1. Financial Services, Regulatory, and Risk Consulting LLC Matthew Kruse, Partner
in conjunction with Quiet Light Trading LLC
January 2011
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2. Page Description
3 Investable Hedging Instruments
As of 9/30/xxxx
4 Term Structure for Valuation
6/30/xxxx vs. 9/30/yyyy
5 Risk Budget Summary
* Equity Collar Not Included
6 Hedge Portfolio
Target Hedge Ratios Snapshot
7 Ex-Ante vs. Ex-Post Risk Budget
8 Hedge Portfolio
As of 9/30/yyyy
9 Ex-Post Alpha Manager Details
10 Contact Information
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10. FSR2
Financial Services, Regulatory, and Risk Consulting
appreciates the opportunity to offer ALM advisory services,
in partnership with Quiet Light Trading LLC.
Feel free to contact Matthew Kruse to discuss engaging
FSR2’s services.
Matthew Kruse
FSR2 Partner
312-548-9220
mkruse@fsr-2.com
www.fsr-2.com
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