Atorus, LLC 4/7/2014 Current Date: 4/7/2014 Change on Day: | -2.479| Total Return since 1/1/12: MSCI World Change on 712M Return: 39.56% Day T90 Day Return: 0.16%, No of Positions 130 Day Return: (+MTM) on Day 112 Current Long Exposure @ Cost: 4,789,093 No of Positions (-MTM) on Day Current Short Exposure @ Cost: Starting Capital: Positions: 437 Current NAV: Current Leverage (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 124M (+) 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 EEE 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 ee SN Sh PP PP PP RCIA CARIN Cn CORR UN COREIR COMIN COM COMER COM CORON CR COR SPE ANE GV AVE ON SPE SPE AT GE AN oS oN EFTA00288191

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Atorus, LLC 4/7/2014 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 | 22 Positions 44 Positions | 27.34%] CO1 Comdty (24,622) 0.42% MAERSKB DC Equity 6,216 0.35% MEXBOL Index (26,146) 0.45% CMCSK US Equity 6,278 0.35% INDEXCF Index (26,563) 0.46% ROG VX Equity 6,339 0.35% ZA_TSY CREDIT (33,149) 0.57% UTX US Equity 6,409 0.36% SHCOMP Index (33,700) 0.58% SXXP Index 6,469 0.36% SE_TSY CREDIT (39,490) 0.68% SX6P Index 6,572 0.37% US_TSY CREDIT (50,168) 0.86% EDF FP Equity 6,629 0.37% JP_TSY CREDIT (59,678) 1.02% SMI Index 6,645 0.37% SPX Index 62,272 1.07% SX7E Index 7,134 0.40% CH_TSY CREDIT 65,265 1.12% SXSE Index 7,230 0.40% DK_TSY CREDIT 67,396 1.16% PSI20 Index 7,366 0.41% STBCNZL Index 73,231 1.26% ACA FP Equity 7,390 0.41% DE_TSY CREDIT 74,397 1.28% PRU LN Equity 7,557 0.42% FR_TSY CREDIT 75,130 1.29% DAI GR Equity 7,627 0.42% BE_TSY CREDIT 76,813 1.32% FTSEMIB Index 7,749 0.43% AT_TSY CREDIT 77,381 1.33% ASE Index 7,781 0.43% FI_TSY CREDIT 77,705 1.33% HEX Index 8,007 0.45% IE_TSY CREDIT 78,270 1.34% BEL20 Index 8,362 0.47% NL_TSY CREDIT 78,610 1.35% MMM US Equity 8,386 0.47% MY_TSY CREDIT (92,252) 1.58% IT_TSY CREDIT 8,469 0.47% SG_TSY CREDIT (95,749) 1.64% DAX Index 8,489 0.47% CA_TSY CREDIT (97,153) 1.67% BAYN GR Equity 8,648 0.48% TMO US Equity 8,798 0.49% MDT US Equity 8,930 0.50% BAC US Equity 9,379 0.52% TYC US Equity 9,975 0.56% KFX Index 10,277 0.57% IBEX Index 10,349 0.58% INAV Impact by Category & Exposure ES_TSY CREDIT 10,636 0.59% Listed Equitytong 1.596% SXMP Index 10,863 0.60% NDX Index 11,156 0.62% fEquityComtong |. 05% SXAP Index 11,167 0.62% fEquityCom short | —(0.08056 LUXXX Index 11,182 0.62% c2oRatestong | (149%) XLV US Equity 11,627 0.65% [20 RatesShort | 8.07% SXIP Index 11,797 0.66% SXOP Index 12,126 0.67% RTY Index 12,292 0.68% GILD US Equity 16,633 0.93% SPX Index 16,655 0.93% SXTP Index 22,253 1.24% EFTA00288192

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APAC Short PS | 8 EMEA Long PS | PEMEAShort | AMER Long p17 | PAMERShort 8 | EquityComtong CEC EquityCom Short [G20Ratestong | G20 Rates Short es P3848 | a) otal Short SXDP Index ISEQ Index 1E_TSY CREDIT STBCNZL Index 22,460 1.25% 25,444 1.42% 31,293 1.74% 34,318 1.91% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(500,000) $(1,000,000) @ APAC Long @ APAC Short @ EMEA Long m EMEA Short m AMER Long wm AMER Short ® EquityCom Long ® EquityCom Short ® G20 Rates Long ™@ G20 Rates Short EFTA00288193

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Atorus, LLC 4/7/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 APAC + 2,000,000 — EMEA oor AMER 500,000 1,000,000 — EquityCom G20 Rates omen NexEposure RHS (2,000,000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 rn AP AT eee EMEA 1,000,000 rn AMER —— EquityCom rrr G20 Rates 500,000 : : . : . _— : . ’ . : Yb oh oD VY > dD ad b or Sy Se” A SY SY OY OY 0” oy SY SY 0” PPP OP FP oP o>” oo“ od Pe” SE GP Al Hh PH WH AP PH AWE op Ph ae EFTA00288194

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Atorus, LLC 4/7/2014 Current Gross Notional Risk by Category 243,570 583,199 m APAC m EMEA = AMER @ EquityCom = G20 Rates Performance Vs. MSCI World Index 2.5 1.95 175 155 135 — MSCIWorld 115 ATORUS 0.95 O75 + T T T T T T T T T T T T T Yb wb Wb oD rc oy oy or or 0 oY oY oY oY oY a a A PrP Pr PP OP OP OP OP OEP Oe Oe ve vt AES OME EES OE Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% ——— Rolling30DayRe 0.60% 0.40% 0.20% 0.00% T T T T T T T T T T T T T vA RR RRR RD SP OP OP RP MP MP SM EP hh WW I SM WM WF MM _ gM WM WP MK alizedVol EFTA00288195

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Atorus, LLC 4/7/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 0.00 + T T T T T T T ’ 10, AP” AP AP” AP" OO" PP" PG" AO" AP” HP” of MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288196

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Atorus, LLC 4/7/2014 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 (436) (4,115) 51.62 57.08 9.83 1.08% 45.84 005380 KS Equity 112 3,149 224.39 232.38 2.92 1.22% (51.17) 005490 KS Equity (144) (3,782) 273.49 283.90 “3.44 1.11% (53.06) 005930 KS Equity (208) (6,997) 1,278.17 1,316.23 -3.39 0.88% 2.97 012330 KS Equity 1,114 5,584 247.00 296.28 22.45 0.89% (95.86) 1 HK Equity 845 9,628 15.82 17.21 8.57 1.02% (98.85) 1299 HK Equity 95 4,933 4.77 4.86 2.46 0.78% (62.59) 13 HK Equity 2,303 12,243 11.40 13.55 18.53 1.02% (119.37) 16 HK Equity (118) (5,961) 12.66 12.91 -2.66 0.74% (16.97) 27 HK Equity (11) 123 9.61 8.84 4.44 1.95% (5.36) 2914 JP Equity 94 (4,719) 32.47 31.82 1.90 1.05% (3.57) 3382 JP Equity 6 1,329 37.70 37.87 0.40 1.14% (3.98) 4063 JP Equity 1 (4,536) 56.40 56.39 0.01 1.14% 63.01 4502 JP Equity (11) 2,732 47.02 46.83 0.58 0.70% (4.43) 4689 JP Equity (210) 979 5.79 4.77 -12.29 1.75% (34.35) 5 HK Equity 22 (3,997) 10.17 10.11 0.63 0.87% 32.51 5108 JP Equity 36.35 1.05% 2 5401 JP Equity 302 (5,511) 2.89 2.73 5.05 1.09% 94.31 6301 JP Equity (95) (2,812) 20.64 21.33 -2.99 1.13% (0.18) 6752 JP Equity 1,071 4,145 9.01 11.34 15.44 1.67% (206.92) 6902 JP Equity 48.72 1.44% : 6954 JP Equity 734 6,393 157.65 175.76 8.97 1.28% (123.11) 7201 JP Equity (119) (3,743) 8.85 9.13 “3.51 0.90% 5.59 7203 JP Equity 20 (5,260) 56.12 55.90 0.45 0.85% 30.47 7267 JP Equity 210 (4,885) 36.43 34.87 4.81 0.89% 94.09 762 HK Equity 100 (5,162) 1.38 1.35 152 1.27% (113.52) 7751 JP Equity 95 (6,865) 31.44 31.00 1.60 0.86% 32.89 8031 JP Equity (49) (4,776) 14.10 14.24 -0.95 1.08% 30.76 8058 JP Equity 13 (890) 18.59 18.31 1.66 0.90% 13.56 8306 JP Equity 82 (4,604) 5.65 5.55 151 1.18% 51.50 8316 JP Equity 571 42.90 42.90 0.00 1.37% (12.28) 8411 JP Equity 1,040 2.00 2.00 0.00 0.73% (15.91) 8604 JP Equity 95 (3,159) 6.64 6.44 2.65 1.14% 51.22 8801 JP Equity 31.52 1.44% - 8802 JP Equity 82 (5,009) 24.84 24.43 1.06 1.54% 69.76 9020 JP Equity 115 (6,726) 75.20 73.91 1.34 1.28% 40.59 941 HK Equity 1,107 (11,819) 10.19 9.24 9.54 0.98% (26.22) 9432 JP Equity (63) 6,077 53.19 52.64 0.86 1.20% (80.11) 9433 JP Equity 2,179 7,581 42.13 54.24 23.01 1.25% (240.59) 9437 JP Equity 112 (7,723) 15.62 15.39 1.62 0.90% 54.85 9983 JP Equity 4 3,177 369.08 369.51 0.10 1.20% (23.11) EFTA00288197

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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 1,172 108 624 679 150 280 (51) 135 132 7,390 173 82 39 (128) 947 37 91 3,037 481 288 5,528 671 149 408 (119) (524) 2,266 3,697 3,248 3,495 9,379 875 245 (16) 8,648 (413) (290) 1,454 (91) 1 2,048 7,877 6,661 6,962 5,335 832 7,588 4,097 (4,216) (4,063) 5,408 6,435 10,703 954 5,103 9,698 8,248 4,012 4,177 2,761 1,680 22,886 10,655 (2,897) 6,062 (6,870) (2,544) 10,373 12,676 12,029 12,812 10,884 606 7,333 6,088 3,174 11,757 (1,563) (4,057) 5,790 (6,644) 612 2,447 46.70 518.25 23.59 23.63 49.49 7.55 102.53 38.86 19.01 19.03 6.83 95.44 77.97 72.36 63.75 110.56 134.80 48.66 42.47 142.27 142.59 95.40 76.29 335.90 29.02 82.74 81.31 71.56 49.80 50.74 50.30 8.82 4.04 97.30 53.22 73.25 76.64 8.70 59.69 10.12 43.17 16.09 52.34 73.43 525.36 25.80 25.93 50.88 7.55 7.61 106.31 38.39 18.40 18.41 16.17 98.01 78.56 75.36 62.20 121.36 135.40 49.77 73.36 167.07 167.04 118.45 81.10 318.68 30.98 84.17 98.08 87.20 64.33 64.44 64.02 126.35 16.43 4.04 108.90 55.36 72.88 133.00 11.00 14.65 14.66 63.96 12.66 43.76 16.09 $2.37 30.85 2.13 11.88 11.72 2.63 0.00 457 “1.82 2.18 2.26 102.78 5.54 0.93 6.45 4.14 10.51 0.69 2.52 75.77 19.89 19.66 20.67 9.36 4.20 9.30 -2.38 -15.96 26.26 37.85 37.68 37.44 80.86 0.00 11.57 4.56 0.54 71.44 13.65 -7.20 21.26 2.36 0.00 0.05 1.86% (146.60) 0.64% (126.04) 0.79% (52.70) 0.83% (45.63) 1.07% (230.01) 0.94% (3.01) 0.92% - 0.81% (40.04) 0.68% (68.22) 1.47% 69.00 1.44% 55.64 1.33% (173.83) 0.49% (63.77) 0.82% (34.44) 0.64% (12.53) 0.60% (108.87) 0.93% (314.62) 0.64% (25.14) 0.90% (91.80) 0.96% (48.63) 0.88% (46.36) 0.87% (29.27) 0.67% 66.34 1.22% 37.04 0.72% 19.12 0.73% 116.69 1.29% 73.74 0.83% (375.77) 0.77% (149.88) 0.72% (100.94) 0.73% (172.91) 0.83% = 1.07% (599.65) 1.29% (8.76) 1.03% (131.92) 0.88% (12.54) 0.94% (21.82) 1.03% (347.37) 1.93% (55.81) 1.63% - 1.63% : 0.99% 38.55 1.18% (11.20) 0.58% (39.97) 1.28% (12.97) 1.13% (64.46) EFTA00288198

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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 (326) 117 220 199 (96) 290 136 (136) 320 1,440 4,480 (24) 1,640 153 386 448 420 267 107 (40) 657 1,758 397 277 364 ia 49 1,873 410 2,932 6,278 961 837 966 695 (362) 836 (96) 1,911 1,209 5 1,858 (403) 1,920 (4,379) 6,689 6,839 1,066 (1,586) 8,609 1,171 (1,900) 8,370 5,212 10,935 (3,684) 5,498 7,633 9,797 11,056 (8,171) 6,846 3,119 856 3,167 13,589 11,185 1,267 7,821 (3,342) 4,011 18,685 8,334 13,927 18,900 12,873 9,483 12,425 6,770 (7,980) 5,151 7,080 2,054 5,387 961 8,914 (10,449) 11,815 (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 30.36 48.82 33.26 89.53 68.68 49.35 36.20 142.82 94.53 59.00 82.53 40.65 36.26 51.38 36.34 51.30 68.55 66.64 64.09 56.76 19.39 22.95 25.07 28.70 63.98 112.39 60.42 18.81 34.93 69.96 291.90 32.12 33.97 305.96 32.07 67.94 126.63 50.34 71.00 80.20 58.90 8.07 123.49 5.87 106.03 31.40 46.64 40.15 101.11 71.12 60.16 37.89 138.08 95.68 64.92 86.59 49.20 48.31 55.21 39.54 55.28 75.59 69.67 110.77 AN/AN/A 71.65 54.23 26.27 22.95 28.47 28.68 74.04 117.91 69.51 10.48 1.48 3.23 11.93 5.41 4.07 11.93 6.78 6.68 23.50 37.70 0.88 24.04 3.64 6.55 6.69 3.54 4.56 2.37 4.32 19.79 18.16 5.50 21.39 4.66 2.20 1.31 20.02 8.58 23.38 37.97 11.86 11.87 12.37 12.02 10.20 0.00 16.03 3.01 31.36 0.00 17.88 0.07 26.24 10.37 24.44 0.71% 1.18% 1.00% 1.57% 1.12% 0.83% 0.97% 1.05% 0.57% 1.18% 1.09% 0.75% 1.24% 0.55% 0.60% 0.61% 1.45% 0.86% 1.45% 1.08% 1.05% 0.71% 0.64% 1.02% 1.00% 1.51% 0.93% 0.50% 0.57% 0.90% 0.87% 0.63% 0.74% 0.63% 0.85% 0.44% 0.58% 0.31% 0.74% 1.55% 1.13% 0.81% 0.76% 0.74% 0.60% 0.47% 0.62% (4.29) 2.49 (41.81) 0.85 14.55 (248.89) (32.15) 14.28 67.55 (84.91) (68.53) (24.03) (98.82) (23.95) (49.86) (93.57) (193.19) (56.22) (189.03) (9.85) 41.14 (212.01) (34.86) (42.92) (88.34) 32.02 (49.62) 183.07 19.64 (134.34) (24.40) (153.13) 5.00 (157.19) 68.07 (207.32) 72.21 (104.04) EFTA00288199

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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 7,627 2,820 4,337 530 4,476 18 2,242 1,611 (181) 583 2,179 190 4,015 2,528 (171) 765 (122) 79 6,629 741 (32) 254 2,334 399 85 2,041 1,356 374 922 81 (286) 746 26 436 (109) (120) 957 301 2,099 16,633 802 949 (18) 3,518 38 13,908 12,908 8,377 8,537 6,820 9,969 1,533 8,458 9,908 6,387 7,788 7,188 660 13,883 10,622 (7,058) 10,799 6,678 9,210 9,189 10,986 6,749 8,489 8,087 9,949 2,996 5,841 12,986 7,934 9,815 5,260 (3,621) 2,630 2,901 4,271 3,508 3,404 11,013 4,069 13,140 8,316 17,619 3,248 (4,634) 11,635 (2,399) 62.20 54.93 63.20 85.81 51.46 30.45 58.57 68.36 83.25 15.77 36.88 29.41 12.27 61.97 69.60 63.17 54.27 105.22 23.45 25.35 67.04 44.75 4.39 24.06 18.77 145.68 63.62 12.51 66.69 72.48 14.82 44.06 32.89 120.94 32.22 33.11 60.83 21.51 22.32 24.02 49.73 49.51 5.24 16.25 34.78 96.31 44.65 66.94 95.93 91.14 #N/AN/A 74.57 30.81 74.09 79.48 80.96 16.95 48.06 37.87 15.82 76.72 71.29 67.64 53.29 106.12 40.36 27.06 66.72 46.09 5.66 25.03 19.30 196.58 70.26 13.10 72.95 73.60 15.99 56.56 33.18 133.30 31.25 31.98 66.11 23.10 25.88 72.07 51.99 63.98 5.26 21.17 34.23 45.16 34.18 38.39 8.61 0.00 56.31 1.59 39.74 18.36 -3.26 8.20 32.49 19.69 25.82 24.20 4.66 10.99 -2.06 1.17 82.94 9.05 0.64 4.64 26.58 6.08 2.99 40.10 19.31 5.78 13.66 1.46 9.62 16.29 0.71 17.94 2.83 -3.03 12.63 8.65 22.51 128.24 8.07 22.57 0.28 32.84 1.54 1.21% 1.29% 0.64% 1.35% 0.72% 0.07% 0.80% 0.76% 0.67% 0.89% 0.87% 0.91% 0.93% 1.46% 1.12% 0.98% 0.52% 0.64% 0.89% 0.74% 0.87% 0.75% 0.74% 0.64% 1.09% 0.66% 0.94% 0.87% 0.54% 0.82% 0.69% 1.06% 0.82% 1.74% 1.24% 0.57% 1.10% 1.16% 0.69% 0.85% 0.71% 1.56% 0.56% 1.30% 141% 0.92% 1.03% (143.85) (184.57) (130.10) (106.59) (47.94) 3.46 (265.24) (279.17) (171.21) (133.40) (206.61) (15.62) (126.96) (203.07) (43.83) (106.98) (131.47) (152.76) 46.54 (236.50) (101.46) (11.69) 73.42 (9.29) (27.74) (140.97) (142.74) (126.91) (119.00) (194.60) 53.95 (78.33) (24.05) (49.96) (157.26) (133.69) (82.73) (20.39) (158.83) (233.39) 171.87 (75.41) 5.96 (168.70) 58.06 EFTA00288200

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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 3,117 1,923 (68) 861 1,109 2,148 168 6,085 2,118 (34) 1,910 32 1,240 1,195 4,711 59 83 2,993 (172) 396 5,333 1,131 297 473 32 (152) (46) 2,301 19 597 311 (200) 1,595 1,094 708 6,216 (8) (112) 45 2,664 8,930 1,217 4,293 8,386 349 13,148 4,375 5,707 8,189 6,395 13,333 4,888 11,930 7,393 4,565 7,441 5,009 12,188 11,289 5,699 2,495 2,882 14,011 (4,597) 2,995 15,364 8,516 7,934 (8,600) (6,962) 1,818 1,580 8,087 5,658 4,119 2,016 (1,866) 7,829 6,808 2,297 1,792 14,148 4,464 (4,463) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 9,167 869.06 110.98 26.21 24.60 49.49 66.67 40.79 61.10 25.45 10.16 5.55 192.83 36.36 24.04 1.93 15.30 15.27 67.84 147.96 41.02 73.04 52.29 106.69 34.31 38.83 84.34 77.97 198.03 0.89 58.97 122.48 195.56 48.38 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 1,075.11 159.76 25.90 27.19 58.07 77.41 42.19 92.26 32.74 10.09 6.97 194.05 40.06 26.59 3.52 15.66 15.71 82.33 153.48 46.45 98.40 59.23 110.69 32.43 38.65 77.85 75.76 198.12 1.26 59.23 158.73 162.96 47.17 75.69 87.51 71.11 11,820.70 183.17 97.26 168.33 34.28 61.77 5151 19.01 #N/AN/A 134.99 37.80 25.66 42.85 1.67 9.33 18.87 21.22 3.58 75.14 25.42 “1.11 44.86 0.96 15.70 17.13 62.44 1.48 1.95 29.50 3.77 12.48 69.66 14.22 6.81 7.37 1.09 7.39 -2.90 0.06 40.21 0.75 35.98 7.80 -2.93 17.11 57.14 43.10 33.77 0.25 5.27 2.15 33.23 57.61 16.16 68.04 0.00 63.02 7.04 0.92% 1.03% 0.72% 1.13% 0.92% 0.76% 0.96% 0.68% 1.13% 0.68% 0.57% 0.66% 0.65% 0.62% 1.32% 1.60% 147% 0.72% 0.99% 1.06% 0.50% 0.93% 0.55% 0.75% 0.42% 1.13% 1.00% 0.66% 1.01% 0.60% 0.82% 2.14% 0.87% 1.37% 0.83% 0.92% 1.30% 0.75% 0.48% 0.96% 0.59% 0.74% 1.00% 0.79% 1.17% 0.62% 0.54% (474.96) (182.81) (64.30) 110.07 (220.77) (302.43) (35.71) (362.48) (48.03) (40.07) 12.76 35.96 (150.23) 119.90 20.12 30.99 38.97 (374.73) 43.68 (124.66) (88.70) (165.07) 31.10 205.36 (63.80) (80.23) (72.48) (62.13) (139.26) (6.60) (45.49) 97.87 (220.32) (399.91) (94.67) (59.55) (421.98) 16.58 30.33 (53.14) (252.46) (154.85) (287.56) (264.61) (369.49) 35.00 EFTA00288201

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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 763 1,239 1,062 653 352 4,420 2,201 823 1,782 329 3,747 153 5,439 872 1,866 4,191 5,064 735 1,375 (89) (120) (135) 659 (46) 135 (174) (136) 4,326 218 288 1,001 (41) (13) 7,557 695 1,284 2,135 2,181 5,044 170 10 145 11,917 11,769 1,319 8,007 6,116 9,956 14,649 (7,392) 9,821 12,865 4,116 4,498 5,373 18,291 9,444 9,797 15,510 (5,180) 6,019 7,995 7,355 (2,251) (2,795) 3,043 3,781 8,118 (2,338) (3,123) 21,828 8,334 (10,166) 9,010 786 209 10,521 11,140 6,030 16,340 12,547 19,920 6,737 4,217 6,990 106.02 50.18 27.57 35.30 197.70 31.52 72.62 34.95 69.64 11.92 66.10 3.96 75.64 63.81 40.35 80.78 65.07 4.43 13.03 33.68 95.03 13.30 13.87 956.05 253.81 82.28 6.54 6.95 26.10 78.47 85.47 76.60 35.68 35.95 12.76 160.09 64.65 113.54 66.83 68.46 52.22 73.28 76.36 112.81 48.36 55.47 29.58 39.98 218.79 32.63 9.47 94.53 24.54 75.47 13.57 71.39 7.26 77.80 82.78 44.07 96.17 82.65 0.10 163.08 14.62 39.47 93.89 14.01 14.54 1,163.06 250.74 83.65 7.03 7.25 31.28 80.52 35.23 83.05 85.11 33.91 33.90 21.93 170.08 78.42 128.38 78.44 85.79 53.54 73.45 77.94 8.61 12.71 6.12 15.08 17.20 5.08 41.28 20.21 14.21 27.37 8.41 69.42 3.21 35.94 9.91 25.23 32.54 45.98 8.12 17.68 1.52 2.58 2.20 15.78 1.33 3.40 -3.52 1.98 26.67 5.82 4.35 14.86 5.75 6.79 67.27 11.77 22.82 24.60 22.29 40.08 2.45 0.47 3.98 0.74% (240.22) 0.82% - 0.83% (216.86) 1.19% (51.40) 0.88% (33.92) 0.62% (16.35) 0.69% (42.69) 1.98% - 0.73% (143.88) 1.47% (77.11) 0.59% (33.87) 0.51% (21.67) 0.95% (114.85) 1.20% (178.86) 0.89% (71.74) 0.83% (121.44) 0.93% (135.14) 0.75% (113.75) 0.83% (51.75) 2.13% (135.62) 0.70% : 1.50% (47.10) 0.97% (136.22) 0.80% (83.78) 2.07% (83.96) 2.20% (132.43) 1.37% (106.71) 0.92% (71.63) 0.49% 78.89 2.12% (97.65) 2.20% (142.70) 0.74% (I) iassi8e) 0.45% 50.94 1.05% - 0.65% (19.36) 0.75% (189.59) 0.91% (15.31) 0.89% (4.10) 1.07% (168.81) 0.53% 27.95 0.93% (154.62) 0.53% (279.02) 0.78% (168.81) 0.63% (427.82) 1.03% (23.37) 0.51% 3.40 0.52% (16.92) EFTA00288202

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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 269 17 204 (338) 136 6,339 114 583 1,322 1,069 (36) (66) (247) 3,304 753 924 1,482 (150) 141 106 1,527 275 587 (120) 327 (272) (425) (304) 247 117 117 490 2,764 118 (167) 270 8,798 660 1,191 701 4,065 4,084 6,969 6,240 3,057 4,599 4,934 17,035 8,293 7,173 (6,174) 7,425 6,290 5,241 5,649 4,077 7,836 5,671 5,345 7,174 (7,500) 6,260 4,673 10,006 (6,124) 9,825 3,676 6,518 (3,715) 6,088 (8,069) (7,142) 8,245 3,631 3,406 (10,717) 9,492 7,240 1,771 (6,829) 10,218 6,248 6,165 (7,398) 5,234 34.51 36.63 37.90 301.90 $9.11 54.73 54.04 212.78 65.48 47.60 103.67 8.38 8.45 80.60 80.62 74.83 44.08 118.49 114.81 81.27 642.17 43.20 163.56 80.46 21.91 26.16 69.06 84.31 33.36 24.78 359.52 34.20 45.38 15.57 15.52 63.57 46.52 4.59 7.52 115.81 63.59 59.49 83.99 5.65 120.22 36.80 36.78 39.01 286.40 59.13 55.68 55.53 291.96 66.38 51.47 103.51 9.87 9.89 80.05 79.69 70.54 62.67 134.22 134.65 98.06 655.00 44.18 167.27 92.74 20.93 27.72 66.88 35.81 88.54 35.80 26.44 378.44 35.65 46.74 16.08 16.05 60.66 60.06 4.67 6.87 111.24 118.34 65.77 46.71 85.27 4.74 136.32 12.67 0.81 5.21 3.68 0.02 1.32 2.07 55.20 2.70 8.84 0.17 17.81 16.53 ~0.80 -1.30 6.04 37.21 11.80 16.42 28.13 2.10 3.87 3.66 20.77 4.79 8.38 -2.88 4.87 11.27 5.86 8.25 7.54 5.71 3.87 3.93 5.68 38.28 2.86 8.37 5.00 112.34 14.85 3.16 13.21 15.13 0.52% 0.50% 0.56% 147% 1.24% 1.32% 1.33% 0.67% 0.51% 0.92% 0.87% 1.00% 1.03% 0.86% 0.90% 1.00% 1.13% 1.13% 1.05% 0.73% 0.95% 0.58% 0.62% 0.74% 0.94% 0.71% 1.13% 0.67% 1.03% 0.65% 1.15% 0.64% 0.56% 0.52% 0.84% 0.87% 0.81% 0.76% 0.57% 1.13% 0.79% 0.77% 0.71% 0.57% 0.48% 1.22% 0.89% 6.57 0.41 3.64 (80.99) 5.07 (19.90) (25.71) (307.75) (7.77) 3.12 18.05 7.45 7.15 (56.56) (76.56) (78.55) (47.45) (95.58) (83.78) (51.31) (21.77) 56.73 54.15 20.01 13.34 (168.42) (101.26) (96.48) 19.78 (73.39) 5.97 (0.75) (34.74) 24.39 35.24 160.12 (280.47) (66.39) (6.05) 41.93 (445.67) (69.30) (20.48) 67.01 (185.23) EFTA00288203

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TWX US Equity (181) 7,395 66.37 64.78 -2.65 0.92% (230.44) TXN US Equity 4,033 12,205 34.93 46.47 41.28 0.80% (108.26) TYC US Equity 9,975 24,080 29.17 41.25 56.18 0.74% UBS US Equity 286 5,489 19.43 20.45 471 1.10% (91.94) UBSN VX Equity 283 5,158 19.51 20.58 5.26 1.04% (72.41) UCG IM Equity 3,548 5,391 5.58 9.26 39.91 1.65% (60.05) ULVR LN Equity (22) 4,635 42.19 41.99 0.58 0.82% (7.44) UNA NA Equity 9 5,141 40.85 40.92 0.22 0.74% 14.97 UNH US Equity 2,681 10,115 64.18 81.19 35.59 0.74% (105.91) UNP US Equity 1,530 12,014 165.36 186.43 18.04 0.71% (157.68) UPS US Equity 3,285 14,806 79.87 97.59 47.22 0.47% (167.11) USB US Equity 3,015 14,238 34.71 42.06 33.77 0.63% (318.64) UTX US Equity 6,409 15,190 82.05 116.67 54.48 0.77% (434.13) V US Equity 4,516 6,296 118.43 203.39 78.31 0.92% (298.15) VALE US Equity 51 (3,908) 15.08 14.88 0.91 1.44% (63.70) VALE3 BZ Equity 40 (4,586) 15.04 14.91 0.55 1.57% (102.66) VIAB US Equity 3,499 9,272 60.42 83.22 43.16 0.87% (342.29) VIV EP Equity 234 2,668 26.19 28.48 10.44 0.84% 29.91 VMW US Equity 812 4,785 89.16 104.29 12.00 1.41% (36.47) VOD LN Equity 254 (2,998) 3.98 3.64 7.82 1.08% (23.04) VOD US Equity 258 (2,893) 39.69 36.16 8.23 1.08% (6.54) VOW3 GR Equity 53 1,833 253.13 260.41 2.59 1.11% (17.80) VRX CN Equity 479 1,611 92.95 120.56 18.28 1.62% (76.41) VRX US Equity 549 1,880 93.20 120.44 18.61 1.57% (94.04) VTIUS Equity 548 5,134 86.91 96.18 21.33 0.50% (77.82) VWO US Equity (114) (7,247) 40.33 40.96 “1.76 0.89% 63.44 VZ US Equity 17 (6,121) 48.12 47.99 0.52 0.51% 15.27 WBC AU Equity 344 5,602 30.08 31.92 7.60 0.81% (10.58) WES AU Equity 51 8,616 38.65 38.88 1.04 0.57% 79.69 WFC US Equity 3,046 11,582 38.70 48.87 41.34 0.64% (297.01) WLP US Equity 3,158 10,369 74.31 96.94 36.13 0.84% (167.23) WMT US Equity 183 7,009 75.45 77.42 5.13 0.51% (9.12) WOW AU Equity (3) (382) 32.94 33.24 “1.15 0.78% 0.90 XOM US Equity 939 13,076 90.48 96.97 11.63 0.62% (128.06) XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 44 513 30.64 33.29 5.81 1.49% (23.03) YUM US Equity 140 7,151 73.86 75.30 2.37 0.83% (36.37) ZURN VX Equity (143) 7,208 293.65 287.95 2.37 0.84% (3.91) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days {in USD) SPX Index 16,655 62,272 1,455.70 1,845.04 52.99 0.50% NDX Index 11,156 46,686 2,831.19 3,507.75 33.15 0.72% RTY Index 12,292 39,938 868.48 1,135.78 38.12 0.81% EFTA00288204

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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 342 240 (1,125) (595) 2,759 8,489 1,672 10,349 6,645 7,749 7,366 25,444 4,588 6,179 8,362 11,182 10,277 8,007 1,989 181 7,781 2,049 1,162 1,095 655 229 28 1,275 656 560 34,318 (108) (63) 4,676 (12) 5,468 598 2,021 5,744 298 5,864 273 3,607 11,627 6,469 11,167 4,439 28,839 (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 40,154 38,048 40,933 23,118 9,226 19,369 24,683 (26,563) 25,595 27,288 14,214 17,258 (33,700) 26,589 21,983 73,231 (6,119) (3,823) 14,269 5,353 13,610 9,633 12,860 16,147 10,505 16,431 7,840 14,930 24,346 43,407 28,526 47,032 12,859.70 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 1,659.45 100.82 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 1.84 4,890.10 444.47 40.76 67.11 184.03 41.26 15.57 38.97 30.80 38.20 41.80 46.72 85.67 37.57 38.87 400.51 520.28 366.14 13,012.06 3,113.81 23,455.34 805.49 10,998.55 13,066.96 6,094.73 14,571.86 9,458.81 30,209.78 10,461.07 6,940.67 7.44 555.11 4,296.90 2,121.60 128.05 10,179.40 207.88 3,476.31 1,798.22 92.23 37.87 4,088.43 371.19 143.59 2,885.14 #N/AN/A 1.89 5,014.73 652.76 41.48 68.21 244.33 41.17 21.83 41.39 35.64 51.79 42.99 63.39 88.65 46.65 57.43 460.20 723.95 400.70 2.83 1.07 4.32 9.33 11.13 22.72 10.28 28.29 23.62 29.25 28.45 59.63 22.77 19.85 25.37 43.29 28.59 20.59 9.05 1.65 33.05 12.31 2.02 4.66 3.35 1.72 0.21 4.39 3.65 3.73 122.85 -1.90 3.44 52.20 1.28 63.95 11.95 24.59 54.89 8.15 51.35 6.04 35.56 73.19 21.30 33.20 12.67 0.42% 0.86% 1.44% 1.18% 0.62% 1.02% 0.81% 0.92% 0.64% 1.05% 1.07% 1.06% 0.54% 0.74% 0.75% 0.64% 0.94% 0.95% 0.95% 1.19% 1.22% 0.67% 2.17% 0.92% 0.72% 0.93% 0.76% 0.86% 0.68% 0.68% 0.38% 0.92% 0.48% 0.63% 0.18% 0.63% 0.52% 0.64% 0.65% 0.35% 0.69% 0.58% 0.68% 0.65% 0.70% 1.18% 0.75% (198.78) 5.76 (43.89) (414.73) : (155.70) (287.28) (233.96) 90.23 (140.81) (163.78) (54.78) 3 ' (178.24) (216.87) (100.53) (84.42) (93.59) (25.47) (3.86) (323.15) (6.48) (292.59) (17.27) (116.00) (312.49) 10.06 (434.51) (135.86) (270.19) (359.67) (323.02) EFTA00288205

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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 6,572 1,645 11,797 5,252 687 22,460 2,851 2,569 12,126 (157) (34) 10,863 22,253 7,134 7,230 (2) 2,568 696 371 3,122 (72) 3,091 (187) 5,655 227 130 1,200 374 272 3,244 4,389 3,115 3,695 2,461 31,293 8,469 3,078 10,636 2,618 1,210 (176) 250 3,250 1,019 34,738 38,769 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) 42,324 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 11,517 26,645 (33,149) (39,490) 65,265 56,841 353.52 447.48 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.68 434.81 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 92.67 220.12 757.73 1,269.35 214.55 1,483.30 822.10 167.43 219.11 357.33 476.61 348.05 1,675.82 1,240.95 336.92 1,616.07 1,317.68 392.28 729.23 341.58 423.80 83.13 466.17 1,004.77 1,489.15 420.40 466.47 312.97 572.00 687.24 833.17 1,018.58 392.65 494.08 788.96 433.97 340.42 269.60 220.22 4,377.20 4,922.85 19.88 105.82 100.44 4.48 92.94 232.86 760.56 1,195.46 215.70 1,489.71 805.57 166.75 218.49 372.31 503.84 362.00 1,758.24 1,282.00 471.63 1,864.99 1,369.27 475.42 757.56 341.60 443.04 83.57 463.22 1,054.81 1,515.86 28.46 7.29 49.21 21.83 641 57.72 12.39 18.21 31.11 0.89 0.26 48.62 70.10 30.13 21.64 ~0.02 14.16 3.81 1.48 8.45 0.41 70.67 2.85 14.25 1.36 1.03 6.60 1.31 1.28 16.53 23.16 16.12 19.97 13.02 181.56 58.86 15.48 78.02 13.50 0.02 13.54 0.71 1.75 17.18 5.47 0.66% 67.33 0.58% (259.27) 0.83% (507.97) 0.85% (437.25) 0.59% (34.12) 0.64% 0.89% (341.04) 0.79% (364.84) 0.96% (366.57) 0.67% (293.79) 0.74% (185.90) 0.62% (447.18) osi% (794.06) 1.25% (339.19) 0.83% (534.68) 0.53% 71.09 0.90% 100.03 0.74% 213.52 0.85% (205.68) 2.22% 164.45 0.72% 94.65 0.08% (5.14) 0.13% (73.05) 0.41% (112.78) 0.40% 61.24 0.42% 37.46 0.30% (365.68) 0.31% (317.71) 0.22% (167.29) 0.25% 265.06 0.25% 201.96 0.25% 284.54 0.25% 236.97 0.25% 319.06 0.22% 365.94 0.26% 177.08 0.25% (321.48) 0.27% 191.22 0.29% 269.05 0.32% (22.55) 0.34% 82.61 0.75% (122.77) 0.36% (156.75) 0.29% 432.06 0.33% 165.75 EFTA00288206