Atorus, LLC Current Date: 4/8/2014) Total Return since 1/1/12: 712M Return: 37.33% ay T90 Day Return: 0.04%, No of Positions 730 Day Return: AS2% (+MTM) on Day Current Long Exposure @ Cost: 4,790,909 No of Positions (-MTM) Current Short Exposure @ Cost: (945,077 on Day Net Exposure: 3,845,832 Current No. of Starting Capital: Current NAV: 1,793,758 Current Leverage (Gross Exposures): Profit Factor: Win Ratio: 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: Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT HEE 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 RY RY RR RD DD Nal Sh SR SM OM OM OP OP OM Oy HH HH” eH” HH” GH” HG” 8 SPE ANP GE AVE NV AEN AVE QV NV oh EFTA00288207

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Atorus, LLC 4/8/2014 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 | 26.94%] CO1 Comdty (24,622) 0.43% AEX Index 6,199 0.35% MEXBOL Index (26,146) 0.46% MAERSKB DC Equity 6,227 0.35% ZA_TSY CREDIT (26,519) 0.46% UTX US Equity 6,243 0.35% INDEXCF Index (26,563) 0.46% ROG VX Equity 6,315 0.35% SHCOMP Index (33,700) 0.59% EDF FP Equity 6,456 0.36% SE_TSY CREDIT (39,490) 0.69% SXXP Index 6,516 0.36% US_TSY CREDIT (40,135) 0.70% SX6P Index 6,555 0.37% JP_TSY CREDIT (59,678) 1.04% PSI20 Index 6,876 0.38% SPX Index 62,272 1.09% SX7E Index 6,888 0.38% CH_TSY CREDIT 65,265 1.14% SMI Index 7,043 0.39% DK_TSY CREDIT 67,396 1.17% ACA FP Equity 7,114 0.40% STBCNZL Index 73,231 1.28% SXSE Index 7,302 0.41% MyY_TSY CREDIT (73,802) 1.29% PRU LN Equity 7,325 0.41% DE_TSY CREDIT 74,397 1.30% FTSEMIB Index 7,402 0.41% FR_TSY CREDIT 75,130 1.31% DAI GR Equity 7,570 0.42% SG_TSY CREDIT (76,599) 1.34% ASE Index 7,711 0.43% BE_TSY CREDIT 76,813 1.34% BEL20 Index 8,084 0.45% AT_TSY CREDIT 77,381 1.35% HEX Index 8,277 0.46% lE_TSY CREDIT 78,270 1.36% MMM US Equity 8,318 0.46% NL_TSY CREDIT 78,610 1.37% BAYN GR Equity 8,552 0.48% FI_TSY CREDIT 78,860 1.37% DAX Index 8,581 0.48% CA_TSY CREDIT (97,153) 1.69% TMO US Equity 8,586 0.48% IT_TSY CREDIT 8,597 0.48% MDT US Equity 8,633 0.48% BAC US Equity 9,332 0.52% KFX Index 9,810 0.55% TYC US Equity 9,865 0.55% IBEX Index 9,962 0.56% INAV impact by Category & Exposure SKMP Index 10,281 0.57% ES_TSY CREDIT 10,781 0.60% Listed Equity short 0.20 LUXXX Index 10,873 0.61% EquityComtong 0.0525 SXAP Index 11,035 0.62% fEquityCom Short -0.100% XLV US Equity 11,333 0.63% JG20Ratestong 22 SXIP Index 11,567 0.64% JG20Rates short 08 4 NOX Index 11,659 0.65% SXOP Index 11,799 0.66% RTY Index 12,681 0.71% GILD US Equity 12,794 0.71% SPX Index 16,951 0.95% SXTP Index 21,718 1.21% EFTA00288208

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SXDP Index 22,619 1.26% ISEQ Index 24,869 1.39% IE_TSY CREDIT 31,609 1.76% STBCNZL Index 34,318 1.91% PEMEAShort AMER Long PAMERShort | EquityComLong EquityCom Short | G20Ratestong G20 Rates Short otal Short 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) EFTA00288209

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Atorus, LLC 4/8/2014 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 mrs AMER 500,000 1,000,000 —= EquityCom (1,000,000) G20 Rates owen NexEposure RHS (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 + “ a » “ a 7 » RV SY EFTA00288210

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4/8/2014 Atorus, LLC Current Gross Notional Risk by Category 243,570 583,199 mAPAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 —. MSCIWorld 115 ATORUS 0.95 075 + - - ; r r r r r r r r r T Vv Vv Vv Vv > > > > D& &® Sh OO YOY OY OY OY OY Uy Gg GG GP Gh ah eh eh ah wat ft \OE a OS | a a Rolling 30 Day Realized Volatility - Atorus 2.00% 180% 1.60% 140% 1.20% —— Rolling30DayRe 1.00% alizedVol 0.80% 0.60% 0.40% 0.20% SSSSseGCsSssSCsCsesgs ss sgggs rr mMmn nn nmnnmnenmmnmnmmnannnn nn HM mm S$Qonngaggaggaganggegeaa tag o a aoe a nm + wow on A) a « a a a nm EFTA00288211

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Atorus, LLC 4/8/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ee P/L Vol Days by Position 0.00 + T T T T T T T ’ 10,8 AP PAP” AP AP” APT WO" "PP" GG" AO" APP” HH” of MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant"™ EFTA00288212

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Atorus, LLC 4/8/2014 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) : 596 000270 KS Equity 57.93 57.93 0.00 1.11% 8.82 005380 KS Equity 177 3,149 224.39 236.97 4.58 1.22% 65.69 005490 KS Equity (233) (3,782) 273.49 290.36 5.26 1.17% (80.72) 005930 KS Equity (286) (6,997) 1,278.17 1,330.39 4.47 0.91% (72.19) 012330 KS Equity 1,235 5,584 247.00 301.64 23.64 0.94% 123.40 1 HK Equity 838 10,146 15.89 17.20 8.21 1.01% (7.40) 1299 HK Equity 128 5,443 4.78 4.89 3.02 0.78% 36.20 13 HK Equity 2,141 12,243 11.40 13.40 16.92 1.03% (159.48) 16 HK Equity (72) (7,948) 12.66 12.78 “1.22 0.74% 82.83 27 HK Equity (12) 123 9.58 8.70 5.38 1.89% (1.85) 2914 JP Equity 116 (4,719) 32.47 31.67 2.35 1.04% 22.94 3382 JP Equity 22 1,329 37.70 38.31 1.43 1.14% 15.68 4063 JP Equity (69) (4,536) 56.40 57.27 “1.29 1.18% (69.06) 4502 JP Equity (119) 2,186 46.88 44.46 6.26 0.87% (104.48) 4689 JP Equity (175) 734 5.73 4.62 “13.11 1.82% (17.25) 5 HK Equity 16 (3,997) 10.17 10.13 0.50 0.83% (5.52) 5108 JP Equity . . 35.80 1.05% 2 5401 JP Equity 331 (5,511) 2.89 2.72 5.45 1.10% 32.47 6301 JP Equity (86) (2,109) 20.64 21.48 3.71 1.10% (13.70) 6752 JP Equity 790 3,316 9.01 11.16 14.23 1.67% (65.96) 6902 JP Equity . . 48.60 1.44% : 6954 JP Equity 716 6,393 157.65 175.31 8.93 1.25% (17.99) 7201 JP Equity (127) (3,743) 8.85 9.15 -3.78 0.89% (7.41) 7203 JP Equity 65 (5,260) 56.12 55.42 1.42 0.87% 46.22 7267 JP Equity 311 (4,885) 36.43 34.11 6.62 0.96% 113.06 762 HK Equity 87 (5,162) 1.38 1.36 1.35 1.26% (13.18) 7751 JP Equity 78 (6,865) 31.44 31.08 1.34 0.85% (16.89) 8031 JP Equity (80) (4,776) 14.10 14.33 “1.53 1.10% (30.53) 8058 JP Equity 9 (1,766) 18.45 18.36 0.53 0.91% (4.90) 8306 JP Equity 133 (4,604) 5.65 5.49 2.40 1.21% 53.58 8316 JP Equity 14 (517) 42.90 41.76 1.85 1.44% 14.17 8411 JP Equity : - 199 0.73% : 8604 JP Equity 159 (3,159) 6.64 6.31 4.20 1.20% 68.34 8801 JP Equity : . 31.43 1.44% - 8802 JP Equity 140 (5,009) 24.84 24.14 1.78 1.57% 60.51 9020 JP Equity 105 (6,726) 75.20 74.03 1.24 1.25% (11.13) 941 HK Equity 990 (11,819) 10.19 9.34 8.33 1.01% (140.03) 9432 JP Equity (128) 6,077 53.17 52.07 “75 1.20% (64.14) 9433 JP Equity 1,677 5,686 42.13 54.56 24.31 1.21% 43.26 9437 JP Equity 75 (7,723) 15.62 15.47 1.09 0.89% (38.61) 9983 JP Equity 60 3,177 369.08 375.99 1.52 1.24% 56.77 EFTA00288213

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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 AI 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 877 71 639 661 264 (114) 59 7,114 160 31 (101) 706 89 95 2,812 382 212 5,619 652 82 492 (193) (1,049) 2,147 3,599 3,159 3,411 9,332 874 360 (35) 8,552 (351) (278) 1,391 (113) 18 1,639 7,877 6,661 6,962 5,335 7,588 4,097 (4,216) (4,063) 5,408 6,435 10,703 716 3,827 9,698 8,248 4,012 4,177 2,209 1,260 22,886 10,655 (3,542) 6,382 (6,870) (5,088) 10,373 12,676 12,119 12,812 10,884 7,333 6,088 3,174 11,757 (1,172) (3,246) 5,790 (5,315) 2,447 46.70 518.25 23.59 23.63 49.49 102.53 38.84 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 76.29 332.63 29.13 82.74 81.31 71.56 49.80 50.82 50.30 8.82 97.30 53.22 73.24 76.64 8.70 59.69 10.12 43.17 52.34 71.68 522.94 25.85 25.87 49.53 7.57 7.64 106.10 37.79 18.74 18.72 15.82 97.81 78.44 75.55 62.10 118.61 136.25 49.81 71.07 166.88 166.61 118.83 80.96 324.93 31.38 85.06 98.08 86.37 63.94 64.06 63.69 124.54 16.39 3.98 108.89 56.37 72.44 132.38 11.31 15.20 15.18 64.80 12.55 44.09 16.00 $2.73 27.74 1.39 12.10 11.37 0.07 4.30 3.87 0.92 1.10 95.54 5.26 0.77 6.81 4.38 7.25 1.63 2.71 65.29 20.17 19.70 21.37 10.74 1.90 10.06 417 16.60 24.05 37.13 37.45 35.79 81.25 11.56 6.43 1.20 70.58 14.94 8.66 20.57 3.56 0.66 1.93% 0.65% 0.79% 0.84% 1.13% 0.94% 0.92% 0.81% 0.72% 1.52% 1.49% 1.38% 0.47% 0.79% 0.65% 0.60% 1.00% 0.66% 0.87% 1.03% 0.86% 0.86% 1.15% 0.57% 1.22% 0.77% 0.67% 1.24% 0.86% 0.76% 0.70% 0.74% 0.83% 1.06% 1.29% 1.03% 0.92% 0.92% 1.03% 2.01% 1.63% 1.63% 0.99% 1.17% 0.60% 1.28% 1.11% (59.95) (36.59) 15.56 (17.96) (141.70) (15.38) (62.21) (79.60) (68.85) (270.88) (13.23) (16.17) 1.86 (5.58) (235.90) 52.13 3.91 (217.99) (2.90) (3.79) 91.40 (19.27) (71.07) 88.87 (71.07) (0.10) (118.47) (96.85) (89.54) (83.80) (47.14) (1.02) 117.86 (18.73) (95.50) (23.14) (38.84) (62.35) (39.15) 16.77 EFTA00288214

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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 (349) 207 352 185 (68) 253 121 (100) 392 1,412 3,148 (90) 1,584 214 321 396 454 260 (4) (21) 599 1,991 509 279 374 108 2,027 485 2,071 4,724 1,085 935 1,098 701 (396) 716 (81) 1,745 1,160 (73) 1,730 (392) 2,014 (4,379) 6,689 6,839 1,066 (1,057) 8,609 1,171 (1,266) 8,899 5,212 8,201 (2,947) 5,498 7,633 9,797 11,056 (8,171) 6,846 3,119 428 3,167 13,589 11,185 1,267 7,821 (3,342) 4,011 18,685 8,334 10,445 15,120 12,873 9,740 12,425 6,770 (7,980) 5,151 7,080 2,054 5,387 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 65.62 99.22 35.71 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.36 48.81 33.26 89.53 68.68 49.35 36.20 142.82 94.53 59.01 82.53 40.65 36.26 51.38 36.42 51.30 68.55 66.64 64.09 56.80 19.39 25.07 28.70 63.98 112.39 60.42 18.91 35.39 71.26 288.68 32.24 33.83 302.47 32.29 68.50 126.10 49.42 72.69 79.57 59.36 8.02 122.94 5.84 105.92 30.33 46.52 39.55 102.64 71.81 60.23 37.93 138.21 95.95 65.41 87.34 48.71 47.59 55.71 39.92 55.83 75.64 69.95 112.13 AN/AN/A 70.56 54.65 25.67 22.86 28.34 28.90 73.35 117.76 69.95 “11.44 2.60 5.08 11.10 5.87 3.62 10.41 7.61 7.50 23.13 34.32 3.81 23.13 487 5.54 5.82 3.79 4.52 ~0.07 4.63 17.37 20.37 6.72 22.41 491 2.14 1.65 20.85 9.69 22.65 35.87 13.32 13.46 13.90 12.57 11.06 0.00 13.23 -2.50 27.52 17.55 0.94 23.57 10.31 25.09 0.70% 1.19% 1.01% 1.57% 1.10% 0.81% 0.99% 1.04% 0.59% 1.17% 1.12% 0.80% 1.25% 0.58% 0.59% 0.62% 1.46% 0.84% 1.55% 1.06% 1.09% 0.72% 0.68% 0.98% 0.97% 1.51% 0.91% 0.52% 0.60% 0.88% 0.87% 0.63% 0.71% 0.64% 0.82% 0.45% 0.58% 0.31% 0.76% 1.57% 1.18% 0.81% 0.74% 0.73% 0.62% 0.46% 0.63% (20.05) 91.17 133.98 (13.78) (3.65) (36.97) (14.73) (8.29) 76.71 (27.41) (208.18) (67.80) (55.58) 61.27 (64.21) (51.16) 37.79 (7.42) (106.80) (1.00) (56.52) (118.49) 15.46 (162.60) (48.83) (77.24) (126.45) 9.95 93.88 EFTA00288215

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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 7,570 2,798 4,367 685 4,398 42 2,235 1,540 (249) 2,176 177 3,930 2,769 (177) 810 19 (0) 6,456 826 (45) 303 2,298 395 nR 2,076 1471 478 878 (310) 835 421 (77) (88) 1,029 278 2,035 12,794 552 862 (38) 3,447 38 13,908 12,908 8,377 8,537 6,820 10,010 1,533 8,458 9,908 6,387 5,841 7,188 660 13,883 10,622 (5,293) 11,143 6,678 9,210 9,189 10,986 6,749 9,024 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 6,653 17,619 3,248 (4,634) 11,635 (2,990) 62.20 54.93 63.20 85.81 51.53 30.45 58.57 68.36 83.19 15.77 36.88 29.41 12.27 61.97 69.60 63.30 54.29 105.22 23.45 25.35 67.04 44.84 4.39 24.06 18.77 145.68 63.62 12.51 66.69 72.48 14.82 44.06 32.89 120.94 32.24 33.13 60.83 21.51 22.32 24.02 49.73 49.51 5.24 16.25 34.67 96.06 44.35 66.84 96.15 92.70 #N/AN/A 74.17 31.28 74.04 78.99 80.07 16.96 48.04 37.28 15.74 78.13 71.93 67.90 54.44 105.21 39.92 27.26 66.59 46.35 5.64 25.02 19.22 197.47 70.82 13.26 72.66 73.38 16.08 58.04 33.80 132.85 3155 32.29 66.51 22.99 25.77 70.22 51.29 62.65 5.28 21.07 34.23 44.77 34.02 39.27 10.76 0.00 56.61 3.40 39.68 17.61 4.53 8.40 32.91 18.18 25.71 25.27 6.21 11.79 0.30 0.01 78.49 9.97 0.90 5.12 25.91 6.23 2.64 42.63 20.41 7.07 13.27 1.18 10.37 17.67 2.20 19.07 1.96 -2.18 13.44 7.96 21.55 117.29 5.24 19.62 0.58 31.86 1.26 1.22% (56.73) 1.29% . 0.64% (22.46) 1.33% 30.13 0.75% 158.49 0.07% 0.78% (78.03) 0.81% 23.96 0.67% (7.19) 0.88% (70.33) 0.86% (67.55) 0.90% 2.59 0.92% (3.78) 1.47% (12.95) 1.10% (84.91) 1.03% 244.80 0.54% (45.94) 0.62% 46.74 0.95% 144.10 0.70% (79.03) 0.90% (171.29) 0.75% 85.77 0.75% (13.35) 0.66% 52.09 1.10% (35.41) 0.64% (3.93) 0.91% (12.56) 0.83% 35.70 0.55% 116.16 0.85% 104.86 0.67% (43.23) 1.06% (15.66) 0.83% (20.28) 1.80% 91.13 1.26% 55.60 0.52% (15.52) 1.11% 32.70 1.18% 32.54 0.70% 72.93 0.86% (22.13) 0.72% (63.50) 0.60% (245.88) 1.35% (85.60) 1.40% (19.14) 0.93% (70.62) 1.00% (0.46) EFTA00288216

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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 3,526 1,353 (44) 946 1,135 2,087 129 6,024 1,995 (6) 1,871 15 1,203 1,314 4,601 122 157 2,970 (102) 390 5,271 1,052 286 375 (108) (36) 1,701 (30) 552 276 (279) 1,588 1,080 361 6,227 41 (129) 51 2,844 8,633 1,200 4,251 8,318 387 13,474 3,281 5,707 8,189 6,395 13,333 3,666 11,930 7,393 4,565 7,471 5,009 12,188 11,539 5,699 2,863 3,276 14,011 (4,597) 2,995 15,364 8,516 8,276 (8,600) (6,962) 1,363 1,185 8,087 4,526 4,536 2,016 (2,100) 7,829 6,808 2,297 896 14,148 4,464 (4,463) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 9,167 873.52 110.98 26.22 24.60 49.49 66.67 40.79 61.10 25.45 10.16 5.55 192.83 36.36 24.09 1.93 15.39 15.37 67.84 147.96 41.02 73.04 52.29 106.84 34.31 38.83 84.40 77.96 198.03 0.89 58.92 122.48 191.29 48.35 61.33 59.29 51.00 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,102.08 156.75 26.02 27.44 58.28 77.10 42.22 91.95 32.32 10.15 6.94 193.41 39.95 26.84 3.49 16.04 16.10 82.22 151.25 46.37 98.10 58.75 110.54 32.81 38.78 78.21 75.65 199.11 1.23 58.53 156.04 166.15 46.68 75.63 87.16 7157 11,826.85 185.19 97.62 168.75 34.66 61.15 51.42 18.95 #N/AN/A 134.68 37.95 26.24 39.31 “1.05 10.23 20.75 23.19 3.73 75.56 23.38 0.20 44.84 0.46 15.83 18.12 59.92 2.55 3.11 29.44 -2.16 12.39 69.06 13.39 6.38 5.84 0.33 7.16 -3.18 0.85 35.12 1.06 33.11 6.53 4.12 17.17 56.21 43.38 35.12 1.17 5.98 2.40 34.98 54.65 16.26 66.99 0.00 62.25 7.89 1.05% 0.73% 1.13% 0.86% 0.68% 0.94% 0.67% 1.15% 0.68% 0.56% 0.66% 0.62% 0.63% 1.35% 1.66% 1.54% 0.72% 1.03% 1.05% 0.50% 0.92% 0.54% 0.75% 0.41% 1.11% 0.96% 0.64% 1.07% 0.63% 0.83% 2.01% 0.86% 1.36% 0.84% 0.93% 1.25% 0.78% 0.48% 0.97% 0.60% 0.76% 0.98% 0.79% 1.17% 0.63% 0.54% (87.26) 24.64 85.91 26.69 (61.04) 2.84 (61.16) (121.00) 28.38 (39.26) (16.54) (37.07) 122.57 (108.42) 73.14 86.30 (23.04) 65.41 (5.73) (61.70) (78.45) (11.43) (107.25) (23.03) 5.71 (1.80) 40.99 (136.65) (53.20) (43.51) (46.39) (77.75) (6.84) (13.72) 8.19 10.60 49.66 (16.13) 5.63 182.38 (293.73) (16.78) (41.25) (68.29) 38.57 EFTA00288217

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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 753 1,154 67 996 654 412 4,657 2,126 1,055 1,868 413 4,137 172 5,624 745 1,778 4,336 5,058 795 1,523 (31) (129) (147) 730 (70) ia (185) (231) 4,165 259 188 932 (22) 7,325 718 1,203 2,135 2,188 5,122 162 25 203 11,917 11,769 989 8,007 6,116 9,956 14,649 (7,392) 9,821 12,865 4,116 4,498 6,074 18,291 9,444 9,797 15,510 (5,180) 6,019 7,995 7,355 (1,688) (2,795) 3,043 2,836 8,118 (1,754) (3,123) 21,828 8,334 (10,166) 9,010 393 888 10,521 11,140 6,030 16,340 12,547 19,920 6,737 4,851 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 75.91 63.81 40.35 80.78 65.07 4.43 13.03 33.68 95.04 13.30 13.87 956.05 253.69 82.28 6.54 6.95 26.10 78.47 85.47 76.60 35.67 33.79 12.76 160.09 64.65 113.54 66.83 68.46 52.22 73.34 76.36 112.72 48.35 $5.11 29.43 39.69 218.85 32.83 9.75 95.70 24.90 77.11 13.65 72.73 7.61 78.07 83.42 43.53 95.44 83.26 0.10 163.39 14.76 40.09 94.64 14.32 14.60 1,185.31 247.61 83.41 7.23 7.46 31.08 80.91 35.02 83.89 84.53 33.80 33.79 21.65 170.40 77.54 128.37 78.48 86.06 53.48 73.72 78.58 8.87 11.85 5.80 14.02 17.54 5.93 41.82 19.24 16.64 28.06 10.07 69.54 3.44 37.16 9.65 24.13 33.21 46.58 8.66 18.62 0.53 “3.57 2.39 17.62 2.67 2.84 4.82 3.24 25.34 6.79 2.80 13.96 6.06 0.00 63.53 12.41 21.19 25.75 23.13 40.59 2.42 1.05 5.51 0.71% (9.96) 0.82% - 0.83% (83.74) 1.16% (5.35) 0.89% (65.26) 0.61% 1.70 0.70% 60.97 1.98% : 0.76% 240.53 1.50% (136.94) 0.65% 236.62 0.52% 86.55 1.00% 85.26 132% 409.37 0.83% 21.39 0.83% 186.02 0.82% (125.76) 0.75% (87.23) 0.84% 146.47 0.70% : 1.53% 61.42 1.02% 150.62 0.81% 58.08 2.14% (34.25) 2.21% (11.18) 1.36% 72.15 0.92% (34.63) 0.48% (23.43) 2.18% (44.92) 2.28% (83.85) 0.75% (159.74) 0.46% 40.98 1.05% - 0.66% (104.55) 0.74% (68.16) 0.91% (1.23) 0.89% (3.01) 1.10% (228.53) 0.52% 22.75 0.94% (80.73) 0.51% (0.16) 0.75% 7.53 0.63% 78.84 0.99% (8.26) 0.50% 17.59 0.53% 58.44 EFTA00288218

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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 286 33 246 (363) 56 171 290 6,315 180 671 (47) 1,312 1,088 (44) (29) (204) 2,961 770 910 1,497 (182) 178 93 1,560 141 564 (169) 349 441 (498) (92) 324 124 112 384 2,778 185 (81) 399 8,586 719 51 1,178 658 4,065 4,084 6,969 6,240 3,057 4,599 4,934 17,035 8,293 7,629 (4,939) 7,595 6,290 5,241 5,649 4,077 7,836 5,671 5,345 7,174 (7,500) 6,983 4,673 10,006 (6,124) 9,825 3,676 6,518 1,058 6,088 (8,069) (3,571) 8,245 3,631 3,406 (10,717) 9,492 7,919 885 (6,829) 10,218 6,460 6,866 (7,398) 5,234 34.51 36.63 37.90 301.76 $9.11 54.73 54.04 212.78 65.48 47.84 103.67 8.40 8.45 80.60 80.63 74.91 44.08 118.49 114.81 81.27 642.17 43.33 163.56 80.46 21.91 26.16 68.98 84.31 36.38 24.78 359.52 34.20 45.38 15.57 15.52 63.57 46.52 4.60 7.52 115.81 63.59 59.69 84.06 5.65 120.22 36.94 36.92 39.24 285.17 60.19 56.76 57.22 291.67 66.90 52.05 104.66 9.86 9.91 79.93 80.22 71.34 60.74 134.58 134.35 98.23 657.76 44.43 166.81 93.00 21.41 27.66 65.94 36.41 88.83 36.38 26.57 381.70 35.08 47.16 16.10 16.03 61.30 60.13 4.71 6.89 109.05 117.02 66.34 46.63 84.69 4.75 135.34 13.56 1.59 6.17 4.03 1.48 2.87 443 57.50 411 9.35 1.06 17.70 16.76 0.97 0.56 -5.10 30.69 12.36 16.78 29.03 -2.51 4.29 3.24 21.08 2.36 8.11 4.11 5.21 0.00 6.27 -9.29 AAT 7.19 4.10 3.79 4.34 38.61 3.96 8.16 6.90 105.84 15.29 1.57 13.13 14.76 0.52% 16.78 0.51% 16.54 0.57% 41.85 1.44% (25.16) 1.23% 55.96 1.29% 92.13 1.33% 159.20 0.64% (23.97) 0.53% 66.45 0.94% 93.91 0.90% (54.05) 0.98% (10.47) 1.03% 19.03 0.86% (7.71) 0.91% 37.29 0.98% 43.55 1.23% (332.74) 1.10% 17.21 1.01% (13.94) 0.72% 15.13 0.97% (30.88) 0.59% 41.09 0.61% (13.14) 0.74% 32.65 0.98% (143.59) 0.71% (23.38) 1.12% (48.99) 0.67% 2 1.03% 22.89 0.68% 17.16 1.16% 32.74 0.66% (65.20) 0.58% 55.84 0.55% 77.55 0.83% 6.56 0.87% (4.60) 0.82% (115.61) 0.76% 14.71 0.59% 73.61 1.12% 2.46 0.85% 142.46 0.79% (209.73) 0.73% 61.50 0.57% = 0.48% (47.42) 1.21% (17.90) 0.85% (42.31) EFTA00288219

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TWX US Equity (180) 7,395 66.37 64.79 -2.69 0.91% 0.66 TXN US Equity 4,110 12,205 34.93 46.69 42.06 0.80% 77.10 TYC US Equity 9,865 24,080 29.17 41.12 55.99 0.73% (109.86) UBS US Equity 267 5,489 19.43 20.38 4.47 1.09% (19.14) UBSN VX Equity 243 5,158 19.51 20.43 4.47 1.05% (39.94) UCG IM Equity 3,390 5,391 5.58 9.09 37.28 1.69% (155.94) ULVR LN Equity 110 4,635 42.19 43.19 2.61 0.91% 135.39 UNA NA Equity 124 5,141 40.85 41.84 3.01 0.80% 118.34 UNH US Equity 2,589 10,192 64.28 80.61 34.29 0.74% (91.31) UNP US Equity 1,445 12,014 165.36 185.25 17.18 0.70% (84.77) UPS US Equity 3,254 14,806 79.87 97.42 49.52 0.44% (31.26) USB US Equity 2,933 14,238 34.71 41.86 32.37 0.64% (81.72) UTX US Equity 6,243 15,190 82.05 115.77 53.07 0.77% (164.66) V US Equity 4,538 6,296 118.43 203.79 79.37 0.91% 21.63 VALE US Equity (53) (3,126) 15.08 15.33 “1.19 1.42% (93.62) VALE3 BZ Equity (80) (3,669) 15.04 15.37 “1.31 1.66% (109.97) VIAB US Equity 3,532 9,272 60.42 83.43 45.10 0.84% 32.50 VIV EP Equity 154 2,668 26.19 27.71 6.66 0.87% (77.13) VMW US Equity 926 4,785 89.16 106.41 13.22 1.46% 116.01 VOD LN Equity 279 (3,168) 3.96 3.61 8.14 1.08% 30.13 VOD US Equity 274 (3,057) 39.48 35.95 8.37 1.07% 19.07 VOW3 GR Equity 60 1,833 253.13 261.40 3.02 1.08% 7.17 VRX CN Equity 460 1,611 92.95 119.47 17.73 1.61% (18.58) VRX US Equity 523 1,880 93.20 119.14 17.89 1.56% (25.96) VTIUS Equity 539 5,134 86.91 96.04 21.27 0.49% (8.25) VWO US Equity (182) (5,797) 40.33 41.60 -3.48 0.90% (86.80) VZ US Equity 22 (6,121) 48.12 47.94 0.71 0.51% 5.86 WBC AU Equity 403 5,939 30.19 32.24 8.12 0.84% 63.31 WES AU Equity 166 8,616 38.65 39.39 3.18 0.61% 116.86 WFC US Equity 3,007 11,582 38.70 48.74 40.72 0.64% (38.60) WLP US Equity 3,099 10,369 74.31 96.52 36.20 0.83% (58.76) WMT US Equity 231 7,009 75.45 77.93 6.29 0.52% 47.76 WOW AU Equity (12) (763) 32.94 33.45 -1.92 0.79% (4.69) XOM US Equity 1,015 13,076 90.48 97.50 12.41 0.63% 76.63 XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity 27 256 30.64 33.87 6.81 1.55% 4.93 YUM US Equity 208 7,151 73.86 76.01 3.41 0.85% 68.95 ZURN VX Equity (161) 7,208 293.62 287.20 “2.72 0.82% (18.31) Current Portfolio - Global Macro Portfolio P/Lin Vol |30P Realized| Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) SPX Index 16,951 62,272 1,455.70 1,851.96 53.09 0.51% 297.13 NDX Index 11,659 46,686 2,831.19 3,538.23 33.58 0.74% RTY Index 12,681 39,938 868.48 1,144.24 38.23 0.83% EFTA00288220

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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 XLIUS Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 672 (24) (635) 2,887 8,581 1,707 9,962 7,043 7,402 6,876 24,869 4,730 6,199 8,084 10,873 9,810 8,277 2,203 105 7,711 1,938 1,141 1,452 655 199 202 594 950 776 34,318 (144) (63) 4,787 (0) 5,495 744 2,154 5,744 353 6,089 354 3,678 11,333 6,516 11,035 4,151 28,839 (26,146) 1,907 (5,408) 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,373 38,048 40,933 23,118 9,226 19,369 24,683 (26,563) 25,595 27,288 14,214 17,258 (33,700) 29,082 21,983 73,231 (4,895) (2,867) 14,269 5,353 13,610 9,939 12,860 16,147 10,839 16,431 7,840 14,930 24,346 43,407 28,526 47,032 12,859.70 3,142.70 23,463.49 725.60 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 1,661.37 100.82 8,513.92 191.41 3,409.40 1,282.88 85.16 39.61 3,920.67 141.32 2,880.50 344.53 1.85 4,890.10 40.76 67.11 184.03 41.26 15.57 39.06 30.80 38.20 41.85 46.72 85.67 37.57 38.87 400.51 520.28 366.14 13,159.17 3,145.54 23,463.49 810.76 11,031.50 13,093.49 6,104.50 14,458.90 9,533.00 29,891.87 10,299.16 6,879.76 7.47 555.34 4,274.10 2,108.83 126.81 10,235.46 209.65 3,448.09 1,793.58 91.84 37.90 4,143.06 #N/AN/A 143.30 2,914.20 338.46 191 5,062.73 #N/AN/A 41.96 68.59 245.76 41.26 21.86 41.98 35.96 51.79 43.21 64.03 89.54 46.83 56.96 460.63 721.56 398.46 5.23 0.10 0.00 10.45 11.59 22.82 10.43 27.05 24.67 27.11 25.77 60.44 25.37 20.01 23.97 41.51 29.35 21.04 9.82 0.94 32.72 11.88 2.02 6.12 3.35 1.60 1.51 2.07 4.73 5.11 122.85 -3.18 AAT 51.85 -0.03 65.88 13.30 25.39 55.84 9.25 52.55 7.43 36.24 69.34 21.53 32.68 11.60 0.87% 1.41% 1.12% 0.62% 1.03% 0.82% (266.19) 0.66 (31.25) 128.36 91.91 34.85 0.93% (884.54) 0.65% 1.08% 1.10% 1.03% 0.50% 0.73% 0.77% 142.27 20.39 (276.41) 0.65% 0.88% 0.96% 270.99 0.97% 215.62 1.20% (75.75) 1.22% (69.86) 0.66% (110.52) 2.12% (22.33) 0.93% 361.42 0.72% 0.88% (29.21) 0.77% 175.84 0.85% 0.69% 323.21 0.69% 217.81 0.38% 0.93% (55.55) 0.49% (15.62) 0.65% 111.53 0.18% 11.70 0.61% 26.25 0.56% 152.28 0.66% 134.81 0.64% 2 0.35% 57.28 0.71% 227.36 0.61% 82.26 0.68% 71.80 0.67% (291.99) 0.70% 46.99 1.18% (130.64) 0.76% (286.36) EFTA00288221

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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 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 6,555 1,703 11,567 5,185 999 22,619 2,984 2,720 11,799 16 (96) 10,281 21,718 6,888 7,302 (186) 2,420 278 998 3,377 (289) 3,096 (175) 5,209 501 675 (433) (237) 3,489 4,542 3,312 3,879 2,678 31,609 8,597 3,289 10,781 2,792 42 1,366 (460) 58 3,550 1,377 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 (13,616) (20,150) (24,622) 29,347 16,608 (24,602) 53,418 (40,135) (97,153) 47,626 34,444 (59,678) (73,802) (76,599) 77,381 76,813 78,860 75,130 74,397 78,270 54,986 78,610 50,187 67,396 17,944 26,645 (26,519) (39,490) 65,265 56,841 353.52 447.48 222.31 482.69 662.20 609.16 917.36 343.07 380.28 793.71 434.80 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 94.10 220.12 757.73 1,269.35 214.83 1,485.47 822.10 167.43 219.11 357.33 476.61 348.26 1,675.82 1,240.95 336.92 1,616.07 1,327.30 392.28 729.23 342.02 423.80 83.13 466.17 1,004.77 1,489.15 420.23 467.13 311.21 570.86 698.60 834.75 1,023.30 395.56 491.01 794.18 432.45 336.18 267.26 218.14 4,383.90 4,989.48 20.04 107.67 102.56 453 95.20 232.88 761.03 1,201.29 217.09 1,500.30 812.80 168.41 219.79 373.44 504.79 362.88 1,762.35 1,285.62 472.99 1,868.74 1,382.83 476.55 759.44 342.83 445.53 84.57 465.49 1,059.43 1,525.23 28.72 7.50 47.61 21.54 8.62 59.83 12.78 18.74 30.74 0.09 0.73 43.54 68.30 28.61 21.82 -2.38 14.41 141 3.78 9.64 “1.58 75.28 -3.38 12.90 2.54 2.31 3.43 “1.77 1.31 17.97 25.01 17.19 21.58 14.31 187.52 61.30 16.82 79.53 14.70 0.73 14.79 2.27 0.39 18.64 7.35 0.66% (17.04) 0.59% 57.79 0.84% (228.24) 0.85% (66.38) 0.64% 316.95 0.62% 158.76 0.90% 133.64 0.82% 152.02 0.95% (324.93) 0.68% 174.26 0.74% (61.50) 0.66% 0.81% 1.27% (243.45) 0.83% 72.58 0.58% (181.77) 0.83% (190.21) 0.80% 0.90% 2.11% 258.97 0.08% 5.15 0.13% (24.69) 0.42% |) (499120) 0.41% 310.14 0.43% 247.30 0.33% 0.33% 0.24% 0.25% 245.45 0.24% 153.40 0.24% 199.75 0.24% 184.69 0.25% 217.64 0.22% 316.85 0.26% 127.85 0.27% 144.91 0.28% 174.18 0.32% 64.76 0.35% 157.43 0.76% (812.83) 0.37% (193.80) 0.29% 301.41 033% 359.87 EFTA00288222