Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: NAV 4/10/2014 [4/10/2014 [3.70% [4.727.817 | [ (737,033) [3,930,784 | [3,000,000 [3,791,221 hange on Day: |__-1.33%| MSCI World Change on ay No of Positions 175 (+MTM) on Day No of Positions (-MTM) Current No. of od 4 414 Current Leverage | sod (Gross Exposures): & [=] [ay [=4 3 Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT EERE 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. 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. 2,000,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 —— NAV 600,000.00 + T T Sv OY AY Sy” dy sh wv oh a7 T av Naa Sy SH? HP HP HP HP? HF og BEA BP PEP SPA” op OY WW T T T T T T T T r YP PP PP Pr gh oh EFTA00288239

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Atorus, LLC 4/10/2014 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 43 Positions | 26.18%] XAG Curncy (20,150) 0.36% UTX US Equity 6,155 0.34% XAU Comdty (24,602) 0.45% MAERSKB DC Equity 6,233 0.35% CO1 Comdty (24,622) 0.45% ROG VX Equity 6,376 0.36% MEXBOL Index (26,146) 0.47% AEX Index 6,441 0.36% INDEXCF Index (26,563) 0.48% SX6P Index 6,468 0.36% SHCOMP Index (33,700) 0.61% SX7E Index 6,487 0.36% MY_TSY CREDIT (36,901) 0.67% EDF FP Equity 6,643 0.37% SG_TSY CREDIT (38,299) 0.69% SXXP Index 6,773 0.38% SE_TSY CREDIT (39,490) 0.71% BAYN GR Equity 6,823 0.38% JP_TSY CREDIT (47,742) 0.86% PSI20 Index 6,923 0.39% SPX Index 62,272 1.13% DAI GR Equity 7,186 0.40% CH_TSY CREDIT 65,265 1.18% SXSE Index 7,242 0.40% DK_TSY CREDIT 67,396 1.22% ACA FP Equity 7,252 0.40% STBCNZL Index 73,231 1.33% FTSEMIB Index 7,256 0.41% DE_TSY CREDIT 75,554 1.37% SMI Index 7,458 0.42% FR_TSY CREDIT 75,943 1.37% ASE Index 7,552 0.42% AT_TSY CREDIT 77,381 1.40% PRU LN Equity 7,761 0.43% BE_TSY CREDIT 77,405 1.40% HEX Index 8,176 0.46% IE_TSY CREDIT 78,270 1.42% BEL20 Index 8,272 0.46% NL_TSY CREDIT 78,610 1.42% MDT US Equity 8,314 0.46% FI_TSY CREDIT 80,015 1.45% MMM US Equity 8,389 0.47% CA_TSY CREDIT (97,153) 1.76% NDX Index 8,661 0.48% DAX Index 8,706 0.49% TMO US Equity 8,789 0.49% BAC US Equity 9,186 0.51% IT_TSY CREDIT 9,191 0.51% RTY Index 9,535 0.53% IBEX Index 9,601 0.54% INAVImpact by Category & Exposure TYC US Equity 10,192 0.57% KFX Index 10,247 0.57% Listed Equity Short |= 0.024%| SXMP Index 10,846 0.61% XLV US Equity 10,882 0.61% lEquityCom Short |= .015%| SKAP Index 11,123 0.62% c2oRatestong | (399%) ES_TSY CREDIT 11,262 0.63% Jc2oRatesshort_ |= .045%| LUXXX Index 11,496 0.64% SXIP Index 11,664 0.65% SXOP Index 12,214 0.68% SPX Index 16,144 0.90% SXTP Index 22,522 1.26% SXDP Index 23,331 1.30% EFTA00288240

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ISEQ Index 25,506 1.42% 1E_TSY CREDIT 32,599 1.82% STBCNZL Index 35,053 1.96% PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short P21 P72 | | 12 AME Sheet p33 | | 10 | 6 | | 330 | otal Short | 8 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodites,G20Gov. Credit) $2,000,000 @ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short m AMER Long m AMER Short 500,000 ® EquityCom Long ® EquityCom Short *- © G20 Rates Long ®@ G20 Rates Short $(500,000) EFTA00288241

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Atorus, LLC 4/10/2014 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 ome NexEposure RHS (2,000,000) (2,000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 T T T T T YS DS FP PO YO OH S y Nas So oH PH”? SP IS? SP og PEPE PE APE PPE PEPE PH AE oP PH We EFTA00288242

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Atorus, LLC 4/10/2014 Current Gross Notional Risk by Category 230,932 561,382 m APAC mEMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 238 —— MSCIWorld 0.75 + T T T T T Rolling 30 Day Realized Volatility - Atorus T T T > T SH OS SO OS OD OP YP PP PPP PP” PP” PP Ph” ah” iP” i” i” vt RO os ae a Ss RO a 3s Aw a » RO a ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% ——— Rolling30DayRe alizedVol EFTA00288243

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Atorus, LLC 4/10/2014 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 ’ IF O° 97 O° (9% 9" (97% 9° (9% 9° 9% O° 9" 9° 9" 0° 9" 0° 9% 400g. 8 PAP AP AP” AD” AO" LO” OT HH” OTS" OL HS” OTH" | MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 1.07% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 46.58%) EFTA00288244

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Atorus, LLC 4/10/2014 Current Portfolio -Listed Equity Portfolio P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost Days Vol {in USD) 000270 KS Equity 56.09 1.11% 2 005380 KS Equity 94 3,149 224.39 231.09 2.58 1.16% (44.53) 005490 KS Equity (392) (3,782) 273.49 301.86 -8.16 1.27% 5.04 005930 KS Equity (255) (6,997) 1,278.17 1,324.76 -4.00 0.91% (5.78) 012330 KS Equity 1,066 5,584 247.00 294.15 19.26 0.99% (164.93) 1 HK Equity 969 10,664 15.95 17.40 9.12 1.00% 78.69 1299 HK Equity 152 5,954 4.79 491 3.25 0.79% 63.56 13 HK Equity 2,415 12,243 11.40 13.65 18.59 1.06% 221.36 16 HK Equity (112) (4,769) 12.66 12.96 -2.99 0.79% (7.63) 27 HK Equity (7) 123 9.65 9.16 -2.80 1.93% 3.90 2914 JP Equity 100 (4,719) 32.47 31.78 191 1.11% (69.80) 3382 JP Equity 1 1,329 37.70 37.73 0.07 1.10% 8.73 4063 JP Equity (131) (4,536) 56.40 58.03 -2.40 1.20% (90.56) 4502 JP Equity (30) 546 46.88 44.44 6.43 0.85% 2.17 4689 JP Equity . . 4.76 1.81% - 5 HK Equity (80) (3,997) 10.17 10.37 “2.43 0.83% (51.37) 5108 JP Equity . . 35.40 1.05% 2 5401 JP Equity 408 (5,511) 2.89 2.68 6.53 1.13% (15.95) 6301 JP Equity (103) (2,812) 20.64 21.39 3.41 1.07% (25.92) 6752 JP Equity 170 829 9.01 10.86 13.03 1.57% 5.06 6902 JP Equity : : 47.45 1.44% : 6954 JP Equity 891 6,393 157.65 179.63 10.44 1.34% 248.07 7201 JP Equity (89) (3,743) 8.85 9.06 -2.43 0.98% (63.53) 7203 JP Equity 296 (5,260) 56.12 52.96 5.91 0.95% 61.28 7267 JP Equity 338 (4,885) 36.43 33.91 7.06 0.98% (22.51) 762 HK Equity (6) (5,162) 1.38 1.38 0.10 1.29% (51.21) 7751 JP Equity 46 (6,865) 31.44 31.23 0.80 0.84% (111.66) 8031 JP Equity (67) (4,776) 14.10 14.30 “1.17 1.21% (99.72) 8058 JP Equity 4 (4,383) 18.31 18.30 0.10 0.95% (68.34) 8306 JP Equity 209 (4,604) 5.65 5.40 3.57 1.28% (66.38) 8316 JP Equity 41 (2,001) 41.49 40.64 141 1.45% 0.54 8411 JP Equity - - 198 0.73% : 8604 JP Equity 196 (3,504) 6.60 6.23 453 1.23% (45.56) 8801 JP Equity . . 30.17 1.44% - 8802 JP Equity 354 (5,009) 24.84 23.08 4.13 1.71% (16.38) 9020 JP Equity 204 (6,726) 75.20 72.91 2.50 1.22% (24.66) 941 HK Equity 700 (11,819) 10.19 9.59 5.60 1.06% (144.20) 9432 JP Equity (188) 6,077 53.14 51.55 -2.50 1.24% 42.21 9433 JP Equity - - 51.82 1.22% = 9437 JP Equity 138 (7,723) 15.62 15.34 1.89 0.95% (106.69) 9983 JP Equity (39) 2,541 368.99 363.43 1.28 1.20% (41.21) EFTA00288245

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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 216 134 614 709 (95) 358 (146) 14 21 7,252 247 (80) (74) 618 141 131 2,171 323 184 4,842 755 123 663 (41) 2,126 3,721 3,232 3,525 9,186 993 477 (18) 6,823 (354) (200) 1,328 (60) 410 7,877 6,661 6,962 4,268 8,021 4,097 (4,216) (4,063) 5,408 6,435 10,703 1,191 3,645 9,698 8,248 4,012 3,341 2,209 1,344 22,886 10,655 (4,035) 7,024 (6,870) 10,373 12,676 12,119 12,812 10,884 7,333 6,088 1,904 9,406 (2,036) (2,434) 5,790 (2,658) 1,957 46.70 518.25 23.59 23.63 49.47 102.78 38.82 19.01 19.03 6.83 95.44 77.96 74.01 63.59 110.56 134.80 48.66 42.47 146.70 148.11 95.40 76.29 331.67 29.37 82.74 71.56 49.80 50.82 50.30 8.82 97.30 53.22 73.24 76.64 9.07 59.69 10.12 43.17 52.34 71.28 527.05 25.76 26.04 48.39 7.64 7.72 107.36 37.48 18.94 18.93 16.00 99.10 77.38 76.38 62.33 117.60 137.11 50.25 70.07 168.17 168.35 115.59 81.69 321.58 32.14 83.23 97.44 86.23 64.42 64.37 64.14 124.71 16.27 4.03 110.48 57.39 72.57 132.22 10.64 14.67 14.72 64.59 12.44 44.14 16.06 52.50 29.47 2.82 11.05 12.04 1.72 5.63 5.04 0.23 0.36 97.66 7.74 0.91 4.89 3.21 6.24 2.64 3.63 61.50 18.58 17.27 17.83 12.18 2.44 11.38 0.97 21.24 38.06 37.19 37.78 79.08 12.91 8.34 1.01 73.47 7.86 8.02 19.40 3.84 0.26 1.79% (4.30) 0.60% 1.65 0.83% (69.08) 0.85% 21.45 1.29% (153.74) 0.94% = 0.92% - 0.79% 14.17 0.71% (9.40) 1.45% (30.38) 1.43% (28.11) 1.37% 4.04 0.50% 32.86 0.83% (77.11) 0.65% 12.61 0.63% (22.96) 1.02% (183.22) 0.65% 53.23 0.90% (30.98) 1.06% (63.18) 0.79% 8.89 0.79% 7.16 1.19% (825.41) 0.58% 22.82 1.25% 76.60 0.83% 107.09 0.61% 7.17 1.27% 2 0.96% (240.55) 0.77% 168.04 0.72% 130.76 0.73% 29.86 0.83% - 1.07% (284.58) 1.29% : 1.05% 106.98 0.94% 35.69 0.92% (12.04) 0.99% 42.49 2.21% (18.50) 1.63% - 1.63% : 1.02% 26.63 1.18% (103.21) 0.58% 6.73 1.28% : 1.14% (25.42) EFTA00288246

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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 (298) 301 309 187 174 87 1,419 (58) 1477 166 460 418 723 304 14 659 1,988 745 291 336 23 209 2,207 472 1,283 3,948 970 1,022 958 642 (420) 723 (69) 1,413 1,121 (94) 1,827 (348) 1,971 (4,379) 6,689 6,839 1,066 (822) 8,609 937 (838) 9,958 5,212 (1,473) 5,498 7,633 9,797 11,056 (8,171) 6,846 3,119 3,167 13,589 11,185 1,267 7,821 (3,342) 4,011 18,685 8,334 6,267 12,096 12,873 10,254 12,425 6,770 (7,980) 5,151 7,080 2,054 4,310 8,914 (6,269) 11,815 (8,207) 12,764 17.51 34.33 67.77 245.93 32.31 32.86 274.17 32.42 65.96 99.22 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.36 33.26 89.53 68.68 49.35 36.20 142.82 94.53 59.05 82.53 40.65 36.26 51.38 36.60 51.30 68.55 66.64 64.09 56.82 19.39 25.07 28.70 63.98 112.39 60.42 18.70 35.87 70.84 289.07 32.31 33.53 299.67 32.42 68.67 126.24 49.52 73.33 78.38 58.99 8.13 123.17 5.64 106.57 30.50 46.48 40.18 102.63 73.26 60.70 37.76 141.85 99.46 66.02 87.20 48.97 48.10 55.25 40.25 55.25 75.05 70.15 113.06 AN/AN/A 70.63 54.97 25.75 22.78 28.22 29.13 73.88 117.16 69.75 9.70 3.89 4.25 10.51 0.00 2.56 9.08 0.00 6.40 23.90 4.90 21.22 3.54 7.68 5.93 6.00 5.36 0.27 18.72 21.52 9.37 20.19 446 0.41 5.23 21.85 9.27 21.95 35.51 11.07 13.66 11.40 11.68 10.30 0.00 13.48 2.02 30.39 16.51 2.05 24.87 8.20 27.40 0.70% 1.15% 1.06% 1.67% 1.07% 0.79% 1.02% 1.07% 0.64% 1.14% 1.14% 0.81% 1.27% 0.61% 0.61% 0.64% 147% 0.83% 1.66% 1.05% 1.11% 0.68% 0.71% 1.14% 0.96% 1.67% 1.00% 0.54% 0.61% 0.93% 0.92% 0.68% 0.73% 0.68% 0.81% 0.51% 0.58% 0.31% 0.76% 1.67% 1.08% 0.81% 0.76% 0.73% 0.62% 0.52% 0.56% 5.84 7.31 (110.73) (26.50) 8.58 (96.46) (22.99) 5.37 (88.01) 1.56 (0.65) (44.20) (82.83) 79.50 (48.27) 18.42 (34.31) (55.54) 7.70 (13.16) 143.40 (34.26) (50.07) 67.94 90.36 119.19 (78.00) (84.25) (125.89) (175.69) (36.97) (180.33) (81.55) 95.76 (25.02) (47.85) (1.24) (75.65) 10.96 (4.60) 99.16 (74.74) EFTA00288247

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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 7,186 2,802 4,012 770 4,569 62 1,859 1,472 (205) 505 2,194 188 2,524 2,751 964 33 51 6,643 (57) 400 2,288 592 2,065 1,697 587 883 67 (225) 985 32 328 (46) (49) 1,087 223 2,057 2,975 599 830 (24) 3,379 88 13,908 12,908 8,377 8,537 6,820 10,090 1,933 6,767 9,908 5,110 4,673 7,188 660 8,885 10,622 11,143 6,678 9,210 9,189 10,986 7,744 9,024 8,087 9,949 2,996 5,841 12,986 7,934 9,815 5,260 (3,621) 2,630 3,763 3,417 3,508 3,404 11,013 4,069 13,140 1,663 17,619 3,248 (4,634) 11,635 (3,006) 62.20 54.93 63.20 85.81 51.66 30.69 58.57 68.36 83.18 15.77 36.88 29.41 12.27 61.97 63.30 54.29 105.22 23.45 25.35 66.96 44.84 4.39 24.06 18.77 145.68 63.62 12.51 66.69 72.48 14.82 44.06 33.05 120.94 32.25 33.14 60.83 21.51 22.32 24.02 49.73 49.51 5.24 16.25 34.67 94.34 44.83 66.86 93.47 93.55 #N/AN/A 75.05 31.68 74.65 78.52 79.97 17.48 48.13 37.76 15.75 78.02 71.89 68.78 54.56 105.80 40.40 27.21 66.47 46.83 5.64 25.49 19.19 197.18 71.93 13.44 72.69 73.40 15.73 60.55 33.34 132.57 31.83 32.67 66.83 22.69 25.81 66.99 51.42 62.17 5.27 20.97 33.65 38.72 33.61 32.14 11.99 0.00 61.74 4.07 37.05 15.09 446 11.63 33.12 19.20 27.22 25.83 13.65 0.54 0.78 84.26 10.53 -1.00 6.87 25.76 8.77 2.80 45.63 24.88 8.46 11.85 1.14 7.17 19.39 0.68 17.17 “1.11 1.18 13.36 6.46 22.74 99.12 5.75 18.81 0.38 30.41 2.97 1.33% 1.29% 0.65% 1.49% 0.75% 0.07% 0.73% 0.79% 0.74% 0.98% 0.90% 0.93% 0.92% 1.48% 1.04% 1.00% 0.53% 0.63% 0.93% 0.71% 0.86% 0.69% 0.74% 0.65% 1.10% 0.68% 0.81% 0.77% 0.53% 0.88% 0.76% 1.11% 0.87% 1.93% 1.27% 0.56% 1.18% 1.23% 0.74% 0.85% 0.69% 1.80% 0.59% 1.36% 1.36% 0.96% 0.98% (637.74) (119.37) (497.81) 41.62 24.67 1.07 (70.67) (219.77) (41.65) 21.96 (97.52) 141 50.70 (25.93) 99.87 (113.26) (74.68) 40.08 (72.87) (43.21) (7.34) (92.70) 109.58 4.49 (6.37) 2.57 (32.29) (149.13) (61.10) 36.17 (14.75) (59.17) (34.40) (27.57) (16.82) (62.11) (16.47) 1.18 (235.53) 71.28 (26.19) 11.44 (110.29) 11.97 EFTA00288248

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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 2,731 1,016 1,133 1,689 6,036 2,301 106 1,570 124 1,662 1,215 4,471 7 3,013 (73) 329 5,135 741 389 373 (49) 85 1,106 27 562 228 (199) 1,730 1,105 6,233 304 (129) 55 2,990 8,314 1,118 3,294 8,389 451 11,040 5,707 8,598 6,395 10,667 11,930 7,393 4,565 7,501 5,009 12,188 12,041 5,699 2,863 4,065 14,011 (4,597) 2,396 15,364 6,813 8,961 (8,600) (6,962) 8,087 2,716 4,536 2,016 (2,835) 7,829 6,808 2,297 14,148 4,464 (2,678) 2,181 13,641 20,811 7,556 6,402 5,485 21,331 9,167 878.06 26.22 24.73 49.49 66.67 61.10 25.45 10.16 5.56 192.83 36.36 24.19 1.93 15.39 15.40 67.84 147.96 41.02 73.04 52.29 107.19 34.31 38.83 198.03 0.89 58.93 122.48 185.39 48.38 61.33 59.29 8,212.58 183.52 94.88 164.92 28.68 43.22 44.37 12.38 96.89 36.41 1,095.26 156.97 26.61 27.66 58.26 77.23 42.13 92.01 33.37 10.40 6.72 197.62 41.32 26.64 3.44 15.57 15.69 82.43 150.30 46.66 97.45 57.97 111.84 32.82 39.11 80.53 77.93 200.12 1.26 59.28 156.65 170.45 47.18 76.92 87.80 71.75 11,830.56 196.01 99.44 169.08 34.97 60.49 50.93 18.74 #N/AN/A 135.00 38.20 22.50 1.90 12.51 20.42 25.07 72.04 25.57 3.23 32.24 3.55 19.33 16.91 57.39 0.68 1.10 28.68 1.63 12.46 63.29 11.50 8.01 6.32 -1.70 1.63 36.88 0.87 33.82 3.78 3.56 17.99 57.38 38.12 7.71 9.76 2.56 37.27 52.72 14.39 61.65 0.00 63.82 9.41 1.10% 1.02% 0.78% 0.95% 0.87% 0.63% 0.94% 0.70% 1.22% 0.72% 0.65% 0.70% 0.71% 0.60% 1.37% 1.75% 1.71% 0.75% 0.97% 1.10% 0.53% 0.94% 0.54% 0.69% 0.42% 1.15% 1.00% 0.65% 1.10% 0.69% 0.82% 2.13% 0.71% 1.41% 0.84% 0.96% 1.16% 0.88% 0.49% 0.99% 0.59% 0.76% 1.03% 0.83% 1.17% 0.62% 0.52% (282.66) 47.80 30.41 (24.20) (63.13) (119.29) 221.35 63.56 (252.77) 54.14 299.26 (118.38) (102.33) 38.21 83.47 (122.19) 9.29 (25.13) (185.31) (127.26) 44.64 4.95 (41.18) 24.29 27.84 (42.56) (26.05) 71.66 1.07 (56.99) (12.13) (124.76) 199.95 (30.42) (23.26) 57.03 (315.53) (167.94) (197.79) (39.07) 27.72 EFTA00288249

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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 833 1,535 42 1,008 786 639 4,681 2,086 1,146 1,947 4,257 220 5,942 1,745 4,566 5,062 941 1,508 (0) (87) (92) 768 (26) 184 (139) (106) 3,172 321 151 760 7,761 689 1,194 2,259 2,230 4,096 280 42 243 11,917 11,769 594 8,007 6,116 9,956 14,649 (7,392) 9,821 12,963 3,293 4,498 6,774 18,291 9,444 9,797 15,510 (5,180) 6,019 7,995 7,355 (2,251) (2,795) 3,043 1,702 8,118 (2,338) (3,123) 17,462 8,334 (10,166) 9,010 10,521 11,140 6,030 16,340 12,547 15,936 6,737 6,119 6,990 106.02 50.18 27.57 35.30 197.70 31.52 72.62 34.95 69.64 11.93 66.10 3.96 76.19 63.81 40.35 80.78 65.07 4.43 13.03 33.68 95.04 13.30 13.87 956.05 253.78 82.28 6.54 6.95 26.10 78.47 85.47 76.60 12.76 160.09 64.65 113.54 66.83 68.46 52.22 73.47 76.36 113.43 48.17 56.73 29.49 39.75 223.11 33.54 10.37 95.83 25.09 77.76 13.72 72.93 7.71 78.66 84.53 44.23 95.16 84.23 0.10 164.48 15.07 40.03 95.04 13.81 14.32 1,197.42 249.91 84.15 6.93 7.18 30.84 81.49 35.76 84.20 83.07 33.88 33.87 22.18 169.99 77.45 129.24 78.70 86.05 54.39 73.97 79.01 9.33 14.42 5.64 13.16 19.87 8.43 42.23 19.14 17.88 31.55 10.67 69.53 3.94 39.91 11.28 23.33 35.94 49.66 10.73 17.97 0.01 1.81 “1.51 17.70 1.65 459 -2.53 1.39 24.10 8.00 241 10.80 66.27 12.28 22.26 25.93 21.67 36.50 4.01 1.40 6.77 0.75% 0.82% 0.90% 1.24% 0.96% 0.65% 0.76% 1.98% 0.76% 147% 0.65% 0.48% 0.97% 1.36% 0.82% 0.81% 0.85% 0.76% 0.82% 1.97% 0.70% 1.46% 1.05% 0.84% 2.13% 2.17% 1.43% 0.94% 0.49% 2.36% 2.44% 0.75% 0.48% 1.05% 0.61% 0.78% 0.94% 0.89% 1.11% 0.50% 0.89% 0.53% 0.82% 0.70% 1.03% 0.49% 0.51% (87.18) 27.73 (10.57) (115.67) 71.84 121.73 (128.15) (68.12) 45.86 58.48 (10.68) (12.80) 24.55 359.73 33.58 (103.05) 164.54 217.08 54.41 (122.30) (38.15) (19.36) (20.62) (41.27) (11.47) 29.73 (31.03) (40.17) (70.60) (19.96) (65.60) (176.01) 146.76 (8.46) (63.37) (76.96) (155.72) (242.73) 65.62 (2.12) 1.12 EFTA00288250

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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 309 316 (117) 120 176 222 6,376 176 717 (69) 1,307 882 (5) (133) 3,038 972 1,484 (206) 185 109 1,868 (105) 717 (150) 538 387 (555) (89) 285 152 131 563 2,101 301 676 8,789 720 102 1,151 687 4,675 5,314 6,969 6,240 3,506 4,819 4,934 17,035 8,293 8,541 (3,704) 7,933 6,290 5,241 5,649 2,446 7,836 5,671 5,345 7,174 (7,500) 8,428 4,673 10,006 (6,124) 9,825 2,940 6,518 6,088 (8,069) (3,172) 8,245 4,176 3,406 (10,717) 7,594 7,919 (6,829) 10,218 6,673 7,567 (7,398) 5,234 34.83 36.73 37.90 302.68 59.40 54.83 54.04 212.78 65.48 48.28 103.67 8.46 8.45 80.60 80.63 74.88 44.08 118.49 114.81 81.27 642.17 43.50 163.56 80.46 21.91 26.16 68.95 84.31 24.78 359.52 34.28 45.38 15.65 15.52 63.57 46.52 4.60 115.81 63.59 59.91 84.17 5.65 120.22 37.14 37.17 39.62 297.10 61.43 56.83 56.48 292.42 66.87 52.33 105.60 9.85 9.63 81.21 80.55 71.01 61.18 135.20 135.70 98.08 659.80 44.46 167.39 95.49 22.29 28.07 65.59 36.31 91.27 36.30 26.35 384.26 35.24 46.95 16.22 16.11 60.23 59.39 4.78 6.92 104.35 118.28 66.38 46.92 85.31 4.77 136.01 13.23 2.46 7.97 “1.14 2.91 2.82 3.46 56.42 3.93 8.94 2.07 16.40 12.74 0.85 0.10 5.28 32.57 12.61 17.97 29.53 2.78 3.73 4.01 24.29 1.57 10.12 4.25 7.80 5.19 -9.88 4.61 5.82 443 4.34 8.18 36.09 6.47 10.24 100.46 13.19 2.76 14.71 14.34 0.50% 0.49% 0.57% 1.64% 1.18% 1.29% 1.30% 0.66% 0.54% 0.94% 0.90% 1.00% 1.10% 0.89% 0.93% 1.03% 1.19% 1.12% 1.01% 0.70% 0.99% 0.59% 0.58% 0.77% 1.10% 0.72% 1.20% 0.67% 1.06% 0.68% 1.22% 0.70% 0.61% 0.59% 0.82% 0.88% 0.64% 0.77% 0.59% 1.13% 0.97% 0.86% 0.82% 0.57% 0.49% 1.06% 0.92% 24.39 29.83 35.98 (80.02) 27.01 (28.05) (49.39) 204.64 (50.90) 40.19 (6.82) (74.98) (101.06) 25.95 (21.09) (36.44) 50.86 (34.91) 4.21 (40.61) (94.57) 30.60 11.79 182.96 (28.27) 78.70 (51.74) 45.53 (114.00) (112.93) (28.96) (104.94) (12.82) (34.52) 190.95 (85.21) 54.90 214.14 (154.05) (104.60) (9.19) 4.65 (76.56) EFTA00288251

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TWX US Equity (194) 5,916 66.33 64.23 -3.38 0.97% (122.50) TXN US Equity 3,900 12,205 34.93 46.09 36.76 0.87% (335.85) TYC US Equity 10,192 24,080 29.17 41.51 57.64 0.73% 114.23 UBS US Equity 294 5,489 19.43 20.48 5.12 1.05% (32.38) UBSN VX Equity 307 5,158 19.51 20.67 6.09 0.98% 36.89 UCG IM Equity 3,151 5,391 5.58 8.85 34.22 1.71% (88.40) ULVR LN Equity 189 5,291 42.40 43.92 3.91 0.92% 12.77 UNA NA Equity 201 5,874 41.05 42.45 4.13 0.83% 22.28 UNH US Equity 2,585 10,192 64.28 80.59 33.49 0.76% (83.82) UNP US Equity 1,414 12,014 165.36 184.83 16.77 0.70% (73.17) UPS US Equity 3,202 14,806 79.87 97.15 46.44 0.47% (109.30) USB US Equity 2,646 14,238 34.71 41.16 27.21 0.68% (297.96) UTX US Equity 6,155 15,190 82.05 115.30 49.44 0.82% (211.58) V US Equity 1,524 2,528 126.50 202.75 61.67 0.98% (59.21) VALE US Equity 56 (3,908) 15.08 14.86 1.00 1.43% 27.70 VALE3 BZ Equity 26 (4,586) 15.04 14.96 0.36 1.59% (5.19) VIAB US Equity 3,580 9,272 60.42 83.74 40.87 0.94% (209.34) VIV EP Equity 183 2,668 26.19 27.99 8.22 0.83% 17.89 VMW US Equity 760 4,785 89.16 103.33 10.82 1.47% (136.80) VOD LN Equity 224 (3,679) 3.91 3.67 5.47 1.12% (2.23) VOD US Equity 235 (3,552) 39.03 36.44 5.92 1.12% 41.39 VOW3 GR Equity 158 1,833 253.13 274.92 7.13 1.21% 33.59 VRX CN Equity 528 1,611 92.95 123.42 18.40 1.78% (48.47) VRX US Equity 613 1,880 93.20 123.60 19.09 1.71% (44.10) VTIUS Equity 532 5,134 86.91 95.91 19.30 0.54% (48.59) VWO US Equity (96) (2,899) 40.33 41.67 “3.81 0.87% (11.24) VZ US Equity 33 (6,121) 48.12 47.86 1.21 0.44% (2.02) WBC AU Equity 533 6,613 30.43 32.89 9.15 0.88% 78.56 WES AU Equity 399 8,616 38.65 40.44 7.06 0.66% 106.31 WEC US Equity 2,857 11,582 38.70 48.24 36.40 0.68% (187.24) WLP US Equity 3,037 10,369 74.31 96.08 34.58 0.85% (133.69) WMT US Equity 172 7,009 75.45 77.30 5.07 0.48% (37.09) WOW AU Equity - - 34.23 0.80% - XOM US Equity 961 13,076 90.48 97.13 11.99 0.61% (1.94) XTA LN Equity - 2,180 #N/AN/A 0.00 2.25% YHOO US Equity - - 33.66 1.57% = YUM US Equity 167 7,151 73.86 75.59 2.60 0.90% (92.00) ZURN VX Equity (144) 7,208 293.65 287.89 “2.59 0.77% 15.80 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 16,144 62,272 1,455.70 1,833.08 43.05 NDX Index 8,661 37,348 2,831.19 3,487.76 26.25 0.88% RTY Index 9,535 31,950 868.48 1,127.66 32.11 0.93% EFTA00288252

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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 TOP40 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 553 313 (645) 3,334 8,706 1,794 9,601 7,458 7,256 6,923 25,506 5,439 6,441 8,272 11,496 10,247 8,176 1,951 241 7,552 2,452 740 1,739 1,075 (16) 698 97 1,436 1,219 35,053 (64) (35) 4,553 (8) 5,215 680 2,004 5,583 291 3,459 277 3,583 10,882 6,773 11,123 4,480 28,839 (26,146) 5,549 (5,408) 39,963 36,674 20,042 39,644 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,811 38,048 40,933 23,118 9,226 19,369 24,683 (26,563) 25,595 27,288 5,686 22,352 (33,700) 29,082 21,983 73,231 (2,448) (3,862) 14,269 5,353 13,610 9,939 12,860 16,147 10,839 9,859 7,840 14,930 24,346 43,407 28,526 47,032 12,859.70 3,142.70 23,302.56 725.60 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 1,665.29 100.82 8,513.92 191.41 3,409.40 1,282.88 85.16 39.61 3,920.67 362.49 141.32 2,900.03 344.53 1.85 4,890.10 444.47 40.76 67.32 184.03 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 13,106.17 3,105.08 23,340.55 812.20 11,146.55 13,129.52 6,129.01 14,353.74 9,610.34 29,758.58 10,314.50 6,947.25 7.59 558.12 4,289.56 2,134.40 127.97 10,214.51 207.57 3,498.51 1,783.04 93.62 38.50 4,187.09 376.78 140.93 2,990.59 343.54 194 5,161.22 657.22 41.83 67.93 242.74 41.20 21.54 41.73 35.60 51.41 42.97 63.11 88.70 46.59 56.24 463.01 723.15 401.01 3.86 1.52 0.11 11.19 13.55 24.07 11.26 26.13 25.81 26.53 27.54 65.02 29.08 21.58 25.22 45.31 30.79 21.60 8.52 2.18 37.65 14.12 1.34 7.37 5.35 0.30 3.95 0.33 6.92 7.56 118.15 2.85 1.77 44.14 0.85 54.96 12.14 20.74 47.82 7.04 44.32 5.48 32.20 53.55 22.83 31.05 12.75 0.50% (350.49) 0.79% 226.27 1.43% 54.28 1.07% (16.26) 0.62% 134.67 0.99% 7.61 0.79% (20.94) 0.93% (426.06) 0.66% 409.35 1.08% (249.92) 1.04% (107.21) 0.98% 207.18 0.50% 340.75 0.71% 94.14 0.75% 19.99 0.62% 334.06 0.87% (180.47) 0.92% (39.02) 0.99% (287.48) 1.20% (5.30) 1.04% (48.44) 0.70% 152.96 2.08% (483.00) 0.92% 230.66 0.74% (57.91) 0.93% 23.08 0.79% 347.50 0.88% (398.73) 0.71% 130.58 0.73% 223.82 0.92% 25.37 0.51% 34.06 0.72% (410.33) 0.18% (12.94) 0.70% (435.41) 0.56% (40.56) 0.75% (342.65) 0.72% (430.87) 0.38% (110.28) 0.79% (331.30) 0.64% (112.80) 0.75% (369.95) 0.83% | (ia7aes) 0.68% 19.95 1.26% (528.79) 0.75% (173.06) EFTA00288253

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SX6P Index SXEP Index SXIP Index SXNP Index SX3P Index SXDP Index SX4P Index SX8P Index SXOP Index SXQP Index SXRP Index SXMP Index SXTP Index SX7E Index SXS5E Index SPGSCITR Index XAG Curncy CO1 Comdty CL1 Comdty NG1 Comdty XAU Comdty IBOXHY Index US_TSY CREDIT CA_TSY CREDIT MX_TSY CREDIT AU_TSY CREDIT JP_TSY CREDIT 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 6,468 1,979 11,664 5,406 1,128 23,331 3,081 2,871 12,214 549 (46) 10,846 22,522 6,487 7,242 (122) 2,414 325 1,247 3,911 (484) 3,173 (150) 4,931 214 725 250 (479) (342) 4,210 5,230 3,982 4,591 3,366 32,599 9,191 4,001 11,262 3,455 335 1,549 (310) 165 4,130 1,857 35,490 38,769 28,923 28,384 20,506 61,075 25,840 17,778 40,520 26,331 14,083 35,766 39,247 18,886 40,148 (6,808) (20,150) (24,622) 29,347 16,608 (24,602) 53,418 (20,067) (97,153) 58,229 43,335 (47,742) (36,901) (38,299) 77,381 77,405 80,015 75,943 75,554 78,270 54,986 78,610 50,187 67,396 30,799 27,617 (13,260) (39,490) 65,265 56,841 354.71 447.48 222.31 482.69 666.44 609.16 917.36 343.07 380.28 793.71 434.80 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 92.37 220.12 757.73 1,269.35 215.13 1,489.95 822.10 167.72 219.11 357.33 476.81 348.46 1,676.71 1,241.62 336.92 1,616.07 1,327.30 392.28 729.23 343.21 424.62 83.13 466.17 1,004.77 1,489.15 419.36 470.32 311.96 574.62 703.11 841.86 1,026.75 398.47 494.90 810.25 433.39 340.30 270.78 214.75 4,378.38 5,010.48 20.05 107.46 103.40 4.66 94.19 233.20 763.41 1,204.92 215.92 1,514.86 817.79 169.90 221.07 376.77 509.03 365.80 1,778.07 1,296.93 477.25 1,886.20 1,394.85 480.31 766.61 346.94 448.44 85.07 464.22 1,068.35 1,537.81 31.60 8.79 49.71 22.58 8.46 60.75 13.46 19.29 32.34 2.96 0.46 47.08 71.79 26.94 21.97 3.11 13.70 1.65 4.63 12.17 -2.64 80.10 5.76 12.89 0.91 3.65 1.62 3.76 3.63 21.16 28.27 20.00 24.24 17.36 198.38 66.92 20.09 86.91 17.59 3.40 18.94 3.11 1.26 22.49 9.62 0.58% 0.58% 0.81% 0.84% 0.65% 0.63% 0.89% 0.84% 0.93% 0.70% 0.71% 0.64% 0.80% 1.27% 0.82% 0.58% 0.87% 0.80% 0.92% 1.93% 0.74% 0.07% 0.13% 0.39% 0.40% 0.46% 0.32% 0.34% 0.25% 0.25% 0.26% 0.29% 0.32% 0.30% 0.75% 0.33% 0.28% 0.34% EFTA00288254 (168.47) 8.74 (46.86) (55.35) 103.31 387.25 139.39 (35.66) (27.50) (33.34) 32.97 (277.01) (180.48) 8.74 (186.89) 120.14 (59.06) 308.73 53.05 (54.15) (246.29) 171.02 310.77 (174.34) (137.72)