Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 130 Day Return: Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Win Profit Factor: Ratio: 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: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV 4/1/2014 Change on Day: | 1.389] MSCI World Change on 4/1/2014 85.76% 41.19% a Day Sse (+MTM) on Day No of Positions (-MTM) ead | sy poo eston | a Positions: 448 1,857,628 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HU BEEBE 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. 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. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 —— NAV 600,000.00 + T T T Yh gh T Vv SPP PP of PEP PEA’ gh gh T T T T T T T T T Pg? ? gag? 9? gh gh A sh oo” Ne a’ AN ww AN aw” EFTA00288127

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Atorus, LLC 4/1/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) MTM) | _Security | __ Notional _|%of Total Notional | _—Security _'| MTMGain | % Total NAV | 24 Positions 45 Positions | 28.15%] IBOV Index (22,524) 0.39% UTX US Equity 6,561 0.35% CO1 Comdty (24,622) 0.43% AEX Index 6,577 0.35% MEXBOL Index (26,146) 0.45% EDF FP Equity 6,785 0.37% INDEXCF Index (26,563) 0.46% SXXP Index 6,891 0.37% SE_TSY CREDIT (31,444) 0.55% ROG VX Equity 6,983 0.38% ZA_TSY CREDIT (33,149) 0.58% SX6P Index 7,003 0.38% SHCOMP Index (33,700) 0.59% SX7E Index 7,074 0.38% US_TSY CREDIT (50,168) 0.87% AMGN US Equity 7,140 0.38% JP_TSY CREDIT (59,678) 1.04% SMI Index 7,284 0.39% SXDP Index 61,075 1.06% PRU LN Equity 7,391 0.40% SPX Index 62,272 1.08% SXSE Index 7,439 0.40% CH_TSY CREDIT 65,265 1.13% ACA FP Equity 7,509 0.40% DK_TSY CREDIT 67,396 1.17% DAI GR Equity 7,561 0.41% STBCNZL Index 73,231 1.27% FTSEMIB Index 7,781 0.42% MyY_TSY CREDIT (73,802) 1.28% PSI20 Index 8,006 0.43% DE_TSY CREDIT 74,397 1.29% XLY US Equity 8,310 0.45% FR_TSY CREDIT 75,130 1.31% IT_TSY CREDIT 8,365 0.45% FI_TSY CREDIT 75,395 1.31% ASE Index 8,604 0.46% AT_TSY CREDIT 76,264 1.32% MMM US Equity 8,652 0.47% BE_TSY CREDIT 76,813 1.33% HEX Index 8,708 0.47% lE_TSY CREDIT 78,270 1.36% MDT US Equity 8,889 0.48% NL_TSY CREDIT 78,610 1.37% BAYN GR Equity 8,974 0.48% SG_TSY CREDIT (95,749) 1.66% BEL20 Index 8,992 0.48% CA_TSY CREDIT (97,153) 1.69% DAX Index 9,126 0.49% TMO US Equity 9,305 0.50% IBEX Index 9,886 0.53% BAC US Equity 10,497 0.57% ES_TSY CREDIT 10,581 0.57% INAV Impact by Category & Exposure LUXXX Index 10,701 0.58% Listed Equitytong 067% KFX Index 10,973 0.59% Listed Equity Short 0.043%| TYC US Equity 11,171 0.60% SXMP Index 11,422 0.61% fEquityCom short | —(.002% SXAP Index 11,463 0.62% lc2oRatestong |= 0.023% SXOP Index 11,767 0.63% SXIP Index 12,260 0.66% XLV US Equity 12,520 0.67% NDX Index 13,641 0.73% RTY Index 14,726 0.79% GILD US Equity 17,045 0.92% SPX Index 18,387 0.99% EFTA00288128

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SXTP Index 23,005 1.24% SXDP Index 23,893 1.29% ISEQ Index 26,097 1.40% 1E_TSY CREDIT 30,887 1.66% STBCNZL Index 36,078 1.94% Ec quityCom Short otal Short | G20Ratestong | G20 Rates Short P3845 | P| 103 | 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) EFTA00288129

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Atorus, LLC 4/1/2014 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 mre AMER 500,000 1,000,000 —= EquityCom (2,000,000) (2,000,000) (1,000,000) (3,000,000) G20 Rates ome NexEposure RHS Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 1,000,000 a CC CC 3 y Pe OS OP VP ek Fh oh 8 SPE a gh AY Vv Vv 477 v or gh gk iv 7 _ a PP WY a7 Sy’ At Ra s Ry a oO s) Fe oh vr gh EFTA00288130

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Atorus, LLC 4/1/2014 Current Gross Notional Risk by Category m APAC m@ EMEA m= AMER ® EquityCom = G20 Rates Performance Vs. MSCI World Index 245 1.95 1.75 iss 135 — Msciworld 115 ATORUS 0.95 0.75 + : r r r r T r r r : r r > Vv Vv Vv v Vv Vv Se) Se] > “el “el 5 b& & Soy SY oy YO Ow oy Yow YY YY PH hw” SN ANPP ANT NPP aN AN Noh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% ——— Rolling30DayRe 1.00% 0.80% alizedVol 0.00% \ T T T T T s T T T T Vb RY Re RR RD RD DD SP OP MP BP OP OM OS EP Ph? WP PP GP WW PM HM GW EFTA00288131

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Atorus, LLC 4/1/2014 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) | son MTM Gains(Losses) % of NAV "Signficant™ EFTA00288132

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Atorus, LLC 4/1/2014 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) 8.44 000270 KS Equity (454) (5,144) 51.62 56.18 1.05% (26.55) 005380 KS Equity 157 2,069 219.34 236.00 5.62 1.35% (1.10) 005490 KS Equity (137) (3,782) 273.49 283.36 -3.32 1.09% (61.05) 005930 KS Equity 73 (6,997) 1,278.17 1,264.92 1.16 0.90% (35.61) 012330 KS Equity 1,190 5,584 247.00 299.64 23.37 0.91% 89.58 1 HK Equity 621 8,073 15.56 16.75 7.95 0.97% 81.93 1299 HK Equity 57 3,402 4.71 4.79 2.14 0.78% 15.80 13 HK Equity 2,255 12,243 11.40 13.50 18.81 0.98% 200.07 16 HK Equity 258 (9,935) 12.66 12.33 3.69 0.70% (104.71) 27 HK Equity (7) 123 9.65 9.15 “2.95 1.84% 5.82 2914 JP Equity 168 (4,719) 32.47 31.31 3.11 1.14% (2.64) 3382 JP Equity 10 1,329 37.70 37.99 0.62 1.23% (8.25) 4063 JP Equity (36) (4,536) 56.40 56.85 0.65 1.22% 26.65 4502 JP Equity (6) 2,732 47.02 46.91 0.29 0.78% (24.30) 4689 JP Equity (232) 1,224 5.86 4.92 -11.56 1.64% (13.69) 5 HK Equity (2) (1,650) 10.14 10.15 0.15 0.95% (2.62) 5108 JP Equity (5) (247) 34.76 35.42 “1.61 1.19% (0.11) 5401 JP Equity 266 (5,511) 2.89 2.75 4.24 1.14% (47.16) 6301 JP Equity 2 (3,515) 20.64 20.63 0.04 1.17% 15.43 6752 JP Equity 1,176 4,145 9.01 11.57 16.66 1.70% 90.93 6902 JP Equity - - 47.96 1.44% : 6954 JP Equity 760 6,393 157.65 176.39 9.45 1.26% (24.25) 7201 JP Equity (14) (3,743) 8.85 8.88 -0.40 0.94% 7.04 7203 JP Equity (10) (5,260) 56.12 56.22 0.22 0.89% 29.53 7267 JP Equity 190 (4,885) 36.43 35.01 4.12 0.95% 19.01 762 HK Equity 217 (5,162) 1.38 1.32 3.26 1.29% (34.78) 7751 JP Equity 144 (6,865) 31.44 30.78 2.08 1.01% 31.02 8031 JP Equity 33 (4,225) 14.07 13.96 0.72 1.08% 40.70 8058 JP Equity (12) (999) 18.27 18.49 “1.31 0.94% 1.39 8306 JP Equity 126 (4,604) 5.65 5.50 2.09 1.31% (19.78) 8316 JP Equity 95 (3,375) 44.06 42.82 2.04 1.38% (9.48) 8411 JP Equity (8) (3,258) 1.99 2.00 0.30 0.81% (25.44) 8604 JP Equity 122 (3,159) 6.64 6.39 3.27 1.18% 14.47 8801 JP Equity (67) (1,386) 29.03 30.44 -3.39 1.44% (3.54) 8802 JP Equity 255 (5,009) 24.84 23.57 3.31 1.54% 21.17 9020 JP Equity 232 (6,726) 75.20 72.60 2.70 1.28% 98.35 941 HK Equity 1,225 (11,819) 10.19 9.14 10.11 1.03% (37.94) 9432 JP Equity 92 6,077 53.19 54.00 1.21 1.26% 43.04 9433 JP Equity 3,248 9,476 42.13 56.58 26.73 1.28% (191.09) 9437 JP Equity 109 (7,723) 15.62 15.40 1.47 0.96% 127.51 9983 JP Equity (89) 3,177 368.79 358.78 2.13 1.31% (57.50) EFTA00288133

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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 1,326 320 708 716 264 (172) (84) 255 (47) 238 225 7,509 237 192 (47) 1,163 31 125 2,975 405 7,140 704 318 (64) (356) 2,799 3,932 3,467 3,816 (39) 10,497 (12) 1,081 242 8,974 (318) (348) (491) (211) 1,212 (22) (18) 95 2,048 7,877 6,661 6,962 5,335 (5,786) (2,769) 6,721 4,097 (3,875) (3,395) 5,408 6,435 10,703 1,193 6,379 9,698 8,248 4,012 4,177 2,761 2,100 22,886 10,655 747 5,741 (6,870) (6,360) 10,373 12,676 11,669 12,432 (1,296) 10,884 (2,164) 7,333 6,088 621 11,757 (1,954) (5,395) (5,802) (4,057) 5,790 (6,644) (2,207) 2,447 46.70 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.86 19.11 19.19 6.83 95.44 77.97 72.36 63.79 110.56 134.80 48.66 42.47 142.27 142.59 95.40 76.29 342.36 28.92 82.74 81.31 71.56 49.80 50.40 49.96 123.81 8.82 3.91 97.30 53.22 73.49 76.64 8.70 12.96 12.74 59.69 10.12 43.17 15.73 52.34 76.92 539.31 26.10 26.06 51.94 7.47 7.51 105.90 38.42 17.93 17.92 16.32 98.95 79.37 77.19 63.32 123.82 135.31 50.17 72.72 170.08 170.12 125.17 81.33 342.36 30.53 83.51 85.86 90.88 65.25 65.37 65.29 127.56 17.33 3.94 111.64 55.33 73.49 135.13 10.12 13.79 13.82 62.79 12.24 43.32 15.86 54.37 36.07 6.15 12.78 11.28 5.78 -2.96 “3.27 4.53 1.91 447 4.86 101.80 7.30 2.16 12.03 1.44 14.06 0.59 3.66 74.88 21.99 21.73 29.68 9.86 0.00 7.18 1.34 8.03 34.61 37.15 37.37 38.34 3.64 97.40 0.47 14.63 4.56 0.00 74.68 8.50 4.13 5.36 5.59 18.20 -0.60 ~0.67 3.55 1.79% 0.66% 0.83% 0.91% 0.86% 1.00% 0.93% 0.84% 0.60% 1.38% 1.37% 1.36% 0.50% 0.83% 0.55% 0.51% 0.85% 0.64% 0.85% 0.95% 0.89% 0.89% 1.05% 0.67% 1.02% 0.77% 0.70% 0.70% 0.78% 0.83% 0.80% 0.80% 0.83% 0.99% 1.22% 1.01% 0.87% 0.92% 1.02% 1.91% 1.56% 1.58% 0.93% 1.15% 0.55% 1.21% 1.09% 66.89 24.37 81.88 86.02 71.77 (24.55) (3.72) 35.30 1.47 0.62 5.91 443.86 6.20 11.28 (1.75) 27.42 25.36 (30.72) 14.96 62.53 11.21 6.98 443.59 (96.53) 7.44 (30.43) (42.56) (51.26) 49.00 44.10 27.30 98.57 (19.96) 163.22 (30.77) 20.19 (52.67) 0.55 (112.23) (13.95) (29.41) (23.78) (69.81) 91.72 (13.13) (31.90) 9.40 EFTA00288134

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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 (309) (61) 122 276 (105) 656 175 (154) 232 1,465 6,132 12 1,558 104 358 574 837 290 339 (41) 548 1,564 417 357 434 (58) 91 1,625 398 3,960 6,523 1,279 589 1,267 820 (441) (40) 951 58 1,918 (208) 1,407 (71) 1,928 (497) 2,123 (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 2,139 2,976 13,307 9,007 1,267 7,821 (2,749) 4,011 18,685 8,334 17,408 18,900 12,873 8,111 12,425 6,077 (7,980) 1,264 5,151 7,080 2,054 5,387 (3,982) 8,914 (10,449) 11,707 (8,207) 12,633 17.51 34.33 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 48.91 32.90 89.30 68.12 49.35 36.20 142.29 94.53 59.14 82.53 40.65 36.26 51.38 35.87 51.30 67.68 66.64 115.61 64.09 56.89 19.39 21.79 25.07 28.70 63.89 112.39 60.33 18.75 34.02 68.98 309.66 31.49 35.37 315.11 31.39 67.26 127.10 $1.73 70.32 79.29 58.53 8.05 124.84 5.55 106.37 33.76 48.00 38.95 99.79 71.27 63.26 38.21 145.30 96.68 64.29 86.47 49.89 48.78 56.48 38.47 56.52 76.82 70.33 112.09 AN/AN/A 72.70 58.50 26.29 22.93 29.03 28.89 74.42 119.20 70.48 9.48 0.76 1.92 16.64 3.48 9.02 17.14 4.80 5.29 24.21 40.74 0.37 23.54 2.45 6.09 8.34 7.35 4.86 8.59 -1.67 16.89 18.79 6.58 31.19 5.30 1.58 2.40 16.83 8.34 26.71 42.36 16.31 9.30 16.48 15.00 11.19 5.44 0.00 19.84 2.00 32.21 6.85 21.36 0.87 28.22 11.03 28.28 0.74% 1.19% 0.93% 1.56% 1.14% 0.85% 0.87% 1.01% 0.52% 1.19% 1.10% 0.85% 1.20% 0.56% 0.60% 0.62% 1.39% 0.87% 1.32% 1.14% 1.09% 0.63% 0.70% 0.90% 1.05% 1.34% 0.95% 0.52% 0.57% 0.85% 0.81% 0.61% 0.78% 0.62% 0.90% 0.49% 0.58% 0.31% 0.68% 1.42% 1.11% 0.76% 0.74% 0.78% 0.58% 0.55% 0.59% (18.01) 19.88 130.34 23.85 (22.55) 14.30 2.55 (44.29) 21.90 38.55 (86.44) 33.67 180.98 3.91 20.74 (52.57) 63.66 53.63 14.91 18.90 18.98 (85.68) 30.15 119.91 (93.64) 48.02 (125.74) 21.70 (78.39) (30.04) 69.82 66.91 67.23 (23.07) 10.24 3.21 (79.28) 64.48 52.49 (73.57) 29.27 (7.01) (86.56) (18.83) (99.06) EFTA00288135

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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 7,561 (37) 2,990 4,366 559 4,569 14 2,374 1,864 19 1,043 2,456 180 4,358 2,643 (142) 736 200 267 6,785 1,015 29 261 2,344 417 146 2,108 1,368 587 1,344 207 (342) 1,057 7 452 (44) (40) 936 186 2,078 17,045 700 954 71 3,396 6 13,908 (1,700) 12,908 8,377 8,537 6,820 9,889 1,533 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 3,764 6,351 7,970 8,893 2,996 5,841 12,236 7,162 9,815 5,260 (3,621) 2,630 2,326 4,271 3,508 3,404 11,013 3,588 13,140 8,316 15,048 3,248 (4,634) 11,635 (2,999) 62.20 44.63 54.93 63.20 85.81 51.34 30.45 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 66.65 44.29 4.38 23.96 18.77 145.68 63.23 12.42 66.69 72.48 14.82 44.06 32.76 120.94 32.25 33.14 60.83 21.32 22.32 24.02 49.41 49.51 5.24 16.25 34.78 96.02 45.61 67.66 96.14 91.44 #N/AN/A 75.05 30.73 75.00 81.23 83.56 17.46 49.49 37.44 16.12 77.39 70.72 67.38 55.91 108.27 40.76 27.69 67.16 46.10 5.67 25.08 19.68 198.24 70.30 13.44 75.82 75.34 16.22 61.75 32.86 133.73 31.85 32.76 65.99 22.42 25.85 73.27 51.71 64.05 5.16 21.00 34.70 42.27 1.70 37.36 38.53 9.65 0.00 52.82 1.25 47.73 21.55 0.37 12.97 40.77 19.98 26.83 25.22 3.35 12.21 3.66 4.16 84.13 13.70 1.07 6.40 27.52 7.06 5.04 45.37 20.63 9.65 19.02 417 12.50 26.34 0.23 17.72 1.33 1.22 11.59 6.38 20.86 139.32 8.66 21.62 1.05 35.19 0.23 1.29% 237.25 1.29% (28.05) 0.62% 134.43 1.35% 190.90 0.68% 140.32 0.07% 0.87% 114.87 0.75% (22.58) 0.59% 25.96 0.87% 183.84 0.79% 59.13 0.83% 59.15 0.84% 165.29 1.37% 1.09 1.17% (81.00) 0.99% 144.48 0.48% 35.62 0.64% 127.62 0.82% 49.41 0.70% 52.73 o.se% — S24.tt 0.67% 83.47 0.71% 16.94 0.64% 92.30 1.07% 30.67 0.66% 22.51 0.97% 21.01 0.80% 69.58 0.54% 216.80 0.85% 94.72 0.72% 80.97 0.95% 15.16 0.76% (133.37) 1.52% 62.59 1.25% (8.93) 0.60% 42.87 0.95% 77.90 0.96% 82.67 0.73% 30.44 0.81% 7.86 0.76% (35.07) 0.54% (44.22) 1.36% 160.56 1.46% 20.70 0.83% 79.60 0.93% (28.53) EFTA00288136

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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 3,948 2,685 51 922 1,263 2,601 307 6,240 2,215 1,941 25 1,332 875 4,543 2,927 (103) 511 5,230 1,373 203 395 47 (50) 2,316 672 173 2,393 1,143 2,096 6,259 39 (110) 141 2,834 8,889 1,560 4,595 8,652 241 12,660 5,468 5,707 8,189 6,197 13,333 6,110 11,930 7,393 1,819 7,382 2,993 11,429 10,787 5,699 485 1,042 14,011 (4,597) 2,983 15,364 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 4,481 14,148 4,464 (3,347) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 8,721 862.28 110.98 26.22 24.60 49.22 66.67 40.79 61.10 25.45 10.16 5.54 192.66 36.12 23.94 1.93 14.98 15.00 67.84 147.96 41.00 73.04 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 50.96 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.36 1,131.20 165.47 26.45 27.37 59.25 79.68 42.84 93.06 33.08 10.17 6.99 194.27 40.33 25.88 3.47 14.98 15.04 82.01 151.27 48.01 97.90 60.72 109.41 32.73 38.57 83.07 81.20 199.70 1.26 58.96 163.30 186.08 49.48 82.88 88.80 74.80 11,845.43 185.11 98.00 175.55 34.64 61.68 53.53 19.48 #N/AN/A 136.20 37.36 45.17 53.84 1.31 9.91 21.71 27.46 4.30 83.40 26.65 0.12 41.63 1.30 17.09 13.66 59.80 0.00 0.20 31.13 -2.32 19.53 68.09 17.69 4.50 5.75 1.77 2.32 4.79 1.24 43.46 0.25 42.72 2.49 2.91 28.07 68.49 53.90 34.10 1.16 7.02 7.64 38.56 53.15 22.88 74.33 0.00 67.61 5.09 0.69% 134.15 0.91% 95.03 0.69% (49.96) 1.14% 5.06 0.94% 12.79 0.71% 121.72 1.03% 69.85 0.63% 111.35 1.12% 205.82 0.83% 3.54 0.63% (1.73) 0.64% 23.74 0.68% (65.47) 0.59% (3.78) 1.33% 242.78 1.57% 4.04 1.45% 6.13 0.67% 111.64 0.97% (16.92) 0.88% 52.05 0.50% (54.61) 0.91% (6.56) 0.57% (51.88) 0.80% (85.41) 0.38% 29.05 0.95% 0.26 0.85% (6.81) 0.68% (19.90) 0.94% 88.94 0.77% 12.75 0.78% 7.33 1.94% 14.97 0.76% 88.72 1.25% 271.09 0.73% (12.26) 0.87% 30.19 1.30% (258.30) 0.75% 56.51 0.47% 1.17 0.84% (16.85) 0.54% (4.47) 0.80% 178.25 0.90% 105.70 0.77% 156.80 1.17% 0.60% 169.83 0.54% (8.99) EFTA00288137

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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 845 1,447 216 1,375 659 372 4,496 2,414 766 1,973 646 4,054 159 6,003 1,150 2,028 4,604 5,056 (71) 838 1,887 (18) 885 59 (28) 4,878 209 407 1,232 (19) (19) 7,391 598 1,309 2,511 2,448 5,906 171 154 11,917 11,769 1,649 8,007 6,116 8,503 14,649 (7,392) 9,821 12,506 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) (3,029) 5,434 7,995 7,355 (2,814) (2,795) 3,043 2,836 7,423 (2,923) (3,123) 21,828 8,334 (10,166) 8,425 1,964 1,984 10,521 10,104 6,030 16,340 12,547 19,920 6,737 4,217 6,391 106.02 50.18 27.57 35.30 197.70 31.32 72.62 34.95 69.64 11.87 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 13.87 956.05 251.49 82.24 6.54 6.95 26.10 78.47 85.47 75.96 35.78 35.76 12.76 159.19 64.65 113.54 66.83 68.46 52.22 73.28 76.23 113.53 49.72 56.35 31.18 41.37 219.01 32.69 8.92 94.91 23.54 75.07 13.75 74.40 7.54 77.75 84.75 45.26 97.50 84.38 0.11 164.50 14.85 41.63 94.81 13.16 13.83 1,234.11 257.16 82.89 6.61 6.94 31.94 80.44 35.27 82.05 87.07 35.44 35.43 21.73 168.60 78.69 130.99 79.87 88.75 53.55 73.36 78.07 10.78 14.57 11.30 20.48 16.70 5.62 44.63 21.81 13.83 29.92 13.74 79.49 3.64 38.26 12.22 28.16 35.26 34.71 3.31 9.96 28.72 0.34 0.61 0.16 24.02 2.64 1.49 0.53 0.09 33.81 5.49 6.07 18.75 1.18 1.18 69.32 11.11 24.71 31.17 28.69 57.89 2.33 0.19 448 0.66% 0.82% 0.84% 1.16% 0.84% 0.65% 0.78% 1.98% 0.69% 1.50% 0.56% 0.53% 0.91% 1.13% 0.94% 0.86% 1.00% 0.73% 0.84% 2.81% 0.71% 1.55% 0.82% 0.71% 1.75% 1.77% 1.21% 0.85% 0.53% 1.82% 1.82% 0.66% 0.46% 1.05% 0.66% 0.78% 0.81% 0.79% 1.01% 0.53% 0.88% 0.49% 0.68% 0.51% 1.09% 0.55% 0.54% (63.34) 0.59 45.10 6.15 (74.32) (147.68) 25.93 (56.21) (0.32) 43.51 (3.66) 49.18 (57.94) 42.72 (128.62) 142.71 (48.90) (6.63) (3.31) 106.84 63.25 (45.18) (2.72) 1.76 (112.42) 5.45 (58.23) 6.55 (35.74) (35.71) 307.67 (4.68) 146.86 128.10 257.59 22.25 5.12 (18.77) EFTA00288138

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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 260 209 108 122 196 6,983 119 310 (7) 1,174 978 53 (61) 3,221 815 961 1,449 11 65 19 1,644 252 695 23 (176) 365 (203) 577 (435) (191) 247 B 67 505 3,018 114 16 156 9,305 684 (227) 56 1,013 737 4,065 4,084 5,774 6,240 1,264 4,599 4,934 17,035 7,587 7,173 (6,174) 7,256 6,095 3,893 4,196 5,096 7,836 4,504 5,345 7,174 (7,500) 5,537 3,342 10,006 (6,124) 9,825 3,676 (2,787) 6,518 (4,644) 6,088 (8,069) (8,928) 8,245 3,631 3,406 (10,717) 9,492 6,561 4,427 (6,829) 10,218 5,823 (4,172) 4,763 (7,398) 5,234 34.51 36.63 37.72 302.78 59.05 54.73 54.04 212.78 65.40 47.60 103.67 8.35 8.42 80.48 80.56 75.09 44.08 114.69 114.81 81.27 642.17 43.08 163.29 80.46 21.91 26.16 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 36.72 36.71 39.09 308.03 59.07 56.18 56.19 300.01 66.43 49.66 103.79 9.70 9.77 81.39 81.57 74.21 62.20 135.44 135.47 97.68 632.64 43.58 164.23 93.68 21.01 28.01 69.57 34.87 89.03 34.82 27.13 378.88 34.93 46.74 15.88 15.82 60.58 61.04 4.67 7.61 113.16 121.49 66.00 46.13 84.55 4.88 137.16 11.35 0.43 6.19 1.19 0.02 1.91 3.01 61.51 3.20 4.61 0.13 15.79 15.57 1.30 1.43 1.31 30.97 16.20 17.41 25.43 1.52 2.18 0.92 21.98 447 9.51 0.58 10.56 5.13 -7.20 8.41 -7.69 -3.64 5.69 2.31 2.33 5.71 47.73 2.88 0.41 2.80 127.69 15.29 9.01 2.40 11.22 17.33 0.56% 0.53% 0.58% 1.46% 1.27% 1.39% 1.32% 0.67% 0.49% 0.94% 0.91% 1.02% 1.03% 0.87% 0.88% 0.91% 1.33% 1.12% 1.03% 0.79% 0.98% 0.53% 0.63% 0.75% 0.92% 0.74% 1.10% 0.60% 1.09% 0.61% 1.13% 0.70% 0.59% 0.53% 0.87% 0.85% 0.83% 0.67% 0.60% 0.89% 0.82% 0.71% 0.77% 0.60% 0.49% 1.22% 0.81% 4.94 3.18 (22.66) 145.83 0.59 33.67 38.01 (51.45) 41.76 (72.20) 54.14 148.52 119.16 16.70 16.83 42.99 293.76 11.82 14.57 2.27 (76.90) (32.95) 4.05 139.46 (12.22) (99.11) (0.71) 6.21 18.19 17.63 120.08 10.56 66.68 (38.02) 6.56 0.66 (23.33) 105.72 (50.13) 49.35 (15.80) 211.14 26.02 (54.96) (18.42) (139.31) (11.06) EFTA00288139

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TWX US Equity (53) 7,395 66.40 65.93 0.89 0.80% 78.64 TXN US Equity 4,353 12,205 34.93 47.39 47.52 0.75% 75.75 TYC US Equity 11,171 24,080 29.17 42.70 66.09 0.70% 392.01 UBS US Equity 472 5,489 19.43 21.10 8.15 1.05% 113.16 UBSN VX Equity 389 5,158 19.51 20.98 7.05 1.07% 97.93 UCG IM Equity 3,564 5,391 5.58 9.27 40.29 1.64% 129.91 ULVR LN Equity : 857 42.34 42.34 0.00 0.89% (8.65) UNA NA Equity - 971 40.89 40.89 0.00 0.78% (6.90) UNH US Equity 2,802 10,037 64.08 81.97 34.98 0.80% 12.34 UNP US Equity 1,615 12,014 165.36 187.59 18.98 0.71% 3.32 UPS US Equity 3,241 14,806 79.87 97.35 47.22 0.46% (15.48) USB US Equity 3,386 14,238 34.71 42.97 36.92 0.64% 59.01 UTX US Equity 6,561 15,190 82.05 117.49 59.58 0.72% 191.07 V US Equity 6,471 7,870 118.43 215.81 101.39 0.81% 66.77 VALE US Equity 328 (3,908) 15.08 13.81 6.60 1.27% 36.04 VALE3 BZ Equity 364 (4,586) 15.04 13.85 5.76 1.38% 47.58 VIAB US Equity 3,973 9,272 60.42 86.30 57.46 0.75% 167.40 VIV EP Equity 175 2,668 26.19 27.91 7.74 0.85% (6.74) VMW US Equity 1,152 4,785 89.16 110.62 18.28 1.32% 129.12 VOD LN Equity 230 (2,998) 3.98 3.67 4.64 1.65% 6.23 VOD US Equity 221 (2,893) 39.69 36.66 4.60 1.66% 7.40 VOW3 GR Equity 7 1,833 253.13 263.76 3.07 1.37% 28.56 VRX CN Equity 704 1,611 92.95 133.59 32.10 1.36% 48.46 VRX US Equity 815 1,880 93.20 133.61 32.90 1.32% 59.12 VTIUS Equity 653 5,134 86.91 97.96 28.52 0.45% 35.40 VWO US Equity (98) (7,247) 40.33 40.88 “1.61 0.84% (42.54) VZ US Equity B (6,121) 48.12 47.55 1.70 0.70% 9.27 WBC AU Equity 337 5,265 29.97 31.88 7.31 0.87% (41.97) WES AU Equity (134) 8,616 38.64 38.05 2.31 0.67% (68.18) WEC US Equity 3,300 11,232 38.43 49.72 46.24 0.64% 8.28 WLP US Equity 3,519 10,369 74.31 99.53 39.53 0.86% (12.92) WMT US Equity 133 6,408 75.31 76.87 3.51 0.59% 33.67 WOW AU Equity : 928 32.94 32.94 0.00 0.82% (8.33) XOM US Equity 1,020 13,076 90.48 97.54 12.02 0.65% (50.50) XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 243 1,282 30.64 36.45 15.27 1.24% 12.63 YUM US Equity 213 7,151 73.86 76.06 3.95 0.75% 80.44 ZURN VX Equity 391 6,394 291.95 309.78 8.77 0.70% 79.73 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 18,387 62,272 1,455.70 1,885.52 61.17 0.48% NDX Index 13,641 46,686 2,831.19 3,658.40 45.69 0.64% RTY Index 14,726 39,938 868.48 1,188.70 49.61 0.74% EFTA00288140

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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 TOP4O0 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 429 301 (151) (593) 3,044 9,126 1,719 9,886 7,284 7,781 8,006 26,097 3,973 6,577 8,992 10,701 10,979 8,708 2,630 312 8,604 2,447 264 1,168 925 152 110 1,433 646 421 36,078 (110) (70) 5,337 (16) 5,949 547 2,497 6,129 299 8,310 362 3,961 12,520 6,891 11,463 5,056 21,325 (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 8,402 19,369 23,665 (26,563) 25,595 27,288 14,214 10,467 (33,700) 16,618 20,105 73,231 (6,119) (4,778) 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 12,788.48 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 3,399.02 1,282.88 84.83 39.61 3,920.67 362.49 141.32 2,863.98 344.53 1.81 4,880.68 40.76 67.11 184.03 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 13,045.95 3,106.55 22,224.84 805.12 11,071.94 13,251.20 6,107.99 14,436.98 9,577.88 30,238.88 10,672.68 7,009.76 7.33 559.67 4,348.58 2,101.53 129.91 10,325.20 213.19 3,525.43 1,852.73 93.60 39.21 4,099.66 374.79 142.83 2,894.08 329.88 1.88 4,982.83 #N/AN/A 41.49 68.10 252.86 41.14 22.38 41.17 36.78 52.70 42.99 65.62 89.59 47.54 58.86 464.10 729.36 405.50 495 1.28 0.48 8.89 12.91 24.86 10.46 27.84 25.14 32.04 30.01 62.42 21.82 20.52 25.81 39.47 28.97 22.16 11.50 3.10 37.73 15.20 0.48 §.11 474 1.08 1.29 4.69 5.17 3.02 134.32 “1.91 -3.17 67.30 “1.57 70.79 12.12 33.51 60.67 8.88 67.23 8.51 41.59 82.51 22.65 33.53 13.69 0.41% 100.33 0.90% (59.71) 1.40% 101.62 1.23% (54.62) 0.59% 254.75 1.00% 316.00 0.82% 215.94 0.90% 681.86 0.66% 90.78 0.96% 403.52 1.10% 1.04% 0.49% 180.32 0.76% 384.49 0.79% 467.48 0.68% 63.53 1.00% 128.23 0.99% 299.98 1.20% 124.43 1.18% 199.89 0.68% (70.19) 2.05% (195.78) 0.89% 79.96 0.71% 75.83 0.99% (102.53) 0.82% 142.32 o.s1%| (312.40) 0.75% 123.72 0.69% (76.82) 0.37% 0.94% (70.33) 0.46% (29.92) 0.56% 179.18 0.19% (23.25) 0.62% 35.02 0.54% (62.62) 0.58% 181.67 0.63% 157.50 0.37% (15.39) 0.60% 401.17 0.58% 45.99 0.64% 103.88 0.62% 230.05 0.70% 402.46 120% 760.83, 0.79% 13.24 EFTA00288141

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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 7,003 1,607 12,260 5,576 645 23,893 3,261 3,149 11,767 236 193 11,422 23,005 7,074 7,439 42 2,666 741 164 2,240 240 2,997 (50) 6,231 32 (54) 1,455 87 281 3,365 4,318 3,166 3,682 2,652 30,887 8,365 3,205 10,581 2,692 74 1,137 258 (95) 3,476 740 34,738 31,225 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 (17,020) (20,150) (24,622) 29,347 16,608 (17,008) 53,418 (50,168) (97,153) 21,119 24,072 (59,678) (73,802) (95,749) 76,264 76,813 75,395 75,130 74,397 78,270 54,986 78,610 50,187 67,396 17,996 24,736 (33,149) (31,444) 65,265 56,841 353.52 443.04 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 92.85 220.12 757.73 1,269.35 215.01 1,484.58 822.10 167.43 219.11 357.13 476.61 347.68 1,675.82 1,240.95 336.92 1,616.07 1,327.30 392.28 729.23 341.58 422.50 83.13 465.88 1,004.77 1,489.15 424.79 465.83 316.54 577.52 685.71 847.46 1,033.11 403.83 490.71 800.84 439.58 344.51 272.90 219.72 4,396.51 4,910.07 19.76 105.62 99.74 4.28 91.54 232.47 758.49 1,187.93 215.34 1,481.23 802.05 167.23 218.47 372.89 503.40 362.28 1,757.96 1,285.19 469.88 1,861.93 1,381.42 474.99 758.36 342.98 441.92 82.48 467.29 1,058.29 1,508.54 28.65 8.38 51.28 22.91 5.73 59.85 14.06 22.00 29.35 1.36 151 49.70 73.47 31.41 22.60 0.50 14.66 4.28 0.65 5.00 1.96 59.55 0.81 15.93 0.42 0.51 8.24 0.38 1.33 17.67 22.86 17.19 20.15 14.41 181.80 57.16 16.45 76.40 14.12 1.18 11.92 0.97 0.91 19.82 3.94 0.70% 249.29 0.61% 174.41 0.83% 646.65 0.86% 371.71 0.62% (0.45) 0.65% (161.32) 0.90% 14.50 0.80% 245.68 0.66% 104.84 0.73% 70.05 0.64% 126.98 0.80% 1.19% 0.82% 462.92 0.50% 210.96 0.90% 11.08 0.70% 503.70 0.86% 2.70% 0.72% (64.30) 0.09% 17.65 0.12% 58.08 0.40% 62.62 0.36% 25.57 0.45% (107.02) 0.30% 204.35 0.31% (137.23) 0.22% 114.15 0.25% (46.95) 0.25% (107.84) 0.24% (23.85) 0.24% (97.16) 0.25% (14.98) 0.22% 6.97 0.27% 100.87 0.25% (43.21) 0.28% 10.24 0.28% 14.79 0.35% 29.55 0.39% (29.24) 0.80% 305.02 0.33% (94.88) 0.27% (9.74) 0.33% (121.89) EFTA00288142