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% QC/Cl 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

) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.95% 45 Positions 28.86% XAG Curncy (20,150) 0.35% QC/Cl US Equity 6,326 0.34% 180V Index (22,524) 0.39% EDF FP Equity 6,432 0.35% WI Comdty (24,622) 0.42% DAI GR Equity 6,604 0.36% MEXBOL Index (26,1

198 0.34% SXDP Index 61,075 1.11% SXSE Index 6,270 0.34% SPX Index 62,272 1.13% ACA FP Equity 6,309 0.35% FR_TSY CREDIT 62,478 1.13% QC/Cl US Equity 6,322 0.35% AT_TSY CREDIT 64,350 1.16% SXXP Index 6,470 0.35% NL_TSY CREDIT 65,372 1.18% HON US Equity 6,491 0.36% FI_TSY CREDIT 66,5