EFTA02700709.pdf

Atorus, LLC 2/11/2014 Current Date: 2/11/2014 Change on Day: 3.13% T12M Return: 38.36% MSCI World Change on Total Return since 1/1/12: 73.07% Day 1.09% Current Long Exposure @ Cost: 4,020,146 Current Short Exposure @ Cost: (1,341,099) Net Exposure: 2,679,047 Current No. of Positions: 443 Starting Capital: 1,000,000 Current NAV: 1,730,720 Current Leverage (Gross Exposures): 3.10 Key Metrics Profit Factor: Historically 2.25X 3.25X, depending on measurement Interval Win Ratio: 40%- 50% histoncally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.91% 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 eac h investor. 124M Sharpe Ratio: 1.24 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 2,006,000.00 1,600,030.00 1,600,000.00 1A00.000.00 1,2061000.00 — NAV 1,000,000.00 $00,000.00 600,000.00 i r r i I I , r r r e se . e % (19 C14% ee(Peeee 4 % 4 % 4 (1. % % % % % 4% 4 #e 4 A\ 4 s 4 A\ 4 44 % 44 % EFTA_R1_02067835 EFTA02700709 Atorus, LLC 2/11/2014 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 22 Positions 24.40% 52 Positions 30.29% MEXBOL Index (26,123) 0.48% SXXP Index 5,334 0.31% NO_TSY CREDIT (27,358) 0.50% SXSE Index 5,352 0.31% SHCOMP Index (27,693) 0.51% SX7E Index 5,577 0.32% ZA_TSV CREDIT (33,120) 0.61% UTX US Equity 5,627 0.32% SPGSCITR Index (33,446) 0.61% ACA FP Equity 5,771 0.33% XAU Comdty (41,240) 0.75% ROG VX Equity 5,783 0.33% CH_TSY CREDIT 59,255 1.08% QQQ US Equity 5,793 0.33% 1P_TSY CREDIT (59,628) 1.09% MAERSKB DC Equity 5,842 0.34% SXDP Index 61,063 1.12% DAI GR Equity 5,896 0.34% SPX Index 62,258 1.14% SMI Index 5,934 0.34% FR_TSY CREDIT 62,432 1.14% CMCSA US Equity 6,078 0.35% DE_TSV CREDIT 62,519 1.14% MDT US Equity 6,237 0.36% AT_TSY CREDIT 64,302 1.18% IT_TSY CREDIT 6,283 0.36% NL_TSY CREDIT 65,324 1.20% AMGN US Equity 6,297 0.36% FI_TSV CREDIT 66,491 1.22% ICEXI Index 6,355 0.36% BE_TSY CREDIT 67,560 1.24% BMV US Equity 6,371 0.37% STBCNZL Index 73,230 1.34% HON US Equity 6,386 0.37% lE_TSY CREDIT 78,254 1.43% GS US Equity 6,399 0.37% AU_TSY CREDIT (79,064) 1.45% ASE Index 6,448 0.37% MY_TSY CREDIT (90,265) 1.65% CA_TSV CREDIT 6,633 0.38% SG_TSY CREDIT (95,665) 1.75% V US Equity 6,850 0.39% CA_TSY CREDIT (97,103) 1.78% PRU LN Equity 7,196 0.41% MMM US Equity 7,447 0.43% SXOP Index 7,491 0.43% XLV US Equity 7,620 0.44% IBEX Index 7,624 0.44% HEX Index 7,809 0.45% DAX Index 8,041 0.46% CMCSK US Equity 8,475 0.49% KFX Index 8,511 0.49% ES_TSY CREDIT 8,643 0.50% LUXXX Index 8,746 0.50% BAYN GR Equity 8,747 0.50% SXAP Index 8,803 0.51% TMO US Equity 9,136 0.52% BAC US Equity 9,770 0.56% TYC US Equity 10,224 0.59% BA US Equity 11,103 0.64% MA US Equity 11,232 0.65% XLV US Equity 11,245 0.65% EFTA_R1_02067836 EFTA02700710  SXIP Index 11,451 0.66% RTY Index 11,506 0.66% SXMP Index 11,992 0.69% NDX Index 12,378 0.71% CELG US Equity 13,025 0.75% SPX Index 14,718 0.85% SXTP Index 20,853 1.20% SXDP Index 21,972 1.26% ISEQ Index 22,437 1.29% lE_TSY CREDIT 28,172 1.62% STBCNZL Index 29,833 1.71% GILD US Equity 33,248 1.91% No. Names by Cate e APAC Long 18 APAC Short 31 EMEA Long 65 EMEA Short 25 AMER Long 147 AMER Short 64 EquityCom Long 52 EquityCom Short 17 Credit Long 15 Credit Short 9 Total Long 297 Total Short 146 EFTA_R1_02067837 EFTA02700711 Atorus, LLC 2/11/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) — APAC —EMEA • AMER EtttpleCom Cred t (29* Qr s4.11 1:).Q. ISS.31 t .s:). Qr S') (9 Qt .‘' <9 ()S.) CP (9 S g 4, I e it ./ .5 g 4pV 1 6 t# 4 \<%. 4 \\‘' I t. l EFTA_R1_02067838 EFTA02700712 Atorus, LLC 2/11/2014 Current Gross Notional Risk by Category 211,377 553,789 • APAC ■ EMEA 1,313,855 1,566,339 • AMER 1,851,028 • EquityCom • Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 •scwrom 1.15 -ATORUS 0.95 0.75 NI' 4> 4> NI' N.> 4' Loy Sb Lora 4!) 1O11 00) 0 0' 0 0' 0 0) 0 0' 0Os 4`'0' 4,t0' 4,t0) 0) c)t s45 st Rolling 30 Day Realized Volatility - Atorus 3.00% 1.80% 1.60% 1.40% 1.10% Roll g300ayRe 1.00% alizedVd 020% 0.60% 0.40% 0.20% 0.00% os 11, tio• O4 , so. •;) 45 rcb p 65.o, eie .04.• 4. 415) 09 sC" ..5sstv 4 4 4 No 44 tx 4 4s' „s9V <1,.0 .1\N\ EFTA_R1_02067839 EFTA02700713 Atorus, LLC 2/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) —PA Vol Days by Position Percentile No. Vol Days 0.00% -8.67 Percentage of MTM Gains(Losse) % of NAV 5.00% -4.46 "Signficant" (<7 Vol Days) 0.81% 10.00% -3.15 Percentage of MTM Gains(losse) % of NAV 15.00% -1.44 "Signficant" (>7 Vol Days) 49.98% 20.00% -0.77 25.00% 0.13 30.00% 1.36 35.00% 2.77 40.00% 3.70 45.00% 5.42 50.00% 7.81 55.00% 10.12 60.00% 11.97 65.00% 14.22 70.00% 18.43 75.00% 21.44 80.00% 26.36 85.00% 32.77 90.00% 39.40 95.00% 54.19 100.00% 174.45 EFTA_R1_02067840 EFTA02700714 Atorus, LLC 2/11/2014 Current Portfolio -listed Equity Portfolio Current Price PA in Vol 30P Realized Security MTM Gain/(Loss) Exp. VP Cost Avg. Price (in USD) Days Vol 000270 KS Equity 145 (4,502) 51.62 49.96 2.52 1.28% 005380 KS Equity (8) 1,589 218.45 217.42 -0.34 1.38% 005490 KS Equity 91 (4,236) 274.12 268.21 2.40 0.90% 005930 KS Equity 356 (6,552) 1285.62 1215.80 5.30 1.02% 012330 KS Equity 1,065 5,278 244.69 294.06 16.12 1.25% 1HK Equity (19) (3,976) 14.68 14.75 -0.82 0.58% 1299 HK Equity (102) (2,628) 4.57 4.74 -3.61 1.08% 13 HK Equity 1,441 12,234 11.40 12.75 12.95 0.91% 16 HK Equity 300 (9,928) 12.66 12.28 5.15 0.59% 27 HK Equity (6) 123 9.66 9.24 -1.92 2.35% 2914 JP Equity 58 (4,715) 32.47 32.06 0.88 1.41% 3382 JP Equity 41 3,409 37.70 38.15 0.97 1.23% 4063 JP Equity 14 (4,532) 56.40 56.23 0.26 1.21% 4502 JP Equity (19) 672 47.00 45.71 -3.17 0.89% 4689 JP Equity (32) 749 6.00 5.75 -2.52 1.70% 5 HK Equity (25) (4,712) 10.20 10.25 -0.76 0.70% 5108 JP Equity (101) 3,496 36.33 35.31 -2.65 1.09% 5401 JP Equity (72) (3,706) 2.99 3.05 -1.38 1.41% 6301 JP Equity 64 (3,512) 20.64 20.26 1.30 1.40% 6752 JP Equity 1,250 4,142 9.01 11.73 12.06 2.50% 6902 JP Equity 2,235 9,725 41.48 51.01 16.93 1.36% 6954 JP Equity 308 6,388 157.65 165.25 2.78 1.73% 7201 JP Equity 61 (3,740) 8.85 8.70 1.25 1.30% 7203 JP Equity (40) (1,949) 57.26 58.43 -1.68 1.22% 7267 JP Equity (30) (2,038) 35.79 36.32 -1.26 1.17% 762 HK Equity 230 (4,152) 1.43 1.35 4.94 1.12% 7751 JP Equity 446 (6,859) 31.44 29.39 6.45 1.01% 8031 JP Equity (294) (6,733) 13.92 14.53 -3.55 1.23% 8058 JP Equity (33) (468) 17.87 19.13 -6.04 1.17% 8306 JP Equity (29) (2,590) 5.84 5.91 -0.89 1.25% 8316 JP Equity (19) (2,436) 46.12 46.48 -0.54 1.43% 8411 JP Equity (29) 3,773 2.12 2.10 -0.56 1.37% 8604 JP Equity (26) (1,492) 6.73 6.84 -1.16 1.49% 8801 JP Equity (31) (1,401) 31.32 32.01 -1.59 1.38% 8802 JP Equity (52) (3,305) 24.73 25.12 -1.20 1.32% 9020 JP Equity 131 (3,964) 77.53 74.98 3.17 1.04% 941 HK Equity 765 (11,120) 10.27 9.56 10.12 0.68% 9432 JP Equity 148 6,072 53.19 54.49 1.88 1.30% 9433 JP Equity 2,758 9,471 42.13 54.40 21.59 1.35% 9437 JP Equity (77) (5,744) 15.71 15.92 -1.25 1.07% 9983 JP Equity (52) 3,175 368.98 363.06 -0.99 1.64% EFTA_R1_02067841 EFTA02700715 9984 JP Equity 2,119 2,796 42.69 75.04 46.11 1.64% AAPL US Equity 252 7,871 518.25 534.83 3.00 1.07% ABB US Equity 905 10,400 23.59 25.64 8.51 1.02% ABBN VX Equity 721 8,696 23.63 25.59 7.81 1.06% ABBV US Equity 7 5,332 49.49 49.56 0.12 1.12% ABEV US Equity 420 (7,226) 7.25 6.83 4.14 1.41% ABEV3 BZ Equity 418 (6,917) 7.29 6.85 4.74 1.27% ABI BB Equity (28) (558) 94.20 98.91 -5.19 0.96% ABT US Equity (129) 4,093 38.83 37.64 -3.92 0.80% ABX CN Equity (484) (3,511) 17.17 19.53 -8.67 1.59% ABX US Equity (465) (3,476) 17.20 19.51 -8.65 1.55% ACA FP Equity 5,771 5,390 6.83 14.15 74.20 1.44% ACE US Equity 96 3,675 93.86 96.32 3.66 0.72% ACN US Equity 408 9,045 77.04 80.52 5.38 0.84% ADP US Equity 35 1,192 72.36 74.51 3.70 0.80% MI US Equity 1 728 62.19 62.27 0.18 0.66% AGL SJ Equity (416) (4,051) 22.73 25.07 -7.11 1.44% AGN US Equity 1,142 6,802 104.77 122.35 14.13 1.19% Al FP Equity (88) (1,379) 126.16 134.19 -8.29 0.77% AIG US Equity 23 3,207 48.51 48.85 0.77 0.91% AIR FP Equity 4,662 6,524 42.47 72.83 70.96 1.01% ALV GR Equity 2,877 7,522 125.64 173.71 37.47 1.02% ALVG IX Equity 2,144 5,722 126.13 173.40 37.88 0.99% AMGN US Equity 6,297 22,885 94.49 120.49 27.67 0.99% AMT US Equity 758 10,646 76.29 81.72 9.16 0.78% AMZN US Equity 3,558 14,103 287.66 360.22 19.65 1.28% ANZ AU Equity (134) (2,788) 26.23 27.49 -5.55 0.86% APA US Equity 150 (6,864) 82.74 80.92 2.73 0.80% APC US Equity (57) (5,630) 80.96 81.78 -1.19 0.85% AXP US Equity 2,466 10,369 71.56 88.58 22.32 1.07% AZN IN Equity 3,871 12,669 49.80 65.02 31.80 0.96% AZN SS Equity 3,393 11,663 50.40 65.06 29.71 0.98% AZN US Equity 3,807 12,426 49.96 65.26 30.80 0.99% BA US Equity 11,103 17,885 79.84 129.41 54.21 1.15% SAC US Equity 9,770 10,843 8.82 16.77 89.77 1.00% BARC LN Equity (84) 5,291 4.41 4.34 -1.31 1.20% BAS GR Equity 849 7,329 97.30 108.57 13.04 0.89% BATS LN Equity (8) (5,595) 49.08 49.14 -0.15 0.93% 8AX US Equity (291) (8,040) 66.82 69.24 -6.36 0.57% MTN GR Equity 8,747 11,714 76.64 133.86 74.22 1.01% 880 US Equity 1,041 (6,738) 12.96 10.96 11.54 1.34% BBDC4 BZ Equity 993 (7,246) 12.74 11.00 12.22 1.12% 881US Equity (26) (5,013) 60.45 60.76 -0.48 1.06% 88VA SM Equity 1,246 5,719 10.09 12.29 16.43 1.33% BCE CN Equity 92 (6,638) 43.17 42.58 1.98 0.70% 8CS US Equity (80) 6,391 17.72 17.50 -0.99 1.26% BEN US Equity 55 4,615 52.08 52.70 1.19 0.99% EFTA_R1_02067842 EFTA02700716 EIG/ LN Equity (36) (2,614) 17.28 17.52 -0.98 1.39% BHP AU Equity (47) (1,233) 31.81 33.02 -4.27 0.89% BIM US Equity 310 1,065 245.93 317.60 20.37 1.43% BIL S1 Equity (6) (4,448) 30.26 30.30 -0.13 1.07% 8K US Equity 53 1,538 30.62 31.68 3.87 0.89% BLK US Equity 125 1,170 274.17 303.39 10.95 0.97% BIT LN Equity (2) (4,943) 30.23 30.24 -0.05 0.97% 8MO CN Equity (59) (1,908) 61.56 63.46 -4.53 0.68% BMW GR Equity 807 5,073 98.63 114.31 19.88 0.80% BMY US Equity 6,371 13,624 35.71 52.41 36.81 1.27% BN FP Equity 101 (3,680) 70.54 68.61 2.84 0.96% BNP FP Equity 1,766 5,495 61.78 81.64 27.59 1.17% 8NS CN Equity (110) (3,678) 54.78 56.41 -3.59 0.83% 8P/ LN Equity 411 8,439 7.68 8.05 7.53 0.65% BRK/8 US Equity (82) (3,495) 110.60 113.21 -3.94 0.60% BSBR US Equity 1,724 (8,164) 6.18 4.88 12.84 1.65% BUD US Equity (30) (545) 94.17 99.28 -5.57 0.98% 8X US Equity 127 2,974 30.31 31.60 3.99 1.07% C US Equity (29) (554) 46.95 49.44 -4.47 1.18% CA FP Equity 396 1,958 30.49 36.65 19.26 1.05% CAT US Equity 910 10,293 87.23 94.94 8.44 1.05% CBS US Equity 296 1,266 49.35 60.90 20.56 1.14% CCL US Equity 871 7,815 36.20 40.24 11.41 0.98% CELG US Equity 13,025 15,113 85.54 159.25 66.20 1.30% CL US Equity 1,000 18,618 58.99 62.16 8.81 0.61% CMCSA US Equity 6,078 17,408 40.65 54.84 41.65 0.84% CMCSK US Equity 8,475 18,900 36.26 52.52 57.19 0.78% CNI US Equity 1,012 12,863 51.38 55.42 9.65 0.82% CNQ CN Equity 7 1,620 34.08 34.24 0.53 0.87% CNR CN Equity 1,006 12,415 51.30 55.45 10.13 0.80% COF US Equity 339 6,073 67.68 71.46 6.45 0.86% COP US Equity 154 (7,973) 66.64 65.36 3.00 0.64% COV LN Equity 186 2,433 25.05 0.30% COV US Equity 640 6,342 63.38 69.78 10.87 0.93% CRM US Equity 162 2,053 56.89 61.37 6.27 1.26% CS FP Equity 2,568 6,712 19.39 26.81 36.89 1.04% CSCO US Equity (224) (4,973) 21.79 22.77 -5.88 0.77% CSX US Equity 795 8,909 25.07 27.31 8.04 1.11% CVE CN Equity 749 (10,443) 28.70 26.64 11.78 0.61% CVS US Equity 979 10,304 62.75 68.71 13.10 0.72% CVX US Equity (73) (6,316) 112.00 113.29 -1.55 0.74% D US Equity 1,830 12,102 59.94 69.01 19.99 0.76% DAI GR Equity 5,896 13,903 62.20 88.58 38.90 1.09% 08K GR Equity 142 4,050 46.61 48.25 2.65 1.32% OD US Equity 2,203 12,298 54.46 64.22 19.54 0.92% DDAIF US Equity 3,456 8,348 63.20 89.37 33.44 1.24% DE US Equity 182 8,116 85.65 87.58 3.51 0.64% EFTA_R1_02067843 EFTA02700717 DELL US Equity 14 6,710 2.65 0.08% DG FP Equity 3,672 9,883 51.34 70.41 46.19 0.80% DGE LN Equity (70) (2,692) 29.53 30.29 -2.22 1.17% DHR US Equity 4,049 14,049 58.57 75.45 39.57 0.73% DIS US Equity 1,349 9,900 68.36 77.68 13.61 1.00% OISCA US Equity 50 3,501 81.99 83.16 1.40 1.02% DNB NO Equity 1,186 8,928 15.62 17.69 18.45 0.72% DOW US Equity 1,980 6,442 35.84 46.85 25.72 1.19% DPW GR Equity 132 546 28.24 35.05 27.79 0.87% OTE GR Equity 4,253 13,635 12.22 16.03 31.58 0.99% DTV US Equity 1,657 9,150 60.09 70.98 23.61 0.77% DUK US Equity (199) (8,814) 69.60 71.17 -4.03 0.56% DVN US Equity (34) 5,743 61.76 61.39 -0.74 0.80% RAY US Equity 98 5,054 52.95 53.98 1.63 1.19% ECL US Equity 2 3,979 101.15 101.21 0.08 0.70% EDF FP Equity 4,622 9,184 23.45 35.25 67.79 0.74% (MC US Equity 20 8,831 24.88 24.94 0.27 0.84% EMR US Equity 227 3,622 61.11 64.94 9.20 0.68% ENS CN Equity (129) (6,998) 41.70 42.47 -3.75 0.49% ENEL IM Equity 982 6,720 4.24 4.86 15.67 0.93% EN! IM Equity (89) (3,381) 22.27 22.86 -3.46 0.76% EOAN GR Equity (2) 2,603 18.66 18.64 -0.09 0.97% EGG US Equity 1,191 5,569 143.99 174.78 21.49 1.00% EPD US Equity 757 9,126 61.83 66.96 11.56 0.72% ERICB SS Equity 165 3,418 12.05 12.63 5.04 0.96% ESRX US Equity 1,247 9,809 66.69 75.17 18.85 0.67% ETN US Equity (18) 3,003 70.48 70.06 -0.63 0.96% F US Equity (29) (3,617) 14.82 14.94 -0.77 1.05% FB US Equity 1,202 2,546 43.58 64.16 32.85 1.44% FCX US Equity (108) (2,385) 31.57 33.00 -3.89 1.16% FDX US Equity 490 5,334 120.94 132.06 10.72 0.86% FP FP Equity 50 3,806 58.41 59.18 1.79 0.73% G IM Equity 262 3,632 20.52 21.99 7.90 0.91% GE US Equity 2,239 16,425 22.32 25.36 16.18 0.84% GILD US Equity 33,248 13,861 24.02 81.65 174.45 1.38% GIS US Equity 16 6,705 48.57 48.68 0.43 0.56% GLE FP Equity 706 3,245 49.51 60.28 14.14 1.54% GLEN LN Equity (194) (3,264) 5.14 5.44 -4.92 1.21% GLW US Equity 1,793 11,367 16.17 18.72 13.46 1.17% GM US Equity 809 3,199 28.27 35.42 23.85 1.06% GOOG US Equity 4,696 12,387 857.75 1182.92 41.37 0.92% GS US Equity 6,399 13,622 110.98 163.11 65.61 0.72% GSK LN Equity 195 4,317 25.71 26.87 3.71 1.22% HAL US Equity 661 3,363 44.64 53.41 21.37 0.92% HD US Equity 2,013 12,500 66.04 76.67 32.77 0.49% HMB SS Equity 608 6,105 40.79 44.85 10.78 0.92% HON US Equity 6,386 11,890 61.10 93.91 85.08 0.63% EFTA_R1_02067844 EFTA02700718 HPQ US Equity 1,141 6,292 24.79 29.28 16.43 1.10% HSBA LN Equity (27) (1,443) 10.23 10.42 -0.80 2.37% IBE SM Equity 908 6,914 5.48 6.20 19.86 0.66% IBM US Equity 238 (8,386) 184.74 179.50 3.68 0.77% IMT LN Equity 320 10,915 35.95 37.00 2.66 1.10% INTC US Equity 263 9,775 23.81 24.45 3.02 0.89% ISP IM Equity 2,842 5,521 1.91 2.89 43.17 1.19% ITUB US Equity 266 (5,904) 13.81 13.19 3.23 1.40% ITUB4 BZ Equity 176 (6,360) 13.59 13.22 2.21 1.25% ITW US Equity 2,265 14,003 67.84 78.81 27.02 0.60% ITX SM Equity (43) (4,388) 149.70 151.16 -1.32 0.74% JO US Equity 3,764 9,880 34.13 47.13 34.07 1.12% 1N1 US Equity 4,198 12,583 69.31 92.44 41.83 0.80% JPM US Equity 798 8,516 52.29 57.19 11.66 0.80% KMB US Equity 134 7,927 106.69 108.49 2.58 0.66% KMI US Equity 231 (6,747) 35.17 33.97 5.17 0.66% KO US Equity 33 (6,937) 38.83 38.65 0.69 0.69% LB7YA US Equity (41) 2,270 84.91 83.41 -2.21 0.82% LSTYK US Equity 96 1,900 77.86 81.81 6.36 0.80% LIN GR Equity 78 3,694 193.10 197.20 2.77 0.77% LLOY LN Equity 3,701 7,068 0.89 1.36 48.80 1.07% LLY US Equity (102) (3,785) 52.85 54.28 -3.46 0.78% LMT US Equity 565 2,015 122.48 156.84 27.48 1.02% LNKO US Equity (24) 389 216.79 204.07 -3.72 1.68% LOW US Equity (67) (3,487) 45.69 46.56 -2.48 0.77% WS US Equity 1,821 6,805 61.33 77.74 18.65 1.44% LYB US Equity 874 2,296 59.29 81.85 32.84 1.16% MA US Equity 11,232 18,057 47.03 76.29 53.42 1.16% MAERSKB DC Equity 5,842 14,143 8212.58 11604.78 35.00 1.18% MC FP Equity 12 1,912 182.19 183.38 0.58 1.12% MCD US Equity (41) (6,967) 94.88 95.44 -1.16 0.51% MCK US Equity 131 1,761 161.77 173.78 6.38 1.16% MDLZ US Equity 2,163 13,636 28.68 33.23 20.37 0.78% MDT US Equity 6,237 20,734 43.22 56.22 32.32 0.93% MET US Equity 872 7,552 44.37 49.49 10.71 1.08% MFC CN Equity 3,894 7,974 12.38 18.42 46.25 1.06% MHS US Equity 1,755 13,962 11.02 1.14% MMM US Equity 7,447 21,252 96.89 130.85 48.91 0.72% MO US Equity (58) 3,961 35.60 35.08 -2.05 0.72% MON US Equity 582 11,908 106.02 111.20 5.77 0.85% MOS US Equity (211) (4,468) 45.85 48.00 -4.27 1.10% MRK US Equity 1,232 9,342 48.80 55.24 13.71 0.96% MS US Equity 144 1,648 27.57 29.97 8.28 1.05% MSFT US Equity 479 7,171 34.82 37.15 6.40 1.04% MUV2 GR Equity 544 7,529 197.44 211.70 9.22 0.78% NAB AU Equity (92) (1,704) 28.99 30.56 -6.78 0.80% NCM AU Equity 2,708 (5,094) 21.94 10.28 22.86 2.33% EFTA_R1_02067845 EFTA02700719 NEE US Equity 3,921 14,643 72.62 92.06 36.24 0.74% NEM US Equity 2,575 (7,388) 34.95 22.77 19.38 1.80% NESN VX Equity 712 9,813 69.64 74.69 8.10 0.90% NW IN Equity 1,561 11,410 11.72 13.32 19.29 0.71% NKE US Equity 703 2,939 59.26 73.44 29.99 0.80% NOK US Equity 3,839 4,495 3.96 7.35 59.77 1.43% NOV US Equity 13 (2,757) 75.68 75.33 0.62 0.74% NOVN VX Equity 4,745 18,219 63.81 80.42 38.81 0.67% NOV08 DC Equity 703 6,796 38.60 42.60 9.65 1.07% NSC US Equity 1,538 9,583 80.49 93.41 13.52 1.19% NVS US Equity 3,707 15,457 65.07 80.68 35.70 0.67% OGXP3 BZ Equity 5,011 (5,163) 4.43 0.13 25.24 3.85% ORA FP Equity 13 2,958 12.37 12.42 0.42 1.03% ORCL US Equity 973 7,413 33.31 37.68 18.42 0.71% PBR US Equity 354 (2,811) 13.30 11.63 8.27 1.52% P8R/A US Equity 299 (2,793) 13.87 12.39 7.16 1.49% PCLN US Equity 806 3,041 956.05 1209.62 23.68 1.12% PCP US Equity 3,131 13,703 212.47 261.02 25.24 0.91% PEP US Equity (11) 3,900 81.31 81.08 -0.52 0.55% PETR3 BZ Equity 330 (2,920) 6.54 5.80 7.91 1.43% PETR4 BZ Equity 340 (3,120) 6.95 6.19 7.62 1.43% PFE US Equity 4,743 21,828 26.10 31.77 28.25 0.77% PG US Equity 86 4,758 77.33 78.72 2.42 0.74% PHIA NA Equity 1,910 11,206 30.43 35.61 22.67 0.75% PM US Equity 754 (10,157) 85.47 79.13 8.78 0.85% PNC US Equity 552 7,639 75.28 80.72 7.90 0.92% POT CN Equity (107) (1,492) 31.56 33.82 -6.43 1.12% POT US Equity (104) (1,399) 31.45 33.79 -6.54 1.14% PRU LN Equity 7,196 10,482 12.76 21.52 54.06 1.27% PSA US Equity 321 7,104 156.29 163.35 7.06 0.64% PSX US Equity 827 6,025 64.65 73.52 13.94 0.98% PX US Equity 2,091 16,043 113.30 128.06 18.20 0.72% QCOM US Equity 1,599 12,538 66.83 75.35 16.10 0.79% 0.00 US Equity 5,793 19,847 68.46 88.44 43.61 0.67% RAI US Equity (8) (1,557) 47.56 47.79 -0.79 0.63% ROS/A US Equity (58) (3,651) 69.28 70.39 -2.15 0.74% ROS/8 US Equity (17) 3,991 75.03 74.71 -0.56 0.78% RDSA LN Equity 70 4,062 34.51 35.11 1.97 0.88% RDSA NA Equity (41) (3,467) 34.57 34.98 -1.47 0.81% RDSB LN Equity 18 3,979 37.08 37.25 0.53 0.87% REGN US Equity 408 4,314 289.87 317.26 5.43 1.74% RIO AU Equity 84 3,299 58.66 60.15 2.86 0.89% RIO IN Equity 237 4,815 53.84 56.49 3.83 1.28% RIO US Equity 262 4,930 54.04 56.91 3.70 1.44% ROG VX Equity 5,783 17,036 212.78 285.01 45.67 0.74% RY CN Equity (43) (1,346) 61.84 63.80 -4.34 0.73% SAB LN Equity (90) (3,678) 44.36 45.44 -2.70 0.90% EFTA_R1_02067846 EFTA02700720 SAN FP Equity 343 (6,169) 103.67 97.90 6.52 0.85% SAN SM Equity 459 7,250 8.35 8.88 6.63 0.95% SAN US Equity 433 5,311 8.28 8.95 6.24 1.31% SAP GR Equity (251) 5,237 81.36 77.64 -6.21 0.77% SAP US Equity (324) 7,095 81.43 77.88 -5.13 0.89% SBUX US Equity (87) (3,419) 72.71 74.56 -2.31 1.10% SCCO US Equity (94) (1,512) 29.68 31.52 -5.20 1.20% SGO FP Equity 1,922 7,716 43.93 54.87 26.65 0.93% SI US Equity 1,358 11,251 114.69 128.52 15.04 0.80% SIE GR Equity 1,036 8,901 114.81 128.18 14.62 0.80% SIB US Equity 827 6,526 79.94 90.07 15.29 0.83% SMSN U Equity 337 (7,254) 644.51 614.60 4.64 1.00% SO US Equity 30 (9,006) 41.73 41.59 0.69 0.49% SPG US Equity (187) (3,764) 151.46 158.96 -6.61 0.75% SREN VX Equity 1,377 9,702 80.14 91.51 14.41 0.99% STAN LN Equity 339 (5,280) 22.30 20.87 4.71 1.36% SR NO Equity 91 3,544 24.91 25.55 2.71 0.95% STT US Equity (6) 3,455 68.60 68.50 -0.15 1.10% SU CN Equity (58) (4,096) 32.32 32.78 -2.02 0.70% SU FP Equity 102 3,721 82.27 84.52 2.81 0.97% SU US Equity (50) (3,341) 32.24 32.73 -2.12 0.71% SWEDA SS Equity 566 5,946 24.71 27.06 10.61 0.90% SYNN VX Equity (134) (3,584) 349.49 362.56 -3.73 1.00% T US Equity 349 (8,515) 34.31 32.90 5.28 0.78% TD CN Equity (40) (1,765) 43.24 44.22 -3.75 0.60% TEF SM Equity (58) (4,343) 15.24 15.45 -1.55 0.85% TEF US Equity 2 272 15.30 15.42 0.73 1.04% TGT US Equity 1,083 (10,709) 63.57 57.14 12.37 0.82% T1X US Equity 2,742 9,488 46.31 59.69 34.20 0.84% TLS AU Equity 54 4,521 4.52 4.58 1.92 0.62% TISN SS Equity (10) (300) 7.36 7.62 -4.12 0.84% TM US Equity 2 (5,165) 117.86 117.83 0.05 0.69% TMO US Equity 9,136 10,185 63.59 120.63 96.27 0.93% TOT US Equity 187 2,516 55.17 59.26 8.70 0.85% TRP CN Equity (113) (6,947) 43.75 44.47 -2.79 0.59% TRV US Equity (154) (6,138) 81.08 83.11 -3.45 0.73% TSCO LN Equity 502 (7,391) 5.65 5.27 8.84 0.77% TWC US Equity 664 4,770 118.62 135.12 27.27 0.51% TWX US Equity (63) (1,983) 62.71 64.69 -3.83 0.83% TXN US Equity 2,822 12,200 34.93 43.01 26.67 0.87% TYC US Equity 10,224 23,996 29.17 41.59 61.37 0.69% UBS US Equity 364 5,218 19.37 20.72 5.85 1.19% UBSN VX Equity 306 5,155 19.51 20.67 6.43 0.92% UCG IM Equity 2,173 5,387 5.58 7.83 27.69 1.46% ULVR IN Equity 3 (4,929) 39.29 39.26 0.07 0.99% UNA NA Equity 9 (6,289) 38.14 38.08 0.14 1.02% UNH US Equity 985 10,032 64.08 70.37 11.94 0.82% EFTA_R1_02067847 EFTA02700721 UNP US Equity 952 9,425 160.88 177.14 12.87 0.79% UPS US Equity 2,939 14,801 79.87 95.73 32.78 0.61% USB US Equity 2,251 14,232 34.71 40.20 23.88 0.66% UTX US Equity 5,627 15,134 82.05 112.56 48.19 0.77% V US Equity 6,850 7,839 118.43 221.91 93.63 0.93% VALE US Equity 196 (3,904) 15.08 14.32 3.50 1.43% VALE3 BZ Equity 233 (4,583) 15.04 14.28 3.53 1.44% VIAB US Equity 3,625 6,364 52.96 83.13 60.40 0.94% VIV FP Equity 120 2,281 25.90 27.26 6.54 0.80% VMW US Equity 285 4,241 87.26 93.13 5.06 1.33% VOD LN Equity 1,239 7,587 3.14 3.65 18.25 0.89% VOD US Equity 1,150 7,512 31.63 36.47 17.51 0.87% VOW3 GR Equity 1,032 6,822 228.75 263.35 13.94 1.09% VRX CN Equity 832 1,610 92.95 140.98 34.59 1.49% VRX US Equity 960 1,878 93.20 140.83 37.53 1.36% VTI US Equity 445 5,131 86.91 94.45 16.12 0.54% VWO US Equity 331 (7,240) 40.33 38.49 4.81 0.95% VI US Equity 123 (6,116) 48.12 47.16 2.89 0.69% WFC US Equity 2,229 10,064 37.56 45.88 33.20 0.67% WLP US Equity 1,536 10,363 74.31 85.32 15.01 0.99% WMT US Equity (29) 4,002 75.07 74.52 -1.35 0.54% WOW AU Equity (23) (8,658) 31.30 31.38 -0.41 0.65% XOM US Equity 1 10,893 90.48 90.49 0.01 0.67% XTA LN Equity 2 (2,237) 0.04 2.26% YH00 US Equity 327 1,281 30.64 38.47 17.93 1.43% YUM US Equity 35 5,071 72.81 73.32 0.63 1.10% ZURN VX Equity 140 6,388 291.95 298.36 3.09 0.71% Current Portfolio • Global Macro Portfolio Current Price P/L in Vol 30P Realized Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol SPX Index 14,718 62,258 1471.80 1,819.75 37.17 0.64%