Atorus, LLC 4/2/2014 Current Date: Change on Day: 0.18% Total Return since 1/1/12: MSCI World Change on 712M Return: Day T90 Day Return: No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: Current Short Exposure @ Cost: No of Positions (-MTM) ey | aa peatons: | aa Positions: 448 (1,075,774) Net Exposure: 3,670,672 Starting Capital: Current NAV: 1,860,255 Current Leverage (Gross Exposures): 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 BEBE 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: 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 SH SH Sh Mh SD DP DP gr Dm gr gh om PPP PPP” Hh” o_o” PEP APE PE PEPE PE WT gE am EFTA00288143

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Atorus, LLC 4/2/2014 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 | 28.43%] XAG Curncy (20,150) 0.35% ROG VX Equity 6,733 0.36% CO1 Comdty (24,622) 0.42% EDF FP Equity 6,854 0.36% MEXBOL Index (26,146) 0.45% SXXP Index 6,861 0.37% INDEXCF Index (26,563) 0.46% SX7E Index 6,878 0.37% ZA_TSY CREDIT (33,149) 0.57% UTX US Equity 6,949 0.37% SHCOMP Index (33,700) 0.58% CMCSK US Equity 6,981 0.37% SE_TSY CREDIT (39,490) 0.68% AMGN US Equity 7,312 0.39% US_TSY CREDIT (50,168) 0.86% SXSE Index 7,345 0.39% JP_TSY CREDIT (59,678) 1.03% FTSEMIB Index 7,368 0.39% SXDP Index 61,075 1.05% SMI Index 7,372 0.39% SPX Index 62,272 1.07% ACA FP Equity 7,461 0.40% CH_TSY CREDIT 65,265 1.12% DAI GR Equity 7,550 0.40% DK_TSY CREDIT 67,396 1.16% PRU LN Equity 7,628 0.41% STBCNZL Index 73,231 1.26% PSI20 Index 7,703 0.41% DE_TSY CREDIT 74,397 1.28% IT_TSY CREDIT 8,179 0.44% FR_TSY CREDIT 75,130 1.29% XLY US Equity 8,503 0.45% FI_TSY CREDIT 76,550 1.31% MMM US Equity 8,576 0.46% BE_TSY CREDIT 76,813 1.32% ASE Index 8,752 0.47% AT_TSY CREDIT 77,381 1.33% HEX Index 8,776 0.47% IE_TSY CREDIT 78,270 1.34% BAYN GR Equity 8,821 0.47% NL_TSY CREDIT 78,610 1.35% BEL20 Index 8,846 0.47% MY_TSY CREDIT (92,252) 1.58% MDT US Equity 8,904 0.47% SG_TSY CREDIT (95,749) 1.64% DAX Index 9,113 0.49% CA_TSY CREDIT (97,153) 1.67% TMO US Equity 9,418 0.50% IBEX Index 9,643 0.51% BAC US Equity 10,348 0.55% ES_TSY CREDIT 10,421 0.55% LUXXX Index 10,814 0.58% INAVImpact by Category & Exposure TYC US Equity 11,089 0.59% Listed Equitytong | 847% KFX Index 11,192 0.60% Listed Equity Short |=. 73%) SXMP Index 11,320 0.60% lEquityComtong | «(05% SKAP Index 11,364 0.61% lEquityCom Short |= 0.045%| SXOP Index 11,549 0.61% c2oRatestong | 0.170% SKIP Index 12,287 0.65% XLV US Equity 12,685 0.68% NDX Index 13,766 0.73% RTY Index 14,915 0.79% GILD US Equity 17,374 0.92% XAU Comdty 18,117 0.96% SPX Index 18,617 0.99% EFTA00288144

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SXTP Index 22,980 1.22% SXDP Index 23,849 1.27% ISEQ Index 25,952 1.38% 1E_TSY CREDIT 30,780 1.64% STBCNZL Index 36,078 1.92% Ea quityCom Short otal Short |G2ORatestong | G20 Rates Short | 346 | P 102 | 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) EFTA00288145

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Atorus, LLC 4/2/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 3,000,000 — APac + 2,000,000 — EMEA owe AMER 1,000,000 — EquityCom G20 Rates oomeee NexEposure RHS (2,000,000) (2,000,000) (2,000,000) (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 1,000,000 ————w AMER —— EquityCom mmr G20 Rates 500,000 Vv vv Vv v Vv a7 2 5 ) Oy » Ne) “a ® Se OP BP OVP OM VP PM OM OS OP PE RR PE RE PP PE PEPE HAP gH PH PH WY PH WE HE WH Wg EFTA00288146

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Atorus, LLC Current Gross Notional Risk by Category 4/2/2014 244,053 581,624 m APAC m EMEA m= AMER = EquityCom = G20 Rates Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% —— Rolling30DayRe alizedVol EFTA00288147

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Atorus, LLC 4/2/2014 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) | sas MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) EFTA00288148

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Atorus, LLC 4/2/2014 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 (476) (4,115) 51.62 57.59 -10.45 1.11% (91.72) 005380 KS Equity 157 2,339 221.14 236.03 5.28 1.27% 0.22 005490 KS Equity (117) (3,782) 273.49 281.94 -2.87 1.08% 18.39 005930 KS Equity 17 (6,997) 1,278.17 1,275.03 0.27 0.91% (56.06) 012330 KS Equity 1,253 5,584 247.00 302.42 25.05 0.90% 63.51 1 HK Equity 822 8,073 15.56 17.14 10.08 1.01% 205.49 1299 HK Equity 107 3,402 4.71 4.86 4.05 0.78% 51.25 13 HK Equity 2,331 12,243 11.40 13.57 19.15 0.99% 76.74 16 HK Equity (88) (9,935) 12.66 12.77 “1.12 0.79% SSH) 27 HK Equity (5) 123 9.66 9.30 2.14 1.83% 1.88 2914 JP Equity 164 (4,719) 32.47 31.34 3.11 1.12% (4.26) 3382 JP Equity 9 1,329 37.70 37.96 0.59 1.17% (0.94) 4063 JP Equity (47) (4,536) 56.40 56.99 0.88 1.18% (11.33) 4502 JP Equity (25) 2,732 47.02 46.60 117 0.77% (18.31) 4689 JP Equity (212) 1,224 5.89 5.02 -10.31 1.68% 19.66 5 HK Equity (16) (2,429) 10.14 10.21 0.71 0.94% (13.86) 5108 JP Equity (5) (164) 34.76 35.75 251 1.14% (1.47) 5401 JP Equity 211 (5,511) 2.89 2.78 3.57 1.07% (59.01) 6301 JP Equity (33) (3,515) 20.64 20.83 0.79 1.19% (34.15) 6752 JP Equity 1,291 4,145 9.01 11.82 18.31 1.70% 117.85 6902 JP Equity 48.51 1.44% : 6954 JP Equity 731 6,393 157.65 175.68 9.43 1.21% (29.00) 7201 JP Equity (83) (3,743) 8.85 9.04 2.37 0.94% (67.34) 7203 JP Equity (50) (5,260) 56.12 56.65 “1.09 0.88% (39.75) 7267 JP Equity 122 (4,885) 36.43 35.52 2.65 0.94% (73.21) 762 HK Equity 221 (5,162) 1.38 1.32 3.33 1.29% 4.48 7751 JP Equity 112 (6,865) 31.44 30.93 1.67 0.97% (33.84) 8031 JP Equity (41) (4,225) 14.07 14.20 0.91 1.08% (73.80) 8058 JP Equity (11) (666) 18.27 18.58 “1.86 0.92% (3.11) 8306 JP Equity 45 (4,604) 5.65 5.60 0.79 1.23% (83.95) 8316 JP Equity 8 (2,531) 44.06 43.92 0.23 1.35% (65.52) 8411 JP Equity (48) (2,443) 1.99 2.03 “2.58 0.76% (41.17) 8604 JP Equity 82 (3,159) 6.64 6.47 2.26 1.14% (42.42) 8801 JP Equity (62) (924) 29.03 30.98 -4.63 1.45% (15.36) 8802 JP Equity 108 (5,009) 24.84 24.30 1.37 1.57% (158.47) 9020 JP Equity 209 (6,726) 75.20 72.86 2.48 1.25% (25.24) 941 HK Equity 1,142 (11,819) 10.19 9.21 9.20 1.05% (102.13) 9432 JP Equity 96 6,077 53.19 54.03 1.32 1.19% 3.62 9433 JP Equity 3,098 9,476 42.13 55.91 26.84 1.22% (147.93) 9437 JP Equity 110 (7,723) 15.62 15.39 155 0.92% 0.51 9983 JP Equity (61) 3,177 368.94 362.05 “1.53 1.24% 28.35 EFTA00288149

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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 1,384 359 706 713 377 (196) (240) 309 (47) 97 7,461 233 238 87 (32) 1,258 (0) 146 2,950 539 405 7,312 734 (3) 331 (112) (405) 2,740 4,064 3,536 3,929 (88) 10,348 (43) 994 216 (2) 8,821 (370) (0) (284) 1,226 (65) (57) 117 2,048 7,877 6,661 6,962 5,335 (4,339) (5,538) 6,721 4,097 (4,216) (3,723) 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 (937) 5,741 (6,870) (6,360) 10,373 12,676 11,759 12,527 (2,592) 10,884 (1,623) 7,333 6,088 1,310 11,757 (1,954) 466 466 (4,057) 5,790 (6,644) (1,655) 2,447 46.70 518.25 23.59 23.63 49.49 7.25 7.29 102.03 38.86 19.01 19.07 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 50.49 50.05 123.81 8.82 3.91 97.30 $3.22 73.37 76.64 8.70 14.14 14.14 59.69 10.12 43.17 15.73 52.34 78.26 541.85 26.09 26.05 52.98 7.58 7.61 106.71 38.42 18.58 18.57 16.26 98.90 79.70 77.64 63.47 124.90 134.80 50.43 72.47 170.02 170.10 125.88 81.54 343.59 30.59 84.08 86.50 90.47 65.77 65.67 65.74 128.03 17.21 4.02 110.49 55.11 73.24 134.13 10.35 14.14 14.14 63.87 12.26 43.60 16.27 54.85 38.31 7.30 13.09 11.67 7.66 AAS 4.53 5.38 1.93 1.56 1.81 105.43 7.19 2.74 12.84 0.97 14.89 0.01 4.25 73.68 21.99 21.73 30.89 10.59 0.36 7.59 2.44 9.20 34.59 40.91 41.66 43.03 417 98.67 -2.09 13.10 4.04 -0.19 72.38 9.52 0.00 0.00 -7.16 18.54 1.76 2.85 4.33 1.76% 0.62% 0.81% 0.88% 0.92% 1.01% 0.96% 0.85% 0.59% 1.45% 1.45% 1.31% 0.50% 0.81% 0.57% 0.52% 0.87% 0.65% 0.86% 0.96% 0.89% 0.89% 1.03% 0.65% 1.00% 0.76% 0.67% 0.69% 0.76% 0.78% 0.72% 0.73% 0.82% 0.96% 1.27% 1.03% 0.88% 0.92% 1.04% 1.99% 1.63% 1.63% 0.98% 1.14% 0.56% 1.21% 1.11% 59.73 38.87 (2.82) (2.97) 114.27 (62.49) (67.37) 54.23 (0.24) (154.47) (139.85) (47.93) (3.69) 46.31 7.46 15.12 95.54 (31.34) 21.82 (24.31) (1.20) (0.34) 172.23 29.62 (3.36) 12.57 (46.40) (44.22) (59.16) 133.02 68.99 113.67 (9.33) (147.87) (32.83) (85.62) (25.36) (4.45) (151.20) (36.42) 11.67 10.65 (64.89) 13.53 (42.69) (41.79) 22.61 EFTA00288150

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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 (346) 43 194 280 (138) 634 192 (201) 206 1,511 6,090 1,595 133 398 546 705 326 297 (38) 576 1,871 398 365 397 (103) 108 1,646 4,297 6,981 1,299 688 1,277 848 (482) 962 50 1,990 (155) 1,451 (51) 1,978 (490) 2,093 (4,379) 6,689 6,839 1,066 (2,643) 8,609 1,171 (3,166) 8,370 5,212 13,669 (3,684) 5,498 7,633 9,797 11,056 (8,171) 6,846 2,976 2,852 2,976 13,589 9,551 1,267 7,821 (3,342) 4,011 18,685 8,334 17,408 18,900 12,873 8,454 12,425 6,077 (7,980) 1,014 5,151 7,080 2,054 5,387 (2,986) 8,914 (10,449) 11,707 (8,207) 12,764 17.51 34.33 67.77 245.93 30.29 32.86 274.17 29.93 65.44 99.22 35.71 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.31 48.70 32.90 89.53 68.28 49.35 36.20 142.82 94.53 59.09 82.53 40.65 36.26 51.38 35.98 51.30 67.68 66.64 111.44 64.09 56.89 19.39 21.79 25.07 28.70 63.89 112.39 60.42 18.89 34.55 69.70 310.59 31.87 35.28 319.01 31.82 67.05 127.99 $1.62 70.45 79.71 58.74 8.08 124.54 5.65 106.90 33.34 48.06 39.26 101.85 71.12 63.55 38.04 147.23 97.06 64.29 86.57 50.68 49.66 56.56 38.91 56.57 77.12 70.67 111.44 AN/AN/A 72.80 58.28 26.55 22.92 29.15 28.84 74.69 119.10 70.33 10.39 0.52 2.98 17.03 -4.60 9.05 18.22 6.11 4.72 24.26 41.67 0.15 23.81 3.21 6.89 8.09 6.12 5.41 7.32 1.22 18.04 20.17 6.02 31.55 439 2.28 2.79 18.16 8.90 30.34 46.38 16.89 11.52 17.13 16.11 “11.85 0.00 0.00 20.13 1.72 32.76 6.89 21.68 ~0.64 28.49 “11.47 27.48 0.76% (31.59) 1.24% 105.46 0.95% 73.08 1.54% 4.06 1.14% (30.40) 0.81% (21.82) 0.90% 16.89 1.04% (41.36) 0.52% (26.47) 1.20% 47.09 1.07% (41.94) 0.83% (7.04) 1.22% 37.66 0.54% 28.93 0.59% 40.04 0.61% (27.87) 1.41% (160.40) 0.88% 35.77 1.37% (40.72) 1.08% 3.83 1.07% 27.58 0.68% 318.63, 0.69% (20.16) 0.91% 7.44 1.02% (36.28) 1.35% (42.97) 0.96% 16.40 0.48% 0.73 0.55% 10.44 0.81% 0.80% 0.60% 20.12 0.71% 103.97 0.60% 10.40 0.87% 27.78 0.51% (36.16) 0.58% (5.84) 0.31% 0.68% 11.20 1.43% (7.82) 1.13% 72.27 0.75% 0.62 0.75% 44.63 0.77% 20.08 0.59% 50.00 0.52% 6.51 0.60% (31.18) EFTA00288151

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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 FP Equity GIM Equity GE US Equity GILD US Equity GIS US Equity GLE FP Equity GLEN LN Equity GLW US Equity GM US Equity 7,550 (34) 3,076 4,301 584 4,444 4 2,433 1,925 81 1,169 2,503 213 4,254 2,727 (92) 797 171 313 6,854 1,107 65 309 2,192 375 139 2,095 1,457 558 1,328 298 (379) 1,134 46 490 28 37 206 2,156 17,374 689 986 33 3,625 8 13,908 (1,134) 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) 9,768 6,678 9,210 9,189 10,986 4,510 6,885 8,087 9,421 2,996 5,841 12,424 7,548 9,815 5,260 (3,621) 2,630 2,901 4,271 3,508 3,404 11,013 3,588 13,140 8,316 15,905 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 62.67 54.29 105.22 23.45 25.35 66.84 44.45 4.39 24.02 18.77 145.68 63.33 12.47 66.69 72.48 14.82 44.06 32.89 120.94 32.25 33.15 60.83 21.32 22.32 24.02 49.52 49.51 5.24 16.25 34.78 95.97 45.98 68.02 95.66 91.68 #N/AN/A 74.40 30.52 75.41 81.65 84.37 17.66 49.73 38.91 16.03 77.88 70.33 67.79 55.68 108.79 40.93 27.91 67.80 46.44 5.58 24.97 19.64 197.93 70.76 13.39 75.71 76.59 16.37 63.05 33.41 134.80 32.51 33.51 65.84 22.54 25.98 74.22 51.67 64.54 5.20 21.32 34.69 42.47 2.33 37.68 37.59 10.12 0.00 50.67 0.33 48.09 22.32 1.59 13.94 40.98 21.65 25.81 25.84 2.12 14.37 3.10 4.84 86.62 14.53 1.99 7.13 24.73 6.00 4.83 45.79 21.60 8.61 19.08 5.67 13.53 28.09 1.23 19.30 0.81 1.06 11.19 6.94 22.00 138.39 8.29 22.30 0.49 36.12 0.28 1.28% (10.66) 1.29% (8.93) 0.63% 86.82 1.37% (64.41) 0.68% 24.66 0.07% 0.89% (123.87) 0.73% (10.61) 0.60% 58.91 0.87% 61.29 0.80% 62.63 0.86% 126.70 0.86% 47.02 1.49% 34.34 1.19% (103.51) 0.99% 84.17 0.49% 48.62 0.57% 63.50 0.83% (28.74) 0.70% 45.81 0.86% 69.75 0.69% 92.22 0.73% 44.22 0.63% 52.40 1.10% (152.01) 0.66% (43.51) 0.96% (6.60) 0.78% (12.65) 0.54% 91.29 0.86% (30.82) 0.71% (15.81) 1.00% 92.48 0.77% (30.16) 1.54% 79.37 1.30% 49.96 0.59% 38.19 1.00% 74.03 1.02% 78.63 0.74% (27.89) 0.83% 20.02 0.75% 77.88 151% 332.90 0.52% (11.94) 1.36% 32.06 1.46% (38.90) 0.86% 232.44 0.92% 1.36 EFTA00288152

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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 3,965 2,757 854 1,341 2,689 330 6,388 2,314 1,919 10 1,339 4,512 10 24 3,154 (109) 578 5,265 1,335 223 379 81 (52) 79 2,426 12 687 100 200 2,373 1,176 2,104 6,438 36 (131) 144 2,983 8,904 1,577 4,629 8,576 279 12,660 5,468 5,707 8,189 6,395 13,333 6,110 11,930 7,393 2,734 7,412 4,001 11,682 10,787 5,699 1,002 1,568 14,011 (4,597) 2,995 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 4,692 14,148 4,464 (4,463) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 9,167 862.28 110.98 26.22 24.60 49.49 66.67 40.79 61.10 25.45 10.16 5.54 192.82 36.21 23.94 1.93 15.11 15.11 67.84 147.96 41.02 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 51.70 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,132.34 166.93 26.36 27.17 59.87 80.11 42.99 93.82 33.42 10.17 6.98 193.31 40.36 25.80 3.46 15.26 15.34 83.10 151.46 48.94 98.07 60.49 109.69 32.80 38.38 83.00 81.15 200.34 1.28 59.09 164.24 185.12 49.64 82.70 89.64 74.89 11,949.50 184.98 97.66 175.83 34.95 61.72 53.63 19.53 #N/AN/A 135.85 37.52 46.08 53.76 0.78 9.39 22.59 29.07 5.49 84.03 27.97 0.11 42.99 0.39 16.79 13.34 59.87 0.63 1.01 31.84 2.54 21.01 69.30 17.66 5.00 5.71 3.06 2.46 4.89 1.69 44.46 0.67 43.27 2.91 3.34 28.16 67.91 52.41 34.43 1.07 6.22 7.30 38.60 55.86 23.46 80.10 0.00 67.49 5.70 0.68% 0.94% 0.68% 1.11% 0.93% 0.69% 0.98% 0.64% 1.12% 0.80% 0.60% 0.65% 0.68% 0.58% 1.32% 1.58% 1.51% 0.71% 0.93% 0.92% 0.49% 0.89% 0.56% 0.77% 0.38% 0.92% 0.82% 0.69% 0.96% 0.63% 0.79% 1.83% 0.76% 1.24% 0.75% 0.86% 1.32% 0.75% 0.47% 0.84% 0.57% 0.77% 0.89% 0.72% 1.17% 0.60% 0.53% 16.81 72.50 (20.93) (67.33) 80.03 87.76 22.71 149.75 99.07 0.92 (21.74) (19.92) 7.07 (34.73) (31.21) 19.36 31.86 230.05 (5.64) 68.65 35.15 (37.72) 20.49 (18.49) 34.00 (1.77) (1.28) 26.21 111.63 6.47 15.69 10.21 26.60 (19.78) 32.89 7.77 180.87 (3.24) 15.18 3.71 150.98 15.61 17.59 34.56 (75.67) 39.74 EFTA00288153

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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 1,440 229 1,370 648 400 4,302 2,268 1,962 665 4,150 199 5,784 1,149 2,040 4,622 5,065 819 1,785 29 (73) (102) 975 74 48 (130) (114) 5,097 171 372 1,287 (53) (30) 7,628 655 1,312 2,598 2,480 6,085 204 (9) 129 11,917 11,769 1,649 8,007 6,116 8,987 14,649 (7,392) 9,821 12,604 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) 1,014 5,727 7,995 7,355 (2,814) (2,795) 3,043 3,781 8,118 (2,923) (3,123) 21,828 8,334 (10,166) 8,620 2,910 836 10,521 10,449 6,030 16,340 12,547 19,920 6,737 4,217 6,990 106.02 50.18 27.57 35.30 197.70 31.40 72.62 34.95 69.64 11.89 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 163.85 12.95 33.68 95.04 13.30 13.87 956.05 253.09 82.28 6.54 6.95 26.10 78.47 85.47 76.19 35.45 36.04 12.76 159.51 64.65 113.54 66.83 68.46 $2.22 73.28 76.36 114.38 49.47 56.33 31.39 41.34 218.63 32.80 9.13 93.94 24.23 76.06 13.74 74.64 7.62 78.39 83.98 45.26 97.60 84.46 0.10 163.85 14.81 41.20 95.42 13.65 14.37 1,262.45 258.01 82.76 6.84 7.20 32.20 80.08 35.30 82.34 87.56 34.82 34.79 22.02 169.51 78.72 131.60 80.04 89.37 53.80 73.12 77.77 11.58 14.92 12.34 20.36 16.31 5.83 41.80 19.34 15.23 31.68 14.07 78.89 455 36.22 12.69 28.31 36.38 34.01 0.00 9.24 26.30 0.54 1.42 1.98 25.48 2.31 1.14 2.34 -1.90 35.35 448 5.66 20.13 -2.10 4.23 69.32 11.68 24.73 32.76 29.10 58.36 2.79 -0.39 3.42 0.68% 96.47 0.82% . 0.82% (6.09) 1.13% 13.13 0.84% (5.28) 0.65% (11.73) 0.76% 30.27 1.98% - 0.70% 1.59% 0.61% 142.01 0.49% (10.81) 0.92% 18.79 1.17% 96.97 0.94% 40.13 087% (217.40) 0.96% (0.84) 0.74% 12.72 0.82% 18.35 0.70% (3.98) 1.55% (20.49) 0.85% (101.28) 0.73% 47.16 1.84% (102.01) 1.84% (105.99) 1.26% 92.26 0.84% 12.79 0.52% (12.32) 1.90% (96.62) 1.93% (114.98) 0.66% 220.81 0.46% (37.77) 1.05% - 0.65% (37.53) 0.74% 56.41 0.86% (49.87) 0.84% (14.40) 1.05% 240.91 0.54% 59.87 0.88% 2.93 0.49% 88.20 0.68% 31.97 0.52% 180.07 1.08% 33.45 0.55% (13.37) 0.54% (27.08) EFTA00288154

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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 239 (12) 169 45 122 207 6,733 107 334 24 1,181 923 16 (98) 3,155 818 953 1,470 47 33 19 1,610 193 672 12 (145) 384 (222) 524 (426) (240) 263 63 57 445 3,202 114 (25) 158 9,418 677 (187) 70 1,021 850 4,065 4,084 6,371 6,240 1,862 4,599 4,934 17,035 8,293 7,173 (6,174) 7,256 6,290 4,343 4,680 5,096 7,836 4,504 5,345 7,174 (7,500) 5,537 4,277 10,006 (6,124) 9,825 3,676 (1,858) 6,518 (3,715) 6,088 (8,069) (7,142) 8,245 3,631 3,406 (10,717) 9,492 6,561 4,427 (6,829) 10,218 5,823 (2,781) 4,763 (7,398) 5,234 34.51 36.63 37.82 302.78 59.16 54.73 54.04 212.78 65.48 47.60 103.67 8.35 8.45 80.55 80.59 75.08 44.08 114.69 114.81 81.27 642.17 43.08 163.50 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 36.54 36.52 38.83 304.98 59.38 56.18 56.31 296.89 66.32 49.82 103.27 9.71 9.69 81.18 80.86 73.66 61.83 135.51 135.28 97.92 638.16 43.34 164.24 93.40 21.22 27.95 69.35 35.36 89.28 35.35 26.91 378.48 35.34 46.83 15.84 15.78 60.93 61.93 4.66 7.54 113.13 122.20 65.93 46.70 84.80 4.87 139.74 10.86 0.57 4.68 0.50 0.30 1.98 3.20 56.69 2.61 4.95 0.42 16.06 13.97 0.89 0.38 2.12 30.97 16.37 17.17 26.38 0.63 1.11 0.76 21.26 3.29 9.47 0.29 12.13 5.40 9.12 7.51 -7.50 5.37 6.35 2.04 2.00 5.21 47.19 2.91 0.62 2.89 128.55 15.09 10.84 3.02 11.95 20.58 0.54% (20.41) 0.52% (21.29) 0.57% (43.29) 1.45% (62.41) 1.29% 10.06 1.34% 0.30 1.31% 10.54 0.70% (246.90) 0.49% (13.58) 0.94% 23.72 0.92% 31.12 1.01% 7.57 1.05% (55.99) 0.87% (11.44) 0.90% (40.75) 0.91% (37.02) 1.30% (65.43) 1.11% 2.76 1.04% (8.76) 0.78% 21.36 0.98% (65.85) 0.54% (31.06) 0.60% 0.18 0.76% (34.17) 0.95% (64.07) 0.72% (22.67) 1.11% (11.39) 0.64% (23.83) 1.09% 19.09 0.65% (53.51) 1.15% (52.84) 0.70% 8.09 0.63% (82.43) 0.50% 16.66 0.85% (9.35) 0.84% (9.98) 0.80% (65.63) 0.71% 186.34 0.60% (0.29) 0.92% (41.07) 0.80% 1.83 0.72% 113.49 0.77% (6.73) 0.62% (31.63) 0.48% 14.26 1.16% 10.87 0.79% 114.44 EFTA00288155

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TWX US Equity $1 7,395 66.41 66.86 0.82 0.83% 104.78 TXN US Equity 4,452 12,205 34.93 47.67 47.87 0.76% 99.13 TYC US Equity 11,089 24,080 29.17 42.60 66.88 0.69% (81.22) UBS US Equity 461 5,489 19.43 21.07 8.08 1.04% (10.85) UBSN VX Equity 400 5,158 19.51 21.02 7.22 1.07% 10.17 UCG IM Equity 3,440 5,391 5.58 9.14 38.33 1.66% (122.84) ULVR LN Equity 2 2,031 42.37 42.41 O11 0.86% 3.52 UNA NA Equity 2 2,232 40.91 40.94 0.09 0.77% 2.75 UNH US Equity 2,734 10,037 64.08 81.53 34.02 0.80% (67.70) UNP US Equity 1,734 12,014 165.36 189.24 20.13 0.72% 120.89 UPS US Equity 3,350 14,806 79.87 97.94 50.19 0.45% 110.39 USB US Equity 3,385 14,238 34.71 42.97 39.74 0.60% (1.03) UTX US Equity 6,949 15,190 82.05 119.59 59.59 0.77% 395.55 V US Equity 6,395 7,870 118.43 214.67 100.25 0.81% (75.75) VALE US Equity 227 (3,908) 15.08 14.20 4.27 1.36% (117.25) VALE3 BZ Equity 240 (4,586) 15.04 14.26 3.55 1.47% (141.73) VIAB US Equity 4,129 9,272 60.42 87.32 58.00 0.77% 157.39 VIV EP Equity 158 2,668 26.19 27.75 7.18 0.83% (16.48) VMW US Equity 1,152 4,785 89.16 110.64 18.66 1.29% 0.89 VOD LN Equity 217 (2,998) 3.98 3.69 4.38 1.65% (15.15) VOD US Equity 211 (2,893) 39.69 36.79 4.40 1.66% (11.27) VOW3 GR Equity 82 1,833 253.13 264.48 3.27 1.37% 5.22 VRX CN Equity 703 1,611 92.95 133.52 32.21 1.36% (1.14) VRX US Equity 810 1,880 93.20 133.37 33.15 1.30% (4.93) VTIUS Equity 682 5,134 86.91 98.45 28.97 0.46% 28.80 VWO US Equity (125) (7,247) 40.33 41.03 -2.09 0.83% (26.64) VZ US Equity 22 (6,121) 48.12 47.94 0.52 0.71% (51.42) WBC AU Equity 351 5,265 29.97 31.96 7.79 0.85% 13.81 WES AU Equity (117) 8,616 38.64 38.12 2.14 0.64% 16.80 WEC US Equity 3,299 11,232 38.43 49.72 48.18 0.61% (0.76) WLP US Equity 3,358 10,369 74.31 98.37 36.57 0.89% (159.24) WMT US Equity 135 7,009 75.45 76.90 3.36 0.57% 2.45 WOW AU Equity 1 (968) 32.94 32.92 0.08 0.79% 0.65 XOM US Equity 1,046 13,076 90.48 97.71 12.57 0.64% 25.22 XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 253 1,282 30.64 36.68 16.09 1.22% 9.53 YUM US Equity 302 7,151 73.86 76.98 5.35 0.79% 90.55 ZURN VX Equity 394 6,801 292.96 309.94 8.41 0.69% 3.75 Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) Days Vol {in USD) SPX Index 1,455.70 1,890.90 63.55 0.47% NDX Index 13,766 46,686 2,831.19 3,665.99 47.39 0.62% RTY Index 14,915 39,938 868.48 1,192.81 51.94 0.72% EFTA00288156

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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 540 170 (556) (593) 3,065 9,113 1,689 9,643 7,372 7,368 7,703 25,952 3,772 6,526 8,846 10,814 11,192 8,776 2,543 297 8,752 2,471 558 1,264 1,079 273 146 1,247 682 463 36,078 (122) (71) 5,397 (16) 5,993 534 2,505 6,285 310 8,503 389 4,100 12,685 6,861 11,364 5,083 23,204 (26,146) (18,019) (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 9,226 19,369 24,174 (26,563) 25,595 27,288 14,214 13,862 (33,700) 19,111 21,983 73,231 (6,119) (4,778) 14,269 5,353 13,610 8,712 12,860 16,147 9,501 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,814.11 3,142.70 22,076.65 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 3,409.40 1,282.88 85.00 39.61 3,920.67 362.49 141.32 2,873.66 344.53 1.82 4,890.10 40.76 67.11 184.03 41.26 15.57 38.73 30.80 38.20 41.68 46.72 85.40 37.57 38.87 400.51 520.28 366.14 13,112.46 3,122.32 22,757.75 #N/AN/A 11,077.31 13,247.52 6,099.52 14,365.92 9,594.34 29,861.26 10,572.40 6,994.48 7.30 559.09 4,336.66 2,106.25 130.48 10,339.27 212.47 3,519.04 1,862.55 93.69 38.78 4,114.26 376.83 144.03 2,903.92 331.78 1.89 4,993.19 #N/AN/A 41.57 68.11 253.63 41.14 22.43 41.11 36.80 53.07 43.04 66.06 89.91 47.89 59.12 463.82 727.55 405.71 5.88 0.74 2.15 8.89 13.08 24.81 10.31 26.76 25.27 29.29 28.43 62.31 20.12 20.30 25.75 40.28 29.99 22.35 11.14 2.73 38.10 15.04 1.04 5.47 5.46 1.91 1.33 4.04 4.96 3.07 134.32 2.15 3.21 69.49 -1.60 76.07 11.72 34.17 63.00 8.96 69.34 9.04 42.96 84.33 22.58 33.22 13.83 0.40% 121.05 0.88% (133.56) 1.44% 1.23% 0.59% 20.89 1.00% (12.72) 0.82% (30.12) 0.91% (242.60) 0.66% 88.40 1.00% 1.12% 1.04% (143.98) 050% (200.35) 0.76% (50.72) 0.78% (144.82) 0.68% 113.61 0.98% 213.82 0.96% 67.77 0.99% (87.15) 1.18% (17.25) 1.19% 149.16 0.68% 24.54 2.02% 308.09. 0.90% 95.67 0.72% 154.66 1.01% 121.52 0.79% 47.60 092% (201.28) 0.72% 41.41 0.69% 46.68 0.37% 0.92% (11.56) 0.46% (0.69) 0.54% 59.89 0.19% : 0.58% 43.80 0.52% (13.48) 0.57% 8.36 0.62% 157.49 0.36% 11.41 0.60% 194.73 0.58% 27.70 0.64% 140.10 0.62% 166.74 0.70% (30.10) 1.20% (99.29) 0.78% 27.75 EFTA00288157

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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 6,694 1,599 12,287 5,623 676 23,849 3,192 3,104 11,549 180 236 11,320 22,980 6,878 7,345 143 2,475 929 129 2,628 74 3,015 6,531 (121) (106) 1,583 412 525 3,032 4,048 2,891 3,392 2,321 30,780 8,179 2,880 10,421 2,473 1,104 438 97 3,234 635 34,738 33,111 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 (19,527) 53,418 (50,168) (97,153) 28,187 29,999 (59,678) (92,252) (95,749) 77,381 76,813 76,550 75,130 74,397 78,270 54,986 78,610 50,187 67,396 24,423 26,032 (33,149) (39,490) 65,265 56,841 353.52 444.27 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 93.89 220.12 757.73 1,269.35 214.70 1,483.28 822.10 167.43 219.11 357.33 476.61 347.87 1,675.82 1,240.95 336.92 1,616.07 1,327.30 392.28 729.23 341.90 423.41 83.13 466.17 1,004.77 1,489.15 421.64 465.73 316.74 578.31 686.84 847.02 1,030.67 402.96 488.67 799.13 440.65 343.76 272.79 218.05 4,387.84 4,880.99 19.98 104.79 99.62 4.36 93.53 232.54 756.85 1,184.01 213.78 1,478.08 800.29 166.68 217.91 371.33 501.73 361.01 1,751.48 1,279.67 469.42 1,856.47 1,375.92 473.74 755.99 342.82 441.36 82.03 465.02 1,054.56 1,505.78 27.36 7.95 51.60 23.29 6.13 60.01 13.87 21.73 28.63 1.03 1.85 49.04 75.19 30.18 22.22 1.63 13.74 5.21 0.51 5.82 0.53 62.89 0.91 16.79 1.15 0.81 9.18 1.45 2.53 15.80 21.87 15.57 18.82 12.61 189.96 57.13 14.86 7Al 13.17 0.81 11.72 1.66 0.71 18.29 3.44 0.61% (7.67) 0.82% 26.29 0.85% 46.78 0.61% 31.21 0.65% (43.83) 0.89% (68.49) 0.80% (44.87) 1.00% 0.66% (56.47) 0.73% 43.55 0.65% (101.67) 0.78% (25.03) 1.21% 0.82% (93.64) 0.51% 101.65 0.72% 200.79 0.86% (35.46) 2.72% 0.72% 0.09% 17.33 0.13% 108.60 0.40% 342.14 0.37% (203.32) 0.43% (63.57) 0.29% 134.43 031% 308.76 0.22% 246.78 0.25% 0.24% 0.24% 0.24% 0.25% 0.21% 0.26% 0.25% 0.27% (159.50) 0.28% (28.35) 0.33% (11.42) 0.36% (34.39) 0.79% 183.25 0.35% 192.31 0.27% | (aaa) 0.32% (105.16) EFTA00288158