10.2712 IBE SM Equity 876 6,957 5.48 6.1705 IBM US Equity 370 (8,362) 184.74 176.5533 IMT LN Equity 220 10,885 35.95 36.6731 INTC US Equity 293 9,760 23.81 24.5243 ISP IM Equity 2,161 5,526 1.90 2.6485 ITUB US Equity 658 (5,843) 13.81 12.258 ITUB4 BZ Equity 583 (5,934) 13.68 12.3348 ITW US Equity 2,336 14,117 67.84 79.0609 ITX SM Equity 216 3,370 140.45 149.4421 WI US Equity 3,564 10,004 34.13 46.2832 AU US Equity 4,658 16,833 69.31 88.4941 WM US Equity 570 9,038 52.29 55.5867 KMB US Equity 161 7,859 106.69 108.8683 KMI US Equity 194 (6,501) 35.20 34.1504 KO US Equity 182 (4,589) 39.49 37.9181 KRFT US Equity (127) 4,056 50.77 52.3605 LBTYA US Equity (139) 2,272 75.11 79.7208 LBTYK US Equity 25 1,903 77.86 78.8998 LIN GR Equity (279) 6,194 181.22 189.3751 LLOY LN Equity 3,696 7,110 0.89 1.359 LLY US Equity (20) 1,126 52.77 53.7 LMT US Equity 451 2,018 122.48 149.8389 LNKD US Equity (15) 1,516 213.73 215.8775 LOW US Equity 2 50 44.66 46.3571 LVS US Equity 1,750 6,849 61.33 76.9972 LYB US Equity 801 2,356 59.29 79.4566 MA US Equity 11,529 19,223 47.11 75.3575 MAERSKB DC Equity 5,182 14,307 8212.58 11187.5069 MC FP Equity (58) (2,732) 172.58 176.2507 MCD US Equity 64 (6,879) 94.88 93.9874 MCK US Equity 138 1,744 161.77 174.6077 MDIZ US Equity 1,981 13,904 28.68 32.7691 MDT US Equity 6,835 22,144 43.22 56.5653 MET US Equity 824 7,606 44.37 49.1744 MFC CN Equity 4,167 8,470 12.38 18.4638 EFTA00292778 MHS US Equity 1,755 13,961 62.29 70.1174 MMM US Equity 7,239 22,697 96.89 127.7999 MO US Equity (267) 10,803 34.25 35.0998 MON US Equity 46 11,876 106.02 106.4251 MOS US Equity 108 (3,677) 46.06 44.7071 MRK US Equity 808 9,251 48.80 53.0674 MS US Equity 120 1,651 27.57 29.5711 MSFT US Equity 546 7,132 34.82 37.4866 MUV2 GR Equity 321 7,528 197.44 205.8479 NAB AU Equity 2 (534) 29.16 29.0405 NCM AU Equity 3,215 (5,226) 21.94 8.4409 NEE US Equity 3,932 14,945 72.62 91.7259 NEM US Equity 2,726 (7,439) 34.95 22.1452 NESN VX Equity 382 9,834 69.64 72.3381 NG/ LN Equity 1,203 11,483 11.72 12.9433 NKE US Equity 3,533 11,705 55.97 72.8708 NOK US Equity 3,386 4,539 3.96 6.9198 NOV US Equity 80 (5,592) 75.97 74.8837 NOVN VX Equity 4,680 19,509 63.81 79.1106 NOVOB DC Equity 249 5,390 37.72 39.4611 NSC US Equity 1,438 9,582 80.49 92.5765 NVS US Equity 3,515 16,352 65.07 79.0575 OGXP3 BZ Equity 5,324 (5,463) 4.43 0.1125 OR FP Equity 502 3,311 142.24 163.8152 ORA FP Equity (31) 4,938 12.21 12.2902 ORCL US Equity 815 7,136 33.15 36.9312 OXY US Equity (4) (3,063) 87.82 87.9345 PBR US Equity 411 (2,658) 13.42 11.3422 PBR/A US Equity 351 (2,627) 13.99 12.1211 PCLN US Equity 609 3,040 956.05 1147.6277 PCP US Equity 2,653 13,845 212.47 253.177 PEP US Equity (215) 9,008 78.54 80.4117 PETR3 BZ Equity 377 (2,764) 6.60 5.6973 PETR4 BZ Equity 382 (2,811) 7.07 6.1118 PFE US Equity 3,639 21,827 26.10 30.4542 PG US Equity (265) 5,586 73.03 76.5009 PHIA NA Equity 1,599 11,855 30.43 34.533 PM US Equity 862 (9,760) 85.77 78.1915 PNC US Equity 501 7,639 75.28 80.2161 POT CN Equity 16 (1,916) 31.60 31.3306 POT US Equity 6 (1,361) 31.37 31.2258 PRU LN Equity 6,464 11,212 12.76 20.1195 PSA US Equity 58 4,554 155.67 157.6482 PSX US Equity 819 6,020 64.65 73.4478 PX US Equity 1,719 16,991 113.30 124.7617 QCOM US Equity 1,320 12,577 66.83 73.8437 QQQ US Equity 5,496 21,347 68.46 86.082 EFTA00292779 RAI US Equity 24 2,171 47.95 48.473 RDS/A US Equity (30) 1,450 67.90 69.3082 RDS/B US Equity (102) 3,971 71.26 73.0986 RDSA LN Equity (17) 1,612 34.40 34.7668 RDSA NA Equity (26) 1,290 34.12 34.797 RDSB LN Equity (48) 3,158 36.20 36.7565 REGN US Equity 52 3,889 287.30 291.1597 RIO AU Equity (73) 3,275 56.12 57.3623 RIO LN Equity (65) 4,784 52.39 53.1075 RIO US Equity (87) 4,899 52.16 53.0823 ROG VX Equity 5,144 17,917 212.78 273.8769 RY CN Equity (1) (1,266) 62.03 62.0559 SAB LN Equity 6 (356) 45.39 44.6105 SAN P Equity 302 (6,111) 103.67 98.5399 SAN SM Equity 225 7,241 8.35 8.6066 SAN US Equity 246 5,304 8.28 8.6624 SAP GR Equity (337) 5,190 71.61 76.2539 SAP US Equity (459) 7,032 71.61 76.2814 SBUX US Equity 130 (3,829) 73.91 71.406 SCCO US Equity 228 (3,790) 29.68 27.8928 SGO P Equity 1,422 7,788 43.93 51.9451 SI US Equity 1,085 11,293 114.69 125.707 SIE GR Equity 828 8,940 114.81 125.4448 SLB US Equity 1,018 10,303 79.94 87.8386 SMSN LI Equity 645 (7,180) 644.51 586.5878 SO US Equity 113 (8,979) 41.73 41.2103 SPG US Equity (98) (4,688) 151.46 154.6221 SREN VX Equity 765 9,726 80.14 86.4373 STAN LN Equity 432 (5,323) 22.30 20.4862 STL NO Equity (162) 3,529 22.72 23.7677 STT US Equity (249) 8,001 65.14 67.1649 SU CN Equity (6) (1,658) 32.64 32.7636 SU P Equity 61 3,419 78.78 80.1982 SU US Equity (1) (714) 32.67 32.7041 SWEDA SS Equity 328 5,894 24.71 26.0807 SYNN VX Equity 3 (528) 355.56 353.4476 T US Equity 304 (6,818) 34.86 33.3027 TD CN Equity 4 (1,610) 86.76 86.546 TEF SM Equity 88 1,668 14.62 15.4003 TEF US Equity (4) 590 15.24 15.344 TGT US Equity 1,183 (10,406) 63.77 56.521 DX US Equity 2,873 12,169 46.31 57.2443 TLS AU Equity 895 4.50 4.4998 TLSN SS Equity (157) 1,517 6.71 7.407 TM US Equity 154 (4,003) 119.18 114.5968 TMO US Equity 8,599 10,648 63.59 114.9391 TOT US Equity 422 5,468 52.85 56.9237 EFTA00292780 TRP CN Equity 58 (5,734) 43.79 43.3458 TRV US Equity 21 (1,568) 82.43 81.3009 TSCO LN Equity 503 (7,337) 5.65 5.2656 TWC US Equity 613 4,746 118.48 133.7921 TWX US Equity 14 (1,379) 63.61 62.9658 TXN US Equity 2,591 12,332 34.93 42.2651 TYC US Equity 9,782 25,501 29.17 40.3551 UBS US Equity 119 5,245 19.37 19.8101 UBSN VX Equity 60 5,289 19.51 19.7303 UCG IM Equity 1,786 5,403 5.58 7.4273 ULVR LN Equity 132 (3,820) 39.70 38.326 UNA NA Equity 156 (3,575) 38.89 37.1915 UNH US Equity 1,275 10,142 64.08 72.137 UNP US Equity 808 9,319 160.88 174.828 UPS US Equity 2,895 15,077 79.87 95.2056 USB US Equity 2,132 14,412 34.71 39.8466 UTX US Equity 6,264 16,163 82.05 113.8485 V US Equity 2,773 2,960 111.88 216.6538 VALE US Equity 389 (3,881) 15.08 13.5635 VALE3 BZ Equity 444 (4,543) 15.04 13.5719 VIAB US Equity 8,860 15,909 52.96 82.4522 VIV FP Equity 80 2,272 25.90 26.8075 VMW US Equity 143 4,243 87.26 90.2115 VOD LN Equity 1,362 7,640 3.14 3.6972 VOD US Equity 1,298 7,577 31.63 37.0487 VOW3 GR Equity 724 6,892 228.75 252.7913 VRX CN Equity 741 1,610 92.95 135.7584 VRX US Equity 847 1,878 93.20 135.2566 VTI US Equity 362 5,155 86.91 93.0055 VWO US Equity 492 (6,773) 40.52 37.5769 VZ US Equity 26 (6,002) 48.12 47.9129 WBC AU Equity 4 (782) 27.09 26.9347 WES AU Equity 6 (876) 36.91 36.6665 WFC US Equity 2,153 10,172 37.56 45.5079 WLP US Equity 2,107 13,096 74.31 86.2686 WMT US Equity (271) 8,959 72.41 74.5931 WOW AU Equity 439 (8,577) 31.30 29.699 XOM US Equity 233 10,844 90.48 92.4252 XTA LN Equity 2 (2,243) 15.05 15.0376 YHOO US Equity 214 1,270 30.64 35.7896 YUM US Equity (329) 4,146 62.12 67.0448 ZURN VX Equity (62) 6,348 286.31 289.1 Current Portfolio S Global Macro Portfolio Security MTM Gain/(Loss) Exp. fa Cost Avg. Price Current Mee (In USD) SPX Index 14,041 62,528 1455.70 1,782.59 NDX Index 11,548 47,332 2831.19 3,521.92 EFTA00292781 RTY Index 12,151 40,216 868.48 1,130.88 SPTSX Index (4) (1,958) 12302.09 12,326.68 MEXBOL Index 674 (23,846) 3150.33 3,061.28 IBOV Index 2,374 (21,662) 22154.50 19,726.29 MERVAL Index (114) (2,288) 715.31 750.92 UKK Index 1,665 40,084 10288.22 10,715.53 DAX Index 6,819 36,959 10610.77 12,568.40 CAC Index 2,352 28,701 5199.75 5,625.81 IBEX Index 6,410 38,671 11492.37 13,397.23 SMI Index 4,619 40,939 8134.42 9,052.19 FTSEMIB Index 3,541 23,146 22744.85 26,224.47 PSI20 index 3,080 24,307 8026.78 9,043.85 ISEQ Index 19,382 40,410 4246.25 6,282.93 ICEXI Index 5,501 35,463 6.58 7.61 AEX Index 3,373 42,800 484.27 522.44 BEL20 Index 3,740 42,099 3586.05 3,904.63 LUXXX Index 6,688 39,835 1655.49 1,933.41 KFX Index 6,177 38,163 100.82 117.14 HEX Index 4,707 40,853 8513.92 9,494.83 OMX Index 1,070 20,790 189.54 199.29 ATX Index 2,135 28,168 3213.33 3,456.93 ASE Index 4,880 17,716 1246.19 1,589.43 OSEBX Index 286 22,205 84.29 85.37 INDEXCF Index 102 (7,162) 41.98 41.38 TOP40 Index (11) (2,341) 3631.65 3,648.57 SENSEX Index 197 (9,838) 334.51 327.80 NKY Index 5,528 29,143 122.63 145.89 HSI Index 12 (2,316) 2851.76 2,837.09 SHCOMP Index 627 (27,433) 343.18 335.34 KOSPI Index 0 3,151 1.81 1.81 AS51 index 8 (2,731) 4553.56 4,540.21 STBCNZL Index 30,394 73,249 444.47 628.90 EEM US Equity 359 (5,703) 40.76 38.19 IYR US Equity (115) (4,776) 63.72 65.25 MDY US Equity 4,461 14,994 184.03 238.78 JNK US Equity (5) 1,413 40.66 40.79 XLF US Equity 4,975 14,119 15.57 21.06 XLU US Equity 163 6,337 38.12 39.10 XLK US Equity 1,701 13,036 30.80 34.82 XLI US Equity 4,672 15,086 38.20 50.03 XLP US Equity (135) 9,024 40.16 40.76 XLY US Equity 7,038 20,420 46.72 62.82 XLE US Equity 275 7,514 80.44 83.38 XLB US Equity 2,741 15,924 37.57 44.04 XLV US Equity 12,403 28,205 38.87 55.96 SXXP Index 3,762 42,992 400.51 435.56 SXAP Index 6,942 28,732 520.28 646.00 EFTA00292782 SXKP Index 3,958 46,889 366.14 397.05 SX6P Index 2,390 32,650 349.85 375.47 SXEP Index (712) 15,705 411.11 429.76 SXIP Index 10,090 29,210 222.31 299.10 SXNP Index 3,734 28,540 482.69 545.85 SX3P Index (389) 24,165 633.13 643.32 SXDP Index 19,600 61,432 609.16 803.51 SX4P Index 1,750 25,943 917.36 979.23 SX8P Index 4,463 33,839 330.19 373.74 SXOP Index 5,506 41,087 380.28 431.24 SXQP Index 2,531 13,342 631.34 751.12 SXRP Index 1,084 18,987 402.35 425.33 SXMP Index 10,313 36,076 261.12 335.76 SXTP Index 18,737 39,552 172.05 253.56 SX7E Index 4,492 17,883 157.43 196.97 SXSE Index 4,058 39,020 3686.95 4,070.35 SPGSCITR Index 465 (33,454) 4817.40 4,750.40 XAG Curncy 1,557 (11,770) 22.12 19.19 CO1 Comdty 564 (20,691) 109.38 106.40 CL1 Comdty 99 13,071 96.76 97.49 NG1Comdty 5,142 16,487 3.77 4.94 XAU Comdty 6,146 (41,472) 22.53 19.19 IBOXHY Index 1,826 53,487 220.12 227.63 US_TSY CREDIT (251) (30,350) 753.25 759.48 CA_TSY CREDIT 6,636 (91,871) 1269.35 1,177.66 MX_TSY CREDIT 390 (12,460) 209.03 202.48 AU TSY CREDIT 2,898 (73,614) 1457.62 1,400.23 JP_TSY CREDIT 698 (62,468) 822.10 812.92 MY_TSY CREDIT 4,046 (101,640) 167.93 161.25 SG_TSY CREDIT 1,882 (94,095) 219.11 214.73 AT_TSY CREDIT 1,371 66,103 354.64 362.00 BE_TSY CREDIT 2,254 68,659 473.01 488.54 FR_TSY CREDIT 1,313 69,347 346.05 352.60 FR_TSY CREDIT 1,785 63,415 1661.26 1,708.03 DE_TSY CREDIT 1,015 59,197 1230.67 1,251.78 IE_TSY CREDIT 25,899 76,628 336.92 450.80 IT_TSY CREDIT 6,408 66,510 1609.48 1,764.54 NL_TSY CREDIT 1,263 68,964 1317.53 1,341.66 ES_TSY CREDIT 9,195 61,308 392.28 451.12 DK_TSY CREDIT 1,246 49,230 721.13 739.38 NO_TSY CREDIT 577 (27,135) 333.32 326.23 PL_TSY CREDIT (422) 31,982 409.37 414.77 ZA_TSY CREDIT 3,084 (31,741) 83.13 75.05 SE_TSY CREDIT (232) (18,293) 452.11 457.84 CH_TSY CREDIT 2,011 59,782 999.11 1,032.72 GB_TSY CREDIT 251 30,980 1475.94 1,487.92 EFTA00292783