Document Mentions (4 shared documents)

EFTA00598573

2 mentions1 same-page

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ort -0.149% G20 Rates Long 0.135% G20 Rates Short -0.024% T12M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 38.75% EquityCom 50.98% G20 Rates 12.07% % of Total Notional Security MTM Gain % Total NAV 28.21%l 42 Positions 20.47% 0.59% NEE US Equity 5,220 0.25%

i k\ . .1% 45O SAT Rolling 30 Day Realized Volatility - A EFTA00598577 Atorus, LLC Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) Percentile No. Vol Days 0.00% -16.34 5.00% -3.65 10.00% -1.64 15.00% -0.28 20.00% 0.58 25.00% 2.11 30.00% 3.27 35.00%

EFTA00288463

2 mentions1 same-page

Page ?Same page

rt -0.023% G20 Rates Long -0.237% G20 Rates Short -0.077% T12M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 45.35% EquityCom 46.61% G20 Rates 8.39% % of Total Notional Security MTM Gain % Total NAV 19.24%l 44 Positions 26.12% 0.13% BE_TSY CREDIT 5,749 0.30% 0

Box 60% 00% 20% 00% 80% 60% 00% 20% COM EFTA00288467 Atorus, LLC 6/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex4st percentiles) 80.00 70.00 60.00 50.00 40.00 30.00 20.00 10.00 000 —r —i--- r- Percentile No. Vol Days 0.00% -19.92 5.00% -3.53 10.00%

EFTA00288511

2 mentions1 same-page

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ort -0.069% G20 Rates Long 0.134% G20 Rates Short -0.060% 712M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 46.85% EquityCom 45.80% G20 Rates 7.45% % of Total Notional Security MTM Gain % Total NAV 19.79%1 44 Positions 25.73% 0.11% NVS US Equity 5,778 0.30% 0

World Index Rolling 30 Day Realized Volatility - EFTA00288515 Atorus, LLC 6/12/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex4st percentiles) BODO 7000 MOO 5000 4000 3000 2000 1000 1 OM 10.00 I I° ed . te efine-ce-meitmem-eeite h h Percentile No. Vol Days 0.00%