Atorus, LLC 2/4/2014 Current Date: T12M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: Starting Capital: Current NAV: Current Leverage (Gross Exposures): MSCI World Change on Day 4,128,500 2,835,045 Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days | 50% T24M Avg. Daily NAV (+) Change | __:1.03%| 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: 10.00% ae: 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 1,000,000.00 800,000.00 600,000.00 + T T - - T T r T T T T T SIS SF MK SH SF PP PS cP” VP” WP” vf cP” VP” oP” vf PEP PEA GP PEA GP AM > > SY 0” ad we NY EFTA00292799

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Atorus, LLC 2/4/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions 53 Positions MEXBOL Index (26,084) 0.48% PFE US Equity 4,470 0.28% NO_TSY CREDIT (27,323) 0.50% XLI US Equity 4,502 0.28% SHCOMP Index (27,652) 0.51% MAERSKB DC Equity 4,642 0.29% ZA_TSY CREDIT (33,074) 0.61% HEX Index 4,710 0.29% SPGSCITR Index (33,402) 0.62% QQQ US Equity 4,739 0.30% XAU Comdty (41,314) 0.76% VIAB US Equity 4,788 0.30% DE_TSY CREDIT 56,280 1.04% NKY Index 4,881 0.30% CH_TSY CREDIT 59,180 1.09% ROG VX Equity 4,890 0.30% JP_TSY CREDIT (59,545) 1.10% UTX US Equity 4,944 0.31% SXDP Index 60,941 1.12% OGXP3 BZ Equity 4,988 0.31% SPX Index 62,139 1.15% BMY US Equity 5,034 0.31% FR_TSY CREDIT 62,352 1.15% MDT US Equity 5,049 0.31% AT_TSY CREDIT 64,221 1.18% ACA FP Equity 5,053 0.31% NL_TSY CREDIT 65,241 1.20% SXOP Index 5,061 0.32% FI_TSY CREDIT 66,407 1.22% IT_TSY CREDIT 5,245 0.33% BE_TSY CREDIT 67,474 1.24% CMCSA US Equity 5,378 0.33% STBCNZL Index 73,226 1.35% HON US Equity 5,482 0.34% lE_TSY CREDIT 78,098 1.44% ASE Index 5,574 0.35% AU_TSY CREDIT (78,952) 1.46% KFX Index 5,627 0.35% MY_TSY CREDIT (88,241) 1.63% IBEX Index 5,664 0.35% SG_TSY CREDIT (95,530) 1.76% ICEX! Index 5,737 0.36% CA_TSY CREDIT (97,045) 1.79% XAU Comdty 5,862 0.37% DAX Index 5,970 0.37% PRU LN Equity 6,060 0.38% GS US Equity 6,165 0.38% AMGN US Equity 6,185 0.39% SXAP Index 6,219 0.39% CA_TSY CREDIT 6,396 0.40% MMM US Equity 6,451 0.40% LUXXX Index 6,487 0.40% XLY US Equity 6,683 0.42% NG1 Comdty 7,070 0.44% ES_TSY CREDIT 7,587 0.47% CMCSK US Equity 7,743 0.48% TMO US Equity 7,953 0.50% BAYN GR Equity 8,153 0.51% TYC US Equity 8,712 0.54% BAC US Equity 9,309 0.58% BA US Equity 9,459 0.59% SXIP Index 9,545 0.59% EFTA00292800

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SXMP Index XLV US Equity NDX Index RTY Index MA US Equity CELG US Equity SPX Index SXTP Index SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index GILD US Equity 9,590 10,356 10,523 10,754 10,917 11,697 12,785 18,263 18,521 19,447 26,598 30,230 33,176 0.60% 0.65% 0.66% 0.67% 0.68% 0.73% 0.80% 1.14% 1.15% 1.21% 1.66% 1.88% 2.07% EFTA00292801

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Atorus, LLC 2/4/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 + 1,500,000 1,000,000 —apac ——EMEA 500,000 ——aAMeR — EquityCom —credit a xe 3 (500,00) (1,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 —— APAC 1,000,000 —— EMEA = AMER 500,000 - = EquityCom = Credit wy wv a7 Sv wv a7 > cd “cd “e) > “) & Sy oy Sy” SY Ly” Lo” US USY og) od UY SY gy wow" (500.38) __ AE A A F (1,000,000) EFTA00292802

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Atorus, LLC 2/4/2014 Current Gross Notional Risk by Category 198,381 535,342 mAPAC mMEMEA @ AMER ® EquityCom m@ Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 = MSCIWorld ——— ATORUS 0.95 0.75 +, Yb ob oh Ow Oe OS Pe” WP” vf ” A a xo PP PP SS HS??? OS” gh FSP PF NM gh AM es J Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Rolling30D ayRealized Vol Sy Sh hh SP Mt Sa NE OE GRAS I) NS EFTA00292803

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Atorus, LLC 2/4/2014 Current Portfolio -Listed Equity Portfolio | Security | MIM Gain/{toss) | Exp. @ cost | Avg Price | Current Price (in USD) _| 000270 KS Equity 129 (4,496) 51.62 50.14 005380 KS Equity (53) 1,018 222.96 211.99 005490 KS Equity 79 (3,123) 276.14 269.17 005930 KS Equity 625 (6,543) 1285.62 1162.78 012330 KS Equity 679 5,271 244.69 276.20 1 HK Equity 6 (1,216) 14.80 14.73 1299 HK Equity - 752 4.55 455 13 HK Equity 954 12,219 11.40 12.29 16 HK Equity 477 (9,917) 12.66 12.05 27 HK Equity (3) 123 9.67 9.41 2914 JP Equity 317 (4,708) 32.47 30.28 3382 JP Equity 21 3,406 37.70 37.94 4063 JP Equity 157 (4,526) 56.40 54.45 4502 JP Equity (30) 1,678 47.03 46.21 4689 JP Equity (61) 750 5.97 5.52 5 HK Equity : 916 10.19 10.19 5108 JP Equity (137) 3,493 36.30 34.93 5401 JP Equity 97 (1,701) 3.08 2.90 6301 JP Equity 110 (3,507) 20.64 19.99 6752 JP Equity 755 4,138 9.01 10.66 6902 JP Equity 2,009 9,714 41.48 50.06 6954 JP Equity 273 6,380 157.65 164.41 7201 JP Equity 255 (3,734) 8.85 8.24 7203 JP Equity (38) 390 59.91 54.61 7267 JP Equity (40) 529 38.40 35.72 762 HK Equity 364 (4,145) 1.43 1.31 7751 JP Equity 600 (6,849) 31.44 28.68 8031 JP Equity 418 (6,724) 13.92 13.06 8058 JP Equity (47) 636 18.98 17.66 8306 JP Equity (52) 1,282 6.03 5.80 8316 JP Equity 494 2,398 37.02 44.65 8411 JP Equity (291) 5,277 2.13 2.02 8604 JP Equity (68) 446 7.59 6.59 8801 JP Equity (3) 38 33.32 30.69 8802 JP Equity 7 (1,639) 24.93 23.84 9020 JP Equity 225 (3,958) 77.53 73.12 941 HK Equity 1,033 (9,945) 10.39 9.31 9432 JP Equity (217) 6,063 53.12 51.29 9433 JP Equity 3,189 11,832 42.13 53.49 9437 JP Equity 94 (1,856) 16.08 15.26 9983 JP Equity (105) 3,172 368.67 356.89 9984 JP Equity 2,388 3,724 42.69 70.07 AAPL US Equity (168) 7,861 518.02 507.21 EFTA00292804

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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 AGL SJ 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 BG/ LN Equity 377 263 (214) 845 807 (279) (404) (391) 5,053 (33) 132 547 (125) 651 10 1,271 4,275 2,294 1,727 6,185 385 3,020 325 52 1,801 3,319 2,887 3,201 9,459 9,309 (102) 463 226 8,153 233 1,166 1,151 242 (127) (150) (8) 10,387 8,685 5,327 (7,216) (6,907) 789 4,087 (3,506) (3,471) 5,362 3,615 9,033 1,191 4,823 (5,057) 6,792 (2,049) 2,342 6,517 7,481 5,693 23,079 10,632 14,105 (2,366) (6,854) (5,622) 10,359 12,659 11,654 12,416 17,787 10,785 5,284 7,322 (5,828) (8,029) 11,649 (3,550) (6,728) (7,236) (5,006) 5,711 (6,628) 6,382 6,145 (544) 23.59 23.63 49.41 7.25 7.29 94.12 38.68 17.17 17.20 6.83 93.86 77.04 72.36 55.05 22.73 104.77 126.21 30.87 42.47 125.64 126.13 91.65 76.29 287.66 26.29 82.74 80.96 71.56 66.19 50.37 50.00 41.02 65.64 16.75 4.07 107.62 47.54 39.28 139.42 10.42 12.74 11.26 49.67 12.25 42.01 17.80 50.05 24.45 24.35 47.51 6.40 6.44 94.12 36.21 19.14 19.14 13.27 93.00 78.17 74.80 61.29 23.30 114.81 125.59 47.62 70.33 164.17 164.41 116.21 79.06 349.24 26.23 78.82 80.21 84.01 83.55 62.85 62.88 62.83 122.30 16.44 4.33 103.45 47.51 66.78 130.27 8.61 10.71 10.72 57.52 11.69 41.19 17.37 50.81 EFTA00292805

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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 CL US 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 DAI GR Equity 264 207 26 67 246 29 5,034 231 1,301 (4) 78 1,988 133 (0) 277 593 (19) 214 595 11,697 33 426 21 5,378 7,743 487 (27) 496 149 345 5 185 135 2,097 28 435 1,032 545 50 1,233 4,250 (1,473) (2,955) 1,064 (3,235) 1,536 1,169 (4,936) (2,527) 5,068 13,561 (3,675) 5,490 (2,838) 8,427 (3,799) (8,153) 769 2,970 673 1,956 10,280 (2,478) 1,265 7,804 15,102 (1,266) 18,526 (2,663) 17,408 18,900 12,846 (3,142) 12,399 8,087 (7,094) (4,431) 2,421 6,334 2,050 6,677 (4,966) 8,904 (10,438) 10,289 (2,866) 12,095 13,894 17.12 32.07 50.78 327.97 28.33 29.45 305.17 29.06 55.65 78.83 52.26 53.44 76.74 54.66 7.84 144.24 4.68 90.22 31.67 41.23 32.91 91.54 56.09 53.59 21.96 155.91 88.14 60.82 58.91 37.74 49.25 52.87 31.89 52.38 72.46 64.85 102.86 3.72 62.31 46.15 25.62 20.66 29.18 24.56 67.25 100.97 50.58 17.08 31.91 63.38 306.98 28.81 31.15 289.96 28.72 61.00 108.09 48.97 66.10 76.42 54.63 7.68 109.07 4.68 94.27 31.67 47.07 34.81 92.26 65.56 57.68 38.97 151.79 90.17 60.35 WAL 53.20 $1.12 53.32 33.17 53.35 68.93 63.76 110.71 3.90 66.42 60.64 25.48 21.67 26.30 25.86 66.07 111.26 66.05 EFTA00292806

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DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DEO 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 42 1,614 2,482 (93) (3) (81) 2,605 (82) 3,427 358 (15) 763 1,656 107 3,789 1,302 (28) (224) (1) (71) 4,049 (420) 505 31 (88) 885 477 11 974 (98) 1111 390 (30) 155 1,659 33,176 (268) 469 23 697 1,761 4,046 12,287 8,304 8,105 6,701 1,019 9,874 1,072 13,975 9,886 874 8,922 6,436 546 13,621 9,143 (8,802) 5,735 5,047 1,109 9,176 8,818 7,758 (6,988) 6,711 (843) 2,600 5,564 9,113 3,423 9,800 2,355 678 2,543 (1,734) 5,328 (3,591) (3,461) 2,834 4,534 16,427 13,862 6,400 3,241 (2,939) 11,352 6,656 80.40 41.63 47.43 83.03 84.70 14.96 91.89 69.82 23.27 70.38 72.03 71.93 13.48 37.66 26.43 13.67 68.43 72.55 59.36 56.32 68.42 35.40 22.24 63.92 39.14 4.57 22.99 15.55 158.60 64.86 10.99 76.37 68.14 10.28 64.41 28.98 129.81 30.77 31.01 54.41 19.27 7.24 84.94 41.16 57.13 4.80 13.57 81.23 47.10 61.61 82.09 84.67 13.86 116.13 64.88 28.98 72.93 70.84 78.08 16.95 45.06 33.79 15.62 68.65 69.82 59.35 52.94 98.61 33.79 23.69 63.63 41.51 4.50 22.24 18.03 166.90 65.07 12.09 73.32 68.14 14.78 62.63 31.10 129.78 31.03 31.60 56.27 21.22 24.57 81.52 47.12 56.67 5.10 17.17 EFTA00292807

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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 KRFT 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 MEC CN Equity MHS US Equity MMM US Equity 4,129 6,165 (36) (4) 383 2,200 281 5,482 876 771 531 139 2,228 359 289 1,914 43 3,040 3,121 443 (68) 298 251 (114) (148) 18 (155) 3,293 412 (47) 16 1,532 729 10,917 4,642 (23) 126 85 1,606 5,049 567 3,511 1,756 6,451 12,323 13,548 4,313 (1,586) 2,661 16,669 6,097 11,827 6,283 (943) 6,907 (8,375) 10,900 9,762 5,486 (5,896) (6,351) 13,984 1,121 9,872 12,514 8,510 7,916 (6,738) (5,798) 2,014 2,268 1,898 3,081 7,062 916 2,012 1,944 (901) 6,795 2,294 19,561 14,129 (1,370) (6,958) 1,758 13,622 20,620 7,546 7,931 13,963 21,135 26.78 787.01 162.82 25.43 19.39 43.39 71.46 29.15 78.48 28.38 9.17 6.50 170.84 36.36 16.95 2.85 13.59 11.41 74.29 111.48 35.72 82.32 55.48 110.66 35.13 39.53 54.33 78.64 82.54 128.44 1.31 43.83 151.17 216.08 36.78 57.04 50.14 55.21 10730.67 178.70 88.85 151.73 25.76 50.05 33.06 15.86 53.72 35.75 1145.15 161.48 25.50 22.18 49.11 74.75 42.67 89.42 28.24 10.20 6.09 173.01 36.40 23.83 2.68 12.97 12.97 77.12 145.81 44.63 86.60 55.01 105.77 33.61 37.41 50.99 79.38 78.59 188.34 1.31 52.81 147.57 212.33 45.07 75.16 78.12 73.34 10910.71 175.48 93.16 169.62 32.06 53.81 47.70 17.85 70.12 EFTA00292808

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MO US Equity 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 (289) 31 832 365 345 3,002 3,543 2,926 1,106 1,754 3,165 116 4,129 285 1,321 3,101 4,988 (0) (119) 29 491 455 527 2,204 (234) 472 512 4,470 (99) 1,513 1,029 356 (8) (19) 6,060 7 555 1,314 1,095 4,739 (8) (29) 6,483 11,892 (4,462) 9,329 1,646 7,161 7,519 (2,412) (5,088) 14,629 (7,382) 9,801 11,401 6,615 4,491 (6,884) 18,115 5,411 9,571 15,375 (5,138) 733 3,938 7,096 (3,972) (2,807) (2,789) 3,037 13,683 5,404 (2,916) (2,979) 21,831 1,849 11,148 (9,839) 7,630 (3,078) (2,788) 10,425 5,869 6,018 15,957 12,522 19,740 708 729 132.11 34.30 107.89 41.47 50.28 27.72 34.99 206.80 70.86 7.24 149.44 20.46 65.45 10.16 41.49 6.87 60.60 74.42 34.90 76.23 2680.20 0.13 168.50 11.07 36.16 105.69 13.11 9.89 966.41 257.37 94.04 6.62 4.82 33.13 66.94 38.60 73.37 78.58 31.42 20.00 19.92 144.65 65.23 112.77 58.60 85.87 49.28 126.47 34.38 106.29 45.17 53.15 29.14 36.60 206.49 29.05 9.00 90.21 21.10 71.80 12.85 70.73 6.76 74.41 78.35 39.71 91.60 78.19 0.13 163.54 11.99 35.89 87.21 10.97 11.61 1122.06 246.69 78.81 5.48 5.81 31.45 76.02 34.56 76.80 78.79 31.63 31.62 20.18 157.98 70.61 122.63 72.67 84.89 47.40 EFTA00292809

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RDS/B US Equity 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 SCCO US Equity SGO FP Equity S! 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 (176) (59) (27) (128) (12) (70) (109) (109) 4,890 31 392 97 163 (391) (537) 166 232 941 748 737 727 162 (40) 741 526 (174) (267) 92 13 65 283 28 oo (8) 1,388 2,009 18 (56) 252 7,953 179 100 53 3,985 3,245 649 3,973 3,904 3,295 4,808 4,923 17,022 (2,673) (1,569) (6,160) 7,240 5,304 5,229 7,085 (4,511) (3,778) 7,709 11,236 8,890 8,145 (7,243) (8,994) (4,699) 9,690 (5,275) 3,572 4,787 (3,082) 1,116 (2,139) 5,938 (1,853) (6,876) (3,487) (768) 302 (10,486) 9,478 2,709 509 (4,018) 10,132 2,703 (6,937) (3,421) 70.97 73.02 35.42 35.12 36.00 292.53 58.71 53.78 41.06 274.67 62.93 46.80 95.80 8.21 9.17 81.16 78.31 75.24 23.61 47.83 114.64 114.15 96.90 590.41 40.64 141.89 95.81 20.73 25.02 67.48 31.28 82.15 30.18 26.29 376.80 32.37 43.61 15.51 17.33 45.65 55.75 5.05 7.85 62.58 106.45 57.17 43.80 67.96 71.71 34.00 34.02 35.88 286.41 57.41 52.62 52.85 273.91 61.71 43.82 97.08 8.46 8.53 75.45 75.42 70.62 27.85 51.83 124.29 124.48 87.18 579.78 40.98 152.74 86.26 19.77 23.70 65.46 31.63 79.67 31.62 25.88 349.16 32.30 43.17 15.11 15.04 55.33 56.13 4.56 7.36 111.70 113.50 56.35 43.12 EFTA00292810

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TSCO LN Equity 649 (7,381) 88.06 80.32 TWC US Equity 673 4,764 4.52 5.16 TWX US Equity 33 (3,172) 136.80 135.37 TXN US Equity 2,150 12,188 52.92 62.26 TYC US Equity 8,712 23,873 30.10 41.09 UBS US Equity 261 5,214 37.91 39.81 UBSN VX Equity 192 5,150 19.61 20.34 UCG IM Equity 1,647 5,383 15.49 20.24 ULVR LN Equity 159 (3,842) 7.60 7.29 UNA NA Equity 161 (4,699) 39.40 38.05 UNH US Equity 979 10,023 33.89 37.20 UNP US Equity 701 9,412 65.46 70.34 UPS US Equity 2,597 14,786 147.04 172.87 USB US Equity 1,782 14,221 83.44 93.90 UTX US Equity 4,944 15,050 29.40 39.06 V US Equity 3,302 3,610 56.92 109.00 VALE US Equity 396 (3,899) 238.41 214.21 VALE3 BZ Equity 464 (4,576) 15.08 13.55 VIAB US Equity 4,788 9,546 9.00 13.52 VIV EP Equity 34 2,278 78.36 79.52 VMW US Equity 38 4,236 26.05 26.28 VOD LN Equity 1,062 7,581 77.23 88.05 VOD US Equity 971 7,506 3.17 3.58 VOW3 GR Equity 549 6,815 33.06 35.72 VRX CN Equity 726 1,608 170.31 247.19 VRX US Equity 838 1,876 93.23 134.90 VTIUS Equity 258 5,127 128.38 134.86 VWO US Equity 506 (6,822) 98.60 91.29 VZ US Equity 191 (6,107) 38.73 37.52 WBC AU Equity (18) (2,556) 46.28 46.61 WES AU Equity (33) (2,770) 26.91 27.23 WFC US Equity 1,887 10,054 31.38 37.27 WLP US Equity 1,931 12,943 38.82 44.61 WMT US Equity (295) 5,367 90.10 85.40 WOW AU Equity 330 (8,646) 75.57 72.69 XOM US Equity (58) 10,877 30.27 30.11 XTA LN Equity 2 (2,235) 90.07 90.00 YHOO US Equity 200 1,280 13.00 15.04 YUM US Equity (54) 4,171 35.89 35.43 ZURN VX Equity (100) 6,379 73.00 71.87 Current Portfolio - Global Macro Portfolio | Security | Mt Gain/(toss) | exp.@ cost| Avg. Price | Current Price (in USO) _| SPX Index 12,785 62,139 1455.70 1,755.20 NDX Index 10,523 46,622 2831.19 3,470.20 EFTA00292811

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RTY Index SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEXI Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOPO Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS51 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 10,754 37 1,173 2,633 (202) 926 5,970 5,664 4,057 3,011 3,148 19,447 5,737 2,923 3,074 6,487 5,627 4,710 743 1,696 5,574 193 52 288 4,881 170 632 109 (13) 30,230 434 (82) 3,786 (9) 4,466 74 1,426 4,502 (227) 6,683 2,289 10,356 3,125 6,219 39,850 (8,465) (26,084) (22,472) (4,754) 39,883 36,594 14,134 38,369 40,612 23,045 24,240 40,011 35,345 42,183 41,687 39,636 37,972 40,851 20,686 28,045 17,658 22,093 (12,011) (8,878) (11,549) 39,327 (5,552) (27,652) (5,705) (9,315) 73,226 (6,105) (4,157) 14,142 721 13,486 6,353 12,843 15,999 7,313 20,539 4,289 14,787 24,349 43,321 28,482 868.48 12255.50 3142.70 22076.65 735.46 10288.22 10610.77 5199.75 11492.37 8134.42 22744.85 8026.78 4246.25 6.58 484.27 3586.05 1655.49 100.82 8513.92 189.54 3213.33 1246.19 84.29 41.61 3627.06 332.82 122.63 2843.26 343.18 1.78 4549.04 439.90 40.76 63.72 184.03 40.92 15.57 38.12 30.80 38.20 41.34 46.72 80.44 37.57 38.87 400.51 520.28 1,102.84 12,202.48 3,001.38 19,489.65 766.70 10,527.14 12,341.85 5,567.20 13,188.79 8,946.96 25,716.55 9,069.25 6,310.16 7.65 517.83 3,850.44 1,926.45 115.76 9,495.45 196.35 3,407.62 1,639.56 85.03 41.18 3,605.97 324.52 137.85 2,756.13 335.34 1.75 4,555.25 621.51 37.86 64.97 233.29 40.41 20.73 38.56 34.22 48.95 40.09 61.92 82.73 43.39 55.40 429.40 633.88 EFTA00292812

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SXKP Index 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 SX5E 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 1E_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 2,504 1,984 (293) 9,545 3,165 (431) 18,521 1,343 2,344 5,061 9,590 18,263 4,142 3,321 401 1,482 681 59 7,070 5,862 1,738 6,396 483 1,639 198 2,810 611 1,504 2,243 1,394 1,857 1,094 26,598 5,245 1,323 7,587 1,387 31 2,828 (328) 2,020 29 46,935 32,182 5,256 28,866 28,322 14,426 60,941 25,783 20,014 40,465 3,176 6,322 35,693 39,161 17,730 38,430 (33,402) (12,253) (20,676) 13,301 16,573 (41,314) 53,311 9,928 (97,045) (13,717) (78,952) (59,545) (88,241) (95,530) 64,221 67,474 66,407 62,352 56,280 78,098 53,270 65,241 50,157 50,977 (27,323) 22,099 (33,074) (21,090) 59,180 31,772 366.14 349.85 448.77 222.31 482.69 653.27 609.16 917.36 330.19 380.28 743.36 402.35 261.12 172.05 157.43 3686.95 4817.40 22.02 109.38 96.76 3.77 105.52 220.12 762.10 1274.94 209.32 1444.14 822.22 166.61 217.13 354.98 474.30 346.48 1663.69 1231.54 337.45 1611.86 1319.13 392.74 721.46 334.45 417.05 81.66 451.44 1000.81 1480.06 385.67 371.42 425.10 295.81 536.63 634.34 794.29 965.16 368.85 427.84 743.36 418.25 331.28 252.29 194.20 4,005.58 4,759.51 19.36 105.78 97.19 5.38 90.55 227.30 762.10 1,190.91 201.95 1,414.15 819.49 161.30 215.74 363.29 490.07 353.75 1,713.23 1,255.48 452.37 1,770.58 1,345.89 452.15 741.09 327.59 417.63 74.68 458.46 1,034.97 1,481.42 EFTA00292813