Report Date: 10/14/2014 TORUS NAV Report - Simulation [NAV TS 5 844,596,399 [Net Exposure CdS 16,218,326, 841 Long Exposure @ Cost $ __19,990,983,726 |Leverage (Gross @ Cost Short Exposure @ Cost $ (3,772,656,885)| Leverage Ex-Rates & Inflation Protection Change from 8/29/2014 [| _-10.2394| 30 Period RoC TD 0.1796 | 90 Period ROC ; QT 0.179] 365 Period ROC 19.06% ro 4.5196] Sharpe Ratio Since Inception (1995) ee 70.00 — Multiple of Capital - Inception T2404 Return 60.00 1.60 I 50.00 150 1.40 { 40.00 130 30.00 | 1.20 } 7 110 20.00 | 100 10.00 0.90 0.80 oO PSPS COS 0.70 bp pp ee : — PPP gh gg Sh SF gr” gh a Po oP? Fo Rae aT aR CSRS SS NN NN NN NNN ARI YS, ASV NY SPD BP GH HF PWM WW ow Category % of Notional Exposure Listed Equities Inflation Protection 14% 19% \ G20 EIF 9% US Sectors 2% EU Sectors ® Long @ Short Page lof 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293365

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Report Date: 10/14/2014 ®,TORUS NAV Report - Simulation Net 10, Net 8/29 ong 8/29/20 1,209,171,740 jezoeiF 20,834,378] 4,193,116,611] (3,952,282,233)] 2,714,235,972 | JuSSectors | 522,818,188] 1,779,351,838 | (1,256,533,650)] 1,209,552,896 | EUSectors | 100,567,136)] 371,449,738] (272,016,874)] 331,545,244 | eM 898,948,161] (898,948,161)] [Commodities | (2,380,384,251)](426,351,211)] _(954,033,040)] 285,336,068 | Inflation Protection | \WGBI Rates Hy inflation Protection ——= 30Period Avg. Daily Realized Vol PPP SP SPP SP gr gh gh gr gh ch gh gh gh ch gh gh ct FF SF FP SF SF SS FS PP FP EF FF BPP WF HF HFA” HW Wh VS” Inflation Protection | ee) Page 2 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293366

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Report Date: 10/14/2014 TORUS Bi-Weekly NAV Report - Simulation Listed Equities 000270 KS Equity $ (27,506) $ (13,497,683) 0.00% 005380 KS Equity $ (3,457,380) $ (2,630,308) 0.05% 005490 KS Equity $ (945,429) $ - -0.01% 005930 KS Equity $ (114,113) $ (13,035,497) 0.00% 1 HK Equity $ (542,583) $ 10,318,567 0.01% 1299 HK Equity $ (1,260,730) $ : -0.02% 13 HK Equity $ (223,694) $ 10,722,329 0.00% 16 HK Equity $ (252,804) $ 16,155,308 0.00% 27 HK Equity $ 2,903,388 $ (11,436,610) 0.05% 2914 JP Equity $ (161,258) $ . 0.00% 3382 JP Equity $ (447,950) $ - -0.01% 4063 JP Equity $ (210,716) $ 14,659,721 0.00% 4502 JP Equity $ 1,647,832 $ (22,314,552) 0.03% 4689 JP Equity $ 1,165,215 $ (19,890,544) 0.02% 5 HK Equity $ 874,736 $ (15,450,840) 0.01% 5108 JP Equity $ (214,590) $ - 0.00% 5401 JP Equity $ (550,456) $ - -0.01% 6301 JP Equity $ (325,204) $ 9,635,647 -0.01% 6501 JP Equity $ 469,206 $ (9,731,484) 0.01% 6902 JP Equity $ 89,917 $ (11,227,910) 0.00% 6954 JP Equity $ (477,980) $ 11,632,188 0.01% 7201 JP Equity $ (683,388) $ 10,294,828 -0.01% 7203 JP Equity $ (195,327) $ 9,232,762 0.00% 7267 JP Equity $ 689,145 $ (8,943,789) 0.01%| 762 HK Equity $ (3,121,902) $ 21,289,995 0.05% 7751 JP Equity $ (397,858) $ - -0.01% 8031 JP Equity $ (1,369,863) $ 17,782,554 0.02% 8058 JP Equity $ (997,245) $ 12,051,465 -0.02% 8306 JP Equity $ 901,646 $ (12,727,074) 0.01% 8316 JP Equity $ 903,248 $ (11,671,930) 0.01% 8411 JP Equity $ 1,281,653 $ (17,879,977) 0.02% 8604 JP Equity $ 1,862,708 $ (12,603,828) 0.03% 8801 JP Equity $ 2,027,496 $ (17,726,292) 0.03% 8802 JP Equity $ 1,719,944 $ (15,766,580) 0.03% 9020 JP Equity $ (412,541) $ 13,070,433 -0.01% 941 HK Equity $ (375,406) $ 17,547,278 0.01% 9432 JP Equity $ (1,610,910) $ 9,276,532 -0.02% 9433 JP Equity $ (413,424) $ (21,030,207) 0.01% 9437 JP Equity $ (723,862) $ 10,813,893 -0.01% 9983 JP Equity $ (1,436,449) $ (7,498,547) -0.02% 9984 JP Equity $ (1,032,040) $ 7,935,974 -0.02% AALLN Equity $ (784,585) $ - 0.01% AAPL US Equity $ (208,873) $ 6,779,649 0.00% ABBV US Equity $ (1,044,306) $ 18,791,038 -0.02% Page 3 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293367

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ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADBE US Equity ADP US Equity AFLUS 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 ASML NA Equity AXP US Equity AZN LN 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 BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity BG/ LN Equity BHP AU Equity BIIB US Equity BIL SJ Equity BK US Equity BLK US Equity BLT LN Equity BMO CN Equity en ee oe oe oe ee ee eo 36,364 848,701 (537,792) (231,324) 3,397,928 (189,642) (358,369) (389,345) (2,937) (874,923) (200,124) (1,360,355) 1,229,762 (872,962) (2,572,908) (302,593) (768,454) (850,810) (260,835) (143,644) (273,782) (1,990,718) (3,065,030) (820,595) (1,014,105) (557,674) (498,940) (637,307) (1,073,376) (683,621) 2,736,483 (1,002,070) (1,147,357) (451,162) (1,158,352) (2,562,952) (85,677) (1,005,579) (876,000) 592,909 (1,886,020) 3,557,097 (1,542,290) (1,448,111) (85,112) (1,090,006) (1,577,087) 27,394 (845,233) Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 10/14/2014 Page 4 of 11 (7,237,291) (12,649,081) 12,084,004 (15,348,346) 24,982,533 6,678,671 2,141,808 (13,964,977) (2,985,615) 14,069,646 6,828,478 11,992,857 11,363,207 9,870,577 14,229,970 (1,472,909) 7,494,384 6,486,244 14,091,110 13,763,585 (16,692,560) 14,035,707 15,431,624 18,750,764 4,693,765 (10,801,347) 11,552,522 15,019,393 (13,824,120) 7,181,474 (16,012,097) (12,145,227) 16,674,705 14,144,228 21,295,732 (9,284,677) 12,276,958 0.00%, 0.01%) -0.01% 0.00%) 0.05%) 0.00% -0.01% -0.01% 0.0096 -0.01% 0.00% -0.02% 0.02%) -0.01% -0.04% 0.0096 -0.01% -0.01% 0.00%) 0.00%) 0.00% ~-0.03% -0.05% -0.01% -0.02% -0.01% -0.01% -0.01% -0.02% -0.01% 0.04% -0.02% -0.02% -0.01% -0.02% -0.04% 0.00% -0.02% -0.01% 0.01% -0.03% 0.06% -0.02% -0.02% 0.00%) -0.02% -0.02% 0.00%) -0.01% EFTA00293368

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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 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 CON GR 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 CTSH US Equity CVE CN Equity CVS US Equity CVX US Equity DUS Equity DAI GR Equity DBK GR Equity DD US Equity DE US Equity DEO US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity 1,236,508 478,273 1,588,980 1,290,514 (984,253) 1,229,451 22,798 (440,729) (483,602) (332,376) (1,257,478) (105,438) (758,066) (1,302,238) (565,342) (1,090,233) (1,338,464) (399,940) (85,763) (832,677) (356,782) (1,576,371) (1,031,005) (1,403,673) (250,733) 2,153,497 (3,302,304) 278,867 445,404 (499,517) (299,759) (962,708) 886,914 (1,099,154) (26,603) (1,547,160) 254,368 (892,361) (174,070) 1,323,987 (267,017) (326,047) (417,762) (333,558) 1,973,128 1,015,521 (573,518) (1,433,826) 1,730,605 Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 10/14/2014 Page 5 of 11 (15,955,828) (14,696,495) (21,946,073) (17,383,285) 9,905,299 (17,564,423) 10,383,019 11,115,921 6,733,337 6,922,003 12,402,149 10,074,681 48,382 (4,426,196) 9,274,071 21,516,841 (10,331,543) 11,513,963 10,202,719 16,417,090 10,303,430 (15,449,653) 211,889 9,987,806 7,794,060 9,997,045 15,460,918 (15,944,295) 12,076,396 (13,893,892) 12,234,142 2,254,638 9,973,915 (19,105,746) 11,384,369 (14,027,930) (16,641,198) (14,282,371) 9,647,450 22,721,440 (9,489,546) 0.02% 0.01%) 0.02% 0.02%) -0.02% 0.02%) 0.00% -0.01% -0.01% -0.01% -0.02% 0.00% -0.01% -0.02% -0.01% -0.02% -0.02% -0.01% 0.00%) -0.01% -0.01% -0.02% -0.02% -0.02% 0.00% 0.03%) -0.05% 0.00%) 0.01% -0.01% 0.00% -0.01% 0.01% -0.02% 0.006, -0.02% 0.00%) -0.01% 0.00% 0.02% 0.00% -0.01% -0.01% -0.01% 0.03%) 0.02% -0.01% -0.02% 0.03%| EFTA00293369

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DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity EBAY US Equity ECL US Equity EMC US Equity EMR US Equity ENB CN Equity ENELIM Equity ENI IM Equity EOAN GR Equity EOG US Equity EPD 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 GIM Equity GD US Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN 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 HSBA LN Equity IBE SM Equity IBM US Equity IMT LN Equity INGA NA Equity (3,459,358) 1,648,049 1,401,365 (549,768) 675,934 (1,039,269) 562,322 (826,787) (610,504) 1,163,592 (2,495,838) 1,164,231 (1,046,744) (1,385,065) (545,912) 2,377,927 (508,661) (256,268) 2,306,034 254,215 (1,042,003) (117,309) (609,252) 840,202 (646,06) (800,350) (399,748) 521,894 355,200 (451,243) (1,265,025) (835,974) (273,098) (1,715,922) 2,028,283 (437,813) (94,724) 1,735,598 1,460,234 (403,703) (140,220) (1,656,050) (1,095,461) (1,391,700) 750,512 (435,748) (47,894) (266,969) (471,443) Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 10/14/2014 Page 6 of 11 16,146,033 (14,245,877) (15,541,868) 22,644,099 11,017,551 (9,531,802) 12,403,113 10,080,491 (15,199,359) 17,207,564 (10,391,929) 3,786,373 14,091,076 (9,517,849) 6,657,387 5,532,920 (17,608,728) 7,452,678 5,419,281 (14,458,804) 7,260,056 14,652,979 20,249,737 (14,923,450) 7,561,702 11,185,288 (15,934,862) (16,022,514) 17,630,918 125,980 9,795,798 (14,210,942) 7,008,362 (4,133) 5,818,770 16,148,517 -0.05% 0.03%) 0.02% -0.01% 0.01% -0.02% 0.01% -0.01% -0.01% 0.02% -0.04% 0.02% -0.02% -0.02% -0.01% 0.04%) -0.01% 0.0096) 0.04%) 0.009%) -0.02% 0.00% -0.01% 0.01%) -0.01% -0.01% -0.01% 0.01%) 0.01% -0.01% -0.02% -0.01% 0.0096 -0.03% 0.03% -0.01% 0.00% 0.03% 0.02%) -0.01% 0.00%, -0.03% -0.02% -0.02% 0.01%) -0.01% 0.00% 0.00% -0.01% EFTA00293370

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INTC US Equity ISP IM Equity ITUB US Equity ITUB4 BZ Equity ITW US Equity ITX SM Equity JCIUS Equity JNJ US Equity JPM US Equity KMB US Equity KMI US Equity KMP 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 MC FP Equity MCD US Equity MCK 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 NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity ee oe oe oo a eo (360,618) (20,501) (1,376,255) (2,936,058) (910,729) 933,758 (1,681,974) (398,614) (633,820) (136,389) (2,732,425) (283,736) (836,515) (702,619) 540,270 (320,636) (329,016) (349,942) (92,036) 753,973 (1,178,087) (202,225) 516,863 (2,630,155) (742,488) 1,691,121 458,944 (469,190) (576,276) (31,361) (914,023) (764,974) (783,583) 605,355 (816,931) (1,341,750) (685,100) 346,714 956,935 (1,930,763) 895,373 (126,960) (1,550,260) (822,160) (472,319) 464,204 (543,529) (2,084,946) (455,106) Private and Confidential - NOT FOR REDISTRIBUTION Report Date: 10/14/2014 Ce nn Page 7 of 11 11,086,028 (10,632,822) 10,094,602 (18,053,346) 140,365 6,921,994 21,415,340 10,264,554 8,166,882 2,886,470 10,347,982 (12,086,041) 11,603,793 10,146,619 10,127,260 23,896,936 8,970,350 9,401,030 13,629,923 (16,280,156) (13,403,619) 7,008,356 12,061,102 96,628 7,066,677 12,119,727 10,086,240 3,953,936 20,457,766 20,760,167 (15,961,014) (11,690,372) 14,091,094 12,043,423 6,921,998 13,018,494 11,976,574 24,223,240 -0.01% 0.00%) -0.02% -0.05% -0.01% 0.01%) -0.03% -0.01% -0.01% 0.00% -0.04% 0.00% -0.01% -0.01% 0.01%) 0.0096 -0.01% -0.01% 0.00%) 0.01% -0.02% 0.00%, 0.01% -0.04% -0.01% 0.03%) 0.01% -0.01% -0.01% 0.00%) -0.01% -0.01% -0.01% 0.01%) -0.01% -0.02% -0.01% 0.01% 0.01%) -0.03% 0.01%) 0.00% -0.02% -0.01% -0.01% 0.01% -0.01% -0.03% -0.01% EFTA00293371

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Report Date: 10/14/2014 NOVOB DC Equity $ (739,755) $ 13,525,530 0.01% NVS US Equity $ (1,154,464) $ 9,824,594 -0.02% OR FP Equity $ (423,642) $ - 0.01%) ORA FP Equity $ (192,530) $ - 0.00%) ORCL US Equity $ (489,605) $ 6,921,991 0.01% OXY US Equity $ (1,531,977) $ 110,447 -0.02% PBR US Equity $ (731,345) $ 6,987,784 0.01% PCLN US Equity $ (1,055,134) $ - -0.02%) PCP US Equity $ 1,226,516 $ — (15,753,293)| 0.02%) PEP US Equity $ 91,553 $ 12,089,137 0.00% PETR3 BZ Equity $ (695,799) $ 4,781,931 0.01%) PFE US Equity $ (502,047) $ 14,491,550 0.01% PG US Equity $ 31,248 $ 7,626,008 0.00% PHIA NA Equity $ 847,166 $ — (13,706,715)} 0.01% PM US Equity $ 244,934 $ (14,206,011) 0.00% PNC US Equity $ (813,303) $ 14,091,074 0.01% POT CN Equity $ (869,668) $ 7,342,209 0.01%) POT US Equity $ (966,028) $ 3,842,249 0.01% PRU LN Equity $ (695,531) $ 12,152,836 0.01%) PRU US Equity $ (960,857) $ 9,015,024 0.01% PSA US Equity $ (272,753) $ 11,297,654 0.0096) PSX US Equity $ (1,227,588) $ - -0.02%| PX US Equity $ (580,613) $ 6,681,033 0.01% QCOM US Equity $ 727,581 $ (15,995,988) 0.01% RAI US Equity $ 13,860 $ 4,286,427 0.00% RB/ LN Equity $ (846,906) $ 4,550,355 -0.01% RDS/B US Equity $ (1,207,959) $ - -0.02%) RDSB LN Equity $ (1,046,215) $ 4,172,624 -0.02% REGN US Equity $ (1,718,378) $ 21,093,187 0.03% REP SM Equity $ (756,542) $ 9,501,207 0.01%) RI FP Equity $ 1,402,656 $ (14,536,672) 0.02% RIO AU Equity $ (540,160) $ - 0.01%) RIO LN Equity $ (1,190,834) $ - -0.02%) ROG VX Equity $ (1,396,325) $ 24,463,024 -0.02% RWE GR Equity $ (1,046,340) $ 13,763,575 -0.02%| RY CN Equity $ (1,495,266) $ 26,558,820 0.02% SUS Equity $ (1,243,460) $ - -0.02%) SAN SM Equity $ (500,396) $ 1,776,565 0.01% SAP GR Equity $ (507,084) $ - 0.01%) SBUX US Equity $ (428,506) $ 6,779,644 0.01% SCCO US Equity $ (2,566,821) $ - -0.04%) SCHW US Equity $ (130,779) $ - 0.00% SGO FP Equity $ 2,023,190 $ (11,658,015); 0.03% SIE GR Equity $ 2,546,886 $ (13,479,468) 0.04% SLB US Equity $ (1,331,768) $ 11,538,406 -0.02% SMSN LI Equity $ 575,544 $ - 0.0196) SNY US Equity $ (424,456) $ (134,391) -0.01% SO US Equity $ 692,951 $ 16,101,345 0.01% SPG US Equity $ (18,061) $ 23,287,329 0.00% Page 8 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293372

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Report Date: 10/14/2014 SREN VX Equity $ 866,173 $ (15,099,786) 0.01% STAN LN Equity $ 2,995,124 $ (23,662,267) 0.05% STLNO Equity $ (433,993) $ - 0.01%) STT US Equity $ (1,328,112) $ 12,202,098 -0.02% SWEDA SS Equity $ (639,963) $ 14,078,599 -0.01%| TD CN Equity $ (1,156,394) $ 10,296,214 -0.02% TEF US Equity $ (1,219,102) $ 11,455,113 -0.02% TLS AU Equity $ (1,164,062) $ 9,991,863 0.02% TMO US Equity $ (698,523) $ 10,348,938 -0.01% TOT US Equity $ (102,062) $ - 0.00% TRV US Equity $ (86,846) $ 10,006,691 0.00% TWC US Equity $ (1,338,790) $ 24,000,838 -0.02%| TWX US Equity $ (259,603) $ 11,341,906 0.00% TXN US Equity $ (3,240,795) $ - -0.05%| TYC US Equity $ (1,105,938) $ 11,404,746 -0.02% UCG IM Equity $ 502,044 $ (12,969,367) 0.01% UN US Equity $ (674,004) $ 11,387,977 -0.01% UNH US Equity $ (487,044) $ 11,614,718 -0.01%| UNP US Equity $ (682,363)) $ 17,235,382 -0.01% UPS US Equity $ (363,473) $ 15,291,247 -0.01%| USB US Equity $ (358,387) $ 15,408,899 0.01% V US Equity $ (561,423) $ 14,177,691 -0.01% VALE/P US Equity $ (208,653) $ (6,043,283) 0.00% VIAB US Equity $ (602,385); $ : -0.01% VIV FP Equity $ 1,944,995 $ (15,070,227) 0.03%) VMW US Equity $ (408,105) $ 4,752,587 -0.01% VOD LN Equity $ 429,836 $ - 0.01% VOLVB SS Equity $ 1,619,203 $ (21,852,940); 0.03% VTI US Equity $ (1,768,598) $ 26,314,104 -0.03%| WAG US Equity $ 543,067 $ (15,427,123) 0.01% WBC AU Equity $ (887,422) $ 1,230,622 -0.01%| WES AU Equity $ (1,725,661) $ 11,261,006 -0.03% WFC US Equity $ (607,310) $ 13,151,371 -0.01%| WMT US Equity $ 387,948 $ 14,018,391 0.01%) WPLAU Equity $ (1,142,914) $ . -0.02% XOM US Equity $ (815,366) $ 7,207,838 0.01% ZURN VX Equity $ (455,807)! $ 15,227,243 -0.01% G20 EIF SPX Index (72,580,456); 1,153,246,443 NDX Index (76,715,730) RTY Index 200,173,449 SPTSX Index (41,284,671) UKX Index (175,130,234) CAC Index 41,808,892 DAX Index 21,200,204 IBEX Index 251,828 SMI Index (103,310,930) FTSEMIB Index (3,185,545)| PSI20 Index (80,460) Page 9 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293373

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ISEQ Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index 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 ASS51 Index —EM $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ $ 5,279,017 (2,253,794) (5,807,563) (3,008,470) 27,829,339 (5,287,032) (15,641,197) 9,846,875 2,791,859 (4,901,966) 24,020,018 (30,309,828) 1,069,447 32,509,265 (16,610,828) (118,477,864) (17,359) (391) (599,446) 730,652 44,693 Report Date: 10/14/2014 MXEF Index Ec) US Sectors 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 EU Sectors SXXP Index SXAP Index SXKP Index SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SXSP Index SXOP Index SXOP Index SXRP Index 5,855,279 (1,744,529) (2,826,645) (1,788,502) (2,365,313) 5,865,170 (5,974,774) (2,699,456) (1,841,187) (2,354,480) 6,114,416 (4,668,284) 7,066,410 Private and Confidential - NOT FOR REDISTRIBUTION Page 10 of 11 122,913,754 249,898,243 148,220,623 1,785,568 (58,196,121) 14,407,406 46,285,589 2,336,889 46,507,340 (60,701,535) 76,483,542 45,827,732 23,761,831 EFTA00293374

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SXMP Index SXTP Index SX7E Index SXSE Index Report Date: 10/14/2014 (2,252,893) 5,075,046 3,245,043 4,532,928 7,830,555 Commodities CO1 Comdty 25,639,093 CL1 Comdty 40,691,670 NG1 Comdty 4,173,899 LP1 Comdty 2,321,168 GC1 Comdty 4,158,824 QS1 Comdty 10,806,656 HO1 Comdty (1,734,957) XB1 Comdty 12,091,144 S1Comdty (22,756) (79,302,127) LA1 Comdty 490,023 39,639,652 C1 Comdty (1,648,509) (68,543,615)| SI1 Comdty 8,274,919 (70,980,435) High Yield Credit Indices IBOXHY Index 1,655,289,030 IBOXXMJA Index - IBXXLLTR Index 1,556,670,677 Global Inflation Protection IBXXILHU Index [s_(9.374toay] Sa sz4az5asz] WGBI Rates US_TSY CREDIT 50,671,378 5,418,123,190 CA_TSY CREDIT (2,742,999) 97,471,575 MX_TSY CREDIT (2,593,565) 114,096,526 AU_TSY CREDIT (8,434,774) 21,125,165 JP_TSY CREDIT - MyY_TSY CREDIT (720,855)| 24,733,034 SG_TSY CREDIT - AT_TSY CREDIT (10,236,412); BE_TSY CREDIT (12,927,494) FI_TSY CREDIT (2,700,705) FR_TSY CREDIT (51,408,005) DE_TSY CREDIT (23,327,865) lE_TSY CREDIT (977,882)| IT_TSY CREDIT (13,191,526) 328,451,373 NL_TSY CREDIT (10,767,692) : ES_TSY CREDIT (12,215,541) 362,981,423 DK_TSY CREDIT (1,370,710) 11,354,967 NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT (2,443,755) . 72,418 18,819,593 (924,891) . (41,728,787) $ 1,688,130,530 Page 11 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293375