Atorus, LLC 4/11/2014 Current Date: Total Return since 1/1/12: MSCI World Change on ol 712M Return: Day 130 Day Return: (+MTM) on Day Current Long Exposure @ Cost: No creestons MIMI ag Current Short Exposure @ Cost: | (902,579) on Day Sarg Cot in ae Starting Capital: Positions: Current NAV: Current Leverage (Gross Exposures): aa) Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically 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: [HU BEER 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: 1.1 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 Care re a TG CC oy Ay oY Aa 0" 0” 0 0” 8” 0” oY 0” Ao” 0” A A A A SEE GME AME ME QPH SPE PE GME APE gh PE WP ae EFTA00288255

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Atorus, LLC 4/11/2014 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 | 25.39%] CO1 Comdty (24,622) 0.43% AEX Index 5,717 0.32% MEXBOL Index (26,146) 0.46% HON US Equity 5,775 0.33% ZA_TSY CREDIT (26,519) 0.47% ROG VX Equity 5,815 0.33% INDEXCF Index (26,563) 0.47% UTX US Equity 5,964 0.34% SHCOMP Index (33,700) 0.60% SX6P Index 6,072 0.35% JP_TSY CREDIT (35,807) 0.63% SXXP Index 6,110 0.35% SE_TSY CREDIT (39,490) 0.70% SX7E Index 6,202 0.35% US_TSY CREDIT (40,135) 0.71% EDF FP Equity 6,396 0.36% SPX Index 62,272 1.10% BAYN GR Equity 6,443 0.37% CH_TSY CREDIT 65,972 1.16% PSI20 Index 6,552 0.37% DK_TSY CREDIT 67,396 1.19% DAI GR Equity 6,668 0.38% STBCNZL Index 73,231 1.29% SXSE Index 6,730 0.38% MY_TSY CREDIT (73,802) 1.30% SMI Index 6,800 0.39% SG_TSY CREDIT (76,599) 1.35% ASE Index 6,875 0.39% DE_TSY CREDIT 76,711 1.35% FTSEMIB Index 6,930 0.39% FR_TSY CREDIT 76,756 1.36% ACA FP Equity 6,940 0.39% AT_TSY CREDIT 77,381 1.37% PRU LN Equity 7,428 0.42% BE_TSY CREDIT 77,996 1.38% HEX Index 7,551 0.43% IE_TSY CREDIT 78,270 1.38% MDT US Equity 7,801 0.44% NL_TSY CREDIT 78,610 1.39% BEL20 Index 7,813 0.44% FI_TSY CREDIT 80,015 1.41% MMM US Equity 7,942 0.45% CA_TSY CREDIT (97,153) 1.72% DAX Index 8,069 0.46% NDX Index 8,122 0.46% TMO US Equity 8,453 0.48% BAC US Equity 8,710 0.50% RTY Index 8,938 0.51% IBEX Index 9,013 0.51% IT_TSY CREDIT 9,035 0.51% INAV Impact of MTM by Category & Exposure TYC US Equity 9,589 0.54% Listed Equitylong |. 714%) KFX Index 9,665 0.55% Listed Equityshort_ | .220% SXMP Index 10,057 0.57% lequityComtong | 1.852% XLV US Equity 10,550 0.60% JEquityCom Short. 4% SAP Index 10,697 0.61% czoRatestong | (007% ES_TSY CREDIT 11,174 0.64% JczoRatesshort |S. SKIP Index 11,200 0.64% LUXXX Index 11,216 0.64% SXOP Index 11,582 0.66% SPX Index 15,400 0.88% SXTP Index 21,055 1.20% SXDP Index 21,872 1.24% EFTA00288256

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ISEQ Index 24,723 1.41% 1E_TSY CREDIT 32,601 1.85% STBCNZL Index 34,540 1.96% PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short | 3 | P73 | | 12 AMER Sheet P33 | | 10 | 6 | | 338 | otal Short | 8 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodites,G20Gov.Credi) $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) EFTA00288257

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Atorus, LLC 4/11/2014 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 T T : 2 ST SS? HS” c.cancan \ NW WY on isPdvoo) ANAM Nl AN \ 8 (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 2,000,000 1,500,000 rr APAT ee EMEA 1,000,000 rn AMER —— EquityCom wr G20 Rates $00,000 T T T T T T T T T T T T T Gt NG EG SG EC CC Sh SSS SP BP OP MP OP OP OM ACEC COMIC CORREIA COMMING CORMIIC OMII MOEIN META COMME RII EIU SVT ART EAN SN aE AN oh Soh EFTA00288258

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Atorus, LLC 4/11/2014 Current Gross Notional Risk by Category 230,932 561,382 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 338 — MSCIWorld 0.75 + T T T T a PP” VP” iP” P” iP RY A 3 x Aw » Rolling 30 Day Realized Volatility - Atorus T yy oe Rw T wa T SY vy vy sr o T T 2 Pe” yh” ve AY ATORUS 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Rolling30DayRe alizedVol EFTA00288259

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 4/11/2014 10.00 0.00 T T T T T T T T r ’ HELL IIIS SHS & en wo “or n> al cy e So oo eS oe oe a Ss or Coa o MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) ——P/L Vol Days by Position EFTA00288260

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Atorus, LLC 4/11/2014 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 56.75 1.11% : 005380 KS Equity 114 3,149 224.39 232.48 3.13 1.15% 19.70 005490 KS Equity (386) (3,782) 273.49 301.38 -8.38 1.22% 5.46 005930 KS Equity (184) (6,997) 1,278.17 1,311.75 2.79 0.94% 66.91 012330 KS Equity 974 5,584 247.00 290.09 17.51 1.00% (90.46) 1 HK Equity 1,047 10,664 15.95 17.52 10.29 0.95% 78.62 1299 HK Equity 373 5,954 4.79 5.09 6.96 0.90% 13 HK Equity 2,755 12,243 11.40 13.97 20.97 1.07% 16 HK Equity (65) (3,179) 12.66 12.92 -2.62 0.78% 9.52 27 HK Equity (6) 123 9.65 9.19 -2.66 1.90% 0.43 2914 JP Equity 231 (4,719) 32.47 30.88 4.22 1.16% 140.19 3382 JP Equity (23) 1,329 37.69 37.04 “1.56 1.12% (23.88) 4063 JP Equity (78) (4,536) 56.40 57.37 “1.39 1.24% 50.84 4502 JP Equity (38) 546 46.79 43.75 -7.69 0.90% (7.87) 4689 JP Equity : 460 4.58 4.58 0.00 1.88% (17.01) 5 HK Equity (111) (3,997) 10.17 10.45 “3.27 0.85% (29.22) 5108 JP Equity . . 34.67 1.05% c 5401 JP Equity 502 (5,511) 2.89 2.63 7.63 1.19% 110.63 6301 JP Equity (30) (2,812) 20.64 20.86 0.93 1.15% 69.52 6752 JP Equity 144 829 9.01 10.58 11.18 1.56% (24.74) 6902 JP Equity : : 46.33 1.44% . 6954 JP Equity 747 6,393 6,392.98 176.07 8.74 1.34% (141.51) 7201 JP Equity 0 (3,743) (3,742.97) 8.85 0.00 1.03% 87.07 7203 JP Equity 371 (5,260) (5,259.85) 52.16 7.12 0.99% 84.94 7267 JP Equity 384 (4,885) (4,885.01) 33.57 7.78 1.01% 53.04 762 HK Equity (8) (5,162) (5,161.69) 1.38 0.12 1.26% (1.49) 7751 JP Equity 155 (6,865) (6,865.02) 30.73 2.56 0.88% 111.77 8031 JP Equity 3 (4,776) (4,775.88) 14.09 0.05 1.24% 69.70 8058 JP Equity 85 (4,383) (4,383.01) 17.96 1.98 0.98% 82.90 8306 JP Equity 340 (4,604) (4,603.66) 5.23 5.48 1.35% 147.25 8316 JP Equity 81 (2,001) (2,000.57) 39.80 2.75 1.48% 43.25 8411 JP Equity 195 : 8604 JP Equity 324 (3,504) (3,504.39) 5.99 6.87 1.34% 148.12 8801 JP Equity 29.34 : 8802 JP Equity 504 (5,009) 24.84 22.34 5.82 1.73% 177.83 9020 JP Equity 295 (6,726) 75.20 71.90 3.61 1.22% 98.12 941 HK Equity 648 (11,819) 10.19 9.63 511 1.07% (58.24) 9432 JP Equity (276) 6,077 53.08 50.78 “3.58 1.27% (86.46) 9433 JP Equity - 636 49.90 49.90 0.00 1.36% (23.47) 9437 JP Equity 252 (7,723) 15.62 15.11 3.30 0.99% 120.00 9983 JP Equity (229) 2,541 366.07 335.78 6.37 1.42% (175.90) EFTA00288261

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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 182 25 555 595 (258) 252 (194) 36 6,940 254 (141) (131) 859 41 70 2,072 288 159 4,331 641 233 596 42 1,894 3,384 2,943 3,200 8,710 820 425 (24) 6,443 (287) (169) 1,193 (100) (17) 410 7,877 6,661 6,962 4,268 8,454 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) 7,345 (6,870) 10,373 12,676 12,119 12,812 10,884 7,333 6,088 1,904 9,406 (1,629) (2,434) 5,790 (5,315) 1,957 46.70 518.25 23.59 23.63 49.31 102.94 38.78 19.01 19.03 6.83 95.44 77.95 74.01 63.54 110.56 134.80 48.66 42.47 146.70 148.11 95.40 76.29 331.67 29.47 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 67.43 519.87 25.56 25.65 46.50 7.74 7.79 106.01 37.03 18.85 18.82 15.60 99.20 76.94 74.20 61.33 120.35 135.47 49.52 68.82 165.80 165.64 113.46 80.88 312.50 31.86 82.23 96.97 84.63 63.10 63.16 62.86 122.55 15.88 3.97 108.19 56.93 72.31 129.13 10.66 14.84 14.85 63.83 12.20 43.99 15.77 $1.90 22.79 0.50 10.03 9.88 4.36 3.68 6.41 0.60 0.78 92.96 8.57 1.56 0.34 5.70 8.09 0.76 1.95 55.64 16.90 15.10 15.86 9.79 445 9.51 0.93 18.59 31.84 31.73 31.88 71.38 10.42 7.76 1.42 69.24 8.18 -6.60 16.72 -3.36 0.74 1.95% (31.96) 0.63% (107.65) 0.83% (58.40) 0.87% (111.93) 1.39% (156.84) 0.81% (109.25) 0.74% (47.12) 1.41% 22.04 1.39% 23.19 1.38% (304.62) 0.46% 6.92 0.84% (60.51) 0.74% (34.09) 0.63% (56.24) 1.09% 246.50 0.65% (99.31) 0.90% (59.65) 1.11% (96.78) 0.77% (35.09) 0.78% (24.25) 1.19% (501.60) 0.61% (112.43) 1.30% 120.58 0.85% (69.25) 0.65% 82.56 0.98% (227.17) 0.84% (330.44) 0.77% (284.30) 0.78% (318.34) 1.12% (465.24) 1.07% (169.17) 0.90% (52.16) 0.90% (6.57) 0.99% (370.80) 2.15% (2.48) 1.05% 26.74 1.23% (132.33) 0.56% 18.24 1.14% (22.12) EFTA00288262

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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 (252) 197 264 156 cB 70 69 13 361 1,347 (121) 1,309 106 283 304 690 250 (89) 605 1,824 655 253 175 92 159 2,071 445 1,171 3,759 852 850 539 (415) 577 (121) 1,273 1,058 (58) 1,629 (361) 1,908 (4,379) 6,689 6,839 1,066 (840) 8,609 937 (857) 10,488 5,212 729 (2,947) 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 8,742 6,267 12,096 12,873 10,512 12,425 6,770 (6,384) 5,151 7,080 2,054 4,310 8,914 (4,179) 11,815 (8,207) 12,764 17.51 34.33 67.77 245.93 32.31 32.86 274.17 32.42 66.07 99.22 49.07 70.54 61.78 57.74 7.76 118.69 6.18 102.05 30.34 33.26 89.53 68.68 49.35 36.20 142.82 94.53 59.05 82.73 40.65 36.26 51.38 36.67 51.30 68.55 66.64 64.09 56.69 19.39 25.07 28.70 63.98 112.39 60.42 18.52 35.34 70.39 281.88 31.90 33.13 294.31 31.94 68.35 124.86 49.07 73.42 76.49 58.54 7.99 121.95 5.66 105.78 29.50 45.78 39.61 101.54 72.71 59.20 37.01 138.89 98.28 65.59 86.93 48.24 47.53 54.75 39.64 54.80 74.01 70.97 112.13 HN/AN/A 69.31 53.54 25.12 22.63 28.05 29.09 72.80 117.34 69.45 8.00 2.46 3.57 8.38 1.14 1.02 6.94 1.35 5.46 22.72 0.00 $.11 18.21 2.25 4.40 4.35 5.96 445 1.66 16.96 18.88 8.30 17.07 2.29 1.61 3.85 21.39 9.06 19.78 33.84 9.81 10.91 10.36 9.90 12.50 0.00 10.43 3.55 26.23 16.14 -2.09 22.27 8.64 26.18 0.72% 1.20% 1.08% 1.74% 1.10% 0.80% 1.06% 1.10% 0.63% 1.14% 1.18% 0.80% 1.31% 0.62% 0.66% 0.63% 142% 0.82% 1.71% 1.13% 0.71% 0.71% 1.17% 0.98% 1.71% 1.03% 0.52% 0.56% 0.94% 0.92% 0.67% 0.74% 0.66% 0.81% 0.52% 0.58% 0.31% 0.78% 1.66% 1.13% 0.74% 0.66% 0.62% 0.51% 0.57% 40.87 (101.99) (44.87) (30.36) 10.69 (102.80) (17.98) 12.87 (50.40) (71.60) (6.70) (3.43) (164.33) (59.78) (173.66) (112.58) (38.83) (53.04) (99.23) (53.03) (162.84) (89.36) (37.54) (158.14) 71.51 (49.34) (135.87) (27.94) (110.70) (186.28) (124.69) (171.16) (107.33) (101.66) (69.87) (143.09) (50.20) (136.73) (62.01) 5.07 (195.84) (12.09) (63.16) EFTA00288263

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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 6,668 2,639 3,776 651 4,419 39 1,686 1,291 (299) 357 2,033 166 2,428 2,266 835 (50) (87) 6,396 (171) 371 2,063 483 43 2,087 1,731 434 769 (75) (229) 892 (35) 304 (123) (123) 979 164 1,898 2,970 530 733 20 2,989 200 13,908 12,908 8,377 8,537 6,820 10,090 2,132 6,767 9,908 5,110 4,673 7,257 660 8,885 10,622 1,151 11,143 6,678 9,210 9,189 10,986 8,739 9,024 8,087 9,949 2,996 5,841 13,127 7,934 9,815 5,260 (3,621) 2,630 3,763 3,417 3,508 3,404 11,414 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 30.75 58.57 68.36 83.03 15.77 36.95 29.41 12.27 61.97 71.82 63.30 54.29 105.21 23.45 25.35 66.77 44.84 4.39 24.06 18.77 145.68 63.70 12.51 66.69 72.47 14.82 44.06 33.05 120.94 32.21 33.10 61.00 21.51 22.32 24.02 49.73 49.51 5.24 16.25 34.67 92.03 43.71 66.16 91.69 92.36 #N/AN/A 74.28 31.30 73.16 77.27 78.45 16.97 47.31 36.80 15.62 75.20 71.82 68.05 53.88 104.23 39.77 26.75 65.49 46.68 5.51 25.23 19.04 197.73 72.10 13.19 71.92 71.45 15.75 58.99 32.74 131.69 31.12 31.95 66.23 22.38 25.54 66.93 51.22 60.68 5.22 20.43 32.36 34.84 31.71 29.75 10.17 0.00 59.01 2.23 31.05 12.92 6.52 8.02 29.61 16.73 26.14 20.24 0.00 11.48 0.79 1.31 83.38 7.37 -2.50 6.47 22.48 7.26 1.79 48.23 25.41 6.14 10.47 1.20 7.31 17.15 0.74 15.39 -2.91 -2.88 12.14 4.66 20.33 99.48 5.19 16.27 0.32 24.75 6.09 1.38% 0.64% 1.52% 0.75% 0.07% 0.74% 0.81% 0.80% 1.01% 0.90% 0.95% 0.95% 1.50% 1.05% 1.05% 0.50% 0.65% 0.94% 0.72% 0.83% 0.75% 0.78% 0.63% 1.13% 0.67% 0.81% 0.74% 0.52% 0.89% 0.75% 1.18% 0.87% 1.98% 1.26% 0.58% 1.20% 1.25% 0.71% 0.87% 0.71% 1.80% 0.58% 1.39% 1.38% 1.04% 1.09% (505.42) (161.57) (231.05) (117.31) (148.57) (26.06) (169.46) (177.33) (91.81) (144.36) (159.22) (21.05) (94.65) (467.19) (1.16) (127.16) (82.04) (135.45) (242.53) (196.05) (126.31) (29.35) (220.11) (107.66) (24.71) 22.22 34.85 (150.66) (112.15) (137.63) (4.05) (90.37) (66.30) (24.49) (75.38) (71.84) (110.42) (58.29) (156.62) (4.71) (69.36) (95.56) 44.28 (379.63) 122.89 EFTA00288264

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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 2,376 (54) 871 1,065 1,521 5,775 2,082 1,484 76 1,578 1,056 4,152 59 101 2,801 38 281 4,989 411 254 483 7 (41) 992 (29) 526 276 (319) 1,528 1,091 5,701 289 (83) 2,715 7,801 3,072 7,942 349 11,040 844 5,707 9,006 6,395 10,667 926 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 9,304 (8,600) (6,962) 757 817 8,087 2,716 4,536 2,016 (2,835) 7,829 6,808 2,297 14,148 4,464 (1,785) 2,181 13,641 20,811 7,556 6,402 5,485 21,331 9,167 878.06 153.27 26.22 24.84 49.49 66.67 41.34 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 52.29 107.30 34.31 38.83 77.75 75.65 198.03 0.89 58.92 122.48 185.39 48.33 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 1,067.06 153.27 25.97 27.24 57.73 76.17 41.34 90.68 32.62 10.36 6.66 195.74 41.07 26.32 3.34 15.70 15.78 81.39 146.75 45.84 96.76 55.44 110.23 32.39 38.74 77.75 75.65 197.03 1.22 58.55 154.42 167.31 46.43 75.09 87.46 69.42 11,521.79 195.40 99.31 165.56 34.39 59.43 49.67 18.31 #N/AN/A 132.97 37.80 18.33 0.00 1.13 10.52 20.53 21.63 0.00 65.53 22.31 2.67 30.16 2.06 18.32 14.06 50.94 1.17 1.48 25.86 0.81 10.22 62.05 5.65 4.99 7.82 0.59 0.00 0.00 0.77 32.00 0.92 31.46 4.66 -5.60 15.16 58.18 35.17 7.27 9.56 0.39 31.69 50.27 11.26 54.75 0.00 57.61 7.38 1.17% 1.02% 0.84% 0.92% 0.81% 0.66% 0.93% 0.74% 1.26% 0.72% 0.66% 0.73% 0.71% 0.62% 1.43% 1.75% 1.69% 0.77% 1.01% 1.15% 0.52% 1.07% 0.55% 0.72% 0.43% 1.14% 1.06% 0.66% 1.14% 0.71% 0.83% 2.09% 0.73% 1.48% 0.82% 1.15% 0.89% 0.49% 1.00% 0.63% 0.75% 1.06% 0.88% 1.17% 0.65% 0.52% (345.39) (19.89) (134.59) (149.85) (68.10) (166.29) (17.56) (256.49) (213.76) (17.27) (85.71) (48.45) (83.32) (156.81) (308.96) 24.88 24.94 (210.24) 109.57 (46.91) (144.51) (315.34) (138.22) 120.98 66.37 (26.10) (23.92) (124.27) (110.79) (55.95) (36.14) 57.35 (118.63) (197.47) (13.28) (518.06) (14.82) 2.13 (45.55) (271.26) (504.49) (209.24) (216.75) (440.33) (100.53) EFTA00288265

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MON US Equity MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity NOVOB DC Equity NSC US Equity NVS US Equity OGXP3 BZ Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PBR/A US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PETR4 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity PNC US Equity POT CN Equity POT US Equity PRU LN Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity QQQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 1,378 23 921 751 535 4,609 2,241 1,088 1,807 282 3,976 186 5,632 1,520 4,245 5,064 859 1,351 (97) (107) (112) 653 (56) 114 (148) (119) 2,671 250 267 530 7,428 614 1,144 2,025 2,131 3,757 166 (0) 211 11,917 11,769 594 8,007 6,116 9,956 14,649 (7,392) 9,821 12,963 3,293 4,498 7,475 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 6,753 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 76.38 63.81 40.35 80.78 65.07 4.43 13.03 33.68 95.02 13.30 13.87 956.05 253.57 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 76.36 111.75 47.33 56.06 28.64 39.36 221.96 33.21 10.15 95.46 24.35 77.35 13.59 71.77 7.47 78.28 83.45 42.95 93.31 82.88 0.10 162.82 14.89 39.37 93.79 13.93 14.43 1,161.28 245.48 83.43 6.96 7.21 30.10 80.83 34.99 83.23 81.11 33.46 33.44 21.77 168.91 76.91 127.61 78.18 84.60 53.51 73.46 78.67 6.93 12.98 3.03 12.31 19.37 6.87 42.76 20.13 17.17 28.48 8.60 60.84 3.33 38.09 6.85 20.14 32.66 49.55 9.65 15.55 1.57 2.23 1.88 14.18 3.42 2.85 2.85 -1.63 18.52 6.25 4.14 7.12 62.71 11.32 20.97 22.49 20.44 31.41 2.37 0.01 5.82 0.78% (185.96) 0.90% (154.72) 1.28% (17.95) 0.93% (86.35) 0.63% (35.40) 0.78% (103.27) 0.74% (72.43) 0.65% (57.28) 0.49% (138.34) 1.00% (56.66) 1.45% (271.75) 0.75% (37.27) 0.81% (306.10) 0.94% (290.81) 0.77% (219.90) 0.84% (315.63) 1.97% 201.66 1.48% (81.46) 1.09% (154.97) 0.84% (94.97) 2.13% (17.87) 2.14% (19.31) 1.51% (111.54) 0.97% (29.18) 0.49% (70.07) 2.23% (7.96) 2.33% (11.71) 0.83% (488.46) 0.48% (69.94) 0.63% 121.09 0.83% (224.94) 1.13% (326.91) 0.49% (74.48) 0.90% (49.26) 0.55% (230.99) 0.83% (97.62) 0.75% (332.91) 1.04% (112.05) 0.50% (46.18) 0.52% (31.68) EFTA00288266

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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 259 263 (224) 157 5,815 107 642 1,209 (85) (121) (187) 2,886 723 880 1,406 (110) 189 1,659 (62) 660 (215) 374 264 (472) (60) 180 81 75 777 1,874 289 630 8,453 696 93 1,211 596 4,675 5,929 6,969 6,240 3,506 4,819 4,934 17,035 8,293 8,997 (3,704) 7,933 6,290 5,241 5,649 2,446 7,836 5,671 5,345 7,174 (7,500) 9,151 4,673 10,006 (6,124) 9,825 2,940 6,518 6,088 (8,069) (2,379) 8,245 4,176 3,406 (10,717) 7,594 7,919 (6,829) 10,218 6,885 8,268 (7,398) 5,234 34.83 36.74 37.90 302.39 59.40 54.83 54.04 212.78 65.48 48.45 103.67 8.46 8.45 80.58 80.59 74.67 44.08 118.49 114.81 81.27 642.17 43.58 163.56 80.46 21.91 26.16 68.76 84.31 24.78 359.52 34.28 45.38 15.65 15.52 63.57 46.52 4.60 115.81 63.59 60.09 84.26 5.65 120.22 36.76 36.79 39.33 291.91 60.32 55.75 55.77 285.42 66.33 51.90 103.46 9.75 9.58 79.29 78.90 69.38 60.32 133.60 133.71 97.19 651.54 44.48 167.03 93.80 22.13 27.92 64.07 35.90 89.15 35.86 25.85 380.54 35.15 46.37 15.96 15.86 58.96 58.00 4.77 6.80 105.13 116.19 66.16 46.74 85.20 4.73 133.91 10.62 0.30 6.40 -2.17 1.27 1.24 2.39 47.60 2.39 7.72 0.21 14.87 12.11 “1.76 2.21 -7.19 31.18 11.50 16.24 28.41 1.43 3.71 3.73 20.83 0.94 9.41 6.12 5.26 3.59 8.19 4.16 3.75 2.27 2.38 11.87 30.40 6.49 9.33 90.60 13.31 2.32 15.13 12.25 0.52% (49.94) 0.50% (60.82) 0.59% (53.00) 1.65% (105.14) 1.22% (64.31) 1.34% (93.36) 1.33% (63.98) 0.72% (547.31) 0.54% (67.95) 0.92% (78.34) 0.95% 75.43 1.02% (96.96) 1.11% (37.98) 0.92% (122.06) 0.97% (113.86) 1.06% (52.13) 1.18% (149.88) 1.11% (75.98) 1.01% (91.34) 0.69% (77.56) 1.02% 92.47 0.56% 4.54 0.57% (10.22) 0.80% (205.94) 1.08% 42.27 0.71% (57.22) 1.20% (63.23) 1.09% (160.05) 1.21% (120.73) 0.71% 73.60 0.61% 5.87 0.58% (104.51) 0.85% (69.98) 0.93% (54.76) 061% 242.74 0.81% (221.51) 0.56% (11.51) 0.99% (56.04) 0.91% (330.71) 0.76% (24.73) 0.48% (10.50) 1.08% 83.32 0.93% (90.31) EFTA00288267

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TWX US Equity (282) 5,916 66.25 63.24 5.19 0.92% (87.24) TXN US Equity 3,585 12,205 34.93 45.19 32.22 0.91% (308.18) TYC US Equity 9,589 24,080 29.17 40.78 51.13 0.78% (592.33) UBS US Equity 191 5,489 19.43 20.11 3.32 1.04% (101.76) UBSN VX Equity 180 5,158 19.51 20.19 3.56 0.98% (123.50) UCG IM Equity 3,005 5,391 5.58 8.69 31.71 1.76% (143.52) ULVR LN Equity 200 5,946 42.57 44.00 3.75 0.90% 12.02 UNA NA Equity 196 6,607 41.19 42.42 3.71 0.80% (5.13) UNH US Equity 2,379 10,192 64.28 79.29 30.64 0.76% (202.68) UNP US Equity 1,230 12,014 165.36 182.30 14.54 0.70% (181.42) UPS US Equity 3,084 14,806 79.87 96.51 43.96 0.47% (117.93) USB US Equity 2,425 14,238 34.71 40.63 24.04 0.71% (217.54) UTX US Equity 5,964 15,190 82.05 114.26 47.69 0.82% (189.18) V US Equity 1,414 2,528 126.50 197.26 52.50 1.07% (106.73) VALE US Equity 98 (3,908) 15.08 14.70 1.73 1.44% 43.50 VALE3 BZ Equity 84 (4,586) 15.04 14.77 1.15 1.60% 59.21 VIAB US Equity 3,352 9,272 60.42 82.26 37.65 0.96% (223.50) VIV EP Equity 157 2,668 26.19 27.73 7.10 0.83% (25.59) VMW US Equity 578 4,785 89.16 99.94 7.78 1.55% (175.82) VOD LN Equity 297 (3,679) 3.91 3.59 7.18 1.13% 83.92 VOD US Equity 305 (3,552) 39.03 35.67 7.48 1.15% 81.02 VOW3 GR Equity 118 2,108 255.14 269.40 452 1.24% (44.73) VRX CN Equity 485 1,611 92.95 120.93 16.94 1.78% (42.26) VRX US Equity 570 1,880 93.20 121.48 17.67 1.72% (42.16) VTIUS Equity 458 5,134 86.91 94.66 15.93 0.56% (73.11) VWO US Equity (129) (5,797) 40.33 41.23 -2.48 0.90% 59.64 VZ US Equity 117 (6,121) 48.12 47.20 4.18 0.46% 86.73 WBC AU Equity 461 6,950 30.53 32.55 7.38 0.90% (74.68) WES AU Equity 314 8,616 38.65 40.06 5.41 0.68% (83.46) WFC US Equity 2,846 11,582 38.70 48.20 38.23 0.64% (11.87) WLP US Equity 2,932 10,369 74.31 95.33 34.66 0.82% (104.33) WMT US Equity 107 7,009 75.45 76.59 3.04 0.50% (65.06) WOW AU Equity : : 33.93 0.80% . XOM US Equity 905 13,076 90.48 96.75 11.47 0.60% (54.88) XTA LN Equity : 2,180 #N/AN/A 0.00 2.25% YHOO US Equity - - 32.98 1.57% cC YUM US Equity 76 7,151 73.86 74.65 1.15 0.93% (89.77) ZURN VX Equity (234) 7,208 293.46 284.23 4.28 0.76% (88.66) 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 15,400 62,272 1,455.70 1,815.69 39.60 0.62% NDX Index 8,122 37,348 2,831.19 3,446.85 23.66 0.92% (533.45) RTY Index 8,938 31,950 868.48 1,111.44 29.03 0.96% (588.13) EFTA00288268

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SPTSX Index MEXBOL Index IBOV Index MERVAL Index UKX Index DAX Index CAC Index IBEX Index SMI Index FTSEMIB Index PSI20 Index ISEQ Index ICEX! Index AEX Index BEL20 Index LUXXX Index KFX Index HEX Index OMX Index ATX Index ASE Index OSEBX Index INDEXCF Index TOP4O Index SENSEX Index NKY Index HSI Index SHCOMP Index KOSPI Index ASS1 Index STBCNZL Index EEM US Equity IYR US Equity MDY US Equity JNK US Equity XLF US Equity XLU US Equity XLK US Equity XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 342 446 37 (617) 2,711 8,069 1,574 9,013 6,800 6,930 6,552 24,723 5,448 5,717 7,813 11,216 9,665 7,551 1,761 168 6,875 1,795 930 1,266 936 (158) 518 152 1,207 967 34,540 (128) (11) 4,322 (28) 4,988 670 1,837 5,368 234 3,276 254 3,361 10,550 6,110 10,697 3,828 28,839 (26,146) 7,432 (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 24,898 (33,700) 29,082 21,983 73,231 (4,895) (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 23,341.94 725.60 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 3,920.67 362.49 141.21 2,906.77 344.53 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 13,012.40 3,089.06 23,458.75 808.39 10,986.25 12,945.46 6,067.24 14,182.45 9,487.62 29,459.96 10,192.13 6,864.24 7.60 549.82 4,251.86 2,122.97 126.43 10,084.43 206.00 3,471.39 1,738.24 91.35 38.22 4,114.52 374.92 137.39 2,967.25 342.98 192 5,105.10 654.11 41.83 67.52 239.77 41.05 21.28 41.69 35.20 50.90 42.75 62.24 88.45 46.03 55.71 456.89 715.39 395.94 2.40 2.22 0.35 10.91 10.36 22.61 9.87 23.69 23.14 25.58 26.55 64.53 29.49 18.53 24.47 44.23 29.38 19.68 7.96 1.55 34.47 9.84 1.66 5.23 4.58 2.78 2.58 0.54 5.65 5.78 112.54 -2.93 0.58 39.88 2.84 50.87 12.40 18.19 44.34 5.75 40.31 5.09 29.08 50.03 20.23 29.99 10.55 0.50% (208.76) 0.77% 137.18 141% 37.82 1.05% 22.49 0.65% 0.97% 0.80% 0.96% 0.67% 1.07% 1.02% 0.96% 0.49% 0.73% 0.73% (613.74) (627.26) (217.88) (580.67) (649.68) (323.08) (365.90) (77450) 9.24 (782.99) (455.38) 0.62% (278.58) 0.86% 0.96% (188.24) 1.18% (72.83) 0.74% 2.11% 202.24 0.95% (465.52) 0.75% (138.99) 1.00% (138.88) 0.81% (198.35) 0.84% 55.25 0.73% (227.58) 0.76% (249.55) 0.42% (509.98) 0.90% : 0.51% 23.24 0.76% (227.47) 0.18% (19.39) 0.72% (224.49) 0.54% (10.17) 0.79% (165.14) 0.75% (213.43) 0.38% (56.69) 0.82% (181.06) 0.64% (22.81) 0.77% (219.85) 0.87% 0.70% 1.25% (421.00) 0.77% EFTA00288269

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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 6,072 1,540 11,200 4,935 969 21,872 2,600 2,378 11,582 315 (263) 10,057 21,055 6,202 6,730 (233) 2,460 355 1,348 3,757 (474) 3,066 (329) 5,131 281 740 221 (592) (737) 4,325 5,319 4,035 4,683 3,497 32,601 9,035 4,110 11,174 3,574 302 1,472 (371) 57 4,269 1,681 35,866 38,769 28,923 28,384 21,674 61,075 25,840 17,778 40,520 26,331 14,083 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) 58,229 47,780 (35,807) (73,802) (76,599) 77,381 77,996 80,015 76,756 76,711 78,270 54,986 78,610 50,187 67,396 32,135 28,589 (26,519) (39,490) 65,972 56,841 355.26 447.48 222.31 482.69 668.07 609.16 917.36 343.07 380.28 793.71 434.66 261.12 172.05 159.85 3,709.25 4,922.21 22.78 108.90 99.19 3.77 90.80 220.12 757.73 1,269.35 214.14 1,492.28 822.10 167.43 219.11 357.33 477.05 348.46 1,677.74 1,242.44 336.92 1,615.76 1,327.30 392.28 729.23 343.35 425.35 83.13 466.27 1,005.43 1,489.15 415.40 465.26 308.39 566.61 697.92 827.30 1,009.66 388.96 488.98 803.20 426.68 334.54 264.35 212.33 4,331.06 5,006.36 20.00 107.33 103.74 4.62 92.55 232.76 763.95 1,202.31 215.17 1,515.39 817.03 168.77 221.22 377.30 509.58 366.03 1,780.11 1,299.08 477.26 1,881.26 1,396.70 479.62 767.90 346.57 447.25 84.29 465.60 1,070.50 1,533.20 28.77 6.85 48.15 20.51 6.91 53.46 11.47 15.40 30.42 1.70 2.55 41.88 63.61 25.57 20.49 -3.06 13.83 1.81 5.06 12.17 2.59 73.87 6.76 13.84 1.20 3.37 2.04 2.27 3.97 22.39 29.24 21.20 25.22 18.30 200.10 64.46 21.32 86.59 18.67 2.98 17.54 1.82 0.42 24.67 8.85 0.59% (396.46) 0.58% (434.29) 0.80% (459.06) 0.85% (464.32) 0.65% (167.18) 0.67% 0.88% (473.39) 0.87% (481.07) 0.94% (623.78) 0.71% (231.72) 0.73% (213.83) 0.84% 1.28% (282.29) 0.82% (506.66) 0.56% 11.00 0.88% 58.87 0.80% 30.22 0.91% 100.93 1.86% (153.12) 0.74% 0.08% (106.67) 0.12% (28.16) 038% = 22.56 0.40% (203.23) 0.46% 16.98 0.30% 33.48 0.24% (51.47) 0.25% 114.93 0.23% 90.02 0.24% 52.85 0.24% 93.44 0.25% 132.97 0.21% 2.32 0.25% (167.67) 0.25% 109.71 0.26% (88.15) 0.28% 119.42 0.31% (34.59) 0.29% (79.77) 0.77% 239.75 0.34% (117.56) 0.26% 141.36 0.33% (175.44) EFTA00288270