EFTA00293365.pdf

Report Date: 10/14/2014 sATORUS NAV Report - Simulation Summary NAV 5 5,844,596,399 Net Exposure $ 16,218,326,841 Long Exposure @ Cost $ 19,990,983,726 Leverage (Gross @ Cost) 4.07 Short Exposure @ Cost $ (3,772,656,885) Leverage Ex-Rates & Inflation Protection 1.91 Change from 8/29/2014 -10.23% 30 Period RoC 1.49% MID 0.17% 90 Period RoC -6.74% QTD 0.17% 365 Period RoC 19.06% YID 4.51% Sharpe Ratio Since Inception (1995) 1.2 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 ce ce ce e s (Pellet 1.60 1_50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 3 3 0 444 0 0 4% t.\ cis —T24M Return 4, 3 as3 0 1. 4. NU asp 0 0 %" t.\ Category % of Notional Exposure Inflation Protection 19% 9,000,000.000 8,000,000.000 7,000,000.000 6,000,000,000 5,000,000,000 0,000,000,000 3,000,000,000 2,000,000,000 1,000,000,000 (1,000,000,000) -0 , s (2,000,000,000) — 4 , OJ C.;* ea~ th Listed Equities 14% G20 EIF 9% US Sectors 2% EU Sectors EM 3% 0% Commodities 6% ol • co. ci CR AL•te •-• • Long in Short Page 1 of 11 Private and Confidential • NOT FOR REDISTRIBUTION EFTA00293365 Report Date: 10/14/2014 . ATORUS NAV Report - Simulation Net Exposure Changes @ Cost Net 10/14 8/29/2013 listed Equities 1,103,552,127 1,209,171,740 (105,619,612) 1,457,647,752 G20 EIF 240,834,378 4,193,116,611 (3,952,282,233) 2,714,235,972 US Sectors 522 818 188 1 779 351 838 1 256 533 650 1 209 552 896 EU Sectors (100,567,136) 171,449,738 (272,016,874) 331,545,244 EM - 898,948,161 (898,948,161) - Commodities (1,380,384,251) (426,351,211) (954,033,040) 285,336,068 WGBI Rates 8,085,287,375 11,896,219,183 (3,810,931,807) 4,973,688,029 HY 3 21 959 706 4,110 960 614 899 000 907 2 706 148 063 Inflation Protection 4,534,826,453 4,622,629,959 (87,803,506) - NAV Impact by Category in Percentage Points 29 712M Listed Equities -1.74% 0.35% G20 EIF -4.73% 1.47% US Sectors -1.45% 2.56% EU Sectors 0.10% 0.75% EM -0.01% -1.18% Commodities 1.62% 1.07% WGBI Rates -2.27% 9.87% HY -1.66% 1.31% Inflation Protection -0.14% 2.87% -10.30% 19.07% 724M Avg. Daily Volatility of Atorus 2.00% 1.50% 1.00% 0.50% 0.00% 30Peniad Avg. Daily Realized Vol 4,0" .1.,e%N. reart ol• o b op e _0 e ll e a tt op op el o Cv tv Cr Sv CI—Cr C' '(‘ Q. Cl. "(‘ C' Cv t \ t.\ ceissi( 09 te 4 4.@ "S" ce o b No. of Positions by Category LO/7 Short Listed Equities 187 80 G20 EIF 3 21 US Sectors 4 0 EU Sectors 8 8 EM 0 0 Commodities 1 11 WGBI Rates 10 0 HY 2 0 Inflation Protection 1 0 Page 2 of 11 Private and Confidential -NOT FOR REDISTRIBUTION EFTA00293366 Report Date: 10/14/2014 . ATORUS Bi-Weekly NAV Report - Simulation Current Portfolio by Security Security NAV Impact (5) Since 8/29 Listed Equities 000270 KS Equity S (27,506) $ (13497.683) 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% 40631P 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% S HK Equity $ 874,736 $ (15,450,840) 0.01% 51081P 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 5 (477,980) $ 11,632,188 -0.01% 7201 JP Equity 5 (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% 83161P 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) $ (11,030,207) -0.01% 9437 JP Equity $ (723,862) $ 10,813,893 -0.01% 99831P Equity $ (1,436,449) $ (7,498,547) -0.02% 9984 JP Equity $ (1,032,040) $ 7,935,974 -0.02% AAL LN Equity $ (784,585) S - -0.01% AAPL US Equity $ (208,873) 5 6,779,649 0.00% ABBV US Equity $ (1,044,306) $ 18,791,038 -0.02% Current Exposure Cost NAV Impact (% Points)Since 8/29 Page 3 of 11 Private and Confidential NOT FOR REDISTRIBUTION EFTA00293367 Report Date: 10/14/2014 ABEV US Equity $ 36,364 $ (7,237,291) 0.00% ABEV3 8Z Equity $ 848,701 $ (12,649,081) 0.01% ABI BB Equity $ (537,792) $ 12,084,004 -0.01% ABT US Equity $ (231,324) $ 0.00% ABX US Equity $ 3,397,928 $ (15,348,346) 0.05% ACA FP Equity $ (189,642) $ 0.00% ACE US Equity $ (358,369) $ 24,982,533 -0.01% ACN US Equity $ (389,345) $ 6,678,671 -0.01% ADBE US Equity $ (2,937) $ 2,141,808 0.00% ADP US Equity $ (874,923) $ (13,964,977) -0.01% AR US Equity $ (200,124) $ (2,985,615) 0.00% AGL S1 Equity $ (1,360,355) $ -0.02% AGN US Equity $ 1,229,762 $ 14,069,646 0.02% Al FP Equity $ (872,962) $ 6,828,478 -0.01% AIG US Equity $ (2,572,908) $ -0.04% AIR FP Equity $ (302,593) $ 0.00% ALV GR Equity $ (768,454) $ 11,992,857 -0.01% ALVG IX Equity $ (850,810) $ 11,363,207 -0.01% AMGN US Equity $ (260,835) $ 9,870,577 0.00% AMT US Equity $ (143,644) $ 14,229,970 0.00% AMZN US Equity $ (273,782) $ 0.00% ANZ AU Equity $ (1,990,718) $ (1,472,909) -0.03% APA US Equity $ (3,065,030) $ -0.05% APC US Equity $ (820,595) $ -0.01% ASML NA Equity $ (1,014,105) $ -0.02% AXP US Equity $ (557,674) $ 7,494,384 -0.01% AZN LN Equity $ (498,940) $ 6,486,244 -0.01% BA US Equity $ (637,307) $ 14,091,110 -0.01% MC US Equity $ (1,073,376) $ 13,763,585 -0.02% BARC LN Equity $ (683,621) $ -0.01% MS GR Equity $ 2,736,483 $ (16,692,560) 0.04% BATS LN Equity $ (1,002,070) $ 14,035,707 -0.02% MX US Equity $ (1,147,357) $ 15,431,624 -0.02% BAYN GR Equity $ (451,162) $ 18,750,764 -0.01% BBAS3 BZ Equity $ (1,158,352) $ 4,693,765 -0.02% BBDC4 BZ Equity $ (2,562,952) $ -0.04% BBL US Equity $ (85,677) $ (10,801,347) 0.00% BBVA SM Equity $ (1,005,579) $ 11,552,522 -0.02% BCE CN Equity $ (876,000) $ 15,019,393 -0.01% BCS US Equity $ 592,909 $ (13,824,120) 0.01% BEN US Equity $ (1,886,020) $ 7,181,474 -0.03% BG/ IN Equity $ 3,557,097 $ (16,012,097) 0.06% BHP AU Equity $ (1,542,290) $ (12,145,227) -0.02% BII8 US Equity $ (1,448,111) $ 16,674,705 -0.02% BIL S1 Equity $ (85,112) $ 0.00% BK US Equity $ (1,090,006) $ 14,144,228 -0.02% BLK US Equity $ (1,577,087) $ 21,295,732 -0.02% BLT LN Equity $ 27,394 $ (9,284,677) 0.00% BMO CN Equity $ (845,233) $ 12,276,958 -0.01% Page 4 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293368 Report Date: 10/14/2014 BMW GR Equity $ 1,236,508 $ (15,955,828) 0.02% BMY US Equity $ 478,273 $ (14,696,495) 0.01% BN FP Equity $ 1,588,980 $ (21,946,073) 0.02% BNP FP Equity $ 1,290,514 $ (17,383,285) 0.02% BNS CN Equity $ (984,253) $ 9,905,299 -0.02% BP/ LN Equity $ 1,229,451 $ (17,564,423) 0.02% BRK/B US Equity $ 22,798 $ 10,383,019 0.00% BSBR US Equity $ (440,729) $ 11,115,921 -0.01% Eat Si Equity $ (483,602) $ 6,733,337 -0.01% BUD US Equity $ (332,376) S 6,922,003 -0.01% BX US Equity $ (1,257,478) S 12,402,149 -0.02% C US Equity $ (105,438) S 10,074,681 0.00% CAT US Equity $ (758,066) S 48,382 -0.01% CBA AU Equity $ (1,302,238) $ (4,426,196) -0.02% CBS US Equity $ (565,342) $ -0.01% CCL US Equity $ (1,090,233) $ 9,274,071 -0.02% CELL US Equity $ (1,338,464) $ 21,516,841 -0.02% CFR VX Equity $ (399,940) $ (10,331,543) -0.01% CL US Equity $ (85,763) $ 11,513,963 0.00% CM CN Equity $ (832,677) $ 10,202,719 -0.01% CMCSK US Equity $ (356,782) $ -0.01% CNI US Equity $ (1,576,371) $ 16,417,090 -0.02% CNQ CN Equity $ (1,031,005) $ -0.02% CNR CN Equity $ (1,403,673) $ -0.02% COF US Equity $ (250,733) $ 10,303,430 0.00% CON GR Equity $ 2,153,497 $ (15,449,653) 0.03% COP US Equity $ (3,302,304) $ 211,889 -0.05% COST US Equity $ 278,867 $ 9,987,806 0.00% COV US Equity $ 445,404 $ 7,794,060 0.01% CRM US Equity $ (499,517) $ 9,997,045 -0.01% CS FP Equity $ (299,759) $ 0.00% CSCO US Equity $ (962,708) $ 15,460,918 -0.01% CSGN V% Equity $ 886,914 $ (15,944,295) 0.01% CSL AU Equity $ (1,099,154) $ 12,076,396 -0.02% CTSH US Equity $ (26,603) $ (13,893,892) 0.00% CVE CN Equity $ (1,547,160) $ -0.02% CVS US Equity $ 254,368 $ 12,234,142 0.00% CVX US Equity $ (892,361) $ 2,254,638 -0.01% D US Equity $ (174,070) $ 9,973,915 0.00% DAI GR Equity $ 1,323,987 $ (19,105,746) 0.02% CIFIK GR Equity $ (267,017) $ 0.00% DD US Equity $ (326,047) $ 11,384,369 -0.01% DE US Equity $ (417,762) $ (14,027,930) -0.01% DEO US Equity $ (333,558) $ -0.01% DG FP Equity $ 1,973,128 $ (16,641,198) 0.03% DGE LN Equity $ 1,015,521 $ (14,282,371) 0.02% DHR US Equity $ (573,518) $ 9,647,450 -0.01% WS US Equity $ (1,433,826) $ 22,721,440 -0.02% DMA US Equity $ 1,730,605 $ (9,489,546) 0.03% Page 5 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293369 Report Date: 10/14/2014 DOW US Equity $ (3,459,358) $ 16,146,033 -0.05% DPW GR Equity $ 1,648,049 $ (14,245,877) 0.03% DTE GR Equity $ 1,401,365 $ (15,541,868) 0.02% DTV US Equity $ (549,768) $ 22,644,099 -0.01% DUK US Equity $ 675,934 $ 11,017,551 0.01% DVN US Equity $ (1,039,269) $ -0.02% MAY US Equity $ 562,322 $ (9,531,802) 0.01% ECL US Equity $ (826,787) $ 12,403,113 -0.01% EMC US Equity $ (610,504) $ 10,080,491 -0.01% EMR US Equity $ 1,163,592 $ (15,199,359) 0.02% ENB CN Equity $ (2,495,838) $ 17,207,564 -0.04% ENEL IM Equity $ 1,164,231 $ (10,391,929) 0.02% ENI IM Equity $ (1,046,744) $ 3,786,373 -0.02% EOAN GR Equity $ (1,385,065) $ 14,091,076 -0.02% EOG US Equity $ (545,912) $ -0.01% EPD US Equity $ 2,377,927 $ (9,517,849) 0.04% ERICB SS Equity $ (508,661) $ 6,657,387 -0.01% ESRX US Equity $ (256,268) $ 5,532,920 0.00% EN US Equity $ 2,306,034 $ (17,608,728) 0.04% EXC US Equity $ 254,215 $ 7,452,678 0.00% F US Equity $ (1,042,003) $ -0.02% FB US Equity $ (117,309) $ 5,419,281 0.00% FCX US Equity $ (609,252) $ -0.01% FDX US Equity $ 840,202 $ 0.01% FOX U5 Equity $ (646,906) $ -0.01% FOXA US Equity $ (800,350) $ -0.01% FP FP Equity $ (399,748) $ -0.01% G IM Equity $ 521,894 $ (14,458,804) 0.01% GD US Equity $ 355,200 $ 0.01% GE US Equity $ (451,243) $ 7,260,056 -0.01% GILD US Equity $ (1,265,025) $ 14,652,979 -0.02% GIS US Equity $ (835,974) $ 20,249,737 -0.01% GLE FP Equity $ (273,098) $ 0.00% GLEN LN Equity $ (1,715,922) $ -0.03% GM US Equity $ 2,028,283 $ (14,923,450) 0.03% GOOG US Equity $ (437,813) $ 7,561,702 -0.01% GS US Equity $ (94,724) $ 11,185,288 0.00% GSK LN Equity $ 1,735,598 $ (15,934,862) 0.03% GSZ FP Equity $ 1,460,234 $ (16,022,514) 0.02% HAL U5 Equity $ (403,703) $ -0.01% HD US Equity $ (140,220) $ 0.00% HMB SS Equity $ (1,656,050) $ 17,630,918 -0.03% HON US Equity $ (1,095,461) $ 125,980 -0.02% HPQ U5 Equity $ (1,391,700) $ 9,795,798 -0.02% HSBA LN Equity $ 750,512 $ (14,210,942) 0.01% IBE SM Equity $ (435,748) $ 7,008,362 -0.01% IBM US Equity $ (47,894) $ (4,133) 0.00% IMT LN Equity $ (266,969) $ 5,818.770 0.00% INGA NA Equity $ (471,443) $ 16,148,517 -0.01% Page 6 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293370 Report Date: 10/14/2014 INTC US Equity $ (360,618) $ 11,086,028 -0.01% ISP IM Equity $ (20,501) $ (10,632,822) 0.00% ITUB US Equity $ (1,376,255) $ -0.02% ITUB4 BZ Equity $ (2,936,058) $ -0.05% ITW US Equity $ (910,729) $ 10,094,602 -0.01% ITX SM Equity $ 933,758 $ (18,053,346) 0.01% Kt US Equity $ (1,681,974) $ 140,365 -0.03% INDUS Equity $ (398,614) $ 6,921,994 -0.01% 1PM US Equity $ (633,820) $ 21,415,340 -0.01% KMB US Equity $ (136,389) $ 10,264,554 0.00% KMI US Equity $ (2,732,425) $ 8,166,882 -0.04% KMP US Equity $ (283,736) $ 2,886,470 0.00% KO US Equity $ (836,515) $ -0.01% KRFT US Equity $ (702,619) $ 10,347,982 -0.01% LBTYA US Equity $ 540,270 $ (12,086,041) 0.01% LBTYK US Equity $ (320,636) $ 11,603,793 0.00% UN GR Equity $ (329,016) $ -0.01% LLOY LN Equity $ (349,942) $ 10,146,619 -0.01% LLY US Equity $ (92,036) $ 10,127,260 0.00% LMT US Equity $ 753,973 $ 23,896,936 0.01% INKD US Equity $ (1,178,087) $ 8,970,350 -0.02% LOW US Equity $ (202,225) $ 0.00% LVS US Equity $ 516,863 $ 0.01% LYB US Equity $ (2,630,155) $ 9,401,030 -0.04% MA US Equity $ (742,488) $ 13,629,923 -0.01% MC FP Equity $ 1,691,121 $ (16,280,156) 0.03% MCD US Equity $ 458,944 $ (13,403,619) 0.01% MCK US Equity $ (469,190) $ -0.01% MDLZ US Equity $ (576,276) $ 7,008,356 -0.01% MDT US Equity $ (31,361) $ 12,061,102 0.00% MET US Equity $ (914,023) $ 96,628 -0.01% MFC CN Equity $ (764,974) $ 7,066,677 -0.01% MMM US Equity $ (783,583) $ 12,119,727 -0.01% MO US Equity $ 605,355 $ 10,086,240 0.01% MON US Equity $ (816,931) $ 3,953,936 -0.01% MRK US Equity $ (1,341,750) $ 20,457,766 -0.02% MS US Equity $ (685,100) $ 20,760,167 -0.01% MSFT US Equity $ 346,714 $ 0.01% MUV2 GR Equity $ 956,935 $ (15,961,014) 0.01% NAB AU Equity $ (1,930,763) $ -0.03% NDA SS Equity $ 895,373 $ (11,690,372) 0.01% NEE US Equity $ (126,960) $ 14,091,094 0.00% NEM US Equity $ (1,550,260) $ 12,043,423 -0.02% NESN VX Equity $ (822,160) $ -0.01% NG/ LN Equity $ (472,319) $ 6,921,998 -0.01% NKE US Equity $ 464,204 $ 13,018,494 0.01% NOK US Equity $ (543,529) $ 11,976,574 -0.01% NOV US Equity $ (2,084,946) $ -0.03% NOVN VX Equity $ (455,106) $ 24,223,240 -0.01% Page 7 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293371 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% PER 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 0.00% 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% MI 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% S US 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% SIB US Equity $ (1,331,768) $ 11,538,406 -0.02% SMSN LI Equity $ 575,544 $ 0.01% 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 Report Date: 10/14/2014 SREN VX Equity $ 866,173 s (15,099,786) 0.01% STAN LN Equity $ 2,995,124 s (23,662,267) 0.05% STL NO Equity $ (433,993) s -0.01% STT US Equity $ (1,328,112) s 12,202,098 -0.02% SWEDA 55 Equity $ (639,963) s 14,078,599 -0.01% TO CN Equity $ (1,156,394) s 10,296,214 -0.02% TEF US Equity $ (1,219,102) s 11,455,113 -0.02% US AU Equity $ (1,164,062) s 9,991,863 -0.02% TMO US Equity $ (698,523) s 10,348,938 -0.01% TOT US Equity $ (102,062) s 0.00% TRV US Equity $ (86,846) s 10,006,691 0.00% TWC US Equity $ (1,338,790) s 24,000,838 -0.02% TWX US Equity $ (259,603) s 11,341,906 0.00% TXN US Equity $ (3,240,795) s -0.05% TYC US Equity $ (1,105,938) s 11,404,746 -0.02% UCG IM Equity $ 502,044 s (12,969,367) 0.01% UN US Equity $ (674,004) s 11,387,977 -0.01% UNH US Equity $ (487,044) s 11,614,718 -0.01% UNP US Equity $ (682,363) s 17,235,382 -0.01% UPS US Equity $ (363,473) s 15,291,247 -0.01% USB US Equity $ (358,387) s 15,408,899 -0.01% V US Equity $ (561,423) s 14,177,691 -0.01% VALE/P US Equity $ (208,653) s (6,043,283) 0.00% VIAB US Equity $ (602,385) s -0.01% VIV FP Equity $ 1,944,995 s (15,070,227) 0.03% VMW US Equity $ (408,105) s 4,752,587 -0.01% VOD LN Equity $ 429,836 s 0.01% VOLVB SS Equity $ 1,619,203 s (21,852,940) 0.03% VTI US Equity $ (1,768,598) s 26,314,104 -0.03% WAG US Equity $ 543,067 s (15,427,123) 0.01% WBC AU Equity $ (887,422) s 1,230,622 -0.01% WES AU Equity $ (1,725,661) s 11,261,006 -0.03% WFC US Equity $ (607,310) s 13,151,371 -0.01% WMT US Equity $ 387,948 s 14,018,391 0.01% WPL AU Equity $ (1,142,914) s -0.02% XOM US Equity $ (815,366) s 7,207,838 -0.01% ZURN VX Equity $ (455,807) s 15,227,243 -0.01% G20 EIF SPX Index $ (72,580,456) $ 1,153,246,443 -1.1262% NDX Index $ (76,715,730) $ - -1.1904% RTY Index $ 200,173,449 $ - SPTSX Index $ (41,284,671) $ (134,772,282) -0.6406% UKX Index $ (175,130,234) $ (378,138,978) CAC Index $ 41,808,892 $ (3,993,525) 0.6487% DAX Index $ 21,200,204 $ (44,703,678) 0.3290% IBEX Index $ 251,828 $ (4,407,781) 0.0039% SMI Index $ (103,310,930) $ (119,505,824) -1.6031% FTSEMIB Index $ (3,185,545) $ - -0.0494% PSI20 Index $ (80,460) $ (1,762,930) -0.0012% Page 9 of 11 Private and Confidential - NOT FOR REDISTRIBUTION EFTA00293373 Report Date: 10/14/2014 ISEQ Index $ 5,279,017 $ (621,490) 0.0819% AEX Index (2,253,794) (38,689,251) -0.0350% BEL20 Index (5,807,563) (11,393,264) -0.0901% LUXXX Index (3,008,470) (10,583,790) -0.0467% KFX Index 27,829,339 264,290 0.4318% HEX Index (5,287,032) (7,625,876) -0.0820% OMX Index (15,641,197) (9,640,639) -0.2427% ATX Index 9,846,875 (1,323,349) 0.1528% ASE Index 2,791,859 (2,773,480) 0.0433% OSEBX Index (4,901,966) (9,041,927) -0.0761% INCIEXCF Index 24,020,018 (50,759,552) 0.3727% TOP40 Index (30,309,828) (39,727,045) -0.4703% SENSEX Index 0.0000% NKY Index 1,069,447 0.0166% MEXBOL Index 32,509,265 12,033,198 0.5044% IBOV Index (16,610,828) (38,852,216) -0.2577% MERVAL Index (118,477,864) (11,575,205) -1.8384% NZSE50FG Index (17,359) (4,817,470) -0.0003% HSI Index (391) 0.0000% SHCOMP Index (599,446) -0.0093% KOSPI Index 730,652 0.0113% AS51 Index 44,693 0.0007% EM MXEF Index (760,903) -0.0118% US Sectors XLF US Equity $ (1,426,775) $ - -0.0221% XLU US Equity $ 3 $ 122,913,754 0.0000% XLK US Equity $ (25,477,287) $ 249,898,243 -0.3953% XLI US Equity $ (9,629,976) $ - -0.1494% XLP US Equity $ (558,827) $ 148,220,623 -0.0087% XLY US Equity $ (14,947,359) $ - -0.2319% XLE US Equity $ (16,233,009) $ - -0.2519% XLB US Equity $ (18,168,136) $ 1,785,568 -0.2819% XLV US Equity $ (8,239,104) $ - -0.1278% EU Sectors SXXP Index $ (2,674,659) ' -0.0415% SXAP Index $ 5,855,279 $ (58,196,121) 0.0909% SXKP Index $ (1,744,529) $ 14,407,406 -0.0271% SX6P Index $ (2,826,645) $ 46,285,589 -0.0439% SXEP Index $ (1,788,502) $ 2,336,889 -0.0278% SXIP Index $ (2,365,313) $ 46,507,340 -0.0367% SXNP Index $ 5,865,170 $ (60,701,535) 0.0910% SX3P Index $ (5,974,774) $ 76,483,542 -0.0927% SXDP Index $ (2,699,456) $ 45,827,732 -0.0419% SX4P Index $ (1,841,187) $ - -0.0286% SX8P Index $ (2,354,480) $ 23,761,831 -0.0365% SXOP Index $ 6,114,416 $ (59,968,518) 0.0949% SXQP Index $ (4,668,284) $ (4,580,168) -0.0724% SXRP Index $ 7,066,410 $ (54,736,425) 0.1096% Page 10 of 11 Private and Confidential NOT FOR REDISTRIBUTION EFTA00293374 Report Date: 10/14/2014 SXMP Index $ (2,252,893) $ 7,830,555 -0.0350% SXTP Index $ 5,075,046 $ (36,295,812) 0.0787% SX7E Index $ 3,245,043 $ (41,129,115) 0.0504% SXSE Index $ 4,532,928 (48,400,325) 0.0703% Commodities CO1 Comdty $ 25,639,093 S (355,173,817) 0.3978% CL1 Comdty $ 40,691,670 S (290,361,666) 0.6314% NG1 Comdty $ 4,173,899 S (66,363,735) 0.0648% LP1 Comdty $ 2,321,168 S (131,171,473) 0.0360% GC1 Comdty $ 4,158,824 S (160,075,075) 0.0645% QS1 Comdty $ 10,806,656 S (140,995,407) 0.1677% HO1 Comdty $ (1,734,957) S (29,582,234) -0.0269% X81 Comdty $ 12,091,144 $ (27,474,319) 0.1876% S 1 Comdty $ (22,756) $ (79,302,127) -0.0004% LA1 Comdty $ 490,023 $ 39,639,652 0.0076% Cl Comdty $ (1,648,509) $ (68,543,615) -0.0256% 511 Comdty $ 8,274,919 $ (70,980,435) 0.1284% High Yield Credit Indices IBOXHY Index $ (46,932,312) $ 1,655,289,030 -0.7282% IBOXXMJA Index $ (38,008,832) $ - -0.5898% IBXXLLTR Index $ (23,443,088) $ 1,556,670,677 -0.3638% Global Inflation Protection IBXXILHU Index $ (9,374,108) $ 4,534,826,453 -0.1455% WGBI Rates US_TSY CREDIT $ 50,671,378 $ 5,418,123,190 0.7863% CA_TSY CREDIT $ (2,742,999) S 97,471,575 -0.0426% MX_TSY CREDIT $ (2,593,565) S 114,096,526 -0.0402% AU_TSY CREDIT $ (8,434,774) S 21,125,165 -0.1309% 1P_TSY CREDIT $ - 0.0000% MY_TSY CREDIT $ (720,855) $ 24,733,034 -0.0112% SG_TSY CREDIT $ - 0.0000% AT_TSY CREDIT $ (10,236,412) $ -0.1588% BE_TSY CREDIT $ (12,927,494) $ -0.2006% FI_TSY CREDIT $ (2,700,705) $ -0.0419% FR_TSY CREDIT $ (51,408,005) $ -0.7977% DE_TSY CREDIT $ (23,327,865) $ -0.3620% lE_TSY CREDIT $ (977,882) $ - -0.0152% IT_TSY CREDIT $ (13,191,526) $ 328,451,373 -0.2047% NL_TSY CREDIT $ (10,767,692) $ - -0.1671% ES_TSY CREDIT $ (12,215,541) $ 362,981,423 -0.1895% DK_TSY CREDIT $ (1,370,710) $ 11,354,967 -0.0213% NO_TSY CREDIT $ (2,443,755) $ - -0.0379% PL_TSY CREDIT $ 72,418 $ 18,819,593 0.0011% ZA_TSY CREDIT $ - 0.0000% SE_TSY CREDIT $ - 0.0000% CH_TSY CREDIT $ (924,891) $ - -0.0144% GB_TSY CREDIT $ (41,728,787) $ 1,688,130,530 -0.6475% Page 11 of 11 Private and Confidential NOT FOR REDISTRIBUTION EFTA00293375