Atorus, LLC Current Date: Change on Day: Total Return since 1/1/12: . msc World Change on 712M Return: : T90 Day Return: . No, of Positions 730 Day Return: (+MTM) on = Current Long Exposure @ Cost: : Current Short Exposure @ Cost: on Day Starting Capital: Positions: Current NAV: (Gross Exposures): Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days | S296) 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: ae. Notes on Leverage: 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 PS 4 Pg Pg ow Rd Pg SY SY s Pg wv y Ra a Pgh ph Pooh Wi EFTA00288223

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Atorus, LLC 4/9/2014 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 | 28.37%] XAU Comdty (24,602) 0.43% AEX Index 6,347 0.35% CO1 Comdty (24,622) 0.44% MAERSKB DC Equity 6,358 0.35% MEXBOL Index (26,146) 0.46% UTX US Equity 6,368 0.35% INDEXCF Index (26,563) 0.47% GILD US Equity 6,446 0.36% US_TSY CREDIT (30,101) 0.53% EDF FP Equity 6,603 0.36% SHCOMP Index (33,700) 0.60% SX6P Index 6,636 0.37% SE_TSY CREDIT (39,490) 0.70% SXXP Index 6,753 0.37% MY_TSY CREDIT (55,351) 0.98% SX7E Index 6,767 0.37% SG_TSY CREDIT (57,449) 1.02% PSI20 Index 7,030 0.39% JP_TSY CREDIT (59,678) 1.05% SMI Index 7,052 0.39% SPX Index 62,272 1.10% ACA FP Equity 7,248 0.40% CH_TSY CREDIT 65,265 1.15% SXSE Index 7,424 0.41% DK_TSY CREDIT 67,396 1.19% FTSEMIB Index 7,508 0.41% STBCNZL Index 73,231 1.29% ASE Index 7,600 0.42% DE_TSY CREDIT 75,554 1.33% PRU LN Equity 7,615 0.42% FR_TSY CREDIT 75,943 1.34% DAI GR Equity 7,844 0.43% AT_TSY CREDIT 77,381 1.37% HEX Index 8,215 0.45% BE_TSY CREDIT 77,405 1.37% BEL20 Index 8,252 0.45% IE_TSY CREDIT 78,270 1.38% MMM US Equity 8,428 0.46% NL_TSY CREDIT 78,610 1.39% BAYN GR Equity 8,475 0.47% FI_TSY CREDIT 80,015 1.41% IT_TSY CREDIT 8,597 0.47% CA_TSY CREDIT (97,153) 1.72% MDT US Equity 8,633 0.48% DAX Index 8,698 0.48% TMO US Equity 8,945 0.49% BAC US Equity 9,475 0.52% IBEX Index 10,031 0.55% TYC US Equity 10,078 0.56% KFX Index 10,428 0.57% INAV Impact by Category & Exposure ES_TSY CREDIT 10,781 0.59% SXMP Index 10,813 0.60% Listed Equity Short |. 095% LUXXX Index 11,166 0.62% SXAP Index 11,659 0.64% fEquityCom Short |= 0.0038% SXIP Index 11,711 0.65% XLV US Equity 12,097 0.67% SXOP Index 12,241 0.67% NDX Index 12,685 0.70% RTY Index 13,404 0.74% SPX Index 17,816 0.98% SXTP Index 22,311 1.23% SXDP Index 22,945 1.26% EFTA00288224

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PeMea tong ao. PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short ISEQ Index 1€_TSY CREDIT STBCNZL Index STBCNZL Index 25,300 31,609 33,977 34,318 1.39% 1.74% 1.87% 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) @ APAC Long @ APAC Short m@ EMEA Long m EMEA Short m AMER Long m AMER Short ® EquityCom Long ® EquityCom Short © G20 Rates Long ®@ G20 Rates Short EFTA00288225

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Atorus, LLC 4/9/2014 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 ——— 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 1,000,000 ww AMER —— EquityCom mmr G20 Rates 500,000 T T T T T T T T T T T T 477 “7 Vv 477 Vv Vv ~) ‘~) 5 > ‘) >» & » SMM BP BM BP OM PM SM SO PE PE TR PE RE PE PE PE Ph PEP HAP HH PH PHP HH WE HE Wh Ph EFTA00288226

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Atorus, LLC 4/9/2014 Current Gross Notional Risk by Category oma 566,259 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSC! World Index 2.45 1.95 175 iss 135 — MscIWorld 115 ATORUS 0.95 o7s + 7 : r : : - 1 - - : : : r Vv Vv Vv Vv Vv Vv > Se] Se) > “el ‘) >» & Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% —— Rolling30DayRe 100% alizedVol 0.80% PP Se PPP oP” oP” oh “> J “> 4 2) 2 aan % EFTA00288227

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Atorus, LLC 4/9/2014 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 ’ IF GO" LO" O79 (9% 9" O° 9% 97.9" O° 9% 97.9% O° 9° 9° 9% 100g. 8 PAP AP” AP” AD” AO" LO” OT HH” OTS" OL HS” OTH" | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 47 AT%) EFTA00288228

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Atorus, LLC 4/9/2014 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 57.09 1.11% 2 005380 KS Equity 139 3,149 224.39 234.30 3.73 1.19% (36.95) 005490 KS Equity (399) (3,782) 273.49 302.31 8.23 1.28% (139.30) 005930 KS Equity (249) (6,997) 1,278.17 1,323.62 -3.90 0.91% 34.33 012330 KS Equity 1,235 5,584 247.00 301.63 23.87 0.93% (0.22) 1 HK Equity 890 10,664 15.95 17.28 8.33 1.00% 55.63 1299 HK Equity 89 5,954 4.79 4.86 1.92 0.78% (41.73) 13 HK Equity 2,197 12,243 11.40 13.45 17.26 1.04% 56.05 16 HK Equity (139) (6,359) 12.66 12.94 -2.80 0.78% (78.28) 27 HK Equity (10) 123 9.61 8.86 4.42 1.92% 2.12 2914 JP Equity 166 (4,719) 32.47 31.33 3.27 1.08% 53.45 3382 JP Equity (8) 1,329 37.70 37.48 -0.50 1.15% (28.65) 4063 JP Equity (37) (4,536) 56.40 56.86 0.71 1.15% 31.54 4502 JP Equity (64) 1,093 46.86 44.26 -6.98 0.84% (4.75) 4689 JP Equity (52) 245 5.80 4.77 “11.79 1.81% 6.35 5 HK Equity (27) (3,997) 10.17 10.24 0.87 0.79% (43.74) 5108 JP Equity . . 35.16 1.05% 2 5401 JP Equity 421 (5,511) 2.89 2.67 6.63 1.15% 103.40 6301 JP Equity (75) (2,812) 20.64 21.19 -2.40 1.11% 36.83 6752 JP Equity 329 1,658 9.01 10.80 11.54 1.72% (63.49) 6902 JP Equity - - 47.52 1.44% : 6954 JP Equity 651 6,393 157.65 173.72 8.32 1.22% (64.00) 7201 JP Equity (23) (3,743) 8.85 8.90 -0.66 0.95% 99.13 7203 JP Equity 240 (5,260) 56.12 53.55 4.77 0.96% 185.31 7267 JP Equity 357 (4,885) 36.43 33.76 7.56 0.97% 52.69 762 HK Equity 44 (5,162) 1.38 137 0.67 1.28% (44.10) 7751 JP Equity 154 (6,865) 31.44 30.73 2.74 0.82% 78.92 8031 JP Equity 33 (4,776) 14.10 14.00 0.60 1.16% 112.32 8058 JP Equity 58 (3,507) 18.32 18.01 177 0.93% 66.80 8306 JP Equity 269 (4,604) 5.65 5.32 4.63 1.26% 148.16 8316 JP Equity 40 (1,511) 4177 40.66 1.78 1.50% 40.84 8411 JP Equity - - 197 0.73% : 8604 JP Equity 232 (3,159) 6.64 6.16 5.93 1.24% 82.87 8801 JP Equity : : 29.80 1.44% - 8802 JP Equity 368 (5,009) 24.84 23.01 4.31 1.70% 251.86 9020 JP Equity 227 (6,726) 75.20 72.66 2.76 1.23% 128.86 941 HK Equity 827 (11,819) 10.19 9.48 6.75 1.04% (190.50) 9432 JP Equity (230) 6,077 53.12 51.18 3.11 1.22% (100.47) 9433 JP Equity 463 1,895 42.13 52.43 20.09 1.22% (91.99) 9437 JP Equity 239 (7,723) 15.62 15.13 3.38 0.92% 171.33 9983 JP Equity 4 3,177 369.08 369.52 0.10 1.20% (54.78) EFTA00288229

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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 132 684 688 81 (137) 49 7,248 214 (3) 32 (63) 162 2,794 393 221 5,693 732 49 562 (48) 2,371 3,555 3,103 3,495 9,475 888 442 (7) 8,475 (328) (232) 1,432 (100) 39 819 7,877 6,661 6,962 5,335 7,588 4,097 (4,216) (4,063) 5,408 6,435 10,703 1,489 4,556 9,698 8,248 4,012 4,177 2,761 1,680 22,886 10,655 (4,035) 6,703 (6,870) 480 10,373 12,676 12,119 12,812 10,884 7,333 6,088 2,539 11,757 (2,036) (2,434) 5,790 (3,986) 2,447 46.70 518.25 23.59 23.63 49.49 102.53 38.82 19.01 19.03 6.83 95.44 77.97 74.01 63.61 110.56 134.80 48.66 42.47 146.70 148.11 95.40 76.29 331.67 29.25 82.74 98.92 71.56 49.80 50.82 50.30 8.82 97.30 53.22 73.25 76.64 9.07 59.69 10.12 43.17 52.34 71.77 526.94 26.01 25.96 50.24 7.55 7.57 107.18 37.57 18.81 18.80 15.99 98.62 77.95 75.60 62.74 119.73 136.25 50.63 70.88 167.58 167.57 119.14 81.53 327.62 31.70 83.32 98.92 87.92 63.77 63.83 64.02 125.92 16.50 4.00 109.08 57.08 73.03 131.88 10.53 14.50 14.44 65.37 12.62 44.26 16.10 §3.19 29.97 2.63 12.78 11.76 1.30 5.64 457 0.72 0.84 95.68 6.80 ~0.03 3.41 -2.20 8.56 1.68 4.49 65.67 16.63 15.27 22.61 11.59 1.01 10.70 -1.09 0.00 24.95 37.20 36.73 36.39 83.17 11.76 7.61 0.32 72.21 7.37 9.51 21.17 4.22 1.44 1.79% 0.64% 0.80% 0.84% 1.17% 0.94% 0.92% 0.80% 0.73% 1.45% 1.42% 1.40% 0.49% 0.81% 0.63% 0.63% 0.97% 0.64% 0.90% 1.02% 0.86% 0.86% 1.10% 0.59% 1.21% 0.78% 0.64% 1.27% 0.92% 0.75% 0.70% 0.75% 0.83% 1.05% 1.29% 1.03% 0.95% 0.92% 1.00% 2.19% 1.63% 1.63% 1.00% 1.17% 0.59% 1.28% 1.11% 1.56 61.28 44.54 26.37 78.26 80.47 (22.85) (15.78) (18.10) 135.88 54.58 (67.70) 1.16 45.75 99.41 (0.12) 68.37 (18.14) 13.17 10.87 74.12 80.59 (33.80) 73.74 140.12 4.10 227.97 (44.57) (55.60) 84.42 144.24 14.04 82.44 20.55 (76.76) 117.86 (19.51) 41.67 (14.27) 21.52 EFTA00288230

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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 (305) 293 422 214 272 138 494 1,418 1,094 (87) 1,522 250 381 466 707 338 70 651 2,001 603 326 387 (46) 121 2,089 550 1,824 5,093 1,148 1,058 1,141 725 (528) 748 (20) 1,768 1,197 (141) 1,832 (457) 2,047 (4,379) 6,689 6,839 1,066 8,609 1,171 9,429 5,212 2,734 (2,210) 5,498 7,633 9,797 11,056 (8,171) 6,846 3,119 (732) 3,167 13,589 11,185 1,267 7,821 (3,342) 4,011 18,685 8,334 8,356 15,120 12,873 9,997 12,425 6,770 (7,980) 5,151 7,080 2,054 5,387 8,914 (8,359) 11,815 (8,207) 12,764 17.51 34.33 67.77 245.93 32.86 274.17 65.81 99.22 35.71 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.36 46.78 33.26 89.53 68.68 49.35 36.20 142.82 94.53 59.05 82.53 40.65 36.26 51.38 36.51 51.30 68.55 66.64 64.09 56.88 19.39 25.07 28.70 63.98 112.39 60.42 18.73 35.83 71.95 295.31 32.65 33.90 306.55 32.63 69.25 126.21 50.00 73.30 78.88 59.63 8.06 123.69 5.65 107.09 31.05 46.78 40.10 102.71 72.39 62.06 37.99 144.77 97.37 65.65 87.98 49.52 48.48 55.96 40.38 56.01 75.89 71.05 112.66 AN/AN/A 70.85 56.33 25.75 23.10 28.44 29.18 73.90 118.66 70.11 9.63 3.76 6.07 12.34 3.97 11.73 8.47 23.58 35.06 4.81 22.16 5.64 6.49 6.64 5.64 6.04 1.40 0.00 18.46 21.28 7.94 23.83 5.11 0.85 3.22 21.25 10.60 23.46 36.43 13.96 14.10 14.42 13.00 13.68 0.00 13.96 0.59 29.33 18.06 2.26 24.50 11.68 28.42 0.72% 1.17% 1.02% 1.63% 1.10% 0.80% 1.01% 1.04% 0.62% 1.15% 1.14% 0.81% 1.25% 0.58% 0.60% 0.63% 1.53% 0.82% 1.62% 1.05% 1.11% 0.69% 0.68% 1.08% 0.97% 1.61% 0.93% 0.53% 0.62% 0.93% 0.92% 0.64% 0.75% 0.64% 0.82% 0.48% 0.58% 0.31% 0.76% 1.67% 1.12% 0.81% 0.74% 0.75% 0.63% 0.48% 0.56% 38.16 87.42 70.63 29.39 19.48 17.67 108.60 5.41 45.44 (17.84) (61.47) 35.82 60.05 291.44 78.91 75.70 (4.02) 52.81 10.62 95.35 48.33 61.26 74.44 127.62 43.45 24.43 (117.32) 32.19 23.11 36.97 (80.66) 102.32 (59.06) 33.03 EFTA00288231

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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 7,844 2,922 4,530 728 4,545 61 2,413 1,696 (204) 2,292 186 3,091 2,777 (112) 864 149 126 6,603 877 (19) 407 2,382 483 2,071 1,694 620 1,034 129 (266) 999 86 454 (18) (33) 1,149 240 2,055 6,446 528 857 (36) 3,490 77 13,908 12,908 8,377 8,537 6,820 10,050 1,733 8,458 9,908 6,387 5,841 7,188 660 11,106 10,622 (3,529) 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 3,332 4,271 3,508 3,404 11,013 4,069 13,140 3,327 17,619 3,248 (4,634) 11,635 (3,006) 62.20 54.93 63.20 85.81 51.59 30.58 58.57 68.36 83.23 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 33.01 120.94 32.25 33.14 60.83 21.51 22.32 24.02 49.73 49.51 5.24 16.25 34.67 97.29 44.67 67.37 97.38 93.13 #N/AN/A 74.92 31.67 75.27 80.06 80.66 17.40 48.64 37.70 15.68 78.18 71.81 68.21 55.50 106.66 40.29 27.38 66.85 46.87 5.69 25.23 19.17 197.34 7191 13.49 73.71 74.25 15.90 60.79 33.86 133.80 32.09 32.83 67.17 22.78 25.81 70.58 51.22 62.57 5.28 21.13 33.78 45.09 35.28 39.63 11.23 0.00 58.82 447 39.80 18.59 -3.64 10.55 34.64 18.85 26.34 25.45 6.02 12.39 2.36 1.93 83.94 11.58 0.40 6.77 27.40 7.52 2.62 45.74 22.56 8.89 14.67 2.27 -8.80 19.50 2.11 19.80 0.44 0.79 14.42 6.80 21.97 117.41 5.08 19.54 0.56 32.01 2.56 1.25% 1.29% 0.64% 1.36% 0.76% 0.07% 0.77% 0.79% 0.72% 0.92% 0.88% 0.98% 0.92% 1.50% 1.06% 1.03% 0.53% 0.63% 0.94% 0.71% 0.86% 0.69% 0.72% 0.67% 1.07% 0.65% 0.81% 0.78% 0.58% 0.88% 0.72% 1.08% 0.84% 1.95% 1.22% 0.54% 1.15% 1.21% 0.72% 0.87% 0.71% 1.65% 0.59% 1.35% 1.37% 0.94% 1.00% 277.57 125.57 165.08 43.01 148.64 22.17 180.61 157.62 45.05 168.94 118.37 9.56 (52.49) 8.40 5.93 54.93 128.31 148.19 51.31 25.89 105.76 83.89 89.03 (8.19) (5.12) 226.64 144.53 157.92 63.67 37.35 171.92 6.36 33.47 59.88 55.83 EFTA00288232

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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 3,774 461 37 987 1,158 2,191 6,156 2,084 43 1,830 71 1,369 1,332 4,574 (4) 3,137 (83) 443 5,322 1,087 346 369 (8) (25) (2) 61 1,348 70 589 172 (200) 1,788 1117 6,358 112 (127) 78 2,934 8,633 1,289 4,370 8,428 423 13,800 1,094 5,707 8,189 6,395 13,333 1,222 11,930 7,393 4,565 7,501 5,009 12,188 11,790 5,699 2,863 3,671 14,011 (4,597) 2,995 15,364 8,516 8,619 (8,600) (6,962) 454 395 8,087 3,395 4,536 2,016 (2,590) 7,829 6,808 2,297 (1,723) 14,148 4,464 (3,570) 2,181 13,641 20,811 7,556 8,003 5,485 21,331 9,167 878.06 110.98 26.22 24.60 49.49 66.67 40.79 61.10 25.45 10.16 5.56 192.83 36.36 24.15 1.93 15.39 15.37 67.84 147.96 41.02 73.04 52.29 107.01 34.31 38.83 84.67 78.03 198.03 0.89 58.93 122.48 186.94 48.38 61.33 59.29 72.79 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,118.21 157.72 26.39 27.57 58.45 77.62 42.25 92.62 32.63 10.26 6.91 195.56 40.45 26.88 3.48 15.37 15.38 83.02 150.61 47.09 98.34 58.96 111.31 32.84 38.88 80.18 77.67 199.52 1.25 59.84 158.24 174.54 47.17 77.43 88.12 72.79 11,903.42 188.12 98.26 170.86 34.85 61.15 51.94 19.13 #N/AN/A 135.18 38.09 26.40 41.37 0.84 11.06 21.04 26.45 3.83 75.45 24.16 1.34 43.61 2.09 17.62 18.98 59.81 0.07 0.04 30.48 “1.78 13.57 68.73 14.19 7.54 5.97 0.27 4.87 0.48 1.18 36.22 2.22 35.43 3.18 “3.51 18.29 57.83 0.00 36.16 3.32 7.22 3.67 36.29 56.45 17.53 69.87 0.00 61.99 8.59 1.04% 1.02% 0.76% 1.09% 0.86% 0.62% 0.94% 0.68% 1.17% 0.70% 0.56% 0.68% 0.64% 0.60% 1.34% 1.78% 1.65% 0.73% 1.01% 1.09% 0.50% 0.90% 0.53% 0.72% 0.41% 1.15% 1.00% 0.64% 1.10% 0.70% 0.82% 2.09% 0.73% 1.44% 0.84% 0.96% 1.24% 0.76% 0.49% 0.98% 0.59% 0.73% 0.97% 0.78% 1.17% 0.64% 0.54% 257.15 9.61 81.66 41.36 22.50 104.35 0.77 132.81 89.70 49.62 (40.73) 56.26 168.41 18.29 (27.10) (120.16) (165.42) 168.10 19.04 53.61 50.40 35.59 62.79 (7.38) (16.98) 10.85 10.51 16.72 74.03 102.72 36.71 (139.47) 79.77 204.72 37.66 (29.36) 132.77 110.82 36.24 EFTA00288233

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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 920 1,507 70 1,125 715 519 4,810 2,124 1,100 1,889 438 4,270 198 5,588 874 1,848 4,402 5,059 887 1,632 38 (66) (70) 810 (20) 155 (105) (64) 4,053 341 214 939 7,615 697 1,257 2,336 2,387 5,427 215 242 11,917 11,769 792 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 (2,251) (2,795) 3,043 2,269 8,118 (2,338) (3,123) 21,828 8,334 (10,166) 9,010 (831) 10,521 11,140 6,030 16,340 12,547 19,920 6,737 5,485 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 13.87 956.05 253.82 82.28 6.54 6.95 26.10 78.47 85.47 76.60 34.13 12.76 160.09 64.65 113.54 66.83 68.46 $2.22 73.41 76.36 114.21 48.44 56.61 29.99 40.26 220.81 33.16 10.14 96.46 24.91 77.44 13.67 73.14 7.73 78.39 83.30 44.08 96.02 83.54 0.10 163.43 14.95 40.55 95.53 13.69 14.22 1,210.53 251.63 83.85 6.84 7.09 30.95 81.68 35.60 83.67 84.59 34.13 34.09 22.00 170.11 78.13 129.78 79.54 87.11 53.89 74.00 79.00 10.43 14.10 7.19 15.21 18.82 7.17 44.10 19.59 17.17 30.43 10.72 69.56 3.95 36.89 10.79 24.91 33.77 48.58 9.91 19.83 0.63 1.36 1.15 19.09 0.92 3.94 1.93 0.85 24.46 8.48 3.25 14.23 0.00 64.92 12.19 22.07 26.87 23.96 40.53 3.14 1.60 6.53 0.74% 0.82% 0.91% 1.22% 0.92% 0.62% 0.73% 1.98% 0.74% 147% 0.65% 0.48% 0.99% 1.36% 0.83% 0.83% 0.86% 0.76% 0.84% 2.01% 0.70% 1.49% 1.03% 0.82% 2.17% 2.18% 1.39% 0.95% 0.48% 2.33% 2.40% 0.76% 0.48% 1.05% 0.65% 0.73% 0.94% 0.89% 1.12% 0.51% 0.94% 0.53% 0.79% 0.67% 1.01% 0.49% 0.53% 169.59 16.60 131.33 61.28 107.83 154.55 (3.90) 45.77 20.54 25.89 134.70 25.89 (36.12) 131.18 70.55 66.53 58.85 93.10 110.31 69.88 95.50 71.96 81.97 36.57 43.71 121.92 152.08 (111.49) 26.89 7.06 (8.08) (20.66) 55.31 203.93 201.13 $3.31 20.68 39.17 EFTA00288234

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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 288 38 280 (36) 204 272 6,173 227 679 (62) 1,381 985 14 16 (128) 2,988 835 968 1,525 (107) 157 98 1,688 (76) 639 (122) 492 503 (428) (73) 392 163 166 388 2,734 246 495 8,945 826 111 1,147 765 4,065 4,699 6,969 6,240 3,057 4,819 4,934 17,035 8,293 8,085 (3,704) 7,764 6,290 5,241 5,649 3,262 7,836 5,671 5,345 7,174 (7,500) 7,705 4,673 10,006 (6,124) 9,825 3,676 6,518 6,088 (8,069) (3,964) 8,245 3,631 3,406 (10,717) 9,492 7,919 (492) (6,829) 10,218 6,673 6,866 (7,398) 5,234 34.51 36.67 37.90 302.77 $9.11 54.83 54.04 212.78 65.48 48.07 103.67 8.43 8.45 80.60 80.63 74.99 44.08 118.49 114.81 81.27 642.17 43.41 163.56 80.46 21.91 26.16 69.05 84.31 24.78 359.52 34.28 45.38 15.57 15.52 63.57 46.52 4.60 6.95 115.81 63.59 59.91 84.06 5.65 120.22 36.96 36.97 39.43 301.04 60.98 $7.15 57.02 289.89 67.27 52.10 105.41 9.93 9.77 80.82 80.86 72.15 60.89 135.94 135.61 98.54 651.35 44.30 166.97 94.04 22.18 27.86 66.83 36.48 90.68 36.42 26.82 378.57 34.91 47.54 16.27 16.27 61.27 59.92 4.75 6.95 107.41 119.25 67.33 46.81 85.41 4.78 137.80 14.25 1.66 7.10 0.36 2.70 3.27 4.17 55.11 5.19 9.05 1.85 18.06 14.79 0.30 0.31 -3.87 32.38 13.16 17.45 30.03 -1.50 3.44 3.53 22.86 1.14 9.11 2.91 7.29 7.04 -8.09 -3.19 8.41 5.20 5.34 5.97 37.92 5.45 0.00 8.29 104.64 15.95 3.24 13.86 16.19 0.50% 2.10 0.48% 5.61 0.57% 34.51 1.61% 345.16 1.17% 41.21 1.29% 34.71 1.32% (17.89) 0.66% (141.20) 0.53% 47.27 0.93% 8.76 0.91% (26.06) 0.98% 70.70 1.06% (101.80) 0.89% 58.28 0.93% 45.17 1.02% 35.67 1.18% 26.87 1.12% 65.44 1.04% 59.03 0.71% 27.85 0.96% 72.01 0.59% (23.06) 0.59% 4.70 0.74% 129.96 1.09% (219.83) 0.71% 76.04 1.14% 47.98 0.67% 2 1.04% 145.93 0.68% : 1.17% 61.93 0.66% 62.60 0.58% 18.45 0.56% 68.62 0.86% 39.75 0.91% 54.50 0.61% 4.66 0.76% (44.36) 0.57% 62.23 1.13% (4.40) 0.87% 109.71 0.84% 365.26 0.78% 112.30 0.57% = 0.50% 59.90 1.12% (42.07) 0.90% 108.63 EFTA00288235

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TWX US Equity (86) 7,395 66.40 65.64 1.24 0.93% 95.77 TXN US Equity 4,243 12,205 34.93 47.07 43.24 0.80% 134.08 TYC US Equity 10,078 24,080 29.17 41.37 56.90 0.74% 214.34 UBS US Equity 327 5,489 19.43 20.59 5.39 1.10% 60.61 UBSN VX Equity 270 5,158 19.51 20.53 5.08 1.03% 27.18 UCG IM Equity 3,240 5,391 5.58 8.94 34.98 1.72% (146.57) ULVR LN Equity 178 4,635 42.19 43.82 4.14 0.93% 69.62 UNA NA Equity 181 5,141 40.85 42.29 4.30 0.82% 57.88 UNH US Equity 2,670 10,192 64.28 81.12 35.07 0.75% 81.03 UNP US Equity 1,488 12,014 165.36 185.84 17.95 0.69% 42.88 UPS US Equity 3,312 14,806 79.87 97.74 49.99 0.45% 58.71 USB US Equity 2,949 14,238 34.71 41.90 33.13 0.63% 16.30 UTX US Equity 6,368 15,190 82.05 116.45 53.19 0.79% 126.24 V US Equity 2,112 3,370 126.50 205.76 67.45 0.93% 52.96 VALE US Equity 29 (3,908) 15.08 14.97 0.50 1.48% 93.84 VALE3 BZ Equity 31 (4,586) 15.04 14.94 0.40 1.71% 128.75 VIAB US Equity 3,793 9,272 60.42 85.13 45.20 0.90% 266.30 VIV EP Equity 165 2,668 26.19 27.81 7.27 0.85% 11.10 VMW US Equity 901 4,785 89.16 105.94 13.27 1.42% (25.01) VOD LN Equity 226 (3,508) 3.92 3.67 5.78 1.12% (64.80) VOD US Equity 200 (3,387) 39.16 36.84 5.28 1.12% (89.21) VOW3 GR Equity 125 1,833 253.13 270.36 5.77 1.18% 67.11 VRX CN Equity 578 1,611 92.95 126.28 20.58 1.74% 124.72 VRX US Equity 658 1,880 93.20 125.83 20.89 1.68% 142.43 VTIUS Equity 581 5,134 86.91 96.74 22.07 0.51% 41.78 VWO US Equity (126) (4,348) 40.33 41.50 -3.23 0.90% 9.80 VZ US Equity 35 (6,121) 48.12 47.85 1.12 0.50% 12.33 WBC AU Equity 459 6,276 30.31 32.53 8.61 0.85% 59.78 WES AU Equity 294 8,616 38.65 39.97 5.35 0.64% 129.64 WEC US Equity 3,047 11,582 38.70 48.88 40.72 0.65% 39.80 WLP US Equity 3,172 10,369 74.31 97.05 37.17 0.82% 74.01 WMT US Equity 210 7,009 75.45 77.70 6.30 0.47% (21.16) WOW AU Equity : 1,015 33.68 33.68 0.00 0.80% 6.95 XOM US Equity 963 13,076 90.48 97.14 11.78 0.63% (52.06) XTA LN Equity . 2,180 #N/AN/A 0.00 2.25% YHOO US Equity - (655) 34.51 34.51 0.00 1.57% (12.50) YUM US Equity 260 7,151 73.86 76.55 4.19 0.87% 52.60 ZURN VX Equity (160) 7,208 293.63 287.25 -2.82 0.79% 111 Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 17,816 62,272 1,455.70 1,872.18 52.11 NDX Index 12,685 46,686 2,831.19 3,600.44 33.96 0.80% RTY Index 13,404 39,938 868.48 1,159.96 39.29 0.85% EFTA00288236

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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 907 (26) (625) 3,200 8,698 1,815 10,031 7,052 7,508 7,030 25,300 5,101 6,347 8,252 11,166 10,428 8,215 2,242 246 7,600 2,300 1,189 1511 1,133 (58) 393 489 1,306 997 33,977 (137) (61) 4,972 5,661 721 2,355 6,023 403 5,065 392 3,961 12,097 6,753 11,659 4,654 28,839 (26,146) 3,666 (5,408) 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,592 38,048 40,933 23,118 9,226 19,369 24,683 (26,563) 25,595 27,288 8,528 19,805 (33,700) 29,082 21,983 73,231 (3,671) (2,867) 14,269 5,353 13,610 9,939 12,860 16,147 10,839 13,145 7,840 14,930 24,346 43,407 28,526 47,032 12,859.70 3,142.70 23,281.87 725.60 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 1,663.32 100.82 8,513.92 191.41 3,409.40 1,282.88 85.16 39.61 3,920.67 362.49 141.31 2,888.78 344.53 1.85 4,890.10 444.47 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 13,264.34 3,131.86 23,114.79 809.44 11,111.99 13,127.32 6,134.90 14,479.01 9,534.61 29,989.03 10,350.05 6,925.38 7.53 557.04 4,287.92 2,120.86 128.45 10,222.64 209.97 3,500.47 1,786.25 93.09 37.83 4,152.05 377.55 140.36 2,946.18 339.53 193 5,111.91 650.69 42.28 68.54 248.15 41.30 22.05 41.89 36.44 52.45 43.40 64.72 89.95 47.54 58.18 462.82 732.93 402.37 6.85 0.42 -0.50 10.34 12.91 23.68 11.31 27.86 25.06 28.04 27.41 63.19 25.98 21.26 24.26 43.24 31.38 21.65 10.06 2.18 34.14 13.39 2.15 6.39 5.61 0.74 2.65 1.71 6.32 6.39 120.18 -3.93 4.38 52.33 0.52 65.28 12.97 26.10 55.15 10.21 53.34 8.30 37.62 66.90 22.65 33.46 13.23 0.46% 237.73 0.82% 114.13 1.44% (54.08) 1.12% 7.81 0.62% 314.95 1.00% 117.21 0.80% 108.85 0.91% 69.10 0.64% 8.61 1.06% 106.54 1.06% 154.77 0.53% 374.34 0.71% 148.48 0.77% 168.93 0.64% 295.21 0.93% (61.57) 0.96% 38.77 1.23% 143.90 1.15% (110.18) 0.70% 366.25 2.08% 51.84 0.92% 58.85 0.74% 0.92% (174.06) 0.75% 221.65 0.85% (108.31) 0.71% 360.56 0.71% 223.24 0.39% 0.95% (26.95) 0.49% 2.05 0.67% 187.12 0.18% 5.19 0.64% 167.50 0.56% (22.85) 0.70% 203.10 0.68% 282.52 0.36% 49.43 0.72% 196.23 0.60% 37.69 0.71% 286.41 EFTA00288237

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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 6,636 1,970 11,711 5,461 1,031 22,945 2,943 2,907 12,241 221 (16) 10,813 22,311 6,767 7,424 (197) 2,560 208 1,306 3,607 (348) 3,120 (131) 5,209 501 675 (325) (178) 3,489 4,542 3,312 3,879 2,678 31,609 8,597 3,289 10,781 2,792 42 1,366 (345) 58 3,550 1,377 35,114 38,769 28,923 28,384 19,338 61,075 25,840 17,778 40,520 26,331 17,603 35,766 39,247 18,886 40,148 (10,212) (20,150) (24,622) 29,347 16,608 (24,602) 53,418 (30,101) (97,153) 52,927 38,889 (59,678) (55,351) (57,449) 77,381 77,405 80,015 75,943 75,554 78,270 54,986 78,610 50,187 67,396 24,372 26,645 (19,889) (39,490) 65,265 56,841 354.13 447.48 222.31 482.69 664.35 609.16 917.36 343.07 380.28 793.71 434.81 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 94.44 220.12 758.04 1,270.12 213.27 1,491.07 824.15 168.27 220.03 357.76 477.07 348.76 1,678.58 1,243.43 338.05 1,621.96 1,328.96 393.21 730.76 343.50 424.55 82.67 465.07 1,008.19 1,489.51 421.05 470.22 312.32 575.56 699.77 838.01 1,021.82 399.16 495.16 800.38 434.42 340.06 269.86 217.12 4,395.11 5,017.04 19.88 107.98 103.60 4.59 95.78 232.98 761.34 1,202.02 215.29 1,504.25 814.83 169.26 220.71 373.89 505.06 363.19 1,764.32 1,287.50 474.57 1,875.55 1,384.56 477.68 761.03 344.10 446.32 84.10 464.39 1,063.03 1,525.59 31.03 8.59 49.23 22.67 8.39 60.30 12.94 19.53 31.93 1.25 0.13 46.13 69.00 28.64 22.75 -3.32 14.86 1.07 4.80 11.36 1.94 79.03 3.43 13.86 2.39 2.06 3.47 -1.80 1.33 19.43 27.29 18.47 23.13 15.35 217.64 70.04 18.41 90.06 15.76 0.59 16.23 2.28 0.44 20.55 7.57 0.61% 81.87 0.59% 269.61 0.82% 144.67 0.85% 278.32 0.64% 34.09 0.62% 327.96 0.88% (41.63) 0.84% 188.46 0.95% 445.90. 0.68% 207.38 0.71% 80.03 0.82% 1.25% (120.36) 0.81% 121.70 0.58% (55.32) 0.85% 179.36 0.79% (71.49) 0.93% 310.84 1.91% 231.84 0.73% (147.76) 0.07% 24.33 0.13% (12.21) 0.39% (62.20) 0.40% 0.43% 103.29 0.33% (150.73) 0.33% 0.23% 0.23% 97.45 0.22% 43.83 0.22% 71.18 0.22% 89.23 0.23% 114.40 0.19% 367.05 0.22% 231.70 0.23% 102.46 0.24% 144.57 0.26% 146.95 0.29% 90.44 0.32% 49.67 0.76% 108.62 0.33% 93.45 0.26% 233.84 0.32% 13.74 EFTA00288238