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0.43% FTSEMIB Index 6,200 0.34% 0.46% DAI GR Equity 6,290 0.35% 0.47% SX6P Index 6,304 0.35% 0.58% SMI Index 6,341 0.35% 0.59% CMCSK US Equity 6,417 0.36% 0.88% GS US Equity 6,562 0.36% 1.05% V US Equity 6,744 0.37% 1.07% P5120 Index 6,833 0.38% 1.09% ROG VX Equity 6,898 0.
,600,000.00 1 A00,000.00 1,200,000.00 1.000.000.00 600,000.00 600,000.00 „Q. ets„ N. 4,4,„ 4" 4' 4 A‘ 4 4' 4 A‘ 4 1 - NAV EFTA00293298 Atorus, LLC 3/25/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Security Notional Largest MTM Gains Curre
20.70% 45 Positions 25.32% 0.10% EDF FP Equity 5,369 0.29% 0.11% FTSEMIB Index 5,632 0.30% 0.12% AZN LN Equity 5,645 0.31% 0.12% XLF US Equity 5,652 0.31% 0.15% AZN US Equity 5,661 0.31% 0.21% JNJ US Equity 5,896 0.32% 0.27% AEX Index 5,921 0.32% 0.27% NVS US Equity 5,990 0
Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00288385 Atorus, LLC 5/23/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 6,000,000 5,003,030
9% SX7E Index 6,378 0.35% 0.41% V US Equity 6,405 0.35% 0.43% SXXP Index 6,492 0.35% 0.46% MAERSKB DC Equity 6,520 0.36% 0.46% CMCSK US Equity 6,553 0.36% 0.58% SX6P Index 6,755 0.37% 0.59% SXSE Index 6,980 0.38% 0.88% ROG VX Equity 7,034 0.38% 1.04% ACA FP Equity 7,080 0.3
,000,000.00 1)30,000.00 600 000 00 e e doe e e cis" e e e e Q Q et, et, t, Q, et, Q. 4 k cbt' 4se •» 4' 4 c5‘4 "S. — NAV EFTA00288111 Atorus, LLC 3/31/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th
Entities connected to both US Equity and Atorus