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: Sharpe Since 1/1/12: Historical Sharpe & Notes: 6/9/2014) 94.94% 41.18% 5. “25% 5,901,163 (501,638, g ~ 50% historically JT BEEBE Historically 2.25X - 3.25X, dependi: Change on Day: mec World Change on No. of Positions (+MTM) on Day eed on Day esters | Positions: (Gross Exposures): g on measurement interval No. of Profitable ostonstio | exasx_| Avg. Realized conf neated | 297 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 assyme' in our volatili profile. 2,200,000.00 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 800,000.00 600,000.00 + T -” “” aM T T T T T T T SMM Mh PP DP a a “e” “e a a T T T T A>? ond “” -” “” PE 0 FMM T Ra —— NAV EFTA00288479

--=PAGE_BREAK=--

Atorus, LLC 6/9/2014 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 44 Positions IBOV Index (8,398) 0.13% AZN US Equity 5,751 0.29% TGT US Equity (8,574) 0.13% AZN LN Equity 5,811 0.30% CO1 Comdty (9,568) 0.15% PSI20 Index 6,084 0.31% SPGSCITR Index (15,778) 0.25% JNJ US Equity 6,398 0.33% XAG Curncy (17,389) 0.27% XLF US Equity 6,403 0.33% CA_TSY CREDIT (25,139) 0.39% HON US Equity 6,795 0.35% XAU Comdty (26,763) 0.42% ROG VX Equity 6,891 0.35% SHCOMP Index (36,707) 0.57% UTX US Equity 6,969 0.36% SE_TSY CREDIT (44,333) 0.69% SENSEX Index 7,045 0.36% JP_TSY CREDIT (45,369) 0.71% AEX Index 7,081 0.36% ZA_TSY CREDIT (53,741) 0.84% NOVN VX Equity 7,139 0.37% BE_TSY CREDIT 79,771 1.25% XLI US Equity 7,350 0.38% AU_TSY CREDIT 81,398 1.27% DAI GR Equity 7,362 0.38% AT_TSY CREDIT 81,569 1.27% ACA FP Equity 7,465 0.38% FR_TSY CREDIT 82,246 1.28% SMI Index 7,919 0.41% NL_TSY CREDIT 82,865 1.29% SXXP Index 7,980 0.41% DE_TSY CREDIT 84,524 1.32% FTSEMIB Index 8,100 0.42% FI_TSY CREDIT 85,645 1.34% SX6P Index 8,268 0.42% MX_TSY CREDIT 87,928 1.37% SXSE Index 8,485 0.44% GB_TSY CREDIT 89,647 1.40% BEL20 Index 8,609 0.44% US_TSY CREDIT 100,443 1.57% MAERSKB DC Equity 8,634 0.44% MY_TSY CREDIT 103,107 1.61% PRU LN Equity 8,634 0.44% TMO US Equity 9,006 0.46% MDT US Equity 9,136 0.47% IT_TSY CREDIT 9,665 0.50% HEX Index 9,945 0.51% DAX Index 10,327 0.53% MMM US Equity 10,638 0.55% D pac by Cat Exp SXAP Index 11,008 0.56% LUXXX Index 11,960 0.61% ES_TSY CREDIT 12,064 0.62% IBEX Index 12,499 0.64% JEquityCom Short |S -0.029% SXIP Index 12,552 0.64% G20Ratestong 0.169% KFX Index 12,601 0.65% G20RatesShort (0.027% NOX Index 12,724 0.65% SXOP Index 12,935 0.66% TYC US Equity 12,937 0.66% listed Equities 510% XLV US Equity 13,143 0.67% lequitycom 1686 ISEQ Index 19,479 1.00% SPX Index 21,199 1.09% EFTA00288480

--=PAGE_BREAK=--

APAC Short EMEA Long [EMEA Short AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 24,741 1.27% 26,955 1.38% 33,484 1.72% 36,763 1.89% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $2,500,000} $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 EFTA00288481

--=PAGE_BREAK=--

Atorus, LLC 6/9/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 6,000,000 5,000,000 2,000,000 4,000,000 1,500,000 3,000,000 APAC —_— EMEA 1,000,000 2,000,000 mrs AMER — EquityCom (1,000,000) 1,000,000 + (2,000,000) (2,000,000) (3,000,000) G20 Rates omer 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 T T T T T T T Ree ee ee Tc EC EC EC EC ME CE o Ye SS Sf s Pe wh > SY SY SY oY A” oY oY oo y ir vy “vy ir ir \y 7 vy iy PEPE PEP WW’ HT gh Ps YS AC cs &® EFTA00288482

--=PAGE_BREAK=--

Atorus, LLC 6/9/2014 Current Gross Notional Risk by Category 268,552 649,829 m APAC m EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 sci 0.75 + T T T T ee a Sh Sh Os Fe of ws PP” eh a A oo” ie srs Rolling 30 Day Realized Volatility - Atorus “ Ks — > Ps oe” vf oe a > SoS OS Pvt a of ‘“) » 2 nO Oe xe ff T T T b» » >» NAV 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% —— Series] EFTA00288483

--=PAGE_BREAK=--

Atorus, LLC 6/9/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 90.00 + 80.00 + 70.00 60.00 + 50.00 + ———= P/L Vol Days by Position 40.00 + 30.00 + 20.00 + 10.00 + 0.00 + FFE EEE EEE EE EEE EEE EE MTM Gains(Losses) % of NAV "Signficant” (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ 10.00% 15.00% 20.00% 35.00% 45.00% 55.00% 10.71 65.00% 70.00% 75.00% 17.7 21.5) 27.2 85.00% 55.74) 95.00% 81.1 3]2/ 8/218 = fed Fed Fed ed ea faa le rene NNN EFTA00288484

--=PAGE_BREAK=--

Atorus, LLC 6/9/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol (in USD) : 760 000270 KS Equity 55.38 55.38 0.00 0.99% 005380 KS Equity (49) 3,149 224.34 220.90 “1.65 0.94% 005490 KS Equity 58 (3,177) 294.09 288.69 1.95 0.94% 005930 KS Equity 10 4,464 1,399.47 1,402.61 0.24 0.94% 012330 KS Equity 794 5,584 247.00 282.11 16.48 0.86% 1 HK Equity 1,163 12,607 16.18 17.67 9.53 0.97% 33.67 1299 HK Equity 312 7,102 4.83 5.04 6.32 0.70% 7.21 13 HK Equity 901 6,181 11.80 13.52 14.64 1.00% 33.59 16 HK Equity 13.92 Cc 27 HK Equity (47) 665 7.91 7.38 -4.00 1.78% (11.86) 2914 JP Equity cal 4,760 34.07 34.15 0.28 0.85% 3.68 3382 JP Equity 132 3,074 38.97 40.64 4.96 0.87% (23.36) 4063 JP Equity 45 4,400 59.83 60.44 1.27 0.80% 25.49 4502 JP Equity 125 4,914 44.83 45.97 3.52 0.72% 14.84 4689 JP Equity 290 4,252 4.63 4.94 3.68 1.85% 79.45 5 HK Equity (149) (4,127) 10.15 10.52 5.88 0.61% (22.48) 5108 JP Equity 41 4,359 35.90 36.24 0.99 0.95% 35.48 5401 JP Equity (372) (5,599) 2.81 3.00 -7.30 0.91% 22.39 6301 JP Equity 73 3,171 22.41 22.92 2.54 0.90% 64.49 6752 JP Equity 11.44 c 6902 JP Equity 46.79 : 6954 JP Equity 647 7,571 160.05 173.71 10.44 0.82% 48.42 7201 JP Equity - 734 9.31 9.31 12.71 7203 JP Equity (98) (4,207) 56.09 57.40 -3.16 0.74% (11.50) 7267 JP Equity 64 (4,675) 35.34 34.85 1.24 1.10% 6.70 762 HK Equity 1 (2,034) 1.48 148 0.03 1.81% 57.29 7751 JP Equity 33 5,733 32.67 32.86 1.00 0.57% (9.07) 8031 JP Equity (79) (2,279) 14.69 15.20 “3.79 0.92% (8.85) 8058 JP Equity 256 8,319 19.43 20.03 4.37 0.70% (7.92) 8306 JP Equity (142) (3,668) 5.63 5.85 -3.96 0.98% 0.50 8316 JP Equity (131) (3,372) 39.96 41.51 -3.23 1.20% (6.08) 8411 JP Equity 5 1,948 2.00 2.01 0.43 0.55% (15.35) 8604 JP Equity (140) (3,335) 6.47 6.74 “3.34 1.26% 31.40 8801 JP Equity 262 4,655 31.26 33.02 4.14 1.36% 8802 JP Equity 6 (4,927) 24.35 24.32 0.09 1.32% (19.59) 9020 JP Equity (25) (2,772) 75.37 76.06 -1.20 0.77% (4.85) 941 HK Equity 150 (3,782) 10.19 9.79 4.36 0.91% 1.00 9432 JP Equity 819 9,492 54.98 59.73 10.23 0.84% (26.47) 9433 JP Equity 162 6,343 56.96 58.41 251 1.02% (43.79) 9437 JP Equity (2) 2,124 16.83 16.82 0.12 0.68% (3.28) 9983 JP Equity (131) (2,292) 322.77 341.20 5.53 1.03% (13.40) EFTA00288485

--=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 EP 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 70 1,759 264 (36) (19) 149 582 562 7,465 801 685 259 137 4,735 (318) 764 152 16 29 41 1,951 (210) 673 519 197 3,495 5,811 5,153 5,751 657 153 (0) 1,483 743 404 (163) 56 73 13 1,924 276 231 4,544 9,083 (1,310) 5,504 (5,506) (5,164) 10,188 7,169 (5,037) (4,849) 5,408 11,217 8,563 6,767 5,843 10,120 12,864 9,279 4,198 7,052 5,730 7,345 12,212 (2,898) 12,947 8,740 5,575 11,180 12,676 12,119 12,812 10,667 4,689 5,219 8,203 8,398 4,842 10,263 (1,770) 5,475 5,427 (4,248) 6,299 10,241 5,457 4,282 74.35 77.97 $1.57 7.24 7.31 104.01 39.29 18.17 18.17 6.83 97.97 77.97 76.95 61.61 112.11 137.78 50.92 69.88 169.21 168.62 116.07 77.36 306.51 89.57 99.54 72.72 49.80 50.82 50.30 129.95 15.31 4.11 98.96 54.51 73.52 137.07 10.26 14.62 14.64 64.02 10.28 45.03 16.46 53.70 75.50 93.07 23.69 #N/AN/A 54.05 7.29 7.34 110.21 40.11 16.07 16.07 16.27 104.97 84.21 79.90 63.05 164.57 134.45 55.11 72.40 169.58 169.48 116.72 89.71 328.76 #N/AN/A 94.89 103.06 95.45 72.63 72.43 72.88 137.96 15.81 4.11 116.85 59.33 73.54 142.47 11.21 14.76 14.83 63.83 13.42 46.24 16.47 56.60 1.22 24.16 0.41 6.90 0.63 0.36 9.22 4.10 11.57 11.79 114.39 19.83 13.62 6.69 3.54 39.93 3.34 10.64 3.56 0.38 0.87 0.83 27.16 4AA6 7.49 9.07 4.72 46.71 24.25 21.56 24.37 9.35 3.46 0.00 30.93 11.80 0.06 6.26 5.87 0.82 1.09 0.35 39.20 6.56 0.06 5.60 1.27% 0.80% 0.78% 0.70% 1.03% 1.00% 0.65% 0.51% 1.00% 0.98% 1.21% 0.36% 0.59% 0.57% 0.66% 1.17% 0.74% 0.77% 1.01% 0.60% 0.59% 0.68% 0.59% 1.63% 0.69% 0.65% 0.75% 0.67% 1.89% 1.97% 1.84% 0.66% 0.94% 1.26% 0.58% 0.75% 0.49% 0.63% 1.57% 1.23% 1.23% 0.86% 0.78% 0.41% 1.21% 0.96% (0.98) 64.14 (108.62) (71.97) (71.68) (8.62) 11.20 (29.49) (28.54) 48.37 18.42 69.59 37.86 54.34 (56.77) 38.52 (26.66) (49.74) 18.44 10.20 (58.78) (86.20) (0.97) 57.29 51.48 165.83 17.91 32.20 (3.35) 74.79 52.86 8.30 (6.79) (22.16) (95.35) (57.13) 193.75 200.98 (23.05) 4.78 18.48 40.91 (6.57) EFTA00288486

--=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 (451) (196) 17 316 98 665 193 52 728 1,393 (10) (10) 51 1,303 925 877 194 231 163 228 2,950 1,573 53 738 363 392 3,115 651 337 5,409 2,630 1,636 2,580 1,412 323 1,011 (23) 140 69 1,935 2,714 (34) 1,825 (3,788) 9,507 7,278 1,066 (4,833) 8,609 4,957 (4,374) 14,492 5,402 185 1,033 (3,521) 13,275 11,064 15,201 3,680 10,040 3,633 4,334 3,932 14,645 17,559 4,156 6,766 5,138 9,275 22,469 12,827 8,431 12,610 13,979 10,769 13,907 8,423 9,807 9,550 7,520 1,875 4,786 6,415 9,870 12,539 (4,572) 13,256 18.76 68.00 245.93 32.51 32.86 302.53 32.33 66.99 99.96 49.36 74.48 71.94 59.11 7.83 120.96 6.71 104.26 31.62 47.58 34.37 90.43 60.01 36.49 150.96 60.05 84.55 50.96 36.71 52.00 36.73 §2.12 70.22 76.84 114.02 64.56 52.28 24.65 24.58 25.43 64.62 123.45 60.80 21.00 AN/AN/A 68.16 318.76 31.85 35.40 314.28 31.94 70.35 125.74 46.72 73.79 70.90 64.91 8.49 127.94 7.06 110.54 33.63 49.37 36.35 108.65 HN/AN/A 60.78 40.47 161.62 AN/AN/A 68.37 88.84 52.99 52.46 61.78 42.32 61.79 81.99 80.80 117.87 AN/AN/A 73.23 51.63 25.37 24.84 30.41 29.78 78.61 124.38 69.16 10.72 2.22 0.27 24.32 2.91 10.10 6.73 1.49 12.94 34.56 -5.50 1.27 1.63 22.58 15.36 14.37 451 9.36 4.43 5.86 6.83 28.10 17.70 1.34 14.62 7.49 6.11 30.13 10.56 7.74 88.52 44.28 17.61 45.66 25.41 9.41 5.60 21.46 0.64 3.05 1.42 29.44 37.84 1.49 22.13 1.11% 0.93% 0.90% 1.22% 0.70% 0.76% 0.58% 0.80% 0.39% 0.75% 1.02% 0.74% 0.89% 0.43% 0.54% 0.40% 1.17% 0.64% 1.43% 0.64% 0.85% 0.72% 0.51% 0.95% 0.75% 0.94% 0.69% 0.46% 0.48% 0.52% 0.48% 0.42% 0.86% 0.41% 0.66% 0.55% 0.60% 0.63% 1.96% 0.96% 0.75% 0.67% 0.57% 0.51% 0.62% (4.20) 22.04 8.39 0.02 62.75 13.22 (32.82) 67.76 (54.73) (1.68) 2.60 (33.88) 108.46 34.71 (69.21) 49.22 (24.59) 34.30 37.29 (11.90) 100.62 21.24 26.33 22.60 137.54 26.57 48.86 80.81 134.09 92.23 137.38 172.43 (0.42) (12.67) (44.10) (9.26) (32.21) 1.59 67.62 (80.41) (1.77) (198.32) EFTA00288487

--=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 7,362 472 3,427 4,207 732 4,935 569 2,533 (437) 750 3,170 173 1,020 3,635 (3) 1,997 91 432 4,887 565 181 291 2,748 786 175 2,962 2,346 (93) 59 225 65 1114 202 498 436 1,824 87 2,982 59 2,182 (146) 3,754 309 13,908 (5,592) 13,534 8,377 10,094 10,090 2,332 9,351 11,829 (6,841) 7,379 7,396 660 7,575 10,622 (7,783) 12,819 (3,131) 11,394 9,189 10,986 8,739 12,532 8,902 11,929 4,560 5,841 13,900 7,934 5,382 5,598 4,400 2,630 6,674 5,760 6,928 6,027 14,528 5,340 13,140 5,284 25,052 (2,955) 12,136 7,046 62.20 41.95 55.43 63.20 86.88 51.66 30.86 76.08 70.38 75.84 37.11 29.41 15.16 61.97 70.84 64.57 50.61 105.98 23.45 25.35 66.80 45.66 4.48 24.33 18.88 72.84 64.22 12.51 70.60 72.66 16.80 44.06 33.66 133.48 32.99 33.83 62.63 22.35 22.32 78.35 50.85 5.22 16.41 35.02 95.13 38.41 69.46 94.95 93.18 #N/AN/A 76.92 31.70 80.71 85.45 80.68 #N/AN/A 53.02 37.13 17.20 83.18 70.87 74.62 49.14 110.00 35.92 26.66 68.18 46.72 5.87 25.93 19.61 109.78 75.06 12.36 71.37 75.59 17.05 62.71 34.68 143.69 35.36 36.27 70.50 22.72 27.38 79.23 55.28 60.53 5.48 21.49 36.56 63.93 8.27 50.76 57.13 14.44 89.14 4.24 9.47 34.16 -6.08 13.64 51.43 30.58 14.45 32.46 0.09 21.39 3.16 9.77 46.10 10.63 3.56 5.00 32.83 9.04 4.21 43.81 32.00 1.51 1.38 6.34 1.93 25.18 3.63 13.88 7.88 7.83 17.48 2.15 52.60 1.14 22.21 6.99 50.95 5.15 0.83% 1.02% 0.50% 0.88% 0.50% 0.55% 0.64% 0.64% 0.63% 1.05% 0.75% 0.83% 0.86% 0.93% 1.05% 0.49% 0.73% 0.92% 0.39% 1.15% 0.48% 0.58% 0.46% 0.94% 0.73% 0.91% 1.16% 0.53% 0.78% 0.80% 0.63% 0.76% 1.68% 0.83% 0.55% 0.91% 0.92% 0.72% 0.76% 0.43% 0.97% 0.39% 0.71% 0.61% 0.85% (187.20) (60.48) (28.01) (102.98) 117.80 68.72 8.88 68.39 148.50 (15.22) (1.43) (4.74) 36.44 (10.91) 71.01 (22.48) 46.91 (42.76) 13.50 53.11 67.08 (77.53) 175.56 35.30 (3.31) 53.19 (55.93) 0.44 75.71 19.85 (1.85) (11.44) 35.01 61.69 41.77 (48.01) (23.31) 186.55 (197.93) (27.91) (11.37) (73.82) 39.95 EFTA00288488

--=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 45 166 121 1,452 2,301 661 (1) 6,795 2,404 147 2,413 65 2,483 1,967 4,839 (352) (232) 4,386 (18) 149 6,398 201 387 (3) 151 251 565 266 51 746 358 95 (116) 1,544 146 8,634 247 78 296 4,475 9,136 1,779 1,396 10,638 1,493 4,908 4,854 5,707 11,763 7,662 13,333 7,694 11,930 7,851 8,008 7,531 (6,942) 13,953 13,123 5,699 5,715 4,601 14,011 (3,652) 4,214 19,626 5,790 10,931 (444) 5,724 7,489 10,686 2,201 4,953 2,016 (2,461) 4,313 2,484 2,297 5,041 14,377 7,161 9,603 2,181 13,763 20,811 7,556 2,561 21,331 13,034 555.21 160.66 26.22 25.40 51.49 76.98 42.69 61.10 25.81 10.34 5.56 188.29 37.12 24.42 1.93 15.82 15.75 67.84 146.45 48.47 77.72 55.51 107.86 40.65 43.92 41.91 200.99 1.18 59.03 122.48 183.83 46.77 76.04 59.29 74.90 188.21 100.64 164.92 28.74 43.22 44.37 12.38 96.89 37.23 560.30 166.15 26.78 28.53 66.96 80.79 42.68 95.90 33.72 10.53 7.34 186.52 43.72 28.08 3.57 14.90 14.99 89.07 147.18 50.18 103.06 57.43 111.68 35.16 40.96 45.08 43.31 211.62 1.33 59.63 167.80 157.12 47.80 72.65 99.13 77.07 HN/AN/A 194.70 101.45 187.29 38.09 62.20 54.81 19.12 HN/AN/A 145.22 41.50 0.86 3.78 3.69 15.09 39.45 8.02 0.03 97.76 33.72 3.13 58.86 1.50 26.39 24.79 65.72 4.68 3.88 67.45 0.87 3.49 90.66 4.95 9.16 2.40 2.90 451 7.52 12.30 1.81 81.05 6.71 2.25 “3.47 125.54 3.07 62.57 6.31 1.79 17.31 52.47 61.07 20.56 68.35 119.25 24.01 1.07% 0.91% 0.58% 0.82% 0.76% 0.62% 0.61% 0.58% 0.91% 0.59% 0.54% 0.63% 0.67% 0.60% 1.29% 1.32% 1.30% 0.46% 0.58% 1.01% 0.36% 0.70% 0.39% 0.72% 0.31% 0.91% 0.74% 0.70% 0.98% 0.57% 0.46% 2.17% 0.97% 1.35% 0.54% 0.94% 0.96% 0.55% 0.45% 0.78% 0.62% 0.72% 1.14% 0.80% 0.42% 0.48% 50.90 22.57 28.41 4.08 26.00 3.33 133.35 (47.44) 37.28 28.93 4.48 (68.81) 12.10 162.24 182.51 163.39 132.89 (24.98) 2.58 1.82 50.76 4.18 0.02 47.99 87.92 (44.23) (7.60) 3.70 15.52 (9.04) 6.34 (58.00) (0.36) (28.84) (29.55) (55.64) (18.06) (64.46) (135.02) 6.58 33.58 199.95 45.83 EFTA00288489

--=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 1,735 1,777 125 1,362 654 (99) 4,811 548 1,018 2,406 377 4,432 7,139 700 2,638 5,726 4,026 291 2,135 2,142 417 (83) (72) 271 478 675 (58) (52) (46) 111 165 1,390 (99) (176) 8,634 784 1,804 2,943 2,482 2,914 1,213 664 585 12,047 12,269 2,622 8,724 6,116 13,313 15,275 (2,652) 11,809 13,478 5,145 4,498 8,643 21,257 9,444 10,673 17,966 (4,107) 8,826 8,559 8,999 9,397 (2,059) (2,072) 5,110 6,685 12,677 (2,348) (2,200) 3,857 11,013 9,885 9,400 6,886 7,998 10,521 13,406 6,569 16,860 12,717 12,682 11,264 11,546 11,427 106.16 50.46 30.60 35.67 197.70 73.39 28.72 12.00 71.37 3.96 78.01 82.02 67.57 4.39 167.38 13.80 34.43 96.04 14.43 15.40 1,174.29 255.08 83.59 7.36 7.83 29.65 79.25 86.84 76.94 36.03 36.31 12.76 162.12 65.88 114.07 66.98 75.41 53.56 75.02 78.85 121.45 49.06 57.76 32.06 41.23 218.83 #N/AN/A #N/AN/A 96.50 22.78 #N/AN/A 14.15 76.60 7.87 78.03 #N/AN/A #N/AN/A 102.29 89.11 0.09 172.89 17.25 42.62 100.30 15.01 15.93 1,236.68 273.32 88.04 7.54 8.02 29.30 80.05 32.49 88.29 88.32 35.52 35.53 23.24 171.60 83.97 133.97 80.05 92.74 59.32 79.34 82.89 24.42 19.03 4.22 21.21 14.64 1.03 54.97 17.76 16.96 24.51 9.84 81.81 0.02 71.66 8.73 40.77 86.43 34.79 5.49 20.95 48.41 8.31 2.35 1.96 4.03 7.65 13.01 141 1.32 -1.60 2.58 4.44 21.40 -2.28 -3.82 129.26 10.79 36.87 43.89 44.23 42.44 12.95 9.89 6.43 0.59% (26.02) 0.76% (20.06) 1.13% 13.09 0.74% (48.83) 0.73% (25.88) 0.72% 0.57% (274.73) 1.16% 32.68 0.51% 0.73% (41.89) 0.74% 12.55 1.20% (60.98) 1.09% 112.51 0.47% 0.85% 0.61% 103.92 0.37% 23.98 2.82% (384.48) 0.60% (31.49) 1.19% 103.17 0.49% 22.08 0.53% (4.97) 1.72% (57.58) 1.77% (64.92) 1.32% (25.39) 0.93% 49.73 0.41% 30.89 1.74% (73.70) 1.79% (80.65) 0.74% (27.20) 0.39% 4.59 0.38% (0.58) 0.69% 133.54 0.63% 24.81 0.57% 30.88 0.63% 27.00 0.54% (110.80) 0.74% (31.93) 0.40% (85.77) 0.44% (39.20) 0.54% 16.41 0.83% (4.65) 0.58% 8.50 0.80% (7.65) EFTA00288490

--=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 798 571 656 263 (35) (38) (40) 6,891 485 1,221 (42) 2,181 1,766 (21) (4) 243 2,967 952 2,335 (32) (137) (96) (2) 1,818 147 794 965 764 204 (331) 46 1,194 395 787 (37) 721 (307) 9,006 1,194 (19) 1,194 739 1,041 9,744 11,195 10,889 6,240 699 2,754 3,158 17,035 11,337 11,420 (2,718) 9,733 7,980 1,746 403 10,127 8,086 5,345 10,200 6,362 11,861 12,778 2,044 11,476 3,883 11,105 9,241 11,487 4,735 (4,132) (4,595) 12,877 7,989 6,344 (8,574) (1,013) 13,319 (5,268) (5,774) 10,218 7,801 (3,874) 13,459 (6,473) 5,234 36.73 37.76 39.07 302.78 54.11 54.03 66.05 49.47 105.52 8.71 8.73 75.90 75.82 73.24 44.41 114.81 86.62 697.27 44.11 168.97 22.49 64.77 36.96 86.96 37.15 25.97 35.35 46.28 16.11 15.95 63.57 54.42 7.02 115.16 63.59 61.19 46.17 87.04 5.57 120.22 39.74 39.68 41.43 315.56 #N/AN/A 53.37 53.36 #N/AN/A 68.87 54.76 107.14 10.66 10.66 75.00 75.02 75.00 60.70 #N/AN/A 135.27 106.45 693.78 43.60 167.72 #N/AN/A 22.47 #N/AN/A 67.22 39.60 96.04 39.62 27.09 #N/AN/A 35.00 50.57 16.93 16.94 57.74 56.40 #N/AN/A 7.43 115.13 119.64 70.56 46.40 94.76 4.94 144.14 13.51 8.57 8.09 3.15 4.23 1.51 “1.14 74.06 10.30 14.26 2.55 34.00 27.05 -1.61 1.33 3.62 49.25 22.71 42.57 0.55 1.98 1.40 0.18 18.60 4.09 9.64 12.35 8.92 6.75 19.92 1.98 19.22 6.97 7.39 10.80 -3.83 11.14 10.00 0.04 125.44 19.69 1.13 18.44 12.51 38.35 0.61% 0.59% 0.75% 1.34% 1.17% 0.91% 1.11% 0.55% 0.42% 0.75% 0.60% 0.66% 0.82% 0.74% 0.80% 0.66% 0.74% 0.78% 0.54% 0.91% 0.58% 0.53% 0.62% 0.85% 0.93% 0.74% 0.85% 0.75% 0.64% 0.40% 0.51% 0.48% 0.73% 0.84% 0.85% 0.95% 0.49% 0.58% 0.60% 0.70% 0.78% 0.44% 0.48% 0.91% 0.52% 21.61 15.50 10.93 112.69 10.84 (0.46) 107.16 88.75 14.40 64.27 29.79 (7.71) (0.79) (35.28) 81.98 15.07 109.27 (192.90) (137.15) (140.25) 3.29 14.01 136.07 (15.05) 143.25 (2.51) 117.26 51.50 33.75 (11.26) 1.58 5.14 (9.68) (41.76) (13.42) 41.70 (95.35) 50.66 EFTA00288491

--=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 VOWS 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 163 4,502 12,937 65 38 3,534 210 145 2,443 2,860 4,408 3,562 6,969 262 298 349 4,243 412 328 316 93 437 680 857 109 (5) 502 166 4,170 4,340 (40) 1,618 101 616 105 Current Portfolio - Global Macro Portfolio 9,814 12,205 24,080 2,373 2,230 5,500 6,329 8,550 10,524 13,934 14,806 14,625 15,190 8,651 (2,664) (2,939) 9,746 4,785 (3,948) (3,810) 3,208 2771 1,880 5,134 5,630 4,742 11,844 13,490 12,761 10,741 9,262 4,724 16,573 2,439 8,913 8,429 67.77 34.93 29.17 19.76 5.62 42.99 42.33 64.68 84.53 79.87 34.87 82.05 206.28 14.92 15.07 61.33 89.16 3.82 38.03 259.69 109.70 93.20 86.91 42.75 49.60 39.49 75.13 76.31 92.53 34.57 74.65 68.89 47.81 44.84 20.30 #N/AN/A 9.24 44.41 43.05 79.70 101.87 103.65 43.37 119.69 212.53 13.25 13.28 88.02 26.06 96.84 3.50 34.87 267.21 126.99 126.90 101.41 43.57 49.54 #N/AN/A #N/AN/A 52.39 105.48 77.00 #N/AN/A 101.56 #N/AN/A 36.00 79.81 #N/AN/A Current Price (in USD) 1.88 44.88 68.74 4.20 2.47 47.49 5.68 2.84 41.21 9.41 50.92 57.30 74.54 4.06 8.44 8.28 68.69 7.75 9.45 9.19 4.85 12.96 31.30 38.85 2.95 0.21 6.31 1.82 60.65 51.55 1.92 1.21 24.61 3.59 12.44 3.55 0.88% 0.82% 0.78% 0.65% 0.68% 1.35% 0.58% 0.60% 0.56% 2.18% 0.58% 0.43% 0.62% 0.75% 1.33% 1.43% 0.63% 1.11% 0.88% 0.90% 0.60% 1.22% 1.16% 0.43% 0.65% 0.54% 0.67% 0.67% 0.54% 0.78% 0.47% 0.69% 0.40% 1.15% 0.56% 0.35% 122.45 100.57 418.22 7.25 30.52 18.25 (8.11) (34.90) 190.95 6.29 224.65 188.35 (6.68) (35.52) (51.72) 72.51 (17.62) (23.60) (4.87) (10.25) 0.98 (4.09) 16.11 26.29 35.17 149.87 (108.81) (31.28) 35.44 20.15 8.71 Change on Day (in USD) SPX Index NDX Index RTY Index 21,199 12,724 713 62,272 37,348 10,580 1,455.70 2,831.19 1,101.66 1,951.27 3,795.74 1,175.88 P/Lin Vol |30P Realized Days Vol 84.14 59.35 7.86 0.40% 0.57% 0.86% 78.36 15.48 103.37 EFTA00288492

--=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 TOP40 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 1,873 126 (338) 2,495 4,904 10,327 2,269 12,499 7,919 8,100 6,084 19,479 1,200 7,081 8,609 11,960 12,601 9,945 2,286 912 519 5,710 (488) 2,206 7,045 565 707 1,842 1,788 1,020 36,763 69 304 5,718 59 6,403 3,136 7,350 883 1,589 1177 4,780 13,143 7,980 11,008 5,697 41,166 15,064 (8,398) 20,801 46,435 37,694 29,424 42,773 52,539 25,266 24,476 32,079 14,393 47,270 47,922 41,632 40,659 43,508 24,822 64,134 8,511 28,238 (5,318) 36,288 43,256 21,231 29,992 (36,707) 45,441 33,715 73,207 5,720 12,786 14,269 10,785 13,610 10,859 13,057 16,147 12,093 9,522 13,308 15,233 24,346 48,422 28,869 37,626 13,034.03 3,278.27 23,409.59 910.80 10,442.34 10,673.47 5,788.46 11,737.69 23,118.94 8,041.34 4,246.25 490.91 3,658.46 8,607.83 192.55 39.64 3,996.66 371.48 143.69 2,913.59 342.60 1.88 444.47 43.20 70.30 184.03 41.31 15.57 39.38 30.89 38.20 42.09 57.37 89.08 37.75 38.87 406.61 521.95 366.14 13,627.06 3,305.71 24,353.03 1,020.04 11,545.19 13,597.72 6,234.78 15,167.55 #N/AN/A 30,530.62 10,040.20 6,824.72 #N/AN/A 564.44 4,315.72 #N/AN/A #N/AN/A 10,575.33 210.28 #N/AN/A #N/AN/A #N/AN/A 43.28 4,239.62 431.98 147.51 2,982.32 325.40 1.96 #N/AN/A 667.67 43.72 71.97 257.77 41.54 22.90 42.79 38.31 55.59 45.16 66.94 96.96 49.59 59.85 473.62 720.98 421.57 14.31 1.30 -3.61 10.14 28.13 55.94 17.50 44.18 55.66 28.66 27.32 79.44 15.97 33.97 48.10 40.48 55.35 42.60 19.10 2.02 3.53 34.12 7.21 8.41 18.11 3.51 3.88 8.79 8.55 5.73 115.92 1.84 6.04 71.85 4.60 90.44 13.49 47.60 91.73 18.37 28.87 21.16 65.68 114.87 50.86 55.60 29.56 0.32% 184.62 0.64% (31.70) 1.12% (247.14) 0.38% 92.00 0.49% (83.92) 0.44% (68.02) 0.66% 281.83 0.27% 1.12% 141.78 0.91% 58.37 0.76% (88.15) 0.52% 0.44% 77.01 0.37% (129.47) 0.71% 0.56% 0.54% (94.40) 0.48% 0.71% 1.73% 0.59% 1.27% (13.71) 0.72% (76.08) 0.90% 149.19 0.76% 69.73 0.61% 227.46 0.57% (77.12) 0.46% 0.53% 0.43% 92.31 0.66% 21.26 0.39% (140.35) 0.56% 65.34 0.12% 10.45 0.52% 87.78 0.64% (79.43) 0.50% 50.88 0.50% 118.95 0.40% (20.08) 0.58% 3.32 0.42% 22.44 0.48% (52.33) 0.47% (193.18) 0.32% (7.25) 0.69% (247.56) 0.51% 145.44 EFTA00288493

--=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 8,268 4,677 12,552 5,487 1,481 26,955 4,450 584 12,935 1471 17 1,555 24,741 4,428 8,485 (33) 1,601 (43) 1,555 3,061 (309) 3,996 24 (57) 1,539 1,411 309 1,027 264 3,996 5,547 3,477 4,578 2,585 33,484 9,665 3,622 12,064 2,698 85 2,369 (810) 236 2,874 1,638 39,028 51,146 28,923 30,226 31,675 61,074 29,075 11,683 44,807 45,829 16,765 15,898 39,247 12,087 42,479 (15,778) (17,389) (9,568) 30,849 15,160 (26,763) 53,418 100,443 (25,139) 87,928 81,398 (45,369) 103,107 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 50,762 35,151 (53,741) (44,333) 69,857 89,647 359.86 456.85 222.31 487.27 679.66 609.16 931.79 370.52 388.56 807.20 431.85 312.53 172.05 159.85 3,742.86 5,016.60 21.00 109.50 99.40 3.86 85.44 220.12 765.33 1,213.44 221.30 1,506.03 817.18 170.18 221.48 358.40 477.76 349.64 1,684.51 1,247.55 336.92 1,616.07 1,330.92 392.28 729.23 347.94 429.04 83.15 464.03 1,008.64 1,507.67 436.10 498.63 318.78 575.73 711.44 878.01 1,074.41 389.05 500.73 833.11 432.29 343.09 280.51 218.41 4,490.53 5,027.16 19.07 109.99 104.41 4.65 86.43 236.59 765.51 1,216.18 225.17 1,532.14 811.61 171.87 222.37 375.96 510.98 363.84 1,778.27 1,285.71 481.06 1,900.15 1,389.09 486.58 758.42 348.52 457.96 84.40 461.56 1,050.14 1,535.22 42.93 15.48 99.61 43.01 11.26 124.94 36.85 8.95 49.74 8.92 0.25 20.29 91.79 39.02 42.80 ~0.60 13.30 0.95 8.64 14.08 0.02 139.98 0.20 0.84 4.08 6.69 3.05 440 1.89 20.64 27.08 18.40 23.21 14.00 182.39 56.47 19.14 84.53 16.40 0.58 23.10 -1.80 1.63 19.09 8.17 0.49% (9.96) 0.59% 20.44 0.44% (80.01) 0.42% (70.65) 0.42% 63.37 0.35% (142.16) 0.42% (85.03) 0.56% (12.58) 0.58% (45.92) 0.36% 25.35 0.40% 67.17 0.48% 33.28 0.69% (162.09) 0.94% 62.67 0.47% (28.83) 0.35% (137.37) 0.69% (42.81) 0.47% (121.02) 058% 552.38 1.43% (251.46) 49.02% 82.38 0.05% 58.91 0.11% (82.61) 0.27% (56.64) 0.43% 0.26% 110.40 0.22% 4.50 0.23% 425.85 0.21% (53.60) 0.24% (229.25) 0.26% (201.56) 0.22% (310.00) 0.24% (217.21) 0.22% (376.42) 0.23% (204.06) 0.31% (11.23) 0.23% (321.32) 0.28% 26.88 0.24% (216.52) 0.29% (110.64) 0.29% (174.51) 0.84% 336.51 0.33% 233.42 0.22% (282.86) 0.22% (214.15) EFTA00288494