Atorus, LLC 3/5/2014 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: [20,00 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: 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. Historically 2.25X - 3.25X, dependi: ~ 50% historically g on measurement interval 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. -+}-—— $$ ees >see LE SS FM HF HP PP VF PP VP Pg oh HF HH HHO HEH EFTA00293037

--=PAGE_BREAK=--

Atorus, LLC 3/5/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MT) Percentile MTM Gains % NAV) | Security Notional [xe of Total Notional | Security _| MTMGain | % Total NAV | |__ 31.05% 26 Positions | 26.02%] 50 Positions SE_TSY CREDIT (16,910) 0.29% CA_TSY CREDIT 6,422 0.34% INDEXCF Index (18,109) 0.31% SXSE Index 6,473 0.34% XAG Curncy (20,150) 0.35% PSI20 Index 6,540 0.35% IBOV Index (22,524) 0.39% QQQ US Equity 6,567 0.35% CO1 Comdty (24,622) 0.43% UTX US Equity 6,617 0.35% MEXBOL Index (26,146) 0.45% HON US Equity 6,646 0.35% ZA_TSY CREDIT (33,149) 0.57% SXXP Index 6,767 0.36% SHCOMP Index (33,700) 0.58% MAERSKB DC Equity 6,798 0.36% GB_TSY CREDIT 56,841 0.99% ROG VX Equity 6,828 0.36% JP_TSY CREDIT (59,678) 1.04% SMI Index 7,043 0.38% DK_TSY CREDIT 60,407 1.05% DAI GR Equity 7,223 0.38% CH_TSY CREDIT 60,555 1.05% ACA FP Equity 7,254 0.39% SXDP Index 61,075 1.06% CMCSK US Equity 7,344 0.39% SPX Index 62,272 1.08% GS US Equity 7,440 0.40% DE_TSY CREDIT 66,681 1.16% IT_TSY CREDIT 7,671 0.41% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 7,723 0.41% AT_TSY CREDIT 71,796 1.25% MDT US Equity 7,887 0.42% BE_TSY CREDIT 72,869 1.26% BMY US Equity 7,929 0.42% NL_TSY CREDIT 72,937 1.26% ASE Index 7,997 0.43% STBCNZL Index 73,231 1.27% BEL20 Index 8,021 0.43% FI_TSY CREDIT 74,240 1.29% MMM US Equity 8,031 0.43% IE_TSY CREDIT 78,270 1.36% PRU LN Equity 8,322 0.44% AU_TSY CREDIT (79,133) 1.37% IBEX Index 8,492 0.45% MY_TSY CREDIT (92,252) 1.60% DAX Index 8,624 0.46% SG_TSY CREDIT (95,749) 1.66% HEX Index 8,662 0.46% CA_TSY CREDIT (97,153) 1.68% XLY US Equity 9,057 0.48% BAYN GR Equity 9,387 0.50% SXOP Index 9,773 0.52% ES_TSY CREDIT 9,887 0.53% TMO US Equity 9,973 0.53% LUXXX Index 10,038 0.53% SXAP Index 10,272 0.55% BAC US Equity 10,283 0.55% BA US Equity 11,173 0.60% MA US Equity 11,768 0.63% TYC US Equity 11,956 0.64% KFX Index 11,968 0.64% SXIP Index 12,285 0.65% SXMP Index 12,296 0.66% XLV US Equity 13,218 0.70% EFTA00293038

--=PAGE_BREAK=--

CELG US Equity 13,685 0.73% NDX Index 14,775 0.79% RTY Index 15,517 0.83% SPX Index 17,886 0.95% SXTP Index 23,795 1.27% SXDP Index 25,530 1.36% ISEQ Index 26,136 1.39% 1E_TSY CREDIT 30,134 1.61% STBCNZL Index 32,687 1.74% GILD US Equity 34,069 1.81% APAC Long APAC Short EMEA Long AMER Long EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short ‘otal Long otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites,G20Gov. Credit) $2,000,000 @ APAC Long $1,500,000 @ APAC Short =| EMEA Long oan m= EMEA Short m AMER Long $500,000 m AMER Short $- ® EquityCom Long ® EquityCom Short $(500,000) © G20 Rates Long ® G20 Rates Short $(1,000,000) EFTA00293039

--=PAGE_BREAK=--

Atorus, LLC 3/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 1,500,000 (1,000,000) SPP A i 8 os SP 5,000,000 4,000,000 3,000,000 + 2,000,000 (1,000,000) (2,000,000) (3,000,000) APAC EMEA ——— AMER — EquityCom G20 Rates omen 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 RY 2 Yb ob ob % % oy” oY oY SY 8 8” A” AY 8 KM Oe o—m PP PP MW WP EFTA00293040

--=PAGE_BREAK=--

Atorus, LLC Current Gross Notional Risk by Category 3/5/2014 243,468 583,862 m APAC m= EMEA m= AMER = EquityCom = G20 Rates — MSCIWorld ATORUS 0.75 + T T T PPP” Ph” Ph” vf we pr A ge o Rolling 30 Day Realized Volatility - Atorus yr SM Sh gh » xy T T T T T T Cer) as) oS er oe oe of ar oh S) “f “ “4 we x Sy AY T T &® SY uy a” 2.00% 1.80% 1.60% 140% 1.20% —— Rolling300ayRe 1.00% 0.80% alizedVal 0.60% EFTA00293041

--=PAGE_BREAK=--

Atorus, LLC 3/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 10.00 0.00 T T T T T Tr rT 7 FFL HHMI LISS EB EOS S 10 AP A AD AP OOP oP POP A PH DP MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00293042

--=PAGE_BREAK=--

Atorus, LLC 3/5/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized| Change on Day MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) 000270 KS Equity (98) (4,506) 51.62 52.74 -2.06 1.05% (46.46) 005380 KS Equity 91 1,799 217.13 228.10 3.94 1.28% 7.03 005490 KS Equity 189 (3,782) 273.49 259.85 5.30 0.94% (74.36) 005930 KS Equity 206 (6,558) 1,285.62 1,245.33 3.45 0.91% (66.04) 012330 KS Equity 820 5,282 244.69 282.67 12.04 1.29% (35.23) 1 HK Equity 262 6,001 15.37 16.04 4.85 0.90% 82.21 1299 HK Equity 25 3,412 4.82 4.86 0.75 0.98% 8.87 13 HK Equity 3,045 12,243 11.40 14.24 23.67 1.05% 376.47 16 HK Equity 363 (9,935) 12.66 12.20 4.83 0.76% 119.33 27 HK Equity 5 123 9.68 10.09 1.95 2.15% 1.92 2914 JP Equity 142 (4,719) 32.47 31.49 2.10 1.43% (146.12) 3382 JP Equity 56 3,411 37.70 38.32 1.19 1.38% 62.29 4063 JP Equity 33 (4,536) 56.40 56.00 0.54 1.33% (22.72) 4502 JP Equity 46 2,102 46.69 47.71 2.81 0.77% 26.77 4689 JP Equity 6 1,082 6.06 6.09 0.41 1.44% 9.97 5 HK Equity (44) 2,863 10.65 10.49 1.91 0.80% 7.57 5108 JP Equity 32 3,498 36.36 36.69 0.68 1.34% 63.36 5401 JP Equity 133 (3,709) 2.99 2.88 241 1.49% (13.66) 6301 JP Equity (110) (3,515) 20.64 21.28 -2.08 1.51% (61.88) 6752 JP Equity 1,719 4,145 9.01 12.75 15.22 2.73% (7.62) 6902 JP Equity 2,412 9,730 41.48 51.76 18.82 1.32% 74.46 6954 JP Equity 503 6,393 157.65 170.06 5.14 1.53% 71.72 7201 JP Equity (5) (3,743) 8.85 8.86 0.11 1.24% (30.11) 7203 JP Equity 46 (3,073) 57.44 56.59 1.24 1.20% 4.01 7267 JP Equity (33) (4,885) 36.43 36.67 0.54 1.25% (72.93) 762 HK Equity 329 (4,155) 1.43 1.32 7.58 1.04% 92.31 7751 JP Equity 96 (6,865) 31.44 31.00 1.22 1.14% (77.19) 8031 JP Equity 31 2,403 15.37 15.57 1.08 1.19% 52.87 8058 JP Equity (27) 3,003 19.27 19.10 0.76 1.20% 27.01 8306 JP Equity 55 (2,979) 5.88 5.77 131 1.41% (18.29) 8316 JP Equity 64 (2,505) 45.91 44.74 1.56 1.63% (44.73) 8411 JP Equity (54) 1,510 2.12 2.04 -2.70 1.32% 7.38 8604 JP Equity 3 (2,467) 6.76 6.75 0.07 1.49% (45.88) 8801 JP Equity 6 (2,013) 31.09 31.00 0.17 1.69% (79.89) 8802 JP Equity (18) (3,308) 24.73 24.86 0.33 1.63% (139.34) 9020 JP Equity 55 (3,967) 77.53 76.45 1.29 1.08% 5.50 941 HK Equity 804 (11,351) 10.25 9.53 11.53 0.61% (28.39) 9432 JP Equity 404 6,077 53.19 56.73 4.59 1.45% 130.01 9433 JP Equity 4,075 9,476 42.13 60.25 25.34 1.70% 180.36 9437 JP Equity (275) (5,749) 15.71 16.46 4.36 1.10% (60.99) 9983 JP Equity (70) 3,177 368.90 360.95 1.38 1.59% 97.13 EFTA00293043

--=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 1,280 210 931 745 253 59 66 79 120 (30) (32) 7,254 149 817 161 1,602 186 4,597 2,886 2,168 7,723 630 4,050 85 278 (336) 2,984 4,596 4,044 4,387 11,173 10,283 (231) 1,093 274 (135) 9,387 (26) 77 571 (49) 1,408 (78) (273) 80 1,678 7,877 10,408 8,703 5,335 (7,232) (6,923) 6,721 4,097 1,201 1,221 5,408 3,677 9,052 1,193 4,556 8,807 5,434 4,012 6,526 7,550 5,742 22,886 10,655 14,103 3,602 (6,870) (6,360) 10,373 12,676 11,669 12,432 17,951 10,884 5,295 7,333 4,163 (8,047) 11,757 (1,954) (6,743) (7,252) 2,022 5,723 (6,644) 6,397 3,695 42.69 518.25 23.59 23.63 49.49 7.25 7.27 102.03 38.87 20.94 20.94 6.83 93.86 77.04 72.36 62.74 109.02 135.71 48.66 42.47 125.64 126.13 94.49 76.29 287.66 28.48 82.74 81.31 71.56 49.80 50.40 49.96 79.84 8.82 4.40 97.30 52.24 66.82 76.64 8.73 12.96 12.58 64.46 10.09 43.17 17.69 52.08 75.25 532.06 25.70 25.65 51.84 7.19 7.20 103.22 40.00 20.43 20.41 16.00 97.66 84.00 77.74 64.95 128.85 136.71 50.92 72.39 173.67 173.75 126.37 80.80 370.27 29.16 79.39 85.61 92.15 67.86 67.86 67.58 129.54 17.16 4.22 111.80 55.68 67.94 137.82 8.85 11.58 11.59 62.94 12.58 43.68 16.97 §3.21 40.06 2.70 8.69 8.87 4.06 0.54 0.65 1.26 3.47 -1.61 1.61 102.41 5.68 11.55 10.46 5.63 20.17 0.88 4.10 57.28 38.60 38.88 29.38 6.77 20.31 2.87 3.66 6.16 30.70 37.40 35.35 36.47 49.87 95.07 -3.63 15.86 6.28 “2.44 78.48 0.67 7.72 5.64 2.27 20.94 1.88 -3.49 1.74 1.90% 100.56 0.99% 20.47 1.03% 67.95 0.97% 72.18 1.17% 49.21 1.50% (7.61) 1.48% 0.93% (46.30) 0.84% (12.50) 1.56% 1.16 1.62% (0.02) 1.31% 270.75 0.71% 12.81 0.78% 1.84 0.71% (8.82) 0.63% (6.54) 0.90% 19.34 0.83% 8.99 1.13% 60.97 1.23% (56.23) 0.99% (14.62) 0.97% (8.98) 1.15% 193.55 0.87% (121.14) 1.41% 314.16 0.82% 62.14 1.10% 66.72 0.86% (0.18) 0.94% 13.92 0.97% 8.61 0.98% 10.77 0.97% (95.39) 1.25% (180.32) 1.20% 14.81 0.94% (26.04) 1.05% 86.07 0.69% 141.57 1.02% (84.87) 1.95% 1.38% (17.24) 1.40% 1.06% (38.68) 1.17% 166.63 0.62% (27.18) 1.22% (11.06) 1.24% (27.73) EFTA00293044

--=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 (174) (89) (105) 415 (30) 122 139 (56) 32 768 7,929 1,767 497 203 1,651 81 380 26 469 1,075 465 643 13,685 (67) 1,180 254 4,829 7,344 1,270 246 1,251 590 13 40 183 819 234 2,242 (30) 1,240 855 1,737 (151) 1,754 (3,003) 6,689 4,501 1,066 1,181 3,723 1171 2,200 8,370 5,076 13,669 (3,684) 5,498 4,379 9,797 5,584 (8,171) 6,846 2,976 2,780 1,959 10,300 6,284 1,267 7,821 15,111 3,973 18,685 5,611 17,408 18,900 12,873 6,397 12,425 6,077 (7,980) 7,901 2,442 6,347 2,054 6,734 (4,977) 8,914 (10,449) 10,312 (8,207) 12,240 17.35 34.32 69.08 245.93 32.54 31.43 274.17 32.40 65.44 98.63 35.71 70.54 61.78 57.47 7.76 114.58 6.18 102.05 30.31 49.08 30.49 87.23 67.74 49.35 36.20 85.54 99.42 58.99 81.17 40.65 36.26 51.38 35.48 51.30 67.68 66.64 115.72 63.38 56.89 19.39 21.79 25.07 28.70 62.75 112.39 60.05 18.36 33.87 67.51 341.61 31.74 32.46 306.76 31.60 65.69 113.55 56.43 69.70 81.64 57.56 8.16 118.75 4.93 103.25 34.18 49.54 37.78 96.33 67.82 67.47 39.18 163.00 97.77 62.72 84.84 51.92 50.35 56.45 36.84 56.46 74.25 66.54 116.31 AN/A N/A 71.56 63.37 25.84 21.92 28.56 26.35 73.32 114.46 68.65 4.04 1.34 -2.65 27.19 2.09 3.68 11.10 -2.56 0.53 15.69 40.99 1.26 27.48 0.18 7.19 5.20 13.31 1.30 10.13 0.81 20.88 10.16 0.15 27.06 7.15 74.73 1.63 9.80 7.12 29.60 40.67 15.66 3.99 15.71 10.23 0.23 0.73 22.97 14.20 7.83 29.21 0.69 14.05 10.78 21.51 -2.56 20.06 144% 0.99% 0.88% 1.43% 1.20% 0.89% 1.07% 0.99% 0.72% 0.96% 1.42% 0.95% 1.17% 0.78% 0.71% 0.70% 1.52% 0.91% 1.26% 1.15% 1.15% 1.03% 0.77% 1.36% 1.15% 1.21% 1.04% 0.64% 0.64% 0.94% 0.96% 0.63% 0.97% 0.64% 0.95% 0.68% 0.69% 0.33% 0.91% 1.46% 1.14% 0.89% 0.99% 0.76% 0.78% 0.72% 0.71% (15.16) 73.95 (70.24) (10.07) 6.40 15.41 (1.81) (30.65) 28.64 9.55 292.13 20.30 80.65 44.44 (60.35) 32.45 (16.35) (37.61) 65.47 52.81 95.27 (81.05) 89.08 2.10 (57.80) 129.73 (37.67) (90.30) 47.42 224.53 268.27 16.13 (0.23) 33.36 77.03 5.32 (11.02) (57.08) 17.08 (6.59) (23.60) 94.52 32.17 33.41 81.04 (123.34) EFTA00293045

--=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 7,223 81 2,891 4,157 98 (3) 4,412 (11) 4,299 2,091 113 1,488 2,507 167 5,093 2,758 (78) 380 6,275 739 (9) (244) 1,624 97 25 1,838 888 335 1,459 137 (189) 1,610 26 712 124 131 638 210 2,071 34,069 432 1,047 (13) 2,454 854 13,908 4,052 12,305 8,377 8,122 6,715 9,889 1,190 14,097 9,908 3,650 9,735 6,515 547 13,640 10,076 (8,822) 7,132 6,354 6,969 9,189 9,291 (407) (4,202) 7,503 7,309 2,996 5,573 10,799 6,004 9,815 5,260 (3,621) 2,630 2,977 5,338 3,520 3,732 8,334 4,486 13,140 13,861 13,333 3,248 (1,085) 11,376 2,560 62.20 46.61 54.46 63.20 85.65 51.34 31.45 58.57 68.36 82.02 15.77 35.94 28.24 12.22 61.27 69.60 61.93 54.05 103.68 23.45 24.95 63.75 41.70 4.32 23.75 18.77 143.99 62.55 12.27 66.69 72.48 14.82 44.06 33.56 120.94 31.89 32.82 59.78 21.32 22.32 24.02 49.12 49.51 5.49 16.17 28.27 94.51 47.55 67.25 94.57 86.68 #N/A N/A 74.24 31.17 76.43 82.79 84.56 18.18 49.77 36.88 16.78 78.05 70.21 64.54 59.16 109.34 39.46 26.93 65.10 44.12 5.25 24.07 18.92 191.47 67.69 12.95 76.60 74.37 15.59 71.02 33.86 137.06 33.02 33.97 64.35 22.32 25.83 83.08 50.71 65.46 5.56 19.66 37.70 39.77 1.97 25.82 35.63 1.81 0.57 41.35 0.35 44.98 17.67 2.68 17.41 35.99 27.59 33.57 34.71 1.93 5.47 9.16 7.01 68.01 8.97 2.78 9.08 18.34 1.69 0.81 32.29 11.89 5.72 18.83 2.40 5.22 36.04 0.76 13.99 4.14 3.74 9.38 4.66 16.74 202.60 5.32 20.68 1.02 18.64 28.32 79.75 1.94 80.50 (36.11) (1.42) 22.59 19.08 4.34 20.17 60.69 0.58 (42.01) 299.32 37.52 18.14 (14.73) 27.81 132.92 166.16 8.80 (54.86) 157.42 40.45 18.59 31.85 30.28 (20.93) 41.28 124.60 25.40 22.02 62.80 0.37 195.67 87.04 EFTA00293046

--=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 5,231 7,440 432 487 956 3,245 607 6,646 1,318 (49) 1,460 (91) 1,672 293 3,521 273 3,005 101 4,260 4,253 934 157 S47 31 139 234 3,623 29 731 (36) 339 2,897 1,191 11,768 6,798 (33) (20) 222 2,696 7,887 1,301 4,408 1,862 8,031 179 12,428 13,671 5,152 5,466 5,408 13,333 6,110 11,930 6,863 1,522 7,342 (6,714) 10,924 9,784 5,653 (5,909) (6,366) 14,011 (3,719) 9,883 12,630 8,516 7,934 (7,123) (6,962) 2,272 1,975 8,087 7,073 2,868 2,016 (500) 7,829 6,808 2,297 17,711 14,148 3,466 (6,973) 1,949 13,641 20,811 7,556 8,003 13,445 21,331 5,748 857.75 110.98 26.04 23.77 48.07 66.67 40.79 61.10 25.14 10.79 5.53 184.74 35.95 23.81 1.92 13.81 13.42 67.84 149.71 34.13 69.31 52.29 106.69 34.96 38.83 84.93 78.04 198.03 0.89 58.84 122.48 192.19 48.41 61.33 59.29 47.01 8,212.58 183.42 94.88 162.99 28.68 43.22 44.37 12.38 96.89 35.99 1,218.81 171.37 28.23 25.89 56.57 82.89 44.84 95.14 29.97 10.45 6.63 187.25 41.45 24.52 3.12 13.17 13.22 82.38 145.65 48.84 92.66 58.02 108.80 32.28 38.33 86.08 83.54 203.77 1.35 59.43 166.90 205.97 50.50 87.42 90.04 78.24 12,158.81 181.67 95.15 181.57 34.35 59.60 52.01 19.19 #N/A N/A 133.37 37.11 46.74 64.60 10.36 8.05 16.28 31.61 9.84 85.50 19.96 3.38 31.51 2.03 14.10 4.37 49.10 2.99 1.05 29.31 2.57 36.57 42.91 12.49 2.36 8.12 1.92 1.33 7.35 3.46 49.56 1.17 33.43 3.87 4.55 28.78 46.25 48.82 37.44 0.99 0.61 13.08 27.54 42.99 14.53 46.50 12.27 50.90 4.07 0.90% 75.24 0.84% 452.55 0.81% 17.74 1.11% 75.08 1.09% (47.17) 0.77% (14.41) 1.01% 32.68 0.65% 58.96 0.96% (30.73) 0.95% (9.48) 0.63% 50.45 0.67% (23.33) 1.09% 86.01 0.69% (36.32) 1.27% 275.79 1.54% (35.77) 1.41% 0.73% (86.27) 1.06% (26.56) 1.18% (129.28) 0.78% (74.33) 0.88% 161.24 0.84% (142.06) 0.95% (65.30) 0.67% (5.54) 1.01% (32.90) 0.96% (21.70) 0.84% (9.40) 1.03% (40.97) 0.85% (18.65) 1.08% 25.38 1.85% (3.34) 0.95% (15.88) 1.48% 46.85 1.12% 20.32 1.36% (55.51) 1.28% 170.64 0.97% (14.03) 0.47% (11.65) 0.87% 12.99 0.72% 56.55 0.88% (49.46) 1.18% 163.70 1.18% 58.86 1.13% 0.74% 210.31 0.77% 5.28 EFTA00293047

--=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 767 1,544 250 664 664 81 850 3,675 2,217 786 2,204 893 4,357 98 5,531 1,699 1,658 4,317 5,052 (14) 12 1,392 139 464 460 1,307 3,103 (67) 418 474 5,606 31 994 499 747 (153) (157) 8,322 742 1,097 2,365 1,840 6,567 326 (18) 166 11,917 782 11,018 1,649 7,177 7,645 7,534 (1,631) 14,649 (7,392) 9,821 12,114 5,145 4,498 4,672 18,291 9,444 9,590 15,510 (5,180) 3,253 4,555 7,533 4,632 (2,814) (2,795) 3,043 13,710 (2,166) (2,923) (3,123) 21,828 4,762 7,196 (10,166) 7,645 (2,658) (2,843) 10,521 9,413 6,030 16,099 12,547 19,920 4,696 4,217 5,192 106.02 49.71 49.85 27.57 34.82 197.70 31.14 21.94 72.62 34.95 69.64 11.82 66.10 3.96 75.96 63.81 40.35 80.49 65.07 4.42 167.88 12.58 33.38 94.24 13.30 13.87 956.05 212.47 78.56 6.44 6.81 26.10 77.33 30.43 85.47 75.28 32.57 32.66 12.76 158.54 64.65 113.30 66.83 68.46 51.69 73.28 75.80 112.84 49.71 56.83 31.74 38.04 214.87 31.47 10.50 90.84 24.47 75.21 13.97 77.58 7.80 77.56 83.10 47.61 94.41 83.18 0.11 167.17 12.62 39.55 97.07 11.11 11.58 1,366.76 260.56 80.98 5.52 5.77 32.81 77.83 34.63 81.27 82.63 34.44 34.46 22.86 171.04 76.41 129.94 76.63 91.03 $5.27 72.96 78.23 7.99 0.00 14.92 12.96 10.14 13.48 1.25 26.93 31.82 15.49 9.93 26.72 17.92 61.96 2.21 36.33 13.92 15.11 34.11 21.50 0.39 0.25 23.56 3.80 11.08 10.73 31.95 23.26 AAS 9.72 10.35 29.21 0.77 13.82 5.55 11.39 6.44 5.94 62.53 12.72 18.32 18.33 16.70 50.71 7.32 0.52 3.83 0.81% 0.89% 0.94% 1.17% 0.91% 0.64% 0.86% 1.94% 0.79% 1.94% 0.81% 0.68% 0.97% 1.56% 0.95% 0.83% 1.29% 1.14% 0.82% 4.54% 1.10% 1.02% 0.78% 0.79% 1.49% 1.54% 1.34% 0.97% 0.70% 147% 147% 0.88% 0.84% 1.00% 0.88% 0.86% 0.89% 0.93% 1.27% 0.62% 0.99% 0.80% 0.88% 0.65% 0.95% 0.82% 0.84% 26.70 11.76 (69.00) 46.04 (59.28) 14.69 112.19 31.63 (163.38) (191.59) 25.83 43.16 (83.09) 115.89 (12.81) 207.68 82.72 3.38 156.71 (27.39) 65.76 53.62 (2.86) (15.15) (10.40) 20.65 (17.11) (12.60) 160.74 (39.06) (17.28) 28.86 71.33 (67.66) (72.78) (4.86) 41.61 66.65 (172.03) 61.11 63.59 16.85 (11.85) (5.71) EFTA00293048

--=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 235 (17) 220 916 (164) 24 62 6,828 23 186 627 551 (189) (273) (4) 2,588 1,628 1,258 991 279 (3) 92 1,427 234 416 (1) (30) 436 (29) 833 (406) 550 71 (4) 479 3,166 20 (12) 195 9,973 532 (155) 29 207 916 4,065 4,084 4,580 6,240 5,779 5,748 4,934 17,035 4,764 4,132 (6,174) 7,256 5,315 5,241 7,101 (3,129) 7,836 11,259 8,908 6,528 (7,260) (1,838) 4,487 9,709 (5,283) 6,281 (565) 4,576 6,518 4,606 5,950 (8,069) (8,928) 4,716 797 1,363 (10,717) 9,492 6,561 3,542 (5,170) 10,218 5,823 (6,953) 4,763 (7,398) 5,234 34.51 36.63 37.36 302.78 60.00 54.73 54.04 212.78 65.13 46.80 103.67 8.35 8.28 81.44 81.48 71.25 44.08 114.69 114.81 79.94 644.51 42.25 160.18 80.14 22.30 25.39 66.43 33.28 84.31 33.29 24.71 359.52 34.20 44.82 15.40 15.43 63.57 46.31 4.59 7.61 117.86 63.59 59.06 43.75 83.58 5.65 120.22 36.51 36.48 39.16 347.21 58.34 54.96 54.72 298.08 65.44 48.91 103.62 9.07 9.14 78.61 78.47 71.33 58.64 131.26 131.03 92.07 619.70 42.31 163.48 91.91 21.31 27.07 66.53 33.07 89.96 33.08 28.16 377.62 32.09 45.49 15.40 15.38 60.73 61.76 4.60 7.58 113.42 125.65 64.45 44,73 84.10 5.50 141.25 7.40 0.53 5.69 8.53 3.10 0.35 0.89 44.27 0.65 443 0.05 9.28 9.18 4.65 4.63 0.10 26.99 15.78 15.77 17.12 4.07 0.30 2.62 19.15 3.90 6.59 0.13 0.97 6.43 0.95 13.63 453 8.43 2.68 0.00 0.33 4.26 42.28 0.44 0.36 4.20 105.09 10.30 -3.15 0.89 3.07 20.19 0.78% 0.77% 0.84% 1.72% 0.92% 1.23% 141% 0.91% 0.73% 1.01% 0.91% 0.93% 1.13% 0.77% 0.83% 1.11% 1.22% 0.92% 0.90% 0.89% 0.94% 0.46% 0.79% 0.77% 1.14% 1.01% 1.21% 0.67% 1.04% 0.67% 1.03% 1.11% 0.73% 0.56% 0.87% 0.98% 1.05% 0.79% 0.68% 0.97% 0.90% 0.93% 0.89% 0.71% 0.70% 0.91% 0.87% 5.64 5.15 18.92 26.64 (65.91) (134.18) (146.29) 48.66 33.55 11.67 4.09 121.18 91.29 (15.42) (44.59) 15.47 43.52 32.63 63.97 (31.13) (36.70) 1.02 (15.70) 32.17 (23.40) 0.10 (0.88) (1.33) 25.25 (0.76) 66.69 (122.31) 10.38 28.93 10.91 9.68 178.68 45.42 57.30 14.02 73.47 80.08 12.38 (51.86) (1.84) (77.45) 49.26 EFTA00293049

--=PAGE_BREAK=--

TWX US Equity 194 4,212 65.11 68.11 4.91 0.94% 55.38 TXN US Equity 3,609 12,205 34.93 45.26 35.94 0.82% (1.36) TYC US Equity 11,956 24,080 29.17 43.65 67.16 0.74% 278.63 UBS US Equity 444 5,489 19.43 21.00 7.28 1.11% 22.17 UBSN VX Equity 389 5,158 19.51 20.98 7.85 0.96% 34.18 UCG IM Equity 2,274 5,391 5.58 7.94 28.88 1.46% 252.67 ULVR LN Equity (109) (2,978) 39.44 40.88 417 0.88% (4.16) UNA NA Equity (201) (6,295) 38.14 39.36 3.64 0.88% 7.79 UNH US Equity 2,160 10,037 64.08 77.87 25.69 0.84% (60.30) UNP US Equity 1418 10,766 163.08 184.56 15.17 0.87% 56.87 UPS US Equity 3,181 14,806 79.87 97.03 38.23 0.56% 17.98 USB US Equity 2,74 14,238 34.71 41.48 28.50 0.68% 58.69 UTX US Equity 6,617 15,190 82.05 117.79 54.32 0.80% 23.67 V US Equity 3,904 3,914 111.85 223.39 110.11 0.91% (45.99) VALE US Equity 315 (3,908) 15.08 13.86 6.04 1.34% 37.27 VALE3 BZ Equity 276 (4,586) 14.68 13.80 4.22 1.42% VIAB US Equity 4,097 7,376 55.90 86.95 55.84 0.99% (10.61) VIV FP Equity 213 2,668 26.19 28.29 8.36 0.96% (6.68) VMW US Equity 736 4,244 87.26 102.39 13.51 1.28% 111.33 VOD LN Equity (0) (1,146) 4.13 4.13 0.02 157% (0.25) VOD US Equity 4 (1,099) 41.28 41.12 0.25 1.61% 6.87 VOW3 GR Equity 834 6,826 228.75 256.71 8.50 1.44% (8.83) VRX CN Equity 897 1,611 92.95 144.67 44.70 1.25% (22.32) VRX US Equity 1,038 1,880 93.20 144.67 47.65 1.16% (20.35) VTIUS Equity 669 5,134 86.91 98.23 20.72 0.63% 6.65 VWO US Equity 266 (7,247) 40.33 38.85 3.65 1.01% (0.41) VZUS Equity 73 (6,121) 48.12 47.55 1.44 0.82% 46.30 WBC AU Equity 123 3,018 29.45 30.65 451 0.90% 68.24 WES AU Equity 2 8,616 38.65 38.66 0.03 0.83% 99.58 WEC US Equity 2,539 10,067 37.56 47.03 37.53 0.67% 102.27 WLP US Equity 2,369 10,369 74.31 91.29 23.67 0.97% 68.92 WMT US Equity 4 4,005 7459 74.85 0.52 0.66% (14.72) WOW AU Equity (241) (6,932) 31.30 32.39 471 0.74% (52.59) XOM US Equity 438 10,902 90.48 94.12 491 0.82% (273.98) XTA LN Equity (36) (2,238) HN/AN/A 0.72 2.21% YHOO US Equity 375 1,282 30.64 39.59 21.96 1.33% 5.19 YUM US Equity 131 5,221 72.83 74.67 2.77 0.91% 3.05 ZURN VX Equity 252 6,394 291.95 303.43 497 0.79% 17.23 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 17,886 62,272 1,455.70 1,873.81 42.10 0.68% (4.28) NDX Index 14,775 46,686 2,831.19 3,727.19 42.52 0.74% 119.92 RTY Index 15,517 39,938 868.48 1,205.91 40.25 0.97% (125.79) EFTA00293050

--=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 277 1,628 1,938 (229) 4,075 8,624 1,446 8,492 7,043 5,891 6,540 26,136 5,586 5,515 8,021 10,038 11,968 8,662 2,532 2,477 7,997 2,267 1,602 673 (627) 611 31 924 164 178 32,687 193 92 5,301 5,792 308 2,372 6,057 208 9,057 161 4,072 13,218 6,767 10,272 5,988 19,447 (26,146) (22,524) 5,530 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 35,800 42,240 44,003 39,715 38,048 40,933 23,118 28,102 17,693 22,138 (18,109) 25,595 (12,978) 14,214 15,574 (33,700) 16,497 12,591 73,231 (6,119) 4,214 14,269 5,353 13,610 8,406 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 21,925.22 759.78 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.60 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,213.33 1,248.29 84.29 41.09 3,920.67 330.60 139.54 2,903.48 344.53 1.82 4,825.68 452.70 40.76 67.67 184.03 41.26 15.57 38.65 30.80 38.20 41.38 46.72 84.01 37.57 38.87 400.51 520.28 366.14 12,946.12 2,946.97 20,039.14 729.55 11,337.31 13,105.96 6,031.38 14,030.58 9,533.03 28,509.67 10,187.94 7,013.97 7.62 547.50 4,268.96 2,073.92 132.53 10,315.56 212.38 3,496.53 1,812.46 92.92 37.46 4,023.81 346.59 145.54 2,909.32 335.09 1.84 4,893.98 654.76 39.47 69.15 252.39 41.32 22.20 40.07 36.48 52.53 42.55 67.32 87.22 47.82 59.97 462.95 707.63 412.75 2.49 6.10 5.99 “1.73 13.82 25.97 8.93 23.05 24.47 23.62 22.55 67.09 23.51 16.62 22.86 29.49 27.77 22.26 11.71 8.25 32.40 12.58 5.62 2.53 5.62 3.32 0.23 3.00 1.26 2.04 100.70 2.92 4.35 43.95 0.60 48.91 6.46 29.01 46.65 451 53.85 4.66 33.96 65.06 20.71 31.82 14.85 0.57% 116.25 1.02% (46.96) 1.44% 2.39% 0.74% (154.68) 0.91% (216.08) 0.81% (19.60) 0.93% 427.74 0.65% 52.49 0.99% 433.47 1.19% 203.80 0.97% 206.11 0.66% 290.48 0.79% (6.22) 0.80% 129.23 0.86% 43.70 1.13% 48.16 0.95% 178.80 0.94% 112.95 1.07% (25.55) 1.40% (69.46) 0.81% 9.44 157% 68.33 1.04% 209.77 0.86% (143.74) 1.29% 149.54 0.89% (54.62) 0.91% 207.67 0.79% 123.46 0.70% 172.12 0.44% [2H 1.08% (4.80) 0.50% (5.60) 0.85% (46.41) 0.23% (3.89) 0.87% 203.12 0.57% (58.32) 0.64% 20.91 0.80% 29.63 0.63% (24.72) 0.82% 123.61 0.82% (40.70) 0.80% 43.81 0.83% (93.72) 0.75% (6.09) 1.13% 210.84 0.86% (22.26) EFTA00293051

--=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 5,704 1,228 12,285 5,226 432 25,530 3,383 2,723 9,773 276 937 12,296 23,795 6,276 6,473 (24) 1,424 258 670 3,329 2,962 (59) 6,422 (43) 899 730 644 849 2,816 3,853 2,705 3,201 2,328 30,134 7,671 2,699 9,887 2,582 (414) 919 1,068 (563) 3,219 1,121 34,237 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 20,335 29,339 35,766 39,247 18,886 40,148 12,757 (20,150) (24,622) 29,347 16,608 53,418 49,855 (97,153) (13,747) (79,133) (59,678) (92,252) (95,749) 71,796 72,869 74,240 69,707 66,681 78,270 54,111 72,937 50,187 60,407 (16,427) 22,143 (33,149) (16,910) 60,555 56,841 352.74 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 796.99 434.81 261.12 172.05 159.85 3,709.25 4,965.65 22.78 108.90 99.19 3.77 220.12 761.27 1,269.35 209.03 1,457.62 822.10 167.43 219.11 356.17 475.13 347.46 1,669.12 1,235.81 336.92 1,612.72 1,322.90 392.28 725.64 333.32 420.32 83.13 452.11 1,000.12 1,489.15 411.50 460.14 316.73 571.57 677.95 863.79 1,037.45 395.61 472.00 807.82 448.69 350.89 276.36 212.96 4,307.25 4,956.39 21.17 107.76 101.45 4.52 101.95 232.33 760.37 1,185.44 209.68 1,441.06 812.05 166.26 217.17 370.14 500.25 360.12 1,745.78 1,278.95 466.64 1,841.36 1,371.85 469.56 756.66 341.71 437.77 80.45 467.17 1,053.29 1,518.53 20.63 5.45 46.15 21.18 3.34 52.87 13.96 18.57 23.31 1.59 4.37 42.76 70.87 28.15 19.37 0.35 7.08 1.64 2.80 4.15 50.25 0.83 17.58 0.72 3.01 3.06 2.84 444 12.79 17.86 12.22 15.51 11.35 125.77 39.04 12.34 54.98 13.34 5.27 7.06 3.52 -11.36 14.27 6.18 0.81% 283.73 0.77% (121.87) 0.92% 16.73 0.87% (108.62) 0.71% (42.79) 0.79% (174.29) 0.94% (102.92) 0.82% 102.41 1.03% 114.40 0.86% (96.75) 0.73% 159.06 0.80% (58.77) 0.86% (34.66) 1.18% 342.52 0.83% 1.44 0.54% (143.59) 1.00% 6.52 0.64% 350.55 0.81% 4.83% 0.11% 0.05 0.14% (9.17) 0.38% |) (99.08) 0.44% (42.61) 0.38% (58.91) 0.40% 177.27 0.25% (128.69) 0.20% 142.13 0.31% (30.22) 0.30% (9.20) 0.30% (40.57) 0.30% (20.88) 0.31% (50.68) 0.31% 106.97 0.36% 181.72 0.30% (26.46) 0.36% 267.29 0.32% (42.43) 0.48% (60.21) 0.59% 113.83 0.29% (42.10) 0.37% (93.71) 0.32% 89.84 EFTA00293052