Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: . ay T90 Day Return: . No of Positions 730 Day Return: . (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: 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 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. T24M Sharpe Ratio: Sharpe Since 1/1/12: 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. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —— Series1 1,000,000.00 600,000.00 + T T T T T T T T T T T Vv AY RY AY RY RY RD DD > > >» % “a » » Sh Sh SH PSP PPP PO PP gh AP AP AP PP gh PPT PH AP yh PE WY HAP’ SHH WP gh T T T EFTA00288399

--=PAGE_BREAK=--

Atorus, LLC 5/29/2014 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 | 25.62%] KMI US Equity (6,775) 0.11% MDY US Equity 5,234 0.28% DISCA US Equity (6,841) 0.11% AZN US Equity 5,381 0.29% DUK US Equity (6,884) 0.11% BE_TSY CREDIT 5,395 0.29% TGT US Equity (8,574) 0.14% AZN LN Equity 5,572 0.30% CO1 Comdty (9,568) 0.16% JNJ US Equity 5,789 0.31% SPGSCITR Index (12,481) 0.20% XLF US Equity 5,827 0.31% XAG Curncy (15,640) 0.26% NVS US Equity 5,978 0.32% INDEXCF Index (21,271) 0.35% AEX Index 6,138 0.33% XAU Comdty (23,727) 0.39% HON US Equity 6,164 0.33% JP_TSY CREDIT (30,073) 0.49% UTX US Equity 6,330 0.34% SHCOMP Index (34,398) 0.56% ROG VX Equity 6,612 0.35% SE_TSY CREDIT (44,333) 0.72% XLI US Equity 6,716 0.36% BE_TSY CREDIT 79,771 1.30% FTSEMIB Index 6,728 0.36% AU_TSY CREDIT 81,398 1.33% DAI GR Equity 7,238 0.38% AT_TSY CREDIT 81,569 1.33% ACA FP Equity 7,388 0.39% FR_TSY CREDIT 82,246 1.34% SXXP Index 7,411 0.39% NL_TSY CREDIT 82,865 1.35% NOVN VX Equity 7,543 0.40% MX_TSY CREDIT 82,898 1.35% SX6P Index 7,550 0.40% DE_TSY CREDIT 84,524 1.38% SXSE Index 7,644 0.41% FI_TSY CREDIT 85,645 1.40% SMI Index 7,926 0.42% GB_TSY CREDIT 89,647 1.46% MAERSKB DC Equity 8,223 0.44% US_TSY CREDIT 100,443 1.64% MDT US Equity 8,315 0.44% MY_TSY CREDIT 103,107 1.68% BEL20 Index 8,445 0.45% CA_TSY CREDIT 109,559 1.79% TMO US Equity 8,525 0.45% IT_TSY CREDIT 8,710 0.46% PRU LN Equity 8,732 0.46% HEX Index 8,884 0.47% MMM US Equity 9,914 0.53% INAV impact of MTM by Category & Exposure DAX Index 10,075 0.54% Listed Equitytong | —259% IBEX Index 10,485 0.56% Listed Equity short | _-0.037% SXAP Index 10,566 0.56% lEquityComtone_ | 258 ES_TSY CREDIT 11,019 0.59% lEquityCom Short _—0.024%| SXOP Index 11,163 0.59% lczoRatestong | a7 LUXXX Index 11,262 0.60% KFX index 11,483 0.61% TYC US Equity 11,872 0.63% SKIP Index 11,932 0.63% Listed Equities NDX Index 11,932 0.63% XLV US Equity 13,005 0.69% ISEQ Index 18,418 0.98% EFTA00288400

--=PAGE_BREAK=--

SPX Index SXTP Index SXDP Index 1€_TSY CREDIT STBCNZL Index 19,863 23,599 26,545 32,115 36,710 1.06% 1.25% 1.41% 1.71% 1.95% $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 wm AMER Short ® EquityCom Long ® EquityCom Short © G20 Rates Long ®@ G20 Rates Short EFTA00288401

--=PAGE_BREAK=--

Atorus, LLC 5/29/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 + (2,000,000) } (2,000,000) (3,000,000) APAC —_— EMEA mre AMER —= EquityCom G20 Rates oon 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 1,000,000 500,000 T T T T T T T T T T T T T T Vv “7 477 Vv Vv 25 % > > » >» & » » Sy PP PP PMP VP MP SM Og A PE AP RE A PE PE PE PE PE PE gh PEPE PEA’ HH PH PEW PH WE HE YW gh EFTA00288402

--=PAGE_BREAK=--

Atorus, LLC 5/29/2014 Current Gross Notional Risk by Category ed 631,351 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 == Series 115 —— Series2 0.95 0.75 + T T T T T T T T T T T T T ny Pg we” od Sy PRP RP RPP? nt SM HP HS HG” OG” gh RO a 3s A a AO RO oY Aw A a » a a a Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —— Series} EFTA00288403

--=PAGE_BREAK=--

Atorus, LLC 5/29/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288404

--=PAGE_BREAK=--

Atorus, LLC 5/29/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MT™ cenit Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS an 2,318 58.09 58.17 0.14 0.92% 3.96 005380 KS Equity 26 3,149 224.39 226.26 0.87 0.96% 16.10 005490 KS Equity 55 (3,111) 294.20 288.99 2.04 0.87% 44.62 005930 KS Equity 100 4,464 1,399.47 1,430.66 2.46 0.91% 130.88 012330 KS Equity 835 5,584 247.00 283.94 17.32 0.86% 6.85 1 HK Equity 1,092 12,607 16.18 17.58 10.67 0.81% 233.78 1299 HK Equity 228 5,954 4.79 4.97 5.38 0.71% 14.08 13 HK Equity 848 4,897 11.40 13.38 18.76 0.92% 30.35 16 HK Equity 13.46 : 27 HK Equity (29) 860 7.99 7.72 -2.04 1.67% (15.21) 2914 JP Equity 33.82 : 3382 JP Equity 104 2,327 38.42 40.14 5.29 0.85% (12.25) 4063 JP Equity 6 3,520 59.49 59.59 0.21 0.86% (25.52) 4502 JP Equity 83 4,914 44.83 45.59 2.40 0.71% 17.53 4689 JP Equity (3) 1,973 4.47 4.47 -0.09 1.73% 1.10 5 HK Equity (160) (4,127) 10.15 10.55 “5.85 0.66% (9.05) 5108 JP Equity 35.52 : 5401 JP Equity 12 (5,599) 2.81 2.81 0.25 0.86% 27.66 6301 JP Equity (29) 2,504 22.09 21.84 “1.17 0.97% (14.69) 6752 JP Equity 10.71 : 6902 JP Equity 46.27 : 6954 JP Equity 536 6,864 6,392.98 171.20 9.36 0.83% (59.51) 7201 JP Equity (84) (2,999) (3,742.97) 9.10 -3.22 0.87% (53.54) 7203 JP Equity 34 (4,207) (5,259.85) 55.63 1.18 0.69% (35.10) Sharpe Since 1/1/19 s«i.28 (4.72) 7267 JP Equity 21.57 762 HK Equity 2.69 7751 JP Equity 8.72 8031 JP Equity (21.25) 8058 JP Equity 2.65 8306 JP Equity 1.96 8316 JP Equity 1.31 8411 JP Equity (5.07) 8604 JP Equity 82 59.68 8802 JP Equity (31) (4,927) 24.35 24.50 0.51 1.22% (2.48) 9020 JP Equity 2 (5,379) 75.21 75.18 0.06 0.73% (6.11) 941 HK Equity 126 (3,782) 10.19 9.85 3.50 0.95% (37.93) 9432 JP Equity 706 8,028 54.13 58.89 11.08 0.79% (24.94) 9433 JP Equity 174 4,686 56.19 58.27 3.51 1.06% 50.07 9437 JP Equity (318) (4,919) 15.59 16.60 9.33 0.69% 4.79 9983 JP Equity (75) (2,292) 322.77 333.33 -3.20 1.02% 0.21 EFTA00288405

--=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 1,450 265 65 558 81 645 622 7,388 628 245 206 (14) 4,158 650 566 i 15 27 7 1,859 (63) 675 304 185 2,819 5,572 4,930 5,381 431 (31) (2) 1,340 817 58 472 (19) (104) (97) (2) 1,492 160 (6) 127 7,609 4,794 (3,165) (3,012) 8,888 4,097 (4,901) (4,194) 5,408 11,217 8,563 6,767 620 9,698 12,864 7,473 3,660 7,052 5,730 4,025 12,212 (2,898) 12,947 5,744 5,048 10,373 12,676 12,119 12,812 8,072 (1,371) 5,219 7,561 7,532 4,842 8,765 (920) 4,539 4,490 (1,927) 6,176 9,622 5,457 2,814 530.72 $1.17 7.37 7.43 103.14 38.87 18.24 18.59 6.83 97.97 77.97 76.95 62.62 110.56 137.87 50.16 69.52 169.21 168.62 115.34 77.36 306.51 29.78 88.07 99.21 71.56 49.80 50.30 128.04 14.81 4.11 97.75 53.98 73.52 135.89 10.26 14.81 14.84 64.58 10.23 44.94 16.46 52.91 70.84 631.87 23.72 #N/AN/A 54.01 7.22 7.26 109.62 39.63 15.84 15.83 16.17 103.46 80.20 79.29 61.28 157.97 144.83 53.95 71.63 169.57 169.43 115.82 89.13 313.19 31.33 92.73 102.85 91.01 71.69 #N/AN/A 71.43 134.87 15.14 4.11 115.08 59.83 74.40 143.22 10.48 14.48 14.52 64.65 12.71 45.69 16.45 55.29 20.23 6.46 2.18 2.20 8.76 3.53 12.04 13.13 122.88 15.27 4.73 5.50 3.15 24.54 9.31 8.67 2.87 0.31 0.70 0.50 26.69 1.29 7.46 7.58 4.72 39.38 19.68 18.54 19.75 7.28 2.29 ~0.03 24.28 14.19 2.49 7.03 1.43 -2.10 1.89 0.15 35.60 449 ~0.08 448 0.94% 0.86% 0.95% 1.03% 0.72% 0.56% 1.09% 1.13% 1.11% 0.37% 0.60% 0.55% 0.69% 1.75% 0.54% 0.87% 1.05% 0.71% 0.69% 0.85% 0.57% 1.69% 0.70% 0.70% 0.78% 0.69% 2.23% 2.19% 2.13% 0.73% 0.98% 1.39% 0.73% 0.76% 0.48% 0.77% 147% 1.09% 1.14% 0.77% 0.68% 0.37% 1.36% 1.01% 76.64 (23.74) (22.45) (14.87) 21.13 (3.73) (81.49) (61.20) 0.40 54.88 52.34 20.11 1.66 (6.81) 3.12 61.39 (25.11) 2.58 (3.35) 2.10 24.61 (20.04) 92.06 78.75 55.79 (4.65) 113.77 54.39 14.04 (1.73) 20.40 15.44 118.05 9.00 38.59 (8.57) (17.09) (10.50) (16.01) (31.13) (12.28) 23.23 1.77 EFTA00288406

--=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 (346) 85 196 313 23 422 16 671 1,352 (4) (4) 23 1,020 887 847 20 551 (4) 261 2,068 1,572 (5) 594 573 2,449 807 180 5,101 2,247 1,103 2,190 1,005 332 25 927 23 1,595 2,501 49 1,660 (3,788) 9,507 7,278 1,066 (3,909) 8,609 3,418 (2,797) 14,194 5,212 1,157 1,770 (4,695) 13,000 9,797 14,531 3,066 9,049 2,269 3,768 3,932 14,645 17,559 1,652 6,257 3,789 9,275 22,469 12,827 7,243 12,096 13,291 10,769 13,349 7,384 7,461 9,550 7,190 435 5,589 9,460 12,378 (4,572) 13,256 18.76 34.49 68.00 245.93 32.55 32.86 298.32 32.52 66.92 99.22 49.51 74.42 71.94 59.01 7.76 120.66 6.70 103.62 31.17 47.33 34.37 90.43 69.92 60.25 36.20 149.03 60.15 84.55 50.72 36.26 51.61 36.73 51.81 69.16 75.97 114.02 64.20 54.40 24.57 25.28 64.47 123.45 60.80 20.48 34.79 69.83 318.12 32.36 34.47 303.91 32.33 70.09 124.96 49.35 74.26 71.59 63.64 8.47 127.70 6.74 109.93 31.19 47.28 36.64 103.21 76.18 60.09 39.64 152.80 AN/AN/A 66.71 89.87 51.98 51.55 60.34 40.49 60.31 78.57 79.35 114.31 AN/AN/A 72.48 54.40 24.48 24.67 29.54 29.17 77.50 122.12 68.41 7.94 1.09 3.21 19.51 0.94 5.79 2.93 0.77 11.82 31.00 ~0.32 0.29 0.61 19.15 14.63 13.57 0.58 8.74 0.04 0.17 7.63 21.73 17.22 0.27 11.08 2.26 9.11 25.57 14.06 3.84 68.84 31.13 11.86 32.28 22.22 7.30 0.45 21.81 0.00 0.53 25.31 38.28 1.86 19.91 1.15% 0.82% 0.84% 1.50% 0.63% 0.85% 0.64% 0.76% 0.40% 0.84% 1.04% 0.74% 0.79% 0.41% 0.62% 0.43% 1.11% 0.70% 1.49% 0.61% 0.87% 0.65% 0.52% 1.04% 0.86% 1.12% 0.68% 0.43% 0.45% 0.65% 0.61% 0.54% 0.86% 0.51% 0.61% 0.61% 0.58% 0.59% 1.99% 0.78% 0.67% 0.53% 0.58% 0.63% (40.04) (68.43) 69.38 30.07 (0.33) 9.99 12.71 46.50 (131.80) 42.22 16.73 22.26 17.22 108.62 12.13 19.91 (29.82) 8.22 11.48 (20.08) 14.84 (11.75) 143.61 (9.17) 34.93 (52.60) 171.53 (205.53) 19.04 34.96 67.22 70.04 67.10 16.46 (58.52) (19.75) (20.78) 5.96 (40.13) (25.13) 8.66 32.07 1.85 EFTA00288407

--=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 7,238 124 3,234 4,164 462 4,380 74 297 2,272 (195) 464 2,982 169 717 3,493 1,837 23 280 5,065 596 (28) 419 2,317 626 2,657 2,099 (112) 37 108 (166) 1,184 118 450 307 276 1,809 2,562 253 1,830 (150) 3,670 3 13,908 (5,118) 13,480 8,377 10,094 10,090 2,332 8,033 11,196 (6,841) 5,584 7,396 7,575 10,622 (6,884) 11,143 (1,600) 9,546 9,189 10,986 8,739 12,532 8,902 11,929 4,169 5,841 13,408 7,934 5,382 5,260 (1,448) 2,630 6,027 4,359 6,139 5,663 14,528 5,340 13,140 4,205 23,244 (2,955) 11,942 3,870 62.20 42.04 55.38 63.20 86.88 51.66 30.86 75.57 69.73 75.84 37.11 29.41 15.16 61.97 70.75 63.30 50.88 105.33 23.45 25.35 66.79 45.66 4.48 24.33 18.83 72.84 63.88 70.60 72.48 14.82 44.06 33.55 130.52 32.72 33.68 62.63 22.35 22.32 77.50 50.54 5.22 16.35 34.39 94.57 41.02 68.67 94.62 90.86 #N/AN/A 74.08 31.83 78.36 83.88 78.00 #N/AN/A 52.08 36.92 16.59 82.35 70.71 73.73 50.14 108.42 36.37 26.73 66.58 47.18 5.65 25.61 19.26 105.97 73.88 #N/AN/A 71.08 73.97 16.52 63.89 34.20 143.98 34.36 35.32 70.43 22.58 26.67 82.16 54.52 58.59 5.49 21.38 34.41 56.26 3.04 47.07 49.46 9.29 75.00 3.45 5.28 27.92 -2.90 9.78 41.90 27.04 9.48 29.32 0.10 19.54 147 6.51 57.69 8.25 0.47 7.23 27.29 7.35 2.48 38.88 27.28 1.58 0.89 2.81 14.99 23.99 2.22 15.63 5.02 4.82 18.60 1.28 39.70 4.84 18.28 “7.57 44.11 0.10 0.92% 76.38 0.80% 18.44 0.51% 60.58 1.01% 68.01 0.49% (18.68) 0.58% 26.91 0.91% 33.08 0.70% (41.88) 0.73% 49.59 0.98% 81.89 0.85% 0.96% 99.41 0.95% 0.59 1.00% (16.96) 1.12% (31.40) 0.48% 1.52 0.84% 76.67 0.99% 17.35 0.45% 0.31 0.66% 83.85 0.69% (39.80) 0.46% (104.55) 0.95% (127.99) 0.71% (36.13) 0.91% 9.30 1.17% 72.77 0.57% (26.23) 0.89% 0.77% 1.90 0.73% (18.75) 0.77% (17.44) 1.88% 25.96 0.88% 80.91 0.66% 26.03 1.00% 73.45 1.01% 57.62 0.67% (11.20) 0.79% (4.03) 0.49% 21.11 1.24% (9.06) 0.43% 113.69 0.67% 0.61 0.70% 7.89 0.81% (2.76) EFTA00288408

--=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 15 (4) 180 1,072 1,837 551 (33) 6,164 2,381 141 2,085 183 2,911 1,346 4,094 86 120 3,880 40 (8) 5,789 335 47 (4) 175 211 382 216 44 659 284 9 1,566 136 8,223 299 52 292 4,151 8,315 1,089 1,224 9,914 1,355 2,864 3,898 5,707 11,763 7,135 7,619 7,694 11,930 7,632 6,635 7,531 (5,196) 13,847 12,417 5,699 5,715 4,601 14,011 (3,652) 2,578 18,409 1,155 9,903 (6,775) (4,445) 5,297 6,609 9,647 1,914 4,953 2,016 (2,461) 4,313 570 2,297 3,476 14,320 6,319 9,603 2,181 13,641 20,811 7,556 2,561 21,331 13,034 557.90 160.88 26.22 25.40 50.67 74.42 61.10 25.64 10.30 5.56 189.74 37.07 24.27 1.93 15.88 15.79 67.84 146.45 48.47 76.50 55.59 107.52 33.81 40.65 43.83 41.75 199.93 1.16 59.03 122.48 183.83 46.77 76.62 59.29 73.94 187.15 100.64 164.92 28.68 43.22 44.37 12.38 96.89 37.23 560.79 160.72 27.04 27.72 63.72 79.80 HN/AN/A 92.67 33.64 10.52 7.10 183.06 44.86 26.90 3.32 16.12 16.20 86.62 144.84 48.33 100.56 55.59 111.16 33.57 40.69 45.28 43.09 207.84 1.30 59.55 162.50 162.60 46.87 76.62 99.71 76.82 AN/AN/A 196.01 101.19 186.99 37.41 60.49 50.76 18.29 HN/AN/A 141.93 41.11 0.45 0.11 3.99 11.70 27.74 9.19 0.67 87.26 31.73 3.14 53.11 4.88 33.73 21.57 57.99 1.66 2.56 51.81 2.17 0.25 89.49 0.00 7.01 1.03 0.25 3.84 417 5.21 10.54 1.29 56.50 5.04 0.18 0.00 95.86 3.71 58.93 10.00 1.22 16.79 46.74 67.20 13.86 60.11 83.83 21.68 1.16% 0.93% 0.79% 0.78% 0.93% 0.79% 0.63% 0.59% 0.98% 0.68% 0.52% 0.72% 0.62% 0.50% 1.24% 0.91% 1.02% 0.53% 0.50% 1.22% 0.35% 0.68% 0.48% 0.68% 0.32% 0.86% 0.77% 0.76% 1.07% 0.69% 0.58% 2.29% 1.10% 1.52% 0.71% 1.05% 0.97% 0.47% 0.44% 0.80% 0.65% 0.59% 1.04% 0.79% 0.55% 0.48% (14.76) (0.21) 32.92 46.34 37.35 11.64 13.56 93.03 17.25 13.43 14.45 180.78 18.19 43.91 (13.14) (4.86) (24.34) (3.05) (13.94) 15.53 3.89 49.09 1.46 (5.32) (2.88) (16.64) (57.53) (1.31) (32.01) (4.95) (28.51) 6.94 5.79 23.47 (9.89) 12.19 (20.28) 50.38 (0.05) 87.07 (63.53) (23.81) 115.85 112.40 EFTA00288409

--=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 1,707 1,688 47 1,094 741 (194) 4,771 550 1,129 3,189 357 4,439 545 7,543 458 2,446 5,978 4,023 407 1,846 1,979 (1) (3) 447 70 (2) 146 142 937 29 (25) 8,732 666 1,803 2,598 2,499 2,671 1,163 592 484 11,917 11,769 2,280 8,506 6,116 13,313 15,214 (2,151) 11,809 13,258 3,822 4,498 10,804 20,656 9,444 10,342 17,372 (4,107) 8,826 8,559 8,768 7,763 (815) (832) 3,358 4,610 12,677 (1,416) (1,327) 1,935 11,013 5,649 9,010 6,886 7,998 10,521 13,406 6,461 16,340 12,547 9,597 10,690 11,546 11,427 106.02 50.18 30.40 35.55 197.70 31.51 73.31 30.61 11.96 69.77 3.96 78.01 81.54 67.02 4.39 167.38 13.80 34.27 95.26 14.71 15.73 1,130.84 248.55 83.59 7.43 7.91 29.65 79.25 85.88 76.60 36.04 36.33 12.76 162.12 65.64 113.54 66.83 71.29 53.26 75.02 78.85 121.21 49.72 57.38 31.03 40.12 221.66 31.06 9.15 96.30 22.78 #N/AN/A 14.84 76.28 7.87 81.94 #N/AN/A #N/AN/A 100.83 90.08 0.09 175.10 16.78 42.00 99.44 14.73 15.79 1,281.37 252.34 87.58 7.40 7.89 29.62 80.30 31.64 88.04 84.57 36.19 36.21 23.35 170.18 83.96 131.59 80.14 91.14 59.06 78.86 82.18 22.34 17.06 1.74 20.70 14.02 2.03 54.16 17.14 18.71 39.64 11.91 82.05 7.16 65.99 5.13 36.95 71.23 44.70 7.29 20.56 42.18 7.40 0.07 0.22 9.25 1.65 10.86 0.31 0.18 0.11 2.83 5.90 14.24 0.61 -0.50 110.33 10.44 33.80 36.57 34.45 44.51 13.87 9.56 5.72 0.64% 0.84% 1.19% 0.62% 0.86% 0.72% 0.58% 1.49% 0.51% 0.61% 0.78% 1.20% 0.70% 0.55% 0.95% 0.64% 0.48% 2.19% 0.63% 1.05% 0.54% 0.59% 1.50% 1.53% 1.44% 0.92% 0.44% 1.54% 1.59% 0.90% 0.47% 0.43% 0.73% 0.69% 0.62% 0.75% 0.48% 0.83% 0.43% 0.58% 0.63% 0.78% 0.54% 0.74% 52.95 196.66 2.14 30.67 17.27 70.15 (188.17) (47.55) (33.84) (1.63) 36.58 8.82 65.21 6.35 (194.01) 94.01 146.64 55.82 52.11 (2.26) (4.08) 57.45 15.13 96.54 (8.36) (7.19) (3.83) 22.54 57.87 6.63 (0.99) 0.04 (60.24) (39.18) 101.90 161.47 (62.30) 32.60 133.18 91.19 67.54 EFTA00288410

--=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 733 513 556 61 (182) (149) (65) 6,612 470 1,310 (27) 1,639 1,295 (11) (8) 23 2,325 852 1,981 156 (192) (293) 1,722 17 450 730 437 71 (321) (2) 876 291 289 1,056 (312) 191 8,525 1,077 (15) 1,084 565 893 9,744 11,195 10,889 6,240 4,367 4,819 4,934 17,035 11,337 11,420 (4,530) 9,357 7,569 (385) (375) 5,700 7,880 5,345 9,071 6,583 11,861 12,778 5,034 11,476 3,883 11,105 8,613 9,658 4,735 (4,132) (1,802) 12,480 7,580 6,344 (8,574) (1,698) 13,319 (5,268) (5,774) 10,218 7,801 1,773 12,867 (6,286) 5,234 36.73 37.76 39.07 302.78 58.24 54.78 54.03 66.05 49.47 105.52 8.65 8.66 74.34 74.84 72.66 44.14 114.81 84.83 694.98 44.10 168.89 22.52 64.77 36.96 86.36 36.78 35.29 46.19 16.07 15.95 63.57 54.56 4.66 115.16 63.59 61.19 47.14 86.72 5.60 120.22 39.50 39.49 41.07 305.73 55.92 53.14 53.33 #N/AN/A 68.79 55.15 106.14 10.17 10.15 76.44 76.43 72.95 57.16 #N/AN/A 133.12 103.36 711.46 43.40 165.11 #N/AN/A 22.53 #N/AN/A 65.06 38.46 93.68 38.45 #N/AN/A #N/AN/A 35,32 49.43 16.68 16.67 55.74 54.36 4.99 #N/AN/A 111.35 116.64 69.64 46.73 94.03 5.09 140.73 12.23 7.69 6.90 0.56 4.00 3.59 1.37 66.18 8.96 14.24 0.87 30.00 22.85 3.46 2.48 0.56 39.14 18.72 37.40 2.31 -2.64 454 0.05 17.14 0.46 4.72 8.08 5.34 2.12 17.23 0.12 14.86 5.27 5.51 14.37 0.40 13.25 -9.93 5.55 98.65 19.79 1.58 15.79 8.35 28.11 0.62% 0.60% 0.74% 1.73% 1.04% 0.86% 0.96% 0.59% 0.46% 0.81% 0.68% 0.58% 0.75% 0.82% 0.86% 0.73% 0.75% 0.85% 0.58% 1.03% 0.61% 0.51% 0.72% 0.88% 0.97% 0.86% 1.05% 0.85% 0.71% 0.45% 0.68% 0.47% 0.73% 0.83% 0.86% 0.94% 0.54% 0.60% 0.60% 0.85% 0.70% 0.55% 0.53% 1.08% 0.61% 68.19 63.98 60.60 (15.81) (56.81) (15.06) 14.81 (25.50) 58.02 (12.38) (21.80) (48.23) (0.62) (1.12) (27.29) 11.22 13.93 153.70 131.56 4.52 (8.64) 15.56 7.23 21.80 (72.71) 11.09 2.15 (11.66) 29.46 44.14 (52.68) (1.53) (74.53) 73.40 7.40 6.13 80.29 (74.25) 17.62 EFTA00288411

--=PAGE_BREAK=--

TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV EP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 365 4,057 11,872 57 55 2,914 267 199 2,330 2,347 4,444 2,980 6,330 359 325 376 3,865 504 315 306 72 473 707 733 72 451 413 3,483 4,742 (39) 1,560 23 278 62 Current Portfolio - Global Macro Portfolio SPX Index NDX Index RTY Index 19,863 11,932 369 8,859 12,205 24,080 2,373 2,230 5,500 6,329 7,481 10,191 13,092 14,806 14,393 15,190 5,407 (2,664) (2,939) 9,272 4,785 (3,727) (3,458) 3,208 2,771 1,880 5,134 5,559 5,565 11,844 13,490 12,761 10,369 9,262 3,061 15,723 2,439 7,655 7,615 62,272 37,348 10,580 67.50 34.93 29.17 19.76 5.62 42.99 42.16 64.28 167.40 79.87 34.77 82.05 200.80 14.92 15.07 60.42 89.16 3.83 38.42 259.69 109.70 93.20 86.91 42.23 49.62 30.87 39.08 39.49 74.31 76.31 34.75 92.14 34.57 74.04 1,455.70 2,831.19 1,101.66 70.28 46.54 43.55 20.23 HN/AN/A 8.60 44.80 43.28 78.98 197.41 103.84 41.98 116.24 214.15 13.10 13.14 85.60 26.19 98.55 3.51 35.02 265.48 128.44 128.28 99.32 42.77 49.65 32.04 40.28 50.27 108.30 75.99 34.83 101.28 AN/AN/A 34.90 76.73 AN/AN/A P/Lin Vol |30P Realized Days Vol 1,920.03 3,735.72 1,140.07 5.15 32.34 59.96 3.51 3.11 40.90 6.69 4.00 31.50 29.11 45.46 46.03 63.49 8.20 9.57 8.13 65.27 7.28 9.53 9.39 3.43 12.33 27.78 29.78 2.08 0.11 5.22 4.46 54.65 46.90 ~0.90 0.28 23.74 0.70 5.98 2.03 74.16 47.92 415 0.80% (35.05) 1.03% 72.55 0.82% (278.69) 0.68% (9.99) 0.79% 1.30% (15.91) 0.63% 53.93 0.67% 75.24 0.73% 55.80 0.62% 30.42 0.66% 54.04 0.45% 17.53 0.66% 21.57 0.81% 8.21 1.27% (30.23) 1.57% (40.10) 0.64% 3.88 1.45% 151.05 0.89% (17.11) 0.94% (5.52) 0.65% 9.92 1.39% 55.15 1.35% 31.76 0.48% 12.78 0.62% 19.33 0.63% (9.54) 0.73% 74.50 0.69% 99.00 0.50% (78.02) 0.98% (11.61) 0.47% 36.51 0.87% 15.06 0.42% (35.78) 1.33% 10.67 0.61% (8.50) 0.40% 0.43% 0.67% 0.84% Change on Day (in USD) 311.43 32.67 EFTA00288412

--=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 TOP4O0 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 1,334 55 1,247 4,641 10,075 1,921 10,485 7,926 6,728 4,825 18,418 1,033 6,138 8,445 11,262 11,483 8,884 2,192 (124) 4,734 (1,136) 2,741 4,640 262 560 1,667 2,205 1,226 36,710 28 214 5,234 49 5,827 849 2,914 6,716 748 1,394 949 4,578 13,005 7,411 10,566 4,856 39,053 14,885 (6,691) 17,235 43,528 36,674 24,884 41,399 51,115 25,266 24,476 32,079 11,839 45,212 47,159 41,632 39,946 41,676 23,118 (3,078) 1,710 27,164 (21,271) 36,288 43,256 13,269 29,992 (34,398) 44,039 33,715 73,207 5,479 9,689 14,269 9,733 13,610 10,859 12,860 16,147 12,093 5,441 11,776 15,173 24,346 47,431 28,526 37,626 13,011.63 3,258.95 23,547.23 902.65 10,379.92 10,610.77 5,723.77 11,656.78 23,118.94 8,041.34 4,246.25 488.20 3,649.75 1,641.53 39.64 3,996.66 371.48 141.70 2,913.59 343.81 1.88 4,948.24 444.47 42.92 69.78 184.03 41.30 15.57 39.38 30.80 38.20 42.09 52.24 88.27 37.71 38.87 405.49 520.28 366.14 13,455.96 3,270.93 23,537.60 967.95 11,486.74 13,525.85 6,165.57 14,608.99 #N/AN/A 29,274.80 9,626.38 6,684.22 #N/AN/A 554.49 4,303.29 #N/AN/A #N/AN/A #N/AN/A #N/AN/A #N/AN/A 1,641.53 H#N/AN/A 41.76 4,298.58 411.33 144.51 2,967.98 327.15 198 5,128.14 667.35 43.14 71.32 251.53 41.51 22.24 42.46 37.78 54.09 44.69 65.62 95.38 49.09 59.63 468.84 712.99 413.39 9.62 0.60 0.04 5.45 23.48 41.27 14.65 38.51 47.98 21.22 19.41 67.01 16.73 30.93 39.82 37.19 43.32 34.62 15.79 5.16 0.00 27.65 4.12 9.76 13.14 2.39 3.14 8.43 10.42 7.04 101.06 0.82 5.80 66.04 5.16 84.88 11.78 39.54 80.70 16.63 41.13 17.19 59.55 97.31 38.01 40.75 22.33 0.36% 65.62 0.61% 47.54 1.06% (3.56) 1.33% 362.29 0.45% 167.13 0.67% 57.20 0.53% 26.89 0.66% (43.28) 0.32% 1.26% (70.78) 1.02% (214.63) 0.86% (92.62) 0.52% 0.44% 254.21 0.45% 73.77 0.73% 0.66% 0.62% 0.60% 0.78% 1.75% (17.43) 0.63% 1.30% (248.50) 0.77% 237. 0.83% 33.92 0.59% (92.12) 0.57% 70.46 0.48% 36.55 0.52% 189.47 0.50% 65.92 0.62% 15.36 0.38% 12.51 0.56% 110.73 0.10% 16.52 0.50% 43.80 0.66% 33.18 0.57% 92.40 0.52% 93.37 0.37% 101.36 0.62% 28.24 0.47% 108.99 0.51% 199.14 0.55% 296.74 0.41% 103.68 0.91% 107.25 0.58% 65.74 EFTA00288413

--=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 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 7,550 4,179 11,932 5,052 1,639 26,545 4,221 535 11,163 1,715 15 1,576 23,599 3,701 7,644 (58) 1,645 (41) 1,298 2,724 666 3,743 710 1,100 1,519 1,346 (112) 354 586 4,032 5,395 3,563 4,556 2,964 32,115 8,710 3,756 11,019 3,085 124 1,759 (57) (32) 2,949 2,263 38,710 51,146 28,923 28,685 31,675 61,074 27,423 10,159 43,901 44,881 16,765 9,936 39,247 12,087 40,877 (12,481) (15,640) (9,568) 30,849 15,160 (23,727) 53,418 100,443 109,559 82,898 81,398 (30,073) 103,107 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 50,645 35,151 9,661 (44,333) 69,857 89,647 359.38 456.85 222.31 483.46 679.66 609.16 924.54 367.89 386.96 806.50 432.46 296.53 172.05 159.85 3,720.00 5,012.08 21.28 109.50 99.40 3.86 86.87 220.12 765.33 1,216.53 221.11 1,506.03 817.28 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 347.94 429.04 86.48 464.03 1,008.64 1,507.67 429.47 494.18 314.01 568.60 714.83 873.92 1,066.84 387.27 485.35 837.32 432.85 343.57 275.50 208.79 4,415.66 5,035.25 19.04 109.97 103.58 4.56 84.43 235.55 770.74 1,228.74 225.16 1,530.93 820.34 170.76 223.45 376.12 510.07 364.19 1,777.83 1,291.30 475.17 1,872.08 1,391.24 478.41 762.61 348.79 450.51 85.97 464.37 1,051.22 1,545.73 38.34 13.50 79.36 32.98 13.81 90.19 28.28 7.93 42.60 10.08 0.20 27.60 75.44 29.28 33.30 “1.30 15.47 0.85 6.38 11.67 5.95 146.98 7.27 4.34 5.95 7.10 “1.79 1.72 4.17 20.91 27.95 19.47 23.95 15.67 206.08 59.13 19.99 89.97 17.02 1.09 23.27 -0.89 0.26 18.82 12.59 0.51% (15.41) 0.61% 219.10 0.52% 10.36 0.53% (0.60) 0.37% 182.60 0.48% 258.75 0.54% 32.71 0.66% 11.87 0.60% 47.24 0.38% 273.10 0.45% 48.50 0.57% 53.80 0.80% 168.88 1.05% (70.41) 0.56% 37.04 0.35% (27.12) 0.68% (3.90) 0.51% (13.88) 0.66% 269.14 1.54% (232.30) 0.47% (230.40) 0.05% 49.43 0.10% (72.13) 0.23% 222.89 0.31% 255.72 0.21% (82.40) 0.20% 236.84 0.21% 335.46 0.24% 43.26 0.24% 30.07 0.21% 51.47 0.23% 33.70 0.22% 40.67 0.20% 179.17 0.27% (2.72) 0.23% 38.62 0.24% (52.41) 0.27% 99.96 0.22% 189.93 0.22% 181.13 0.66% 127.92 0.28% (77.41) 0.22% 147.82 0.20% 213.36 EFTA00288414