EFTA Document EFTA01364437

Risk Prernia Investment Overv* Multi Moe Cease 5% Tame Vdsy Anwar«, leetu,, Vo44410, Ram•V•4110% Con•••• a U s fl ecks (141 Ian (AMON ••00040.10 - ore no I yeas 4 Milt •." 4 I: 4105 nos -0•11pw yea as 2 was •a' to 000 41rt StIO $123 11Z $115 immerprramisal 00C•aut honk stet su sm INC sit • 42% 0% P00.040•0.4 03% src xfs • Overflew • The Portfolio is a 5% Veablei-Tergeeed Pordblio *0' weights to che undeisegptm systems-ally seated based on a risk seeonted (Equal Rae Comnbution) aloostion mettotelogy. Rielt•Weighting • The weights fee MR Desert:Ana terms are set based on art Equal RIO COntramtext appfsen and nebeanoed quartette to them *KM. • Roe nights !ty the retest "%octaves item ht basket we se basted on %tea treeing mired volaSeets and 4201•104.0%00% Veatility-Targeting • The aeon-aeon to toe basket of not breams adiusted tWy tri adteve a eratatatty target of 5% • The aSoc-seon b LAWS on two measures of snort-tear had"; menet wolattey 3.1% 0% • Equity robed 0te•deott Prenwm ■ Ewe/ La Bea Equity Mammon Caaley *Equity View wCurreetry Value tiEgiety Mean R•rvertuct •COnfeektly CkeVO Pair • Currency 0401141113.•• ■ Rates Mteicipal Arterage Cry • Rates Momentum • Coovrocure Mcnientam CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0054974 CONFIDENTIAL SDNY_GM_00201158 EFTA01364437