ng 148 AMER Short 71 EquityCom Long 53 EquityCom Short 18 Credit Long 15 Credit Short 9 Total Long 300 Total Short 159 EFTA00292832 Atorus, LLC 2/6/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) -----EMEA -----AMER -

18,521 1.15% ISEQ Index 19,447 1.21% lE_TSY CREDIT 26,598 1.66% ST8CN2L Index 30,230 1.88% GILD US Equity 33,176 2.07% EFTA00292801 Atorus, LLC 2/4/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) Sr * 0 o ,g. ‘,

ng 146 AMER Short 71 EquityCom Long 50 EquityCom Short 20 Credit Long 15 Credit Short 9 Total Long 294 Total Short 161 EFTA00292878 Atorus, LLC 2/10/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) APAC — EMEA —AMER

000.00 1.000.000.00 600,000.00 600,000.00 dvercAvi cs4). 60. 11. P. 4>. 4). .4?) 4) '') $ 4..", c ." le r Or e — NAV EFTA00292860 Atorus, LLC 2/7/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security No

,000.00 Ott G 41. ~ti 5) O~ry c #C3 c51, 153 1 .9 153 c9 elY elf 4' I), 4 A\ CP. 4 % 'O . A\ 4 as. - NAV EFTA00292846 Atorus, LLC 2/6/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security No

00 1.200.000.00 1.000.000.00 600,000.00 603,000.00 1. 'V • 11, 1.• 'V 'V 0, 0, s\-," 4,v- 4 ACsr~ry 5 A\ 5\ ty — NAV EFTA00292892 Atorus, LLC 2/11/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

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 EFTA00292773 Atorus, LLC 1/31/2014 Current Portfolio •Listed Equity Portfolio Security MTM Gain/(Loss) Exp. @ Cost Avg. Price Current Price (in USD) 000270 KS Eq

30 Day Realized Volatility Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% Rolling30D ayRealized Vol EFTA00292818 Atorus, LLC 2/5/2014 Percentile Distribution of Current NITM Gains In Vol Days by Position (ex.99pct & ex-1st percentiles) 60.00 50.00 40.00 30.00 20

th 1. 'le 11, to) eb el) tit e et O% e e se et O% e O e C. . C. et el• is\i" isP A\ 0)\ % 4 A\ 4 — NAV EFTA00292908 Atorus, LLC 2/12/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

0,000.00 ,;$ < 11 %.1' 4,1) °' .7) ib 04 0, e• P P S P S P S Q'S e• e• 4S 4 4 A\ 4 % 4 1% 4 c*P sbt' —NAV EFTA00293085 Atorus, LLC 3/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th

600.000.00 1.400.000.00 1.200.000.00 1.000.000.00 600,000.00 arf elV\444".,MA 600,000.00 t4;11 „b. ~ti, „ „ p p „ — NAV EFTA00292973 Atorus, LLC 2/21/2014 largest Exposures 99th Percentile 1st Percentile (@ cost ex.MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

000.000.00 600,000.00 600,000.00 -ter km-Ave a \ a pw. e eee e eee e e ee t* 4 41' 4 S\et. e e e 4,sv e 11 AO' C5‘ e — NAV EFTA00292941 Atorus, LLC 2/14/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

.00 % rt. ?), 11) C> sr OS Q> ft>% Cil‘r ' r Cieseb CYr 441' 4% ,S1.• 9.• 9.• 4 4 A\ .4 N 4 AC' 4% 4" 4' — NAV EFTA00293005 Atorus, LLC 2/25/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

Short • EMEA Long a EMEA Short a AMER Long a AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293071 Atorus, LLC 3/7/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2,000,000 4500,000

ng 165 AMER Short 55 EquityCom Long 55 EquityCom Short 15 Credit Long 15 Credit Short 9 Total Long 331 Total Short 130 EFTA00292926 Atorus, LLC 2/13/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Cornrow'lites, G20 Gov. Credit) 2,000,000 1,500,0

Short • EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293055 Atorus, LI.0 3/6/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) — EMEA —AMER — Eq

0 1,000,000.00 600,000.00 600,000.00 st" 1 19. 19, 19 9 c9 9 9' 19' 411° 5' 41 ° 9 4% 4 4' 4% 4 1 1 N. 4 4 4 4 — NAV EFTA00292989 Atorus, LLC 2/24/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security N

sNA.A".apviA O4ry 4,1, fif so, b 2,, s s e efi 47 ns7 1 5)44 ti 4 4 4 A‘ N, ts. 'b S A\ 4 4 4 .> tb‘ 11, — NAV EFTA00293021 Atorus, LLC 3/4/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th P

0,0001 13.030,0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00292960 Atorus, LIC 2/20/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling

800,000.00 600,000.00 A. rt. n el• „Q. 49 1 9. 1 2.." 4 9 eif 4 9 4 9 11 , 1 , eb‘ 4 A\ 4 ss, •»\ <5 A\ 4 ,,, —NAV EFTA00292784 Atorus, LLC 2/3/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security No