EFTA02714154

Atoms, LUC 4/3/201.4 Current Date: Total Return since 1/1/12: T12M Return: T90 Day Return: T30 Day Return: Current Long Exposure (a Cost: Current Short Exposure ) Cost: Net Exposure: Starting Capital: Current NAV: Key Metrics Profit Factor: Win Ratio: T24M (+) 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: 124M Sharpe Ratio: Historical Sharpe & Notes: NAV 4/3/2014 85.28% 44.13% 4.23% -0.46% 4,764,799 (1,052,890) 3,711,909 1,000,0(10 1,852,813 Change on Day: -0.22% MSCI World Change on Day -0.14% No of Positions (+MTM) on Day 187 No of Positions (-MTM) on Day 248 Current No. of Positions: 438 Current Leverage (Gross Exposures): 3.14 Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% histor 52% 1.02% -0.89% 50.00% cal 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 eac h investor. 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. 2,000,000.00 1,800,000.00 1,600,0(0 03 1A00,000.12O 1,200,000.00 1,060,000.03 000.(C0.00 660,000.00 ..41ve\s'kval..4eA'., ,z5G ANG (1, V de 19 19 (f? toC s CP CP e (s% ()is - NAV PROT16 PROT0 Atorus, LLC 4/3/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Security Notional 24 Positions XAU Comdty (24,602) CO1 Comdty (24,622) MEXBOL Index (26,146) INDEXCF Index (26,563) ZA_TSY CREDIT (33,149) SHCOMP Index (33,700) SE_TSY CREDIT (39,490) US_TSY CREDIT (50,168) JP_TSY CREDIT (59,678) SXDP Index 61,075 SPX Index 62,272 CH_TSV CREDIT 65,265 OK_TSY CREDIT 67,396 STBCNZL Index 73,231 DE_TSY CREDIT 74,397 FR_TSY CREDIT 75,130 BE_TSY CREDIT 76,813 AT_TSY CREDIT 77,381 FI_TSY CREDIT 77,705 lE_TSY CREDIT 78,270 NL_TSY CREDIT 78,610 MY_TSY CREDIT (92,252) SG_TSY CREDIT (95,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure listed Equity Long -0.059% Listed Equity Short 0.031% EquityCom Long -0.270% EquityCom Short 0.048% G20 Rates Long -0.140% G20 Rates Short 0.049% Largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notional Security I MTM Gain %Total NAV 25.31% 45 Positions 27.95% 0.42% MAERSKB DC Equity 6,559 0.35% 0.42% EDF FP Equity 6,627 0.36% 0.45% ROG VX Equity 6,730 0.36% 0.46% SXXP Index 6,744 0.36% 0.57% AMGN US Equity 6,931 0.37% 0.58% UTX US Equity 6,947 0.37% 0.68% SMI Index 7,187 0.39% 0.86% CMCSK US Equity 7,190 0.39% 1.03% SX7E Index 7,268 0.39% 1.05% SXSE Index 7,476 0.40% 1.07% ACA FP Equity 7,480 0.40% 1.12% DAI GR Equity 7,480 0.40% 1.16% PRU LN Equity 7,544 0.41% 1.26% FTSEMIB Index 7,712 0.42% 1.28% PSI20 Index 7,740 0.42% 1.29% ASE Index 8,043 0.43% 1.32% IT_TSY CREDIT 8,118 0.44% 1.33% XLY US Equity 8,363 0.45% 1.34% HEX Index 8,559 0.46% 1.35% BEL20 Index 8,621 0.47% 1.35% MMM US Equity 8,669 0.47% 1.59% BAYN GR Equity 8,958 0.48% 1.65% DAX Index 8,990 0.49% 1.67% MDT US Equity 9,128 0.49% TMO US Equity 9,308 0.50% IBEX Index 10,180 0.55% BAC US Equity 10,230 0.55% ES_TSY CREDIT 10,321 0.56% KFX Index 10,940 0.59% LUXXX Index 11,029 0.60% TYC US Equity 11,046 0.60% SXAP Index 11,231 0.61% SXMP Index 11,232 0.61% SXOP Index 11,487 0.62% SXIP Index 12,188 0.66% XLV US Equity 12,604 0.68% NDX Index 13,297 0.72% RTY Index 14,377 0.78% GILD US Equity 17,139 0.93% SPX Index 18,526 1.00% PROT17 PROT1 SXTP Index 22,620 1.22% SXDP Index 23,480 1.27% ISEQ Index 25,523 1.38% IE_TSY CREDIT 30,517 1.65% STEICNZL Index 35,430 1.91% No. Names by Cat APAC Long 23 APAC Short 24 EMEA long 74 EMEA Short 13 AMER Long 170 AMER Short 39 EquityCom Long 61 EquityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 344 Total Short 94 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodikes, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) $(1,000,000) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short PROT18 PROT2 Atorus, LLC Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) 4/3/2014 PROT19 PROT3 Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e de) eeee co- e re% CP' <V av bct• (P. CP' c. St. P . sC. 4 4 4 4 4 .<,4 •b\ 4 A\ 4 N4 4 4 msawodd ATORUS Rolling 30 Day Realized Volatility - Atorus 2.00% IS0% 1.60% 1.40% 1.20% 1.00% 0S* 0.60% 0.40% 0.20% 0.00% 60' (510' 011 0.0c 0 0 e btt. e - Holing30DayRe all:44941 PROT20 PROT4 Atorus, LIG Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 4/3/2014 a AW 7000 60CO 500) a 3000 10.00 MOD 000 IOW i 7 natite_4 4:Cke ---e-e. 44zittatre.e.t.e P/L Vol Days by Politian Percentile No. Vol Days 0.00% -17.22 5.00% -3.29 10.00% -1.22 15.00% -0.16 20.00% 0.45 25.00% 1.42 30.00% 2.28 35.00% 3.48 40.00% 4.68 45.00% 6.12 50.00% 8.80 55.00% 11.66 60.00% 14.14 65.00% 17.89 70.00% 21.58 75.00% 25.11 80.00% 29.79 85.00% 38.61 90.00% 48.31 95.00% 67.58 100.00% 182.35 MTM Gains(Losses) % of NAV 'Signficant" (<7 Vol Days) 1.46% MTM Gains(Losses) % of NAV *Signficant" (>7 Vol Days) 49.28% PROT21 PROT5 Atoms, LLC Current Portfolio -Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. fell Cost Avg. Price (in USD) Days Vol (in USD) 4/3/2014 000270 KS Equity (365) (3,086) 51.62 57.72 -10.87 1.09% (6.03) 005380 KS Equity 142 2,609 222.46 234.55 4.43 1.23% (17.20) 005490 KS Equity (88) (3,782) 273.49 279.86 -2.20 1.06% 27.24 005930 KS Equity (163) (6,997) 1,278.17 1,307.91 -2.38 0.98% (176.25) 012330 KS Equity 1,258 5,584 247.00 302.64 25.75 0.87% 4.90 1 HK Equity 1,021 8,591 15.66 17.52 11.66 1.02% 214.74 1299 HK Equity 145 3,912 4.74 4.92 4.67 0.80% 44.48 13 HK Equity 2,474 12,243 11.40 13.71 19.73 1.02% 144.20 16 HK Equity (94) (9,935) 12.66 12.78 -1.22 0.77% (6.40) 27 MK Equity (5) 123 9.66 9.30 -2.13 1.83% 0.03 2914 JP Equity 123 (4,719) 32.47 31.62 2.28 1.14% (43.12) 3382 JP Equity 20 1,329 37.70 38.25 1.26 1.16% 10.36 4063 JP Equity (27) (4,536) 56.40 56.74 -0.50 1.19% 19.94 4502 JP Equity (13) 2,732 47.02 46.80 -0.64 0.75% 11.56 4689 JP Equity (216) 1,224 5.88 5.00 -10.45 1.69% (3.49) 5 HK Equity (21) (3,997) 10.17 10.22 -0.63 0.85% (6.39) 5108 JP Equity 35.98 1.14% 5401 JP Equity 283 (5,511) 2.89 2.74 4.63 1.11% 78.30 6301 JP Equity (77) (3,515) 20.64 21.09 -1.79 1.22% (42.85) 6752 JP Equity 1,270 4,145 9.01 11.77 18.16 1.69% (20.34) 6902 JP Equity - 48.67 1.44% 6954 JP Equity 787 6,393 157.65 177.06 10.03 1.23% 56.54 7201 JP Equity (90) (3,743) 8.85 9.06 -2.58 0.93% (6.62) 7203 JP Equity (22) (5,260) 56.12 56.35 -0.48 0.87% 27.89 7267 JP Equity 105 (4,885) 36.43 35.65 2.34 0.91% (17.83) 762 HK Equity 253 (5,162) 1.38 1.31 3.94 1.25% 34.82 7751 JP Equity 95 (6.865) 31.44 31.00 1.55 0.89% (17.17) 8031 JP Equity (54) (4,225) 14.07 14.25 -1.19 1.08% (12.33) 8058 JP Equity - 18.59 0.92% 8306 JP Equity 48 (4,604) 5.65 5.59 0.86 1.21% 3.41 8316 JP Equity 9 (1,687) 44.06 43.82 0.42 1.33% 4.06 8411 JP Equity 1381 (1,629) 1.99 2.04 -3.18 0.74% (6.19) 8604 JP Equity 67 (3,159) 6.64 6.50 1.84 1.16% (15.21) 8801 JP Equity 31.33 1.45% 8802 JP Equity 108 (5,009) 24.84 24.30 1.43 1.51% 0.32 9020 JP Equity 184 (6,726) 75.20 73.14 2.18 1.25% (26.15) 941 HK Equity 1,118 (11,819) 10.19 9.23 9.16 1.03% (28.24) 9432 JP Equity 46 6,077 53.19 53.59 0.64 1.17% (49.75) 9433 JP Equity 3,140 9,476 42.13 56.10 27.77 1.19% 42.33 9437 JP Equity 76 (7,723) 15.62 15.46 1.09 0.90% (34.55) 9983 JP Equity 3 3,177 369.08 369.43 0.07 1.30% 64.83 PROT22 PROT6 9984 JP Equity 1,377 2,048 46.70 78.10 38.12 1.76% (7.16) AAPL US Equity 327 7,877 518.25 539.78 7.06 0.59% (31.30) ABB US Equity 680 6,661 23.59 26.00 13.10 0.78% (25.75) ABBN VX Equity 696 6,962 23.63 25.99 12.03 0.83% (16.76) ABBV US Equity 425 5,335 49.49 53.43 8.51 0.94% 48.72 ABEV US Equity (89) (2,893) 7.25 7.47 -3.29 0.93% 38.89 ABEV3 BZ Equity - 640 7.52 7.52 0.00 0.92% (7.41) ABI BB Equity 317 6,721 102.03 106.84 5.61 0.84% 7.94 ABT US Equity (30) 4,097 38.86 38.58 -1.22 0.60% 17.01 ABX CN Equity 168 (4,216) 19.01 18.25 2.77 1.44% 76.80 ABX US Equity 161 (4,063) 19.03 18.28 2.78 1.42% 67.24 ACA FP Equity 7,480 5,408 6.83 16.29 105.94 1.31% 18.86 ACE US Equity 240 6,435 95.44 99.00 7.70 0.48% 6.73 ACN US Equity 142 10,703 77.97 79.00 1.57 0.84% (96.02) ADP US Equity 83 1,193 72.36 77.42 12.15 0.58% (3.55) AFL US Equity 14 6,379 63.79 63.93 0.42 0.54% 46.75 AGN US Equity 1,276 9,698 110.56 125.10 15.24 0.86% 18.05 Al FP Equity (12) 8,248 134.80 134.60 -0.23 0.64% (11.74) AIG US Equity 168 4,012 48.66 50.70 4.96 0.84% 21.60 AIR FP Equity 2,965 4,177 42.47 72.63 77.19 0.92% 15.16 ALV GR Equity 524 2,761 142.27 169.29 21.79 0.87% (14.03) ALVG IX Equity 395 2,100 142.59 169.41 21.70 0.87% (10.01) AMGN US Equity 6,931 22,886 95.40 124.30 28.27 1.07% (375.79) AMT US Equity 674 10,655 76.29 81.12 9.57 0.66% (59.12) AMZN US Equity 44 (2,245) 339.98 333.35 1.78 1.09% 68.18 ANZ AU Equity 336 5,741 28.92 30.61 7.96 0.74% 4.99 APA US Equity (194) (6,870) 82.74 85.08 -4.10 0.69% (79.05) APC US Equity (897) (5,088) 81.31 95.65 -17.22 1.02% (443.62) AXP US Equity 2,802 10,373 71.56 90.89 36.32 0.74% 62.27 AZN LN Equity 3,924 12,676 49.80 65.22 38.76 0.80% (138.02) AZN SS Equity 3,410 11,849 50.57 65.13 38.62 0.75% (125.45) AZN US Equity 3,758 12,622 50.13 65.06 39.48 0.75% (169.88) BA US Equity - 711 128.76 128.76 0.00 0.83% 4.05 BAC US Equity 10,230 10,884 8.82 17.12 96.21 0.98% (116.92) BARC LN Equity (38) (1,082) 3.91 4.05 -2.82 1.25% (8.78) BAS GR Equity 949 7,333 97.30 109.89 12.88 1.00% (45.28) BATS LN Equity 210 6,088 53.22 55.06 3.93 098% (5.84) BAX US Equity (3) 1,934 73.32 73.21 -0.16 0.92% (0.77) BAYN GR Equity 8,958 11,757 76.64 135.03 74.88 1.02% 138.15 BBAS3 BZ Equity (346) (1,954) 8.70 10.24 -8.97 1.97% 16.72 880 US Equity 14.03 1.63% - BBDC4 BZ Equity 14.06 1.63% - 881 US Equity (277) (4,057) 59.69 63.76 -7.07 0.96% 6.45 BBVA SM Equity 1,370 5,790 10.12 12.51 19.79 1.20% 147.06 BCE CN Equity (19) (6,644) 43.17 43.30 -0.49 0.58% 45.90 BCS US Equity (37) (1,103) 15.73 16.26 -2.78 1.21% 0.83 BEN VS Equity 106 2,447 52.34 54.61 4.07 1.06% (11.09) PROT23 PROT7 EIG/ LN Equity (343) (4,379) 17.51 18.88 -10.41 0.75% 2.73 BHP AU Equity 61 6,689 34.33 34.64 0.73 1.24% 17.39 BHP US Equity 171 6,839 67.77 69.47 2.62 0.96% (23.04) BlIB US Equity 240 1,066 245.93 301.29 13.77 1.63% (39.12) BIL Sl Equity (141) (2,643) 30.29 31.90 -4.72 1.13% (1.97) 8K US Equity 634 8,609 32.86 35.28 9.47 0.78% (0.08) BLK US Equity 175 1,171 274.17 315.02 16.49 0.90% (16.86) 8LT LN Equity (201) (3,166) 29.93 31.83 -6.15 1.03% (0.50) 8M0 CN Equity 174 8,370 65.44 66.80 3.93 0.53% (31.61) BMW GR Equity 1,495 5,212 99.22 127.68 24.69 1.16% (16.08) BMY US Equity 5,820 13,669 35.71 50.91 38.84 1.10% (266.62) BN FP Equity 9 (3,684) 70.54 70.36 0.32 0.77% 4.60 BNP FP Equity 1,651 5,498 61.78 80.33 24.61 1.22% 56.01 8NS CN Equity 126 7,633 57.74 58.69 3.02 0.55% (7.29) BP/ LN Equity 365 9,797 7.76 8.05 6.24 0.60% (33.34) 8RK/B US Equity 515 11,056 118.69 124.22 7.95 0.59% (30.57) BSBR US Equity 780 (8,171) 6.18 5.59 6.89 1.39% 89.82 BUD US Equity 330 6,846 102.05 106.96 5.47 0.88% 3.93 BX US Equity 310 2,976 30.31 33.47 7.66 1.36% 12.93 C US Equity (35) 1,283 48.89 47.58 -2.54 1.08% (12.38) CA FP Equity 598 2,976 32.90 39.51 18.83 1.07% 22.73 CAT US Equity 1,955 13,589 89.53 102.41 20.62 0.70% 84.84 CBA AU Equity 380 10,096 68.42 71.00 5.63 0.67% (18.63) CBS US Equity 342 1,267 49.35 62.68 28.64 0.94% (22.06) CCL US Equity 462 7,821 36.20 38.34 5.82 1.01% 64.64 CELG US Equity (31) (3,342) 142.82 144.16 -0.67 1.40% 69.07 PROT32 VX Equity 98 4,011 94.53 96.83 2.59 0.94% (9.79) CL US Equity 1,691 18,685 59.01 64.35 18.68 0.48% 18.16 CM CN Equity 341 8,334 82.53 85.90 7.21 0.57% (66.88) CMCSA US Equity 4,467 17,408 40.65 51.08 31.33 0.82% 170.62 CMCSK US Equity 7,190 18,900 36.26 50.06 46.78 0.81% 210.95 CNI US Equity 1,186 12,873 51.38 56.11 14.93 0.62% (112.18) CNQ CN Equity 774 8,797 36.10 39.28 12.05 0.73% 90.68 CNR CN Equity 1,147 12,425 51.30 56.03 14.82 0.62% (128.58) COF US Equity 868 6,424 68.14 77.35 16.27 0.83% 21.75 COP US Equity (4S4) (7,980) 66.64 70.44 -11.40 0.50% 24.56 COST US Equity 111.79 0.58% - COV IN Equity 5,151 PN/A N/A 0.00 0.31% COV US Equity 934 7,080 64.09 72.54 19.34 0.68% (28.17) CRM US Equity (20) 2,054 56.88 56.35 -0.63 1.51% (67.68) CS FP Equity 2,027 5,387 19.39 26.69 35.05 1.07% 37.47 CSCO US Equity (123) (1,991) 21.79 23.13 -7.95 0.77% (17.07) CSX US Equity 1,386 8,914 25.07 28.97 20.56 0.76% (64.23) CVE CN Equity (14) (10,449) 28.70 28.73 -0.17 0.76% 37.05 CVS US Equity 2,054 11,707 63.89 75.10 30.15 0.58% 76.06 CVX US Equity (499) (8,207) 112.39 119.22 -11.89 0.51% (7.80) D US Equity 2,009 12,764 60.42 69.93 26.11 0.60% (83.12) PROT24 PROT8 DAI GR Equity 7,480 13,908 62.20 95.66 43.27 1.24% (69.53) 08K GR Equity 45.05 1.29% DD US Equity 3,082 12,908 54.93 68.05 38.98 0.61% 6.54 ODAIF US Equity 4,281 8,377 63.20 95.50 37.98 1.35% (20.69) DE US Equity 616 8,537 85.81 92.01 10.63 0.68% 32.07 DELL US Equity 6,820 UN/A N/A 0.00 0.07% 06 FP Equity 4,405 9,889 51.34 74.20 52.09 0.86% (38.27) DGE LN Equity (2) 1,533 30.45 30.41 -0.18 0.73% (5.73) DHR US Equity 2,457 8,458 58.57 75.58 48.22 0.60% 24.71 015 US Equity 1,937 9,908 68.36 81.73 22.42 0.87% 11.98 DISCA US Equity 44 6,387 83.32 83.89 0.88 0.77% (36.85) DNB NO Equity 953 9,735 15.77 17.31 11.30 0.87% (211.29) DOW US Equity 2,479 7,135 36.81 49.61 40.87 0.85% (23.45) DPW GR Equity 205 660 29.41 38.56 21.36 1.46% (7.90) OTE GR Equity 4,110 13,883 12.27 15.90 25.11 1.18% (143.24) DTV US Equity 2,832 10,622 61.97 78.50 28.54 0.93% 106.47 DUK US Equity (102) (8,822) 69.60 70.40 -2.35 0.49% (9.25) DVN US Equity 961 10,112 62.86 68.84 15.49 0.61% 172.29 EBAY US Equity 55 6,678 54.29 54.74 0.95 0.88% (113.41) ECL US Equity 342 9,210 105.22 109.12 5.53 0.67% 28.85 EDF FP Equity 6,627 9,189 23.45 40.36 79.76 0.90% (223.48) [MC US Equity 1,086 10,986 25.35 27.86 14.15 0.70% (20.38) EMR US Equity 72 5,256 66.99 67.90 1.87 0.73% 7.25 ENB CN Equity 251 7,420 44.56 46.07 5.23 0.65% (61.64) ENEL IM Equity 2,188 8,087 4.39 5.58 24.90 1.09% (4.05) ENI IM Equity 359 9,949 24.06 24.93 5.50 0.66% (17.29) EOAN GR Equity 106 2,996 18.77 19.43 3.58 0.99% (32.67) EOG US Equity 2,228 5,841 145.68 201.25 45.85 0.83% 135.62 EPD US Equity 1,461 12,611 63.43 70.78 22.18 0.52% 3.36 ERICB SS Equity 548 7,934 12.51 13.37 8.38 0.83% (10.26) ESRX US Equity 1,237 9,815 66.69 75.09 17.23 0.73% (90.20) ETN US Equity 335 5,260 72.48 77.10 6.29 1.01% 36.99 F US Equity (387) (3,621) 14.82 16.40 -14.05 0.76% (5.99) FB US Equity 994 2,630 44.06 60.71 22.97 1.65% (134.66) FCX US Equity 46 2,901 32.89 33.41 1.25 1.27% (0.04) FOX US Equity 510 4,271 120.94 135.37 20.24 0.59% 20.20 FOX US Equity 61 3,508 32.25 32.81 1.72 1.01% 32.77 FOXA US Equity 69 3,404 33.15 33.81 1.94 1.04% 31.92 FP FP Equity 899 11,013 60.83 65.79 11.12 0.73% (9.10) G IM Equity 297 3,588 21.32 23.08 9.62 0.86% 93.80 GE US Equity 2,261 13,140 22.32 26.16 23.85 0.72% 105.70 GILD US Equity 17,139 8,316 24.02 73.54 134.93 1.53% (232.48) GIS US Equity 774 16,762 49.64 51.93 8.87 0.52% 89.70 GLE FP Equity 1,015 3,248 49.51 64.98 23.34 1.34% 29.00 GLEN LN Equity 44 (4,634) 5.24 5.19 0.69 1.39% 11.69 GLW US Equity 3,825 11,635 16.25 21.59 36.31 0.91% 202.80 GM US Equity (30) (2,399) 34.78 35.21 -1.28 0.96% (35.43) PROT25 PROT9 GOOG US Equity 4,234 12,660 862.28 1,150.68 45.71 0.73% 273.52 GS US Equity 2,715 5,468 110.98 166.08 52.45 0.95% (41.86) GSK IN Equity (3) 5,707 26.22 26.21 -0.07 0.70% (32.72) GSZ FP Equity 793 8,189 24.60 26.98 8.74 1.11% (60.47) HAL US Equity 1,346 6,395 49.49 59.91 23.46 0.90% 5.16 HD US Equity 2,567 13,333 66.67 79.50 27.60 0.70% (121.23) HMB SS Equity 274 6,110 40.79 42.62 4.47 1.01% (54.81) HON US Equity 6,436 11,930 61.10 94.06 84.64 0.64% 48.12 HPQ US Equity 2,241 7,393 25.45 33.17 27.77 1.09% (72.39) HSBA LN Equity (3) 3,650 10.16 10.15 -0.10 0.77% (7.03) IBE SM Equity 1,932 7,412 5.54 6.99 42.99 0.61% 12.99 IBM US Equity 1 5,009 192.83 192.85 0.02 0.66% (11.92) IMT LN Equity 1,341 11,935 36.28 40.36 17.58 0.64% 2.14 INTC US Equity 1,078 10,787 23.94 26.33 15.93 0.63% 242.66 ISP IM Equity 4,505 5,699 1.93 3.45 61.60 1.28% (7.08) ITUB US Equity 3 1,514 15.13 15.15 0.12 1.55% (10.98) ITUB4 8Z Equity 14 2,093 15.15 15.25 0.45 1.52% (12.67) ITW US Equity 3,261 14,011 67.84 83.62 33.38 0.70% 108.09 ITX SM Equity (166) (4,597) 147.96 153.29 -3.73 0.97% (53.73) JO US Equity 557 2,995 41.02 48.65 20.10 0.93% (20.50) JNJ US Equity 5,243 15,364 73.04 97.96 70.09 0.49% (22.40) JPM US Equity 1,349 8,516 52.29 60.57 17.89 0.89% 13.81 KMB US Equity 228 7,934 106.69 109.76 5.34 0.54% 5.05 KMI US Equity 349 (8,600) 34.31 32.92 5.41 0.75% (31.76) KO US Equity 125 (6,962) 38.83 38.14 4.52 0.40% 45.81 LBTYA US Equity (45) 2,272 84.90 83.25 -2.12 0.93% 6.80 L8TYK US Equity 72 1,975 78.04 80.90 4.49 0.82% (6.40) LIN GR Equity 98 8,087 198.03 200.43 1.84 0.66% 3.71 LLOY LN Equity 2,374 5,658 0.89 1.27 44.70 0.94% (51.56) LLY US Equity 18 3,285 58.89 59.20 0.88 0.61% 6.39 WI US Equity 686 2,016 122.48 164.15 44.43 0.77% (1.53) LNKO US Equity 164 (1,866) 195.56 178.37 4.56 1.93% 74.00 LOW US Equity 116 7,829 48.41 49.13 1.88 0.79% (82.59) LVS US Equity 2,289 6,808 61.33 81.94 27.09 1.24% (83.66) LYB US Equity 1,205 2,297 59.29 90.38 67.85 0.77% 29.04 MA US Equity 1,254 2,688 50.98 74.76 59.31 0.79% (6.85) MAERSKB DC Equity 6,559 14,148 8,212.58 12,020.09 11.71 3.96% 122.33 MC FP Equity (5) 4,464 183.52 183.33 -0.13 0.77% (39.78) MCD US Equity (1301 (4,463) 94.88 97.64 -6.18 0.47% 0.80 MCK US Equity 119 2,181 164.92 173.93 6.35 0.86% (24.82) MDLZ US Equity 2,921 13,641 28.68 34.82 38.99 0.55% (62.21) MDT US Equity 9,128 20,811 43.22 62.18 56.17 0.78% 225.23 MET US Equity 1,598 7,556 44.37 53.75 24.27 0.87% 20.98 MFC CN Equity 4,578 8,003 12.38 19.46 77.95 0.73% (50.75) MHS US Equity - 5,485 PN/A N/A 0.00 1.17% MMM US Equity 8,669 21,331 96.89 136.27 67.40 0.60% 93.17 MO US Equity 290 9,167 36.41 37.56 6.02 0.53% 11.27 PROT26 PROT10 MON US Equity 1,234 11,917 106.02 116.99 13.88 0.75% 299.80 MOS US Equity 49.38 0.82% MRK US Equity 1,410 11,769 50.18 56.20 14.87 0.81% (30.18) MS US Equity 203 1,649 27.57 30.96 10.58 1.16% (25.56) MSFT US Equity 1,285 8,007 35.30 40.97 18.76 0.86% (83.89) MUV2 GR Equity 623 6,116 197.70 217.84 16.24 0.63% (24.21) NAB AU Equity 345 9,472 31.46 32.61 4.79 0.76% (57.23) NCM AU Equity 9.15 1.98% NEE US Equity 4,451 14,649 72.62 94.68 42.47 0.72% 150.90 NEM US Equity 2,314 (7,392) 34.95 24.01 19.80 1.58% 86.85 NESN VX Equity 883 9,821 69.64 75.90 14.84 0.61% (23.16) NG/ LN Equity 1,816 12,735 11.90 13.60 27.58 0.52% (146.07) NKE US Equity 632 5,145 66.10 74.23 13.39 0.92% (31.94) NOK US Equity 4,172 4,498 3.96 7.64 79.35 1.17% 22.19 NOV US Equity 195 4,672 75.18 78.32 4.55 0.92% (4.00) NOVN VX Equity 5,682 18,291 63.81 83.63 35.95 0.86% (101.05) NOVOB DC Equity 1,102 9,444 40.35 45.06 12.22 0.95% (47.09) NSC US Equity 1,975 9,797 80.78 97.07 26.80 0.75% (64.92) NVS US Equity 4,383 15,510 65.07 83.46 32.93 0.86% (236.16) OGXP3 BZ Equity 5,068 (5,180) 4.43 0.10 38.82 2.52% 249.20 OR FP Equity - 163.27 0.70% - ORA FP Equity 824 6,019 13.03 14.82 8.87 1.54% 5.55 ORCL US Equity 1,648 7,995 33.68 40.62 23.17 0.89% (135.56) OXY US Equity 103 7,355 95.04 96.37 1.88 0.74% 74.08 P8R US Equity 41 (2,814) 13.30 13.11 0.76 1.92% 113.03 PBR/A US Equity 82 (2,795) 13.87 13.46 1.47 2.00% 182.24 PCLN US Equity 906 3,043 956.05 1,240.61 23.00 1.29% (68.32) PCP US Equity 57 4,727 253.84 256.92 1.42 0.85% (20.34) PEP US Equity 60 8,118 82.28 82.88 1.50 0.49% 11.81 PETR3 B2 Equity (13) (2,923) 6.54 6.57 -0.23 2.00% 111.25 PETR4 BZ Equity 93 (3,123) 6.95 6.74 1.42 2.09% 205.80 PFE US Equity 5,211 21,828 26.10 32.33 35.92 0.66% 114.63 PG US Equity 174 8,334 78.47 80.11 4.69 0.45% 3.10 PHIA NA Equity - - 35.21 1.05% - PM US Equity 371 (10,166) 85.47 82.35 5.67 0.64% (1.07) PNC US Equity 1,259 8,815 76.41 87.32 19.58 0.73% (28.40) POT CN Equity (40) 1,179 35.74 34.56 -3.89 0,88% (8.61) POT US Equity (17) 418 36.02 34.59 -4.81 0.86% (2.34) PRU IN Equity 7,544 10,521 12.76 21.91 67.67 1.06% (84.19) PSA US Equity 632 10,794 159.80 169.16 11.05 0.53% (23.57) PSX US Equity 1,472 6,030 64.65 80.43 26.38 0.93% 162.73 PX US Equity 2,610 16,340 113.54 131.68 34.43 0.46% 11.98 QCOM US Equity 2,618 12,547 66.83 80.77 29.84 0.70% 138.96 QQQ US Equity 5,964 19,920 68.46 88.96 55.61 0.54% (119.85) RAI US Equity 164 6,737 52.22 53.49 2.29 1.06% (39.61) RDS/A US Equity (6) 4,217 73.28 73.17 -0.28 0.53% 2.73 RDS/8 US Equity 126 6,990 76.36 77.74 3.43 0.53% (2.98) PROT27 PROT11 RDSA LN Equity 246 4,065 34.51 36.60 11.07 0.55% 6.76 RDSA NA Equity 19) 4,084 36.63 36.55 -0.42 0.52% 3.07 ROSB IN Equity 159 6,969 37.90 38.76 4.01 0.57% (11.38) REGN US Equity (79) 6,240 302.74 298.94 -0.84 1.51% (121.85) RIO AU Equity (3) 2,460 59.13 59.05 -0.11 1.26% (13.75) RIO LN Equity 40 4,599 54.73 55.20 0.64 1.36% (80.70) RIO US Equity 96 4,934 54.04 55.10 1.44 1.36% (108.01) ROG VX Equity 6,730 17,035 212.78 296.84 58.10 0.68% (3.63) RY CN Equity 62 8,293 65.48 65.97 1.49 0.50% (44.77) SAB LN Equity 471 7,173 47.60 50.72 6.77 0.97% 139.16 SAN FP Equity (1) (6,174) 103.67 103.69 -0.02 0.91% (25.22) SAN SM Equity 1,237 7,256 8.35 9.77 16.78 1.02% 55.73 SAN US Equity 1,047 6,290 8.45 9.86 15.29 1.09% 126.30 SAP GR Equity 13 4,792 80.57 80.79 0.32 0.84% (22.80) SAP US Equity 15 5,165 80.61 80.85 0.33 0.87% (1.23) SBUX US Equity (118) 5,096 75.06 73.36 -2.55 0.91% (19.76) SGO FP Equity 3,279 7,836 44.08 62.53 32.00 1.31% 125.33 SI US Equity 843 4,990 116.47 136.14 15.30 1.10% 27.34 SIE GR Equity 995 5,345 114.81 136.18 18.03 1.03% 42.13 SLB US Equity 1,501 7,174 81.27 98.28 26.83 0.78% 31.54 SMSN LI Equity (110) (7,500) 642.17 651.61 -1.42 1.04% (155.67) SO US Equity 37 5,537 43.08 43.36 1.23 0.54% 3.54 SPG US Equity 19 4,673 163.56 164.20 0.69 0.57% (0.97) SREN VX Equity 1,574 10,006 80.46 93.12 21.07 0.75% (35.69) STAN LN Equity 239 (6,124) 21.91 21.06 4.05 0.96% 49.65 STL NO Equity 665 9,825 26.16 27.93 10.05 0.67% (6.91) STT US Equity 11 3,676 69.13 69.33 0.27 1.08% (1.04) SU CN Equity - 35.41 0.64% - SU FP Equity 384 6,518 84.31 89.28 5.76 1.02% 0.21 SU US Equity (175) (2,786) 33.36 35.46 -9.92 0.63% (8.14) SWEDA SS Equity 520 6,088 24.78 26.89 7.47 1.14% (4.17) SYNN VX Equity (411) (8,069) 359.52 377.82 -7.60 0.67% 13.42 T US Equity (207) (5,357) 34.20 35.52 -6.34 0.61% (25.71) TD CN Equity 236 8,245 45.38 46.68 5.68 0.50% (27.62) TEF SM Equity 77 3,631 15.57 15.90 2.50 0.84% 13.43 TEF US Equity 88 3,406 15.52 15.92 3.01 0.86% 30.94 TGT US Equity 354 (10,717) 63.57 61.47 4.18 0.79% (98.18) TJX US Equity 3,091 9,492 46.52 61.67 45.45 0.72% (54.04) TLS AU Equity 141 6,561 4.59 4.68 3.57 0.60% 27.44 TLSN SS Equity (218) 2,656 7.53 6.96 -7.15 1.15% (187.50) TM US Equity 173 (6,829) 115.81 112.88 3.20 0.79% 15.35 TMO US Equity 9,308 10,218 63.59 121.51 130.73 0.70% (109.79) TOT US Equity 679 5,823 59.06 65.95 15.58 0.75% 2.10 TRP CN Equity - - 46.45 0.62% - TRV US Equity 74 4,763 83.58 84.87 3.42 0.45% 3.72 TSCO LN Equity 1,063 (7,398) 5.65 4.84 12.36 1.16% 55.21 TWC US Equity 907 5,234 120.22 141.05 21.45 0.81% 57.86 PROT28 PROT12 TWX US Equity 65 7,395 66.41 66.99 1.06 0.83% 14.14 TXN US Equity 4,457 12,205 34.93 47.68 48.32 0.76% 5.24 TYC US Equity 11,046 24,080 29.17 42.55 67.59 0.68% (42.71) UBS US Equity 425 5,489 19.43 20.94 7.47 1.04% (35.71) UBSN VX Equity 379 5,158 19.51 20.94 7.05 1.04% (20.83) UCG IM Equity 3,491 5,391 5.58 9.20 40.10 1.61% 51.58 ULVR IN Equity (12) 2,888 42.30 42.12 -0.47 0.87% (19.61) UNA NA Equity (11) 3,187 40.85 40.71 -0.44 0.78% (17.93) UNH US Equity 2,816 10,037 64.08 82.06 34.34 0.82% 82.45 UNP US Equity 1,711 12,014 165.36 188.92 20.05 0.71% (22.97) UPS US Equity 3,457 14,806 79.87 98.52 49.79 0.47% 107.20 USB US Equity 3,322 14,238 34.71 42.81 38.59 0.60% (62.77) UTX US Equity 6,947 15,190 82.05 119.57 60.77 0.75% (2.65) V US Equity 6,388 7,870 118.43 214.56 103.73 0.78% (6.79) VALE US Equity 206 (3,908) 15.08 14.28 3.85 1.37% (23.46) VALES BZ Equity 211 (4,586) 15.04 14.35 3.10 1.49% (31.33) VIAB US Equity 4,112 9,272 60.42 87.21 58.55 0.76% (16.72) VIV FP Equity 180 2,668 26.19 27.96 8.09 0.83% 21.51 VMW US Equity 1,001 4,785 89.16 107.82 15.29 1.37% (147.18) VOD LN Equity 251 (2,998) 3.98 3.64 5.12 1.63% 39.81 VOD US Equity 246 (2,893) 39.69 36.32 5.28 1.61% 40.21 VOWS GR Equity 64 1,833 253.13 261.94 2.61 1.33% (18.23) VRX CN Equity 641 1,611 92.95 129.92 28.46 1.40% (60.68) VRX US Equity 744 1,880 93.20 130.08 29.58 1.34% (64.75) VTI US Equity 671 5,134 86.91 98.27 28.25 0.46% (10.43) VWO US Equity (68) (7,247) 40.33 40.71 -1.10 0.85% 55.89 VZ US Equity 20 (6,121) 48.12 47.97 0.54 0.59% (2.73) WBC AU Equity 323 5,265 29.97 31.81 7.25 0.85% (27.31) WES AU Equity (49) 8,616 38.65 38.43 -0.88 0.64% 68.83 WFC US Equity 3,312 11,407 38.56 49.76 48.45 0.60% 13.44 WI, US Equity 3,435 10,369 74.31 98.93 36.76 0.90% 77.67 WMT US Equity 178 7,009 75.45 77.36 4.79 0.53% 43.75 WOW AU Equity (3) (763) 32.94 33.07 -0.47 0.80% (3.39) XOM US Equity 1,113 13,076 90.48 98.18 13.57 0.63% 67.48 XTA LN Equity - 2,180 tIN/A N/A 0.00 2.25% THOO US Equity 134 769 30.64 35.97 13.74 1.27% (17.38) YUM US Equity 266 7,151 73.86 76.61 4.72 0.79% (36.10) ZURN VX Equity 348 7,208 293.77 307.95 7.37 0.66% (48.44) Current Portfolio Global Macro Portfolio Current Price Pit in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price fin USD) Days Vol (in USD) SPX Index 18,526 62,272 1,455.70 1,888.77 65.52 0.45% (91.01) NDX Index 13,297 46,686 2,831.19 3,637.58 45.16 0.63% (464.91) RTY Index 14,377 39,938 868.48 1,181.12 50.43 0.71% (532.21) PROT29 PROT13 SPTSX Index 408 25,082 12,830.73 13,039.57 4.01 0.41% (141.69) MEXBOL Index 460 (26,146) 3,142.70 3,087.44 2.03 0.87% 297.25 IBOV Index (299) (13,514) 22,076.65 22,564.28 -1.59 1.39% 112.35 MERVAL Index (643) (5,408) 725.60 811.95 -10.15 1.17% UKX Index 2,885 39,963 10,288.22 11,030.92 12.16 0.59% (179.44) DAX Index 8,990 36,674 10,610.77 13,211.70 24.91 0.98% (123.45) CAC Index 1,708 20,042 5,625.44 6,104.93 10.41 0.82% 19.27 IBEX Index 10,180 39,644 11,555.30 14,522.44 27.45 0.94% SMI Index 7,187 44,078 8,219.62 9,559.83 25.09 0.65% (184.40) FTSEMIB Index 7,712 25,266 23,118.99 30,175.33 29.90 1.02% 346.85 PSI20 Index 7,740 24,289 8,026.78 10,584.61 29.05 1.10% 37.00 ISEQ Index 25,523 40,099 4,246.25 6,948.97 60.38 1.05% (426.91) ICEXI Index 3,657 37,337 6.63 7.28 19.28 0.51% (114.82) AEX Index 6,313 42,240 484.27 556.65 20.19 0.74% (212.34) BEL20 Index 8,621 44,003 3,610.75 4,318.18 24.98 0.78% (224.30) LUXXX Index 11,029 39,715 1,655.49 2,115.24 41.95 0.66% 216.41 KFX Index 10,940 38,048 100.82 129.81 29.37 0.98% (250.20) HEX Index 8,559 40,933 8,513.92 10,294.22 21.80 0.96% (215.64) OMX Index 2,163 23,118 191.41 209.32 9.15 1.02% (374.11) AIX Index 319 9,226 3,409.40 3,527.27 2.94 1.18% 22.32 ASE Index 8,043 19,369 1,282.88 1,815.62 32.93 1.26% (690.80) OSEBX Index 2,327 24,683 85.16 93.18 13.88 0.68% (146.08) INDEXCF Index 807 (26,563) 39.61 38.40 1.49 2.03% 262.77 TOP40 Index 1,057 25,595 3,920.67 4,082.59 4.55 0.91% (205.16) SENSEX Index 787 27,288 362.49 372.95 3.87 0.74% (288.67) NKY Index 371 14,214 141.32 145.01 2.73 0.95% 98.47 HSI Index 169 17,258 2,880.50 2,908.77 1.28 0.77% 29.13 SHCOMP Index 1,515 (33,700) 344.53 329.05 5.00 0.90% 290.69 KOSPI Index 643 21,604 1.83 1.88 4.39 0.68% (44.32) AS51 Index 442 21,983 4,890.10 4,988.46 2.97 0.68% (21.26) STBCNZI. Index 35,430 73,231 444.47 659.51 127.63 0.38% EEM US Equity (98) (6,119) 40.76 41.41 -1.73 0.92% 23.17 IYR US Equity (54) (4,778) 67.11 67.87 -2.40 0.47% 16.65 MDY US Equity 5,304 14,269 184.03 252.43 68.81 0.54% (92.60) INK US Equity (15) 5,353 41.26 41.15 -1.54 0.18% 1.30 XLF US Equity 5,958 13,610 15.57 22.39 76.07 0.58% (34.90) XLU US Equity 564 9,019 38.81 41.24 12.30 051% 30.30 XLK US Equity 2,430 12,860 30.80 36.62 32.85 0.58% (74.79) XII US Equity 6,319 16,147 38.20 53.15 66.17 0.59% 33.87 XLP US Equity 321 9,836 41.73 43.09 9.25 0.35% 11.80 XLY US Equity 8,363 20,539 46.72 65.74 68.41 0.60% (140.00) XLE US Equity 439 7,366 85.40 90.49 10.21 0.58% 50.35 XLB US Equity 4,123 14,930 37.57 47.95 45.39 0.61% 23.87 XLV US Equity 12,604 24,346 38.87 58.99 87.02 0.59% (81.25) SUP Index 6,744 43,407 400.51 462.74 22.39 0.69% (116.46) SXAP Index 11,211 28,526 520.28 725.13 33.06 1.19% (132.21) SXKP Index 4,605 47,032 366.14 401.98 12.29 0.80% (474.40) PROT30 PROT14 SX6P Index 6,486 34,738 353.52 419.52 26.79 0.70% (207.20) SXEP Index 1,602 34,997 445.38 465.77 7.74 0.59% 3.28 SXIP Index 12,188 28,923 222.31 315.98 51.94 0.81% (98.77) SXNP Index 5,486 28,384 482.69 575.98 23.32 0.83% (136.43) SX3P Index 640 18,170 662.20 685.53 5.82 0.61% (35.94) SXDP Index 23,480 61,075 609.16 843.35 58.88 0.65% (366.80) SX4P Index 3,081 25,840 917.36 1,026.74 13.72 0.87% (110.33) SX8P Index 3,033 17,778 343.07 401.60 21.64 0.79% (70.15) SXOP Index 11,487 40,520 380.28 488.08 29.22 0.97% (61.95) SXQP Index 90 26,331 793.71 796.42 0.51 0.67% (89.54) SXRP Index 234 17,603 434.81 440.58 1.85 0.72% (2.77) SXMP Index 11,232 35,766 261.12 343.12 50.81 0.62% (87.97) SXTP Index 22,620 39,247 172.05 271.21 73.52 0.78% (357.83) SX7E Index 7,268 18,886 159.85 221.36 31.01 1.24% 396.72 SXSE Index 7,476 40,148 3,709.25 4,400.00 22.68 0.82% 131.89 SPGSCITR Index (3) (17,020) 4,922.21 4,923.14 -0.04 0.53% (146.95) XAG Curncy 2,591 (20,150) 22.78 19.85 14.11 0.91% 149.32 CO1 Comdty 622 (24,622) 108.90 106.15 3.35 0.75% (327.63) CL1 Comdty 327 29,347 99.19 100.29 1.30 0.85% 199.57 NG1 Comdty 3,095 16,608 3.77 4.47 6.75 2.76% XAU Comdty 129 (24,602) 93.18 92.69 0.75 0.70% 222.11 I8OXHY Index 3,039 53,418 220.12 232.64 64.61 0.09% 24.08 US_TSY CREDIT 29 (50,168) 757.73 757.30 0.45 0.13% (29.85) CA_TSY CREDIT 6,442 (97,153) 1,269.35 1,185.18 17.13 0.39% (102.37) MX_TSY CREDIT (210) 35,256 214.37 213.10 -1.61 0.37% (111.47) AU_TSY CREDIT (149) 29,999 1,483.26 1,475.91 -1.22 0.41% (43.82) 1P_TSY CREDIT 1,739 (59,678) 822.10 798.15 10.08 0.29% 164.23 MY_TSY CREDIT 776 (92,252) 167.43 166.02 2.71 0.31% 368.36 SG_TSY CREDIT 656 (95,749) 219.11 217.61 3.19 0.21% 132.72 AT_TSY CREDIT 2,809 77,381 357.33 370.30 14.55 0.25% (222.43) 8E_TSY CREDIT 3,897 76,813 476.61 500.79 21.15 0.24% (151.21) FI_TSY CREDIT 2,675 77,705 348.05 360.03 14.05 0.24% (218.20) FR_TSY CREDIT 3,225 75,130 1,675.82 1,747.76 17.88 0.24% (166.42) DE_TSY CREDIT 2,072 74,397 1,240.95 1,275.52 11.12 0.25% (247.99) lE_TSY CREDIT 30,517 78,270 336.92 468.29 182.35 0.21% (261.88) IT_TSY CREDIT 8,118 54,986 1,616.07 1,854.66 57.31 0.26% (61.52) NL_TSY CREDIT 2,639 78,610 1,327.30 1,371.85 13.49 0.25% (240.34) ES_TSY CREDIT 10,321 50,187 392.28 472.96 75.78 0.27% (99.63) DX_TSY CREDIT 2,215 67,396 729.23 753.19 11.66 0.28% (257.82) NO_TSY CREDIT (12) 14,397 341.58 341.28 -0.26 0.33% (64.62) PL_TSY CREDIT 1,084 26,645 423.80 441.04 11.26 0.36% (20.10) ZA_TSY CREDIT 498 (33,149) 83.13 81.88 1.97 0.76% 61.53 SE_TSY CREDIT 404 (39,490) 466.17 461.40 2.86 0.36% 310.56 CH_TSY CREDIT 2,868 65,265 1,004.77 1,048.92 15.47 0.28% (364.39) GB_TSY CREDIT 574 56,841 1,489.15 1,504.20 3.13 0.32% (60.25) PROT31 PROT15