Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV 4/14/2014 4/14/2014) Change on Day: | __74.04%| MSCI World Change on 29.34% Day 4.03% No of Positions 2.47% (#MTM) on Day 4,759,517 No of Positions (-MTM) (499,380) ‘on Day 4,260,137 1,740,39 Current No. of oad 4 411 Current Leverage | aoa (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically we g [=4 3 [HUT BEEBE We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 —— NAV 600,000.00 + T T T T Sm Sh Sh HI MS PE PW’ HY T T T T T T T T T > DD DDD DD OP SP OP OY SY OY Ue gy IV AN NV oh EFTA00288271

--=PAGE_BREAK=--

Atorus, LLC 4/14/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MT) | Security Notional [x6 of Total Notional | ___Security __| MTM Gain | 22 Positions 42 Positions TGT US Equity (8,574) 0.16% NOVN VX Equity 5,656 0.32% 941 HK Equity (9,455) 0.18% HON US Equity 5,796 0.33% XAG Curncy (12,623) 0.24% ASE Index 5,847 0.34% XAU Comdty (19,682) 0.37% SX7E Index 5,933 0.34% CO1 Comdty (19,698) 0.37% ROG VX Equity 5,977 0.34% MEXBOL Index (20,915) 0.40% SXXP Index 6,017 0.35% INDEXCF Index (21,271) 0.40% UTX US Equity 6,035 0.35% SHCOMP Index (26,960) 0.51% SX6P Index 6,098 0.35% JP_TSY CREDIT (28,355) 0.54% EDF FP Equity 6,207 0.36% SE_TSY CREDIT (31,592) 0.60% PSI20 Index 6,302 0.36% SPX Index 62,272 1.18% DAI GR Equity 6,392 0.37% CH_TSY CREDIT 66,678 1.27% SMI Index 6,648 0.38% DK_TSY CREDIT 67,396 1.28% ACA FP Equity 6,665 0.38% CA_TSY CREDIT (72,133) 1.37% SXSE Index 6,722 0.39% STBCNZL Index 73,231 1.39% RTY Index 6,812 0.39% AT_TSY CREDIT 77,381 1.47% HEX Index 6,876 0.40% FR_TSY CREDIT 77,569 1.48% FTSEMIB Index 6,945 0.40% DE_TSY CREDIT 77,869 1.48% MDT US Equity 6,952 0.40% BE_TSY CREDIT 77,996 1.48% PRU LN Equity 7,336 0.42% IE_TSY CREDIT 78,270 1.49% BEL20 Index 7,637 0.44% NL_TSY CREDIT 78,610 1.49% MMM US Equity 7,934 0.46% FI_TSY CREDIT 80,015 1.52% DAX Index 7,961 0.46% TMO US Equity 8,440 0.48% NDX Index 8,488 0.49% IBEX Index 8,690 0.50% IT_TSY CREDIT 8,825 0.51% BAC US Equity 8,860 0.51% KFX Index 9,015 0.52% INAV Impact of MTM by Category & Exposure TYC US Equity 9,523 0.55% Listed Equitytong |= .05 1% SXMP Index 9,714 0.56% SXAP Index 10,164 0.58% LUXXX Index 10,183 0.59% lEquityCom Short | -.012%) XLV US Equity 10,744 0.62% c2oRatestong |. 2 36%) SXOP Index 10,840 0.62% JczoRatesshort | «07% ES_TSY CREDIT 10,973 0.63% SXIP Index 11,033 0.63% SPX Index 16,038 0.92% SXTP Index 20,030 1.15% SXDP Index 21,970 1.26% ISEQ Index 23,836 1.37% EFTA00288272

--=PAGE_BREAK=--

1E_TSY CREDIT 32,224 1.85% STBCNZL Index 33,855 1.95% AMER Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short ee) | 8 | | 19 | J | 338 | Current Exposure by Geography (Listed $2,000,000 @ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short m AMER Long m AMER Short 500,000 ® EquityCom Long ® EquityCom Short *- © G20 Rates Long , ™@ G20 Rates Short $(500,000) EFTA00288273

--=PAGE_BREAK=--

Atorus, LLC 4/14/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 APAC 2,000,000 —_—— EMEA mrs AMER 500,000 y 1,000,000 —— EquityCom (1,000,000) G20 Rates omen NexEposure RHS (4,000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 Ry > | rr J YS SS gh gh og * e” oP” vf wy Pw .) A\g 7 ee) T > Sy t > SY r > aN “I » SY a » EFTA00288274

--=PAGE_BREAK=--

Atorus, LLC 4/14/2014 Current Gross Notional Risk by Category 202,927 549,339 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 338 —— MSCIWorld 0.75 + Rolling 30 Day Realized Volatility - Atorus T T T SH SS OS St SY LY LY PPP” Ph” Ph” Ph” PP” Pie RO AW a Aw A Ss RO a Aw T > AS > ee AY T y 8 NY s > Ry o T T Dab as x ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% ——— Rolling30DayRe alizedVol EFTA00288275

--=PAGE_BREAK=--

Atorus, LLC 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) —— P/L Vol Days by Position 0.00 + T T T T T T T ’ WFO" 97 9° (9% 9" 9% 9° (9% 9° 9% 9° 9" 9° 9" 0° 9" 0° 9" 1009.8 PAP AP AP” AP” AO" LO” OT HTH” OTS" OL HS” OTH” | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.19% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 42.93% EFTA00288276

--=PAGE_BREAK=--

Atorus, LLC 4/14/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) 000270 KS Equity 57.42 : 005380 KS Equity 112 3,149 224.39 232.36 3.09 1.15% (1.72) 005490 KS Equity (324) (3,011) 272.57 301.92 9.27 1.16% (4.83) 005930 KS Equity (178) (5,603) 1,278.08 1,318.62 “3.45 0.92% (28.45) 012330 KS Equity 1,052 5,584 247.00 293.53 18.79 1.00% 78.58 1 HK Equity 1,048 10,664 15.95 17.52 10.69 0.92% 0.87 1299 HK Equity 419 5,954 4.79 5.13 7.94 0.89% 46.46 13 HK Equity 2,734 12,243 11.40 13.95 20.92 1.07% (20.80) 16 HK Equity 13.00 Cc 27 HK Equity (8) 123 9.64 9.06 -3.40 1.90% (1.70) 2914 JP Equity 151 (3,774) 32.46 31.17 3.56 1.12% (36.94) 3382 JP Equity (31) 1,329 37.68 36.83 -2.16 1.07% (7.29) 4063 JP Equity (69) (2,903) 56.40 57.74 “1.91 1.25% (18.41) 4502 JP Equity . 993 43.90 43.90 0.00 0.90% 3.29 4689 JP Equity 4.56 : 5 HK Equity (61) (3,197) 10.17 10.37 “2.27 0.85% 26.07 5108 JP Equity 34.22 c 5401 JP Equity 393 (4,349) 2.87 2.61 7.54 1.20% 33.89 6301 JP Equity 3 (1,651) 20.69 20.66 0.14 1.14% 15.50 6752 JP Equity . 588 10.59 10.59 0.00 1.52% 0.62 6902 JP Equity 46.25 : 6954 JP Equity 736 6,393 6,392.98 175.81 8.62 1.34% (10.86) 7201 JP Equity 9 (2,999) (3,742.97) 8.83 0.31 1.01% 6.32 7203 JP Equity 195 (4,207) (5,259.85) 53.49 4.50 1.03% (112.06) 7267 JP Equity 216 (3,126) (4,885.01) 33.91 6.91 1.00% (34.41) 762 HK Equity (36) (3,929) (5,161.69) 1.38 -0.80 1.16% (3.38) 7751 JP Equity 112 (5,492) (6,865.02) 30.80 2.31 0.88% (12.62) 8031 JP Equity (22) (3,821) (4,775.88) 14.18 0.45 1.26% (23.97) 8058 JP Equity 72 (3,506) (4,383.01) 17.93 2.15 0.96% 4.13 8306 JP Equity 209 (3,668) (4,603.66) 5.31 4.24 1.34% (54.21) 8316 JP Equity 48 (1,984) (2,000.57) 40.15 1.68 1.44% (17.84) 8411 JP Equity 1.95 : 8604 JP Equity 258 (3,071) (3,504.39) 5.97 6.38 1.32% 10.28 8801 JP Equity 29.28 : 8802 JP Equity 380 (4,007) 24.84 22.48 5.55 1.71% (28.65) 9020 JP Equity 195 (5,379) 75.21 72.49 2.96 1.22% (45.82) 941 HK Equity 634 (9,455) 10.19 9.51 611 1.10% 130.80 9432 JP Equity (223) 6,077 53.12 51.24 -2.92 1.26% 53.20 9433 JP Equity 50.89 = 9437 JP Equity 179 (6,149) 15.59 15.14 2.94 0.99% (13.74) 9983 JP Equity (246) 1,906 362.92 321.42 8.49 1.52% (70.98) EFTA00288277

--=PAGE_BREAK=--

9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AL FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 23 529 (171) 364 (134) 13 19 6,665 261 (19) (1) (113) 1il1 (11) 63 1,468 191 105 4,261 687 156 521 20 1,986 3,253 2,839 3,102 8,860 764 524 (12) 4,807 (108) (91) 1,143 (12) 475 7,877 6,661 6,962 3,201 8,888 4,097 (3,366) (3,243) 5,408 6,848 10,703 893 2,734 9,698 8,248 4,012 2,506 1,657 1,008 22,886 10,655 (3,608) 7,345 (5,496) 10,373 12,676 12,119 12,812 10,884 7,333 6,088 1,269 7,054 (658) (1,579) 5,790 1,187 2,447 67.40 518.25 23.59 23.63 49.35 103.14 38.82 18.97 18.99 6.83 95.66 77.97 74.01 63.51 110.56 134.80 48.66 42.47 146.70 148.11 95.40 76.29 329.54 29.47 82.74 71.56 49.80 50.82 50.30 8.82 97.30 53.22 73.24 76.64 9.16 61.04 10.12 43.96 52.28 67.40 519.74 25.46 25.46 46.85 7.77 7.83 107.36 37.59 18.90 18.88 15.26 99.30 77.83 73.94 61.00 123.23 134.62 49.43 67.35 163.65 163.51 113.17 81.21 315.26 31.56 82.43 97.33 85.26 62.58 62.72 62.48 123.06 16.00 3.92 107.44 57.80 72.55 128.86 10.66 14.82 14.86 64.56 12.12 43.96 15.81 $2.03 0.00 0.46 10.29 9.43 -3.99 5.31 AAS 0.28 0.43 91.28 9.06 0.21 0.14 6.47 10.13 0.23 1.81 54.13 16.06 13.99 16.11 10.38 3.37 8.33 0.58 20.13 33.15 34.22 32.81 74.15 10.69 9.69 -1.08 75.19 8.14 5.51 16.91 0.00 0.44 1.87% 0.62% 0.77% 0.82% 1.34% 0.77% 0.74% 1.39% 1.36% 1.35% 0.42% 0.84% 0.70% 0.64% 1.13% 0.60% 0.87% 1.08% 0.72% 0.74% 1.16% 0.62% 1.28% 0.85% 0.64% 0.95% 0.77% 0.68% 0.74% 1.10% 0.97% 0.89% 0.88% 0.91% 2.01% 1.04% 1.17% 0.54% 1.09% (0.20) (1.95) (25.52) (54.87) 22.55 118.20 60.45 (8.70) (9.53) (268.85) 7.24 123.41 (3.13) (14.41) 258.33 (51.66) (6.91) (84.65) (23.99) (14.29) (70.17) 45.91 (33.28) (74.09) (13.09) 92.60 (129.14) (102.62) (97.47) 151.16 (55.94) 101.18 4.12 (24.81) 0.29 (16.99) (48.87) (0.84) 6.15 EFTA00288278

--=PAGE_BREAK=--

BG/ LN Equity BHP AU Equity BHP US Equity BIIB US Equity BIL SJ Equity BK US Equity BLK US Equity BLT LN Equity BMO CN Equity BMW GR Equity BMY US Equity BN FP Equity BNP FP Equity BNS CN Equity BP/ LN Equity BRK/B US Equity BSBR US Equity BUD US Equity BX US Equity C US Equity CA FP Equity CAT US Equity CBA AU Equity CBS US Equity CCL US Equity CELG US Equity CFR VX Equity CLUS Equity CM CN Equity CMCSA US Equity CMCSK US Equity CNI US Equity CNQ. CN Equity CNR CN Equity COF US Equity COP US Equity COST US Equity COV LN Equity COV US Equity CRM US Equity CS FP Equity CSCO US Equity CSX US Equity CVE CN Equity CVS US Equity CVX US Equity D US Equity (223) 175 334 145 72 79 403 1,321 1,199 122 148 309 391 (38) 564 1,941 581 246 B 71 157 2,150 479 815 3,878 887 853 876 541 (174) 646 (110) 956 1,129 1,693 (349) 2,041 (3,503) 6,689 6,839 1,066 (1,335) 8,609 1,621 (1,362) 11,017 5,212 1,187 5,498 7,632 9,797 11,056 (6,537) 6,846 3,119 3,167 13,589 11,185 1,267 7,821 (2,319) 4,011 19,117 8,742 4,178 12,096 12,873 10,769 12,425 6,770 (2,554) 5,151 7,080 2,054 3,232 8,914 11,815 (6,566) 12,764 17.51 34.33 67.77 245.93 32.10 32.86 283.48 32.18 66.19 99.22 73.99 61.78 57.74 7.76 118.69 6.18 102.05 30.36 33.26 89.53 68.68 49.35 36.20 142.74 94.53 59.13 82.73 40.65 36.26 51.38 36.73 51.30 68.55 66.64 64.09 56.73 19.39 25.07 63.98 112.39 60.42 18.63 35.22 71.09 279.47 32.10 33.14 297.32 32.16 68.61 124.37 48.24 73.99 75.25 58.66 7.88 122.00 5.70 107.88 29.99 47.47 39.18 102.32 72.25 58.95 36.54 138.36 98.22 65.78 87.26 48.58 47.89 54.92 39.64 54.91 74.03 71.19 112.21 AN/AN/A 69.93 53.85 25.12 22.78 28.25 29.11 73.15 118.37 70.09 9.00 2.36 457 7.98 0.00 1.07 477 0.06 6.33 23.94 0.00 17.41 2.83 2.41 4.50 5.66 7.06 0.71 16.50 20.28 741 17.40 1.01 1.82 4.04 22.77 9.87 21.26 36.17 10.64 10.80 11.26 10.61 13.00 0.00 11.84 3.47 28.76 17.19 23.34 10.27 28.34 0.71% 1.11% 1.07% 1.71% 1.12% 0.78% 1.02% 1.07% 0.58% 1.06% 0.74% 1.25% 0.57% 0.63% 0.62% 1.37% 0.81% 1.70% 1.08% 0.70% 0.70% 1.12% 0.92% 1.68% 0.97% 0.49% 0.56% 0.92% 0.89% 0.65% 0.73% 0.63% 0.75% 0.52% 0.58% 0.31% 0.77% 1.54% 1.03% 0.74% 0.61% 0.52% 0.56% (19.34) (22.41) 70.84 (10.38) (8.42) 1.83 17.37 (9.31) 44.16 (25.53) 9.17 (108.04) 16.61 (132.75) 5.01 (53.99) 143.88 51.79 (40.84) 118.61 (73.62) (6.33) (100.58) 9.15 (2.37) 61.48 34.39 34.74 119.17 43.21 1.58 26.60 1.58 (7.23) 69.59 10.99 (54.59) 134.74 EFTA00288279

--=PAGE_BREAK=--

DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity DNB NO Equity DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity EBAY US Equity ECL US Equity EDF FP Equity EMC US Equity EMR US Equity ENB CN Equity ENEL IM Equity ENI IM Equity EOAN GR Equity EOG US Equity EPD US Equity ERICB SS Equity ESRX US Equity ETN US Equity F US Equity FB US Equity FCX US Equity FOX US Equity FOX US Equity FOXA US Equity FP EP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,392 2,718 3,695 659 4,231 92 1,226 1,318 (286) 207 2,071 145 1,804 2,179 774 (60) (94) 6,207 590 (183) 316 2,028 543 14 2,139 1,854 135 782 (101) (168) 908 cl 230 (129) (128) 1,163 148 1,939 553 637 (42) 3,004 139 13,908 12,908 8,377 8,537 6,820 10,090 2,332 5,075 9,908 3,832 3,505 7,327 660 6,664 10,622 11,143 6,678 9,210 9,189 10,986 8,739 9,023 8,087 9,949 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 3,763 2,562 3,508 3,404 11,816 4,069 13,140 513 17,619 3,248 (3,693) 11,635 (2,394) 62.20 54.93 63.20 85.81 51.66 30.86 58.57 68.36 82.86 15.77 37.03 29.41 12.27 61.97 63.30 54.28 105.21 23.45 25.35 66.77 44.84 4.39 24.06 18.77 145.68 63.70 12.51 66.69 72.45 14.82 44.06 33.05 120.94 32.21 33.10 61.19 21.51 22.32 66.90 49.73 49.51 5.22 16.25 34.53 90.79 43.41 66.50 91.08 92.44 #N/AN/A 73.32 32.08 72.72 77.46 77.10 16.70 47.50 35.85 15.59 74.69 71.99 67.70 53.80 104.14 39.28 26.71 65.39 46.41 5.49 25.38 18.85 199.02 72.69 12.72 72.00 71.09 15.67 59.27 33.15 131.80 31.07 31.90 67.22 22.30 25.61 66.90 51.29 59.23 5.28 20.45 32.53 34.76 33.40 30.91 10.73 0.00 61.04 4.81 31.30 13.87 8.25 6.27 30.47 14.85 27.99 19.27 10.46 -1.00 1.42 80.37 7.49 2.87 5.51 23.82 8.70 0.62 49.80 25.85 1.86 10.95 1.73 6.87 17.88 0.23 15.55 3.12 -3.08 13.84 4.60 22.29 0.00 5.55 15.30 0.84 25.89 5.27 1.32% 0.63% 1.43% 0.72% 0.07% 0.69% 0.82% 0.77% 0.96% 0.90% 0.94% 0.93% 1.48% 0.97% 1.06% 0.66% 0.90% 0.72% 0.84% 0.72% 0.73% 0.64% 1.05% 0.63% 0.77% 0.74% 0.55% 0.91% 0.73% 1.11% 0.84% 1.93% 1.29% 0.58% 1.18% 1.23% 0.71% 0.79% 0.66% 1.73% 0.57% 1.28% 1.37% 1.00% 1.10% (272.19) 79.19 (80.51) 8.64 (185.98) 60.04 (38.06) 26.96 (60.61) (59.78) 37.86 (20.72) (16.70) (86.48) (60.23) (10.22) (7.44) (186.92) (14.11) (12.74) (54.06) (34.68) 60.17 (28.97) 51.97 123.80 (288.23) 12.67 (26.27) 13.91 16.52 46.95 2.20 (6.22) (5.52) 193.07 (15.90) 40.80 (0.22) 23.63 (92.80) (46.13) 15.12 (12.87) EFTA00288280

--=PAGE_BREAK=--

GOOG US Equity GS US Equity GSK LN Equity GSZ FP Equity HAL US Equity HD US Equity HMB SS Equity HON US Equity HPQ US Equity HSBA LN Equity IBE SM Equity IBM US Equity IMT LN Equity INTC US Equity ISP IM Equity ITUB US Equity ITUB4 BZ Equity ITW US Equity ITX SM Equity JCI US Equity JNJ US Equity JPM US Equity KMB US Equity KMI US Equity KO US Equity LBTYA US Equity LBTYK US Equity LIN GR Equity LLOY LN Equity LLY US Equity LMT US Equity LNKD US Equity LOW US Equity LVS US Equity LYB US Equity MA US Equity MAERSKB DC Equity MC FP Equity MCD US Equity MCK US Equity MDLZ US Equity MDT US Equity MET US Equity MFC CN Equity MHS US Equity MMM US Equity MO US Equity 1,842 (103) 855 1,232 1,136 5,796 2,146 76 1,450 121 1,741 1,133 4,030 51 92 2,861 290 5,010 256 259 290 25 (31) 690 (1) 548 223 (269) 1,219 1,109 5,328 296 31 2,754 6,952 845 2,293 7,934 413 8,280 5,707 9,414 6,395 8,000 11,930 7,393 4,565 7,501 5,765 12,188 12,041 5,699 2,863 4,065 14,011 (3,652) 2,995 15,364 5,109 9,646 (6,775) (5,570) 8,087 2,037 4,536 2,016 (2,461) 7,829 5,447 2,297 14,148 4,713 2,181 13,641 20,811 7,556 4,802 5,485 21,331 9,167 878.06 26.21 24.93 49.49 66.67 61.10 25.45 10.16 5.56 193.43 36.36 24.19 1.93 15.39 15.40 67.84 146.45 41.93 73.04 52.29 107.40 33.81 38.83 198.03 0.89 58.93 122.48 183.83 48.35 61.33 59.29 8,212.58 184.12 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,073.37 154.28 25.74 27.19 59.02 76.13 41.19 90.78 32.84 10.33 6.63 197.49 41.56 26.47 3.29 15.66 15.74 81.69 146.43 45.98 96.86 54.91 110.28 32.36 38.66 78.14 75.59 197.27 1.20 58.92 155.79 167.18 46.74 75.06 87.92 70.96 11,305.19 195.68 99.80 167.30 34.47 57.66 49.33 18.29 #N/AN/A 132.93 38.05 19.33 -2.19 10.82 22.43 22.53 68.51 23.67 2.50 31.27 2.85 20.17 15.53 50.60 1.07 1.39 27.21 0.01 8.79 64.90 477 5.26 6.14 1.09 0.64 29.85 ~0.02 31.99 447 4.66 15.24 58.99 33.01 7.72 1.40 32.83 40.07 10.80 58.94 0.00 63.07 8.62 1.15% 59.82 0.83% (48.98) 0.84% (16.33) 0.86% 170.65 0.63% (4.56) 0.71% 20.57 1.23% 64.57 0.67% (12.10) 0.62% (34.03) 0.74% 52.66 0.71% 164.51 0.61% 77.44 1.40% (119.60) 1.65% (7.90) 1.62% (9.80) 0.75% 61.09 0.97% 7.86 1.10% 10.17 0.50% 20.85 1.05% (51.56) 0.51% 5.13 0.70% 5.85 0.42% 11.60 0.59% 10.09 1.13% (53.16) 0.69% 28.91 0.85% 22.82 2.03% 2.18 0.74% 50.36 1.47% (3.21) 0.82% 17.97 1.14% (366.15) 0.81% 7.12 1.02% 23.15 0.61% 39.19 1.03% (58.60) 0.81% (10.73) 1.17% 0.59% (8.34) 0.52% 64.25 EFTA00288281

--=PAGE_BREAK=--

MON US Equity MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity NOVOB DC Equity NSC US Equity NVS US Equity OGXP3 BZ Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PBR/A US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PETR4 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity PNC US Equity POT CN Equity POT US Equity PRU LN Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity QQQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 514 1,326 20 873 712 462 4,703 1,412 865 1,783 223 3,785 303 5,656 511 1,558 4,403 4,017 832 1,376 (63) (48) (96) 682 (38) 121 (70) (107) 1,887 244 137 567 7,336 632 1,200 1,999 2,246 2,831 294 36 253 11,917 11,769 396 8,007 6,116 9,956 14,649 (4,731) 9,821 13,061 2,470 4,498 8,176 18,291 9,444 9,797 15,510 (4,107) 6,019 7,995 7,355 (1,013) (2,236) 3,043 1,134 8,118 (1,052) (2,498) 13,097 8,334 (8,133) 9,010 10,521 11,140 6,030 16,340 12,547 11,952 6,737 7,386 6,990 106.02 50.18 27.57 35.30 197.70 31.52 72.62 34.95 69.64 11.94 66.10 3.96 76.64 63.81 40.35 80.78 65.07 4.39 13.03 33.68 95.03 13.30 13.87 956.05 253.57 82.28 6.54 6.95 26.10 78.47 85.47 76.60 12.76 160.09 64.65 113.54 66.83 68.46 52.22 73.50 76.36 110.59 47.42 55.84 28.95 39.15 220.70 32.98 10.15 95.93 24.52 75.77 13.57 72.06 7.30 79.47 83.54 42.53 93.62 83.54 0.10 166.79 14.83 39.47 94.23 13.94 14.47 1,170.37 245.45 83.51 6.98 7.25 29.86 80.77 34.35 84.03 81.43 33.85 33.86 21.66 169.17 77.51 127.43 78.79 84.68 54.51 73.86 79.13 5.60 12.94 3.98 12.03 20.32 5.94 44.73 20.68 13.11 29.88 9.32 57.54 4.72 41.04 5.93 20.63 35.58 47.39 9.69 16.34 -1.03 2.33 -2.09 15.04 3.59 3.11 -3.06 1.87 17.37 6.61 2.66 7.97 65.23 11.77 21.40 22.58 22.80 32.98 455 1.05 7.35 0.77% 0.87% 1.26% 0.91% 0.57% 0.78% 0.72% 144% 0.67% 0.46% 0.97% 1.46% 0.78% 0.75% 0.91% 0.77% 0.80% 2.06% 1.43% 1.05% 0.83% 2.05% 2.06% 1.49% 0.92% 0.48% 2.17% 2.30% 0.83% 0.44% 0.63% 0.79% 1.07% 0.48% 0.93% 0.54% 0.79% 0.72% 0.96% 0.47% 0.49% (128.07) (51.83) 4.49 (47.40) (38.84) (72.83) 94.95 (41.57) (218.71) (23.70) 10.85 (187.45) 128.84 23.99 (95.90) 37.47 159.44 236.53 (27.14) 25.14 33.98 (0.40) (6.05) 29.15 (0.11) 7.45 (2.75) (11.11) (115.85) (6.39) (79.93) 37.51 (91.20) 18.41 56.41 (26.47) 115.77 13.21 131.02 40.27 42.48 EFTA00288282

--=PAGE_BREAK=--

RDSA LN Equity RDSA NA Equity RDSB LN Equity REGN US Equity RIO AU Equity RIO LN Equity RIO US Equity ROG VX Equity RY CN Equity SAB LN Equity SAN FP Equity SAN SM Equity SAN US Equity SAP GR Equity SAP US Equity SBUX US Equity SGO FP Equity SI US Equity SIE GR Equity SLB US Equity SMSN LI Equity SO US Equity SPG US Equity SREN VX Equity STAN LN Equity STLNO Equity STT US Equity SU CN Equity SU FP Equity SU US Equity SWEDA SS Equity SYNN VX Equity T US Equity TD CN Equity TEF SM Equity TEF US Equity TGT US Equity TJX US Equity TLS AU Equity TLSN SS Equity TM US Equity TMO US Equity TOT US Equity TRP CN Equity TRV US Equity TSCO LN Equity TWCUS Equity 273 14 266 (260) 19 136 242 5,977 135 741 (14) 1,068 918 (99) (77) (124) 2,647 677 826 1,537 (123) 223 116 1,576 (40) 786 (156) 328 214 (375) (12) 234 92 109 576 1,401 299 391 8,440 866 114 915 616 4,675 6,544 6,969 6,240 3,506 4,819 4,934 17,035 8,293 9,453 (2,550) 7,933 6,290 5,241 5,649 1,631 7,836 5,671 5,345 7,174 (6,021) 9,151 5,374 10,006 (2,940) 9,825 2,205 6,518 6,088 (6,455) (515) 8,245 4,176 3,406 (8,574) 5,695 7,919 (5,442) 10,218 6,885 8,267 (5,918) 5,234 34.83 36.74 37.90 302.26 59.40 54.83 54.04 212.78 65.48 48.63 102.66 8.46 8.45 80.58 80.61 74.67 44.08 118.49 114.81 81.27 643.80 43.58 164.07 80.46 22.09 26.16 68.78 84.31 24.78 359.52 34.46 45.38 15.65 15.52 63.57 46.52 4.60 115.49 63.59 60.09 84.26 5.65 120.22 36.87 36.82 39.35 290.17 59.72 56.38 56.69 287.45 66.54 52.44 103.23 9.60 9.68 79.09 79.53 69.37 58.98 132.64 132.56 98.68 656.98 44.64 167.62 93.14 22.39 28.25 64.23 36.13 88.56 36.13 25.65 380.38 35.24 46.67 16.00 16.01 59.30 57.96 4.78 6.80 107.19 116.11 67.64 46.74 85.42 4.78 134.37 12.03 0.46 7.04 2.54 0.46 2.20 3.78 56.81 3.21 8.53 ~0.64 13.65 13.81 2.24 1.52 -7.40 30.52 11.73 16.54 31.95 2.04 4.36 3.73 20.67 1.28 11.58 6.09 4.79 3.08 8.66 3.75 4.98 2.78 3.50 10.86 30.72 6.70 7.20 94.73 16.14 3.01 14.82 13.01 0.49% 0.45% 0.54% 1.64% 1.19% 1.28% 1.30% 0.62% 0.51% 0.92% 0.87% 0.99% 1.06% 0.84% 0.90% 1.03% 1.11% 1.02% 0.93% 0.67% 1.00% 0.56% 0.58% 0.76% 1.07% 0.69% 1.16% 1.05% 1.14% 0.67% 0.60% 0.57% 0.79% 0.91% 0.62% 0.80% 0.56% 1.00% 0.87% 0.78% 0.46% 1.04% 0.90% 14.29 5.10 3.86 (35.64) (35.02) 55.97 85.92 163.26 27.61 104.54 5.66 (138.78) 75.37 (13.37) 44.58 (0.07) (233.63) (45.53) (52.81) 133.53 (49.25) 34.04 19.39 (81.99) (33.44) 127.83 5.19 (45.04) (49.19) 2.50 (1.29) 54.86 10.78 33.96 (52.65) (5.08) 9.30 (113.93) (12.48) 173.87 21.43 (74.72) 20.32 EFTA00288283

--=PAGE_BREAK=--

TWX US Equity (222) 4,437 66.24 63.08 5.60 0.90% (10.62) TXN US Equity 3,626 12,205 34.93 45.30 33.27 0.89% 40.67 TYC US Equity 9,523 24,080 29.17 40.70 53.23 0.74% (65.67) UBS US Equity 128 5,489 19.43 19.89 2.44 0.95% (62.28) UBSN VX Equity 112 5,158 19.51 19.93 2.38 0.92% (67.44) UCG IM Equity 2,941 5,391 5.58 8.63 33.29 1.64% (64.01) ULVR LN Equity 277 6,601 42.76 44.56 4.83 0.87% 86.30 UNA NA Equity 256 7,339 41.35 42.79 4.64 0.75% 66.59 UNH US Equity 2,318 10,191 64.28 78.91 29.34 0.78% (60.58) UNP US Equity 1,190 12,014 165.36 181.75 14.30 0.69% (39.58) UPS US Equity 3,035 14,806 79.87 96.24 43.48 0.47% (48.29) USB US Equity 2,415 14,238 34.71 40.60 25.50 0.67% (10.12) UTX US Equity 6,035 15,190 82.05 114.65 48.71 0.82% 71.16 V US Equity 983 1,685 126.50 200.26 55.70 1.05% 40.51 VALE US Equity 28 (2,448) 15.05 14.87 0.81 1.42% (29.22) VALE3 BZ Equity 27 (2,939) 15.07 14.93 0.61 1.53% (32.44) VIAB US Equity 3,374 9,272 60.42 82.40 40.32 0.90% 21.72 VIV EP Equity 150 2,668 26.19 27.66 7.18 0.78% (7.58) VMW US Equity 615 4,785 89.16 100.62 8.41 1.53% 36.83 VOD LN Equity 269 (3,077) 3.90 3.56 8.01 1.09% 36.30 VOD US Equity 260 (2,970) 38.87 35.47 8.03 1.09% 18.44 VOW3 GR Equity 90 2,383 256.35 266.08 3.22 1.18% (30.46) VRX CN Equity 443 1,611 92.95 118.49 15.54 1.77% (41.42) VRX US Equity 512 1,880 93.20 118.58 15.96 1.71% (57.04) VTIUS Equity 470 5,134 86.91 94.87 17.20 0.53% 12.73 VWO US Equity . 1,071 41.25 41.25 0.00 0.83% 0.67 VZ US Equity 176 (4,936) 48.81 47.08 7.91 0.45% 13.24 WBC AU Equity 410 6,950 30.53 32.33 6.60 0.90% (50.60) WES AU Equity 249 8,616 38.65 39.77 4.27 0.68% (65.04) WFC US Equity 2,782 11,582 38.70 47.99 38.00 0.63% (63.44) WLP US Equity 2,890 10,369 74.31 95.03 35.72 0.78% (41.82) WMT US Equity 170 7,009 75.45 77.28 4.86 0.50% 64.21 WOW AU Equity 33.72 c XOM US Equity 1,024 13,076 90.48 97.56 12.96 0.60% 119.26 XTA LN Equity : 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 33.44 Cc YUM US Equity 130 7,151 73.86 75.20 1.96 0.93% 54.11 ZURN VX Equity (335) 7,208 293.14 280.13 6.16 0.75% (99.18) Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost {in USD) Days Vol (in USD) SPX Index 16,038 62,272 1,455.70 1,830.61 41.06 0.63% NDX Index 8,488 37,348 2,831.19 3,474.63 24.68 0.92% RTY Index 6,812 23,963 868.48 1,115.35 29.72 0.96% 108.44 EFTA00288284

--=PAGE_BREAK=--

SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 387 225 (442) 2,834 7,961 1,559 8,690 6,648 6,945 6,302 23,836 4,976 5,467 7,637 10,183 9,015 6,876 1,740 15 5,847 1,836 1,183 1,304 936 (94) 554 139 1,184 698 33,855 (16) 4,405 (6) 5,136 733 1,983 5,490 322 2,253 365 3,508 10,744 6,017 10,164 3,771 28,839 (20,915) 9,314 (4,326) 39,964 36,674 20,042 39,643 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,811 38,048 40,933 23,118 9,226 19,369 24,683 (21,271) 25,594 27,286 2,843 27,445 (26,960) 29,082 21,983 73,231 1,052 (3,116) 14,269 5,352 13,610 9,939 12,860 16,147 10,839 6,572 7,840 14,930 24,346 43,407 28,526 47,032 12,859.70 3,142.45 23,343.34 725.60 10,288.22 10,610.77 5,625.45 11,555.29 8,219.63 23,118.94 8,026.78 4,246.25 6.63 484.27 3,610.75 1,665.29 100.82 8,513.93 191.41 3,409.40 1,282.88 85.16 39.64 3,920.67 141.17 2,912.65 344.53 1.85 4,890.10 444.47 41.74 67.42 184.03 41.26 15.57 39.06 30.80 38.20 41.85 46.72 85.67 37.57 38.87 400.51 520.28 366.14 13,032.05 3,108.59 23,348.97 799.73 11,017.92 12,914.20 6,062.97 14,088.24 9,459.38 29,473.77 10,109.42 6,770.34 7.51 546.95 4,237.41 2,080.80 124.71 9,944.07 205.82 3,414.99 1,670.17 91.49 37.44 4,120.40 #N/AN/A 136.63 2,971.44 342.75 192 5,045.45 649.95 41.74 67.77 240.84 41.22 21.45 41.94 35.55 51.19 43.09 62.73 89.66 46.40 56.02 456.03 705.67 395.49 2.76 1.38 0.02 10.19 11.81 25.54 11.23 24.71 25.49 29.07 27.59 65.83 26.47 20.09 26.73 40.53 29.15 19.12 8.90 0.15 26.35 10.65 2.57 5.49 458 3.29 2.65 0.66 5.78 4.04 106.47 0.00 0.99 40.90 ~0.60 52.35 13.91 19.70 45.56 7.74 41.85 7.04 29.63 $1.32 22.74 30.37 11.81 0.49% 0.78% 1.31% 1.00% 0.60% 0.85% 0.69% 0.89% 0.59% 0.95% 0.94% 0.90% 0.50% 0.64% 0.65% 0.62% 0.81% 0.88% 0.85% 1.09% 1.15% 0.70% 2.16% 0.93% 0.75% 1.01% 0.76% 0.79% 0.70% 0.79% 0.43% 0.85% 0.52% 0.75% 0.17% 0.72% 0.53% 0.78% 0.75% 0.38% 0.82% 0.66% 0.79% 0.86% 0.61% 1.17% 0.68% 44.13 (133.65) (43.60) 41.61 123.36 (107.77) (15.19) (321.04) (150.99) 15.11 (248.26) (248.87) (175.45) (20.86) (150.13) 40.74 38.43 (15.20) 39.54 17.84 (22.36) (265.02) (2.24) (11.48) 83.33 22.14 149.76 64.00 147.59 123.28 88.77 69.48 112.24 148.21 195.26 (92.82) (57.07) EFTA00288285

--=PAGE_BREAK=--

SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXS5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 6,098 1,955 11,033 4,569 1,075 21,970 2,609 2,116 10,840 545 (178) 9,714 20,030 5,933 6,722 1,016 (31) 1,439 3,492 (525) 3,103 2,568 323 925 218 3,855 4,900 3,579 4,271 3,017 32,224 8,825 3,648 10,973 3,125 56 1,341 (31) 185 4,020 1,614 36,148 38,769 28,923 28,384 22,842 61,074 25,840 17,778 40,949 26,331 10,562 35,766 39,247 18,886 40,148 3,780 (12,623) (19,698) 29,347 16,608 (19,682) 53,418 11,341 (72,133) 58,228 52,225 (28,355) 7,918 11,341 77,381 77,996 80,015 77,569 77,869 78,270 54,986 78,610 50,187 67,396 32,135 29,561 (5,304) (31,592) 66,678 60,590 355.66 447.48 222.31 482.69 669.69 609.16 917.36 343.07 381.12 793.71 434.69 261.12 172.05 159.85 3,709.25 5,050.79 21.74 108.90 99.19 3.77 91.39 220.12 763.32 1,245.64 214.97 1,495.06 821.88 168.29 220.89 357.33 477.05 348.46 1,678.68 1,243.17 336.92 1,616.23 1,327.30 392.28 729.23 343.60 425.98 83.13 466.17 1,006.05 1,491.70 415.66 470.04 307.11 560.39 701.20 828.28 1,009.97 383.89 482.02 810.13 427.48 332.04 259.86 210.06 4,330.33 5,050.79 19.99 109.07 104.05 4.56 93.83 232.91 763.32 1,201.29 216.16 1,521.55 815.55 168.29 220.89 375.13 507.02 364.05 1,771.11 1,291.33 475.64 1,875.64 1,388.89 478.05 763.04 344.20 445.30 83.61 463.44 1,066.70 1,531.44 32.44 9.19 53.22 20.36 7.99 61.96 13.09 14.71 29.98 3.14 2.55 44.96 62.88 26.73 23.88 0.00 9.44 0.20 5.83 11.57 3.72 74.00 0.00 9.58 1.35 3.77 2.58 0.00 0.00 18.63 25.18 17.60 21.35 14.54 190.50 62.71 17.66 85.88 15.31 0.54 15.55 0.73 1.70 22.40 8.00 0.52% 26.50 o.ss% |) ai87i) 0.72% (166.14) 0.79% (361.45) 0.59% 112.50 0.58% 98.47 0.77% 8.75 0.81% (259.32) 0.88% 0.66% 231.62 0.66% 19.45 0.60% (340.48) ) 1.18% (265.47) 0.70% (7.80) 0.53% 33.55 0.85% 4.30 0.78% (318.84) 0.84% 92.00 1.82% (261.04) 0.72% (264.94) 0.08% 36.57 0.12% (9.35) 0.37% 63.37 0.41% 268.39 0.47% 216.05 0.30% 51.76 0.36% (22.52) 0.24% 0.27% © (467.22) 0.25% 0.25% 0.26% (413.77) 0.22% (375.06) 0.26% (190.63) 0.26% (489.97) 0.25% (200.20) 0.30% (446.33) 0.33% (220.14) 0.29% (134.73) 0.80% 42.54 0.34% 147.42 0.27% (250.96) 0.33% (71.41) EFTA00288286