Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: . ay T90 Day Return: No of Positions 730 Day Return: . (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: 1,852,813 Current Leverage (Gross Exposures): Profit Factor: Win 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: Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT 3/3)3|218 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: - i ~ 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 r T T T T T T T r HH Hh MH Sh PP SP Ph SP gh HH 3H i i PH HH Hh” PP PAPE GP PE AA” SL EFTA00288159

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Atorus, LLC 4/3/2014 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 | 27.95%] XAU Comdty (24,602) 0.42% MAERSKB DC Equity 6,559 0.35% CO1 Comdty (24,622) 0.42% EDF FP Equity 6,627 0.36% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,730 0.36% INDEXCF Index (26,563) 0.46% SXXP Index 6,744 0.36% ZA_TSY CREDIT (33,149) 0.57% AMGN US Equity 6,931 0.37% SHCOMP Index (33,700) 0.58% UTX US Equity 6,947 0.37% SE_TSY CREDIT (39,490) 0.68% SMI Index 7,187 0.39% US_TSY CREDIT (50,168) 0.86% CMCSK US Equity 7,190 0.39% JP_TSY CREDIT (59,678) 1.03% SX7E Index 7,268 0.39% SXDP Index 61,075 1.05% SXSE Index 7,476 0.40% SPX Index 62,272 1.07% ACA FP Equity 7,480 0.40% CH_TSY CREDIT 65,265 1.12% DAI GR Equity 7,480 0.40% DK_TSY CREDIT 67,396 1.16% PRU LN Equity 7,544 0.41% STBCNZL Index 73,231 1.26% FTSEMIB Index 7,712 0.42% DE_TSY CREDIT 74,397 1.28% PSI20 Index 7,740 0.42% FR_TSY CREDIT 75,130 1.29% ASE Index 8,043 0.43% BE_TSY CREDIT 76,813 1.32% IT_TSY CREDIT 8,118 0.44% AT_TSY CREDIT 77,381 1.33% XLY US Equity 8,363 0.45% FI_TSY CREDIT 77,705 1.34% HEX Index 8,559 0.46% IE_TSY CREDIT 78,270 1.35% BEL20 Index 8,621 0.47% NL_TSY CREDIT 78,610 1.35% MMM US Equity 8,669 0.47% MY_TSY CREDIT (92,252) 1.59% BAYN GR Equity 8,958 0.48% SG_TSY CREDIT (95,749) 1.65% DAX Index 8,990 0.49% CA_TSY CREDIT (97,153) 1.67% MDT US Equity 9,128 0.49% TMO US Equity 9,308 0.50% IBEX Index 10,180 0.55% BAC US Equity 10,230 0.55% ES_TSY CREDIT 10,321 0.56% INAV Impact by Category & Exposure KPX index 10,940 0.59% Listed Equitytong | -0.059% LUXXX Index 11,028 0.60% Listed Equityshort_ | _—0.031%| TYC US Equity 11,046 0.60% fEquityComtong |S -0.270% SXAP Index 11,231 0.61% SXMP Index 11,232 0.61% lczoRatestong 0.140% SXOP Index 11,487 0.62% SXIP Index 12,188 0.6% XLV US Equity 12,604 0.68% NDX Index 13,297 0.72% RTY Index 14,377 0.78% GILD US Equity 17,139 0.93% SPX Index 18,526 1.00% EFTA00288160

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SXTP Index 22,620 1.22% SXDP Index 23,480 1.27% ISEQ Index 25,523 1.38% 1E_TSY CREDIT 30,517 1.65% STBCNZL Index 35,430 1.91% Ec quityCom Short otal Short |G20Ratestong | G20 Rates Short p34 | PT 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) EFTA00288161

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Atorus, LLC 4/3/2014 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 ——— AMER —= EquityCom G20 Rates 1,000,000 oom NexEposure RHS (4,000,000) (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 en AP AC — EMEA 1,000,000 rn AMER, —— EquityCom nr G20 Rates 500,000 Gr a a a a, oy” oY de SY 0 oY oY oY AY oY AY AY A AUAMETN UAE CAREY CAREY CARRE UMAR CARCI PEPE BN AWE PH WH PH AP PH AWN yo WW EFTA00288162

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Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category 243,900 583,025 m APAC m EMEA = AMER = EquityCom = G20 Rates — MSCIWorld ATORUS FF PEF SC PP PP Py PV VK A 5 Ra SY iy we Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% ——— Rolling30DayRe alizedVol 1.00% 0.80% EFTA00288163

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Atorus, LLC 4/3/2014 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) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288164

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Atorus, LLC 4/3/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) 000270 KS Equity (365) (3,086) 51.62 57.72 -10.87 1.09% (6.03) 005380 KS Equity 142 2,609 222.46 234.55 4.43 1.23% (17.20) 005490 KS Equity (88) (3,782) 273.49 279.86 -2.20 1.06% 27.24 005930 KS Equity (163) (6,997) 1,278.17 1,307.91 -2.38 0.98% (176.25) 012330 KS Equity 1,258 5,584 247.00 302.64 25.75 0.87% 4.90 1 HK Equity 1,021 8,591 15.66 17.52 11.66 1.02% 214.74 1299 HK Equity 145 3,912 4.74 4.92 4.67 0.80% 44.48 13 HK Equity 2,474 12,243 11.40 13.71 19.73 1.02% 144.20 16 HK Equity (94) (9,935) 12.66 12.78 “1.22 0.77% (6.40) 27 HK Equity (5) 123 9.66 9.30 2.13 1.83% 0.03 2914 JP Equity 123 (4,719) 32.47 31.62 2.28 1.14% (43.12) 3382 JP Equity 20 1,329 37.70 38.25 1.26 1.16% 10.36 4063 JP Equity (27) (4,536) 56.40 56.74 0.50 1.19% 19.94 4502 JP Equity (13) 2,732 47.02 46.80 0.64 0.75% 11.56 4689 JP Equity (216) 1,224 5.88 5.00 -10.45 1.69% (3.49) 5 HK Equity (21) (3,997) 10.17 10.22 0.63 0.85% (6.39) 5108 JP Equity . . 35.98 1.14% 2 5401 JP Equity 283 (5,511) 2.89 2.74 4.63 1.11% 78.30 6301 JP Equity (77) (3,515) 20.64 21.09 “1.79 1.22% (42.85) 6752 JP Equity 1,270 4,145 9.01 11.77 18.16 1.69% (20.34) 6902 JP Equity . : 48.67 1.44% : 6954 JP Equity 787 6,393 157.65 177.06 10.03 1.23% 56.54 7201 JP Equity (90) (3,743) 8.85 9.06 -2.58 0.93% (6.62) 7203 JP Equity (22) (5,260) 56.12 56.35 0.48 0.87% 27.89 7267 JP Equity 105 (4,885) 36.43 35.65 2.34 0.91% (17.83) 762 HK Equity 253 (5,162) 1.38 131 3.94 1.25% 34.82 7751 JP Equity 95 (6,865) 31.44 31.00 155 0.89% (17.17) 8031 JP Equity (54) (4,225) 14.07 14.25 -1.19 1.08% (12.33) 8058 JP Equity . . 18.59 0.92% : 8306 JP Equity 48 (4,604) 5.65 5.59 0.86 1.21% 3.41 8316 JP Equity 9 (1,687) 44.06 43.82 0.42 1.33% 4.06 8411 JP Equity (38) (1,629) 1.99 2.04 -3.18 0.74% (6.19) 8604 JP Equity 67 (3,159) 6.64 6.50 1.84 1.16% (15.21) 8801 JP Equity : : 31.33 1.45% - 8802 JP Equity 108 (5,009) 24.84 24.30 1.43 1.51% 0.32 9020 JP Equity 184 (6,726) 75.20 73.14 2.18 1.25% (26.15) 941 HK Equity 1,118 (11,819) 10.19 9.23 9.16 1.03% (28.24) 9432 JP Equity 46 6,077 53.19 53.59 0.64 1.17% (49.75) 9433 JP Equity 3,140 9,476 42.13 56.10 27.77 1.19% 42.33 9437 JP Equity 76 (7,723) 15.62 15.46 1.09 0.90% (34.55) 9983 JP Equity 3 3,177 369.08 369.43 0.07 1.30% 64.83 EFTA00288165

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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 1,377 327 680 696 425 (89) 317 (30) 168 161 7,480 240 142 83 14 1,276 (12) 168 2,965 524 395 6,931 674 336 (194) (897) 2,802 3,924 3,410 3,758 10,230 (38) 949 210 (3) 8,958 (346) (277) 1,370 (19) (37) 106 2,048 7,877 6,661 6,962 5,335 (2,893) 640 6,721 4,097 (4,216) (4,063) 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 (2,245) 5,741 (6,870) (5,088) 10,373 12,676 11,849 12,622 711 10,884 (1,082) 7,333 6,088 1,934 11,757 (1,954) (4,057) 5,790 (6,644) (1,103) 2,447 46.70 518.25 23.59 23.63 49.49 7.25 7.52 102.03 38.86 19.01 19.03 6.83 95.44 77.97 72.36 63.79 110.56 134.80 48.66 42.47 142.27 142.59 95.40 76.29 339.98 28.92 82.74 81.31 71.56 49.80 50.57 50.13 128.76 8.82 3.91 97.30 53.22 73.32 76.64 8.70 59.69 10.12 43.17 15.73 52.34 78.10 539.78 26.00 25.99 53.43 7.47 7.52 106.84 38.58 18.25 18.28 16.29 99.00 79.00 77.42 63.93 125.10 134.60 50.70 72.63 169.29 169.41 124.30 81.12 333.35 30.61 85.08 95.65 90.89 65.22 65.13 65.06 128.76 17.12 4.05 109.89 55.06 73.21 135.03 10.24 14.03 14.06 63.76 12.51 43.30 16.26 54.61 38.12 7.06 13.10 12.03 8.51 3.29 0.00 5.61 1.22 2.77 2.78 105.94 7.70 1.57 12.15 0.42 15.24 0.23 4.96 77.19 21.79 21.70 28.27 9.57 1.78 7.96 4.10 17.22 36.32 38.76 38.62 39.48 0.00 96.21 2.82 12.88 3.93 0.16 74.88 8.97 -7.07 19.79 0.49 -2.78 4.07 1.76% 0.59% 0.78% 0.83% 0.94% 0.93% 0.92% 0.84% 0.60% 1.44% 1.42% 1.31% 0.48% 0.84% 0.58% 0.54% 0.86% 0.64% 0.84% 0.92% 0.87% 0.87% 1.07% 0.66% 1.09% 0.74% 0.69% 1.02% 0.74% 0.80% 0.75% 0.75% 0.83% 0.98% 1.25% 1.00% 0.88% 0.92% 1.02% 1.97% 1.63% 1.63% 0.96% 1.20% 0.58% 1.21% 1.06% (7.16) (31.30) (25.75) (16.76) 48.72 38.89 (7.41) 7.94 17.01 76.80 67.24 18.86 6.73 (96.02) (3.55) 46.75 18.05 (11.74) 21.60 15.16 (14.03) (10.01) (59.12) 68.18 4.99 (79.05) 147.06 45.90 0.83 (11.09) EFTA00288166

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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 (343) 61 171 240 (141) 634 175 (201) 174 1,495 5,820 1,651 126 365 515 780 330 310 (35) 598 1,955 380 342 462 (31) 98 1,691 341 4,467 7,190 1,186 774 1,147 868 (454) 934 (20) 2,027 (123) 1,386 (14) 2,054 (499) 2,009 (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 1,283 2,976 13,589 10,096 1,267 7,821 (3,342) 4,011 18,685 8,334 17,408 18,900 12,873 8,797 12,425 6,424 (7,980) 5,151 7,080 2,054 5,387 (1,991) 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 48.89 32.90 89.53 68.42 49.35 36.20 142.82 94.53 59.01 82.53 40.65 36.26 51.38 36.10 51.30 68.14 66.64 64.09 56.88 19.39 21.79 25.07 28.70 63.89 112.39 60.42 18.88 34.64 69.47 301.29 31.90 35.28 315.02 31.83 66.80 127.68 50.91 70.36 80.33 58.69 8.05 124.22 5.59 106.96 33.47 47.58 39.51 102.41 71.00 62.68 38.34 144.16 96.83 64.35 85.90 51.08 50.06 56.11 39.28 56.03 77.35 70.44 111.79 AN/AN/A 72.54 56.35 26.69 23.13 28.97 28.73 75.10 119.22 69.93 10.41 0.73 2.62 13.77 4.72 9.47 16.49 6.15 3.93 24.69 38.84 0.32 24.61 3.02 6.24 7.95 6.89 5.47 7.66 2.54 18.83 20.62 5.63 28.64 5.82 0.67 2.59 18.68 7.21 31.33 46.78 14.93 12.05 14.82 16.27 “11.40 0.00 19.34 0.63 35.05 7.95 20.56 0.17 30.15 11.89 26.11 0.75% 1.24% 0.96% 1.63% 1.13% 0.78% 0.90% 1.03% 0.53% 1.16% 1.10% 0.77% 1.22% 0.55% 0.60% 0.59% 1.39% 0.88% 1.36% 1.08% 1.07% 0.70% 0.67% 0.94% 1.01% 1.40% 0.94% 0.48% 0.57% 0.82% 0.81% 0.62% 0.73% 0.62% 0.83% 0.50% 0.58% 0.31% 0.68% 1.51% 1.07% 0.77% 0.76% 0.76% 0.58% 0.51% 0.60% 2.73 17.39 (23.04) (39.12) (1.97) (0.08) (16.86) (0.50) (31.61) (16.08) (266.62) 4.60 56.01 (7.29) (33.34) (30.57) 89.82 3.93 12.93 (12.38) 22.73 84.84 (18.63) (22.06) 64.64 69.07 (9.79) 18.16 (66.88) 170.62 210.95 (112.18) 90.68 (128.58) 21.75 24.56 (28.17) (67.68) 37.47 (17.07) (64.23) 37.05 76.06 (7.80) (83.12) EFTA00288167

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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 7,480 3,082 4,281 616 4,405 (2) 2,457 1,937 953 2,479 205 4,110 2,832 (102) 961 55 342 6,627 1,086 n 251 2,188 359 106 2,228 1,461 548 1,237 335 (387) 994 46 510 61 69 899 297 2,261 17,139 774 1,015 3,825 (30) 13,908 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) 10,112 6,678 9,210 9,189 10,986 5,256 7,420 8,087 9,949 2,996 5,841 12,611 7,934 9,815 5,260 (3,621) 2,630 2,901 4,271 3,508 3,404 11,013 3,588 13,140 8,316 16,762 3,248 (4,634) 11,635 (2,399) 62.20 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 62.86 54.29 105.22 23.45 25.35 66.99 44.56 4.39 24.06 18.77 145.68 63.43 12.51 66.69 72.48 14.82 44.06 32.89 120.94 32.25 33.15 60.83 21.32 22.32 24.02 49.64 49.51 5.24 16.25 34.78 95.66 45.05 68.05 95.50 92.01 #N/AN/A 74.20 30.41 75.58 81.73 83.89 17.31 49.61 38.56 15.90 78.50 70.40 68.84 54.74 109.12 40.36 27.86 67.90 46.07 5.58 24.93 19.43 201.25 70.78 13.37 75.09 77.10 16.40 60.71 33.41 135.37 32.81 33.81 65.79 23.08 26.16 73.54 51.93 64.98 5.19 21.59 35.21 43.27 38.98 37.98 10.63 0.00 52.09 0.18 48.22 22.42 0.88 11.30 40.87 21.36 25.11 28.54 2.35 15.49 0.95 5.53 79.76 14.15 1.87 5.23 24.90 5.50 3.58 45.85 22.18 8.38 17.23 6.29 14.05 22.97 1.25 20.24 1.72 1.94 11.12 9.62 23.85 134.93 8.87 23.34 0.69 36.31 1.28 1.24% 1.29% 0.61% 1.35% 0.68% 0.07% 0.86% 0.73% 0.60% 0.87% 0.77% 0.87% 0.85% 1.46% 1.18% 0.93% 0.49% 0.61% 0.88% 0.67% 0.90% 0.70% 0.73% 0.65% 1.09% 0.66% 0.99% 0.83% 0.52% 0.83% 0.73% 1.01% 0.76% 1.65% 1.27% 0.59% 1.01% 1.04% 0.73% 0.86% 0.72% 1.53% 0.52% 1.34% 1.39% 0.91% 0.96% (69.53) 6.54 (20.69) 32.07 (38.27) (5.73) 24.71 11.98 (36.85) (211.29) (23.45) (7.90) (143.24) 106.47 (9.25) 172.29 (113.41) 28.85 (223.48) (20.38) 7.25 (61.64) (4.05) (17.29) (32.67) 135.62 3.36 (10.26) (90.20) 36.99 (5.99) (134.66) (0.04) 20.20 32.77 31.92 (9.10) 93.80 105.70 (232.48) 89.70 29.00 11.69 202.80 (35.43) EFTA00288168

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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 4,234 2,715 (3) 793 1,346 2,567 274 6,436 2,241 (3) 1,932 1,341 1,078 4,505 14 3,261 (166) 557 5,243 1,349 228 349 125 (45) nR 98 2,374 18 686 164 116 2,289 1,205 1,254 6,559 (5) (130) 119 2,921 9,128 1,598 4,578 8,669 290 12,660 5,468 5,707 8,189 6,395 13,333 6,110 11,930 7,393 3,650 7,412 5,009 11,935 10,787 5,699 1,514 2,093 14,011 (4,597) 2,995 15,364 8,516 7,934 (8,600) (6,962) 2,272 1,975 8,087 5,658 3,285 2,016 (1,866) 7,829 6,808 2,297 2,688 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 5.54 192.83 36.28 23.94 1.93 15.13 15.15 67.84 147.96 41.02 73.04 52.29 106.69 34.31 38.83 84.90 78.04 198.03 0.89 58.89 122.48 195.56 48.41 61.33 59.29 50.98 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,150.68 166.08 26.21 26.98 59.91 79.50 42.62 94.06 33.17 10.15 6.99 192.85 40.36 26.33 3.45 15.15 15.25 83.62 153.29 48.65 97.96 60.57 109.76 32.92 38.14 83.25 80.90 200.43 127 59.20 164.15 178.37 49.13 81.94 90.38 74.76 12,020.09 183.33 97.64 173.93 34.82 62.18 53.75 19.46 #N/AN/A 136.27 37.56 45.71 52.45 0.07 8.74 23.46 27.60 4.47 84.64 27.77 -0.10 42.99 0.02 17.58 15.93 61.60 0.12 0.45 33.38 3.73 20.10 70.09 17.89 5.34 5.41 452 2.12 4.49 1.84 44.70 0.88 44.43 4.56 1.88 27.09 67.85 59.31 1.71 0.13 -6.18 6.35 38.99 56.17 24.27 77.95 0.00 67.40 6.02 0.95% (41.86) 0.70% (32.72) 1.11% (60.47) 0.90% 5.16 0.70% (121.23) 1.01% (54.81) 0.64% 48.12 1.09% (72.39) 0.77% (7.03) 0.61% 12.99 0.66% (11.92) 0.64% 2.14 0.63% 242.66 1.28% (7.08) 1.55% (10.98) 1.52% (12.67) 0.70% 108.09 0.97% (53.73) 0.93% (20.50) 0.49% (22.40) 0.89% 13.81 0.54% 5.05 0.75% (31.76) 0.40% 45.81 0.93% 6.80 0.82% (6.40) 0.66% 3.71 0.94% (51.56) 0.61% 6.39 0.77% (1.53) 1.93% 74.00 0.79% (82.59) 1.24% (83.66) 0.77% 29.04 0.79% (6.85) 3.96% 122.33 0.77% (39.78) 0.47% 0.80 0.86% (24.82) 0.55% (62.21) 0.78% 225.23, 0.87% 20.98 0.73% (50.75) 1.17% 0.60% 93.17 0.53% 11.27 EFTA00288169

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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 1,234 1,410 203 1,285 623 345 4,451 2,314 883 1,816 632 4,172 195 5,682 1,102 1,975 4,383 5,068 824 1,648 103 41 82 57 (13) 93 5,211 174 371 1,259 (40) (17) 7,544 632 1,472 2,610 2,618 5,964 164 (6) 126 11,917 11,769 1,649 8,007 6,116 9,472 14,649 (7,392) 9,821 12,735 5,145 4,498 4,672 18,291 9,444 9,797 15,510 (5,180) 6,019 7,995 7,355 (2,814) (2,795) 3,043 4,727 8,118 (2,923) (3,123) 21,828 8,334 (10,166) 8,815 1,179 418 10,521 10,794 6,030 16,340 12,547 19,920 6,737 4,217 6,990 106.02 50.18 27.57 35.30 197.70 31.46 72.62 34.95 69.64 11.90 66.10 3.96 75.18 63.81 40.35 80.78 65.07 4.43 13.03 33.68 95.04 13.30 13.87 956.05 253.84 82.28 6.54 6.95 26.10 78.47 85.47 76.41 35.74 36.02 12.76 159.80 64.65 113.54 66.83 68.46 52.22 73.28 76.36 116.99 49.38 56.20 30.96 40.97 217.84 32.61 9.15 94.68 24.01 75.90 13.60 74.23 7.64 78.32 83.63 45.06 97.07 83.46 0.10 163.27 14.82 40.62 96.37 13.11 13.46 1,240.61 256.92 82.88 6.57 6.74 32.33 80.11 35.21 82.35 87.32 34.56 34.59 21.91 169.16 80.43 131.68 80.77 88.96 53.49 73.17 77.74 13.88 14.87 10.58 18.76 16.24 4.79 42.47 19.80 14.84 27.58 13.39 79.35 455 35.95 12.22 26.80 32.93 38.82 8.87 23.17 1.88 0.76 1.47 23.00 1.42 1.50 0.23 1.42 35.92 4.69 5.67 19.58 3.89 481 67.67 11.05 26.38 34.43 29.84 55.61 2.29 ~0.28 3.43 0.82% 0.81% 1.16% 0.86% 0.63% 0.76% 1.98% 0.72% 1.58% 0.61% 0.52% 0.92% 1.17% 0.92% 0.86% 0.95% 0.75% 0.86% (30.18) (25.56) (83.89) (24.21) (57.23) 150.90 86.85 (23.16) (146.07) (31.94) 22.19 (4.00) (101.05) (47.09) (64.92) (236.16) 252% 249.20 0.70% 1.54% 0.89% 0.74% 1.92% 2.00% 1.29% 0.85% 0.49% 2.00% 2.09% 0.66% 0.45% 1.05% 0.64% 0.73% 0.88% 0.86% 1.06% 0.53% 0.93% 0.46% 0.70% 0.54% 1.06% 0.53% 0.53% 5.55 (135.56) 74.08 113.03 182.24 (68.32) (20.34) 11.81 111.25 205.80 114.63 3.10 (1.07) (28.40) (8.61) (2.34) (84.19) (23.57) 162.73 11.98 138.96 (119.85) (39.61) 2.73 (2.98) EFTA00288170

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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 246 (9) 159 (79) (3) 6,730 62 471 (1) 1,237 1,047 13 15 (118) 3,279 843 995 1,501 (110) 37 19 1,574 239 665 cl 384 (175) 520 (411) (207) 236 7 354 3,091 141 (218) 173 9,308 679 74 1,063 907 4,065 4,084 6,969 6,240 2,460 4,599 4,934 17,035 8,293 7,173 (6,174) 7,256 6,290 4,792 5,165 5,096 7,836 4,990 5,345 7,174 (7,500) 5,537 4,673 10,006 (6,124) 9,825 3,676 6,518 (2,786) 6,088 (8,069) (5,357) 8,245 3,631 3,406 (10,717) 9,492 6,561 2,656 (6,829) 10,218 5,823 4,763 (7,398) 5,234 34.51 36.63 37.90 302.74 59.13 54.73 54.04 212.78 65.48 47.60 103.67 8.35 8.45 80.57 80.61 75.06 44.08 116.47 114.81 81.27 642.17 43.08 163.56 80.46 21.91 26.16 69.13 84.31 33.36 24.78 359.52 34.20 45.38 15.57 15.52 63.57 46.52 4.59 7.53 115.81 63.59 59.06 83.58 5.65 120.22 36.60 36.55 38.76 298.94 59.05 $5.20 55.10 296.84 65.97 50.72 103.69 9.77 9.86 80.79 80.85 73.36 62.53 136.14 136.18 98.28 651.61 43.36 164.20 93.12 21.06 27.93 69.33 35.41 89.28 35.46 26.89 377.82 35.52 46.68 15.90 15.92 61.47 61.67 4.68 6.96 112.88 121.51 65.95 46.45 84.87 4.84 141.05 11.07 0.42 4.01 0.84 0.11 0.64 1.44 58.10 1.49 6.77 ~0.02 16.78 15.29 0.32 0.33 “2.55 32.00 15.30 18.03 26.83 1.42 1.23 0.69 21.07 4.05 10.05 0.27 5.76 9.92 747 -7.60 6.34 5.68 2.50 3.01 4.18 45.45 3.57 7.15 3.20 130.73 15.58 3.42 12.36 21.45 0.55% 0.52% 0.57% 1.51% 1.26% 1.36% 1.36% 0.68% 0.50% 0.97% 0.91% 1.02% 1.09% 0.84% 0.87% 0.91% 1.31% 1.10% 1.03% 0.78% 1.04% 0.54% 0.57% 0.75% 0.96% 0.67% 1.08% 0.64% 1.02% 0.63% 1.14% 0.67% 0.61% 0.50% 0.84% 0.86% 0.79% 0.72% 0.60% 1.15% 0.79% 0.70% 0.75% 0.62% 0.45% 1.16% 0.81% 6.76 3.07 (11.38) (121.85) (13.75) (80.70) (108.01) (3.63) (44.77) 139.16 (25.22) 55.73 126.30 (22.80) (1.23) (19.76) 125.33 27.34 42.13 31.54 (155.67) 3.54 (0.97) (35.69) 49.65 (6.91) (1.04) 0.21 (8.14) (4.17) 13.42 (25.71) (27.62) 13.43 30.94 (98.18) (54.04) 27.44 (187.50) 15.35 (109.79) 2.10 3.72 55.21 57.86 EFTA00288171

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TWX US Equity TXN US Equity TYC US Equity UBS US Equity UBSN VX Equity UCG IM Equity ULVR LN Equity UNA NA Equity UNH US Equity UNP US Equity UPS US Equity USB US Equity UTX US Equity V US Equity VALE US Equity VALE3 BZ Equity VIAB US Equity VIV EP Equity VMW US Equity VOD LN Equity VOD US Equity VOW3 GR Equity VRX CN Equity VRX US Equity VTIUS Equity VWO US Equity VZ US Equity WBC AU Equity WES AU Equity WFC US Equity WLP US Equity WMT US Equity WOW AU Equity XOM US Equity XTA LN Equity YHOO US Equity YUM US Equity ZURN VX Equity 65 4,457 11,046 425 379 3,491 (12) (11) 2,816 1711 3,457 3,322 6,947 6,388 206 211 4,112 180 1,001 251 246 641 744 671 (68) 20 323 (49) 3,312 3,435 178 (3) 1,113 134 266 348 Current Portfolio - Global Macro Portfolio 7,395 12,205 24,080 5,489 5,158 5,391 2,888 3,187 10,037 12,014 14,806 14,238 15,190 7,870 (3,908) (4,586) 9,272 2,668 4,785 (2,998) (2,893) 1,833 1,611 1,880 5,134 (7,247) (6,121) 5,265 8,616 11,407 10,369 7,009 (763) 13,076 2,180 769 7,151 7,208 66.41 34.93 29.17 19.43 19.51 5.58 42.30 40.85 64.08 165.36 79.87 34.71 82.05 118.43 15.08 15.04 60.42 26.19 89.16 3.98 39.69 253.13 92.95 93.20 86.91 40.33 48.12 29.97 38.65 38.56 74.31 75.45 32.94 90.48 30.64 73.86 293.77 66.99 47.68 42.55 20.94 20.94 9.20 42.12 40.71 82.06 188.92 98.52 42.81 119.57 214.56 14.28 14.35 87.21 27.96 107.82 3.64 36.32 261.94 129.92 130.08 98.27 40.71 47.97 31.81 38.43 49.76 98.93 77.36 33.07 98.18 AN/AN/A 35.97 76.61 307.95 Current Price (in USD) 1.06 48.32 67.59 7AT 7.08 40.10 0.47 0.44 34.34 20.05 49.79 38.59 60.77 103.73 3.85 3.10 58.55 8.09 15.29 5.12 5.28 2.61 28.46 29.58 28.25 -1.10 0.54 7.25 0.88 48.45 36.76 4.79 0.47 13.57 0.00 13.74 4.72 7.37 P/Lin Vol Days 0.83% 0.76% 0.68% 1.04% 1.04% 1.61% 0.87% 0.78% 0.82% 0.71% 0.47% 0.60% 0.75% 0.78% 1.37% 1.49% 0.76% 0.83% 1.37% 1.63% 1.61% 1.33% 1.40% 1.34% 0.46% 0.85% 0.59% 0.85% 0.64% 0.60% 0.90% 0.53% 0.80% 0.63% 2.25% 1.27% 0.79% 0.66% 30P Realized 14.14 5.24 (42.71) (35.71) (20.83) 51.58 (19.61) (17.93) 82.45 (22.97) 107.20 (62.77) (2.65) (6.79) (23.46) (31.33) (16.72) 21.51 (147.18) 39.81 40.21 (18.23) (60.68) (64.75) (10.43) 55.89 (2.73) (27.31) 68.83 13.44 77.67 43.75 (3.39) 67.48 (17.38) (36.10) (48.44) Change on Day {in USD) SPX Index NDX Index RTY Index 18,526 13,297 14,377 62,272 46,686 39,938 1,455.70 2,831.19 868.48 1,888.77 3,637.58 1,181.12 65.52 45.16 50.43 0.45% 0.63% 0.71% (91.01) EFTA00288172

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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 460 (299) (643) 2,885 8,990 1,708 10,180 7,187 7,712 7,740 25,523 3,657 6,313 8,621 11,029 10,940 8,559 2,163 319 8,043 2,327 807 1,057 787 371 169 1,515 643 442 35,430 (98) (54) 5,304 (15) 5,958 564 2,430 6,319 321 8,363 439 4,123 12,604 6,744 11,231 4,605 25,082 (26,146) (13,514) (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 24,683 (26,563) 25,595 27,288 14,214 17,258 (33,700) 21,604 21,983 73,231 (6,119) (4,778) 14,269 5,353 13,610 9,019 12,860 16,147 9,836 20,539 7,366 14,930 24,346 43,407 28,526 47,032 12,830.73 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 3,409.40 1,282.88 85.16 39.61 3,920.67 362.49 141.32 2,880.50 344.53 1.83 4,890.10 444.47 40.76 67.11 184.03 41.26 15.57 38.81 30.80 38.20 41.73 46.72 85.40 37.57 38.87 400.51 520.28 366.14 13,039.57 3,087.44 22,564.28 811.95 11,030.92 13,211.70 6,104.93 14,522.44 9,559.83 30,175.33 10,584.61 6,948.97 7.28 556.65 4,318.18 2,115.24 129.81 10,294.22 209.32 3,527.27 1,815.62 93.18 38.40 4,082.59 372.95 145.01 2,908.77 329.05 188 4,988.46 659.51 41.41 67.87 252.43 41.15 22.39 41.24 36.62 53.15 43.09 65.74 90.49 47.95 58.99 462.74 725.13 401.98 4.01 2.03 1.59 10.15 12.16 24.91 10.41 27.45 25.09 29.90 29.05 60.38 19.28 20.19 24.98 41.95 29.37 21.80 9.15 2.94 32.93 13.88 1.49 455 3.87 2.73 1.28 5.00 4.39 2.97 127.63 “1.73 -2.40 68.81 “1.54 76.07 12.30 32.85 66.17 9.25 68.41 10.21 45.39 87.02 22.39 33.06 12.29 0.41% (141.69) 087% 297.25 1.39% 112.35 1.17% 0.59% (179.44) 0.98% (123.45) 0.82% 19.27 0.94% SAA) 0.65% (184.40) 1.10% 37.00 0.51% (114.82) 0.74% (212.34) 0.78% (224.30) 0.66% 216.41 0.98% (250.20) 0.96% (215.64) 1.02% (874.42) 1.18% 22.32 0.68% (146.08) 2.03% 262.77 0.91% (205.16) 0.74% (288.67) 0.95% 98.47 0.77% 29.13 0.90% | 290.69" 0.68% (44.32) 0.68% (21.26) 0.38% 0.92% 23.17 0.47% 16.65 0.54% (92.60) 0.18% 1.30 0.58% (34.90) 0.51% 30.30 0.58% (74.79) 0.59% 33.87 0.35% 11.80 0.60% (140.00) 0.58% 50.35 0.61% 23.87 0.59% (81.25) 0.69% (116.46) 1.19% (132.21) 0.80% EFTA00288173

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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 SXS5E 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 MyY_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 6,486 1,602 12,188 5,486 23,480 3,081 3,033 11,487 234 11,232 22,620 7,268 7,476 (3) 2,591 622 327 3,095 129 3,039 29 6,442 (210) (149) 1,739 776 656 2,809 3,897 2,675 3,225 2,072 30,517 8,118 2,639 10,321 2,215 (12) 1,084 498 2,868 574 34,738 34,997 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 (24,602) 53,418 (50,168) (97,153) 35,256 29,999 (59,678) (92,252) (95,749) 77,381 76,813 77,705 75,130 74,397 78,270 54,986 78,610 50,187 67,396 14,397 26,645 (33,149) (39,490) 65,265 56,841 353.52 445.38 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 93.18 220.12 757.73 1,269.35 214.37 1,483.26 822.10 167.43 219.11 357.33 476.61 348.05 1,675.82 1,240.95 336.92 1,616.07 1,327.30 392.28 729.23 341.58 423.80 83.13 466.17 1,004.77 1,489.15 419.52 465.77 315.98 575.98 685.53 843.35 1,026.74 401.60 488.08 796.42 440.58 343.12 271.21 221.36 4,400.00 4,923.14 19.85 106.15 100.29 4.47 92.69 232.64 757.30 1,185.18 213.10 1,475.91 798.15 166.02 217.61 370.30 500.79 360.03 1,747.76 1,275.52 468.29 1,854.66 1,371.85 472.96 753.19 341.28 441.04 81.88 461.40 1,048.92 1,504.20 26.79 7.74 51.94 23.32 5.82 58.88 13.72 21.64 29.22 0.51 1.85 50.81 73.52 31.01 22.68 ~0.04 14.11 3.35 1.30 6.75 0.75 64.61 0.45 17.13 1.61 1.22 10.08 2.71 3.19 14.55 21.15 14.05 17.88 11.12 182.35 57.31 13.49 75.78 11.66 0.26 11.26 1.97 2.86 15.47 3.13 0.70% (207.20) 0.59% 3.28 0.81% (98.77) 0.83% (136.43) 0.61% (35.94) 0.65% (366.80) 0.87% (110.33) 0.79% (70.15) 0.97% (61.95) 0.67% (89.54) 0.72% (2.77) 0.62% (87.97) 0.78% 1.24% 0.82% 131.89 0.53% (146.95) 0.91% 149.32 0.75% (827.63) 0.85% 199.57 0.70% 222.11 0.09% 24.08 0.13% (29.85) 0.39% (102.37) 0.37% (111.47) 0.41% (43.82) 0.29% 164.23 0.21% 132.72 0.25% (222.43) 0.24% (151.21) 0.24% (218.20) 0.24% (166.42) 0.25% (247.99) 0.21% (261.88) 0.26% (61.52) 0.25% (240.34) 0.27% (99.63) 0.28% (257.82) 0.33% (64.62) 0.36% (20.10) 0.76% 61.53 0.36% 0.28% 0.32% (60.25) EFTA00288174