Atorus, LLC Current Date: Total Return since 1/1/12: 712M Return: T90 Day Return: 730 Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: 4/25/2014 31.73% ay | 3.58%] No of Positions 80.64% a. (+MTM) on Day No of Positions (-MTM) on Day Current No. of |___1,000,000 | 5 Current Leverage (Gross Exposures): Historically 2.25X - 3.25X, depending on measurement interval 40% - 50% historically [HU 3/3 )3|3/8 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. 124M Sharpe Ratio: Ee) 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 1,000,000.00 800,000.00 600,000.00 + T T T T T T T T T T T T T Vn RY RA RD nD DD RD nD Sh PW SY o_o gy CPA CNN CIN CARIN CACC COIR COIR COMI CO CRIN CORON COM SEPM APE PE PH AP GAM’ BP SPH PP a EFTA00288335

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Atorus, LLC 4/25/2014 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 | 25.86%] 941 HK Equity (9,455) 0.17% JNJ US Equity 5,633 0.31% ZA_TSY CREDIT (11,615) 0.21% MAERSKB DC Equity 5,653 0.31% NO_TSY CREDIT (13,847) 0.25% NOVN VX Equity 5,973 0.33% XAG Curncy (15,640) 0.29% SX7E Index 6,003 0.33% CO1 Comdty (19,698) 0.36% XLIUS Equity 6,048 0.33% MEXBOL Index (20,915) 0.38% ROG VX Equity 6,119 0.34% INDEXCF Index (21,271) 0.39% ASE Index 6,186 0.34% JP_TSY CREDIT (22,684) 0.41% HON US Equity 6,194 0.34% XAU Comdty (23,727) 0.43% SX6P Index 6,200 0.34% SHCOMP Index (26,960) 0.49% EDF FP Equity 6,382 0.35% SE_TSY CREDIT (55,416) 1.01% PSI20 Index 6,439 0.36% SPX Index 62,272 1.14% UTX US Equity 6,551 0.36% DK_TSY CREDIT 67,396 1.23% SXXP Index 6,609 0.37% CH_TSY CREDIT 68,798 1.26% DAI GR Equity 6,675 0.37% CA_TSY CREDIT (72,133) 1.32% SMI Index 6,896 0.38% STBCNZL Index 73,231 1.34% SXSE Index 6,993 0.39% GB_TSY CREDIT 75,587 1.38% RTY Index 7,024 0.39% AT_TSY CREDIT 77,381 141% ACA FP Equity 7,043 0.39% lE_TSY CREDIT 78,270 1.43% FTSEMIB Index 7,160 0.40% BE_TSY CREDIT 78,588 144% MDT US Equity 7,170 0.40% FR_TSY CREDIT 79,196 1.45% HEX Index 7,343 0.41% NL_TSY CREDIT 79,461 1.45% PRU LN Equity 8,036 0.44% DE_TSY CREDIT 80,183 147% TMO US Equity 8,152 0.45% FI_TSY CREDIT 80,881 1.48% SXMP Index 8,261 0.46% DAX Index 8,292 0.46% BEL20 Index 8,374 0.46% MMM US Equity 8,728 0.48% BAC US Equity 8,919 0.49% INAV Impact of MTM by Category & Exposure IT_TSY CREDIT 9,230 0.51% NOX Index 9,258 0.51% Listed Equity short 0.05 94 IBEX Index 9,285 0.51% TYC US Equity 9,988 0.55% fEquityCom Short (0.0485 SXAP Index 10,371 0.57% Js20Ratestong 894 KFX Index 10,491 0.58% LUNXK Index 10,633 0.59% ES_TSY CREDIT 11,438 0.63% SXIP Index 11,534 0.64% SXOP Index 11,543 0.64% XLV US Equity 11,602 0.64% SPX Index 17,441 0.97% EFTA00288336

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SXTP Index 22,093 ISEQ Index 23,628 SXDP Index 24,863 1E_TSY CREDIT 32,780 STBCNZL Index 35,819 [EMEA Short AMER Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short | 25 | ery P32 |_| a) | 8 | |S | 8 1.22% 1.31% 1.38% 1.81% 1.98% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ™ APAC Long $1,500,000 @ APAC Short @ EMEA Long $1,000,000 m EMEA Short m@ AMER Long m AMER Short $500,000 © EquityCom Long ® EquityCom Short s- ® G20 Rates Long * ™@ G20 Rates Short $(500,000) EFTA00288337

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Atorus, LLC 4/25/2014 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 — EquityCom G20 Rates omer NexEposure RHS- (1,000,000) (2,000,000) (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 rr AP AT eee EMEA 1,000,000 = AMER — Equitycom mmr G20 Rates 500,000 FFP PPP PP GK fe & PsP F Pos EFTA00288338

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Atorus, LLC 4/25/2014 Current Gross Notional Risk by Category ona 569,616 m APAC = EMEA m= AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 2.15 1.95 175 iss 135 == Series 15 — Series? 0.95 0.75 + T T T Yb ub oy oY SY oY 8 Gh ah ah ah Gh AW of > > > > Ye) > &® SY se se ce se we se BP GH Wg Vv SOM OS PG ah or wh Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 140% 1.20% 1.00% —e Series] 0.80% 0.60% 0.40% 0.20% 0.00% r T T T T T T T T T T T T vn Rh NR DD a ) > > & .y’ sy sy sy sy’ ia SY y SY sy sy Sy id gH oh go gh gh oo 4h Ww w & oY wv w EN AN & w sw w ie w EFTA00288339

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Atorus, LLC Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 4/25/2014 20.00 10.00 7 0.00 : —— ——_——+ . FFL EMMEIE SSE P EOS S 10 PPP AD A OO DP GP PO OP A PO PD MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) ——P/L Vol Days by Position 1.16% EFTA00288340

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Atorus, LLC 4/25/2014 Current Portfolio -Listed Equity Portfolio oe in Vol |30P Realved Change on Day MT™ soni Exp. @ Cost {in USD) 000270 KS aay (965) 005380 KS Equity 33 3,149 224.39 226.77 0.96 1.10% (77.13) 005490 KS Equity (105) (3,011) 272.57 282.09 -3.08 1.13% 59.13 005930 KS Equity (90) (1,401) 1,278.08 1,360.40 7.55 0.85% (6.89) 012330 KS Equity 979 5,584 247.00 290.33 17.59 1.00% (122.72) 1 HK Equity 1,018 12,607 16.18 17.49 11.38 0.71% (66.61) 1299 HK Equity 147 5,954 4.79 491 2.64 0.93% (66.40) 13 HK Equity 2,562 12,243 11.40 13.79 25.67 0.81% (64.57) 16 HK Equity 12.44 c 27 HK Equity (12) 123 9.59 8.75 5.23 1.84% (1.82) 2914 JP Equity (47) (3,774) 32.46 32.87 1.22 1.01% (25.27) 3382 JP Equity 24 1,329 37.70 38.39 1.80 1.02% 21.55 4063 JP Equity (56) 3,628 60.10 59.19 “1.31 1.17% (39.22) 4502 JP Equity (26) (2,954) 44.14 44.53 0.97 0.91% (38.40) 4689 JP Equity 4.89 : 5 HK Equity (9) (3,197) 10.17 10.20 0.33 0.81% 32.78 5108 JP Equity 36.20 c 5401 JP Equity 340 (4,349) 2.87 2.65 7.07 1.11% (22.44) 6301 JP Equity (32) (1,651) 20.69 21.10 71 1.15% (4.20) 6752 JP Equity 11.02 c 6902 JP Equity 46.39 : 6954 JP Equity 877 6,393 6,392.98 179.28 12.28 1.12% 35.59 7201 JP Equity 72 (2,999) (3,742.97) 8.64 2.56 0.94% 27.33 7203 JP Equity 191 (4,207) (5,259.85) 53.55 4.72 0.96% (3.53) 7267 JP Equity 202 (4,294) (4,885.01) 33.95 5.01 0.94% (41.89) 762 HK Equity 82 (3,929) (5,161.69) 1.34 1.89 1.11% (31.01) 7751 JP Equity (2) (5,492) (6,865.02) 31.45 0.05 0.77% 20.61 8031 JP Equity (98) (3,821) (4,775.88) 14.46 -2.66 0.97% (20.81) 8058 JP Equity 14 (2,589) (4,383.01) 18.16 0.57 0.94% (39.71) 8306 JP Equity 141 (3,668) (4,603.66) 5.41 2.70 1.42% 13.61 8316 JP Equity 94 (1,984) (2,000.57) 39.20 3.57 1.32% 12.91 8411 JP Equity 2 (3,941) 195 0.06 0.73% (14.58) 8604 JP Equity 269 (3,335) (3,504.39) 5.95 6.33 1.27% 47.00 8801 JP Equity (62) 2,660 30.46 29.77 “1.73 1.34% (15.14) 8802 JP Equity 410 (4,236) 24.70 22.31 6.98 1.39% 28.58 9020 JP Equity 175 (5,379) 75.21 72.76 2.74 1.19% (28.81) 941 HK Equity 1,175 (9,455) 10.19 8.93 11.13 1.12% 28.15 9432 JP Equity (5) 6,077 53.19 53.15 -0.08 1.07% 70.82 9433 JP Equity (42) (1,333) 51.14 52.77 “2.45 1.30% 20.95 9437 JP Equity 96 (6,149) 15.59 15.35 1.62 0.96% (51.23) 9983 JP Equity 45 (2,416) 326.81 320.75 1.34 1.39% 16.67 EFTA00288341

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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 (16) 610 682 707 18 31 502 (79) 221 213 7,043 448 93 16 (69) 4,978 482 276 529 20 21 3,431 961 53 650 (78) 48 2,233 4,787 4,231 4,613 111 8,919 142 1,158 470 (3) (23) 98 (66) 1,214 (36) 154 11 1,743 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 3,645 9,698 8,248 6,420 2,347 5,509 5,509 18,308 11,011 (951) 7,345 (1,374) 2,501 10,373 12,676 12,119 12,812 4,613 10,884 2,977 7,333 7,532 335 4,438 (232) 3,222 3,172 (1,680) 5,790 4,720 3,122 2,447 76.08 518.25 23.59 23.63 49.39 7.61 7.59 103.14 38.85 18.97 18.99 6.83 96.60 77.97 75.63 63.03 110.56 134.80 49.74 57.15 167.39 167.40 94.49 76.50 326.05 82.74 97.78 71.56 49.80 50.82 50.30 125.87 8.82 4.00 97.30 53.98 73.12 132.62 9.50 14.49 14.49 62.15 10.12 44.18 16.00 52.56 75.39 568.45 26.01 26.03 49.77 7.66 7.71 108.97 38.11 17.72 17.75 15.74 101.69 78.65 75.94 61.86 167.31 142.68 51.88 70.03 167.99 168.04 112.19 83.18 307.90 HN/AN/A 87.42 99.67 86.97 68.61 68.56 68.41 128.89 16.05 4.19 112.66 57.34 72.37 132.90 10.45 14.93 14.93 64.58 12.24 43.84 16.79 52.80 0.49 11.56 15.60 14.13 0.56 0.85 1.77 8.23 “2.71 447 455 102.96 11.59 0.98 0.61 -2.93 25.65 8.48 5.13 24.05 0.49 0.51 15.38 16.01 3.25 11.53 -7.50 1.62 23.79 33.99 33.35 34.74 2.97 77.95 4.04 16.17 8.85 1.22 0.23 5.09 1.81 1.76 4.30 20.76 1.72 4.29 0.45 1.86% 0.84% 0.66% 0.72% 1.39% 0.85% 0.92% 0.69% 0.71% 147% 1.44% 1.27% 0.45% 0.89% 0.66% 0.65% 2.00% 0.69% 0.84% 0.94% 0.73% 0.75% 1.22% 0.55% 1.71% 0.77% 0.75% 1.19% 0.90% (17.39) 25.49 (13.61) (31.54) 21.50 (67.41) (59.48) 4.36 (27.67) (36.43) (32.79) (184.29) (17.06) 22.53 (35.18) (14.97) 159.44 55.94 (52.50) (6.55) (45.31) (40.25) (228.01) (77.23) 81.10 6.82 (15.66) (67.47) 111% (401.46) 1.05% 1.04% 0.81% 1.05% 1.18% 0.98% 0.71% 0.85% 0.92% 1.96% 1.68% 1.69% 0.91% 1.01% 0.45% 1.15% 1.05% (385.69) (299.61) (25.28) (22.08) (42.85) 7.61 (0.65) (42.60) 4.58 (23.76) (25.45) 1.87 (109.35) (29.15) (24.38) (51.34) EFTA00288342

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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 (343) 220 303 192 (13) 169 (16) 1,330 (35) 1,321 190 662 798 475 467 72 (20) 465 2,219 688 134 333 263 2,285 431 95 4,717 1,564 1,062 1,527 496 (3) 86 522 (110) 720 (51) 1,081 1,723 (136) 2,468 (3,503) 6,689 6,839 1,066 (1,332) 8,609 3,418 (2,716) 11,017 5,212 735 1,745 5,498 9,096 9,797 13,041 (6,537) 9,049 3,119 3,763 3,932 14,434 11,185 760 6,257 (348) 7,019 20,847 10,376 4,527 12,096 12,873 10,769 12,425 7,124 4,333 6,251 7,080 1,643 2,155 5,008 8,914 11,815 (1,313) 12,862 17.51 67.77 245.93 32.02 32.86 293.93 32.10 66.19 99.22 50.53 73.40 61.78 57.99 7.76 119.88 6.18 103.62 30.36 48.12 34.37 90.25 49.35 36.20 142.74 96.74 59.72 83.40 50.01 36.26 51.38 36.73 51.30 68.86 74.40 113.22 64.09 56.63 19.39 23.26 25.07 63.98 112.39 60.50 19.23 #N/AN/A 70.77 290.28 32.33 33.51 300.85 32.29 68.63 124.54 50.53 71.97 76.62 59.20 8.29 127.21 5.73 108.96 31.06 47.86 38.43 104.13 #N/AN/A 58.02 38.13 142.69 100.36 66.27 86.86 51.05 50.40 57.62 40.36 57.60 73.65 74.35 114.78 #N/AN/A 68.82 53.06 25.87 23.02 28.11 29.37 73.31 124.01 72.10 14.34 3.46 477 9.94 1.15 2.51 2.31 ~0.68 6.95 22.30 0.00 2.94 21.76 4.68 9.41 12.00 5.58 7.32 1.28 0.54 12.33 21.45 9.79 15.16 5.65 0.02 4.34 22.09 9.26 2.09 41.21 15.45 13.95 16.36 10.56 0.11 2.89 9.14 4.50 33.86 1.15 15.69 24.76 17.83 36.06 0.68% 0.95% 0.93% 1.81% 0.84% 0.78% 1.02% 0.88% 0.53% 1.14% 1.12% 0.67% 1.10% 0.45% 0.72% 0.51% 1.30% 0.70% 1.79% 1.01% 0.96% 0.72% 0.63% 1.16% 0.94% 1.75% 0.86% 0.50% 0.45% 1.00% 0.95% 0.79% 0.71% 0.75% 0.66% 0.68% 0.48% 0.81% 1.49% 0.99% 0.88% 0.77% 0.59% 0.58% 0.53% 1.36 (22.66) (21.61) 1.29 (68.85) (40.42) 10.74 (58.19) (98.53) (2.32) (0.62) (27.43) (36.48) 104.02 (1.33) 75.24 4.09 (107.94) (37.39) (32.33) (278.66) (6.86) 20.40 (6.91) 11.01 8.73 (8.54) (31.97) (92.69) (1.05) (161.07) (23.77) (126.88) (5.64) (6.79) (201.61) (41.00) (22.08) (76.52) (81.81) 19.75 4.22 144.87 EFTA00288343

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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 6,675 (36) 2,762 3,778 715 4,443 (39) (17) 1,466 42 76 2,285 167 664 2,430 97 1,310 (64) 15 6,382 72 249 496 2,177 597 15 2,177 1,614 (197) 648 119 (193) 856 109 193 (26) (32) 1,459 265 2,554 913 676 (55) 3,281 19 13,908 1,633 12,980 8,377 9,160 10,090 2,332 3,213 9,908 (4,082) 3,191 7,396 660 3,835 10,622 5,733 11,143 6,678 9,210 9,189 10,986 8,739 10,226 8,525 11,929 2,996 5,841 13,127 7,934 9,815 5,260 (2,897) 2,630 5,057 2,491 3,508 3,236 13,022 4,069 13,140 434 17,619 3,248 (3,693) 11,635 (958) 62.20 44.18 54.99 63.20 86.29 51.66 30.85 73.56 68.36 77.65 16.67 37.11 29.41 13.54 61.97 72.44 63.30 54.28 105.22 23.45 25.35 66.80 45.11 4.44 24.33 18.77 72.84 63.70 12.50 66.69 72.48 14.82 44.06 33.25 124.78 32.03 32.97 61.76 21.51 22.32 74.12 49.73 49.51 5.22 16.25 34.53 92.06 43.23 66.69 91.71 93.02 #N/AN/A 74.40 30.34 73.17 78.48 76.85 17.06 48.58 36.85 15.89 76.15 73.66 70.74 53.77 105.39 39.73 25.52 68.70 47.30 5.58 25.55 18.86 99.99 7153 12.20 71.09 74.13 15.80 58.40 33.97 134.46 31.79 32.64 68.68 22.92 26.65 74.12 52.30 59.81 5.30 20.84 33.83 38.94 “1.91 36.01 32.79 12.23 63.88 1.75 0.69 16.28 1.20 2.40 30.88 17.23 18.96 21.73 3.36 14.93 -1.03 0.21 83.75 0.79 3.60 9.87 27.07 8.11 0.69 41.69 17.48 -2.40 8.96 2.18 -7.60 15.45 1.98 11.90 0.68 -0.90 16.43 8.30 31.74 0.00 9.65 17.47 1.58 28.26 2.26 1.23% 1.15% 0.59% 1.38% 0.64% 0.69% 0.96% 0.78% 0.91% 0.86% 0.99% 1.00% 147% 0.91% 1.05% 0.50% 0.79% 0.94% 0.76% 0.83% 0.83% 0.79% 0.49% 0.94% 0.62% 0.71% 0.89% 0.70% 1.03% 0.74% 1.04% 0.88% 2.11% 1.09% 0.65% 1.09% 1.11% 0.68% 0.79% 0.61% 1.90% 0.54% 1.19% 0.94% 1.00% 0.90% (352.22) (34.13) (93.13) (199.16) (71.37) (78.58) (4.07) (18.73) (150.22) 36.34 (69.45) (99.82) (17.68) (55.05) (144.98) 52.00 (211.92) (132.43) (81.37) (147.10) (60.38) (118.42) 19.94 (190.90) (115.57) (21.06) (330.21) (235.22) (69.52) (73.74) (53.16) 85.29 (192.13) (26.04) (34.89) (13.83) (13.54) (31.37) (25.31) 109.81 5.42 (42.70) (72.48) 14.70 (263.31) 19.36 EFTA00288344

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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 (33) 333 514 1,745 563 (63) 6,194 1,800 (17) 1,705 5 2,203 1,060 4,174 190 207 3,480 (49) 81 5,633 152 133 2 (32) 113 275 (31) 629 294 (238) 1,061 1,232 (16) 5,653 324 52 3,165 7,170 1,154 1,586 8,728 603 (1,516) 5,707 11,150 6,543 7,619 (4,056) 11,930 7,393 4,565 7,501 (768) 13,136 12,041 5,699 4,335 3,252 14,011 (3,652) 1,797 16,431 9,903 (6,775) 3,434 (1,393) 8,087 1,914 4,953 2,016 (2,461) 6,264 4,085 2,297 555 14,148 5,711 5,480 2,181 13,641 20,811 7,556 3,201 21,331 10,839 518.00 155.24 26.22 25.29 49.74 73.80 41.18 61.10 25.45 10.16 5.56 190.78 36.73 24.19 1.93 15.61 15.40 67.84 146.45 42.92 74.34 107.52 33.81 40.73 37.89 198.03 1.10 59.03 122.48 183.83 48.34 61.33 59.29 73.41 1,642.52 186.24 100.24 164.92 28.68 43.22 44.37 12.38 96.89 36.70 518.00 158.59 27.75 26.45 63.02 79.25 41.81 92.82 31.65 10.13 6.82 189.58 42.89 26.32 3.34 16.30 16.38 84.68 148.40 44.86 99.83 55.80 109.18 33.14 40.74 40.00 38.77 200.79 1.25 58.66 160.66 161.87 46.56 77.26 91.09 71.40 2,298.81 196.80 100.39 168.83 35.34 58.12 $1.14 18.51 AN/AN/A 136.54 38.86 0.00 2.29 6.19 6.04 25.18 10.72 1.94 72.55 20.01 0.65 37.09 0.76 25.03 13.16 52.47 2.81 3.92 31.04 “1.70 3.66 65.68 2.98 2.71 0.09 2.34 2.16 11.94 0.84 34.02 5.15 477 14.67 59.74 -2.15 37.91 7.19 0.37 2.48 40.26 4241 15.83 58.49 58.56 12.77 1.37% 0.94% 0.94% 0.76% 1.06% 0.69% 0.80% 0.72% 1.22% 0.56% 0.61% 0.83% 0.67% 0.67% 1.40% 1.56% 1.62% 0.80% 0.79% 1.23% 0.52% 0.52% 0.72% 0.49% 0.99% 0.65% 1.20% 0.73% 0.92% 2.32% 0.80% 1.77% 0.90% 1.30% 1.05% 0.79% 0.41% 0.95% 0.58% 0.81% 0.96% 0.85% 0.70% 0.46% (9.00) 25.26 6.10 (131.15) (108.33) (5.34) 7.48 (186.91) (78.16) (81.39) (56.22) 4.87 73.67 (245.69) (172.94) 17.67 18.67 (168.55) 4.24 (38.01) (18.70) 5.65 122.12 1.48 5.59 (110.06) (21.97) 13.01 1.90 139.51 (40.74) (125.58) (19.98) (20.24) (132.33) (9.84) 33.18 (29.65) 7.47 (150.71) (121.59) (74.91) 33.39 116.51 EFTA00288345

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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 450 1,665 17 1,094 955 503 5,024 236 901 2,051 260 3,772 708 5,973 1,065 1,610 4,638 4,022 186 896 1,378 116 (3) (45) 686 (71) 295 (28) (52) (0) 302 157 890 12 8,036 941 1,676 2,318 2,014 2,093 335 201 388 11,917 11,769 2,280 8,007 6,116 9,956 14,729 (946) 9,821 13,258 2,940 4,498 9,753 18,291 9,444 9,797 15,510 (4,107) 5,025 6,898 7,995 7,355 (984) (2,236) 3,043 4,727 10,723 (1,122) (2,498) 5,476 10,477 (8,133) 9,010 2,561 877 10,521 12,499 6,158 16,340 12,547 7,968 9,542 8,337 9,236 106.02 50.18 30.40 35.30 197.70 72.72 34.95 69.64 11.96 67.01 3.96 77.58 63.81 40.35 80.78 65.07 4.39 163.47 13.27 33.68 95.04 13.35 13.87 956.05 256.02 83.02 6.54 6.95 30.70 79.08 85.47 76.60 35.34 35.54 12.76 161.39 64.94 113.54 66.83 68.46 52.93 73.73 77.31 110.02 49.25 57.28 30.62 40.13 228.55 HN/AN/A AN/AN/A 97.52 26.22 76.03 13.81 72.94 7.29 83.21 84.64 44.90 94.06 84.53 0.09 169.51 15.00 39.48 96.55 13.39 14.15 1,171.53 252.25 85.31 6.71 7.09 30.70 81.36 32.27 83.82 84.17 35.52 35.54 22.51 173.54 82.61 129.65 77.56 86.44 54.79 75.51 80.56 481 16.12 0.61 14.67 23.50 7.01 52.63 14.73 15.14 28.66 9.89 56.93 10.35 40.42 12.10 19.89 36.96 52.27 5.64 12.93 17.48 1.91 0.16 0.90 13.79 1.46 6.32 1.14 0.90 0.00 6.18 3.42 12.51 0.50 0.00 76.49 19.69 31.51 22.38 19.70 32.93 5.14 5.85 9.19 0.79% 0.88% 1.20% 0.93% 0.66% 0.72% 0.65% 1.70% 0.61% 0.54% 0.90% 1.47% 0.70% 0.81% 0.93% 0.83% 0.81% 1.87% 0.66% 1.00% 0.99% 0.83% 2.18% 2.22% 1.63% 1.03% 0.44% 2.22% 2.31% 0.79% 0.47% 0.57% 0.79% 0.98% 0.94% 1.00% 0.38% 0.86% 0.63% 0.81% 0.80% 0.68% 0.41% 0.46% (110.62) (50.74) (27.71) 99.66 (65.52) 178.05 (34.17) (9.38) 101.62 (23.39) 34.19 76.04 (117.03) (41.20) (105.32) 15.72 175.01 47.77 (129.26) (25.07) (33.35) 22.34 45.05 (140.18) (83.37) (12.86) 23.48 47.42 27.07 49.48 (17.88) (27.34) 20.82 8.00 (48.92) (11.40) 6.62 (194.60) (5.01) (116.02) 170.45 (4.68) (24.04) EFTA00288346

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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 412 190 449 (343) (67) 20 76 6,119 (1) 748 1,158 939 (135) (173) (9) 2,889 693 869 1,798 (121) 532 233 44 970 (60) 193 710 100 168 (423) (59) 264 222 188 350 1,439 319 (68) 416 8,152 972 396 638 851 7,114 7,159 9,209 6,240 3,506 4,819 4,934 17,035 8,293 9,453 8,103 7,021 5,241 5,649 (571) 7,836 5,671 5,345 8,483 (3,011) 9,693 8,178 (2,352) 9,825 1,626 8,181 6,518 8,032 3,653 (5,164) 1,392 10,362 6,355 5,961 (8,574) 5,695 7,919 (2,814) (5,442) 10,218 6,885 1,102 8,267 (6,286) 5,234 35.70 36.79 38.45 301.87 54.83 54.04 212.78 65.48 48.63 8.48 8.57 80.55 80.55 70.43 44.08 118.49 114.81 83.83 643.80 43.71 166.14 22.09 26.16 66.43 36.12 84.31 36.53 24.78 359.52 35.93 45.69 15.90 15.89 63.57 46.52 6.89 115.49 63.59 60.09 45.78 84.26 5.60 120.22 37.76 37.76 40.32 286.13 HN/AN/A 55.06 54.87 289.22 65.47 52.47 105.68 9.69 9.72 78.52 78.15 71.50 60.34 132.96 133.48 101.60 669.61 46.11 170.88 85.55 21.67 28.74 64.06 36.98 93.50 36.98 25.92 388.98 34.47 46.85 16.45 16.39 60.98 58.27 AN/AN/A 7.06 106.66 114.32 68.56 45.78 88.29 5.03 139.76 11.86 5.59 9.11 3.16 -1.90 0.40 1.47 51.69 0.02 8.24 17.23 14.07 -2.98 3.75 1.54 34.21 13.83 19.65 30.81 -3.98 9.46 5.28 2.12 13.21 3.35 2.81 8.94 1.53 4.29 12.68 5.58 5.69 4.67 4.16 6.70 31.29 7.31 2.21 8.35 79.61 19.32 0.00 9.18 9.07 17.29 0.49% 0.47% 0.54% 1.74% 1.01% 1.06% 1.05% 0.69% 0.46% 0.96% 0.83% 0.95% 0.87% 0.82% 0.99% 1.08% 0.88% 0.83% 0.69% 1.01% 0.58% 0.54% 0.89% 0.75% 1.11% 0.84% 1.22% 0.82% 1.07% 0.65% 0.76% 0.45% 0.75% 0.76% 0.61% 0.81% 0.55% 1.09% 0.92% 1.00% 0.73% 0.60% 0.52% 1.12% 0.94% (9.04) (11.39) (23.63) (181.55) (4.23) (15.65) (111.34) (5.96) 91.42 (96.24) (71.99) (63.90) (58.67) (5.67) (84.79) (44.48) (50.38) (35.62) 4.10 129.07 (6.56) 18.09 55.76 (39.37) (73.47) (77.14) (76.71) (25.22) 32.14 (4.92) (19.54) (77.98) (64.78) 43.44 (3.44) (7.57) 18.29 (218.59) (8.38) 2.42 (33.23) 4.95 (29.73) EFTA00288347

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TWX US Equity (38) 4,244 65.74 65.17 -1.00 0.89% (41.72) TXN US Equity 4,092 12,205 34.93 46.64 28.77 1.17% TYC US Equity 9,988 24,080 29.17 41.26 50.42 0.82% UBS US Equity 245 5,489 19.43 20.30 4.63 0.97% (63.29) UBSN VX Equity 227 5,158 19.51 20.37 4.69 0.94% (66.81) UCG IM Equity 3,259 5,391 5.58 8.96 46.34 1.30% (149.75) ULVR LN Equity 77 6,329 42.99 43.51 1.50 0.81% 0.68 UNA NA Equity 16 5,283 41.53 41.66 0.41 0.75% (14.02) UNH US Equity 1,840 10,191 64.28 75.89 19.99 0.90% (114.83) UNP US Equity 1,658 12,014 165.36 188.18 17.95 0.77% (201.95) UPS US Equity 3,277 14,806 79.87 97.55 41.45 0.53% (249.53) USB US Equity 2,288 14,238 34.71 40.29 24.81 0.65% (167.27) UTX US Equity 6,551 15,190 82.05 117.43 50.43 0.86% (297.87) V US Equity 397 4,326 183.86 200.74 7.73 1.19% (179.69) VALE US Equity 249 (2,664) 14.92 13.52 6.01 1.56% 60.13 VALE3 BZ Equity 301 (2,939) 15.07 13.53 6.42 1.60% 62.10 VIAB US Equity 3,551 9,272 60.42 83.55 42.27 0.91% (161.03) VIV EP Equity 114 2,668 26.19 27.31 5.65 0.76% (40.26) VMW US Equity 254 4,785 89.16 93.90 3.31 1.61% (109.81) VOD LN Equity 188 (3,479) 3.86 3.65 6.01 0.90% (28.15) VOD US Equity 163 (3,458) 38.42 36.61 5.36 0.88% (39.42) VOW3 GR Equity 93 3,208 259.69 267.20 2.42 1.19% (41.50) VRX CN Equity 701 1,611 92.95 133.37 22.95 1.90% (5.62) VRX US Equity 810 1,880 93.20 133.35 22.78 1.89% (8.16) VTIUS Equity 577 5,134 86.91 96.67 20.18 0.56% (46.05) VWO US Equity 46 (3,316) 40.93 40.35 1.75 0.80% 37.05 VZ US Equity 328 (6,492) 48.44 45.99 9.70 0.52% 66.13 WBC AU Equity 572 6,950 #N/AN/A 10.67 0.77% WES AU Equity 463 9,705 #N/AN/A 7.23 0.66% WEC US Equity 3,140 11,582 38.70 49.19 44.86 0.60% (49.13) WLP US Equity 3,032 10,369 74.31 96.04 29.97 0.98% (74.79) WMT US Equity 288 7,910 78.77 78.52 7.98 0.46% 36.92 WOW AU Equity 145 4,924 #N/AN/A 3.46 0.85% XOM US Equity 1,415 14,589 91.42 100.29 19.46 0.50% 25.30 XTA LN Equity #N/AN/A YHOO US Equity (12) 413 35.60 34.57 -1.70 1.73% (7.39) YUM US Equity 345 7,151 73.86 77.42 5.26 0.92% 85.76 ZURN VX Equity (202) 7,208 293.54 285.52 -3.70 0.76% (0.71) 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 17,441 62,272 1,455.70 1,863.40 43.86 0.64% NDX Index 9,259 37,348 2,831.19 3,533.10 25.05 0.99% RTY Index 7,024 23,963 868.48 1,123.03 30.36 0.97% EFTA00288348

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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 683 529 (75) (560) 3,661 8,292 1,849 9,285 6,896 7,160 6,439 23,628 4,521 5,177 8,374 10,633 10,491 7,343 1,838 52 6,186 2,596 2,211 1,302 859 45 (487) 1,477 781 1,034 35,819 49 (8) 4,740 5,486 1,031 2,067 6,048 1,166 690 3,810 11,602 6,609 10,371 3,891 28,839 (20,915) 7,531 (4,326) 39,964 36,674 24,884 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) 28,885 30,936 13,269 29,992 (26,960) 29,082 21,983 73,231 (3,255) 4,457 14,269 7,455 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 23,213.41 725.60 10,288.22 10,610.77 5,723.77 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 3,943.03 363.83 140.77 2,912.82 344.53 1.85 41.45 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 13,164.47 3,063.02 22,983.08 819.54 11,230.62 13,009.86 6,149.09 14,261.72 9,505.64 29,670.84 10,154.67 6,748.31 7.43 543.63 4,297.94 2,099.10 128.62 10,041.21 206.63 3,428.67 1,692.58 94.11 35.52 4,120.73 373.92 141.24 2,866.29 325.66 1.89 #N/AN/A #N/AN/A 40.82 69.01 245.16 41.27 21.85 43.11 35.75 52.51 43.79 63.44 93.23 47.16 57.39 461.50 709.43 404.00 5.18 3.50 0.76 “11.47 16.48 26.38 10.97 28.40 28.69 27.21 28.52 64.49 25.00 22.46 30.44 41.40 32.19 21.54 9.01 0.56 25.30 14.80 6.15 5.59 471 0.34 2.17 7.31 4.20 6.63 105.72 1.90 0.35 43.97 0.09 61.95 18.99 19.09 50.94 12.99 24.94 10.61 32.92 54.87 24.88 29.46 14.46 0.46% 0.72% 1.32% 1.13% 0.56% 0.86% 0.68% 0.82% 0.55% 1.04% 0.93% 0.91% 0.48% 0.55% 0.63% 0.63% 0.86% 0.83% 0.88% 1.00% 1.26% 0.71% 1.69% 0.81% 0.59% 1.00% 0.75% 0.75% 0.64% 0.71% 0.46% 0.79% 0.50% 0.76% 0.15% 0.65% 0.55% 0.84% 0.74% 0.36% 0.86% 0.67% 0.78% 0.87% 0.61% 1.23% 0.72% 44.72 (15.42) (226.01) 1.81 (156.03) 126.13 (189.63) (217.64) 15.56 (112.62) (62.24) (134.14) (267.34) (274.39) EFTA00288349

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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 6,200 2,880 11,534 5,091 847 24,863 3,328 1,907 11,543 846 (40) 8,261 22,093 6,003 6,993 (55) 1,132 (123) 373 3,836 (210) 3,199 15 2,937 (47) 272 231 (55) (41) 4,279 5,406 3,941 4,648 3,419 32,780 9,230 4,089 11,438 3,490 (2) 1111 149 207 3,910 1,961 37,276 44,427 28,923 28,384 24,010 61,074 25,840 17,778 41,808 34,762 16,765 28,612 39,247 18,886 40,148 19,063 (15,640) (19,698) 30,849 18,950 (23,727) 53,418 39,029 (72,133) 9,317 52,225 (22,684) 7,615 32,696 77,381 78,588 80,881 79,196 80,183 78,270 54,986 79,461 50,187 67,396 (13,847) 31,505 (11,615) (55,416) 68,798 75,587 357.32 451.27 222.31 482.69 670.96 609.16 917.36 343.07 382.78 799.27 432.46 261.12 172.05 159.85 3,709.25 5,062.94 21.28 108.90 99.40 3.86 92.49 220.12 762.37 1,245.64 214.96 1,495.06 821.88 168.68 220.73 357.33 477.27 348.39 1,680.58 1,244.62 336.92 1,616.07 1,327.94 392.28 729.23 341.94 426.98 83.22 464.03 1,007.78 1,500.30 416.76 480.52 310.95 569.27 694.64 857.14 1,035.51 379.87 488.47 818.71 431.44 336.51 268.90 210.66 4,355.37 5,048.24 19.74 109.58 100.60 4.65 93.31 233.30 762.66 1,194.92 213.89 1,502.84 813.50 167.46 220.45 377.09 510.10 365.36 1,779.21 1,297.69 478.03 1,887.35 1,396.28 481.69 766.99 341.98 442.04 82.16 462.30 1,065.05 1,539.21 31.18 11.67 51.03 23.59 7.07 68.86 16.75 13.01 32.86 444 ~0.37 43.36 64.92 26.20 23.82 ~0.63 10.41 0.89 1.74 13.38 1.33 87.61 0.35 14.75 1.33 141 4.04 2.59 0.53 21.54 27.69 20.64 23.93 16.89 209.13 73.57 20.59 104.56 15.71 0.04 12.56 1.78 1.16 22.72 9.63 0.53% 0.56% 0.78% 0.76% 0.50% 0.59% 0.77% 0.82% 0.84% 0.55% 0.63% 0.46% 0.70% 0.70% 0.69% 1.51% 0.67% 0.07% 0.11% 0.28% 0.38% 0.37% 0.25% 0.28% 0.23% 0.20% 0.23% 0.25% 0.22% 0.33% 0.30% 0.28% 0.72% 0.32% 0.25% 0.27% 84.83 130.77 (17.84) (63.33) (10.03) (108.75) (59.61) 133.07 (410.43) (280.89) (433.80) (4.39) 33.30 (62.25) (34.11) (33.57) (0.45) 181.36 EFTA00288350