Atorus, LLC 1/31/2014 Current Date: Change on Day: -1.68% 712M Return: Total Return since 1/1/12: Current Long Exposure @ Cost: 4,403,216 Current Short Exposure @ Cost: Net Exposure: Current No. of Positions: Starting Capital: Current NAV: Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change 124M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 10.00% PX We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 NAV 1,000,000.00 800,000.00 600,000.00 + + T r + - - + T T - - T Vn MD AD RD RY RD nD WD RD OD DoD Sh SS PP OM OP OP OY Oy So gE A hE gh PP gh AP ge yeh Pah gh Ah ge ah si EFTA00621353

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Atorus, LLC 1/31/2014 Percentile (@ cost ex-MTM) NAV) | Security ———|__ Notional [of TotalNotional| Security| MTMGain | % Total NAV | 20 Positions | 22.52%] 52 Positions SHCOMP Index (27,433) 0.49% GOOG US Equity 4,785 0.29% US_TSY CREDIT (30,350) 0.54% ASE Index 4,880 0.30% ZA_TSY CREDIT (31,741) 0.57% XLF US Equity 4,975 0.30% SPGSCITR Index (33,454) 0.60% NG1 Comdty 5,142 0.31% XAU Comdty (41,472) 0.74% ROG VX Equity 5,144 0.31% SXDP Index 61,432 1.09% MAERSKB DC Equity 5,182 0.31% JP_TSY CREDIT (62,468) 1.11% OGXP3 BZ Equity 5,324 0.32% SPX Index 62,528 1.11% ACA FP Equity 5,353 0.32% FR_TSY CREDIT 63,415 1.13% QQQ US Equity 5,496 0.33% AT_TSY CREDIT 66,103 1.18% ICEXI Index 5,501 0.33% IT_TSY CREDIT 66,510 1.18% SXOP Index 5,506 0.33% BE_TSY CREDIT 68,659 1.22% NKY Index 5,528 0.33% NL_TSY CREDIT 68,964 1.23% BMY US Equity 5,699 0.35% FI_TSY CREDIT 69,347 1.23% CMCSA US Equity 5,802 0.35% STBCNZL Index 73,249 1.30% XAU Comdty 6,146 0.37% AU_TSY CREDIT (73,614) 1.31% KFX Index 6,177 0.37% IE_TSY CREDIT 76,628 1.36% HON US Equity 6,199 0.38% CA_TSY CREDIT (91,871) 1.64% UTX US Equity 6,264 0.38% SG_TSY CREDIT (94,095) 1.68% IT_TSY CREDIT 6,408 0.39% MY_TSY CREDIT (101,640) 1.81% IBEX Index 6,410 0.39% PRU LN Equity 6,464 0.39% AMGN US Equity 6,595 0.40% CA_TSY CREDIT 6,636 0.40% LUXXX Index 6,688 0.41% DAX Index 6,819 0.41% MDT US Equity 6,835 0.41% SXAP Index 6,942 0.42% XLY US Equity 7,038 0.43% GS US Equity 7,039 0.43% MMM US Equity 7,239 0.44% CMCSK US Equity 8,324 0.50% TMO US Equity 8,599 0.52% VIAB US Equity 8,860 0.54% BAYN GR Equity 8,994 0.54% ES_TSY CREDIT 9,195 0.56% TYC US Equity 9,782 0.59% SXIP Index 10,090 0.61% SXMP Index 10,313 0.62% BAC US Equity 10,614 0.64% BA US Equity 10,807 0.65% EFTA00621354

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MA US Equity NDX Index RTY Index CELG US Equity XLV US Equity SPX Index SXTP Index ISEQ Index SXDP Index 1E_TSY CREDIT STBCNZL Index GILD US Equity 11,529 11,548 12,151 12,310 12,403 14,041 18,737 19,382 19,600 25,899 30,394 32,669 0.70% 0.70% 0.74% 0.75% 0.75% 0.85% 1.14% 1.17% 1.19% 1.57% 1.84% 1.98% EFTA00621355

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Atorus, LLC 1/31/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 + 1,500,000 1,000,000 —apac ——EMEA 500,000 ——AMmeR = EquityCom —credit a xe 0 (500,080) (1,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 ——— APAC ——EMEA 1,000,000 wr AMER —— EquityCom —— Credit 500,000 T T T T T Cr nn Sy oY AY SY LOY oY oY oY Naam) Ua) Ca | NA PEPE ph oF wh T T T a7 oy “FS a %, ae EFTA00621356

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Atorus, LLC 1/31/2014 Current Gross Notional Risk by Category 197,812 $51,742 mAPAC mMEMEA m AMER ® EquityCom @ Credit T24M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 = MSCIWorld ———— ATORUS 0.95 0.78 + oo oo oo oo Yh Sh PP SP Pr SP gh HH” HP GP SP? HP oS? So SE AH Sh PH AP AP MP" Rolling 30 Day Realized Volatility - Atorus 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% Rolling30D ayRealized Vol EFTA00621357

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Atorus, LLC 1/31/2014 Current Portfolio -Listed Equity Portfolio | Security | MM Gain/{toss) | Exp. @ cost | Avg Price | Current Price (in USD) _| 000270 KS Equity 110 (4,451) 51.62 50.3444 005380 KS Equity (32) 1,275 212.58 217.9313 005490 KS Equity (8) (1,943) 277.11 278.22 005930 KS Equity 472 (6,486) 1285.62 192.0396 012330 KS Equity 916 5,231 244.69 287.5259 1 HK Equity 5 (510) 14.88 14.7428 1299 HK Equity 404 2,798 4.03 4.6071 13 HK Equity 1,038 12,127 11.40 12.3782 16 HK Equity 373 (9,841) 12.66 12.1809 27 HK Equity (0) 120 9.61 9.6441 2914 JP Equity 190 (4,661) 32.47 31.1445 3382 JP Equity 226 3,425 37.70 40.1912 4063 JP Equity (12) (4,500) 56.40 56.5513 4502 JP Equity (7) 2,099 46.71 46.8765 4689 JP Equity (33) 741 5.50 5.7448 5 HK Equity (64) 1,419 9.95 10.4059 5108 JP Equity 25 3,514 36.36 36.618 5401 JP Equity (11) (397) 3.04 3.1223 6301 JP Equity (64) (3,480) 20.64 21.0163 6752 JP Equity 1,222 4,178 9.01 11.6484 6902 JP Equity 2,584 9,815 41.48 52.3973 6954 JP Equity 245 6,402 157.65 163.6789 7201 JP Equity 63 (3,698) 8.85 8.6972 7203 JP Equity (41) 1,165 56.32 58.3237 7267 JP Equity (17) 1,576 37.81 38.2119 762 HK Equity 348 (4,071) 1.43 1.3089 7751 JP Equity 409 (6,725) 31.44 29.5265 8031 JP Equity 163 (6,655) 13.92 13.5818 8058 JP Equity (41) 1,904 18.28 18.672 8306 JP Equity 80 3,924 6.04 6.1639 8316 JP Equity 2,128 7,591 37.02 47.4026 8411 JP Equity 26 6,732 2.14 2.1458 8604 JP Equity (99) 1,335 6.69 7.1901 8801 JP Equity (4) 114 31.06 32.2627 8802 JP Equity 4 (631) 25.06 24.9047 9020 JP Equity 129 (3,905) 77.53 74.981 941 HK Equity 885 (9,481) 10.42 9.4465 9432 JP Equity 96 6,020 53.19 54.0451 9433 JP Equity 3,859 11,956 42.13 55.7323 9437 JP Equity - 878 16.10 16.1003 9983 JP Equity 56 3,206 369.08 375.5005 9984 JP Equity 3,622 4,779 42.69 75.0555 AAPL US Equity (305) 7,852 479.54 498.1434 EFTA00621358

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ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGL SJ Equity AGN US Equity Al FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity ASML NA Equity ASML 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 555 429 728 681 (58) (241) (438) (413) 5,353 69 1,219 (191) 2,616 4,432 2,623 1,927 6,595 651 3,854 190 16 (19) 2,036 3,468 3,005 3,365 10,807 10,614 49 720 173 (194) 8,994 277 1,207 1,155 135 1,038 177 67 10,310 8,626 5,378 (6,548) (6,562) 2,638 4,072 (3,481) (3,446) 5,630 6,077 8,982 1,194 8,657 (5,018) 6,737 (648) 4,683 6,658 8,089 6,065 23,079 10,677 14,103 (518) (6,193) (5,556) 327 535 10,583 12,756 11,501 12,505 19,130 11,754 5,288 7,399 (4,545) (7,969) 12,536 (3,218) (6,677) (6,934) (4,961) 5,718 (6,554) 6,329 23.59 23.63 49.49 7.34 7.33 93.19 34.52 17.17 17.20 6.83 93.87 77.04 72.36 55.05 22.73 104.77 127.11 30.87 42.47 125.64 126.13 92.78 76.29 287.66 26.38 82.96 80.96 79.72 84.52 71.56 49.80 50.19 49.96 79.84 8.82 441 97.30 49.84 66.82 76.64 9.29 12.96 12.84 60.45 10.09 43.17 17.72 24.8605 24.8045 49.5577 6.521 6.5669 95.2352 36.5659 19.3265 19.266 13.3315 93.9677 79.6902 76.5622 62.7978 23.5998 114.8099 125.4683 48.1115 70.7433 166.3859 166.2095 119.2987 80.9386 366.2713 26.3226 80.4149 80.7306 84.3017 84.5248 85.3339 63.3431 63.2972 63.398 124.9485 16.7887 4.4522 106.7687 47.9456 68.4474 131.6168 8.4881 10.6168 10.7004 58.8042 11.9274 42.0069 17.9103 EFTA00621359

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BEN US Equity 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 CL US Equity CM CN Equity CMCSA US Equity CMCSK US Equity CNI US Equity CNQ.CN Equity CNR CN Equity COF US Equity COP US Equity COST US Equity COV LN Equity COV US Equity CRM US Equity CS FP Equity CSCO US Equity CSX US Equity CVE CN Equity CVS US Equity CVX US Equity (72) 294 108 115 119 7 603 5,699 232 1,383 174 2,002 (62) 209 807 363 787 240 12,310 743 5,802 8,324 367 18 435 205 23 197 470 136 2,432 (15) 635 916 798 38 7,715 476 782 (1,391) 1,069 (3,207) 1,535 1,170 (4,892) (1,206) 6,412 14,144 (3,638) 5,546 (1,050) 8,378 (1,936) (7,965) 2,606 2,958 2,240 3,010 10,203 (590) 1,280 7,759 16,038 613 20,830 (770) 17,408 18,900 12,839 (3,920) 12,392 10,033 (6,341) (2,649) 2,586 6,367 2,041 7,011 (4,927) 8,997 (10,308) 10,286 (1,081) §1.11 16.81 31.96 63.96 245.93 30.78 30.62 274.17 30.23 62.31 98.63 35.71 70.54 61.78 55.24 7.68 112.06 6.22 93.15 30.31 35.05 30.49 87.23 65.15 49.35 36.20 85.54 93.02 58.99 78.03 40.65 36.26 51.38 32.88 51.30 67.68 67.20 113.31 3.62 63.38 56.89 19.39 21.79 25.07 28.75 62.75 116.16 51.5923 16.8137 31.9573 63.7567 313.6332 29.7443 31.9887 301.1011 29.4934 61.4222 107.9077 50.0976 66.0392 77.1861 54.8357 7.8374 111.5957 4.6539 95.3776 32.4563 47.6719 34.1649 93.9601 64.9527 58.606 39.417 151.1874 93.0212 61.0934 77.8265 54.1933 52.2342 52.846 32.7308 52.8847 70.6196 65.032 112.3245 3.8958 68.0667 60.6757 26.116 21.8566 26.843 26.1925 67.6182 112.04 EFTA00621360

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D US Equity DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL US Equity DEO US Equity DG FP Equity DGE LN Equity DHR US Equity DIS US Equity DISCA US Equity DNB NO Equity DOW US Equity DPW GR Equity DTE GR Equity DTV US Equity DUK US Equity DVN US Equity EBAY US Equity ECL US Equity EDF FP Equity EMC US Equity EMR US Equity ENB CN Equity ENEL IM Equity ENI IM Equity EOAN GR Equity EOG US Equity EPD US Equity ERICB SS Equity ESRX US Equity ETN US Equity F US Equity FB US Equity FCX US Equity FDX US Equity FOX US Equity FOXA US Equity FP FP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity 1,546 4,734 150 1,511 2,849 62 14 (170) 2,679 (198) 4,047 612 10 879 1,769 123 4,535 1,409 (107) (277) 24 (65) 4,131 (208) 1,375 (49) 442 (41) (70) 851 633 82 1,153 81 (161) 1,076 (24) (56) 179 238 2,133 32,669 (223) (84) 12,236 14,103 4,087 12,334 8,831 8,132 6,650 3,074 9,978 3,222 14,918 9,893 2,132 9,475 6,502 548 13,903 9,212 (8,729) 7,143 4,990 1,380 9,236 8,437 13,115 (5,743) 6,677 1,152 2,573 5,631 9,075 3,380 9,909 2,952 1,924 2,547 (430) 5,342 (3,555) (3,373) 5,685 4,522 16,423 13,859 10,667 3,232 (2,914) 59.94 62.20 46.61 54.46 63.20 85.65 13.83 112.91 51.34 27.73 58.57 68.36 79.61 15.62 35.84 28.24 12.22 60.09 69.60 57.15 52.95 95.91 23.45 23.72 59.74 41.64 4.24 21.85 17.67 143.99 61.83 12.05 66.69 71.09 13.82 43.58 32.34 120.94 31.03 31.33 55.22 20.52 22.32 24.02 47.16 49.51 5.14 67.5197 83.0849 48.3284 61.1316 83.5941 86.3062 13.8598 119.1664 65.1161 29.4364 74.4553 72.5945 79.9946 17.0671 45.5878 34.5576 16.2036 69.2878 70.4512 59.3634 53.2102 100.4008 33.9324 24.3025 66.0058 41.998 4.5244 22.6204 18.1515 165.7506 66.1495 12.34 74.4488 73.044 14.9772 61.9955 32.3364 133.6106 31.241 31.8577 56.9598 21.5973 25.2152 80.6571 48.1451 56.6691 5.2854 EFTA00621361

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GLW US 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 INTC US Equity ISP IM Equity ITUB US Equity ITUB4 BZ Equity ITW US Equity ITX SM Equity JCI US Equity JNJ US Equity JPM US Equity KMB US Equity KMI US Equity KO US Equity KRFT US Equity LBTYA US Equity LBTYK US Equity LIN GR Equity LLOY LN Equity LLY US Equity LMT US Equity LNKD US Equity LOW US Equity LVS US Equity LYB US Equity MA US Equity MAERSKB DC Equity MC FP Equity MCD US Equity MCK US Equity MDLZ US Equity MDT US Equity MET US Equity MFC CN Equity 749 1,928 4,785 7,039 (6) 477 3,401 327 6,199 1,054 876 370 220 293 2,161 658 583 2,336 216 3,564 4,658 570 161 194 182 (127) (139) 25 (279) 3,696 (20) 451 (15) 1,750 801 11,529 5,182 (58) 138 1,981 6,835 824 4,167 11,346 6,829 12,696 14,564 4,406 895 3,354 20,833 6,128 12,572 6,267 282 6,957 (8,362) 10,885 9,760 5,526 (5,843) (5,934) 14,117 3,370 10,004 16,833 9,038 7,859 (6,501) (4,589) 4,056 2,272 1,903 6,194 7,110 1,126 2,018 1,516 50 6,849 2,356 19,223 14,307 (2,732) (6,879) 1,744 13,904 22,144 7,606 8,470 16.17 28.27 853.38 110.98 25.64 22.06 42.93 66.04 40.79 61.10 24.79 10.27 5.48 184.74 35.95 23.81 1.90 13.81 13.68 67.84 140.45 34.13 69.31 52.29 106.69 35.20 39.49 50.77 75.11 77.86 181.22 0.89 52.77 122.48 213.73 44.66 61.33 59.29 47.11 8212.58 172.58 94.88 161.77 28.68 43.22 44.37 12.38 17.2409 36.251 1175.0377 164.6137 25.6712 22.0619 49.0421 76.8194 42.9606 91.2266 28.9539 10.2712 6.1705 176.5533 36.6731 24.5243 2.6485 12.258 12.3348 79.0609 149.4421 46.2832 88.4941 55.5867 108.8683 34.1504 37.9181 52.3605 79.7208 78.8998 189.3751 1.359 53.7 149.8389 215.8775 46.3571 76.9972 79.4566 75.3575 11187.5069 176.2507 93.9874 174.6077 32.7691 56.5653 49.1744 18.4638 EFTA00621362

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MHS US Equity MMM US Equity MO US Equity MON US Equity MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity NOVOB DC Equity NSC US Equity NVS US Equity OGXP3 BZ Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PBR/A US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PETR4 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity PNC US Equity POT CN Equity POT US Equity PRU LN Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity QQQ US Equity 1,755 7,239 (267) 108 120 321 3,215 3,932 2,726 382 1,203 3,533 3,386 4,680 249 1,438 3,515 5,324 502 (31) 815 (4) 411 351 2,653 (215) 377 382 3,639 (265) 1,599 862 501 16 6,464 819 1,719 1,320 5,496 13,961 22,697 10,803 11,876 (3,677) 9,251 1,651 7,132 7,528 (534) (5,226) 14,945 (7,439) 9,834 11,483 11,705 4,539 (5,592) 19,509 5,390 9,582 16,352 (5,463) 3,311 4,938 7,136 (3,063) (2,658) (2,627) 3,040 13,845 9,008 (2,764) (2,811) 21,827 5,586 11,855 (9,760) 7,639 (1,916) (1,361) 11,212 4,554 6,020 16,991 12,577 21,347 62.29 96.89 34.25 106.02 46.06 48.80 27.57 34.82 197.44 29.16 21.94 72.62 34.95 69.64 11.72 55.97 3.96 75.97 63.81 37.72 80.49 65.07 443 142.24 12.21 33.15 87.82 13.42 13.99 956.05 212.47 78.54 6.60 7.07 26.10 73.03 30.43 85.77 75.28 31.60 31.37 12.76 155.67 64.65 113.30 66.83 68.46 70.1174 127.7999 35.0998 106.4251 44.7071 53.0674 29.5711 37.4866 205.8479 29.0405 8.4409 91.7259 22.1452 72.3381 12.9433 72.8708 6.9198 74.8837 79.1106 39.4611 92.5765 79.0575 0.1125 163.8152 12.2902 36.9312 87.9345 11.3422 12.1211 1147.6277 253.177 80.4117 5.6973 6.1118 30.4542 76.5009 34.533 78.1915 80.2161 31.3306 31.2258 20.1195 157.6482 73.4478 124.7617 73.8437 86.082 EFTA00621363

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RAI US Equity RDS/A US Equity RDS/B US Equity RDSA LN Equity RDSA NA Equity RDSB LN Equity REGN US Equity RIO AU Equity RIO LN Equity RIO US Equity ROG VX Equity RY CN Equity SAB LN Equity SAN FP Equity SAN SM Equity SAN US Equity SAP GR Equity SAP US Equity SBUX US Equity SCCO US Equity SGO FP Equity SIUS 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 24 (30) (102) (17) (26) (48) 52 (73) (65) (87) 5,144 (1) 302 246 (337) (459) 130 228 1,422 1,085 828 1,018 645 113 (98) 765 432 (162) (249) (6) 61 (1) 328 3 304 > a8 (4) 1,183 2,873 (157) 154 8,599 422 2,171 1,450 3,971 1,612 1,290 3,158 3,889 3,275 4,784 4,899 17,917 (1,266) (356) (6,111) 7,241 5,304 5,190 7,032 (3,829) (3,790) 7,788 11,293 8,940 10,303 (7,180) (8,979) (4,688) 9,726 (5,323) 3,529 8,001 (1,658) 3,419 (714) 5,894 (528) (6,818) (1,610) 1,668 590 (10,406) 12,169 895 1,517 (4,003) 10,648 5,468 47.95 67.90 71.26 34.40 34.12 36.20 287.30 56.12 52.39 52.16 212.78 62.03 45.39 103.67 8.35 8.28 71.61 71.61 73.91 29.68 43.93 114.69 114.81 79.94 644.51 41.73 151.46 80.14 22.30 22.72 65.14 32.64 78.78 32.67 24.71 355.56 34.86 86.76 14.62 15.24 63.77 46.31 4.50 6.71 119.18 63.59 52.85 48.473 69.3082 73.0986 34.7668 34.797 36.7565 291.1597 57.3623 53.1075 53.0823 273.8769 62.0559 44.6105 98.5399 8.6066 8.6624 76.2539 76.2814 71.406 27.8928 51.9451 125.707 125.4448 87.8386 586.5878 41.2103 154.6221 86.4373 20.4862 23.7677 67.1649 32.7636 80.1982 32.7041 26.0807 353.4476 33.3027 86.546 15.4003 15.344 56.521 57.2443 4.4998 7.407 114.5968 114.9391 56.9237 EFTA00621364

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TRP CN Equity 58 (5,734) 43.79 43.3458 TRV US Equity 21 (1,568) 82.43 81.3009 TSCO LN Equity 503 (7,337) 5.65 5.2656 TWC US Equity 613 4,746 118.48 133.7921 TWX US Equity 14 (1,379) 63.61 62.9658 TXN US Equity 2,591 12,332 34.93 42.2651 TYC US Equity 9,782 25,501 29.17 40.3551 UBS US Equity 119 5,245 19.37 19.8101 UBSN VX Equity 60 5,289 19.51 19.7303 UCG IM Equity 1,786 5,403 5.58 7.4273 ULVR LN Equity 132 (3,820) 39.70 38.326 UNA NA Equity 156 (3,575) 38.89 37.1915 UNH US Equity 1,275 10,142 64.08 72.137 UNP US Equity 808 9,319 160.88 174.828 UPS US Equity 2,895 15,077 79.87 95.2056 USB US Equity 2,132 14,412 34.71 39.8466 UTX US Equity 6,264 16,163 82.05 113.8485 V US Equity 2,773 2,960 111.88 216.6538 VALE US Equity 389 (3,881) 15.08 13.5635 VALE3 BZ Equity 444 (4,543) 15.04 13.5719 VIAB US Equity 8,860 15,909 52.96 82.4522 VIV FP Equity 80 2,272 25.90 26.8075 VMW US Equity 143 4,243 87.26 90.2115 VOD LN Equity 1,362 7,640 3.14 3.6972 VOD US Equity 1,298 7,577 31.63 37.0487 VOW3 GR Equity 724 6,892 228.75 252.7913 VRX CN Equity 741 1,610 92.95 135.7584 VRX US Equity 847 1,878 93.20 135.2566 VTIUS Equity 362 5,155 86.91 93.0055 VWO US Equity 492 (6,773) 40.52 37.5769 VZUS Equity 26 (6,002) 48.12 47.9129 WBC AU Equity 4 (782) 27.09 26.9347 WES AU Equity 6 (876) 36.91 36.6665 WFC US Equity 2,153 10,172 37.56 45.5079 WLP US Equity 2,107 13,096 74.31 86.2686 WMT US Equity (271) 8,959 72.41 74.5931 WOW AU Equity 439 (8,577) 31.30 29.699 XOM US Equity 233 10,844 90.48 92.4252 XTA LN Equity 2 (2,243) 15.05 15.0376 YHOO US Equity 214 1,270 30.64 35.7896 YUM US Equity (329) 4,146 62.12 67.0448 ZURN VX Equity (62) 6,348 286.31 289.1 Current Portfolio - Global Macro Portfolio | Security | Mt Gain/(toss) | exp.@ cost | Avg. Price | Current Price (in USO) _| SPX Index 14,041 62,528 1455.70 1,782.59 NDX Index 11,548 47,332 2831.19 3,521.92 EFTA00621365

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RTY Index SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEXI Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOPO Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS51 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index 12,151 (4) 674 2,374 (114) 1,665 6,819 2,352 6,410 4,619 3,541 3,080 19,382 5,501 3,373 3,740 6,688 6,177 4,707 1,070 2,135 4,880 286 102 (11) 197 5,528 12 627 ty) 8 30,394 359 (115) 4,461 (5) 4,975 163 1,701 4,672 (135) 7,038 275 2,741 12,403 3,762 6,942 40,216 (1,958) (23,846) (21,662) (2,288) 40,084 36,959 28,701 38,671 40,939 23,146 24,307 40,410 35,463 42,800 42,099 39,835 38,163 40,853 20,790 28,168 17,716 22,205 (7,162) (2,341) (9,838) 29,143 (2,316) (27,433) 3,151 (2,731) 73,249 (5,703) (4,776) 14,994 1,413 14,119 6,337 13,036 15,086 9,024 20,420 7,514 15,924 28,205 42,992 28,732 868.48 12302.09 3150.33 22154.50 715.31 10288.22 10610.77 5199.75 11492.37 8134.42 22744.85 8026.78 4246.25 6.58 484.27 3586.05 1655.49 100.82 8513.92 189.54 3213.33 1246.19 84.29 41.98 3631.65 334.51 122.63 2851.76 343.18 1.81 4553.56 444.47 40.76 63.72 184.03 40.66 15.57 38.12 30.80 38.20 40.16 46.72 80.44 37.57 38.87 400.51 520.28 1,130.88 12,326.68 3,061.28 19,726.29 750.92 10,715.53 12,568.40 5,625.81 13,397.23 9,052.19 26,224.47 9,043.85 6,282.93 7.61 522.44 3,904.63 1,933.41 117.14 9,494.83 199.29 3,456.93 1,589.43 85.37 41.38 3,648.57 327.80 145.89 2,837.09 335.34 1.81 4,540.21 628.90 38.19 65.25 238.78 40.79 21.06 39.10 34.82 50.03 40.76 62.82 83.38 44.04 55.96 435.56 646.00 EFTA00621366

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SXKP Index SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SX5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT MyY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT 1E_TSY CREDIT IT_TSY CREDIT NL_TSY CREDIT ES_TSY CREDIT DK_TSY CREDIT NO_TSY CREDIT PL_TSY CREDIT ZA_TSY CREDIT SE_TSY CREDIT CH_TSY CREDIT GB_TSY CREDIT 3,958 2,390 (712) 10,090 3,734 (389) 19,600 1,750 4,463 5,506 2,531 1,084 10,313 18,737 4,492 4,058 465 1,557 5,142 6,146 1,826 (251) 6,636 390 2,898 698 4,046 1,882 1,371 2,254 1,313 1,785 1,015 25,899 6,408 1,263 9,195 1,246 577 (422) 3,084 (232) 2,011 251 46,889 32,650 15,705 29,210 28,540 24,165 61,432 25,943 33,839 41,087 13,342 18,987 36,076 39,552 17,883 39,020 (33,454) (11,770) (20,691) 13,071 16,487 (41,472) 53,487 (30,350) (91,871) (12,460) (73,614) (62,468) (101,640) (94,095) 66,103 68,659 69,347 63,415 59,197 76,628 66,510 68,964 61,308 49,230 (27,135) 31,982 (31,741) (18,293) 59,782 30,980 366.14 349.85 411.11 222.31 482.69 633.13 609.16 917.36 330.19 380.28 631.34 402.35 261.12 172.05 157.43 3686.95 4817.40 22.12 109.38 96.76 3.77 22.53 220.12 753.25 1269.35 209.03 1457.62 822.10 167.93 219.11 354.64 473.01 346.05 1661.26 1230.67 336.92 1609.48 1317.53 392.28 721.13 333.32 409.37 83.13 452.11 999.11 1475.94 397.05 375.47 429.76 299.10 545.85 643.32 803.51 979.23 373.74 431.24 751.12 425.33 335.76 253.56 196.97 4,070.35 4,750.40 19.19 106.40 97.49 4.94 19.19 227.63 759.48 1,177.66 202.48 1,400.23 812.92 161.25 214.73 362.00 488.54 352.60 1,708.03 1,251.78 450.80 1,764.54 1,341.66 451.12 739.38 326.23 414.77 75.05 457.84 1,032.72 1,487.92 EFTA00621367