EFTA00621272.pdf

Atorus, LLC 2/3/2014 Current Date: 2/3/2014 Change on Day: -2.73% 712M Return: 28.37% MSCI World Change on Total Return since 1/1/12: 61.09% Day -1.66% Current Long Exposure @ Cost: 4,213,687 Current Short Exposure @ Cost: (1,306,611) Net Exposure: 2,907,076 Current No. of Positions: 462 Starting Capital: 1,000,000 Current NAV: 1,610,886 Current Leverage (Gross Exposures): 3.43 Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.88% 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 el• rt. „Q. n A. 1 9. 1 2.." 4 9 eif 4 9 4 9 11 49 , 1 , e b‘ 4 A\ 4 ss, •»\ <5 A\ 4 ,,, EFTA00621272 Atorus, LLC 2/3/2014 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 24.53% 52 Positions 29.10% NO_TSY CREDIT (27,239) 0.49% AIR FP Equity 4,382 0.27% SHCOMP Index (27,570) 0.50% NOVN VX Equity 4,544 0.28% ZA_TSY CREDIT (32,970) 0.60% DAI GR Equity 4,568 0.28% SPGSCITR Index (33,300) 0.60% SXOP Index 4,602 0.29% XAU Comdty (41,302) 0.75% QQQ US Equity 4,742 0.29% DE_TSY CREDIT 56,101 1.02% MAERSKB DC Equity 4,990 0.31% CH_TSY CREDIT 58,993 1.07% 0GXP3 BZ Equity 4,990 0.31% JP_TSY CREDIT (59,363) 1.08% ACA FP Equity 5,002 0.31% SXDP Index 60,934 1.10% NG1 Comdty 5,055 0.31% US_TSY CREDIT (61,018) 1.11% WY US Equity 5,069 0.31% SPX Index 62,133 1.13% ROG VX Equity 5,113 0.32% FR_TSY CREDIT 62,155 1.13% IT_TSY CREDIT 5,300 0.33% AT_TSY CREDIT 64,016 1.16% UTX US Equity 5,398 0.34% NL_TSY CREDIT 65,034 1.18% CMCSA US Equity 5,417 0.34% FI_TSY CREDIT 66,196 1.20% ME Index 5,464 0.34% BE_TSY CREDIT 67,260 1.22% HON US Equity 5,499 0.34% STBCNZL Index 73,218 1.33% IBEX Index 5,519 0.34% lE_TSY CREDIT 78,090 1.41% ICEXI Index 5,677 0.35% AU_TSY CREDIT (78,704) 1.43% MDT US Equity 5,704 0.35% MY_TSY CREDIT (86,086) 1.56% PRU LN Equity 5,740 0.36% SG_TSY CREDIT (95,229) 1.73% CA_TSY CREDIT 5,995 0.37% CA_TSY CREDIT (97,019) 1.76% XAU Comdty 6,061 0.38% AMGN US Equity 6,185 0.38% KFX Index 6,207 0.39% GS US Equity 6,211 0.39% MMM US Equity 6,219 0.39% DAX Index 6,230 0.39% SXAP Index 6,289 0.39% XLY US Equity 6,354 0.39% LUXXX Index 6,359 0.39% VIAB US Equity 6,436 0.40% NKY Index 6,761 0.42% ES_TSY CREDIT 7,652 0.47% CMCSK US Equity 7,852 0.49% TMO US Equity 8,013 0.50% BAYN GR Equity 8,437 0.52% TYC US Equity 8,803 0.55% SXIP Index 9,271 0.58% BAC US Equity 9,444 0.59% SXMP Index 9,738 0.60% EFTA00621273 BA US Equity 9,826 0.61% XLV US Equity 10,017 0.62% NDX Index 10,031 0.62% RTY Index 10,374 0.64% CELG US Equity 11,406 0.71% MA US Equity 11,472 0.71% SPX Index 12,215 0.76% SXTP Index 18,297 1.14% SXDP Index 19,331 1.20% ISEQ Index 19,377 1.20% lE_TSY CREDIT 26,757 1.66% STBCN2L Index 30,226 1.88% GILD US Equity 32,177 2.00% EFTA00621274 Atorus, LLC 2/3/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 1,1 APAC — EMEA 500,000 AMER — EquityCom Credit %O XV n•CP se \ ar OO 4\ . .,) (scloAA) °I °S) 1" 4"0 "N. " :9 59 4 ) et Nr N\41CV (1,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00621275 Atorus, li.0 2/3/2014 Current Gross Notional Risk by Category 198,381 535,342 s 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 le le le le le le le le le le le le 4;'' ° 4 4 4 0 44 0 0 0 0 44 0 Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% Rolling30D 1.00% ayRealized 0.80% Vol 0.60% 0.40% 0.20% 0.00% r EFTA00621276 Atorus, LLC 2/3/2014 Current Portfolio -Listed Equity Portfolio Security MTM Gain/(Loss) Exp. @ Cost Avg. Price Current Price (in USD) 000270 KS Equity 187 (4,482) 52.54 49.4594 005380 KS Equity (50) 1,627 224.64 214.733 005490 KS Equity 62 (2,558) 285.09 270.6767 005930 KS Equity 545 (6,522) 1300.82 1178.1076 012330 KS Equity 692 5,255 254.06 276.9171 1 HK Equity 5 (521) 14.88 14.7428 1299 HK Equity 428 2,619 3.96 4.6071 13 HK Equity 1,021 11,939 11.40 12.3782 16 HK Equity 268 (9,761) 12.52 12.1809 27 HK Equity 0 111 9.64 9.6441 2914 JP Equity 182 (4,694) 32.40 31.2071 3382 JP Equity 182 3,404 38.16 39.7128 4063 JP Equity (37) (4,512) 56.10 56.8606 4502 JP Equity 4 2,091 46.79 47.1266 4689 JP Equity (22) 746 5.92 5.8283 S HK Equity (46) 1,420 10.74 10.4059 5108 JP Equity 34 3,491 36.26 36.7122 5401 JP Equity 11 (1,046) 3.15 3.0574 6301 JP Equity (70) (3,496) 20.60 21.0481 6752 JP Equity 1,128 4,136 9.15 11.4692 6902 JP Equity 2,509 9,712 41.64 52.1941 6954 JP Equity 528 6,360 151.13 170.7405 7201 JP Equity 76 (3,723) 8.88 8.6669 7203 JP Equity (32) 777 60.71 58.0044 7267 JP Equity (14) 1,056 38.74 38.0917 762 HK Equity 332 (4,219) 1.42 1.3089 7751 JP Equity 370 (6,828) 31.22 29.7326 8031 JP Equity 168 (6,703) 13.93 13.5738 8058 JP Equity (34) 1,268 19.18 18.5674 8306 JP Equity 11 2,562 6.14 6.0663 8316 JP Equity 1,222 4,794 37.77 46.4612 8411 JP Equity (71) 6,594 2.17 2.1144 8604 JP Equity (87) 888 7.89 7.0082 8801 JP Equity (3) 76 33.57 32.2077 8802 JP Equity 11 (1,209) 25.13 24.7661 9020 JP Equity 80 (3,946) 76.54 75.9567 941 HK Equity 735 (9,217) 10.26 9.4465 9432 JP Equity 60 6,045 53.51 53.7216 9433 JP Equity 3,910 11,829 41.89 56.0601 9437 JP Equity 3 (961) 16.15 16.0555 9983 JP Equity (5) 3,170 376.13 368.46 9984 JP Equity 3,131 4,654 44.87 71.4166 AAPL US Equity (233) 7,836 512.99 502.8115 EFTA00621277 ABB US Equity 409 10,355 23.92 24.5207 ABBN VX Equity 397 8,659 23.72 24.7118 ABBV US Equity (164) 5,324 51.09 47.9631 ABEV US Equity 870 (6,884) 7.46 6.3732 ABEV3 BZ Equity 793 (6,886) 7.42 6.4501 ABI BB Equity (28) 1,308 97.30 95.2596 ABT US Equity (274) 4,075 39.03 36.2512 ABX CN Equity (372) (2,796) 17.06 19.4498 ABX US Equity (368) (2,768) 17.01 19.4888 ACA P Equity 5,002 5,359 6.89 13.2136 ACE US Equity (55) 4,819 95.04 92.7966 ACN US Equity 156 9,006 78.33 78.381 ADP US Equity 39 1,187 74.14 74.7284 AFL US Equity 745 6,431 56.28 61.4218 AGL Si Equity (97) (5,041) 23.15 23.1729 AGN US Equity 536 6,771 106.39 113.0538 Al FP Equity 2 (1,348) 125.62 126.1053 AIG US Equity 1,855 3,512 31.49 47.1711 AIR P Equity 4,382 6,515 42.29 71.0432 ALV GR Equity 2,336 7,480 126.79 164.8853 ALVG IX Equity 1,755 5,692 127.04 165.018 AMGN US Equity 6,185 23,079 94.08 117.6479 AMT US Equity 423 10,600 77.83 79.3326 AMZN US Equity 2,973 14,103 302.50 348.303 ANZ AU Equity 8 (1,442) 26.47 26.1993 APA US Equity 285 (6,834) 83.92 79.2842 APC US Equity 120 (5,605) 82.50 79.221 ASML NA Equity 508 84.30 85.3704 AXP US Equity 1,734 10,356 73.09 83.5463 AZN LN Equity 3,412 12,655 49.89 63.2115 AZN SS Equity 2,967 11,530 50.34 63.2379 AZN US Equity 3,243 12,412 50.27 63.0072 BA US Equity 9,826 17,785 80.48 123.956 BAC US Equity 9,444 10,784 8.95 16.549 BARC LN Equity (56) 5,268 4.50 4.3642 BAS GR Equity 668 7,318 97.83 106.1863 BATS LN Equity 201 (5,230) 49.86 47.7129 BAX US Equity (44) (8,004) 68.07 67.1907 BAYN GR Equity 8,437 11,648 76.33 132.1432 BBAS3 BZ Equity 319 (3,539) 9.33 8.3877 HD US Equity 1,334 (6,707) 13.25 10.3813 BBOC4 BZ Equity 1,313 (7,090) 13.13 10.4234 BBL US Equity 220 (4,990) 61.51 57.7869 BBVA SM Equity 894 5,693 10.31 11.6792 BCE CN Equity 234 (6,608) 43.55 41.6442 BCS US Equity (123) 6,362 18.26 17.3818 BEN US Equity (178) 7,657 52.79 50.8722 EFTA00621278 BG/ IN Equity (0) (268) 16.78 16.8437 BHP AU Equity (0) (649) 31.94 31.97 BHP US Equity 24 (2,187) 64.47 63.1825 BBB US Equity 251 1,060 253.62 304.1321 BIL Sl Equity 174 (3,225) 31.44 29.124 BK US Equity 31 1,531 31.35 31.2478 BLK US Equity 63 1,165 285.64 289.0075 BLT IN Equity 178 (4,920) 30.60 29.1357 BMO CN Equity 35 (1,875) 62.58 60.8538 BMW GR Equity 652 6,332 97.83 108.7887 BMY US Equity 5,069 13,551 36.46 49.0674 BN FP Equity 190 (3,664) 69.66 66.8692 BNP FP Equity 1,282 5,487 62.57 76.2143 BNS CN Equity 22 (1,946) 55.47 54.4317 BP/ LN Equity 78 8,401 7.77 7.7496 BRK/B US Equity 58 (2,891) 113.87 109.6729 BSBR US Equity 2,158 (8,127) 6.34 4.5418 BUD US Equity (35) 1,295 97.95 95.0748 BX US Equity 121 2,961 31.18 31.5499 C US Equity 350 1,047 35.71 46.7817 CA FP Equity 253 1,955 30.24 34.4392 CAT US Equity 624 10,248 88.56 92.5418 CBA AU Equity (1) (1,535) 64.91 65.0722 CBS US Equity 186 1,264 51.08 56.6189 CCL US Equity 526 7,779 36.92 38.6509 CELG US Equity 11,406 15,096 86.12 150.1602 CFR VX Equity 5 (631) 93.83 92.2149 CL US Equity 383 18,527 59.86 60.2081 CM CN Equity 13 (1,726) 78.43 77.322 CMCSA US Equity 5,417 17,408 41.33 53.2957 CMCSK US Equity 7,852 18,900 36.90 51.3283 CNI US Equity 477 12,807 50.95 53.2897 CNQ CN Equity 44 (3,916) 33.10 32.5164 CNR CN Equity 467 12,362 50.96 53.2313 COF US Equity 232 10,078 69.03 69.2414 COP US Equity 298 (7,073) 67.89 64.1915 COST US Equity 73 (3,561) 114.67 110.7589 COV LN Equity 231 3,080 3.62 3.8958 COV US Equity 364 6,314 64.36 67.0334 CRM US Equity 77 2,043 58.48 59.0284 CS FP Equity 2,117 6,673 19.83 25.5412 CSCO US Equity 42 (4,950) 22.04 21.6079 CSX US Equity 402 8,902 25.68 26.2038 CVE CN Equity 1,016 (10,435) 29.02 25.9024 CVS US Equity 574 10,258 64.03 66.2589 CVX US Equity 47 (1,927) 114.83 111.3865 D US Equity 1,527 12,092 59.95 67.515 EFTA00621279 DAI GR Equity 4,568 13,890 62.52 82.6634 DBK GR Equity 108 4,044 47.07 47.8643 DD US Equity 1,364 12,281 55.02 60.5064 DDAIF US Equity 2,367 8,303 65.05 81.2172 DE US Equity (60) 8,080 86.94 85.0205 DELL US Equity (3) 6,733 13.87 13.8598 DEO US Equity (134) 2,032 127.00 117.8542 DG FP Equity 2,560 9,869 51.70 64.651 DGE LN Equity (123) 2,136 31.13 29.5644 DHR US Equity 3,516 13,973 59.49 73.3033 DIS US Equity 346 9,857 70.13 70.7658 DISCA US Equity (15) 1,162 81.01 78.4099 DNB NO Equity 803 8,918 15.66 17.0229 DOW US Equity 1,631 6,433 36.37 44.9212 DPW GR Equity 118 544 28.38 34.3827 DTE GR Equity 4,112 13,617 12.45 15.9073 DTV US Equity 1,285 9,140 60.75 68.5433 DUK US Equity (133) (8,774) 69.40 70.6543 DVN US Equity (320) 5,717 62.68 58.3074 EBAY US Equity (41) 5,031 53.64 52.527 ECL US Equity (84) 1,382 106.47 98.971 EDF FP Equity 4,105 9,172 23.44 33.9391 EMC US Equity (327) 8,792 25.21 23.9522 EMR US Equity 875 10,341 60.86 64.7967 ENB CN Equity (34) (6,367) 41.77 41.9001 ENEL IM Equity 432 6,689 4.25 4.5178 ENI IM Equity 878 22.62 22.5678 EOAN GR Equity (64) 2,592 18.60 18.1986 EOG US Equity 725 5,561 146.64 162.7525 EPD US Equity 530 9,086 62.50 65.4396 ERICB SS Equity 69 3,403 12.10 12.2922 ESRX US Equity 1,143 9,795 66.67 74.4737 ETN US Equity 3 2,935 72.96 71.1758 F US Equity (105) 962 16.61 14.5713 F8 US Equity 1,089 2,535 43.37 62.3045 FCX US Equity 33 (1,095) 33.33 31.3739 FDX US Equity 447 5,311 123.24 131.1194 FOX US Equity 43 (3,581) 31.62 30.6594 FOXA US Equity 25 (3,451) 32.09 31.1103 FP FP Equity 129 4,238 55.28 56.8972 G IM Equity 181 4,520 20.77 21.3376 GE US Equity 1,666 16,425 22.89 24.5803 GILD US Equity 32,177 13,861 24.28 79.798 GIS US Equity (344) 8,533 50.09 47.1921 GLE FP Equity 413 3,230 50.25 55.8309 GLEN LN Equity (33) (2,930) 5.23 5.1957 GLW US Equity 605 11,318 16.37 17.0381 EFTA00621280 GM US Equity 1,665 6,654 28.99 35.3462 GOOG US Equity 4,220 12,316 875.17 1151.6421 GS US Equity 6,211 13,547 112.86 161.8596 GSK LN Equity 6 4,312 25.64 25.742 GSZ FP Equity (3) (650) 21.96 22.1657 HAL US Equity 336 2,660 43.54 48.3545 HD US Equity 2,986 20,834 67.19 75.5027 HMB SS Equity 323 6,078 40.80 42.9523 HON US Equity 5,499 11,825 62.27 89.5129 HPQ US Equity 906 6,264 25.29 28.373 HSBA LN Equity 5 (657) 10.35 10.1901 IBC SM Equity 835 6,904 5.50 6.143 IBM US Equity 495 (8,349) 187.69 173.778 IMT LN Equity 147 10,868 36.18 36.4306 INTC US Equity 127 9,733 24.21 24.12 ISP IM Equity 2,295 5,484 1.87 2.7008 ITUB US Equity 697 (5,877) 13.91 12.175 ITUB4 BZ Equity 628 (6,154) 13.74 12.2455 I1W US Equity 1,973 13,981 69.28 77.4081 ITX SM Equity 119 2,235 141.89 147.9262 JCI US Equity 2,999 9,869 35.50 44.4961 JNJ US Equity 4,067 15,641 70.23 87.3362 JPM US Equity 406 8,507 53.05 54.785 KMB US Equity (12) 7,891 109.04 106.5194 KMI US Equity 321 (6,717) 35.86 33.4879 KO US Equity 256 (5,197) 39.88 37.3736 KRFT US Equity (141) 3,020 54.81 51.5231 LBTYA US Equity (151) 2,260 85.05 79.2569 LBTYK US Equity 16 1,892 78.24 78.5138 LIN GR Equity (178) 4,607 196.68 190.6551 LLOY LN Equity 3,332 7,059 0.92 1.3162 LLY US Equity (16) 571 55.18 53.1511 LMT US Equity 433 2,006 123.26 148.899 LNKO US Equity (15) 1,937 217.55 215.9569 LOW US Equity 895 46.36 45.8653 LVS US Equity 1,474 6,793 63.27 74.6336 LYB US Equity 705 2,293 60.77 77.5204 MA US Equity 11,472 19,561 47.50 74.6884 MAERSKB DC Equity 4,990 14,124 8266.89 11114.0048 MC FP Equity (44) (2,049) 172.52 176.3161 MCD US Equity 98 (6,936) 95.33 93.536 MCK US Equity 107 1,753 164.58 171.6214 M0IZ US Equity 1,711 13,618 29.11 32.286 MOT US Equity 5,704 20,618 44.31 55.1813 MET US Equity 559 7,544 45.78 47.6562 MFC CN Equity 3,518 7,930 12.79 17.8656 MHS US Equity 1,773 14,100 62.29 70.1174 EFTA00621281 MMM US Equity 6,219 21,133 98.74 125.4104 MO US Equity (380) 8,619 36.65 34.4047 MON US Equity (85) 11,856 107.19 105.2569 MOS US Equity 89 (4,075) 45.70 44.9305 MRK US Equity 677 9,299 49.47 52.3556 MS US Equity 89 1,641 28.05 29.0572 MSFT US Equity 429 7,140 35.36 36.9121 MUV2 GR Equity 355 7,496 196.53 206.7973 NAB AU Equity (1) (1,471) 29.02 29.1036 NCM AU Equity 3,116 (5,087) 21.78 8.5028 NEE US Equity 3,817 14,624 72.74 91.571 NEM US Equity 2,862 (7,380) 36.17 21.3981 NESN VX Equity 499 9,770 68.82 73.194 NG/ IN Equity 1,155 11,397 11.75 12.9028 NICE US Equity 2,440 8,819 57.08 71.3716 NOK US Equity 3,140 4,488 4.07 6.7362 NOV US Equity 171 (6,279) 76.98 73.7963 NOVN VX Equity 4,544 18,114 63.25 79.8098 NOVOB DC Equity 381 5,394 36.86 40.3817 NSC US Equity 1,184 9,540 82.36 90.4818 NVS US Equity 3,314 15,373 65.04 79.0989 OGXP3 BZ Equity 4,990 (5,138) 3.92 0.1272 OR FP Equity 253 1,539 140.66 165.6569 ORA FP Equity (76) 4,908 12.48 12.1744 ORCL US Equity 639 7,074 33.87 36.1421 OXY US Equity 11 (3,960) 88.18 87.5962 PBR US Equity 486 (2,738) 13.79 10.9886 PBR/A US Equity 456 (2,714) 14.57 11.593 PCLN US Equity 529 3,027 976.82 1123.2256 PCP US Equity 2,476 13,680 214.37 250.9288 PEP US Equity (286) 7,183 83.61 79.0982 PETR3 BZ Equity 463 (2,843) 6.80 5.5029 PETR4 BZ Equity 501 (2,901) 7.39 5.8283 PFE US Equity 4,171 21,829 25.57 31.0898 PG US Equity (202) 3,687 80.68 75.927 PHIA NA Equity 1,583 11,146 30.24 34.7484 PM US Equity 1,094 (9,808) 88.01 76.2025 PNC US Equity 368 7,605 76.52 78.9198 POT CN Equity (5) (2,586) 31.27 31.5915 POT US Equity (22) (2,076) 30.90 31.6502 PRU LN Equity 5,740 10,424 12.97 19.7896 PSA US Equity 10 5,241 157.36 155.9967 PSX US Equity 673 5,998 66.04 71.9012 PX US Equity 1,364 15,955 114.94 122.9805 QCOM US Equity 1,221 12,482 67.26 73.3677 QQQ US Equity 4,742 19,739 69.41 84.9045 RAI US Equity (16) 1,416 49.02 47.4053 EFTA00621282 RDS/A US Equity (38) 1,090 71.71 68.3208 RDS/B US Equity (161) 3,973 76.07 71.9853 RDSA LN Equity (40) 2,426 35.34 34.2727 RDSA NA Equity (30) 970 35.87 34.411 RDSB LN Equity (101) 3,961 37.69 36.1418 REGN US Equity (46) 3,892 294.59 283.9156 RIO AU Equity (71) 3,284 58.60 57.3924 RIO LN Equity (78) 4,793 53.98 52.9595 RIO US Equity (160) 4,908 54.81 52.2818 ROG VX Equity 5,113 17,014 210.59 276.7272 RY CN Equity 20 (1,983) 62.69 61.4146 SAS LN Equity 11 (956) 45.15 44.3619 SAN FP Equity 319 (6,141) 103.93 98.2869 SAN SM Equity 135 7,218 8.45 8.5036 SAN US Equity 109 5,288 8.49 8.4481 SAP GR Equity (347) 5,213 81.32 76.1237 SAP US Equity (510) 7,063 81.78 75.7171 SBUX US Equity 227 (3,917) 75.81 69.6147 SCCO US Equity 264 (3,776) 29.99 27.6052 SGO FP Equity 1,382 7,705 44.04 51.8078 SI US Equity 1,030 11,201 115.12 125.228 SIE GR Equity 888 8,862 114.02 126.3129 SLB US Equity 671 8,144 81.15 86.5277 SMSN LI Equity 636 (7,221) 643.21 587.7692 SO US Equity 74 (8,966) 41.55 41.3915 SPG US Equity (5) (4,684) 154.46 151.6147 SREN VX Equity 805 9,687 79.81 86.7916 STAN LN Equity 514 (5,272) 22.70 20.1247 STL NO Equity (185) 3,529 25.01 23.6096 STT US Equity (367) 6,363 71.03 65.3274 SU CN Equity 21 (2,388) 33.06 32.3841 SU FP Equity 44 2,230 78.64 80.3407 SU US Equity 11 (1,437) 32.95 32.4391 SWEDA SS Equity 297 5,920 24.83 25.9458 SYNN VX Equity (2) (1,195) 352.95 354.9241 7 US Equity 507 (6,854) 35.96 32.2794 TD CN Equity 17 (2,564) 87.13 43.0519 TEF SM Equity 866 15.40 15.2688 TEF US Equity (11) 452 15.73 15.0596 TGT US Equity 1,330 (10,453) 64.76 55.6562 71X US Equity 2,559 11,844 47.07 56.3195 TLS AU Equity 4 1,790 4.49 4.5216 TLSN SS Equity (105) 1,014 8.17 7.4088 TM US Equity 207 (4,006) 120.85 113.0126 TMO US Equity 8,013 10,127 64.17 113.902 TOT US Equity 277 4,052 53.28 56.4637 TRP CN Equity (11) (6,319) 43.27 43.8207 EFTA00621283 TRV US Equity 49 (2,511) 82.93 80.4079 TSCO LN Equity 563 (7,358) 5.70 5.2206 TWC US Equity 640 4,704 117.77 134.6008 TWX US Equity 56 (2,284) 64.54 61.8086 TXN US Equity 2,426 12,184 35.25 41.8831 TYC US Equity 8,803 23,874 29.48 39.9206 UBS US Equity (9) 5,212 19.84 19.3383 UBSN VX Equity 15 5,148 19.67 19.5647 UCG IM Equity 1,716 5,380 5.63 7.3623 ULVR LN Equity 143 (3,830) 39.81 38.2144 UNA NA Equity 134 (4,154) 38.44 37.4105 UNH US Equity 1,113 10,019 64.92 71.2005 UNP US Equity 682 9,382 162.98 172.5769 UPS US Equity 2,667 14,781 80.65 94.2808 US8 US Equity 1,786 14,217 35.40 39.0736 UTX US Equity 5,398 15,049 83.79 111.4809 V US Equity 3,298 3,609 113.21 214.2178 VALE US Equity 451 (3,887) 15.35 13.3257 VALE3 BZ Equity 522 (4,562) 15.33 13.3196 VIAB US Equity 6,436 12,727 54.76 79.7417 VIV FP Equity 67 2,271 26.04 26.6576 VMW US Equity 45 4,222 89.27 88.1877 VOD LN Equity 1,211 7,578 3.19 3.6393 VOD US Equity 1,086 7,504 32.36 36.2069 VOW3 GR Equity 716 6,812 228.73 252.8091 VRX CN Equity 704 1,603 94.31 133.7995 VRX US Equity 826 1,870 93.82 134.3654 VTI US Equity 264 5,124 88.45 91.3815 VWO US Equity 589 (6,801) 41.14 37.0147 VZ US Equity 190 (6,089) 49.46 46.6189 WBC AU Equity (6) (1,663) 26.84 27.0985 WES AU Equity (6) (1,821) 36.54 36.9086 WFC US Equity 1,925 10,050 38.19 44.7515 WLP US Equity 1,980 12,938 74.82 85.6857 WMT US Equity (348) 7,134 78.23 73.1684 WOW AU Equity 426 (8,618) 31.24 29.7535 XOM US Equity 11 10,844 92.33 90.5687 XTA LN Equity (40) (2,486) 14.80 15.0376 YHOO US Equity 190 1,276 31.14 35.2104 YUM US Equity (342) 4,157 72.55 66.8332 ZURN VX Equity (31) 6,360 290.51 290.5255 ZURN VX Equity (62) 6,348 291.92 290.5255 Current Portfolio • Global Macro Portfolio Security MTM Gain/(Loss) Exp. @ Cost Avg. Price Current Price on USD) SPX Index 12,215 62,133 1489.71 1,741.89 NDX Index 10,031 46,607 2898.19 3,440.50 EFTA00621284 RTY Index 10,374 39,846 897.28 1,094.58 SPTSX Index 69 (5,250) 12490.98 12,155.20 MEXBOL Index 523 (21,801) 3136.46 3,061.28 IBOV Index 3,154 (22,402) 22958.14 18,968.89 MERVAL Index (159) (3,360) 717.00 760.13 UKK Index 997 39,756 10453.47 10,546.14 DAX Index 6,230 36,590 10739.79 12,417.42 CAC Index 1,438 21,194 5268.45 5,552.45 IBEX Index 5,519 38,357 11712.16 13,145.82 SMI Index 4,250 40,608 8194.49 8,985.83 FTSEMIB Index 2,848 23,035 23339.05 25,556.81 PSI20 index 2,705 24,163 8133.43 8,925.26 ISEQ Index 19,377 40,006 4232.75 6,302.96 ICEXI Index 5,677 35,232 6.55 7.65 AEX Index 2,985 42,169 487.90 518.55 BEL20 Index 3,004 41,674 3642.12 3,844.52 LUXXX Index 6,359 39,510 1665.36 1,921.94 KFX Index 6,207 37,851 100.64 117.35 HEX Index 4,311 40,726 8585.96 9,415.16 OMX Index 748 20,620 192.31 196.41 ATX Index 1,748 27,956 3253.46 3,414.29 ME Index 5,464 17,602 1212.91 1,633.04 OSEBX Index 196 22,023 84.62 85.04 INDEXCF Index 256 (11,977) 42.29 40.72 TOP40 Index 61 (5,659) 3688.30 3,602.08 SENSEX Index 384 (12,015) 338.61 322.20 NKY Index 6,761 37,916 123.81 144.50 HSI Index 12 (5,536) 2843.26 2,837.09 SHCOMP Index 630 (27,570) 343.18 335.34 KOSPI Index 50 (5,687) 1.82 1.77 AS51 index (10) (9,286) 4535.32 4,553.95 STBCNZL Index 30,226 73,218 445.13 627.96 EEM US Equity 545 (6,086) 41.94 37.11 IYR US Equity (38) (4,144) 64.66 64.30 MDY US Equity 3,555 14,140 190.80 230.30 JNK US Equity (13) 1,078 41.29 40.42 XLF US Equity 4,292 13,484 15.98 20.53 XLU US Equity 112 6,351 38.42 38.79 XLK US Equity 1,371 12,839 31.46 34.09 XLI US Equity 4,372 15,997 39.29 48.64 XLP US Equity (264) 7,292 42.23 39.88 XLY US Equity 6,354 20,539 47.98 61.17 XLE US Equity 116 6,432 81.90 81.89 XLB US Equity 2,140 14,785 38.47 43.01 XLV US Equity 10,017 24,346 39.65 54.86 SXXP Index 3,193 43,188 405.58 430.12 SXAP Index 6,289 28,468 529.11 635.22 EFTA00621285 SXKP Index 3,024 46,786 372.94 389.80 SX6P Index 2,182 32,172 351.62 373.58 SXEP Index (599) 10,480 454.32 424.43 SXIP Index 9,271 28,846 226.35 293.75 SXNP Index 3,297 28,318 488.93 538.88 SX3P Index (410) 19,174 657.09 639.87 SXDP Index 19,331 60,934 609.99 802.41 SX4P Index 1,549 25,779 923.74 972.47 SX8P Index 3,218 26,677 333.51 370.01 SXOP Index 4,602 40,452 387.19 423.54 SXQP Index 1,199 6,628 636.09 745.50 SXRP Index 542 12,604 407.80 419.64 SXMP Index 9,738 35,674 263.76 332.40 SXTP Index 18,297 39,156 172.81 252.44 SX7E Index 3,823 17,721 162.02 191.39 SXSE Index 3,328 38,417 3745.82 4,006.38 SPGSCITR Index 629 (33,300) 4841.82 4,726.44 XAG Curncy 1,612 (12,828) 21.95 19.25 CO1 Comdty 684 (22,371) 109.75 106.04 CL1 Comdty (46) 13,411 97.82 96.43 NG1Comdty 5,055 16,748 3.80 4.91 XAU Comdty 6,061 (41,302) 22.49 89.93 IBOXHY Index 1,794 53,142 220.20 227.55 US_TSY CREDIT (717) (61,018) 750.66 762.10 CA_TSY CREDIT 5,995 (97,019) 1255.22 1,190.91 MX_TSY CREDIT 463 (13,676) 209.58 201.95 AU TSY CREDIT 2,347 (78,704) 1443.27 1,414.15 JP_TSY CREDIT 188 (59,363) 815.51 819.49 MY_TSY CREDIT 3,326 (86,086) 167.73 161.30 SG_TSY CREDIT 1,466 (95,229) 218.09 215.74 AT_TSY CREDIT 1,561 64,016 353.38 363.29 BE_TSY CREDIT 2,375 67,260 471.88 490.07 FI_TSY CREDIT 1,473 66,196 344.92 353.75 FR_TSY CREDIT 1,944 62,155 1656.22 1,713.23 DE_TSY CREDIT 1,131 56,101 1227.05 1,255.48 IE_TSY CREDIT 26,757 78,090 335.76 452.37 IT_TSY CREDIT 5,300 52,953 1603.99 1,770.58 NL_TSY CREDIT 1,400 65,034 1313.39 1,345.89 ES_TSY CREDIT 7,652 50,137 391.39 452.15 DK_TSY CREDIT 1,406 50,825 719.47 741.09 NO_TSY CREDIT 468 (27,239) 331.93 327.59 PL_TSY CREDIT (141) 22,029 417.42 417.63 ZA_TSY CREDIT 3,351 (32,970) 83.54 74.68 SE_TSY CREDIT (295) (21,023) 451.50 458.46 CH_TSY CREDIT 2,118 58,993 996.93 1,034.97 GB_TSY CREDIT 118 31,679 1482.42 1,481.42 EFTA00621286