Atorus, LLC 4/22/2014 Current Date: Change on Day: |___1.9196| Total Return since 1/1/12: MSCI World Change on 712M Return: Day T90 Day Return: No of Positions 730 Day Return: . (+MTM) on Day 187 Current Long Exposure @ Cost: Current Short Exposure @ Cost: (531,052) No of Positions (-MTM) eo | so pestons: | an Positions: Net Exposure: 4,366,696 Starting Capital: Current NAV: 1,839,427 Current Leverage (Gross Exposures): 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: [HUT 3/3)3|318 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 VR RR RR RD DDD mA Se SS SH Sh PP PP PP Dy PH HG” GH” LH” HG” LH” HH SVEN NANT ON VV aN GV AV” oh woh > EFTA00288303

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Atorus, LLC 4/22/2014 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 | 24 Positions 45 Positions | 26.43%] TGT US Equity (8,574) 0.16% MAERSKB DC Equity 5,841 0.32% 941 HK Equity (9,455) 0.17% AMGN US Equity 5,884 0.32% ZA_TSY CREDIT (11,545) 0.21% XLIUS Equity 6,226 0.34% XAG Curncy (13,831) 0.25% ROG VX Equity 6,230 0.34% XAU Comdty (19,682) 0.36% HON US Equity 6,343 0.34% CO1 Comdty (19,698) 0.36% NOVN VX Equity 6,458 0.35% MEXBOL Index (20,915) 0.39% EDF FP Equity 6,487 0.35% INDEXCF Index (21,271) 0.39% SX7E Index 6,581 0.36% JP_TSY CREDIT (22,684) 0.42% ASE Index 6,899 0.38% SHCOMP Index (26,960) 0.50% UTX US Equity 6,947 0.38% SE_TSY CREDIT (45,879) 0.85% SXXP Index 7,000 0.38% SPX Index 62,272 1.15% SX6P Index 7,014 0.38% DK_TSY CREDIT 67,396 1.24% ACA FP Equity 7,127 0.39% CH_TSY CREDIT 68,798 1.27% SMI Index 7,180 0.39% CA_TSY CREDIT (72,133) 1.33% DAI GR Equity 7,197 0.39% STBCNZL Index 73,231 1.35% PSI20 Index 7,216 0.39% GB_TSY CREDIT 75,587 1.39% MDT US Equity 7,379 0.40% AT_TSY CREDIT 77,381 1.43% SXSE Index 7,645 0.42% BE_TSY CREDIT 77,996 144% FTSEMIB Index 7,816 0.42% lE_TSY CREDIT 78,270 144% HEX Index 7,860 0.43% NL_TSY CREDIT 78,610 145% RTY Index 7,922 0.43% FR_TSY CREDIT 79,196 1.46% PRU LN Equity 7,995 0.43% FI_TSY CREDIT 80,015 147% SXMP Index 8,691 0.47% DE_TSY CREDIT 80,183 1.48% BEL20 Index 8,897 0.48% IT_TSY CREDIT 9,094 0.49% DAX Index 9,116 0.50% TMO US Equity 9,151 0.50% BAC US Equity 9,155 0.50% INAV Impact of MTM by Category & Exposure MMM US Equity 9,278 0.50% Listed Equitylong | CS 71%) IBEX Index 9,774 0.53% Listed Equity Short |= 0.004%| NOX Index 9,994 0.54% LUXXX Index 10,788 0.59% lEquityCom Short | —.001% KFX Index 10,938 0.59% c2oRatestong |. 36%) TYC US Equity 11,070 0.60% JczoRatesshort | —.012%) ES_TSY CREDIT 11,213 0.61% SXIP Index 11,873 0.65% SXAP Index 11,937 0.65% XLV US Equity 12,109 0.66% SXOP Index 12,163 0.66% SPX Index 18,131 0.99% EFTA00288304

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PEMEAShort AMER Long a quityCom Short | G20Ratestong G20 Rates Short otal Short Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) SXTP Index ISEQ Index SXDP Index 1E_TSY CREDIT STBCNZL Index 22,497 24,917 24,920 32,547 34,639 1.22% 1.35% 1.35% 1.77% 1.88% $2,000,000 $1,500,000 $1,000,000 $500,000 $(500,000) @ APAC Long @ APAC Short @ EMEA Long m EMEA Short m AMER Long m AMER Short ® EquityCom Long ® EquityCom Short ® G20 Rates Long ®@ G20 Rates Short EFTA00288305

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Atorus, LLC 4/22/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 APAC 2,000,000 —_—— EMEA mrs AMER 500,000 1,000,000 —= EquityCom (1,000,000) (2,000,000) (2,000,000) (3,000,000) G20 Rates ome NexEposure RHS 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 rr a | YS SY SY OP & PP Pr T PH HH HH? HH? HP GP Pw SEP APE HH PH MH APH GM APH Ph QOH WP EFTA00288306

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Atorus, LLC 4/22/2014 Current Gross Notional Risk by Category 219,290 566,645 m APAC m= EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSC! World Index 245 1.95 75 iss 135 = Series 115 ——— Series2 0.95 075 + : - - - r r r T r t T T FF PPP FPP Oh” gt PgF GP, PP Pgh i Pi Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Series1 EFTA00288307

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Atorus, LLC 4/22/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——— P/L Vol Days by Position 10.00 0.00 MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ EFTA00288308

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Atorus, LLC 4/22/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day M™ eT Exp. ee Cost (in USD) 000270 KS = 57.25 56.72 0.81 1.14% 5.83 005380 KS Equity wo 3,149 224.39 234.32 3.92 1.13% 3.22 005490 KS Equity (186) (3,011) 272.57 289.37 5.83 1.06% 17.30 005930 KS Equity (213) (5,603) 1,278.08 1,326.74 4.33 0.88% 2.41 012330 KS Equity 1,142 5,584 247.00 297.52 21.50 0.95% (8.17) 1 HK Equity 1,136 11,830 16.10 17.64 12.19 0.79% 1299 HK Equity 329 5,954 4.79 5.05 5.98 0.92% 13 HK Equity 2,678 12,243 11.40 13.90 24.27 0.90% 16 HK Equity 12.80 27 HK Equity (11) 123 9.60 8.79 4.93 1.86% 2914 JP Equity 51 (3,774) 32.46 32.02 1.35 1.01% (59.55) 3382 JP Equity 0 1,329 37.70 37.71 0.02 1.02% 9.01 4063 JP Equity 12 1,533 60.41 60.90 0.68 1.18% 22.79 4502 JP Equity 13 (3,939) 44.14 44.00 0.36 0.91% 21.62 4689 JP Equity (46) (1,338) 4.60 4.76 “1.76 1.97% (14.86) 5 HK Equity (68) (3,197) 10.17 10.39 -2.61 0.82% 5108 JP Equity (15) (987) 34.57 35.10 “1.55 1.01% (16.86) 5401 JP Equity 318 (4,349) 2.87 2.66 5.95 1.23% 82.87 6301 JP Equity (21) (1,651) 20.69 20.96 “1.09 1.19% 7.17 6752 JP Equity 10.93 c 6902 JP Equity 46.61 : 6954 JP Equity 908 6,393 6,392.98 180.04 11.93 1.19% (56.64) 7201 JP Equity 33 (2,999) (3,742.97) 8.76 1.16 0.94% 5.53 7203 JP Equity 121 (4,207) (5,259.85) 54.48 2.93 0.98% (2.75) 7267 JP Equity 252 (3,126) (4,885.01) 33.49 8.28 0.97% 12.96 762 HK Equity 22 (3,929) (5,161.69) 1.36 0.51 1.07% 7751 JP Equity 21 (5,492) (6,865.02) 31.32 0.47 0.81% 28.67 8031 JP Equity (53) (3,821) (4,775.88) 14.29 “1.31 1.07% 16.27 8058 JP Equity 78 (3,451) (4,383.01) 17.84 2.40 0.95% 20.89 8306 JP Equity 153 (3,668) (4,603.66) 5.39 2.92 1.43% 77.62 8316 JP Equity 76 (1,984) (2,000.57) 39.57 2.90 1.32% 37.54 8411 JP Equity cB (1,364) 195 1.15 0.72% 12.45 8604 JP Equity 244 (3,335) (3,504.39) 6.00 5.59 1.31% 68.60 8801 JP Equity (50) 2,660 30.46 29.90 “1.32 1.42% (23.76) 8802 JP Equity 403 (4,007) 24.84 22.34 7.00 1.44% 42.49 9020 JP Equity 118 (5,379) 75.21 73.56 1.84 1.20% (6.83) 941 HK Equity 856 (9,455) 10.19 9.27 7.88 1.15% 9432 JP Equity (90) 6,077 53.18 52.40 “1.32 1.12% 6.87 9433 JP Equity (98) (2,500) 51.14 53.13 -2.92 1.34% (5.93) 9437 JP Equity 95 (6,149) 15.59 15.35 1.66 0.93% 28.14 9983 JP Equity 16 (1,174) 329.75 325.36 0.93 1.44% 20.55 EFTA00288309

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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 142 701 696 33 135 166 537 (13) 258 252 7,127 388 240 (19) 4,707 196 189 563 22 21 5,884 1,042 (46) 639 (222) 37 2,257 4,646 4,111 4,330 98 9,155 116 1,115 504 (9) 32 (75) 70 69 (78) 1,267 (0) 135 65 427 6,302 6,661 6,962 2,296 4,344 4,143 8,888 4,097 (3,366) (3,243) 5,408 8,503 10,703 3,689 4,556 9,698 8,248 4,614 1,774 2,204 2,204 22,886 10,655 (2,378) 7,345 (5,496) 2,501 10,373 12,676 12,119 12,812 4,613 10,884 2,977 7,333 7,243 1,341 1,775 (580) 3,222 3,172 (1,969) 5,790 5,900 3,122 2,447 75.98 518.25 23.59 23.63 49.39 7.61 7.59 103.14 38.87 18.97 18.99 6.83 96.60 77.97 75.60 63.05 110.56 134.80 48.95 53.87 165.38 165.33 94.49 76.29 326.05 29.47 82.74 97.78 71.56 49.80 50.82 50.30 125.87 8.82 4.00 97.30 53.84 73.12 130.89 9.50 14.49 14.49 62.15 10.12 44.18 16.00 52.56 75.98 529.96 26.07 25.99 50.09 7.84 7.89 109.37 38.75 17.52 17.52 15.84 101.01 79.72 76.29 62.79 164.22 138.01 50.95 70.97 167.05 166.90 118.78 83.75 332.30 32.04 86.07 99.21 87.13 68.05 68.06 67.30 128.54 16.24 4.16 112.09 57.59 72.64 133.27 10.73 14.80 14.81 64.60 12.33 44.18 16.69 53.96 0.00 3.47 15.73 13.64 1.05 3.88 443 8.23 0.44 5.14 5.26 105.46 10.44 2.53 1.37 -0.63 24.37 3.84 4.85 30.68 1.40 1.26 23.88 16.82 1.39 10.85 5.61 1.19 22.89 38.70 39.23 36.76 2.56 83.50 2.88 14.97 8.52 0.75 1.95 6.28 1.34 1.26 4.23 22.24 0.00 3.46 2.55 1.94% 0.65% 0.67% 0.73% 1.35% 0.80% 0.90% 0.73% 0.70% 1.49% 1.48% 1.25% 0.44% 0.89% 0.67% 0.66% 3.55 8.17 48.89 46.88 27.41 9.52 (7.50) (13.96) 21.97 45.74 9.36 7.62 0.62% 0.84% 1.04% 0.73% 0.75% 1.08% 0.58% 1.38% 0.80% 0.72% 1.23% 0.95% 0.95% 0.86% 0.92% 0.83% 1.01% 1.36% 1.02% 0.82% 0.88% 0.93% 2.05% 1.62% 1.72% 0.93% 0.98% 0.50% 1.25% 1.05% 25.74 580.98 134.05 (30.09) (34.99) 10.44 75.58 (117.16) 21.18 189.41 (7.59) (21.80) (14.35) (26.86) 17.81 27.22 EFTA00288310

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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 (319) 252 347 259 (22) 223 168 (13) 489 1,568 (76) (62) 1,315 208 509 748 471 522 248 663 2,166 704 267 218 (14) 221 2,386 497 102 4,697 1,537 1,060 1,498 664 (9) 42 721 2 738 54 1,142 1,752 (341) 2,187 (3,503) 6,689 6,839 1,066 (2,497) 8,609 3,418 (3,396) 11,017 5,212 (1,466) 5,463 5,498 7,632 9,797 11,850 (6,537) 9,049 3,119 1,501 3,741 14,011 11,185 1,267 6,257 (580) 5,214 20,847 10,376 3,621 12,096 12,873 10,769 12,425 7,124 2,665 5,426 7,080 2,054 2,155 4,392 8,914 11,815 (3,283) 12,764 17.51 34.33 67.77 245.93 32.02 32.86 293.93 32.10 66.19 99.22 48.64 73.20 61.78 57.74 7.76 119.19 6.18 103.62 30.36 48.08 34.12 89.87 68.68 49.35 36.20 142.74 95.61 59.72 83.40 49.72 36.26 51.38 36.73 51.30 68.86 74.47 112.99 64.09 56.89 19.39 23.23 25.07 63.98 112.39 60.42 19.11 35.62 71.21 305.79 32.30 33.71 308.34 32.22 69.13 129.07 $1.14 72.39 76.55 $9.31 8.17 126.71 5.74 109.60 32.78 48.25 40.17 103.77 73.01 59.75 37.46 146.21 99.66 66.56 87.39 $1.13 50.34 57.51 40.35 57.48 75.27 74.24 113.86 AN/AN/A 70.61 56.94 26.03 23.52 28.29 29.03 73.47 124.08 70.77 12.67 3.55 5.33 14.37 ~0.88 3.76 4.87 ~0.38 8.14 26.10 4.40 1.59 20.58 5.70 7.70 11.61 5.47 7.99 4.50 0.33 20.17 23.71 9.71 18.61 3.78 1.50 4.50 22.62 10.35 2.76 40.71 15.85 13.39 16.63 13.89 0.47 1.56 14.32 0.06 33.09 1.45 17.30 23.95 17.22 31.55 0.72% 1.06% 0.95% 1.69% 1.00% 0.69% 1.01% 1.01% 0.55% 1.15% 1.17% 0.71% 1.16% 0.48% 0.67% 0.54% 1.32% 0.72% 1.77% 1.10% 0.88% 0.65% 0.65% 1.13% 0.92% 1.62% 0.94% 0.51% 0.46% 1.02% 0.95% 0.75% 0.74% 0.72% 0.67% 0.69% 0.49% 0.71% 1.42% 1.04% 0.84% 0.74% 0.62% 0.60% 0.54% 38.60 46.72 (3.09) 23.56 (40.17) (26.21) (14.13) 6.35 (55.52) 57.87 114.68 10.78 231.50 4.61 27.84 (13.65) (68.88) (20.40) 111.45 458.32 110.74 (11.28) 86.55 (5.24) (16.80) (4.40) 19.08 35.75 16.45 30.60 (49.33) (0.00) (1.77) EFTA00288311

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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 7,197 2,929 4,168 736 4,623 28 14 1,630 95 2,376 180 681 2,540 15 1,294 121 202 6,487 699 262 464 2,347 714 49 2,389 2,092 359 689 147 (248) 1,124 26 250 (7) 1,408 252 2,569 (95) 899 719 (45) 3,564 14 13,908 1,361 12,908 8,377 8,537 10,090 2,332 3,012 9,908 (1,743) 1,806 7,396 660 3,755 10,622 5,733 11,143 6,678 9,210 9,189 10,986 8,739 9,023 8,262 10,741 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 3,763 2,491 3,508 3,236 13,022 4,069 13,140 (1,095) 17,619 3,248 (3,693) 11,635 (1,795) 62.20 44.10 54.93 63.20 85.81 51.66 30.86 73.59 68.36 77.61 16.20 37.11 29.41 13.50 61.97 72.44 63.30 54.29 105.22 23.45 25.35 66.80 44.84 4.41 24.19 18.77 72.84 63.70 12.51 66.69 72.48 14.82 44.06 33.05 124.78 32.03 32.97 61.76 21.51 22.32 67.41 49.73 49.51 5.22 16.25 34.53 94.39 44.32 67.40 94.65 93.22 #N/AN/A 75.33 31.23 73.94 79.61 77.59 17.05 49.04 37.44 15.95 76.79 72.63 70.65 55.27 107.53 40.00 26.97 68.80 47.15 5.67 25.80 19.07 102.63 73.85 13.08 71.37 74.50 16.08 62.89 33.28 137.30 32.03 32.90 68.44 22.85 26.68 73.23 52.27 60.47 5.29 21.23 34.26 40.40 0.40 36.88 34.86 12.83 69.66 1.28 0.56 18.02 0.04 5.78 34.72 18.71 19.33 22.85 0.51 15.54 1.98 2.85 83.72 9.28 3.78 9.79 30.95 10.95 2.22 52.74 26.02 5.21 9.89 2.56 10.91 21.66 0.65 16.66 0.01 0.19 16.01 8.16 31.18 4.81 8.88 18.45 -1.07 32.40 0.73 1.28% 1.21% 0.62% 1.43% 0.67% 0.66% 0.95% 0.83% 0.91% 0.85% 0.91% 0.93% 1.46% 0.94% 1.05% 0.52% 0.75% 0.92% 0.77% 0.84% 0.69% 0.79% 0.53% 0.92% 0.61% 0.74% 0.78% 0.61% 0.87% 0.71% 1.09% 0.79% 1.97% 1.05% 0.60% 1.17% 1.19% 0.68% 0.76% 0.63% 1.80% 0.57% 1.20% 1.14% 0.95% 1.06% 68.01 167.27 16.59 (7.28) 67.07 (2.59) 67.38 103.72 8.78 32.60 57.21 (18.41) 31.54 27.98 51.41 (21.15) 71.52 (29.43) 49.13 (16.07) 157.10 45.13 19.04 42.33 43.93 34.46 (33.23) (13.49) 135.65 (15.29) EFTA00288312

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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 711 (84) 296 999 1771 (55) 6,343 1,838 103 1,621 (23) 2,104 1,291 4,302 79 108 3,640 (44) 357 5,751 (4) 116 77 (67) (76) 79 275 108 72 (105) 1,209 1,324 5,841 345 (38) 93 3,063 7,379 1,275 1,652 9,278 542 3,312 (2,842) 5,707 10,844 6,395 7,238 (4,056) 11,930 7,393 4,565 7,501 2,608 12,946 12,041 5,699 3,231 3,252 14,011 (3,652) 2,995 15,364 (503) 9,903 (6,775) (2,446) (2,611) 8,087 1,445 4,953 2,016 (2,461) 6,264 4,085 2,297 14,148 5,711 5,480 2,181 13,641 20,811 7,556 3,201 21,331 10,839 439.03 155.24 26.22 25.24 49.49 73.54 41.18 61.10 25.45 10.16 5.56 193.77 36.65 24.19 1.93 15.43 15.40 67.84 146.45 42.92 73.04 55.25 107.52 33.81 39.04 37.89 198.03 1.05 59.03 122.48 183.83 48.39 61.33 59.29 1,642.52 186.24 100.23 164.92 28.68 43.22 44.37 12.38 96.89 36.70 533.29 159.85 27.58 27.56 63.20 79.73 41.74 93.59 31.78 10.39 6.76 192.10 42.61 26.79 3.39 15.81 15.91 85.46 148.21 48.04 100.38 55.70 108.79 33.42 40.66 40.10 38.99 199.96 1.25 60.32 158.92 178.43 47.59 79.49 93.47 74.50 2,320.57 197.48 99.54 171.97 35.12 58.55 51.86 18.76 HN/AN/A 139.04 38.53 16.29 3.11 5.34 13.14 28.56 11.23 -1.67 72.50 19.57 3.88 37.61 “1.05 24.23 17.10 55.21 1.57 1.95 31.86 1.38 10.09 71.64 0.89 2.25 1.61 -2.50 2.94 1.64 15.77 3.27 32.89 1.42 -2.18 17.08 66.37 36.88 7.30 1.36 447 37.50 41.16 17.05 62.90 64.40 10.53 1.32% 0.96% 0.97% 0.70% 0.97% 0.75% 0.82% 0.73% 1.27% 0.58% 0.57% 0.83% 0.67% 0.63% 1.37% 1.56% 1.70% 0.82% 0.87% 1.18% 0.52% 0.91% 0.52% 0.70% 1.09% 0.99% 0.59% 1.21% 0.67% 0.90% 2.06% 0.77% 1.73% 0.87% 1.12% 0.83% 0.51% 0.96% 0.60% 0.86% 0.99% 0.82% 0.68% 0.48% 24.98 (38.02) 43.07 176.71 110.66 (75.22) 0.42 (60.24) (1.07) 268.14 61.43 147.60 (5.03) (199.60) 7.25 (37.15) (35.36) (15.08) (37.51) (15.16) 119.63 240.69 45.86 (10.66) 6.03 168.37 (128.88) 135.61 20.55 154.44 62.19 EFTA00288313

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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 713 1,801 56 1,060 1,048 556 4,812 1,097 888 2,234 322 4,007 603 6,458 1,051 1,966 5,116 4,018 158 1,045 1,605 163 (25) (79) 868 53 298 (57) (89) 309 182 914 (73) 7,995 891 1,610 2,707 2,639 2,213 389 190 369 11,917 11,769 2,022 8,007 6,116 9,956 14,649 (3,785) 9,821 13,258 2,940 4,498 8,176 18,291 9,444 9,797 15,510 (4,107) 5,025 6,239 7,995 7,355 (864) (2,236) 3,043 4,349 9,681 (1,122) (2,498) 3,286 10,477 (8,133) 9,010 (1,398) 10,521 11,917 6,030 16,340 12,547 7,968 9,032 7,386 8,787 106.02 50.18 30.32 35.30 197.70 31.52 72.62 34.95 69.64 11.96 67.01 3.96 76.64 63.81 40.35 80.78 65.07 4.39 163.47 13.10 33.68 95.04 13.30 13.87 956.05 255.80 82.78 6.54 6.95 30.69 79.08 85.47 76.60 33.81 12.76 160.84 64.65 113.54 66.83 68.46 52.87 73.50 77.16 112.36 49.09 57.87 31.16 39.98 231.58 33.28 9.39 96.47 24.82 75.93 13.98 74.34 7.49 82.28 86.33 44.84 96.99 86.53 0.10 168.61 15.30 40.44 97.15 13.69 14.36 1,228.91 258.93 85.32 6.88 7.19 31.10 81.42 32.36 83.56 84.38 35.58 35.57 22.46 172.87 81.91 132.35 80.88 87.47 55.15 75.40 80.40 7.85 17.10 2.24 14.40 26.71 7.59 46.62 18.46 14.07 33.69 12.56 60.50 9.17 47.19 11.06 25.56 43.08 47.56 471 16.38 20.33 2.65 1.37 1.65 18.39 1.24 6.29 2.27 1.51 1.62 7.30 3.56 12.90 5.48 67.79 18.09 28.44 28.14 29.41 36.37 6.86 5.58 8.59 0.76% 0.89% 1.25% 0.92% 0.64% 0.74% 0.70% 1.57% 0.64% 0.50% 0.87% 147% 0.80% 0.75% 1.01% 0.79% 0.77% 2.06% 0.67% 1.02% 0.99% 0.84% 2.12% 2.15% 1.55% 0.98% 0.49% 2.23% 2.35% 0.83% 0.40% 0.63% 0.79% 0.95% 1.12% 0.41% 0.94% 0.59% 0.72% 0.76% 0.63% 0.46% 0.49% (48.12) 200.40 18.08 (8.81) (59.25) 40.81 23.80 115.02 2.83 18.79 370.68 47.47 (6.83) 13.03 24.70 40.22 26.89 (44.95) 40.08 (15.68) (23.77) 54.70 (11.05) 0.41 20.88 (40.94) (1.54) 112.23 30.33 (22.47) (36.06) EFTA00288314

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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 399 179 427 170 (32) 75 6,230 33 631 (74) 1,240 1,045 (49) (55) (9) 3,034 851 980 1,839 (135) 348 221 91 (6) 1,014 (33) 110 523 182 (453) 23 289 227 206 1,604 365 (7) 334 9,151 964 (97) 244 764 7,114 7,159 7,865 6,240 3,506 4,819 4,934 17,035 8,293 9,453 (2,136) 8,103 6,582 5,241 5,649 (1,071) 7,836 5,671 5,345 8,221 (6,021) 9,151 8,178 2,001 (2,352) 9,825 1,310 8,181 6,518 5,593 3,653 (4,842) 4,603 8,774 5,810 4,939 (8,574) 5,695 7,919 (2,212) (5,442) 10,218 6,885 3,097 8,267 (6,286) 5,234 35.70 36.79 38.14 302.78 59.39 54.83 54.04 212.78 65.48 48.63 102.72 8.48 8.50 80.60 80.62 70.43 44.08 118.49 114.81 83.35 643.80 43.58 166.14 80.46 22.09 26.16 66.88 36.12 84.31 36.22 24.78 359.52 36.06 45.47 15.83 15.76 63.57 46.52 4.60 6.85 115.49 63.59 60.09 46.69 84.26 5.60 120.22 37.70 37.71 40.22 311.04 58.86 54.89 54.86 290.60 65.74 51.87 106.26 9.78 9.85 79.85 79.84 71.06 61.16 136.26 135.86 101.99 658.21 45.24 170.62 84.11 22.14 28.86 65.23 36.61 91.08 36.61 26.01 393.19 36.24 46.97 16.45 16.42 60.31 59.62 481 6.88 108.41 120.53 68.50 45.28 86.74 4.92 139.53 11.30 5.18 10.16 1.75 0.79 0.08 1.43 53.13 0.84 6.97 -3.98 18.32 16.56 1.04 1.15 ~0.87 35.18 15.62 20.35 30.69 2.10 6.29 4.85 4.21 0.28 13.65 2.22 1.77 7.33 1.42 458 13.78 0.81 6.73 5.49 5.33 8.54 36.40 8.22 0.30 6.47 100.15 19.65 5.22 6.26 10.49 16.84 0.50% 0.48% 0.53% 1.56% 1.16% 1.16% 1.06% 0.69% 0.48% 0.96% 0.87% 0.84% 0.96% 0.89% 0.84% 1.02% 1.10% 0.96% 0.90% 0.73% 1.07% 0.61% 0.56% 1.08% 0.93% 0.76% 1.14% 0.76% 1.10% 0.76% 1.09% 0.68% 0.63% 0.49% 0.71% 0.78% 0.60% 0.77% 0.56% 1.02% 0.95% 0.89% 0.71% 0.60% 0.47% 1.16% 0.95% 240.43 13.85 (127.26) 27.50 4.48 (11.40) 41.99 40.72 23.49 8.88 3.32 (29.67) (16.41) 28.48 (16.85) 34.36 (85.00) 55.50 13.77 222.86 26.82 17.93 45.34 143.49 EFTA00288315

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TWX US Equity (47) 4,244 TXN US Equity 4,042 12,205 TYC US Equity 11,070 24,080 UBS US Equity 334 5,489 UBSN VX Equity 257 5,158 UCG IM Equity 3,386 5,391 ULVR LN Equity 196 7,912 UNA NA Equity 186 8,805 UNH US Equity 1,812 10,191 UNP US Equity 2,000 12,014 UPS US Equity 3,561 14,806 USB US Equity 2,454 14,238 UTX US Equity 6,947 15,190 V US Equity 608 5,223 VALE US Equity 210 (2,448) VALE3 BZ Equity 252 (2,939) VIAB US Equity 3,659 9,272 VIV EP Equity 167 2,668 VMW US Equity 888 4,785 VOD LN Equity 195 (3,276) VOD US Equity 175 (3,261) VOW3 GR Equity 159 2,383 VRX CN Equity 704 1,611 VRX US Equity 813 1,880 VTIUS Equity 638 5,134 VWO US Equity (9) (946) VZUS Equity 46 (6,492) WBC AU Equity 559 6,950 WES AU Equity 426 9,160 WFC US Equity 3,170 11,582 WLP US Equity 2,759 10,369 WMT US Equity 202 7,009 WOW AU Equity 209 4,924 XOM US Equity 1,457 13,681 XTA LN Equity YHOO US Equity YUM US Equity 347 7,151 ZURN VX Equity (242) 7,208 Current Portfolio - Global Macro Portfolio 65.74 34.93 29.17 19.43 19.51 5.58 42.99 41.53 64.28 165.36 79.87 34.71 82.05 188.15 15.05 15.07 60.42 26.19 89.16 3.87 38.55 256.35 92.95 93.20 86.91 40.86 48.44 30.53 38.76 38.70 74.31 75.45 33.85 90.89 73.86 293.44 65.02 46.50 42.58 20.62 20.48 9.09 44.05 42.41 75.71 192.90 99.08 40.70 119.57 210.06 13.76 13.78 84.25 27.83 105.70 3.64 36.49 273.46 133.55 133.52 97.71 41.23 48.09 32.98 40.56 49.29 94.08 77.62 35.28 100.57 HN/AN/A 36.35 77.45 283.93 -1.30 34.19 58.00 6.50 5.34 41.39 2.81 2.74 20.91 23.48 48.79 27.97 50.51 10.33 5.96 5.31 44.25 8.79 13.34 5.48 5.98 5.35 23.01 22.97 22.31 “1.14 1.72 10.01 7.18 47.04 28.43 6.09 5.16 20.19 5.36 4.37 0.85% 2.11 0.97% 155.65 0.79% 125.77 0.94% 75.70 0.93% 1.52% 0.88% 0.77% 0.85% 56.69 0.71% 135.52 0.49% 78.41 0.62% 105.37 0.91% 214.82 1.13% 30.86 1.44% 8.99 1.61% 0.89% 21.74 0.71% 1.39% 80.56 1.09% 0.90% (37.09) 1.25% 1.90% 164.69 1.88% 64.26 0.56% 44.85 0.79% 2.06 0.42% (25.03) 0.80% 0.65% 0.58% 47.11 0.94% 166.80 0.47% 8.34 0.82% 0.53% (19.06) 0.91% 153.34 0.77% SPX Index 18,131 62,272 NDX Index 9,994 37,348 RTY Index 7,922 23,963 1,455.70 2,831.19 868.48 1,879.55 3,588.81 1,155.61 P/Lin Vol |30P Realized| Change on Day Days Vol {in USD) 44.43 28.11 34.39 0.66% 329.02 0.95% 383.77 0.96% 371.18 EFTA00288316

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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 TOP4O0 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 77 273 (20) (599) 3,718 9,116 2,005 9,774 7,180 7,816 7,216 24,917 4,739 5,703 8,897 10,788 10,938 7,860 1,991 176 6,899 2,485 1,190 1,462 870 (7) 189 955 1,349 1,090 34,639 (5) 4,977 5,608 828 2,305 6,226 462 1,276 697 4,024 12,109 7,000 11,937 4,029 28,839 (20,915) 9,414 (4,326) 39,964 36,674 21,253 39,643 44,078 25,266 24,289 40,099 37,337 42,240 44,003 40,975 38,048 40,933 23,118 9,226 19,369 24,683 (21,271) 25,594 27,286 8,492 29,992 (26,960) 29,082 21,983 73,231 (930) 1,102 14,269 5,352 13,610 9,939 12,860 16,147 10,839 5,441 9,260 14,930 24,346 43,407 28,526 37,626 12,859.70 3,142.45 23,215.64 725.60 10,288.22 10,610.77 5,654.74 11,555.29 8,219.63 23,118.94 8,026.78 4,246.25 6.63 484.27 3,610.75 1,666.61 100.82 8,513.93 191.41 3,409.58 1,282.88 85.16 39.64 3,920.67 362.49 140.33 2,913.59 344.53 1.85 4,890.10 444.47 41.43 69.23 184.03 41.26 15.57 39.06 30.80 38.20 41.85 52.24 86.74 37.57 38.87 400.51 520.28 366.14 13,203.89 3,101.42 23,166.72 826.10 11,245.40 13,248.12 6,188.21 14,404.16 9,558.63 30,270.77 10,411.53 6,884.88 7.47 549.65 4,340.85 2,105.39 129.80 10,148.85 207.90 3,474.78 1,739.79 93.73 37.42 4,144.63 374.05 140.21 2,931.97 332.32 193 5,132.47 654.71 41.64 69.23 248.22 41.27 21.99 42.31 36.32 52.93 43.63 64.49 93.27 47.70 58.20 465.10 738.00 405.35 5.83 1.77 ~0.16 12.11 15.87 28.63 14.35 30.50 30.40 32.25 30.83 67.29 25.83 24.38 33.33 43.75 32.40 22.36 10.26 1.82 27.71 14.23 3.26 6.67 4.60 0.08 0.82 481 7.08 6.59 110.99 -0.63 0.00 45.47 0.12 60.58 14.63 22.53 50.65 11.86 28.12 10.73 33.89 56.88 26.57 33.97 15.58 0.46% 0.74% 1.30% 1.14% 0.59% 0.87% 0.66% 0.81% 0.54% 0.96% 0.96% 0.92% 0.49% 0.55% 0.61% 0.60% 0.89% 0.86% 0.84% 1.05% 1.29% 0.71% 1.72% 0.86% 0.69% 1.03% 0.77% 0.74% 0.66% 0.75% 0.43% 0.83% 0.50% 0.77% 0.16% 0.68% 0.57% 0.80% 0.76% 0.36% 0.83% 0.70% 0.80% 0.87% 0.61% 1.23% 0.69% 102.98 114.33 (106.99) 155.82 (169.45) (75.55) (32.23) 113.10 49.45 2.44 3.67 139.01 3.89 132.08 15.29 62.89 12.69 (5.18) 57.78 (15.99) 67.79 398.94 EFTA00288317

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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 l€_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 7,014 2,696 11,873 5,359 928 24,920 3,388 2,373 12,163 857 8,691 22,497 6,581 7,645 (53) 1,353 (67) 848 4,286 147 3,152 (16) 3,130 70 590 335 (220) (226) 3,707 4,882 3,432 4,139 2,827 32,547 9,094 3,501 11,213 2,791 (15) 1,130 62 396 3,437 1,596 37,276 40,183 28,923 28,384 24,010 61,074 25,840 17,778 41,808 29,703 16,765 28,612 39,247 18,886 40,148 19,063 (13,831) (19,698) 30,849 18,364 (19,682) 53,418 4,591 (72,133) 37,266 52,225 (22,684) 30,461 42,433 77,381 77,996 80,015 79,196 80,183 78,270 54,986 78,610 50,187 67,396 6,427 31,505 (11,545) (45,879) 68,798 75,587 357.32 448.51 222.31 482.69 670.96 609.16 917.36 343.07 382.78 796.18 432.46 261.12 172.05 159.85 3,709.25 5,062.94 21.53 108.90 99.40 3.84 91.74 220.12 763.40 1,245.64 214.97 1,495.06 821.88 168.68 220.87 357.33 477.05 348.46 1,680.58 1,244.62 336.92 1,616.07 1,327.30 392.28 729.23 343.60 426.98 83.23 464.54 1,007.78 1,500.30 424.56 478.60 313.56 573.83 696.90 857.71 1,037.64 388.87 494.14 819.15 434.77 340.43 270.67 215.54 4,415.57 5,049.02 19.42 109.27 102.13 4.74 91.05 233.11 760.78 1,191.59 215.37 1,511.95 809.75 167.47 219.70 374.45 506.91 363.41 1,768.41 1,288.50 477.03 1,883.35 1,386.42 479.93 759.43 342.78 442.30 82.78 460.53 1,058.12 1,531.97 37.45 13.09 54.11 24.80 7.15 67.46 16.66 17.24 35.39 4.82 0.80 45.13 63.86 30.39 28.01 0.61 12.71 0.50 3.87 14.21 1.07 85.99 2.95 13.80 0.49 2.85 5.07 2.35 2.33 18.60 24.60 17.87 21.00 13.89 202.05 75.47 17.75 109.31 13.25 0.78 13.23 0.70 2.57 19.25 7.51 0.50% 0.51% 0.76% 0.76% 0.54% 0.60% 0.79% 0.77% 0.82% 0.60% 0.66% 0.67% 0.90% 1.15% 0.68% 0.45% (83.63) 0.77% 20.92 0.69% 121.41 0.71% (NCSA 1.64% 202.54 0.70% (253.65) 0.07% 10.49 0.12% (0.06) 0.31% 121.70 0.38% (38.10) 0.40% 9.78 0.29% 7.39 0.31% (150.93) 0.23% (86.27) 0.26% (218.13) 0.25% (205.50) 0.24% (194.72) 0.25% (196.52) 0.25% (199.24) 0.21% (41.80) 0.22% 47.67 0.25% (205.59) 0.20% 33.28 0.31% 1.68 0.27% (86.10) 0.77% 149.49 0.34% (58.35) 0.26% (212.37) 0.28% (215.03) EFTA00288318