Atorus, LLC 3/31/2014 3/31/2014 Change on Day: | _:1.28%| Current Date: Total Return since 1/1/12: sciwenscanseon] T12M Return: Day 0.72% 130 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Ne creestions(MTMIT ag Current Short Exposure @ Cost: on Day Sern opt poston | a Starting Capital: Positions: 448 Current NAV: Current Leverage (Gross Exposures): aad Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M 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: [HUT EERE 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: 1.1 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 1,000,000.00 600,000.00 + T T T T T T T T T T T T T YH Sh Mh PP PP DO DP Sd HH I GP I? GP HP? IS” oH” SP og PEP HAE PEPE PEAT GPE A’ gh Ys” EFTA00288111

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Atorus, LLC 3/31/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _sSecurity | __ Notional _|%of Total Notional | _—‘Security _—_'| MTMGain | % Total NAV | 24 Positions 45 Positions | _-27.68%| IBOV Index (22,524) 0.39% SX7E Index 6,378 0.35% SE_TSY CREDIT (23,423) 0.41% V US Equity 6,405 0.35% CO1 Comdty (24,622) 0.43% SXXP Index 6,492 0.35% MEXBOL Index (26,146) 0.46% MAERSKB DC Equity 6,520 0.36% INDEXCF Index (26,563) 0.46% CMCSK US Equity 6,553 0.36% ZA_TSY CREDIT (33,149) 0.58% SX6P Index 6,755 0.37% SHCOMP Index (33,700) 0.59% SXSE Index 6,980 0.38% US_TSY CREDIT (50,168) 0.88% ROG VX Equity 7,034 0.38% JP_TSY CREDIT (59,678) 1.04% ACA FP Equity 7,080 0.39% SXDP Index 61,075 1.07% PRU LN Equity 7,088 0.39% SPX Index 62,272 1.09% SMI Index 7,193 0.39% CH_TSY CREDIT 65,265 1.14% DAI GR Equity 7,326 0.40% DK_TSY CREDIT 67,396 1.18% FTSEMIB Index 7,383 0.40% STBCNZL Index 73,231 1.28% PSI20 Index 7,415 0.40% FI_TSY CREDIT 74,240 1.30% AMGN US Equity 7,539 0.41% DE_TSY CREDIT 74,397 1.30% HEX Index 7,743 0.42% FR_TSY CREDIT 75,130 1.31% XLY US Equity 7,914 0.43% AT_TSY CREDIT 75,147 1.31% IT_TSY CREDIT 8,264 0.45% BE_TSY CREDIT 76,813 1.34% ASE Index 8,405 0.46% lE_TSY CREDIT 78,270 1.37% MMM US Equity 8,483 0.46% NL_TSY CREDIT 78,610 1.37% BEL20 Index 8,528 0.47% MyY_TSY CREDIT (92,252) 1.61% MDT US Equity 8,711 0.48% SG_TSY CREDIT (95,749) 1.67% DAX Index 8,812 0.48% CA_TSY CREDIT (97,153) 1.70% BAYN GR Equity 9,086 0.50% TMO US Equity 9,096 0.50% IBEX Index 9,214 0.50% BAC US Equity 10,335 0.56% ES_TSY CREDIT 10,571 0.58% INAV Impact by Category & Exposure LUXXX Index 10,637 0.58% Listed Equitylong | 977% SXAP Index 10,717 0.59% Listed Equity Short |=. 79%) TYC US Equity 10,783 0.59% lEquityComtong |S BK KFX Index 10,851 0.59% fEquityCom Short .068% SXOP index 10,882 0.59% SXMP Index 11,295 0.62% [s20RatesShort | 0.032% SXIP Index 11,624 0.63% XLV US Equity 12,291 0.67% NDX Index 12,607 0.69% RTY Index 14,005 0.76% GILD US Equity 16,046 0.88% SPX Index 17,823 0.97% EFTA00288112

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SXTP Index 22,306 1.22% SXDP Index 24,054 1.31% ISEQ Index 24,868 1.36% 1E_TSY CREDIT 30,880 1.69% STBCNZL Index 36,078 1.97% Ec quityCom Short otal Short | G2ORatestong | G20 Rates Short | 340 | P| 108 | Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 @ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short $500,000 m AMER Long m AMER Short 5. ® EquityCom Long ® EquityCom Short $500,000) ® G20 Rates Long ™@ G20 Rates Short $(1,000,000) EFTA00288113

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Atorus, LLC 3/31/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 APAC + 2,000,000 — EMEA oor AMER 500,000 1,000,000 — EquityCom G20 Rates omen NexEposure RHS (2,000,000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 —— APA — EMEA 1,000,000 mr AMER —— EquityCorn T > DP DP DD Dm SH SPP 3h WN T Rc ee a7 Sy’ At s S ee Ry ye os . ~ AY > » EFTA00288114

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Atorus, LLC 3/31/2014 Current Gross Notional Risk by Category 249,244 578,276 mAPAC m@ EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 — msciworld 115 ATORUS 0.95 0.75 + T T T T T T T T T T T T T Vv Vv Vv Vv Vv Vv > > Me) > > & “J Sy SY SY Sy SY Sy oY 0” SY Sy oY Sy SY SY MM oo” SE AM MH MM HAM HH HOM NY Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% ——— Rolling30DayRe alizedVol 1.00% 0.80% 0.60% 0.40% EFTA00288115

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Atorus, LLC 3/31/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) | sass MTM Gains(Losses) % of NAV "Signficant™ EFTA00288116

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Atorus, LLC 3/31/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol (in USD) 000270 KS Equity (423) (5,144) 51.62 55.86 -7.69 1.07% (36.47) 005380 KS Equity 158 1,799 217.04 236.12 6.28 1.40% 40.24 005490 KS Equity (72) (3,782) 273.49 278.69 “1.74 1.09% (46.14) 005930 KS Equity 107 (6,997) 1,278.17 1,258.58 171 0.90% (74.24) 012330 KS Equity 1,102 5,553 246.77 295.73 21.66 0.92% (24.01) 1 HK Equity 540 8,073 15.56 16.60 7.01 0.95% 35.12 1299 HK Equity 41 3,402 4.71 4.77 1.53 0.78% 4.34 13 HK Equity 2,058 12,243 11.40 13.32 17.73 0.95% 4.08 16 HK Equity 356 (9,935) 12.66 12.21 5.30 0.68% (85.52) 27 HK Equity (12) 123 9.58 8.72 5.93 1.67% 3.17 2914 JP Equity 170 (4,719) 32.47 31.30 3.16 1.14% (80.85) 3382 JP Equity 18 1,329 37.70 38.22 1.10 1.26% 2.12 4063 JP Equity (63) (4,536) 56.40 57.19 “1.10 1.27% (43.23) 4502 JP Equity 18 2,732 47.02 47.34 0.89 0.75% (6.69) 4689 JP Equity (218) 1,224 5.88 4.99 -10.71 1.66% 19.79 5 HK Equity 0 (867) 10.14 10.13 0.04 0.97% 0.32 5108 JP Equity (6) (329) 34.76 35.41 “1.54 1.22% (5.96) 5401 JP Equity 308 (5,511) 2.89 2.73 5.00 1.12% (141.84) 6301 JP Equity (14) (3,515) 20.64 20.72 0.33 1.18% (68.96) 6752 JP Equity 1,086 4,145 9.01 11.37 15.21 1.72% 33.23 6902 JP Equity . : 47.82 1.44% : 6954 JP Equity 784 6,393 157.65 176.99 9.60 1.28% 35.53 7201 JP Equity (21) (3,743) 8.85 8.90 0.59 0.96% (79.64) 7203 JP Equity (40) (5,260) 56.12 56.54 0.84 0.91% (48.24) 7267 JP Equity 173 (4,885) 36.43 35.14 3.68 0.96% (97.98) 762 HK Equity 249 (5,162) 1.38 131 3.63 1.33% 5.35 7751 JP Equity 114 (6,865) 31.44 30.91 1.64 1.01% (48.42) 8031 JP Equity (8) (4,225) 14.07 14.09 0.17 1.06% (62.07) 8058 JP Equity (18) (1,333) 18.27 18.52 “1.42 0.97% (30.62) 8306 JP Equity 144 (4,604) 5.65 5.48 2.37 1.32% (121.84) 8316 JP Equity 130 (4,218) 44.06 42.70 2.19 1.41% (149.30) 8411 JP Equity 22 (4,072) 1.99 198 0.67 0.80% (62.13) 8604 JP Equity 108 (3,159) 6.64 6.42 2.88 1.19% (57.36) 8801 JP Equity (85) (1,848) 29.03 30.36 -3.09 1.48% (52.93) 8802 JP Equity 236 (5,009) 24.84 23.67 3.01 1.56% (104.22) 9020 JP Equity 139 (6,726) 75.20 73.64 1.60 1.30% (138.83) 941 HK Equity 1,256 (11,819) 10.19 9.11 10.38 1.02% (197.10) 9432 JP Equity 49 6,077 53.19 53.62 0.62 1.32% 98.96 9433 JP Equity 3,442 9,476 42.13 57.44 27.51 1.32% 241.57 9437 JP Equity (17) (7,723) 15.62 15.65 0.23 0.95% (110.63) 9983 JP Equity (30) 3,177 369.04 365.59 0.72 1.31% (11.33) EFTA00288117

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9984 JP Equity AAPL US Equity 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 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 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 BEN US Equity 1,260 296 627 631 194 (182) (120) 220 (48) 238 220 7,080 231 181 81 (74) 1,138 62 110 2,913 529 398 7,539 802 503 349 (21) (299) 2,751 3,888 3,440 3,718 (28) 10,335 23 1,061 291 (636) 9,086 (299) (157) (231) (135) 1,122 (9) 18 85 2,048 7,877 6,661 6,962 5,335 (7,232) (4,154) 6,721 4,097 (3,534) (3,067) 5,408 6,435 10,703 1,193 6,379 9,698 8,248 4,012 4,177 2,761 2,100 22,886 10,655 2,821 5,741 (6,870) (6,360) 10,373 12,676 11,669 12,432 (1,944) 10,884 (2,705) 7,333 5,703 (6,437) 11,757 (1,954) (2,697) (2,901) (4,057) 5,790 (6,644) (2,758) 2,447 46.70 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.86 19.23 19.34 6.83 95.44 77.97 72.36 63.78 110.56 134.80 48.66 42.47 142.27 142.59 92.78 76.29 287.66 28.92 82.74 81.31 71.56 49.80 50.40 49.96 123.81 8.82 3.91 97.30 53.08 66.82 76.64 8.70 12.96 12.74 59.69 10.12 43.17 15.73 52.34 75.43 537.71 25.81 25.77 51.29 7.43 7.50 105.36 38.41 17.94 17.95 15.78 98.86 79.29 77.30 63.05 123.53 135.81 49.99 72.09 169.50 169.65 123.35 82.03 338.98 30.68 82.99 85.13 90.54 65.08 65.26 64.90 125.56 17.20 3.88 111.38 55.80 73.43 135.86 10.03 13.71 13.76 61.67 12.08 43.23 15.63 $4.17 34.63 5.53 11.62 10.10 4.21 “2.41 2.74 3.94 1.93 4.85 5.24 104.27 6.84 2.00 12.21 -2.33 13.42 1.14 2.99 75.48 21.81 21.56 31.72 11.55 17.42 8.02 0.44 6.39 34.55 36.67 37.09 37.24 177 95.69 0.68 14.27 5.88 10.64 75.90 8.06 3.77 4.87 3.45 17.29 0.24 0.51 3.10 1.78% 0.68% 0.81% 0.90% 0.86% 1.05% 1.05% 0.83% 0.61% 1.39% 1.37% 1.26% 0.52% 0.84% 0.56% 0.50% 0.87% 0.66% 0.91% 0.92% 0.88% 0.88% 1.04% 0.65% 1.02% 0.76% 0.69% 0.73% 0.77% 0.84% 0.79% 0.80% 0.80% 0.99% 1.24% 1.01% 0.87% 0.93% 1.02% 1.90% 1.55% 1.64% 0.96% 1.12% 0.55% 1.25% 1.12% 48.49 16.75 69.13 78.17 (7.65) 15.80 (42.48) (9.14) 70.44 56.88 101.71 69.60 34.77 5.03 39.83 142.13 (24.74) 15.37 (22.93) 17.04 16.40 335.66 (4.73) (24.01) 68.06 (29.74) (37.30) (35.39) (123.89) (62.03) (130.46) (15.73) 263.79 (20.54) 82.88 49.28 (29.68) (8.97) (24.55) (21.75) (35.27) 2.40 (56.36) (59.25) (25.81) 24.75 EFTA00288118

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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 CLUS 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 D US Equity (288) (80) (6) 253 (81) 642 172 (106) 210 1,427 6,219 (22) 1,381 354 553 880 227 286 (51) 529 1,546 498 328 316 36 44 1,805 376 4,039 6,553 1,210 525 1,200 843 (453) (86) 1,031 (4) 1,866 (160) 1,377 (64) 2,016 (476) 2,222 (4,379) 6,689 6,839 1,066 (2,643) 8,609 1,171 (3,166) 8,370 5,076 13,669 (3,684) 5,498 7,633 9,797 11,056 (8,171) 6,846 2,976 1,426 2,976 13,025 8,462 1,267 7,821 (2,176) 4,011 18,685 8,334 17,408 18,900 12,873 7,768 12,425 6,077 (7,980) 2,528 5,151 7,080 2,054 5,387 (4,977) 8,914 (10,449) 11,707 (8,207) 12,502 17.51 34.32 67.77 245.93 30.29 32.86 274.17 29.93 65.44 98.63 35.71 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.31 49.34 32.90 89.10 67.92 49.35 36.20 142.79 94.53 58.99 82.53 40.65 36.26 51.38 35.76 51.30 67.68 66.64 115.59 64.09 56.89 19.39 21.79 25.07 28.70 63.89 112.39 60.24 18.66 33.92 67.71 304.25 31.21 35.31 314.51 30.93 67.09 126.35 51.96 70.96 77.30 58.07 8.04 124.62 5.52 105.43 33.22 47.66 38.75 99.67 71.92 62.11 37.67 140.41 95.56 64.69 86.25 50.08 48.84 56.20 38.18 56.25 77.07 70.42 111.79 AN/AN/A 73.42 56.77 26.11 22.49 28.95 28.87 74.89 118.91 70.95 8.89 0.96 -0.09 15.41 2.73 8.86 16.72 -3.29 4.62 23.45 40.77 0.73 22.36 1.08 5.79 8.10 7.56 3.90 7.44 3.18 16.08 19.00 8.57 28.78 3.82 1.34 1.16 18.94 7.76 27.48 42.59 15.32 8.51 15.48 15.36 11.50 5.81 0.00 22.13 0.15 31.62 448 20.66 0.78 29.75 10.62 30.41 0.74% 1.25% 0.95% 1.54% 1.12% 0.84% 0.88% 1.02% 0.54% 1.20% 1.12% 0.82% 1.12% 0.54% 0.62% 0.62% 1.42% 0.85% 1.29% 1.12% 1.11% 0.62% 0.69% 0.90% 1.06% 1.24% 0.94% 0.51% 0.58% 0.84% 0.81% 0.61% 0.79% 0.62% 0.90% 0.49% 0.58% 0.31% 0.66% 1.35% 1.10% 0.72% 0.75% 0.79% 0.58% 0.55% 0.58% (27.43) 108.31 21.38 12.66 (22.71) 38.28 14.46 (4.49) 69.16 (25.00) (83.02) 2.51 44.13 62.68 (17.01) 92.91 (160.94) (28.34) 20.08 10.02 20.12 52.33 93.86 (5.46) 81.23 7.58 40.63 143.66 39.19 243.96 241.87 162.39 28.86 161.62 91.41 (41.89) (2.06) 89.32 21.32 (13.15) (18.13) 148.78 (170.05) 129.04 (42.13) (9.71) EFTA00288119

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DAI GR Equity DBK GR Equity DD US Equity DDAIF US Equity DE US Equity DELL 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 FOX US Equity FOX US Equity FOXA US Equity FP EP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 7,326 (11) 2,856 4,178 421 4,455 34 2,348 1,683 (40) 985 2,294 179 4,439 2,500 (179) 610 151 215 6,277 932 15 170 2,314 396 125 2,039 1,154 499 1,263 192 (187) 995 13 409 (120) (121) 905 178 2,113 16,046 742 799 51 3,317 35 13,908 (2,267) 12,908 8,377 8,537 6,820 9,889 1,333 8,458 9,908 6,387 9,735 7,135 660 13,883 10,622 (8,822) 9,424 6,678 9,210 9,189 10,986 3,018 6,351 7,854 8,365 2,996 5,818 12,236 6,776 9,815 5,260 (3,621) 2,630 1,751 4,271 3,508 3,404 11,013 3,588 13,140 8,316 14,190 3,248 (4,634) 11,635 (2,999) 62.20 44.63 54.93 63.20 85.81 51.34 30.40 58.57 68.36 83.32 15.77 36.81 29.41 12.27 61.97 69.60 62.50 54.29 105.22 23.45 25.35 66.52 44.29 4.36 23.89 18.77 145.52 63.23 12.37 66.69 72.48 14.82 44.06 32.73 120.94 32.22 33.11 60.83 21.32 22.32 24.02 49.27 49.51 5.24 16.25 34.78 94.97 44.85 67.09 94.73 90.05 #N/AN/A 74.46 31.19 74.82 79.98 82.80 17.37 48.65 37.39 16.19 76.56 71.02 66.55 55.51 107.67 39.46 27.50 66.86 45.47 5.65 25.02 19.55 196.52 69.19 13.28 75.27 75.13 15.58 60.72 32.98 132.53 31.15 31.97 65.83 22.38 25.91 70.38 51.85 61.69 5.18 20.88 34.38 41.86 0.39 35.99 38.17 7.50 0.00 51.43 1.87 46.75 19.99 0.81 12.41 40.59 19.32 26.92 23.89 4.19 10.00 2.74 3.37 86.58 13.02 0.69 4.44 27.74 7.18 4.32 42.80 19.23 8.87 18.00 3.89 -7.82 25.53 0.62 16.36 “3.79 -3.80 11.12 6.04 21.12 136.60 9.89 19.86 0.75 34.83 1.22 1.26% 1.27% 0.61% 1.31% 0.66% 0.07% 0.88% 1.38% 0.59% 0.85% 0.77% 0.81% 0.79% 1.41% 1.19% 0.99% 0.49% 0.65% 0.82% 0.69% 0.79% 0.65% 0.73% 0.60% 1.06% 0.66% 0.97% 0.82% 0.49% 0.83% 0.72% 0.94% 0.66% 1.48% 1.23% 0.59% 0.91% 0.93% 0.74% 0.82% 0.76% 141% 0.53% 1.24% 1.46% 0.82% 0.94% 171.39 (25.11) 63.39 43.69 150.32 (19.14) 3.89 118.22 137.39 41.40 58.78 45.07 (5.67) 81.83 190.03 (94.34) 169.85 37.23 116.41 174.11 (0.82) 0.57 35.32 33.58 64.04 22.60 (23.77) 40.51 67.29 (31.54) 68.14 (24.03) (3.61) 6.76 2.57 37.75 39.68 (25.24) 14.89 11.14 395.50 143.90 38.23 36.86 180.12 36.14 EFTA00288120

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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 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 MHS US Equity MMM US Equity MO US Equity 3,815 2,591 102 917 1,251 2,481 238 6,129 2,014 1,942 1,397 879 4,306 (357) 2,816 (85) 468 5,283 1,380 255 473 18 (50) 87 2,228 (7) 665 7 86 2,129 1,156 2,071 6,520 (13) (149) 158 2,838 8,711 1,455 4,440 8,483 250 12,660 5,468 5,707 8,189 6,000 13,333 6,110 11,930 7,393 883 7,382 1,985 11,176 10,787 5,699 (4,727) 508 14,011 (4,597) 2,384 14,890 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 5,658 2,868 2,016 (1,866) 7,829 6,808 2,297 3,542 14,148 4,131 (4,463) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 8,275 862.28 110.98 26.22 24.60 48.95 66.67 40.79 61.10 25.45 10.15 5.54 191.85 36.04 23.94 1.93 13.81 14.95 67.84 147.96 39.54 72.46 52.29 106.69 34.31 38.83 84.89 78.04 198.03 0.89 58.84 122.48 195.56 48.41 61.33 59.29 46.99 8,212.58 183.39 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.30 1,122.14 163.57 26.69 27.36 59.15 79.07 42.38 92.49 32.39 10.15 7.00 192.76 40.54 25.89 3.39 14.85 14.95 81.47 150.70 47.31 98.16 60.76 110.12 32.43 38.73 83.06 81.47 200.19 1.25 58.70 162.85 187.52 48.94 80.51 89.12 74.46 11,997.28 182.82 98.04 176.83 34.65 61.32 52.91 19.24 HN/AN/A 135.43 37.40 43.94 52.75 2.64 9.85 21.90 26.70 3.65 83.99 25.29 0.00 41.69 0.76 17.31 13.51 57.37 4.80 0.00 28.96 1.74 23.38 70.50 17.43 5.83 7.10 0.55 -2.09 4.65 1.62 41.39 ~0.30 41.92 2.12 1.49 26.22 67.49 66.67 36.19 0.43 6.87 8.47 37.74 50.62 21.34 72.64 0.00 66.95 5.53 0.69% (52.15) 0.90% 38.77 0.68% (76.47) 1.14% 15.34 0.95% (4.80) 0.70% 31.64 1.07% 28.65 0.61% 276.44 1.08% 53.75 0.86% (1.55) 0.63% 2.93 0.62% 19.08 0.72% (21.64) 0.60% 132.12 1.32% 243.23 1.57% (51.66) 1.49% 8.11 0.69% 144.13 1.06% 24.39 0.84% 47.14 0.50% 128.68 0.93% 102.45 0.55% 28.44 0.77% (60.33) 0.48% 35.72 1.06% 12.16 0.95% 9.49 0.67% 4.36 0.95% 50.31 0.81% 40.83 0.79% 37.89 1.94% 31.73 0.74% 9.02 1.19% 248.96 0.75% 35.40 0.88% 98.38 127% $38.47 0.73% (15.57) 0.49% (45.32) 0.85% 24.12 0.55% 125.75 0.83% 422.05, 0.90% 75.27 0.76% 69.58 1.17% 0.59% 240.90 0.55% 67.15 EFTA00288121

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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 RAI US Equity RDS/A US Equity RDS/B US Equity 819 1,510 215 1,330 653 442 4,645 2,400 822 1,973 603 3,871 163 5,954 1,208 1,985 4,733 5,055 (44) 789 1,684 32 37 com 781 22 100 (25) 4,990 204 460 1,225 7,088 602 1,165 2,473 2,321 5,651 148 (1) 171 11,917 11,769 1,649 8,007 6,116 8,018 14,649 (7,392) 9,821 12,375 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) (1,515) 5,434 7,995 7,355 (2,814) (2,795) 3,043 1,891 6,728 (2,923) (3,123) 21,828 7,620 (10,166) 8,425 1,002 1,008 10,521 9,758 6,030 16,340 12,547 19,920 6,737 4,217 5,791 106.02 50.18 27.57 35.30 197.70 31.24 72.62 34.95 69.64 11.86 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 160.73 12.87 33.68 95.04 13.30 13.87 956.05 248.74 82.17 6.54 6.95 26.10 78.29 85.47 75.96 36.10 36.08 12.76 158.87 64.65 113.54 66.83 68.46 $2.22 73.28 76.05 113.31 49.83 56.62 31.17 41.17 218.81 32.97 9.17 95.65 23.60 75.47 13.75 73.85 7.37 77.81 84.57 45.51 97.15 84.93 0.11 165.35 14.73 40.77 95.45 13.13 13.81 1,201.43 251.67 83.39 6.60 6.94 32.07 80.39 35.29 81.60 87.01 36.10 36.08 21.36 168.68 77.14 130.72 79.19 87.88 53.37 73.27 78.29 10.44 15.11 11.21 20.06 16.42 7.08 47.01 21.37 15.18 29.41 12.98 77.10 3.71 38.14 12.76 25.98 37.18 34.33 4.07 9.31 27.71 0.60 0.72 0.22 21.89 1.47 2.78 0.46 0.06 35.05 5.37 6.94 18.52 0.00 0.00 69.54 11.22 23.25 31.04 27.87 56.99 2.04 ~0.03 4.39 0.66% 125.76 0.82% . 0.85% 65.78 1.17% 8.55 0.83% 195.75 0.65% 13.30 0.78% 79.19 1.98% : 0.67% 220.84 1.52% 82.16 0.55% 107.63 0.54% (13.56) 0.90% 12.64 1.12% 41.51 0.94% 28.06 0.25% [i soaiea) 1.00% 30.14 0.78% 111.15 0.82% [)77aiee) 2.84% 75.54 0.71% (4.76) 1.56% 28.08 0.76% 294.74 0.72% 29.74 1.81% (12.43) 1.83% (29.19) 1.17% 9.14 0.80% 45.06 0.54% 33.95 1.86% (21.76) 1.85% (43.24) 0.65% 27.79 0.50% 53.68 1.05% - 0.65% (112.81) 0.79% 147.05 0.75% 15.42 0.74% 14.70 0.97% 205.16 0.55% 15.27 0.83% 24.94 0.49% 193.24 0.66% 14.81 0.50% 128.00 1.08% 40.59 0.60% 7.86 0.59% 40.26 EFTA00288122

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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 SGO FP Equity SI US 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 TRP CN Equity TRV US Equity TSCO LN Equity TWC US Equity 255 229 (34) 158 7,034 81 383 (62) 1,028 864 29 (104) 2,934 803 947 1,446 185 98 16 1,506 263 792 24 (244) 347 (222) 459 (446) (261) 285 67 526 2,913 165 (23) 171 9,096 658 (222) 74 1117 748 4,065 4,084 5,177 6,240 566 4,599 4,934 17,035 6,882 7,173 (6,174) 7,256 5,900 3,444 3,712 5,096 7,836 4,504 5,345 7,174 (7,500) 5,537 2,408 10,006 (6,124) 9,521 3,676 (3,716) 6,518 (4,644) 6,088 (8,069) (8,928) 8,245 3,631 3,406 (10,717) 9,492 6,561 3,542 (6,829) 10,218 5,823 (5,562) 4,763 (7,398) 5,234 34.51 36.63 37.57 302.78 59.04 54.73 54.04 212.78 65.30 47.60 103.67 8.35 8.38 80.36 80.43 75.07 44.08 114.69 114.81 81.27 642.17 43.08 162.93 80.46 21.91 26.10 69.13 32.80 84.31 33.36 24.78 359.52 34.20 45.38 15.57 15.52 63.57 46.31 4.59 7.58 115.81 63.59 59.06 43.75 83.58 5.65 120.22 36.68 36.68 39.23 301.12 59.04 55.78 55.78 300.65 66.07 50.14 104.71 9.53 9.60 81.04 81.25 73.58 60.59 135.14 135.16 97.65 626.31 43.84 164.03 92.57 20.97 28.28 69.58 34.96 88.80 34.96 26.65 379.41 35.20 46.95 15.85 15.82 60.45 60.53 4.70 7.53 112.91 120.20 65.74 45.50 84.88 4.80 137.41 10.51 0.27 7.27 0.37 0.00 1.40 2.37 60.41 2.38 5.88 1.12 14.56 14.96 0.96 1.16 2.24 30.07 16.00 17.24 25.13 2.60 3.34 1.08 20.56 452 10.92 0.58 10.90 4.78 7.91 6.78 7.52 4.91 6.54 2.11 2.29 5.90 46.94 4.21 0.73 3.00 130.35 14.78 6.97 3.10 12.75 17.39 0.60% 0.56% 0.61% 1.48% 1.34% 1.37% 1.35% 0.68% 0.50% 0.91% 0.90% 0.97% 0.98% 0.88% 0.89% 0.91% 1.25% 1.11% 1.03% 0.80% 0.95% 0.53% 0.63% 0.73% 0.95% 0.76% 1.12% 0.60% 1.11% 0.60% 1.11% 0.74% 0.60% 0.53% 0.86% 0.85% 0.83% 0.65% 0.60% 0.88% 0.84% 0.68% 0.76% 0.57% 0.50% 1.18% 0.82% 19.74 18.93 54.31 (78.75) 6.75 66.08 89.21 120.77 52.86 (18.56) (35.21) 174.49 172.04 31.45 48.97 (2.96) 110.35 (19.69) (24.18) (3.71) (55.53) 70.13 8.81 77.05 (37.47) (39.24) 37.03 (63.67) 27.47 (79.63) 116.28 25.66 (57.43) 55.15 36.84 27.46 (98.14) 118.90 64.43 35.75 2.72 229.66 (20.62) (41.73) 57.50 254.19 69.04 EFTA00288123

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TWX US Equity (131) 7,395 66.38 65.23 2.29 0.77% 64.89 TXN US Equity 4,278 12,205 34.93 47.17 47.42 0.74% 156.16 TYC US Equity 10,783 24,080 29.17 42.23 64.87 0.69% 248.03 UBS US Equity 360 5,489 19.43 20.71 6.44 1.02% 115.60 UBSN VX Equity 293 5,158 19.51 20.62 5.52 1.03% 87.02 UCG IM Equity 3,436 5,391 5.58 9.14 39,39 1.62% 169.78 ULVR LN Equity (258) (3,113) 39.50 42.77 -9.38 0.88% (37.12) UNA NA Equity (401) (5,036) 38.14 41.18 -10.20 0.78% (27.91) UNH US Equity 2,789 10,037 64.08 81.89 32.81 0.85% 24.01 UNP US Equity 1,611 12,014 165.36 187.54 18.28 0.73% 237.67 UPS US Equity 3,256 14,806 79.87 97.44 45.82 0.48% (1.13) USB US Equity 3,327 14,238 34.71 42.83 36.29 0.64% 191.68 UTX US Equity 6371 15,190 82.05 116.47 59.54 0.70% 315.02 V US Equity 6,405 7,870 118.43 214.81 100.16 0.81% 102.66 VALE US Equity 298 (3,908) 15.08 13.93 6.10 1.25% (66.25) VALE3 BZ Equity 323 (4,586) 15.04 13.98 491 1.43% (91.26) VIAB US Equity 3,808 9,272 60.42 85.23 57.70 0.71% 90.43 VIV EP Equity 182 2,668 26.19 27.97 7.88 0.86% 9.78 VMW US Equity 1,025 4,785 89.16 108.27 17.01 1.26% 75.20 VOD LN Equity 224 (2,998) 3.98 3.68 452 1.65% (26.77) VOD US Equity 215 (2,893) 39.69 36.74 4.34 1.71% (28.06) VOW3 GR Equity 51 1,685 252.23 259.88 2.28 1.33% 10.90 VRX CN Equity 657 1,611 92.95 130.85 28.57 1.43% 31.37 VRX US Equity 757 1,880 93.20 130.75 29.65 1.36% 29.90 VTIUS Equity 618 5,134 86.91 97.37 27.36 0.44% 39.72 VWO US Equity (54) (7,247) 40.33 40.63 -0.90 0.83% (32.06) VZ US Equity 64 (6,121) 48.12 47.62 1.40 0.74% (13.34) WBC AU Equity 379 5,265 29.97 32.13 8.46 0.85% 56.89 WES AU Equity (65) 8,616 38.65 38.36 “1.16 0.65% 11.65 WEC US Equity 3,292 11,232 38.43 49.69 45.83 0.64% 117.63 WLP US Equity 3,532 10,369 74.31 99.62 38.42 0.89% 43.83 WMT US Equity 102 5,808 75.15 76.48 2.95 0.60% 26.63 WOW AU Equity (344) (5,546) 31.30 33.24 7.78 0.80% (26.06) XOM US Equity 1,071 13,076 90.48 97.89 12.52 0.65% 57.23 XTA LN Equity : 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 231 1,282 30.64 36.15 14.72 1.22% 2.17 YUM US Equity 133 7,151 73.86 75.24 2.59 0.72% 102.07 ZURN VX Equity 312 6,394 291.95 306.18 7.16 0.68% 52.46 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days {in USD) SPX Index 17,823 62,272 1,455.70 1,872.34 61.81 0.46% NDX Index 12,607 46,686 2,831.19 3,595.74 45.35 0.60% 402.61 RTY Index 14,005 39,938 868.48 1,173.04 47.76 0.73% EFTA00288124

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 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 SXKP Index 338 359 (255) (525) 2,791 8,812 1,505 9,214 7,193 7,383 7,415 24,868 3,794 6,195 8,528 10,637 10,851 7,743 2,334 216 8,405 2,516 454 1,089 850 256 15 1,717 523 491 36,078 (38) (40) 5,160 5,914 610 2,317 5,972 314 7,914 316 3,857 12,291 6,492 10,717 5,043 19,447 (26,146) (22,524) (5,408) 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 39,715 38,048 40,933 23,118 6,557 19,369 23,156 (26,563) 25,595 27,288 14,214 7,071 (33,700) 16,618 18,226 73,231 (6,119) (3,787) 14,269 5,353 13,610 8,406 12,860 16,147 9,167 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,764.15 3,142.70 22,076.65 725.60 10,288.22 10,610.77 5,625.44 11,555.30 8,219.62 23,118.99 8,026.78 4,246.25 6.63 484.27 3,610.75 1,655.49 100.82 8,513.92 191.41 3,365.06 1,282.88 84.66 39.61 3,920.67 362.49 141.32 2,849.74 344.53 1.81 4,870.40 444.47 40.76 66.97 184.03 41.26 15.57 38.65 30.80 38.20 41.63 46.72 85.40 37.57 38.87 400.51 520.28 366.14 12,986.06 3,099.56 22,326.26 796.09 11,006.74 13,160.40 6,047.97 14,240.94 9,560.98 29,874.11 10,477.12 6,879.65 7.30 555.30 4,310.55 2,098.88 129.57 10,124.44 210.73 3,475.81 1,839.58 93.86 38.93 4,087.44 373.78 143.86 2,855.66 326.98 187 5,001.55 663.44 41.01 67.67 250.57 41.32 22.34 41.46 36.35 52.33 43.06 64.72 89.06 47.28 58.49 460.41 715.74 405.39 4.30 1.51 0.79 -7.90 11.64 24.20 9.42 26.99 24.48 31.17 29.39 62.78 21.32 19.57 25.08 39.25 28.61 20.75 10.10 2.80 36.71 15.81 0.83 4.60 4.30 1.70 0.26 5.61 4.23 3.93 134.32 ~0.66 2.27 66.56 0.78 70.35 13.81 33.26 61.17 9.00 68.87 7.50 41.56 79.70 21.72 32.99 13.00 0.40% 137.72 0.91% (345.40) 1.44% (331.40) 1.23% (134.96) 0.60% (26.70) 0.99% (85.77) 0.80% (66.88) 0.86% 122.44 0.94% 339.65 1.04% 180.81 0.99% 147.10 0.48% 326.89 0.75% 238.33 0.77% 212.61 0.68% 160.76 0.91% 355.31 1.17% 124.08 1.18% 203.21 0.69% 126.11 0.92% 64.61 0.72% 58.31 1.06% 98.61 0.78% 28.29 0.91% 182.68 0.74% 156.71 0.68% 142.03 0.37% 0.93% (40.30) 0.46% (21.72) 0.54% 291.19 0.18% 6.49 0.62% 203.10 0.53% 98.93 0.54% 117.82 0.60% 256.55 0.38% 68.75 0.56% 194.76 0.57% - 0.62% 204.87 0.69% 151.28 1.14% (32.55) 0.82% 276.47 EFTA00288125

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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 SXSE 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 MY_TSY CREDIT SG_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT FI_TSY CREDIT FR_TSY CREDIT DE_TSY CREDIT lE_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 6,755 1,443 11,624 5,208 645 24,054 3,246 2,906 10,882 132 123 11,295 22,306 6,378 6,980 (171) 2,657 258 709 2,659 173 2,980 (108) 6,176 13 27 1,260 280 167 3,411 4,426 3,190 3,780 2,667 30,880 8,264 3,249 10,571 2,678 55 1,164 (45) 3,486 862 34,738 29,339 28,923 28,384 18,170 61,075 25,840 17,778 40,520 26,331 17,603 35,766 39,247 18,886 40,148 (13,856) (20,150) (24,622) 29,347 16,608 (13,636) 53,418 (50,168) (97,153) 15,817 18,144 (59,678) (92,252) (95,749) 75,147 76,813 74,240 75,130 74,397 78,270 54,986 78,610 50,187 67,396 11,569 23,440 (33,149) (23,423) 65,265 56,841 353.52 441.65 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,911.08 22.78 108.90 99.19 3.77 92.37 220.12 757.73 1,269.35 214.90 1,485.69 822.10 167.43 219.11 356.91 476.61 347.46 1,675.82 1,240.95 336.92 1,616.07 1,327.30 392.28 729.23 340.80 421.48 83.13 465.88 1,004.77 1,489.15 422.26 463.37 311.65 571.26 685.72 849.07 1,032.60 399.14 482.41 797.69 437.85 343.58 269.83 213.82 4,354.16 4,971.54 19.77 107.76 101.58 4.37 91.20 232.40 759.37 1,188.65 215.08 1,487.86 804.74 166.92 218.73 373.11 504.07 362.39 1,760.13 1,285.44 469.85 1,858.97 1,382.15 474.91 758.20 342.42 442.42 83.24 465.88 1,058.44 1,511.74 27.92 7.84 51.25 22.29 5.67 59.34 13.83 20.91 28.77 0.76 0.96 48.57 72.31 30.54 21.74 -2.60 13.70 1.64 2.90 5.37 1.74 57.66 1.76 15.50 0.23 0.33 7.39 0.96 0.75 17.14 22.07 16.48 19.60 13.59 176.88 53.11 15.69 71.59 13.24 1.21 12.72 0.17 0.00 19.08 4.32 0.70% (151.67) 0.63% 17.81 0.78% 149.53 0.82% 56.95 0.63% (37.74) 0.66% 389.49 0.91% (19.13) 0.78% 111.09 0.93% 338.37 0.66% 0.47 0.73% 19.47 0.65% 300.42 0.79% 129.11 1.11% 286.69 0.80% (96.00) 0.47% 38.16 0.96% 79.31 0.64% 71.37 0.83% (26.61) 2.98% (489.73) 0.73% 319.50 0.10% 53.95 0.12% (1.32) 0.41% (125.33) 0.36% 32.45 0.45% 50.58 0.29% 87.71 0.32% (238.99) 0.23% (4.39) 0.26% 122.31 0.26% 142.07 0.26% 130.55 0.26% 155.42 0.26% 113.47 0.22% 139.56 0.28% 190.43 0.26% 156.65 0.29% 170.63 0.30% 49.94 0.39% 32.34 0.39% 78.10 0.81% (208.10) 0.35% (94.90) 0.28% 260.15 0.35% 128.54 EFTA00288126