Report Date: 8/29/2014 TORUS Bi-Weekly NAV Report - Simulation $6,515,278,216 |NetExposure S28, 455,496,632 $___30,152,174,395 Short Exposure @ Cost $__(1,696,677,764)|Leverage Ex-Rates & Inflation Protection |] 2.35] Change from 8/15/2014 | 3.00%] 30 Period RoC TO 759%] 90 Period ROC 25% QT —Cs—i‘iLC (2.06 %6|365 Period ROC 8 WO 16.50% | Sharpe Ratio Since Inception (1995) P82 70.00 | — Multiple of Capital - Inception ——— T24M Return 60.00 | 160 50.00 1.50 40.00 1.30 30.00 120 | 1.10 2000 100 10.00 0.90 0.80 0.00 : : 0.70} pe yp ee ee Ay + $ PP YY L ae Se TC To al PF FP gh FF FF we sh Th a” a” at” na?” path?” a? at Ugh” Ug PEPE ME PE PE ME PE WE Ws FPP wy PH Pw we FS Category % of Notional Exposure Inflation Protection 14% Listed Equities 8% @ Long @ Short Page 1of9 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293356

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Report Date: 8/29/2014 ®,TORUS Bi-Weekly NAV Report - Simulation N vet 8/29 & ange 8/29/20 jezoeiF 293,126,611] 3,562,745,145] 630,371,465 | 2,370,254,062 | JusSectors | 2,.779,351838 | 1,827,153,224 | (47,801,386)| 1,031,436,997 | [EUSectors 172,049,738] 370,388,385] (198,938,647)| $01,460,827 | eM 898 948161] 89894161] 432, 400,344)] WY 410,960,514] 4,210,961,069] (456)| 2,706,148,063 | [inflation Protection |__4,622,629,959] 4,622,629,959] TO ——— 30Period Avg. Daily Realized Vol 9 FFI FFE I IIE FEI ISS SS Sl ‘ CL Cal CaS RU UR CaS aS RU FS S PPP GT Pe SM oo Inflation Protection | eee) Page 2 of 9 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293357

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Report Date: 8/29/2014 TORUS Bi-Weekly NAV Report - Simulation Listed Equities (005380 KS Equity $ 285,091 $ 11,264,913 0.0045% 005490 KS Equity $ (57,147) $ 6,996,690 -0.0009% 005930 KS Equity $ (121,733)| $ 5,786,839 -0.0019% 1 HK Equity $ (157,442) $ 5,355,771 -0.0025%| 1299 HK Equity $ (141,851) $ 10,107,358 -0.0022%| 13 HK Equity $ (205,051) $ 7,008,995 -0.0032% 16 HK Equity $ 48,723 $ 7,804,146 0.0008% 27 HK Equity $ 370,199 $ (10,619,404) 0.0059% 2914 JP Equity $ (59,528) $ 4,844,059 -0.0009%| 3382 JP Equity $ (474,126) $ 8,046,017 -0.0075%| 4063 JP Equity $ (69,558) $ 8,859,990 -0.0011% 4502 JP Equity $ 30,889 $ (21,933,732) 0.0005% 4689 JP Equity $ 682,697 $ (14,201,177) 0.0108%| 5 HK Equity $ (671,073) $ (15,450,840) -0.0106%| 5108 JP Equity $ (84,584) $ 6,545,323 -0.0013%| 5401 JP Equity $ (383,445) $ 5,717,246 -0.0061% 6301 JP Equity $ (49,124) $ 7,353,747 -0.0008% 6501 JP Equity $ 36,927 $ (14,853,888) 0.0006%| 6902 JP Equity $ 395,236 $ (10,839,106) 0.0062%| 7201 JP Equity $ (119,263) $ 6,995,080 -0.0019% 7203 JP Equity $ (106,097) $ 6,996,698 -0.0017% 762 HK Equity $ 672,734 $ 14,911,104 0.0106% 7751 JP Equity $ (130,768) $ 7,291,517 -0.0021%| 8031 JP Equity $ (203,818) $ 10,100,507 -0.0032%| 8058 JP Equity $ (107,075) $ 6,652,555 -0.0017% 8306 JP Equity $ 16,353 $ (15,813,580) 0.0003% 8316 JP Equity $ (56,354) $ (14,907,801) -0.0009%| 8411 JP Equity $ 137,936 $ (14,675,970) 0.0022%| 8604 JP Equity $ (249,298) $ (14,744,996) -0.0039%| 8801 JP Equity $ 58,027 $ (11,005,524) 0.0009% 8802 JP Equity $ 343,561 $ (12,815,272) 0.0054% 9020 JP Equity $ (227,489) $ 6,320,580 -0.0036%| 941 HK Equity $ 225,525 $ 5,784,807 0.0036% 9433 JP Equity $ 149,380 $ (14,727,695) 0.0024% 9437 JP Equity $ (130,973) $ 6,866,665 -0.0021% 9983 JP Equity $ 455,302 $ (14,462,111) 0.0072% 9984 JP Equity $ 290,543 $ 5,503,786 0.0046%| AALLN Equity $ (212,195) $ 5,309,247 -0.0034%| AAPL US Equity $ 319,019 $ 6,779,649 0.0050% ABBY US Equity $ 130,601 $ 5,210,567 0.0021% ABEV3 BZ Equity $ (460,767) $ (11,381,179) -0.0073%| ABI BB Equity $ 172,868 $ 12,084,004 0.0027% ABT US Equity $ 45,613 $ 10,180,409 0.0007% ABX US Equity $ 492,728 $ (14,565,424) 0.0078% ACA FP Equity $ (861,372) $ (5,271,959) -0.0136% ACE US Equity $ 353,189 $ 12,774,436 0.0056%| ACN US Equity $ 174,793 $ 6,678,671 0.0028% ADBE US Equity $ 289,981 $ 3,704,318 0.0046% ADP US Equity $ 109,327 $ 7,154,945 0.0017% AGL SJ Equity $ (347,765) $ 7,073,754 -0.0055% AGN US Equity $ 165,841 $ 4,771,484 0.0026%| AL FP Equity $ 141,790 $ 10,191,763 0.0022% AIG US Equity $ 962,140 $ 26,113,341 0.0152%| AIR FP Equity $ (559,697) $ (9,673,331) -0.0088% ALV GR Equity $ 63,777 $ 6,950,094 0.0010% ALVG IX Equity $ 48,884 $ 6,910,587 0.0008%| Page 3 of 9 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293358

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AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBDC4 BZ Equity BBL US Equity BCE CN Equity BCS US Equity BEN US Equity BG/ LN Equity BHP AU Equity BIIB US Equity BIL SJ 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 BRK/B US Equity BSBR US Equity BTI SJ Equity BUD US Equity BX US Equity CUS Equity CAT US Equity CBA AU Equity CBS US Equity CCL US Equity CELG US Equity CFR VX Equity CLUS Equity CM CN Equity CMCSK US Equity CNI US Equity CNQ CN Equity CNR CN Equity COF US Equity COP US Equity COST US Equity COV US Equity CRM US Equity CS FP Equity CSCO US Equity CSGN VX Equity CSL AU Equity CVE CN Equity CVS US Equity CVX US Equity DUS Equity DAI GR Equity DBK GR Equity er re ee oe ae oe ee ee (260,498) 234,475 332,331 247,684 379,874 584,114 (818,121) (565,533) 40,835 122,677 102,781 363,649 1,591,875 837,786 (516,952) 242,992 (273,688) 268,949 (427,683) (596,944) 9,822 (541,324) 659,814 (465,599) 482,839 (106,632) (294,051) 194,352 (632,271) (12,898) 157,056 112,190 8,289 104,266 82,426 396,067 158,860 234,392 (78,431) 191,502 288,653 (12,675) 108,241 303,455 49,523 234,074 68,401 199,822 346,619 165,374 141,629 (21,923) 489,971 (283,946) 167,402 26,485 586,998 290,649 84,115 223,979 242,909 (44,144) (901,065) Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 8/29/2014 VM U UYU YUU YUU YY YUU YUU YY YUM YY YY YM YY YYU HYUN YN YY YN Wu Page 4 of 9 (116,824) 15,902,635 10,223,534 5,883,566 7,494,384 6,486,244 (14,384,073) (22,615,274) (13,369,457) 7,106,060 15,431,624 7,532,095 11,561,885 7,297,768 5,283,434 14,552,197 (11,473,082) 8,705,882 (17,461,358) 14,402,431 5,812,228 5,311,042 18,129,031 5,408,786 10,528,191 6,711,617 (14,696,495) (14,936,445) (14,525,049) 9,905,299 6,922,016 5,019,537 6,733,341 6,922,003 8,450,645 7,748,558 4,837,203 7,176,126 6,407,482 9,915,109 5,300,577 6,538,224 11,513,963 10,202,719 12,754,538 7,281,700 3,674,239 7,345,029 10,303,430 22,013,443 6,664,774 6,875,846 4,554,284 (10,838,007) 7,401,870 (3,216,938) 10,982,666 7,113,966 12,234,142 6,631,314 9,973,915 (11,133,082) (6,702,592) -0.0041% 0.0037% 0.0053% 0.0039% 0.0060% 0.0092% -0.0129%| -0.0089% 0.0006% 0.0019% 0.0016% 0.0057% 0.0252% 0.0132% -0.0082%| 0.0038% -0.0043%) 0.0043% -0.0068%; -0.0094%; 0.0002% -0.0086% 0.0104% -0.0074%| 0.0076% -0.0017%| -0.0046%; 0.0031% -0.0100%| -0.0002%; 0.0025% 0.0018% 0.0001% 0.0016% 0.0013% 0.0063% 0.0025% 0.0037% -0.0012%| 0.0030% 0.0046% -0.0002%; 0.0017% 0.0048% 0.0008% 0.0037% 0.0011% 0.0032% 0.0055% 0.0026% 0.0022% -0.0003%; 0.0077% -0.0045%) 0.0026% 0.0004% 0.0093% 0.0046% 0.0013% 0.0035% 0.0038% -0.0007%| -0.0142%| EFTA00293359

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DD US Equity DE US Equity DEO US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity ECL US Equity EMC US Equity EMR US Equity ENB CN Equity ENEL IM Equity EOG US Equity ERICB SS Equity ESRX US Equity ETN US Equity EXC US Equity F US Equity FB US Equity FCX US Equity FDX US Equity FOX US Equity FOXA US Equity FP FP Equity G IM Equity GD US Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GM US Equity 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 IBE SM Equity IBM US Equity IMT LN Equity INGA NA Equity INTC US Equity ISP IM Equity ITUB4 BZ Equity ITW US Equity ITX SM Equity JCI US Equity JNJ US Equity JPM US Equity KMB US Equity KMP US Equity KO US Equity KRFT US Equity er ee re ee a a A ee oe ae oe ee ad 91,166 (56,192) 136,048 (227,512) 71,244 191,007 77,631 (12,175) 197,847 (431,931) 54,362 290,925 308,832 206,120 245,126 (68,596) 129,834 83,667 76,252 241,982 129,339 69,843 (42,523) 377,868 37,553 62,931 46,661 (58,750) (53,959) (97,196) 442,496 (114,553) 806,329 91,475 31,596 140,885 (969,320) (286,729) (61,576) 508,640 (298,581) (391,387) (34,489) 860,097 53,755 169,782 286,758 102,214 (15,799) 188,914 249,806 121,248 107,637 1,256,068 142,996 (27,252) 186,250 218,283 376,803 25,284 156,636 (290,382) 591,247 Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 8/29/2014 VNU MUU YUU UUM YUU YY YUU YU YYEU YY YY YY YUU YY YUMMY YN YY YN Wu Page 5 of 9 6,930,302 7,364,099 11,401,900 (8,888,700) 3,908,314 9,647,450 10,577,659 (3,218,749) 7,030,443 (14,245,825) (6,204,511) 10,840,713 8,033,216 7,213,060 11,861,387 10,080,491 699,396 23,206,725 1,483,781 6,856,616 6,657,387 5,532,920 (15,497,149) 7,452,678 6,631,322 3,868,646 6,652,557 10,066,629 6,291,074 7,675,291 10,949,649 (14,458,827) 11,704,354 7,260,056 3,818,054 10,493,208 (149,227) (14,344,155) 6,049,376 7,456,467 (12,728,854) (1,591,591) 8,250,314 8,006,929 9,711,416 12,597,159 7,281,708 7,008,361 (19,943) 5,818,770 8,951,938 5,386,533 (11,009,476) 7,406,978 10,094,602 (2,483,854) 6,023,219 6,921,994 8,943,674 10,264,554 577,295 (14,252,035) 8,640,618 0.0014% -0.0009%; 0.0022% -0.0036%| 0.0011% 0.0030% 0.0012% -0.0002%; 0.0031% -0.0068%; 0.0009% 0.0046% 0.0049% 0.0033% 0.0039% -0.0011%) 0.0021% 0.0013% 0.0012% 0.0038% 0.0020% 0.0011% -0.0007%; 0.0060% 0.0006% 0.0010% 0.0007% -0.0009%; -0.0009%; -0.0015%) 0.0070% -0.0018%; 0.0127% 0.0014% 0.0005% 0.0022% -0.0153%| -0.0045%| -0.0010%| 0.0080% -0.0047%| -0.0062%| -0.0013%| 0.0136%| 0.0008% 0.0027% 0.0045% 0.0016% -0.0002%; 0.0030% 0.0039% 0.0019% 0.0017% 0.0199% 0.0023% -0.0004%; 0.0029% 0.0035% 0.0060% 0.0004% 0.0025% -0.0046%) 0.0093% EFTA00293360

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LBTYA US Equity LBTYK US Equity UN GR Equity LLOY LN Equity LLY US Equity LNKD US Equity LOW US Equity LVS US Equity MA US Equity MC FP Equity MCD US Equity MDLZ US Equity MDT US Equity MET US Equity MFC CN Equity MMM US Equity MO US Equity MON US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NDA SS 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 NVS US Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity POT CN Equity POT US Equity PRU LN Equity PRU US Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity RAI US Equity RB/ LN Equity RDS/B US Equity RDSB LN Equity REGN US Equity RI FP Equity RIO AU Equity RIO LN Equity ROG VX Equity Te rr re a A re ee ae oe a oe ee ee 28,507 (36,039) 47,428 (5,510) 321,681 (33,853) 363,273 (38,476) 57,764 48,421 53,553 75,155 112,878 399,003 222,697 216,604 143,449 (472,716) 161,589 416,503 217,547 (66,085) 258,157 (40,617) 71,461 123,028 146,334 154,458 537,473 568,786 500,119 231,681 436,181 (52,655) 117,790 214,701 353,774 749,496 (175,812) 17,416 72,919 1,308,302 144,135 126,747 (281,739) (179,718) 95,765 65,889 166,901 193,812 (5,281) 432,974 101,916 276,925 95,558 (185,711) 166,734 112,622 19,076 (438,420) (244,582) (287,426) 178,786 Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 8/29/2014 i ee a ae a ae ae ad Page 6 of 9 (14,127,050) 11,603,793 7,208,530 3,887,645 7,418,558 2,644,387 6,831,026 841,589 7,052,053 (3,216,938) 6,827,844 7,008,356 12,061,102 9,662,909 7,066,677 12,119,727 6,724,159 11,629,223 5,923,078 6,878,848 11,868,665 (11,131,331) 14,097,677 6,429,934 (1,076,584) 10,861,111 6,921,998 7,105,767 6,679,748 11,030,617 12,476,405 7,106,056 13,516,872 11,049,617 4,873,849 6,921,991 11,043,557 4,344,826 8,410,800 (9,490,382) 10,371,955 3,916,282 5,766,364 7,626,008 (14,156,411) (14,605,136) 10,958,523 11,300,734 7,291,516 7,570,680 11,297,654 11,879,385 6,681,033 (1,591,595) 4,286,427 13,383,377 11,880,011 7,320,392 3,178,240 (13,649,885) 6,646,073 4,789,732 12,817,863 0.0005% -0.0014%| 0.0007% -0.0001% 0.0051% -0.0005%; 0.0057% -0.0006%; 0.0009% 0.0008% 0.0008% 0.0012% 0.0018% 0.0063% 0.0035% 0.0034% 0.0023% -0.0075%| 0.0026% 0.0066% 0.0034% -0.0010% 0.0041% -0.0006%; 0.0011% 0.0019% 0.0023% 0.0024% 0.0085% 0.0090% 0.0079% 0.0037% 0.0069% -0.0008%; 0.0019% 0.0034% 0.0056% 0.0118% -0.0028%; 0.0003% 0.0012% 0.0207% 0.0023% 0.0020% -0.0045%) -0.0028% 0.0015% 0.0010% 0.0026% 0.0031% -0.0001% 0.0068% 0.0016% 0.0044% 0.0015% -0.0029%| 0.0026% 0.0018% 0.0003% -0.0069%; -0.0039%| -0.0045%) 0.0028% EFTA00293361

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RY CN Equity SAN SM Equity SAP GR Equity SBUX US Equity SCCO US Equity SCHW US Equity SGO FP Equity SIE GR Equity SLB US Equity SMSN LI Equity SNY US Equity SPG US Equity SREN VX Equity STAN LN Equity STL NO Equity TD CN Equity TEF US Equity TLS AU Equity TMO US Equity TOT US Equity TRV US Equity TWC US Equity TXN US Equity TYC US Equity UCG IM Equity UN US Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity V US Equity VIAB US Equity VIV FP Equity VMW US Equity VOD LN Equity VTI US Equity WBC AU Equity WES AU Equity WFC US Equity WMT US Equity WPLAU Equity XOM US Equity ZURN VX Equity G20 EIF SPX Index NDX Index RTY Index SPTSX Index UKX Index CAC Index DAX Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index Report Date: 8/29/2014 191,304 178,616 155,079 77,686 277,085 291,550 (248,925) 207,595 221,176 (74,244) (619,371) 151,112 75,198 106,558 5,337 147,537 86,797 163,093 (116,854) 146,456 287,962 24,930 105,407 189,215 91,113 110,190 717,640 377,922 33,369 160,397 165,907 (8,833) (198,476) (126,935) (958,570) 359,061 216,217 162,611 323,640 150,299 247,935 42,579 82,383 a ee a ee re VU UY VU YUU YY U UYU YY YY YY YY M YY YY YYW 26,645,102 18,512,403 25,103,092 1,980,974 3,583,155 988,594 1,642,487 1,990,660 491,705 (412,106) (24,825) 525,360 69,610 (15,056) 37,081 93,636 VUE YM YYEYME Yn M wu Ww VU MY YY MM wu WH 12,269,655 5,225,187 7,052,901 6,779,644 8,499,684 9,552,374 (6,114,786) (3,171,669) 6,866,665 4,711,932 (12,537,031) 23,287,329 1,363,124 (20,769,669) 7,337,626 10,296,214 9,594,376 8,277,345 10,348,938 4,452,892 10,006,691 11,878,578 7,929,083 11,404,746 (9,559,407) 7,273,864 11,614,718 11,046,742 7,171,985 6,815,690 14,587,253 7,942,271 (15,070,227) 4,752,586 (23,954,231) 13,347,228 6,830,300 7,353,555 13,151,371 7,084,489 7,256,001 10,296,920 7,401,898 1,150,332,644 838,600,574 1,126,421,946 80,651,482 273,013,169 (28,433,880) 104,326,498 4,770,570 (2,836,352) (4,510,285) 19,986,834 7,411,076 7,925,655 5,594,176 6,473,209 Page 7 of 9 Private and Confidential - NOT FOR REDISTRIBUTION 0.0030% 0.0028% 0.0025% 0.0012% 0.0044% 0.0046% -0.0039%| 0.0033% 0.0035% -0.0012%| -0.0098%| 0.0024% 0.0012% 0.0017% 0.0001% 0.0023% 0.0014% 0.0026% -0.0018%| 0.0023% 0.0046% 0.0004% 0.0017% 0.0030% 0.0014% 0.0017% 0.0113% 0.0060% 0.0005% 0.0025% 0.0026% -0.0001% -0.0031% -0.0020%| -0.0152%| 0.0057% 0.0034% 0.0026% 0.0051% 0.0024% 0.0039% 0.0007% 0.0013% EFTA00293362

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OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOPAO Index SENSEX Index NKY Index MEXBOL Index IBOV Index MERVAL Index NZSESOFG Index HSI Index SHCOMP Index KOSPI Index ASS1 Index Report Date: 8/29/2014 206,077 50,581 (14,581) 41,095 1,859,879 (464,690) (275,895) (2,205,329) 97,374 1,527,485 327,235 58,580 (395,881) (299,671) 1,880,091 907,964 MUMMY MYM Mu wMuw VMN Mn Ww 34,311,269 (10,672,506) (5,589,486) 5,253,994 (48,877,071) 30,439,928 223,158,161 4,776,670 17,335,857 3,067,643 4,388,521 15,377,116 61,473,863 207,243,630 61,701,702 EM MXEF index [s__11,303633[ TS 898,948,161] US Sectors XLF US Equity 10,117,134 293,137,463 XLU US Equity 3,895,467 122,913,720 XLK US Equity 9,738,421 372,982,455 XLI US Equity 2,871,205 130,576,369 XLP US Equity 2,005,204 148,220,518 XLY US Equity 3,950,891 200,392,602 XLE US Equity 3,647,047 151,975,804 XLB US Equity 2,912,622 178,561,679 XLV US Equity 8,755,592 180,591,229 EU Sectors SXXP Index 635,702 34,196,623 SXAP Index $50,033 (17,933,236) SXKP Index 472,507 24,399,299 SX6P Index - SXEP Index (76,919) SXIP Index - SXNP Index 317,006 (10,315,813) SX3P Index 932,102 70,545,951 SXDP Index 918,774 23,352,604 SX4P Index 541,439 23,376,053 SX8P Index 784,105 23,761,831 SXOP Index (45,784,370) SXOP Index 70,469,571 SXRP Index (10,315,597) SXMP Index 23,031,025 SXTP Index (5,139,447) SX7E Index (1,685,675) (39,316,166) SXSE Index 814,849 7,121,411 Commodities C01 Comdty 278,565,729 CL1 Comdty 4,117,415 (289,078,088) NG1 Comdty LP1 Comdty GC1 Comdty QS1 Comdty 45,316,423 HO1 Comdty 25,993,299 XB1 Comdty $1Comdty LA1 Comdty 1,029,920 C1 Comdty 845,304 (55,205,694) SI1 Comdty 367,724 (65,116,681) sh Yield Credit Indices IBOXHY Index 7,665,342 1,524,185,326 IBOXXMJA Index (10,187,448) 1,030,103,820 Page 8 of 9 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293363

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IBXXLLTR Index $ Global Inflation Protection 9,195,859 Report Date: 8/29/2014 $__1,556,671,468 IBXXILHU Index $ 30520579] ss _—4,622,629,959] WGBI Rates 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 \E_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 4,506,401 738,921 65,472 592,194 47,672 (2,776,952) (3,277,552) (886,378) (16,040,498) (5,329,705) (569,803) (2,850,116) (3,085,541) (6,307,815) (196,398) (22,569) (312,159) 9,826,697 Private and Confidential - NOT FOR REDISTRIBUTION 5,191,292,138 97,471,575 103,669,045 135,094,883 24,733,034 382,965,363 428,549,867 105,859,757 1,806,717,988 566,129,156 44,414,318 411,188,067 382,976,659 403,312,692 37,849,891 60,394,400 25,469,822 1,688,130,530 Page 9 of 9 EFTA00293364