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Position Aggregation and Reporting System

PARS
PARS software was developed in response to the global need for increased transparency for investment management professionals. Developed and used successfully in-house by an investment organization, the software combines an expanded level of position aggregation with enhanced reporting capabilities. PARS allows risk managers to extract more value from position level transparency and thus is a valuable tool in portfolio management process.

Overview
Transparency Allows analysts to extract gain more value from position level transparency Interconnectivity Aggregates data from a variety of sources, including prime brokers, administrators, data vendors, pricing services Scalability Can expand with changes mandated by market conditions and user demands

Key System Features and Benefits


Monitor risk characteristics of multiple accounts and various strategies The platform aggregates position level data for multiple portfolios and creates reports on a single manager level as well as a portfolio level. Combine views from a variety of disparate sources Positions and various descriptive data are downloaded via proprietary technology that links directly to all major prime brokers. Valuations can be added from a variety of thirdparty pricing sources. Flexible reporting system Reports are posted daily on a secure Internet portal. Reports can be downloaded to a users computer, saved to a network drive or a hard drive, and printed out. Add-on capabilities for customized analysis Built-in ability to expand with changes mandated by market conditions and user demands

Comprehensive Reporting Functionality


Aggregation of holdings across prime brokers. Thomas R. Spouse Head of Sales T (646) 330-4178 M (202) 329-0085 tom.spouse@prospect33.com Reconciliation of holdings and market values between the prime brokers and managers. Changes in holdings by sectors, instrument types, average beta, duration, etc. Comparisons across managers showing investment and performance patterns. Allocation and performance histories. Maria Shtrapenina Head of Product Marketing (212) 871-3766 shtrapenina@assetalliance.com Distribution of reports using an Intranet.

System Components
Prime Broker 1 Prime Broker 2 Prime Broker 3...

NEW YORK 800 Third Avenue New York, NY 10022 T (212) 207-8786 F (212) 207-8785

Supplemental Data Providers

Database

Pricing Services

LONDON 8 Queen Street 3rd Floor London W1J5DP T 44.207.659.2900 F 44.207.659.2901

Portfolio Characteristics Reports

Limit Reports

Balance Sheet Validation

Scenario & VaR Reports*

Internet * Custom add-on features

Fund Exposures Report


PRODUCT TYPE Product Type 1 Product Type 2 INDUSTRY Industry 1 Industry 2 Industry 3 Industry 7 Industry 4 Industry 5 Industry 3 Industry 6 Industry 7 Industry 8 Industry 6 Industry 2 Industry 9 Industry 10 Industry 11 Product Type 3 Product Type 4 Industry 5 Industry 8 SECTOR Sector 1 Sector 2 Sector 3 Sector 4 Sector 5 Sector 6 Sector 7 Sector 8 Sector 9 Sector 10 Sector 11 Sector 12 Sector 13 Sector 14 Sector 15 Sector 16 Sector 17 10/27/2009 0.21 4.56 -2.87 0.94 3.68 15.47 -1.84 4.54 9.47 1.87 -2.47 1.87 12.75 0.15 26.58 35.41 12.71 9/30/2009 0.27 4.21 -1.98 1.97 1.47 9.52 -0.32 2.47 12.98 1.85 -2.75 1.95 12.12 0.15 23.43 30.29 10.09 8/31/2009 0.26 3.78 -2.01 2.47 4.78 12.46 0.42 5.57 10.47 1.78 -2.15 1.46 11.84 0.15 27.51 25.74 8.94 7/31/2009 0.31 4.93 -1.99 1.87 3.57 16.75 1.84 2.35 10.97 1.64 -2.62 1.87 10.86 0.15 28.65 19.21 8.25 9.47 0.15 31.36 17.84 7.64 8.73 0.15 40.83 12.06 7.01 6/29/2009 0.38 6.72 -1.32 2.14 4.67 17.35 1.75 6.87 12.74 1.54 -2.36 5/29/2009 0.32 4.87 -2.54 1.76 4.59 13.54 1.53 3.84 13.87 1.51 -2.41 Key > 25 25 ~ 10 10 ~ 0 No Position 0 ~ -10 -10 ~ -25 < -25

Top Holdings Trend Report


TOP 5 LONG POSITIONS
Last Business Day Security Name Security 1 Security 2 Security 3 Security 4 Security 5 Type Equity EFT Equity Government Bond Equity Option Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5 Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5 Price 17.74 15.42 19.24 3.47 5.18 MV 2,485,674 1,525,476 1,255,304 1,015,745 954,584 7,236,783 % 9.47% 7.46% 5.42% 3.45% 3.13% 28.93% Last Business Day Security Name Security 1 Security 2 Security 3 Security 4 Security 5 Type Equity Equity Equity Option Government Bond

TOP 5 SHORT POSITIONS


Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5 Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5 Price 67.07 36.45 42.18 26.39 17.65 MV -590,324 -487,526 -454,300 -367,214 -305,104 -2,204,468 % -2.98% -2.59% -2.54% -2.04% -1.75% -11.90%

Equity

Latest Month-End Security Name Security 1 Security 2 Security 3 Security 4 Security 5

Type Government Bond Equity Option Equity Equity EFT

Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5

Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5

Price 19.45 17.65 18.41 5.57 6.93

MV 1,852,364 1,632,595 1,610,023 1,021,034 802,106 6,918,122

% 7.02% 6.89% 6.05% 3.12% 2.78% 25.86%

Latest Month-End Security Name Security 1 Security 2 Security 3 Security 4 Security 5

Type Government Bond Equity Option Equity Equity EFT

Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5

Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5

Price 14.38 2.95 15.14 3.91 48.17

MV -902,547 -900,625 -425,753 -401,532 -360,905 -2,991,362

% -4.25% -4.04% -2.94% -2.35% -1.04% -14.62%

Prior Month-End Security Name Security 1 Security 2 Security 3 Security 4 Security 5

Type Equity EFT Currency Option Government Bond Equity Option

Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5

Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5

Price 2.18 54.24 42.47 1.25 57.17

MV 1,650,205 1,530,145 1,012,570 960,054 900,305 6,053,279

% 7.14% 7.01% 6.85% 5.14% 4.18% 30.32%

Prior Month-End Security Name Security 1 Security 2 Security 3 Security 4 Security 5

Type Equity EFT Currency Option Government Bond Equity Option

Sector Sector 1 Sector 2 Sector 3 Sector 4 Sector 5

Industry Industry 1 Industry 2 Industry 3 Industry 4 Industry 5

Price 58.01 47.37 6.28 42.14 7.95

MV -862,101 -854,025 -683,156 -584,842 -501,068 -3,485,192

% 2.78% 2.54% 2.06% 1.58% 1.43% 10.39%

Historical Leverage Report


Gross Leverage 1.0 Long Leverage Net Leverage

Concentration Trend Report


70 Long Act ual Long Ef f ect ive 60 Gross Ef f ect ive Short Act ual Short Ef f ect ive 200 180 160

0.8
50 140 120 100 30 80 60 40 10 20 0 Apr-09 M ay-09 Jun-09 Jul-09 Aug-09 Sep-09 Oct -09 Nov-09 0

0.6

40

0.4
Position Date 2009-04-30 2009-05-29 2009-06-29 2009-07-31 2009-08-31 2009-09-30 2009-10-27 MV Long 26,584,258 26,485,250 24,658,024 22,652,001 19,258,140 16,320,259 17,658,156 MV Short -16,854,158 -22,571,015 -22,845,596 -26,847,630 -26,954,107 -27,540,017 -27,658,014 MV Net 24,575,266 25,574,632 22,657,577 24,051,057 25,980,014 28,650,493 26,547,065

20

0.2

0.0 2009-04-30 2009-05-29 2009-06-29 2009-07-31 2009-08-31 2009-09-30 2009-10-27

The Position Aggregation and Reporting System was developed as a property of Asset Alliance Corporation. Please contact Tom Spouse or Maria Shtrapenina for more information.