Atorus, LLC 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): Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV 2/21/2014 Change on Day: |___ 1.33%] MSCI World Change on Day 4,500,684 (1,151,319 IN ae eat wo Ri[S 8 8 1,821,198 b i=} Historically 2.25X - 3.25X, depending on measurement interval - 50% historically § w me S/s}s)5 fd fd bd f9 Ed bd bd ed ed We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 —— NAV 800,000.00 600,000.00 + T T Shh cP” eh” WP” vf » AY Av A a7 oy” OY aed ow ww T T T T T T T T T yo in EFTA00292973

--=PAGE_BREAK=--

Atorus, LLC 2/21/2014 Percentile (@ cost ex-MTM) NAV) | Security |__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 22 Positions | 23.56%] 53 Positions CO1 Comdty (24,622) 0.44% ICEXI Index 5,971 0.33% MEXBOL Index (26,146) 0.46% EDF FP Equity 6,124 0.34% NO_TSY CREDIT (27,378) 0.48% UTX US Equity 6,213 0.34% XAU Comdty (33,009) 0.58% QQQ US Equity 6,312 0.35% ZA_TSY CREDIT (33,149) 0.59% SXSE Index 6,413 0.35% SHCOMP Index (33,700) 0.60% HON US Equity 6,449 0.35% JP_TSY CREDIT (59,678) 1.06% MAERSKB DC Equity 6,459 0.35% CH_TSY CREDIT 60,555 1.07% SXKP Index 6,503 0.36% SXDP Index 61,075 1.08% BEL20 Index 6,541 0.36% SPX Index 62,272 1.10% DAI GR Equity 6,574 0.36% FR_TSY CREDIT 63,924 1.13% SXXP Index 6,623 0.36% AT_TSY CREDIT 64,350 1.14% GS US Equity 6,645 0.36% NL_TSY CREDIT 65,372 1.16% ASE Index 6,682 0.37% FI_TSY CREDIT 66,540 1.18% ACA FP Equity 6,691 0.37% DE_TSY CREDIT 66,681 1.18% MDT US Equity 6,808 0.37% BE_TSY CREDIT 67,610 1.20% SMI Index 6,861 0.38% STBCNZL Index 73,231 1.30% IT_TSY CREDIT 6,868 0.38% lE_TSY CREDIT 78,270 1.38% CMCSK US Equity 6,911 0.38% AU_TSY CREDIT (79,133) 1.40% ROG VX Equity 6,965 0.38% MyY_TSY CREDIT (92,252) 1.63% BMY US Equity 7,048 0.39% SG_TSY CREDIT (95,749) 1.69% CA_TSY CREDIT 7,131 0.39% CA_TSY CREDIT (97,153) 1.72% AMGN US Equity 7,249 0.40% MMM US Equity 7,685 0.42% IBEX Index 7,824 0.43% PRU LN Equity 7,961 0.44% XLY US Equity 8,125 0.45% SXOP Index 8,579 0.47% HEX Index 8,742 0.48% ES_TSY CREDIT 9,157 0.50% DAX Index 9,170 0.50% BAC US Equity 9,283 0.51% LUXXX Index 9,418 0.52% BAYN GR Equity 9,583 0.53% TMO US Equity 9,679 0.53% KFX Index 10,286 0.56% NG1 Comdty 10,435 0.57% SXAP Index 10,538 0.58% MA US Equity 10,895 0.60% TYC US Equity 10,944 0.60% BA US Equity 11,011 0.60% EFTA00292974

--=PAGE_BREAK=--

SXIP Index XLV US Equity SXMP Index CELG US Equity RTY Index NDX Index SPX Index SXTP Index ISEQ Index SXDP Index IE_TSY CREDIT STBCNZL Index GILD US Equity Lategor) APAC Long | 8 | APAC Short | 28 | EMEA Long | CO PEMEAShort | AMER Long AMER Short [AG | EquityComtong | | EquityComShort | G20Ratestong PS | | G20RatesShort ST frotalShort 8 12,421 12,491 12,866 13,579 13,619 13,710 16,279 22,238 24,816 24,995 29,291 31,202 34,151 0.68% 0.69% 0.71% 0.75% 0.75% 0.75% 0.89% 1.22% 1.36% 1.37% 1.61% 1.71% 1.88% EFTA00292975

--=PAGE_BREAK=--

Atorus, LLC 2/21/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 APAC + 2,000,000 EMEA — AMER —= EquityCom G20 Rates omer NexEposure RHS: st (1,000,000) ) (sBe\000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 ee AP AC ee EMEA 1,000,000 AMER ——EquityCom rr G20 Rates yh wh Sr 8 Ph gh Wh hg vb > Dm wm wD » SP er oe of PPE BP Gh AP gh ge EFTA00292976

--=PAGE_BREAK=--

Atorus, LLC 2/21/2014 Current Gross Notional Risk by Category 240,462 m APAC m@ EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 1.95 175 ass 135 — MSCIWorld ais ATORUS 0.95 0.75 + T T T T T T T T T T T T Vv vv + a7 a7 + > > eo) > > Se) &» oy or Lor or oo oa ww & & wo ww & PoP PP PP PP PP VP Pe Ot PEP PE AW HH PH HH PE HH AW oo Qh Rolling 30 Day Realized Volatility - Atorus 2.00% 180% 1.60% 140% 1.20% ——Rolling30DayRe 1.00% alizedVol 0.80% 0.60% 0.40% 0.20% 0.00% vv Re 1 aS EFTA00292977

--=PAGE_BREAK=--

Atorus, LLC 2/21/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 7 FFL MMEIE SSE BE OSS 10 POO PD SO OO GS OP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sass MTM Gains(Losses) % of NAV "Signficant"™ EFTA00292978

--=PAGE_BREAK=--

Atorus, LLC 2/21/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized MT™ nite Exp. @ Cost (in USD) Days Vol 000270 KS Equity (4,506) 51.62 49.47 3.71 1.12% 005380 KS Equity io) 720 217.84 211.42 -2.16 1.41% 005490 KS Equity 48 (3,782) 273.49 270.01 1.46 0.87% 005930 KS Equity 258 (6,558) 1,285.62 1,234.99 4.15 0.95% 012330 KS Equity 965 5,282 244.69 289.38 14.53 1.26% 1 HK Equity 6 3,698 15.19 15.21 0.22 0.72% 1299 HK Equity (19) 3,412 4.82 4.79 0.53 1.07% 13 HK Equity 1,985 12,243 11.40 13.25 18.56 0.87% 16 HK Equity (62) (9,935) 12.66 12.74 -1.05 0.59% 27 HK Equity (5) 123 9.67 9.31 1.76 2.14% 2914 JP Equity (23) (4,719) 32.47 32.63 -0.39 1.26% 3382 JP Equity 129 3,411 37.70 39.13 3.24 1.16% 4063 JP Equity 82 (4,536) 56.40 55.39 1.33 1.35% 4502 JP Equity 25 2,102 46.69 47.25 1.70 0.71% 4689 JP Equity 13 941 6.03 6.11 0.90 1.56% 5 HK Equity 7 1,915 10.81 10.85 0.49 0.73% 5108 JP Equity (107) 3,498 36.32 35.24 -2.36 1.30% 5401 JP Equity 52 (3,709) 2.99 2.95 0.89 1.57% 6301 JP Equity 26 (3,515) 20.64 20.48 0.54 1.39% 6752 JP Equity 1,072 4,145 9.01 11.34 9.62 2.69% 6902 JP Equity 2,635 9,730 41.48 52.71 21.73 1.25% 6954 JP Equity 297 6,393 157.65 164.98 271 1.71% 7201 JP Equity (49) (3,743) 8.85 8.96 -1.05 1.24% 7203 JP Equity (33) (3,073) 57.44 58.05 -0.85 1.26% 7267 JP Equity 59 (4,885) 36.43 35.99 0.94 1.29% 762 HK Equity 359 (4,155) 1.43 131 8.07 1.07% 7751 JP Equity 239 (6,865) 31.44 30.34 3.27 1.06% 8031 JP Equity (3) 2,413 15.32 15.30 -0.10 1.15% 8058 JP Equity 14 3,003 19.28 19.37 0.42 1.14% 8306 JP Equity (24) (2,979) 5.88 5.93 -0.59 1.34% 8316 JP Equity (21) (2,364) 46.29 46.70 -0.57 1.55% 8411 JP Equity (57) 3,774 2.12 2.09 -1.10 1.37% 8604 JP Equity (44) (2,403) 6.77 6.90 -1.26 1.46% 8801 JP Equity 10 (2,516) 31.09 30.96 0.25 1.62% 8802 JP Equity 52 (3,308) 24.73 24.34 1.09 1.45% 9020 JP Equity 134 (3,967) 77.53 74.91 3.18 1.07% 941 HK Equity 802 (11,351) 10.25 9.53 10.41 0.68% 9432 JP Equity 246 6,077 53.19 55.34 2.88 1.40% 9433 JP Equity 3,318 9,476 42.13 56.89 22.04 1.59% 9437 JP Equity (216) (5,749) 15.71 16.30 3.55 1.06% 9983 JP Equity (198) 3,177 367.64 346.05 -3.70 1.69% EFTA00292979

--=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 2,158 652 575 203 219 212 21 19 6,691 137 69 (23) 1,346 39 4,496 3,121 2,341 7,249 1,110 3,064 (204) (129) 2,513 4,365 3,905 4,206 11,011 9,283 1,183 26 (330) 9,583 20 757 693 1,201 39 (187) 42 2,797 7,877 10,408 8,703 5,335 (7,232) (6,923) 3,833 4,097 766 785 5,408 3,677 9,052 1,193 4,556 7,558 4,497 4,012 6,526 7,550 5,742 22,886 10,655 14,103 3,602 (6,870) (5,635) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 3,136 (8,047) 11,757 (1,954) (6,743) (7,252) 616 5,723 (6,644) 6,397 4,618 42.69 518.25 23.59 23.63 49.49 7.25 7.29 101.09 38.87 20.80 20.80 6.83 93.86 77.04 72.36 62.74 106.55 135.51 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.48 82.74 80.96 71.56 49.80 50.40 49.96 79.84 8.82 4.41 97.30 52.06 66.82 76.64 8.70 12.96 12.74 65.76 10.09 43.17 1771 52.08 75.63 528.64 25.07 25.19 51.37 7.03 7.07 101.66 39.05 20.99 20.97 15.29 97.35 83.85 76.53 62.42 125.53 135.67 49.13 71.73 177.59 177.55 124.41 84.24 350.15 28.56 MAERSKB DC 82.82 88.90 66.95 67.27 66.86 128.82 16.35 4.29 112.99 52.49 69.56 139.10 8.61 11.50 11.53 65.76 12.21 42.92 17.21 52.55 46.62 1.82 5.96 5.89 3.76 2.01 2.21 0.61 0.63 0.54 0.49 97.68 5.54 10.78 8.92 -0.86 16.37 0.17 0.97 64.03 45.61 44.90 32.21 13.88 17.26 0.28 -3.03 “2.49 23.41 34.86 33.19 30.44 55.02 98.78 -2.32 20.04 0.86 -7.32 83.16 0.61 8.67 8.76 0.00 19.14 0.95 -2.22 0.88 1.65% 1.10% 1.05% 1.12% 1.01% 1.50% 1.39% 0.92% 0.75% 1.70% 1.68% 1.27% 0.67% 0.82% 0.65% 0.58% 1.09% 0.70% 1.00% 1.08% 0.91% 0.91% 0.98% 0.75% 1.26% 0.90% 0.98% 0.92% 1.04% 0.99% 1.01% 1.11% 1.11% 0.86% 1.22% 0.80% 0.96% 0.56% 0.98% 1.70% 1.30% 1.09% 1.14% 1.10% 0.62% 1.31% 1.02% EFTA00292980

--=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 (171) 91 109 427 10 31 113 917 7,048 21 1,665 (20) 751 (26) 1,642 167 (28) 1,212 (41) 432 691 13,579 955 4,572 6911 1,086 1,078 220 (62) 186 796 255 2,540 (102) 838 1,065 1,407 (66) 2,357 (3,003) 4,603 4,501 1,066 1,219 1,976 1,171 1,374 4,839 5,076 13,669 (3,684) 5,498 3,512 9,460 4,878 (8,171) 3,909 2,976 1,099 1,959 10,300 6,284 1,267 7,821 15,111 2,756 18,685 5,611 17,408 18,900 12,873 5,482 12,425 6,077 (7,980) 4,526 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,109 17.35 34.47 69.12 245.93 32.91 30.91 274.17 32.74 65.26 98.63 35.71 70.54 61.78 57.51 7.74 114.00 6.18 100.95 30.31 49.56 30.49 87.23 67.73 49.35 36.20 85.54 99.34 58.99 81.17 40.65 36.26 51.38 35.23 51.30 67.68 66.64 115.29 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 59.94 18.34 35.16 70.80 344.41 33.18 31.39 300.58 32.86 65.29 116.44 54.12 70.14 80.49 57.17 8.36 113.40 4.94 101.59 32.01 48.31 36.41 97.49 67.30 66.18 39.40 162.40 99.50 62.01 81.21 51.32 49.52 55.71 37.18 55.74 71.11 64.80 113.72 HN/AN/A 71.33 63.95 26.70 22.24 27.43 25.77 71.31 113.30 71.61 4.01 2.11 2.52 27.64 0.69 1.80 10.24 0.37 0.07 21.20 38.40 0.62 27.32 -0.76 11.96 -0.86 11.43 0.76 5.23 2.26 18.49 11.42 0.78 25.93 8.19 78.42 0.15 8.46 0.10 28.55 40.88 11.97 5.83 12.70 5.53 4.19 1.83 25.05 14.45 10.03 39.56 2.32 8.76 15.86 18.31 -1.08 26.45 1.42% 0.94% 0.96% 1.45% 1.21% 0.86% 0.94% 1.02% 0.65% 0.85% 1.34% 0.92% 1.11% 0.77% 0.66% 0.61% 1.76% 0.84% 1.07% 1.14% 1.05% 1.03% 0.84% 1.32% 1.08% 1.15% 1.11% 0.60% 0.54% 0.92% 0.89% 0.70% 0.95% 0.68% 0.91% 0.66% 0.75% 0.30% 0.87% 1.24% 0.95% 0.89% 1.07% 0.64% 0.75% 0.75% 0.74% EFTA00292981

--=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 G IM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 6,574 148 2,434 3,787 (67) 14 4,069 (248) 4,213 1,684 26 1,012 2,040 156 5,141 2,344 (275) 269 194 47 6,124 268 (207) 1,472 10 128 1,366 514 186 1,101 134 (92) 1,503 2 608 23 21 376 406 2,012 34,151 179 993 (4) 2,008 752 13,908 4,052 12,305 8,377 8,122 6,715 9,889 (2,161) 14,097 9,908 3,650 9,735 6,446 547 13,640 9,349 (8,822) 7,132 5,059 3,983 9,189 8,839 (752) (7,004) 7,503 4,493 2,606 5,573 10,466 6,004 9,815 3,006 (3,621) 2,630 2,391 5,338 3,520 3,246 8,334 5,607 16,425 13,861 8,762 3,248 988 11,376 2,560 62.20 46.61 54.46 63.20 85.65 $1.34 28.32 58.57 68.36 82.02 15.77 35.84 28.24 12.22 60.30 69.60 61.93 52.95 101.15 23.45 24.88 63.76 41.70 4.32 23.70 18.66 143.99 62.42 12.27 66.69 70.48 14.82 44.06 33.62 120.94 31.89 32.65 59.78 21.32 22.32 24.02 48.73 49.51 5.63 16.17 28.27 91.61 48.32 65.23 91.78 84.94 HN/AN/A 72.46 31.57 76.07 79.98 82.60 17.41 47.17 36.29 16.82 75.42 71.77 64.26 54.98 102.35 39.07 25.63 63.74 42.93 5.17 23.75 19.58 179.29 65.48 12.65 74.17 73.61 15.19 69.23 33.65 134.70 32.11 32.87 62.47 22.86 25.05 83.22 49.72 64.64 5.61 19.03 36.57 42.65 2.98 23.02 38.13 -1.30 2.65 44.85 443 42.01 16.17 0.67 14.63 27.40 31.17 36.77 29.17 6.04 4.59 4.04 1.69 69.66 3.63 0.05 5.87 19.75 0.32 5.48 24.95 7.56 3.77 14.11 4.28 2.38 38.20 0.09 12.66 0.69 0.60 6.34 8.02 13.26 175.56 3.74 22.08 -0.33 15.58 26.71 1.11% 1.23% 0.86% 1.19% 0.63% 0.08% 0.92% 2.59% 0.71% 1.05% 1.08% 0.71% 1.15% 0.91% 1.03% 0.86% 0.52% 0.82% 0.95% 0.70% 0.96% 0.84% 0.69% 0.50% 0.99% 0.72% 0.90% 0.98% 0.65% 0.82% 0.80% 1.04% 1.07% 1.50% 1.17% 0.90% 0.95% 1.07% 0.71% 0.90% 0.92% 1.40% 0.55% 1.38% 1.26% 1.13% 1.10% EFTA00292982

--=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 5,043 6,645 396 210 854 2,219 520 6,449 1,310 1,204 1,092 317 3,290 286 179 2,805 127 4,539 4,097 286 377 266 201 233 3,582 (379) 692 (16) 2,170 1,038 10,895 6,459 93 (131) 168 2,737 6,808 1,083 4,410 1,755 7,685 (21) 12,428 13,671 4,319 5,466 4,356 13,333 6,110 11,930 6,580 1,529 6,971 (8,393) 10,924 9,784 5,585 (5,909) (6,366) 14,011 (4,648) 9,883 12,630 8,516 7,934 (6,752) (6,962) 2,272 1,975 8,087 7,073 (3,830) 2,016 (2,082) 3,575 6,808 2,297 17,711 14,148 2,801 (6,973) 1,762 13,641 20,811 7,556 8,003 13,962 21,331 3,964 857.75 110.98 25.71 23.77 46.48 66.67 40.79 61.10 24.97 10.87 5.49 184.74 35.95 23.81 191 13.81 13.59 67.84 149.71 34.13 69.31 52.29 106.69 35.17 38.83 84.93 78.04 198.03 0.89 52.96 122.48 192.19 46.89 61.33 59.29 47.01 8,212.58 182.10 94.88 161.77 28.68 43.22 44.37 12.38 96.89 35.60 1,205.84 164.91 28.06 24.69 55.58 77.96 44.26 94.13 29.94 10.89 6.43 183.68 39.54 24.58 3.04 13.15 13.21 81.42 145.60 49.80 91.80 57.59 110.54 33.21 37.35 87.01 85.97 203.74 1.35 58.21 164.53 193.68 46.99 80.87 86.08 75.92 11,962.05 188.14 96.66 177.23 34.44 57.36 50.73 19.19 HN/AN/A 131.80 35.42 45.88 72.69 7.53 4.91 20.67 29.55 9.29 85.21 18.85 0.08 29.46 0.81 8.07 3.80 48.64 3.30 2.17 31.32 3.06 42.81 44.47 13.30 5.30 7.98 5.42 2.82 11.67 3.88 48.39 -10.32 33.73 -0.46 0.25 23.85 40.14 48.21 42.75 3.59 3.98 9.58 24.63 37.55 13.11 53.45 11.02 50.45 0.76 0.88% 0.67% 1.22% 0.78% 0.95% 0.56% 0.92% 0.63% 1.06% 2.32% 0.59% 0.70% 1.24% 0.85% 1.21% 1.47% 1.29% 0.64% 0.90% 1.07% 0.73% 0.76% 0.68% 0.70% 0.70% 0.87% 0.87% 0.74% 1.05% 0.96% 1.02% 1.70% 0.79% 1.34% 1.13% 1.28% 1.07% 0.93% 0.47% 1.00% 0.81% 0.87% 1.09% 1.03% 1.14% 0.71% 0.69% EFTA00292983

--=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 705 (148) 1,395 124 671 715 (46) 2,778 4,069 2,467 617 2,112 845 3,941 (62) 5,496 1,082 1,223 4,243 5,051 (1) 140 1,100 62 403 369 1,166 2,916 (1) 377 413 4,597 62 1,575 731 505 (83) (93) 7,961 461 2,112 1,717 6,312 (60) 200 11,917 (2,683) 9,350 1,649 7,177 7,645 5,164 (5,096) 14,649 (7,392) 9,821 11,765 2,940 4,498 4,620 18,291 7,721 9,590 15,510 (5,180) 3,253 3,351 7,418 4,632 (2,814) (2,795) 3,043 13,710 (831) (2,923) (3,123) 21,828 4,762 11,244 (10,166) 7,645 (2,183) (2,151) 10,521 9,413 6,030 16,099 12,547 19,920 (2,860) 873 3,994 106.02 45.85 48.80 27.57 34.82 197.70 31.15 21.94 72.62 34.95 69.64 11.77 59.26 3.96 76.19 63.81 39.08 80.49 65.07 4.43 167.89 12.43 33.31 94.24 13.30 13.87 956.05 212.47 78.28 6.54 6.95 26.10 77.33 30.43 85.47 75.28 32.18 32.16 12.76 158.54 64.65 113.30 66.83 68.46 47.66 73.52 75.03 112.29 48.38 56.09 29.64 38.08 216.19 30.88 9.98 92.79 23.28 74.01 13.88 76.30 7.44 75.18 82.98 44.55 90.76 82.87 0.11 167.84 12.95 38.25 95.50 11.40 12.04 1,322.40 257.66 78.34 5.70 6.03 31.60 78.34 34.69 79.32 80.25 33.40 33.56 22.42 166.29 75.20 128.16 75.97 90.15 48.67 73.52 78.78 7.68 5.09 15.09 6.93 9.85 15.25 -0.92 24.21 38.70 17.77 7.62 26.17 34.00 59.18 “1.75 44.26 12.10 10.94 40.71 21.50 0.02 4.73 21.28 1.68 9.31 8.53 30.16 24.70 0.14 9.39 9.72 26.85 171 16.82 9.02 6.93 “3.55 3.97 61.43 7.80 16.98 17.52 18.27 50.39 “3.44 0.00 5.91 0.77% 1.09% 0.99% 1.09% 0.95% 0.61% 0.97% 2.25% 0.72% 1.88% 0.83% 0.69% 0.85% 1.48% 0.77% 0.68% 1.16% 1.17% 0.67% 453% 1.07% 0.88% 0.70% 0.80% 1.54% 1.54% 1.27% 0.86% 0.64% 1.37% 1.36% 0.78% 0.76% 0.83% 0.80% 0.95% 1.07% 1.10% 1.23% 0.63% 0.96% 0.75% 0.75% 0.63% 0.61% 0.80% 0.85% EFTA00292984

--=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 262 253 696 277 554 549 6,965 13 135 462 402 (121) (189) (19) 2,509 1,513 1,202 882 279 1,694 82 286 (21) (25) 617 (186) 327 (3) 1,194 2,845 206 9,679 (47) 112 4,065 826 3,982 4,722 5,779 5,748 4,934 17,035 4,764 3,321 (6,174) 7,256 5,315 5,241 7,101 861 7,778 11,259 8,908 6,528 (7,260) 935 1,683 9,709 (5,283) 6,281 3,457 3,655 6,518 3,685 5,950 (6,282) (8,522) 4,716 1,745 3,406 (10,717) 9,492 6,561 3,730 (5,170) 10,218 4,406 (6,953) 1,959 (7,398) 4,834 34.51 36.80 37.08 292.33 60.05 54.73 54.04 212.78 65.13 46.59 103.67 8.35 8.28 81.50 81.55 74.54 44.00 114.69 114.81 79.94 644.47 42.50 159.81 80.14 22.30 25.39 68.60 33.24 84.31 33.25 24.71 357.49 34.31 44.82 15.52 15.48 63.57 46.31 4.59 7.61 117.86 63.59 57.66 43.75 83.78 5.65 118.89 36.73 36.80 39.44 335.40 62.93 60.00 60.05 299.79 65.23 46.78 101.40 8.88 8.90 79.66 79.43 72.97 58.19 130.10 130.31 90.74 619.68 42.50 159.89 94.12 21.95 26.55 68.61 33.05 90.34 33.02 27.27 368.07 32.99 44.79 15.56 15.52 56.49 60.19 4.73 7.61 116.58 123.82 62.42 44.05 83.83 5.57 140.73 8.07 0.00 7.12 8.06 5.55 8.10 8.09 50.33 0.22 0.44 2.67 8.19 7.07 3.02 3.31 -2.03 34.91 18.16 17.92 17.62 3.74 0.00 0.07 21.79 1.36 4.72 0.00 0.85. 7.70 -1.02 11.51 -2.90 4.90 -0.14 0.30 0.25 13.10 35.33 4.81 0.11 1.36 105.30 9.86 -1.06 0.08 2.03 22.43 0.80% 0.85% 0.89% 1.83% 0.86% 1.19% 1.38% 0.81% 0.69% 0.90% 0.82% 0.78% 1.07% 0.76% 0.80% 1.06% 0.92% 0.74% 0.75% 0.77% 1.03% 0.49% 0.74% 0.80% 1.15% 0.96% 1.06% 0.68% 0.93% 0.68% 0.90% 1.02% 0.78% 0.51% 0.72% 0.93% 0.85% 0.85% 0.65% 0.76% 0.80% 0.90% 0.84% 0.64% 0.74% 0.74% 0.82% EFTA00292985

--=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 (20) 4,212 3,268 12,205 10,944 24,080 382 5,489 376 5,158 2,353 5,391 (159) (4,933) (181) (6,295) 1,515 10,037 1,089 9,767 3,045 14,806 2,338 14,238 6,213 15,190 3,913 3,914 92 (3,908) 99 (4,586) 4,103 7,376 247 2,668 451 4,244 1,894 7,591 1,756 7,517 1,374 6,826 938 1,611 1,085 1,880 556 5,134 232 (7,247) 70 (6,121) 43 3,018 32 4,743 2,184 10,067 1,988 10,369 (63) 2,403 (373) (8,665) 580 10,902 2 (2,238) 285 1,282 1 5,221 150 6,394 Current Portfolio - Global Macro Portfolio | sty | en SPX Index 16,279 62,272 NDX Index 13,710 46,686 RTY Index 13,619 39,938 65.11 34.93 29.17 19.43 19.51 5.58 39.29 38.14 64.08 161.46 79.87 34.71 82.05 111.85 15.08 15.04 55.90 26.19 87.26 3.94 39.50 228.75 92.95 93.20 86.91 40.33 48.12 29.45 39.02 37.56 74.31 75.02 31.30 90.48 30.64 72.83 291.95 1,455.70 2,831.19 868.48 64.80 44.28 42.42 20.79 20.93 8.02 40.55 39.23 73.75 179.46 96.30 40.41 115.61 223.67 14.72 14.72 86.99 28.61 96.55 4.92 48.73 274.78 147.04 147.03 96.33 39.04 47.57 29.87 39.28 45.71 88.56 73.10 32.65 95.29 HN/AN/A 37.45 72.85 298.80 Current Price (in USD) 1,836.25 3,662.60 1,164.63 0.64 33.46 68.16 7.62 9.88 30.51 3.48 3.06 19.20 13.96 34.95 25.67 53.49 104.97 1.81 1.72 57.28 11.88 8.69 24.59 23.10 17.96 50.47 57.59 20.17 3.40 1.37 1.50 0.82 33.46 19.51 4.35 6.14 7.48 0.04 17.09 0.03 3.16 P/Lin Vol Days 38.08 35.70 36.36 0.75% 0.80% 0.67% 0.91% 0.74% 1.43% 0.93% 0.94% 0.79% 0.80% 0.59% 0.64% 0.76% 0.95% 1.30% 1.25% 0.97% 0.78% 1.22% 1.01% 1.01% 1.12% 1.15% 1.00% 0.54% 0.94% 0.84% 0.95% 0.81% 0.65% 0.98% 0.60% 0.70% 0.71% 2.26% 1.30% 1.02% 0.74% 30P Realized Vol 0.69% 0.82% 0.94% EFTA00292986

--=PAGE_BREAK=--

SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI-US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 9 1,232 1,966 (81) 4,235 9,170 1,407 7,824 6,861 5,343 5,754 24,816 5,971 5,724 6,541 9,418 10,286 8,742 1,856 3,889 6,682 1,837 (99) 113 (121) 574 (242) 26 132 31,202 199 4,881 5,162 411 2,150 5,575 39 8,125 120 3,424 12,491 6,623 10,538 6,503 19,447 (26,146) (22,524) 4,427 39,963 36,674 18,831 38,422 43,402 24,516 24,289 40,099 35,800 42,240 43,551 39,715 38,048 40,933 21,684 28,102 17,693 22,138 (14,836) 16,821 (16,223) 9,180 12,462 (33,700) 16,497 12,591 73,231 (6,119) 2,416 14,269 1,848 13,610 7,997 12,860 16,147 7,329 20,539 4,209 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,076.65 767.58 10,288.22 10,610.77 5,599.03 11,492.37 8,201.97 22,996.24 8,026.78 4,246.25 6.60 484.27 3,605.64 1,655.49 100.82 8,513.92 190.26 3,213.33 1,246.19 84.29 41.60 3,903.12 330.60 136.31 2,908.03 344.53 1.82 4,825.68 444.47 40.76 67.60 184.03 41.12 15.57 38.57 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,770.33 2,994.65 20,149.80 753.73 11,378.53 13,263.82 6,017.39 13,832.52 9,498.46 28,008.28 9,928.33 6,874.16 7.69 549.89 4,147.20 2,048.08 128.08 10,332.17 206.55 3,658.00 1,716.82 91.28 41.88 3,929.25 333.08 144.83 2,909.74 347.01 1.82 4,876.33 633.85 39.43 67.64 246.98 41.15 21.48 40.55 35.95 51.39 41.60 65.20 86.41 46.19 58.81 461.62 712.49 416.76 0.09 4.85 6.94 -0.82 16.92 38.82 12.74 26.35 30.31 30.94 24.05 91.50 29.78 22.41 26.66 34.83 34.58 27.95 12.75 16.59 29.95 12.19 -0.76 0.80 0.88 445 0.07 0.94 0.21 1.49 83.66 3.16 0.10 38.99 0.43 45.84 8.49 24.12 42.50 0.92 49.53 3.54 27.96 62.07 27.88 39.50 19.94 0.57% 0.97% 1.26% 2.25% 0.63% 0.64% 0.59% 0.77% 0.52% 0.70% 0.99% 0.68% 0.56% 0.60% 0.56% 0.68% 0.78% 0.76% 0.67% 0.83% 1.26% 0.68% 0.88% 0.83% 0.85% 141% 0.82% 0.76% 0.74% 0.71% 0.51% 1.03% 0.55% 0.88% 0.20% 0.83% 0.61% 0.69% 0.81% 0.59% 0.80% 0.81% 0.82% 0.83% 0.55% 0.94% 0.69% EFTA00292987

--=PAGE_BREAK=--

SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXS5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 5,300 1,305 12,421 4,860 322 24,995 3,377 2,503 8,579 199 720 12,866 22,238 5,827 6,413 871 (215) 949 10,435 2,892 2,590 1 7,131 63 1,709 1,014 1,542 975 2,478 3,271 2,423 2,831 2,065 29,291 6,868 2,345 9,157 2,236 (221) 912 2,013 (307) 3,053 598 32,732 29,339 28,923 28,384 15,055 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,322 38,898 3,309 (20,150) (24,622) 23,341 16,608 (33,009) 53,418 3,988 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 64,350 67,610 66,540 63,924 66,681 78,270 54,111 65,372 50,187 60,407 (27,378) 22,143 (33,149) (21,138) 60,555 56,841 350.61 441.65 222.31 482.69 659.00 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 158.64 3,692.60 4,974.00 22.78 108.90 98.21 3.77 112.76 220.12 758.07 1,274.46 208.23 1,465.81 825.68 166.80 219.93 352.99 471.11 344.67 1,655.13 1,230.56 335.59 1,605.22 1,311.78 390.47 722.45 331.43 416.86 82.52 451.96 997.29 1,483.81 407.38 461.29 317.77 565.33 673.08 858.45 1,037.25 391.38 460.80 804.77 445.48 355.05 269.54 209.10 4,301.35 4,974.00 21.79 109.85 102.20 6.14 102.88 230.80 758.23 1,180.92 207.28 1,434.15 811.65 164.01 217.69 366.58 493.90 357.22 1,728.43 1,268.67 461.17 1,808.95 1,358.84 461.72 749.20 334.11 434.03 7751 458.52 1,047.57 1,499.41 26.02 7.10 56.60 26.49 3.15 68.50 19.25 20.38 26.47 1.33 4.57 56.37 89.06 31.10 26.85 0.00 4.21 1.64 5.12 14.76 13.22 47.34 0.16 20.04 0.89 4.78 4.24 6.35 4.32 12.83 16.56 12.56 15.14 10.34 119.73 36.87 12.40 54.00 11.31 1.62 7.80 6.97 4.72 14.64 3.07 0.62% 0.63% 0.76% 0.65% 0.68% 0.60% 0.68% 0.69% 0.80% 0.73% 0.54% 0.64% 0.64% 1.02% 0.61% 0.50% 1.03% 0.53% 0.79% 4.26% 0.66% 0.10% 0.13% 0.37% 0.51% 0.45% 0.40% 0.26% 0.24% 0.30% 0.29% 0.29% 0.29% 0.30% 0.31% 0.34% 0.29% 0.34% 0.33% 0.50% 0.53% 0.87% 0.31% 0.34% 0.34% EFTA00292988