Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: . ay T90 Day Return: F No of Positions 730 Day Return: (+MTM) on Day Current Long Exposure @ Cost: No of Positions (-MTM) Current Short Exposure @ Cost: on Day Net Exposure: Current No. of Starting Capital: Current NAV: Current Leverage (Gross Exposures): 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: Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HUT BEBE 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 —— Series1 1,000,000.00 600,000.00 + T T T T T T T T T T T T T Vm A A nD Dw DD nD ate Sy AY AS AB” AB” OY AB” AB” 0” AO” 0” Ao” 0” 0” RP hh hh Ph PGP PEE APE EPPA PAPE Pah EFTA00288319

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Atorus, LLC 4/23/2014 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 22.09% 45 Positions | 26.28%] TGT US Equity (8,574) 0.16% JNJ US Equity 5,716 0.31% 941 HK Equity (9,455) 0.18% MAERSKB DC Equity 5,775 0.32% ZA_TSY CREDIT (11,615) 0.22% ASE Index 6,298 0.34% XAG Curncy (14,431) 0.27% XLI US Equity 6,310 0.35% CO1 Comdty (19,698) 0.37% SX7E Index 6,361 0.35% MEXBOL Index (20,915) 0.39% ROG VX Equity 6,372 0.35% INDEXCF Index (21,271) 0.40% HON US Equity 6,386 0.35% XAU Comdty (21,704) 0.40% EDF FP Equity 6,452 0.35% JP_TSY CREDIT (22,684) 0.42% SX6P Index 6,507 0.36% SHCOMP Index (26,960) 0.50% NOVN VX Equity 6,610 0.36% SE_TSY CREDIT (50,636) 0.94% SXXP Index 6,773 0.37% SXDP Index 61,074 1.14% PSI20 Index 6,881 0.38% SPX Index 62,272 1.16% UTX US Equity 6,949 0.38% DK_TSY CREDIT 67,396 1.25% DAI GR Equity 7,110 0.39% CH_TSY CREDIT 68,798 1.28% ACA FP Equity 7,183 0.39% CA_TSY CREDIT (72,133) 1.34% SMI Index 7,222 0.39% GB_TSY CREDIT 75,587 1.41% MDT US Equity 7,266 0.40% AT_TSY CREDIT 77,381 144% SXSE Index 7,356 0.40% BE_TSY CREDIT 77,996 1.45% FTSEMIB Index 7,470 0.41% 1E_TSY CREDIT 78,270 1.46% RTY Index 7,687 0.42% NL_TSY CREDIT 78,610 1.46% HEX Index 7,924 0.43% FR_TSY CREDIT 79,196 147% PRU LN Equity 7,933 0.43% FI_TSY CREDIT 80,015 1.49% SXMP Index 8,371 0.46% DE_TSY CREDIT 80,183 1.49% BEL20 Index 8,641 0.47% TMO US Equity 8,754 0.48% DAX Index 8,912 0.49% MMM US Equity 9,067 0.50% BAC US Equity 9,245 0.51% INAV Impact of MTM by Category & Exposure IT_TSY CREDIT 9,290 0.51% Listed Equitylong 0.250% NDX Index 9,575 0.52% Listed Equity Short | _—(.003% IBEX Index 9,778 0.53% fEquityComtong |. LUXXX Index 10,799 0.59% KFX Index 10,900 0.60% czoRatestong | (62%) TYC US Equity 11,054 0.60% [s20Ratesshort | 0.028% SXAP Index 11,410 0.62% ES_TSY CREDIT 11,436 0.63% SXIP Index 11,766 0.64% SXOP Index 11,775 0.64% XLV US Equity 11,928 0.65% SPX Index 17,953 0.98% EFTA00288320

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SXTP Index 22,286 1.22% ISEQ Index 24,473 1.34% SXDP Index 25,163 1.38% 1E_TSY CREDIT 32,766 1.79% STBCNZL Index 34,639 1.89% : P22 | | 26 P78 | EE P13 | P77 | PAMER Short P85 -eneycer Leng | 83 P| G20 Rates tong P| PT Pp 357 | | 8G | Current Exposure by Geography (Listed $2,000,000. @ APAC Long $1,500,000 @ APAC Short @ EMEA Long @ EMEA Short $1,000,000 m AMER Long jm AMER Short $500,000 . ® EquityCom Long ® EquityCom Short $- © G20 Rates Long 1 ® G20 Rates Short $(500,000) EFTA00288321

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Atorus, LLC 4/23/2014 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 mr 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 1,000,000 500,000 ANNs Y b SY Sy oY Pr? WY o oN T &® EFTA00288322

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Atorus, LLC 4/23/2014 Current Gross Notional Risk by Category 220,958 7 72,090 m APAC m EMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 1.75 iss 135 Series 115 —— Series2 Pe eh Bh Gh A gt T_T ys os \ s Rolling 30 Day Realized Volatility - Atorus a aes) as s T > Sas e a T T > PS os “y 17 vv Aw A x e T Xe) Ry > ey é ao 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% 0.40% —— Series} EFTA00288323

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Atorus, LLC 4/23/2014 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) | sass MTM Gains(Losses) % of NAV "Signficant™ EFTA00288324

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Atorus, LLC 4/23/2014 Current Portfolio -Listed Equity Portfolio ee in Vol |30P Realized Change on Day MTM Gain/(Loss) | Exp. ec Cost {in USD) 000270 KS = 56.14 56.14 0.00 1.14% (6.41) 005380 KS Equity 140 3,149 224.39 234.35 3.99 1.11% 0.44 005490 KS Equity (153) (3,011) 272.57 286.45 4.69 1.09% 28.86 005930 KS Equity (188) (4,202) 1,278.08 1,335.32 5.26 0.85% (25.96) 012330 KS Equity 1,067 5,584 247.00 294.20 19.65 0.97% (74.13) 1 HK Equity 1,044 12,219 16.14 17.52 11.35 0.75% (94.49) 1299 HK Equity 235 5,954 4.79 4.98 4.25 0.93% (93.19) 13 HK Equity 2,611 12,243 11.40 13.83 25.51 0.84% (66.59) 16 HK Equity 12.63 5 27 HK Equity (9) 123 9.63 8.96 -4.09 1.82% 2.18 2914 JP Equity (30) (3,774) 32.46 32.72 0.76 1.04% (81.47) 3382 JP Equity 7 1,329 37.70 37.89 0.48 1.03% 6.35 4063 JP Equity 6 2,231 60.49 60.66 0.25 1.16% (8.64) 4502 JP Equity 23 (3,939) 44.14 43.89 0.65 0.89% 9.93 4689 JP Equity (42) (892) 4.60 4.82 2.33 2.00% (9.76) 5 HK Equity (45) (3,197) 10.17 10.31 1.74 0.81% 22.24 5108 JP Equity (28) (658) 34.57 36.04 3.94 1.08% (16.88) 5401 JP Equity 342 (4,349) 2.87 2.64 6.54 1.20% 28.21 6301 JP Equity (15) (1,651) 20.69 20.88 0.74 1.19% 6.65 6752 JP Equity 11.05 5 6902 JP Equity 47.37 5 6954 JP Equity 918 6,393 6,392.98 180.30 12.38 1.16% 10.26 7201 JP Equity 30 (2,999) (3,742.97) 8.77 1.07 0.94% (2.49) 7203 JP Equity 142 (4,207) (5,259.85) 54.20 3.44 0.98% 21.99 7267 JP Equity 221 (3,514) (4,885.01) 33.81 6.73 0.94% (35.80) 762 HK Equity 207 (3,929) (5,161.69) 1.30 4.69 1.12% 196.19 7751 JP Equity 1 (5,492) (6,865.02) 31.43 0.01 0.82% (20.59) 8031 JP Equity (75) (3,821) (4,775.88) 14.37 1.83 1.07% (20.57) 8058 JP Equity 52 (3,451) (4,383.01) 17.99 1.58 0.95% (27.86) 8306 JP Equity 110 (3,668) (4,603.66) 5.46 2.07 1.45% (46.59) 8316 JP Equity 67 (1,984) (2,000.57) 39.76 2.55 1.33% (9.55) 8411 JP Equity 7 (2,223) 1.95 0.43 0.73% (4.35) 8604 JP Equity 221 (3,335) (3,504.39) 6.04 5.00 1.33% (26.15) 8801 JP Equity (48) 2,660 30.47 29.92 1.28 1.42% 1.63 8802 JP Equity 370 (4,007) 24.84 22.54 6.39 1.44% (40.07) 9020 JP Equity 104 (5,379) 75.21 73.75 1.65 1.17% (14.60) 941 HK Equity 1,057 (9,455) 10.19 9.05 9.92 113% 245.97 9432 JP Equity (35) 6,077 53.19 52.89 0.52 1.10% 55.94 9433 JP Equity (80) (1,667) 51.14 53.59 3.58 1.34% (13.63) 9437 JP Equity 58 (6,149) 15.59 15.45 1.02 0.93% (38.17) 9983 JP Equity 24 (1,627) 328.51 323.65 1.02 1.45% 8.71 EFTA00288325

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9984 JP Equity AAPL US Equity ABB US Equity ABBN VX Equity ABBV US Equity ABEV US Equity ABEV3 BZ Equity ABI BB Equity ABT US Equity ABX CN Equity ABX US Equity ACA FP Equity ACE US Equity ACN US Equity ADP US Equity AFL US Equity AGN US Equity AI FP Equity AIG US Equity AIR FP Equity ALV GR Equity ALVG IX Equity AMGN US Equity AMT US Equity AMZN US Equity ANZ AU Equity APA US Equity APC US Equity AXP US Equity AZN LN Equity AZN SS Equity AZN US Equity BA US Equity BAC US Equity BARC LN Equity BAS GR Equity BATS LN Equity BAX US Equity BAYN GR Equity BBAS3 BZ Equity BBD US Equity BBDC4 BZ Equity BBL US Equity BBVA SM Equity BCE CN Equity BCS US Equity BEN US Equity 269 672 693 23 127 169 482 (24) 213 210 7,183 437 192 35 (29) 4,706 224 238 547 47 4,596 1,046 646 (248) 2,256 4,587 4,060 4,437 160 9,245 121 1,174 496 (11) 47 (38) 63 70 (75) 1,266 (5) 148 877 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 3,867 4,556 9,698 8,248 5,216 2,244 3,306 3,306 22,886 10,655 (1,189) 7,345 (4,122) 2,501 10,373 12,676 12,119 12,812 4,613 10,884 2,977 7,333 7,532 1,006 2,663 (290) 3,222 3,172 (2,101) 5,790 5,900 3,122 2,447 76.40 518.25 23.59 23.63 49.39 7.61 7.59 103.14 38.86 18.97 18.99 6.83 96.60 77.97 75.63 63.05 110.56 134.80 49.23 56.66 166.54 166.57 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 53.98 73.12 132.02 9.50 14.49 14.49 62.15 10.12 44.18 16.00 52.56 76.85 540.34 25.97 25.98 49.89 7.83 7.90 108.74 38.64 17.77 17.76 15.91 101.56 79.37 76.31 62.65 164.21 138.46 51.48 70.49 168.91 169.11 113.46 83.78 325.89 32.06 87.72 98.95 87.13 67.82 67.84 67.72 130.24 16.32 4.17 112.88 57.53 72.35 134.32 10.75 14.77 14.81 64.38 12.33 44.14 16.76 54.02 0.30 6.24 14.89 14.40 0.76 3.68 4.75 7.35 0.83 4.15 4.30 106.05 11.42 2.00 1.38 1.01 24.39 4.34 5.29 25.05 1.99 2.06 16.40 17.60 0.03 11.48 7.74 1.00 23.08 38.47 39.01 37.40 4.04 83.97 3.25 15.91 8.15 1.22 1.89 6.52 1.21 1.35 -3.87 22.22 0.16 4.05 2.70 1.91% 10.12 0.68% 128.68 0.68% (28.61) 0.69% (3.45) 1.34% (9.14) 0.80% (7.24) 0.86% 2.79 0.74% (54.57) 0.70% (11.23) 1.53% (51.82) 1.50% (48.69) 1.25% 56.27 0.45% 48.95 0.90% (47.58) 0.66% 1.37 0.64% (10.35) 1.99% (1.02) 0.63% 27.85 0.86% 56.02 0.97% (19.09) 0.71% 37.25 0.74% 44.59 0.56% 4.02 1.44% 22.96 0.77% 6.41 0.78% (74.19) 1.20% (6.55) 0.94% (0.84) 0.94% (58.50) 0.86% (51.20) 0.93% 108.09 0.86% 63.27 1.01% 91.08 1.25% 4.99 1.01% 60.07 0.81% (7.89) 0.88% (4.05) 0.93% 21.33 2.02% (0.59) 1.62% (6.59) 1.63% 1.23 0.93% 6.90 0.98% (1.03) 0.50% (4.70) 1.17% 12.77 1.03% 2.84 EFTA00288326

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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 (299) 198 306 245 (17) 341 162 (10) 479 1,541 (35) (60) 1,296 213 483 797 463 429 236 650 2,168 721 242 235 235 2,178 435 106 4,728 1,720 1,190 1,662 635 (12) 75 706 (43) 739 37 1,104 1,713 (180) 2,286 (3,503) 6,689 6,839 1,066 (2,664) 8,609 3,418 (3,396) 11,017 5,212 (733) 3,491 5,498 8,120 9,797 12,247 (6,537) 9,049 3,119 2,255 3,932 14,223 11,185 1,267 6,257 5,816 20,847 10,376 4,527 12,096 12,873 10,769 12,425 7,124 3,499 5,426 7,080 2,054 2,155 5,008 8,914 11,815 (1,641) 12,764 17.51 34.33 67.77 245.93 32.02 32.86 293.93 32.10 66.19 99.22 48.64 73.40 61.78 57.83 7.76 119.43 6.18 103.62 30.36 48.13 34.37 90.05 68.68 49.35 36.20 96.04 59.72 83.40 50.01 36.26 51.38 36.73 51.30 68.86 74.39 112.99 64.09 56.86 19.39 23.26 25.07 63.98 112.39 60.42 19.00 35.35 70.81 302.55 32.22 34.16 307.86 32.19 69.07 128.56 50.93 72.16 76.34 59.35 8.14 127.21 5.75 108.53 32.66 48.25 40.04 103.78 73.11 58.79 37.56 145.78 99.92 65.96 86.89 $1.17 50.44 58.24 40.79 58.16 74.99 74.14 114.54 AN/AN/A 70.47 55.69 26.04 23.43 28.18 29.58 73.26 124.73 71.24 12.19 3.08 4.72 13.46 ~0.68 5.45 471 0.32 8.31 26.95 4.03 “2.41 20.35 5.89 7.30 12.34 5.38 6.37 4.33 0.22 18.63 24.19 10.27 16.54 4.08 4.44 20.36 9.17 2.30 40.73 16.96 14.65 17.55 13.41 -0.50 2.76 13.91 “1.47 33.88 0.88 16.60 23.97 17.93 32.24 0.70% 0.96% 0.95% 1.71% 0.94% 0.73% 1.01% 0.90% 0.52% 1.10% 1.17% 0.71% 1.16% 0.45% 0.67% 0.53% 1.32% 0.74% 1.75% 1.07% 0.89% 0.63% 0.63% 1.16% 0.92% 0.91% 0.51% 0.46% 1.02% 0.96% 0.79% 0.75% 0.76% 0.66% 0.69% 0.50% 0.72% 1.43% 1.01% 0.85% 0.75% 0.60% 0.61% 0.56% 17.46 (53.07) (40.62) (13.87) 6.20 119.60 (5.60) 3.15 (10.54) (26.71) 2.82 (10.70) (18.91) 5.52 (25.81) 50.97 (9.64) (92.02) (12.22) (0.06) (14.33) 2.02 17.45 (24.43) 17.62 15.58 (205.84) (61.60) 4.10 30.84 185.82 130.67 165.60 (28.96) (4.59) 33.16 (15.08) (44.05) 0.76 (18.21) (38.22) (38.85) (7.72) EFTA00288327

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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 7,110 2,920 4,045 776 4,510 (22) (5) 1,596 (10) 116 2,507 181 695 2,587 42 1,412 78 151 6,452 225 314 462 2,363 689 2,539 2,018 (74) 632 144 (276) 1,085 43 234 (18) (27) 1,374 280 2,469 (60) 965 734 (42) 3,517 3 13,908 2,042 12,980 8,377 8,537 10,090 2,332 4,017 9,908 (2,522) 2,445 7,396 660 3,835 10,622 5,733 11,143 6,678 9,210 9,189 10,986 8,739 9,424 8,350 11,137 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 4,194 2,491 3,508 3,236 13,022 4,069 13,140 (548) 17,619 3,248 (3,693) 11,635 (1,197) 62.20 44.20 54.99 63.20 85.81 51.66 30.86 73.56 68.36 77.61 16.46 37.11 29.41 13.54 61.97 72.44 63.30 54.29 105.22 23.45 25.35 66.80 44.93 4.42 24.24 18.77 72.84 63.70 12.51 66.69 72.48 14.82 44.06 33.09 124.78 32.03 32.97 61.76 21.51 22.32 67.41 49.73 49.51 5.22 16.25 34.53 94.01 44.40 67.36 93.72 93.62 #N/AN/A 74.75 30.57 73.47 79.37 77.91 17.24 49.69 37.48 16.00 77.07 72.97 71.32 54.92 106.94 39.91 25.87 69.20 47.14 5.68 25.74 19.17 104.50 73.49 12.39 70.98 74.46 16.22 62.23 33.42 136.49 31.86 32.69 68.28 23.00 26.51 74.79 52.45 60.69 5.28 21.16 34.43 41.33 0.40 39.49 33.95 13.97 65.57 0.94 0.15 17.90 0.47 5.08 35.35 19.44 20.00 23.03 1.40 16.77 1.26 2.21 84.56 2.52 451 9.52 30.80 10.09 2.94 53.71 24.48 0.91 9.09 2.54 12.32 20.67 0.98 15.23 0.46 0.73 15.70 8.91 29.50 5.93 9.58 18.69 1.12 32.10 0.30 1.24% 1.14% 0.57% 1.42% 0.65% 0.68% 1.00% 0.83% 0.90% 0.83% 0.93% 0.96% 141% 0.91% 1.06% 0.53% 0.76% 0.92% 0.74% 0.83% 0.81% 0.80% 0.52% 0.92% 0.61% 0.73% 0.81% 0.63% 1.03% 0.71% 1.07% 0.77% 2.00% 1.04% 0.62% 1.13% 1.16% 0.67% 0.77% 0.64% 1.85% 0.57% 1.21% 1.01% 0.94% 0.97% (86.17) 3.86 (8.35) (122.02) 39.94 (112.42) (49.40) (25.21) (34.74) (10.39) 27.61 133.03 0.77 15.11 47.46 27.30 118.61 (43.00) (50.66) (34.41) (454.67) 51.92 (1.87) 17.02 (25.95) 15.42 152.69 (73.81) (411.06) (56.56) (3.00) (22.91) (38.70) 18.95 (15.99) (18.56) (19.94) (34.14) 28.31 (99.52) (10.36) 66.46 14.46 2.97 (46.89) (5.90) EFTA00288328

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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 457 (61) 308 824 1,970 532 (68) 6,386 1,836 52 1,736 (17) 2,157 1,292 4,380 104 135 3,652 (49) 264 5,716 (4) 103 22 (41) (47) 151 275 48 634 125 (232) 1,148 1,282 5,775 323 (49) 77 3,074 7,266 1,293 1,652 9,067 495 2,208 (1,895) 5,707 11,150 6,395 7,619 (4,056) 11,930 7,393 4,565 7,501 1,304 13,136 12,041 5,699 3,599 3,252 14,011 (3,652) 2,995 15,720 (335) 9,903 (6,775) 1,101 (1,631) (1,741) 8,087 1,827 4,953 2,016 (2,461) 6,264 4,085 2,297 713 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 25.29 49.49 73.80 41.18 61.10 25.45 10.16 5.56 193.76 36.73 24.19 1.93 15.48 15.40 67.84 146.45 42.92 73.49 55.25 107.52 33.81 40.71 39.04 37.89 198.03 1.09 59.03 122.48 183.83 48.34 61.33 59.29 73.46 1,642.52 186.24 100.23 164.92 28.68 43.22 44.37 12.38 96.89 36.70 529.86 160.24 27.63 27.16 64.74 78.94 41.87 93.80 31.77 10.28 6.84 191.27 42.76 26.79 3.41 15.93 16.03 85.52 148.40 46.71 100.22 55.87 108.64 33.69 40.71 40.01 38.92 201.73 1.25 59.60 161.02 174.49 46.62 78.56 92.37 73.46 2,312.98 196.78 99.34 170.78 35.15 58.31 51.96 18.76 HN/AN/A 138.08 38.37 15.66 3.49 5.56 10.06 29.54 9.27 2.04 74.69 19.64 1.98 37.74 1.55 24.62 17.32 56.15 1.86 2.53 32.41 1.63 7.31 69.82 1.26 1.98 0.46 0.00 2.35 2.72 3.07 12.59 1.39 34.01 2.39 4.60 15.95 62.32 0.00 37.93 6.82 2.12 3.78 37.85 41.16 17.49 63.79 62.34 9.35 1.32% (17.13) 0.92% (4.49) 0.97% 11.84 0.73% (176.86) 104% 203.87 0.75% (80.50) 0.83% (12.62) 0.72% 42.29 1.26% (1.89) 0.58% (49.81) 0.61% 115.92 0.84% (5.56) 0.67% 54.48 0.62% 1.39 1.37% 78.58 1.55% 27.65 1.64% 26.85 0.80% 12.36 0.82% (4.61) 1.21% (90.26) 0.52% (35.32) 0.89% (1.00) 0.52% (13.15) 0.71% (55.14) 0.53% 1.41 1.07% 3.45 1.00% 3.36 0.61% 72.73 1.20% 0.67 0.70% (59.15) 0.93% 35.03 2.13% 57.12 0.80% (123.86) 1.76% (60.98) 0.90% (42.24) 1.16% (9.90) 1.08% (65.19) 0.83% (21.54) 0.42% (10.77) 0.94% (15.65) 0.60% 10.90 0.85% (112.98) 0.98% 17.35 0.81% (0.21) 0.68% (210.17) 0.49% (47.09) EFTA00288329

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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 689 1,692 47 991 1,074 513 4,864 742 903 2,080 322 3,823 655 6,610 1,095 1,712 5,105 4,019 160 995 1,483 156 (15) (61) 855 307 (45) (72) 20 136 181 947 (30) 7,933 912 1,641 2,551 2,494 2,168 190 197 382 11,917 11,769 2,280 8,007 6,116 9,956 14,649 (2,838) 9,821 13,258 2,940 4,498 8,702 18,291 9,444 9,797 15,510 (4,107) 5,025 6,459 7,995 7,355 (984) (2,236) 3,043 4,727 10,202 (1,122) (2,498) 4,381 10,477 (8,133) 9,010 855 (699) 10,521 12,111 6,030 16,340 12,547 7,968 9,542 7,386 9,236 106.02 50.18 30.40 35.30 197.70 31.52 72.62 34.95 69.64 11.96 67.01 3.96 76.98 63.81 40.35 80.78 65.07 4.39 163.47 13.16 33.68 95.04 13.35 13.87 956.05 256.08 82.91 6.54 6.95 30.74 79.08 85.47 76.60 35.29 33.81 12.76 161.03 64.65 113.54 66.83 68.46 52.93 73.50 77.31 112.15 48.90 57.40 31.03 39.67 232.41 33.14 9.45 96.73 25.81 76.04 13.84 74.36 7.33 82.78 86.86 45.02 94.89 86.49 0.09 168.68 15.19 39.93 97.06 13.56 14.25 1,224.71 259.35 85.40 6.81 7.15 30.88 80.11 32.46 83.57 84.66 35.29 35.25 22.39 173.15 82.24 131.27 80.11 87.09 53.99 75.47 80.51 7.83 16.01 1.68 13.32 28.39 7.17 46.72 15.41 14.63 30.41 12.72 55.94 9.45 49.10 11.74 21.24 43.42 48.50 4.84 16.19 18.05 2.58 0.74 1.26 18.24 1.31 6.66 1.83 1.26 0.54 3.01 3.70 13.51 0.00 4.52 70.30 18.81 28.99 25.83 26.63 35.09 2.98 5.81 8.43 0.74% 0.90% 1.24% 0.93% 0.62% 0.72% 0.71% 1.70% 0.63% 0.52% 0.86% 1.52% 0.80% 0.74% 0.99% 0.82% 0.76% 2.02% 0.66% 0.95% 1.03% 0.83% 2.14% 2.17% 1.54% 0.98% 0.45% 2.18% 2.28% 0.85% 0.43% 0.60% 0.78% 0.97% 0.94% 1.07% 0.40% 0.94% 0.60% 0.75% 0.78% 0.67% 0.46% 0.49% (23.75) (108.01) (10.05) (68.07) 25.60 (42.94) 51.35 (143.55) 14.73 (153.15) 0.93 (180.52) 55.81 152.64 43.84 (248.58) (11.20) 111.08 2.17 (51.80) (120.14) (7.01) 9.27 17.33 (13.32) 7.85 9.84 11.03 15.72 (31.94) (170.43) (0.67) 32.76 (7.18) 6.09 (61.79) 21.02 30.41 (154.39) (143.16) (44.91) (205.37) 6.91 13.84 EFTA00288330

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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 383 172 426 (69) (14) 47 6,372 548 (56) 1,220 991 (67) (77) (2) 2,996 785 941 1,886 (191) 374 21 49 916 (22) 300 445 184 182 (477) (76) 273 275, 240 393 1,550 335 (43) 339 8,754 911 (60) 377 693 842 7,114 7,159 8,313 6,240 3,506 4,819 4,934 17,035 8,293 9,453 (1,424) 8,103 6,728 5,241 5,649 (1,143) 7,836 5,671 5,345 8,483 (6,021) 9,151 8,178 751 (2,352) 9,825 2,033 8,181 6,518 6,406 3,653 (5,164) 2,784 9,304 6,355 5,450 (8,574) 5,695 7,919 (2,212) (5,442) 10,218 6,885 2,065 8,267 (6,286) 5,234 35.70 36.79 38.25 302.78 59.38 54.83 54.04 212.78 65.48 48.63 102.72 8.48 8.53 80.59 80.61 70.43 44.08 118.49 114.81 83.83 643.80 43.58 166.14 85.03 22.09 26.16 66.52 36.12 84.31 36.37 24.78 359.52 35.97 45.55 15.90 15.83 63.57 46.52 4.60 6.85 115.49 63.59 60.09 46.70 84.26 5.60 120.22 37.62 37.67 40.21 304.64 58.23 54.67 54.56 292.38 65.52 51.45 106.74 9.76 9.78 79.57 79.54 70.54 60.94 134.88 135.02 102.47 664.22 45.36 170.42 85.03 21.63 28.60 65.81 37.45 90.07 37.42 26.01 392.72 35.02 46.89 16.58 16.53 60.66 59.18 4.80 6.99 108.30 118.06 68.04 45.38 88.10 4.98 139.57 10.88 5.00 9.63 0.39 1.95 0.27 0.90 54.06 0.12 5.90 4.49 18.08 15.19 1.49 1.61 0.15 34.60 14.42 20.41 30.06 2.99 6.75 4.79 0.00 2.16 12.11 0.95 448 6.07 3.53 4.62 14.35 3.75 6.53 5.96 5.57 7.52 34.37 7.77 -1.80 6.63 89.92 18.05 4.87 8.72 9.55 16.93 0.50% (16.07) 0.48% (6.59) 0.53% (2.06) 1.59% (129.21) 1.01% (36.83) 1.06% (18.52) 1.06% (27.16) 0.69% 143.32 0.46% (28.63) 0.98% (82.42) 0.87% (6.11) 0.83% (20.68) 0.97% (54.84) 0.86% (18.28) 0.84% (21.58) 0.96% 8.31 1.10% (38.72) 0.96% (65.25) 0.86% (39.12) 0.74% 48.75 1.06% (53.25) 0.61% 25.79 0.54% (10.01) 1.10% 8.29 0.96% 55.81 0.77% (97.36) 1.12% 18.13 0.82% 194.33, 1.12% (77.26) 0.81% 144.49 1.08% (0.09) 0.64% 5.53 0.73% (91.28) 0.45% (16.31) 0.73% 52.09 0.79% 37.57 0.61% (52.11) 0.79% (53.15) 0.54% (29.31) 1.07% (35.09) 0.94% 5.85 0.95% (388.50) 0.73% (52.46) 0.60% 4.53 0.52% 135.28 1.15% (89.74) 0.95% 1.73 EFTA00288331

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TWX US Equity 23 4,244 65.75 66.10 0.60 0.90% 70.95 TXN US Equity 4,098 12,205 34.93 46.66 34.30 0.98% 56.10 TYC US Equity 11,054 24,080 29.17 42.56 60.64 0.76% (16.34) UBS US Equity 323 5,489 19.43 20.58 6.26 0.94% (11.05) UBSN VX Equity 291 5,158 19.51 20.61 6.19 0.91% 34.59 UCG IM Equity 3,421 5,391 5.58 9.12 42.96 1.48% 35.00 ULVR LN Equity 188 7,912 42.99 44.00 277 0.86% (7.92) UNA NA Equity 184 8,805 41.53 42.40 2.79 0.75% (1.19) UNH US Equity 1,780 10,191 64.28 75.51 20.61 0.85% (32.11) UNP US Equity 1,934 12,014 165.36 191.99 22.36 0.72% (65.73) UPS US Equity 3,629 14,806 79.87 99.45 48.54 0.50% 68.45 USB US Equity 2,537 14,238 34.71 40.90 29.20 0.61% 82.89 UTX US Equity 6,949 15,190 82.05 119.59 52.75 0.87% 2.76 V US Equity 574 5,407 188.79 208.83 9.43 1.13% (35.11) VALE US Equity 245 (2,448) 15.05 13.54 6.78 1.47% 41.83 VALE3 BZ Equity 284 (2,939) 15.07 13.61 6.28 1.54% 38.92 VIAB US Equity 3,664 9,272 60.42 84.29 44.75 0.88% 4.90 VIV EP Equity 140 2,668 26.19 27.57 7.09 0.74% (26.82) VMW US Equity 356 4,785 89.16 95.80 4.59 1.62% (481.63) VOD LN Equity 202 (3,276) 3.87 3.63 6.48 0.95% 7.35 VOD US Equity 214 (3,360) 38.49 36.04 7.16 0.89% 43.89 VOW3 GR Equity 143 2,658 257.86 271.72 4.54 1.18% (17.78) VRX CN Equity 706 1,611 92.95 133.69 23.09 1.90% 2.56 VRX US Equity 817 1,880 93.20 133.71 23.06 1.88% 3.85 VTIUS Equity 625 5,134 86.91 97.49 21.80 0.56% (12.54) VWO US Equity 8 (1,741) 41.03 40.83 0.58 0.81% 16.73 VZ US Equity 138 (6,492) 48.44 47.40 4.76 0.45% 94.39 WBC AU Equity 581 6,950 30.53 33.08 10.78 0.78% 21.83 WES AU Equity 455 9,705 38.86 40.68 7.13 0.66% 30.01 WEC US Equity 3,231 11,582 38.70 49.49 47.50 0.59% 60.86 WLP US Equity 2,825 10,369 74.31 94.55 29.92 0.91% 66.17 WMT US Equity 243 7,009 75.45 78.06 7.29 0.48% 41.18 WOW AU Equity 250 5,661 34.06 35.56 5.28 0.84% 47.68 XOM US Equity 1,461 13,984 91.08 100.59 21.05 0.50% 3.87 XTA LN Equity #N/AN/A YHOO US Equity - 485 35.63 35.63 0.00 1.70% (9.65) YUM US Equity 306 7,151 73.86 77.02 4.73 0.91% (40.79) ZURN VX Equity (210) 7,208 293.52 285.21 -3.76 0.77% 31.74 Current Portfolio - Global Macro Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day Security MTM Gain/(Loss) | Exp. @ Cost (in USD) Days Vol {in USD) SPX Index 17,953 62,272 1,455.70 1,875.39 44.64 0.65% (177.56) NDX Index 9,575 37,348 2,831.19 3,557.04 26.48 0.97% (415.38) RTY Index 7,687 23,963 868.48 1,147.08 33.82 0.95% (233.54) EFTA00288332

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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 XLI US Equity XLP US Equity XLY US Equity XLE US Equity XLB US Equity XLV US Equity SXXP Index SXAP Index SXKP Index 710 413 (39) (669) 3,540 8,912 1,865 9,778 7,222 7,470 6,881 24,473 4,721 5,653 8,641 10,799 10,900 7,924 1,738 205 6,298 2,374 1,282 1,298 887 114 (105) 1,020 1,179 1,046 (3) 4,953 5,652 833 2,142 6,310 1,245 749 4,028 11,928 6,773 11,410 3,875 28,839 (20,915) 9,414 (4,326) 39,964 36,674 22,463 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 29,111 11,146 29,992 (26,960) 29,082 21,983 (1,708) 2,254 14,269 6,053 13,610 9,939 12,860 16,147 10,839 5,441 9,734 14,930 24,346 43,407 28,526 37,626 12,859.70 3,142.45 23,215.35 725.60 10,288.22 10,610.77 5,679.43 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 3,920.67 363.21 140.78 2,913.56 344.53 1.85 4,890.10 41.52 69.13 184.03 41.26 15.57 39.06 30.80 38.20 41.85 52.24 87.06 37.57 38.87 400.51 520.28 366.14 13,176.24 3,080.46 23,120.24 837.87 11,199.55 13,189.12 6,150.95 14,405.48 9,566.35 29,953.72 10,300.72 6,837.77 7.47 549.08 4,319.81 2,105.85 129.70 10,162.05 205.80 3,485.29 1,700.01 93.35 37.25 4,119.45 374.28 142.22 2,903.35 331.50 192 5,122.69 #N/AN/A 41.34 69.02 247.90 41.28 22.04 42.33 35.93 53.13 43.56 64.19 93.76 47.71 57.91 463.01 728.39 403.85 5.39 2.71 ~0.33 14.14 15.48 28.51 12.31 30.87 30.74 30.31 29.58 65.57 26.85 25.12 31.75 44.47 33.13 23.10 8.67 2.19 24.98 13.55 3.67 6.04 4.82 0.97 0.47 5.10 6.57 6.72 0.54 0.32 46.10 0.24 62.40 14.92 20.22 52.12 11.27 27.56 11.30 35.41 55.40 25.79 32.87 15.18 0.46% (61.89) 0.73% 144.14 1.25% (18.81) 1.09% (52.09) 0.57% (177.39) 0.85% (203.04) 0.67% (146.49) 0.80% 4.51 0.53% 41.42 0.98% (342.87) 0.96% (331.74) 0.93% (441.83) 0.47% (17.91) 0.53% (49.65) 0.62% (255.16) 0.59% 11.31 0.86% (38.35) 0.84% 63.54 0.87% (250.79) 1.01% 28.51 130% ($86.88) 0.71% (109.94) 1.64% 103.07 0.84% (163.42) 0.63% 18.61 1.05% 161.10 0.75% (291.77) 0.74% 69.08 0.62% (169.72) 0.71% (43.84) 0.81% 12.36 0.49% (6.83) 0.75% (24.78) 0.16% 1.47 0.67% 43.71 0.56% 5.09 0.82% (161.09) 0.75% 84.86 0.36% (18.10) 0.83% (31.10) 0.68% 55.07 0.76% 3.97 0.88% (180.74) 0.61% (226.12) 1.22% (520.07) 0.68% (153.68) EFTA00288333

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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 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 6,507 2,438 11,766 5,137 893 25,163 3,347 2,124 11,775 749 39 8,371 22,286 6,361 7,356 (62) 1,330 (38) 634 4,243 145 3,185 (8) 3,068 25 283 303 (151) (224) 4,017 5,173 3,719 4,435 3,142 32,766 9,290 3,806 11,436 3,243 1,216 136 163 3,755 1,635 37,276 41,598 28,923 28,384 24,010 61,074 25,840 17,778 41,808 31,390 16,765 28,612 39,247 18,886 40,148 19,063 (14,431) (19,698) 30,849 18,950 (21,704) 53,418 16,070 (72,133) 27,950 52,225 (22,684) 22,846 31,825 77,381 77,996 80,015 79,196 80,183 78,270 54,986 78,610 50,187 67,396 9,521 31,505 (11,615) (50,636) 68,798 75,587 357.32 449.38 222.31 482.69 670.96 609.16 917.36 343.07 382.78 797.23 432.46 261.12 172.05 159.85 3,709.25 5,062.93 21.43 108.90 99.40 3.86 93.51 220.12 762.42 1,245.64 214.97 1,495.06 821.88 168.68 220.86 357.33 477.05 348.46 1,680.58 1,244.62 336.92 1,616.07 1,327.30 392.28 729.23 342.44 426.98 83.22 464.16 1,007.78 1,500.30 419.70 475.72 312.74 570.05 695.92 860.14 1,036.19 384.06 490.59 816.25 433.46 337.52 269.75 213.68 4,388.87 5,046.56 19.46 109.11 101.44 4.73 92.88 233.24 762.03 1,192.66 215.16 1,503.16 810.89 167.57 219.32 375.88 508.69 364.66 1,774.69 1,293.38 477.97 1,889.11 1,391.57 481.67 764.32 342.44 443.46 82.25 462.67 1,062.78 1,532.74 32.32 11.03 54.35 23.88 6.91 67.75 16.76 14.88 34.04 4.00 0.35 45.48 64.87 29.14 26.29 0.72 13.12 0.29 3.09 14.30 1.02 84.91 0.44 13.71 0.24 1.35 4.75 2.20 3.01 20.43 26.50 19.70 22.81 15.67 209.46 75.99 19.57 108.68 15.26 0.00 14.10 1.52 0.96 21.19 7.69 0.54% 0.53% 0.75% 0.76% 0.54% 0.61% 0.77% 0.80% 0.83% 0.60% 0.65% 0.64% 0.88% 1.16% 0.70% 0.45% 0.70% 0.68% 0.66% 1.57% 0.65% 0.07% 0.12% 0.31% 0.38% 0.40% 0.28% 0.30% 0.30% 0.27% 0.77% 0.34% (501.22) (264.87) (107.16) (221.05) (34.85) (40.67) (246.30) (384.77) (114.07) (50.57) (316.89) (210.59) (217.76) (287.24) (9.26) (27.75) 28.79 (212.70) (44.05) (439.16) 32.95 26.39 (67.53) (27.28) (305.26) (32.36) 13.55 (54.66) (9.44) 85.82 75.23 (236.05) 0.26% |) 388152) 0.28% 38.81 EFTA00288334