Atorus, LLC 4/18/2014 Current Date: changeonDay: ___|___—0.02% Total Return since 1/1/12: scrwencanseon] 712M Return: 36.74% Day 190 Day Return: -2.06% Neoftostions =f 730 Day Return: 2.46% (+MTM) on Day Current Long Exposure @ Cost: 4,891,174 er iiiiahn ie Current Short Exposure @ Cost: on Day Net Exposure: Current No. of aad Starting Capital: Positions: Current NAV: 795,502 nn ere (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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: [HU BEBE 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. T24M Sharpe Ratio: Historical Sharpe & Notes: 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. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— NAV 1,000,000.00 600,000.00 + T T T T T cr ae a ae Gn Sy AS 8” OY Ad” 0” oY 0” .o” AO” AY 0” Ao” 0” AAAITA LAREN UTA LAREN ARENAS ARN CARNE T PEM PE AME MPH PHAM SPE AE PH WE Pg” EFTA00288287

--=PAGE_BREAK=--

Atorus, LLC 4/18/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _sSecurity =| __ Notional _|%of Total Notional | _—‘Security _'| MTMGain | % Total NAV | 24 Positions 45 Positions | 25.93%] TGT US Equity (8,574) 0.16% MAERSKB DC Equity 5,497 0.31% ZA_TSY CREDIT (8,653) 0.16% AEX Index 5,583 0.31% 941 HK Equity (9,455) 0.17% NOVN VX Equity 5,873 0.33% XAG Curncy (12,623) 0.23% ROG VX Equity 6,029 0.34% XAU Comdty (19,682) 0.36% XLI US Equity 6,150 0.34% CO1 Comdty (19,698) 0.36% SX7E Index 6,185 0.34% MEXBOL Index (20,915) 0.39% HON US Equity 6,278 0.35% INDEXCF Index (21,271) 0.39% SXXP Index 6,380 0.36% JP_TSY CREDIT (22,684) 0.42% EDF FP Equity 6,462 0.36% SHCOMP Index (26,960) 0.50% SX6P Index 6,616 0.37% SE_TSY CREDIT (36,359) 0.67% ASE Index 6,682 0.37% SPX Index 62,272 1.15% DAI GR Equity 6,695 0.37% DK_TSY CREDIT 67,396 1.24% PSI20 Index 6,697 0.37% CH_TSY CREDIT 68,798 1.27% UTX US Equity 6,782 0.38% CA_TSY CREDIT (72,133) 1.33% SMI Index 6,831 0.38% STBCNZL Index 73,231 1.35% ACA FP Equity 6,948 0.39% GB_TSY CREDIT 75,587 1.39% SXSE Index 7,055 0.39% AT_TSY CREDIT 77,381 1.43% HEX Index 7,187 0.40% BE_TSY CREDIT 77,996 1.44% FTSEMIB Index 7,375 0.41% 1E_TSY CREDIT 78,270 144% RTY Index 7,434 0.41% NL_TSY CREDIT 78,610 1.45% MDT US Equity 7,481 0.42% FR_TSY CREDIT 79,196 1.46% PRU LN Equity 7,726 0.43% FI_TSY CREDIT 80,015 147% DAX Index 8,269 0.46% DE_TSY CREDIT 80,183 1.48% SXMP Index 8,394 0.47% BEL20 Index 8,413 0.47% TMO US Equity 8,966 0.50% MMM US Equity 8,991 0.50% BAC US Equity 9,016 0.50% INAV Impact of MTM by Category & Exposure IBEX Index 9,182 0.51% Listed Equitytong | 0 IT_TS¥ CREDIT 9,172 051% Listed Equity Short | _—.008% NDX Index 9,278 0.52% lEquityComtong |S KFX index 9,622 0.54% fEquityCom Short -0.023% LUXXX Index 10,175 057% c2oRatestong | -0.007% TYC US Equity 10,706 0.60% SXAP Index 11,139 0.62% XLV US Equity 11,289 0.63% ES_TSY CREDIT 11,301 0.63% SXIP Index 11,334 0.63% SXOP Index 11,457 0.64% SPX Index 17,503 0.97% EFTA00288288

--=PAGE_BREAK=--

[20 EMEA Long Temes shore] AMER Long | 3 PAMERShort 38 | | EquityComtong | | EquityComShort | G20Ratestong 9 | | G20RatesShort P3582 | otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) SXTP Index SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index 21,533 22,639 23,933 32,805 34,590 1.20% 1.26% 1.33% 1.83% 1.93% $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) @ APAC Long @ APAC Short @ EMEA Long m EMEA Short m AMER Long m AMER Short ® EquityCom Long ® EquityCom Short © G20 Rates Long ® G20 Rates Short EFTA00288289

--=PAGE_BREAK=--

Atorus, LLC 4/18/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 1,000,000 2,000,000 1,000,000 > if SY PP Po ab STS” 8 SP ow Sof SPS” | cazoone cto s a\ Ru Rts At a Au oN Ru o (2,000,000) (1,000,000) (3,000,000) APAC —_— EMEA ome AMER —= EquityCom G20 Rates owen NexEposure RHS 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 T T T T a7 v v “) T T T T r > > ~ | yb > CCS or oS oY oe & oe eo we w ow wo w YW PN a a a a nt? EFTA00288290

--=PAGE_BREAK=--

Atorus, LLC 4/18/2014 Current Gross Notional Risk by Category 214,213 559,816 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 — MSCIWorld 115 ATORUS 0.95 O75 + T T T T T T T T T T T T T F&F PPP HP PH Pe Ss Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% ——— Rolling30DayRe 100% alizedVol 0.80% EFTA00288291

--=PAGE_BREAK=--

Atorus, LLC 4/18/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) —— P/L Vol Days by Position 10.00 0.00 MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | ass MTM Gains(Losses) % of NAV "Signficant™ EFTA00288292

--=PAGE_BREAK=--

Atorus, LLC 4/18/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MTM Gain/(Loss) | Exp. 2 Cost (in USD) 000270 Ks can (12) 57.25 56.74 0.78 1.14% 7.62 005380 KS Equity 145 3,149 224.39 234.73 3.93 1.17% 41.56 005490 KS Equity (288) (3,011) 272.57 298.67 9.25 1.04% (10.68) 005930 KS Equity (203) (5,603) 1,278.08 1,324.45 3.92 0.93% (17.31) 012330 KS Equity 1,199 5,584 247.00 300.07 22.47 0.96% 98.03 1 HK Equity 1,097 11,441 HN/AN/A 11.88 0.81% 1299 HK Equity 345 5,954 HN/AN/A 6.25 0.93% 13 HK Equity 2,657 12,243 HN/AN/A 23.72 0.92% 16 HK Equity HN/AN/A 27 HK Equity (14) 123 HN/AN/A -4.60 1.91% 2914 JP Equity 18 (3,774) 32.46 31.45 3.14 1.00% 11.16 3382 JP Equity (7) 1,329 37.70 37.51 0.48 1.03% (5.10) 4063 JP Equity 59.62 . 4502 JP Equity (15) (2,452) 44.06 44.32 0.66 0.90% 4.17 4689 JP Equity (40) (1,783) 4.60 471 1.13 1.97% (18.46) 5 HK Equity (52) (3,197) HN/AN/A -1.98 0.83% 5108 JP Equity (4) (638) 34.46 34.67 0.62 0.98% (3.87) 5401 JP Equity 247 (4,349) 2.87 271 4.64 1.23% 5.93 6301 JP Equity (16) (1,651) 20.69 20.89 0.79 1.21% 26.47 6752 JP Equity 10.83 : 6902 JP Equity 46.18 . 6954 JP Equity 975 6,393 6,392.98 181.70 11.90 1.28% 19.94 7201 JP Equity 26 (2,999) (3,742.97) 8.78 0.90 0.97% 19.28 7203 JP Equity 140 (4,207) (5,259.85) 54.22 3.19 1.04% (43.06) 7267 JP Equity 250 (3,126) (4,885.01) 33.51 7.79 1.03% 39.58 762 HK Equity 29 (3,929) (5,161.69) #N/AN/A 0.67 1.11% 7751 JP Equity (23) (5,492) (6,865.02) 31.57 0.51 0.82% 10.19 8031 JP Equity (64) (3,821)—«(4,775.88) 14.33 1.43 1.17% 2.23 8058 JP Equity 44 (2,805) (4,383.01) 18.03 1.64 0.96% 15.47 8306 JP Equity 60 (3,668) (4,603.66) 5.54 1.17 1.39% (12.43) 8316 JP Equity 43 (1,984) (2,000.57) 40.25 1.66 1.32% 4.20 8411 JP Equity (2) (414) 197 0.81 0.72% 0.42 8604 JP Equity 202 (3,335) (3,504.39) 6.08 477 1.27% 15.17 8801 JP Equity (6) 2,449 30.50 30.43 0.16 1.48% 33.06 8802 JP Equity 339 (4,007) 24.84 22.73 5.73 1.48% (7.41) 9020 JP Equity 141 (5,379) 75.21 73.23 2.14 1.23% 12.87 941 HK Equity 843 (9,455) HN/AN/A 7.78 1.15% 9432 JP Equity (72) 6,077 53.19 52.57 1.01 1.17% 5.88 9433 JP Equity (95) (3,334) 51.14 52.59 2.05 1.39% 1.24 9437 JP Equity 84 (6,149) 15.59 15.38 1.45 0.94% 16.21 9983 JP Equity (2) (252) 326.88 330.01 0.66 1.46% (2.39) EFTA00288293

--=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 (18) 65 642 593 (45) 69 7 427 (19) 146 146 6,948 399 111 26 (11) 1,999 100 179 552 5,201 890 11 526 (124) 26 2,092 3,484 2,943 3,364 65 9,016 75 884 416 (5) (97) 37 (90) 1,183 27 126 42 (180) 6,302 6,661 6,962 2,296 4,344 4,143 8,888 4,097 (3,366) (3,243) 5,408 8,089 10,703 2,142 3,645 9,698 8,248 4,012 1,305 1,115 1,115 22,886 10,655 (4,757) 7,345 (5,496) 2,501 10,373 12,676 12,119 12,812 4,613 10,884 2,977 7,333 6,954 1,677 956 (871) 3,222 3,172 (2,626) 5,790 4,800 3,122 2,447 67.40 74.20 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A $31 1.59 13.29 11.67 “1.51 1.85 2.12 6.67 0.62 2.95 3.12 102.32 11.54 1.21 1.72 0.44 15.74 2.06 5.31 38.59 0.00 0.00 20.02 14.43 0.17 9.40 -3.29 0.82 21.52 36.98 37.97 37.24 1.58 84.28 1.85 12.53 747 0.35 0.00 5.27 0.92 0.67 -3.28 20.43 1.10 2.91 1.60 1.90% 0.65% 0.72% 0.73% 1.31% 0.87% 0.88% 0.72% 0.74% 147% 1.44% 1.26% 0.43% 0.86% 0.69% 0.66% 1.31% 0.59% 0.84% 1.10% 0.70% 0.72% 1.13% 0.58% 1.33% 0.76% 0.69% 1.27% 0.94% 0.74% 0.64% 0.70% 0.89% 0.98% 1.36% 0.96% 0.80% 0.87% 0.88% 2.11% 1.69% 1.73% 1.05% 1.00% 0.52% 1.38% 1.06% (0.40) EFTA00288294

--=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 (300) 221 341 200 (6) 219 150 13 488 1,424 (44) (57) 1,203 215 398 759 542 463 128 620 2,042 592 277 170 194 2,492 498 4,121 1,337 1,115 1,296 674 29 650 (35) 677 6 1,036 1,811 (635) 2,230 (3,503) 6,689 6,839 1,066 (3,330) 8,609 3,418 (3,396) 11,017 5,212 (2,933) 4,363 5,498 7,632 9,797 11,056 (6,537) 8,168 3,119 3,550 13,800 11,185 1,267 6,257 (1,739) 4,613 20,415 9,968 1,811 12,096 12,873 10,769 12,425 6,770 837 4,327 7,080 2,054 2,155 2,389 8,914 11,815 (6,566) 12,764 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A -11.92 3.15 4.58 10.70 0.17 3.38 4.37 0.38 7.96 24.76 “1.35 “1.83 19.18 5.44 6.03 11.20 611 7.62 2.43 19.86 23.62 8.55 19.40 2.84 0.25 448 24.49 9.96 0.23 39.36 14.16 13.41 14.84 14.39 0.00 1.37 13.04 1.13 31.91 0.33 15.76 24.93 16.30 32.14 0.72% 1.05% 1.09% 1.75% 0.98% 0.75% 1.01% 1.03% 0.56% 1.10% 1.11% 0.71% 1.14% 0.52% 0.67% 0.61% 1.36% 0.74% 1.68% 0.88% 0.63% 0.62% 1.13% 0.95% 1.68% 0.94% 0.50% 0.50% 0.93% 0.87% 0.73% 0.77% 0.70% 0.69% 0.66% 0.50% 0.70% 1.53% 0.98% 0.80% 0.74% 0.61% 0.59% 0.54% EFTA00288295

--=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 FDX 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 6,695 2,864 3,978 750 4,505 (14) 1,647 70 2,306 161 612 2,331 27 1,272 7 209 6,462 510 190 425 2,279 780 14 2,355 1,873 170 869 100 (239) 922 210 (58) (53) 1,306 200 2,537 (85) 833 663 (35) 3,380 39 13,908 677 12,908 8,377 8,537 10,090 2,332 1,068 9,908 975 1,168 7,396 660 2,988 10,622 5,733 11,143 6,678 9,210 9,189 10,986 8,739 9,023 8,175 10,345 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 3,763 2,491 3,508 3,236 13,022 4,069 13,140 (2,191) 17,619 3,248 (3,693) 11,635 (2,394) #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 38.51 0.00 35.71 31.90 12.37 67.84 ~0.67 0.00 18.06 0.00 6.71 33.34 16.87 22.36 21.59 0.93 14.48 1.23 2.97 82.91 7.25 2.65 8.73 30.23 12.34 0.62 $1.26 24.89 2.63 13.38 1.64 10.36 18.30 0.11 14.81 1.42 1.34 15.01 6.55 29.88 -2.26 8.21 17.05 0.77 30.15 1.50 1.25% 1.24% 0.62% 1.49% 0.71% 0.66% 0.91% 0.78% 0.92% 0.86% 0.89% 0.94% 1.45% 0.92% 1.02% 0.52% 0.79% 0.94% 0.76% 0.85% 0.64% 0.82% 0.54% 0.92% 0.61% 0.73% 0.79% 0.57% 0.82% 0.66% 1.16% 0.80% 1.92% 1.26% 0.57% 1.16% 1.22% 0.67% 0.75% 0.65% 1.72% 0.58% 1.20% 1.24% 0.96% 1.10% EFTA00288296

--=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 1,253 (84) (31) 997 1,472 417 9 6,278 1,873 79 1,531 (119) 1,933 1,392 4,155 18 44 3,360 273 5,488 442 46 (122) (24) (44) (61) 265 614 121 (211) 998 1,259 (61) 5,497 309 (3) 82 2,845 7,481 1,148 1,641 8,991 466 5,520 (3,061) 5,707 10,538 6,395 4,190 (3,237) 11,930 7,393 4,565 7,501 5,217 12,756 12,041 5,699 2,863 3,252 14,011 (3,652) 2,995 15,364 912 9,903 (6,775) (2,785) (2,617) (2,761) 8,087 1,062 4,953 2,016 (2,461) 6,264 4,085 2,297 (1,563) 14,148 5,461 3,280 2,181 13,641 20,811 7,556 3,201 21,331 10,170 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 17.80 2.95 ~0.65 13.08 25.99 15.26 0.36 71.10 19.70 2.91 36.84 2.84 23.58 18.20 54.75 0.38 0.81 30.35 0.06 8.10 73.23 0.00 10.08 0.92 8.06 0.87 1.62 1.39 20.86 2.80 35.73 2.35 4.65 14.83 65.50 3.44 35.86 6.96 0.21 3.79 36.20 42.30 15.27 63.08 63.66 9.70 1.28% 0.93% 0.83% 0.72% 0.89% 0.65% 0.79% 0.74% 1.29% 0.59% 0.55% 0.80% 0.64% 0.64% 1.33% 1.65% 1.68% 0.79% 0.83% 1.13% 0.49% 0.92% 0.44% 0.74% 0.54% 1.06% 0.98% 0.54% 1.20% 0.68% 0.85% 2.09% 0.72% 1.65% 0.84% 1.14% 1.08% 0.81% 0.48% 0.99% 0.58% 0.85% 0.99% 0.81% 0.66% 0.47% EFTA00288297

--=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 QQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 755 1,491 42 1,053 885 460 4,943 1,528 855 2,109 305 3,861 591 5,873 736 1,858 4,648 4,018 124 915 1,486 107 (37) (64) 819 23 300 (57) (75) 341 248 835 (42) (88) 7,726 805 1,482 2,634 2,654 2,064 363 199 383 11,917 11,769 1,110 8,007 6,116 9,956 14,649 (4,731) 9,821 13,258 2,940 4,498 8,176 18,291 9,444 9,797 15,510 (4,107) 5,025 6,019 7,995 7,355 (1,080) (2,236) 3,043 2,458 8,639 (1,122) (2,498) 1,095 9,405 (8,133) 9,010 (1,382) (2,796) 10,521 11,399 6,030 16,340 12,547 7,968 8,267 7,386 7,888 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 8.12 15.30 2.97 14.12 24.13 6.38 47.84 22.47 13.56 31.29 11.13 57.97 8.69 45.96 8.44 24.77 40.57 45.73 3.75 14.00 18.42 1.74 1.56 1.29 17.07 0.92 7.31 2.22 1.24 0.00 8.95 471 11.50 -3.09 -3.32 68.15 15.66 26.89 27.90 29.23 35.08 6.27 5.83 10.18 0.78% 0.83% 1.28% 0.93% 0.60% 0.72% 0.71% 1.44% 0.64% 0.51% 0.93% 1.48% 0.83% 0.70% 0.92% 0.77% 0.74% 2.14% 0.66% 1.09% 1.01% 0.84% 2.21% 2.24% 1.58% 1.03% 0.47% 2.31% 2.40% 0.77% 0.40% 0.65% 0.81% 0.97% 0.95% 1.08% 0.45% 0.91% 0.58% 0.72% 0.74% 0.70% 0.46% 0.48% EFTA00288298

--=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 TWC US Equity 370 138 397 (70) (18) 28 117 6,029 138 499 (26) 1,180 1,013 (119) (68) (3) 2,970 784 895 1,661 (102) 355 189 150 (9) 1,055 (38) 115 494 69 109 (582) 286 161 167 493 1,502 289 354 8,966 914 (1) 243 832 668 6,505 7,159 7,417 6,240 3,506 4,819 4,934 17,035 8,293 9,453 (2,848) 8,103 6,290 5,241 5,649 (754) 7,836 5,671 5,345 7,697 (6,021) 9,151 7,477 4,002 (2,352) 9,825 1,457 8,181 6,518 5,593 3,653 (6,455) 2,356 8,245 5,265 3,917 (8,574) 5,695 7,919 (2,212) (5,442) 10,218 6,885 5,200 8,267 (6,286) 5,234 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 11.74 4.09 10.03 0.65 0.45 0.48 1.94 53.35 3.56 5.61 1.16 17.18 16.32 -2.57 1.31 ~0.36 33.95 13.30 18.40 31.64 “1.58 6.26 4.21 3.57 0.39 14.16 -2.29 1.80 6.85 1.56 2.85 “13.47 0.39 6.56 4.52 5.24 9.95 33.70 6.65 1.87 6.77 100.98 18.28 ~0.06 6.39 11.64 14.22 0.49% 0.47% 0.53% 1.73% 1.16% 1.22% 1.22% 0.66% 0.47% 0.94% 0.79% 0.85% 0.99% 0.88% 0.92% 1.00% 1.12% 1.04% 0.91% 0.68% 1.07% 0.62% 0.60% 1.05% 0.96% 0.76% 1.14% 0.78% 1.11% 0.79% 1.04% 0.67% 0.63% 0.53% 0.68% 0.81% 0.58% 0.78% 0.55% 0.96% 0.96% 0.87% 0.73% 0.51% 0.46% 1.14% 0.90% EFTA00288299

--=PAGE_BREAK=--

TWX US Equity (48) 4,244 #N/AN/A -1.30 0.88% TXN US Equity 3,779 12,205 #N/AN/A 33.11 0.94% TYC US Equity 10,706 24,080 #N/AN/A 56.61 0.79% UBS US Equity 235 5,489 #N/AN/A 4.62 0.93% UBSN VX Equity 170 5,158 #N/AN/A 3.74 0.88% UCG IM Equity 3,223 5,391 #N/AN/A 40.74 1.47% ULVR LN Equity 119 7,912 #N/AN/A 1.74 0.86% UNA NA Equity 86 8,805 #N/AN/A 1.31 0.74% UNH US Equity 1,769 10,191 #N/AN/A 20.15 0.86% UNP US Equity 1,652 12,014 #N/AN/A 20.16 0.68% UPS US Equity 3,318 14,806 #N/AN/A 47.07 0.48% USB US Equity 2,278 14,238 #N/AN/A 25.48 0.63% UTX US Equity 6,782 15,190 #N/AN/A 50.12 0.89% V US Equity 550 3,002 #N/AN/A 16.47 1.11% VALE US Equity 167 (2,448) #N/AN/A 4.15 1.65% VALE3 BZ Equity 212 (2,939) #N/AN/A 4.23 1.70% VIAB US Equity 3,596 9,272 #N/AN/A 42.59 0.91% VIV EP Equity 162 2,668 #N/AN/A 8.02 0.76% VMW US Equity 719 4,785 #N/AN/A 11.22 1.34% VOD LN Equity 241 (3,276) #N/AN/A 6.61 1.11% VOD US Equity 216 (3,163) #N/AN/A 6.22 1.10% VOW3 GR Equity 122 2,383 #N/AN/A 4.19 1.22% VRX CN Equity 486 1,611 #N/AN/A 18.58 1.62% VRX US Equity 576 1,880 #N/AN/A 18.99 1.61% VTIUS Equity 577 5,134 #N/AN/A 20.97 0.54% VWO US Equity (15) (1,182) #N/AN/A “1.51 0.85% VZ US Equity 125 (5,864) #N/AN/A 5.09 0.42% WBC AU Equity 454 6,950 #N/AN/A 8.24 0.79% WES AU Equity 336 8,616 #N/AN/A 6.16 0.63% WEC US Equity 3,094 11,582 #N/AN/A 43.64 0.61% WLP US Equity 2,471 10,369 #N/AN/A 27.36 0.87% WMT US Equity 194 7,009 #N/AN/A 5.56 0.50% WOW AU Equity 89 4,924 #N/AN/A 2.45 0.74% XOM US Equity 1,433 13,076 #N/AN/A 19.26 0.57% XTA LN Equity #N/AN/A YHOO US Equity (64) (890) #N/AN/A -4.03 1.79% YUM US Equity 260 7,151 #N/AN/A 4.44 0.82% ZURN VX Equity (297) 7,208 #N/AN/A 5.54 0.74% Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 17,503 62,272 #N/AN/A 44.44 0.63% NDX Index 9,278 37,348 #N/AN/A 27.02 0.92% RTY Index 7,434 23,963 #N/AN/A 33.69 0.92% EFTA00288300

--=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 XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 707 (33) (480) 3,271 8,269 4777 9,152 6,831 7,375 6,697 23,933 4,834 5,583 8,413 10,175 9,622 7,157 1,416 31 6,682 2,037 802 1,431 945 106 223 588 1,343 886 34,590 (16) (15) 4,785 (6) 5,495 825 2,184 6,150 462 1,201 651 3,953 11,289 6,380 11,139 3,408 28,839 (20,915) 9,414 (4,326) 39,964 36,674 20,042 39,643 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,975 38,048 40,933 23,118 9,226 19,369 24,683 (21,271) 25,594 27,286 10,616 29,992 (26,960) 29,082 21,983 73,231 (1,162) (779) 14,269 5,352 13,610 9,939 12,860 16,147 10,839 5,441 8,313 14,930 24,346 43,407 28,526 37,626 39.64 140.33 344.53 1.85 444.47 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 38.14 #N/AN/A #N/AN/A 141.73 #N/AN/A 337.02 1.93 #N/AN/A 654.41 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 5.18 0.32 0.25 10.39 13.73 25.95 13.50 28.60 28.43 30.95 29.92 64.30 26.57 23.06 31.29 42.22 30.94 20.79 7.68 0.33 26.82 12.34 2.15 6.24 458 0.95 0.96 2.76 6.73 5.58 107.50 1.64 3.65 44.23 ~0.62 60.19 14.34 21.66 49.14 11.55 27.25 11.44 33.09 56.51 24.36 31.65 13.30 0.47% 0.74% 1.39% 1.07% 0.60% 0.87% 0.66% 0.81% 0.55% 0.94% 0.92% 0.93% 0.49% 0.57% 0.61% 0.59% 0.82% 0.84% 0.80% 1.04% 1.29% 0.67% 0.90% 0.76% 1.05% 0.77% 0.79% 0.69% 0.72% 0.44% 0.86% 0.52% 0.76% 0.17% 0.67% 0.58% 0.78% 0.78% 0.37% 0.81% 0.69% 0.80% 0.82% 0.60% 1.23% 0.68% 71.32 41.46 EFTA00288301

--=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 SXSE 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 MyY_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 6,616 2,427 11,334 4,994 880 22,639 2,767 2,164 11,457 636 (93) 8,394 21,533 6,185 7,055 45 1,230 (114) 1,521 4,290 (12) 3,108 (47) 2,829 130 549 252 55 20 4,091 5,255 3,802 4,507 3,200 32,805 9,172 3,878 11,301 3,436 (3) 1,246 (90) 314 3,868 1,815 36,994 38,769 28,923 28,384 24,010 61,074 25,840 17,778 41,808 28,017 13,747 28,612 39,247 18,886 40,148 15,236 (12,623) (19,698) 30,849 17,194 (19,682) 53,418 13,774 (72,133) 46,583 52,225 (22,684) 38,077 53,041 77,381 77,996 80,015 79,196 80,183 78,270 54,986 78,610 50,187 67,396 19,281 31,505 (8,653) (36,359) 68,798 75,587 21.74 99.40 3.79 763.40 1,245.64 214.97 1,495.06 821.88 168.69 220.87 357.33 477.05 348.46 1,680.58 1,244.62 336.92 1,616.07 1,327.30 392.28 729.23 343.60 426.90 83.07 465.55 1,007.78 1,500.30 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 19.62 #N/AN/A 104.30 4.74 #N/AN/A #N/AN/A 760.78 1,196.79 215.57 1,510.77 812.73 168.93 220.96 376.22 509.19 365.02 1,776.21 1,294.29 478.14 1,885.64 1,392.78 480.62 766.41 343.55 443.78 83.93 461.53 1,064.43 1,536.33 36.71 12.08 52.34 22.91 6.62 66.47 14.12 15.82 33.59 3.79 1.06 44.57 63.96 28.28 25.60 0.61 12.81 0.82 6.85 15.23 -0.09 76.89 2.86 12.49 0.72 2.48 3.94 0.47 0.18 20.65 26.91 19.92 22.91 15.72 204.72 72.70 19.73 103.76 17.11 0.05 14.48 1.38 2.55 22.63 8.16 0.49% 0.52% 0.75% 0.77% 0.55% 0.56% 0.76% 0.77% 0.82% 0.60% 0.64% 0.66% 0.86% 1.16% 0.69% 0.48% 0.76% 12.84 0.71% 0.72% : 1.64% c 0.69% 0.08% 0.12% 0.72 0.31% (5.64) 0.39% 8.67 0.42% 6.64 0.28% (8.19) 0.31% (222.16) 0.22% 4.80 0.26% 6.50 0.25% 8.18 0.24% 6.89 0.25% 7.07 0.25% 5.15 0.20% 13.94 0.23% 7.15 0.25% 5.92 0.22% 6.40 0.30% 5.55 0.32% 2.24 0.27% (11.80) 0.75% (2.04) 0.34% (3.18) 0.25% 2.73 0.29% 7.56 EFTA00288302