Atorus, LLC 5/22/2014 Current Date: Change on Day: 0.68% 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 Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: ead |e on Day ie ae Positions: 437 Current Leverage | aad (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 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 T a eG EO CNG NG SG NS NN SS SPP SPP PPP RAIN aN alr Cl al Ca aR LN PEP GAP’ PPE PEE HAP’ GM WM PW oh EFTA00288367

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Atorus, LLC 5/22/2014 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 | 25.28%] TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,490 0.30% ATX Index (6,300) 0.11% XLF US Equity 5,503 0.30% KMI US Equity (6,775) 0.12% AZN SS Equity 5,509 0.30% DISCA US Equity (6,841) 0.12% AEX Index 5,771 0.32% TGT US Equity (8,574) 0.15% NVS US Equity 5,792 0.32% CO1 Comdty (8,864) 0.15% HON US Equity 5,870 0.32% SPGSCITR Index (11,539) 0.20% JNJ US Equity 5,895 0.32% XAG Curncy (15,640) 0.27% UTX US Equity 6,030 0.33% INDEXCF Index (21,271) 0.36% AZN US Equity 6,047 0.33% XAU Comdty (23,727) 0.41% AZN LN Equity 6,166 0.34% SHCOMP Index (33,248) 0.57% EDF FP Equity 6,194 0.34% SE_TSY CREDIT (44,333) 0.76% XLI US Equity 6,302 0.34% MX_TSY CREDIT 77,867 1.33% DAI GR Equity 6,517 0.36% IE_TSY CREDIT 78,270 1.34% ACA FP Equity 6,629 0.36% BE_TSY CREDIT 79,771 1.36% ROG VX Equity 6,765 0.37% AU_TSY CREDIT 81,398 1.39% SXXP Index 6,973 0.38% AT_TSY CREDIT 81,569 1.39% SXSE Index 6,977 0.38% FR_TSY CREDIT 82,246 1.41% SX6P Index 7,193 0.39% NL_TSY CREDIT 82,865 1.42% NOVN VX Equity 7,273 0.40% DE_TSY CREDIT 84,524 1.44% MAERSKB DC Equity 7,565 0.41% FI_TSY CREDIT 85,645 1.46% SMI Index 7,826 0.43% GB_TSY CREDIT 89,647 1.53% BEL20 Index 7,895 0.43% US_TSY CREDIT 91,833 1.57% IT_TSY CREDIT 7,978 0.44% CA_TSY CREDIT 91,863 1.57% MDT US Equity 7,990 0.44% TMO US Equity 8,324 0.46% HEX Index 8,669 0.47% PRU LN Equity 8,954 0.49% DAX Index 9,123 0.50% INAV Impact of MTM by Category & Exposure SXAP Index 9,514 0.52% MMM US Equity 9,588 0.52% IBEX Index 9,707 0.53% EquityComtong 801% LUXXK Index 9,996 0.55% SKOP Index 10,327 0.56% JG20Ratestong 058 NOX Index 10,612 0.58% ES_TSY CREDIT 10,753 0.59% TYC US Equity 11,152 0.61% SXIP Index 11,404 0.62% KFX Index 11,411 0.62% XLV US Equity 12,379 0.68% ISEQ Index 17,634 0.96% EFTA00288368

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eo Long PAMERShort EquityCom Long EquityCom Short | G20Ratestong G20 Rates Short otal Short |_| P22 | 365 | [72 SPX Index SXTP Index SXDP Index 1E_TSY CREDIT STBCNZL Index 18,494 22,258 26,879 31,493 35,531 1.01% 1.22% 1.47% 1.72% 1.94% Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $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 EFTA00288369

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Atorus, LLC 5/22/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 2,000,000 6,000,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 + (2,000,000) | (2,000,000) (3,000,000) APAC —_— EMEA mre AMER, —= EquityCom G20 Rates omen 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 T T T T T T T T T T T $ > a7 > AD SY Sy $y ) o PN” AN AY aw” Rn SP os ap? ov ~ 1 > > y SY Sr os” > SP” AN” ew So oS § Pr oh ae “ry ~~ & id id s° ra T > EFTA00288370

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Atorus, LLC 5/22/2014 Current Gross Notional Risk by Category 246,525 m APAC mEMEA = AMER = EquityCom = G20 Rates Performance Vs. MSCI World Index 215 1.95 175 iss 135 Series 115 —— Series2 0.75 + T T T T T yy ow SY Ne > “el b® & “ a PS Pr SP ae PP PP” PP” ah” ah” a?” avd AY \ oe A x x \ RS Aw \ s s e T T T Na ae AN \ x AY Rae SSS” os Rolling 30 Day Realized Volatility - Atorus T T T T ™ 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% —— Series} EFTA00288371

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Atorus, LLC 5/22/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) ——P/L Vol Days by Position 0.00 + T T T T T T T 1 FOO OE O% pO" LO OO GOO" gO" LOF LO" LO" GOO" LO" LO" KS A MTM Gains(Losses) % of NAV "Signficant™ (<7 Vol Days) 0.77% MTM Gains(Losses) % of NAV "Signficant™ (>7 Vol Days) 43.00% EFTA00288372

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Atorus, LLC 5/22/2014 Current Portfolio -Listed Equity Portfolio Current Price} P/Lin Vol |30P Realized] Change on Day MTM Seno Exp. @ Cost (in USD) Days Vol {in USD) 000270 KS = (891) 56.62 58.55 “3.21 1.07% (11.95) 005380 KS Equity “ 3,149 227.23 226.94 0.12 1.04% 39.78 005490 KS Equity (67) (1,921) 293.72 304.02 -3.76 0.93% (20.34) 005930 KS Equity 8 3,015 1,397.69 1,401.28 0.31 0.82% (10.53) 012330 KS Equity 889 5,584 248.00 287.46 16.19 0.98% 25.99 1 HK Equity 912 12,607 16.22 17.39 8.77 0.82% 33.27 1299 HK Equity 142 5,954 4.81 4.92 2.62 0.91% 22.38 13 HK Equity 749 4,897 11.35 13.09 15.13 1.01% (25.17) 16 HK Equity 13.08 c 27 HK Equity (52) (1,260) 7.77 8.09 2.13 1.92% (28.01) 2914 JP Equity (22) 387 34.31 32.49 5.44 1.03% 7.07 3382 JP Equity 34 2,327 38.56 39.12 1.58 0.92% 8.66 4063 JP Equity - 880 59.60 59.60 0.00 0.99% 15.25 4502 JP Equity (85) 3,927 45.20 44.24 -2.63 0.82% 20.88 4689 JP Equity (11) (1,319) 4.45 4.49 0.43 2.00% (10.39) 5 HK Equity (109) (4,127) 10.18 10.45 “3.62 0.73% (10.72) 5108 JP Equity (37) 520 36.25 33.84 6.74 1.06% 5.47 5401 JP Equity 283 (5,599) 2.86 2.72 5.67 0.89% (99.57) 6301 JP Equity (115) 3,338 22.29 21.54 “3.24 1.07% 25.48 6752 JP Equity 10.47 c 6902 JP Equity 42.27 : 6954 JP Equity 359 6,629 6,392.98 168.15 5.93 0.91% 51.10 7201 JP Equity 12 (2,999) (3,742.97) 8.94 0.39 0.99% (38.80) 7203 JP Equity 209 (4,207) (5,259.85) 54.21 5.38 0.92% (74.88) 7267 JP Equity 240 (4,675) (4,885.01) 34.03 4.28 1.20% (74.46) 762 HK Equity (48) 932 (5,161.69) 151 -2.95 1.76% 10.35 7751 JP Equity (21) 5,921 (6,865.02) 32.63 0.48 0.75% 14.08 8031 JP Equity (113) (2,292) (4,775.88) 15.05 5.43 0.91% (38.33) 8058 JP Equity 33 5,854 (4,383.01) 19.63 0.67 0.85% 74.91 8306 JP Equity 145 (3,668) (4,603.66) 5.47 3.19 1.24% (42.33) 8316 JP Equity 177 (2,542) (2,000.57) 38.15 5.83 1.19% (30.05) 8411 JP Equity (93) 4,380 192 “3.61 0.59% (27.92) 8604 JP Equity 171 (3,335) (3,504.39) 6.31 3.53 1.45% (97.34) 8801 JP Equity 40 4,655 31.30 3157 0.67 1.28% 7.12 8802 JP Equity 157 (4,920) 24.25 23.47 2.46 1.30% 20.77 9020 JP Equity 71 (5,379) 75.30 74.30 1.70 0.78% (6.31) 941 HK Equity 62 (4,728) 10.20 10.07 1.38 0.94% (4.47) 9432 JP Equity 481 8,028 54.04 57.27 7.13 0.84% (14.18) 9433 JP Equity (107) 3,581 56.85 55.21 -2.38 1.25% 77.59 9437 JP Equity (238) (6,149) 15.69 16.30 475 0.82% (38.61) 9983 JP Equity 94 (2,180) 331.31 317.05 3.03 1.42% (54.97) EFTA00288373

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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 57 1,072 (15) 218 (12) (0) 587 69 435 433 6,629 578 142 87 (27) 4,616 580 517 (19) (124) (83) (5) 1,724 18 184 152 77 2,368 6,166 5,509 6,047 180 69 (43) 1,165 750 57 323 (34) 129 107 25 1,254 168 (29) (1,937) 7,342 (2,385) 4,019 (3,165) (3,012) 8,888 4,097 (4,342) (4,194) 5,408 10,287 8,563 5,607 3,098 9,698 12,864 7,022 2,224 7,052 5,730 (825) 12,212 (2,898) 12,947 4,994 3,906 10,373 12,676 12,119 12,812 8,072 (4,560) 5,219 7,333 7,532 4,842 7,767 1,259 4,539 4,490 (2,644) 6,043 9,622 5,457 2,814 70.52 529.57 23.53 51.05 7.46 7.52 103.84 38.95 18.52 18.57 6.87 97.58 78.09 76.86 62.22 111.05 138.54 49.85 69.88 169.49 169.00 114.07 77.60 307.87 30.37 87.75 99.75 71.70 49.10 50.24 49.38 129.18 14.90 4.13 97.65 54.82 73.65 134.88 10.38 14.47 14.52 65.85 10.26 45.42 16.50 53.17 68.43 606.93 23.59 23.68 53.81 7.49 7.52 110.70 39.61 16.66 16.66 15.30 103.06 79.39 78.05 61.67 163.90 144.79 53.52 69.30 166.56 166.58 114.82 88.56 305.94 30.80 90.42 101.72 88.06 72.98 73.07 72.68 132.06 14.67 4.10 113.16 60.28 74.51 140.49 10.10 14.88 14.87 65.22 12.39 46.21 16.41 54.98 1.88 16.71 0.74 4.79 0.40 0.02 9.19 2.66 10.40 10.15 102.95 16.06 2.54 2.33 1.15 26.14 7.50 8.28 0.70 2.37 1.98 0.67 23.48 0.34 1.77 448 2.39 30.89 21.51 20.37 21.94 2.88 1.46 0.58 19.77 12.95 2.25 5.40 1.61 2.43 1.66 1.11 27.62 4.69 -0.38 3.13 1.57% (49.16) 0.87% 30.78 0.84% (10.91) 1.13% 33.52 0.93% (38.55) 1.04% (35.08) 0.72% 63.69 0.64% 9.36 0.96% 0.60 1.02% 3.47 1.19% 68.45 0.35% 4.46 0.65% 14.11 0.66% 22.53 0.77% (20.93) 1.82% 62.72 0.60% 66.18 0.89% (12.05) 1.18% 17.14 0.74% 13.78 0.74% 13.83 0.98% (11.50) 0.60% 43.85 1.83% (12.99) 0.80% 260.45 0.68% 20.35 0.83% 53.15 0.74% 23.89 2.26% (266.29) 2.23% (202.04) 2.15% (346.82) 0.78% 73.54 1.04% (17.16) 1.43% 33.28 0.80% 30.64 0.77% 129.98 0.52% 8.75 0.77% (9.57) 1.68% (54.71) 1.17% (111.18) 1.44% (99.06) 0.86% (36.68) 0.75% 52.00 0.37% 105.20 1.37% 12.89 1.09% 14.27 EFTA00288374

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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 (518) (114) 101 206 38 391 20 36 394 1,131 (29) (32) 200 1,017 715 18 578 (25) (10) 235 1,941 914 (44) 554 19 465 2,461 681 101 4,800 1,979 1,025 1,925 786 238 43 809 29 27 1,606 2,304 1,772 (3,788) 9,507 7,278 1,066 (2,997) 8,609 2,324 (2,804) 13,003 5,212 1,407 3,347 (4,875) 11,902 9,797 14,233 2,143 9,049 (401) 1,507 3,932 14,645 16,830 (2,100) 6,257 2,632 7,019 21,171 11,908 4,527 12,096 12,873 10,769 12,795 7,124 7,461 9,550 7,080 (1,129) (3,180) 1,102 9,460 12,136 1,160 13,256 18.39 35.07 68.83 250.89 33.17 33.02 297.93 33.03 67.73 100.16 49.90 74.67 73.11 59.15 7.76 120.86 6.64 103.83 29.48 47.35 34.44 91.22 70.48 57.79 36.47 149.47 97.77 59.61 85.37 50.49 36.58 $1.72 37.19 51.86 69.18 76.08 114.19 63.92 54.18 23.99 24.38 25.26 64.83 123.86 61.46 20.91 34.65 69.79 299.48 32.75 34.52 300.53 32.62 69.79 121.89 48.87 73.97 70.11 62.33 8.56 126.93 6.69 110.45 31.32 47.04 36.50 103.31 74.31 59.00 39.69 150.55 104.25 66.54 90.25 $1.62 51.09 59.67 40.72 59.66 76.81 78.50 114.71 AN/AN/A 71.22 52.77 23.79 24.38 29.54 29.16 77.14 123.86 69.68 12.50 1.33 1.50 12.81 1.68 5.09 1.16 1.59 7.15 27.30 -1.89 1.24 4.54 12.68 14.86 10.39 0.72 8.98 -3.72 0.91 6.21 19.69 9.34 1.93 9.37 0.64 8.46 26.55 13.51 3.06 59.91 24.83 11.11 25.50 17.43 4.74 0.77 18.43 1.26 0.87 0.00 24.71 32.81 0.00 21.01 1.09% 0.90% 0.93% 1.51% 0.75% 0.89% 0.75% 0.80% 0.42% 0.79% 1.11% 0.77% 0.90% 0.42% 0.70% 0.48% 1.14% 0.71% 1.68% 0.74% 0.96% 0.67% 0.58% 1.09% 0.94% 1.14% 0.78% 0.44% 0.42% 0.73% 0.66% 0.62% 0.86% 0.59% 0.63% 0.67% 0.59% 0.62% 2.06% 0.97% 0.79% 0.69% 0.58% 0.64% 0.64% 64.59 160.44 90.77 25.63 (52.65) 43.65 5.43 (38.07) 222.68 60.20 1.54 (0.48) (50.18) 105.60 (9.09) 40.96 (11.47) 19.09 (5.62) 4.96 9.07 143.68 198.91 (14.45) 49.31 42.93 80.05 (56.44) 192.77 44.73 147.44 99.87 145.02 101.86 37.42 10.65 15.04 (20.64) (47.62) 4.87 (2.28) (11.08) 129.24 0.11 164.33 EFTA00288375

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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 6,517 2,878 3,766 341 4,192 98 144 1,979 102 331 2,572 161 889 3,685 63 1,747 (13) 210 6,194 436 (160) 674 1,987 174 2,476 1,983 (60) 23 (209) 913 134 283 164 141 1,959 (25) 2,432 217 1,327 (147) 3,504 (115) 13,908 (3,216) 13,319 8,377 10,094 10,090 2,332 5,021 10,618 (6,841) 5,584 7,396 660 7,575 10,622 (4,230) 11,143 (978) 9,210 9,189 10,986 8,739 12,532 8,902 11,929 2,606 5,841 13,127 7,934 5,260 (2,897) 2,630 6,027 4,359 6,139 4,692 14,528 2,243 13,140 4,205 22,280 732 (2,955) 11,700 2,862 62.69 42.67 55.55 63.56 87.21 $1.71 31.13 75.70 69.56 76.62 17.41 37.01 29.33 15.16 62.35 71.46 63.21 50.83 105.24 22.46 25.45 67.38 45.93 4.44 24.79 18.68 73.24 64.18 12.50 73.16 14.88 45.21 33.62 130.68 32.81 33.58 62.53 21.73 22.35 79.00 50.62 57.54 5.29 16.38 34.77 92.06 41.36 67.55 92.14 90.16 #N/AN/A 73.20 32.45 77.87 82.52 75.48 18.44 49.87 36.47 16.94 83.99 70.39 73.12 51.48 107.64 37.59 26.46 66.17 48.40 5.43 25.15 18.90 104.29 73.88 12.41 70.25 73.49 15.96 60.91 34.37 139.18 33.68 34.59 70.96 21.49 26.49 83.08 53.63 57.54 5.55 21.28 33.43 43.33 3.62 39.72 37.22 6.70 62.71 4.73 3.73 23.47 1.53 6.32 36.90 24.40 11.93 28.63 2.94 17.36 1.34 453 75.43 5.68 2.49 11.78 25.11 2.05 1.29 35.38 24.91 0.77 0.54 9.96 18.21 2.32 10.78 2.50 2.81 18.54 1.51 35.06 3.87 14.60 0.00 -7.00 39.39 446 1.08% 157.72 0.85% (3.71) 0.54% 86.01 1.21% 68.88 0.50% 39.57 0.66% 15.92 0.89% 21.53 0.77% 125.28 0.79% 80.83 0.97% (71.14) 0.94% 14.24 0.94% (28.54) 1.00% (2.19) 0.98% 1.75 1.21% 88.15 0.51% (27.28) 0.90% (18.13) 0.97% (1.51) 0.50% 2.05 0.70% 44.76 0.74% 78.07 0.46% 80.17 0.89% (116.56) 0.71% 228.29 0.90% 13.30 1.20% 46.17 0.61% 115.06 0.98% (4.50) 0.82% 49.74 0.73% (11.87) 1.91% 92.88 0.96% 14.25 0.60% 5.88 1.07% 16.25 1.07% 14.97 0.73% (28.07) 0.74% (26.49) 0.53% 22.85 1.34% 85.36 0.41% 95.15 1.19% 0.62 0.71% (36.40) 0.76% 95.84 0.90% 1.36 EFTA00288376

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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 (12) (2) 270 864 1,755 373 (4) 5,870 2,063 85 2,071 106 2,864 979 3,493 246 208 3,675 102 (21) 5,895 (1) 226 91 148 160 302 143 (7) 430 (3) (6) 1,495 56 7,565 288 154 235 4,229 7,990 997 1,234 9,588 1,118 (421) (325) 5,707 11,150 7,135 7,619 3,636 11,930 7,473 6,635 7,531 (4,032) 13,847 12,041 5,699 5,715 4,601 14,011 (3,652) (352) 17,409 (4,014) 9,903 (6,775) 1,160 3,592 5,290 9,647 1,914 4,953 2,016 (2,461) 690 (626) 2,297 3,476 14,263 5,711 9,603 2,181 13,641 20,811 7,556 2,561 21,331 12,846 528.89 158.91 26.25 25.70 51.03 74.99 42.81 61.29 25.31 10.26 5.55 190.87 37.48 24.20 1.94 15.59 15.57 68.13 147.35 45.21 75.23 54.45 107.63 34.16 40.62 43.75 41.95 201.92 1.17 59.72 122.72 188.75 46.93 74.08 59.37 74.56 1,685.82 186.65 100.86 166.31 28.53 43.20 44.66 12.41 96.95 37.41 544.06 159.90 27.50 27.69 63.58 78.67 42.76 91.45 32.30 10.39 7.08 185.83 45.23 26.17 3.13 16.26 16.28 86.00 143.23 47.86 100.71 54.47 110.08 33.71 40.62 45.55 43.22 208.24 1.26 59.63 161.89 155.75 46.74 74.81 98.00 75.76 2,579.94 196.06 102.48 184.24 37.38 59.79 50.55 18.39 AN/AN/A 140.53 40.67 2.29 0.64 5.70 9.24 24.26 5.93 0.18 77.80 28.25 1.80 43.69 3.37 29.66 15.33 49.31 4.27 3.58 46.09 4.88 4.70 76.81 ~0.04 440 1.80 0.00 4.16 3.42 4.26 6.14 -0.20 47.62 7.65 -0.39 -0.60 88.99 1.31 54.19 7.78 3.49 12.53 42.51 $1.13 12.08 56.01 76.88 16.58 1.25% (6.18) 0.98% (1.34) 0.83% 8.03 0.84% 196.23 1.01% 62.07 0.83% 61.39 0.62% 3.60 0.63% 56.25 0.98% (75.06) 0.72% (28.16) 0.63% (15.03) 0.78% 12.08 0.70% 184.68 0.53% 2.84 1.24% 57.30 1.01% (109.09) 1.26% (65.16) 0.57% 77.89 0.57% (23.05) 1.25% (2.64) 0.44% (70.34) 0.85% (16.21) 0.52% 10.27 0.74% (72.40) 0.49% (3.68) 0.99% 49.52 0.88% 70.83 0.74% 98.92 1.22% 11.51 0.75% 58.30 0.67% 5.14 2.29% (77.36) 1.07% 23.31 1.65% (11.54) 0.73% 5.21 1.23% 29.97 0.65% 13.13 0.46% 21.45 0.86% 20.36 0.73% (93.88) 0.75% (12.42) 1.09% 56.32 0.86% 10.22 0.58% 18.03 0.52% 84.01 EFTA00288377

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MON US Equity MOS US Equity MRK US Equity MS US Equity MSFT US Equity MUV2 GR Equity NAB AU Equity NCM AU Equity NEE US Equity NEM US Equity NESN VX Equity NG/ LN Equity NKE US Equity NOK US Equity NOV US Equity NOVN VX Equity NOVOB DC Equity NSC US Equity NVS US Equity OGXP3 BZ Equity OR FP Equity ORA FP Equity ORCL US Equity OXY US Equity PBR US Equity PBR/A US Equity PCLN US Equity PCP US Equity PEP US Equity PETR3 BZ Equity PETR4 BZ Equity PFE US Equity PG US Equity PHIA NA Equity PM US Equity PNC US Equity POT CN Equity POT US Equity PRU LN Equity PSA US Equity PSX US Equity PX US Equity QCOM US Equity QQQ US Equity RAI US Equity RDS/A US Equity RDS/B US Equity 1,192 1,476 (30) 1,106 569 (502) 4,790 512 1,302 3,212 258 4,042 643 7,273 2,175 5,792 4,038 435 1,783 1,889 154 (30) (20) 148 (0) 355 (32) (24) (37) 167 831 145 114 8,954 694 1,605 2,439 2,413 2,344 1,048 1,062 11,917 11,769 2,280 8,007 6,116 13,313 14,972 (1,819) 11,468 13,258 2,940 4,498 9,753 19,643 9,444 10,109 16,897 (4,107) 8,826 8,559 8,492 7,355 1,199 1111 2,920 922 12,677 1,645 1,075 (2,492) 11,013 4,593 9,010 6,237 7,308 10,521 13,406 6,461 16,340 12,547 7,968 10,690 11,546 11,427 108.06 50.17 30.73 35.20 198.05 32.01 73.22 32.61 70.58 11.95 68.64 4.09 77.31 65.41 40.67 81.58 66.90 4.30 166.73 13.71 34.08 95.49 15.26 16.14 1,122.72 246.55 83.32 7.61 8.10 29.29 79.27 86.25 76.84 35.86 36.07 12.73 161.79 65.97 113.59 66.88 68.91 53.51 75.49 75.80 118.87 49.64 56.47 30.33 40.06 216.46 30.85 9.35 96.65 23.43 78.60 14.85 74.67 7.76 82.41 89.62 42.86 99.13 89.83 0.07 174.95 16.57 41.66 97.49 14.89 15.85 1,179.68 246.55 85.65 7.46 7.92 29.73 80.47 31.75 86.33 83.92 36.69 36.63 23.57 170.16 82.35 130.55 79.74 89.18 58.76 79.70 82.84 14.45 15.30 -1.00 19.13 10.48 4.78 52.76 18.22 20.04 40.61 11.41 64.16 8.21 57.06 5.55 30.19 59.88 59.11 7.27 19.89 37.51 3.57 1.55 -1.09 3.76 0.00 6.61 1.12 1.25 “1.53 3.18 0.20 11.05 2.83 2.03 102.56 11.22 29.95 32.05 29.84 44.39 11.40 10.53 12.54 0.69% 0.82% 1.33% 0.72% 0.89% 0.79% 0.61% 1.54% 0.57% 0.60% 0.77% 1.40% 0.80% 0.65% 0.97% 0.71% 0.57% 1.66% 0.68% 1.05% 0.59% 0.59% 1.61% 1.65% 1.35% 0.94% 0.42% 1.73% 1.79% 0.97% 0.48% 0.46% 0.83% 0.82% 0.77% 0.83% 0.46% 0.83% 0.47% 0.64% 0.66% 0.86% 0.53% (2.81) 25.19 (26.90) 12.03 219.08 52.73 8.44 (29.99) (16.29) 28.80 263.74 (35.62) 131.91 79.19 59.50 122.80 165.32 (35.68) (70.13) 3.76 35.57 (6.69) (4.23) 31.65 4.95 (42.75) (2.50) (0.44) (17.93) 2.58 25.11 30.31 (20.15) (47.42) (45.26) (28.48) 40.56 8.51 11.27 68.48 54.63 76.65 EFTA00288378

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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 771 1,115 (217) (257) (105) (30) 6,765 288 1,222 1,536 1,252 (54) 2,301 775 652 1,786 (3) (359) 1,463 (9) 518 416 512 (318) (24) 374 179 192 903 250 750 (374) 357 8,324 1,266 917 544 825 9,744 11,195 10,889 6,240 3,073 4,819 4,934 17,035 10,940 11,420 (2,723) 9,215 7,569 839 983 7,836 5,671 5,345 8,679 3,159 11,861 12,778 11,476 1,460 11,105 8,613 9,658 4,735 (4,132) 3,371 10,892 7,580 6,344 (8,574) 1,886 13,319 (5,268) (5,442) 10,218 7,801 2,114 12,867 (6,286) 5,234 37.13 38.22 37.82 308.38 60.60 55.66 54.76 212.94 67.62 51.28 105.52 8.57 8.57 79.21 74.42 43.91 115.50 84.32 693.16 44.45 168.51 26.85 65.08 37.24 86.49 37.01 25.81 360.73 35.63 47.14 16.11 15.98 62.66 49.34 4.68 7.01 117.33 63.86 61.12 47.26 86.73 5.59 121.31 40.06 40.08 41.70 298.04 55.92 54.48 54.42 297.50 69.40 56.77 105.22 9.99 9.99 74.41 74.42 71.40 56.81 HN/AN/A 129.60 101.66 692.54 43.15 174.36 88.47 22.52 30.28 64.68 38.97 90.67 38.97 26.30 388.51 35.38 48.76 16.49 16.47 56.06 55.89 4.95 7.51 109.64 115.87 71.04 47.34 92.90 §.11 140.42 13.42 8.33 14.36 1.93 7.13 -2.38 0.58 60.48 5.32 14.05 0.37 25.45 21.02 -7.50 0.00 31.67 16.39 13.91 32.46 -0.09 4.58 9.42 13.89 0.58 5.25 444 5.99 2.38 13.63 0.98 6.29 3.04 3.49 11.03 13.58 11.19 11.09 8.73 90.48 21.88 0.31 14.03 8.05 23.69 0.59% 112.18 0.58% 145.46 0.71% (384.31) 1.79% 118.70 1.17% 77.09 0.91% 73.43 1.06% 64.97 0.66% 17.06 0.49% 0.77% 3.69 0.66% (86.33) 0.79% (95.14) 0.86% (10.37) 0.89% (11.64) 0.93% (39.46) 0.83% 0.88% 36.10 0.63% 18.61 0.98% (24.76) 0.66% 99.19 0.37% (36.89) 0.92% 39.05 1.07% 8.45 0.89% 87.50 1.09% 13.35 0.88% 63.04 0.79% (29.07) 0.56% (12.80) 0.72% 1.32 055% 84272 0.77% 22.41 0.87% 15.76 0.96% 135.37 0.98% 0.97 0.50% 78.62 0.64% 4.82 0.75% (92.40) 0.90% 77.78 0.74% (10.68) 0.54% 12.51 0.51% 0.77 1.08% 2.14 0.67% 54.56 EFTA00288379

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TWX US Equity 312 7,427 67.14 69.96 4.85 0.86% 23.33 TXN US Equity 3,721 12,205 35.37 46.15 26.45 1.15% 201.24 TYC US Equity 11,152 24,080 29.30 42.87 57.40 0.81% 165.04 UBS US Equity 27 1,098 19.47 19.95 3.30 0.74% 2.18 UBSN VX Equity 17 1,032 19.64 19.96 1.86 0.88% 7.09 UCG IM Equity 2,369 5,500 5.62 8.05 33.45 1.29% (0.68) ULVR LN Equity 349 6,329 42.72 45.08 7.73 0.71% (40.49) UNA NA Equity 248 7,481 42.02 43.41 4.77 0.69% (25.61) UNH US Equity 2,107 10,191 64.86 78.28 27.61 0.75% 110.99 UNP US Equity 2,190 12,764 166.70 195.31 24.71 0.69% (6.55) UPS US Equity 4,001 14,806 79.98 101.58 41.34 0.65% 24.56 USB US Equity 2,673 14,238 34.79 41.33 36.69 0.51% 39.50 UTX US Equity 6,030 15,190 82.37 115.06 55.76 0.71% 81.61 V US Equity 200 5,407 201.98 209.46 3.86 0.96% (12.72) VALE US Equity 317 (2,664) 15.06 13.27 7.91 1.50% (27.90) VALE3 BZ Equity 377 (2,939) 15.22 13.27 7.66 1.68% (34.36) VIAB US Equity 3,647 9,272 60.87 84.81 53.29 0.74% 96.57 VIV EP Equity 26.00 : VMW US Equity 300 4,785 90.59 96.27 4.13 1.52% 81.38 VOD LN Equity 384 (3,581) 3.86 3.45 10.82 0.99% (8.19) VOD US Equity 359 (3,458) 38.37 34.39 10.10 1.03% 4.83 VOW3 GR Equity 13 3,208 260.06 261.13 0.49 0.84% 4.66 VRX CN Equity 524 2,397 107.34 130.78 14.58 1.50% 8.79 VRX US Equity 754 1,880 93.43 130.92 30.47 1.32% 6.31 VTIUS Equity 624 5,134 87.40 98.03 23.38 0.52% 32.72 VWO US Equity 43 5,559 42.50 42.84 1.15 0.68% 36.76 VZUS Equity 49.43 : WBC AU Equity 31 11,844 31.15 31.23 0.32 0.80% 108.86 WES AU Equity 36 13,490 39.65 39.75 0.33 0.79% 196.50 WEC US Equity 3,272 12,761 39.73 49.91 47.38 0.54% 96.62 WLP US Equity 4,548 10,369 74.57 107.28 43.27 1.01% 52.20 WMT US Equity (89) 9,262 76.14 75.42 “1.81 0.53% (19.59) WOW AU Equity (14) 1,512 34.93 34.60 “1.01 0.93% 20.30 XOM US Equity 1,635 15,723 92.07 101.65 22.96 0.45% (12.56) XTA LN Equity #N/AN/A YHOO US Equity (4) 1,073 34.76 34.63 0.24 1.56% 14.38 YUM US Equity 79 7,151 74.07 74.89 1.76 0.63% 20.73 ZURN VX Equity 50 7,208 294.88 296.94 1.61 0.44% 27.38 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 18,494 62,272 1,459.14 1,892.49 56.51 0.53% NDX Index 10,612 37,348 2,843.06 3,650.86 37.72 0.75% RTY Index 236 1,428 956.07 1,113.87 18.44 0.90% 15.44 EFTA00288380

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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 1,159 262 4,732 9,123 1,662 9,707 7,826 5,490 4,041 17,634 2,259 5,771 7,895 9,996 11,411 8,669 2,315 21 (0) 4,307 (1,198) 2,642 4,973 (98) 329 1,913 1,775 35,531 117 4,822 32 5,503 590 2,572 6,302 630 1,249 823 4,167 12,379 6,973 9,514 4,472 35,883 5,649 11,145 43,063 36,674 24,884 41,170 49,310 25,266 24,476 32,079 22,402 44,526 47,159 41,632 39,508 41,358 23,118 (6,300) 1,686 26,592 (21,271) 33,820 43,256 4,994 29,992 (33,248) 38,430 33,715 73,207 4,335 9,689 14,269 8,156 13,610 10,859 12,860 16,147 12,093 5,441 10,444 14,930 24,346 45,756 28,526 37,626 13,067.54 23,821.09 893.70 10,358.57 10,625.86 5,730.07 11,620.69 8,386.17 22,844.83 8,057.64 4,265.78 6.70 488.36 3,657.73 1,694.20 102.06 8,568.01 191.37 3,338.47 1,571.07 86.63 39.43 4,026.49 374.53 143.63 2,928.25 343.86 1.88 5,000.91 43.14 69.72 185.15 41.23 15.64 39.70 30.86 38.27 42.02 52.52 87.45 37.66 39.10 403.93 522.93 366.11 13,489.58 3,255.89 23,830.60 914.68 11,496.74 13,269.04 6,112.76 14,360.62 9,717.20 27,808.71 9,388.03 6,610.67 7.38 551.65 4,270.07 2,100.98 131.54 10,363.87 210.54 3,327.09 1,571.07 100.66 41.65 4,341.09 417.59 140.87 2,960.36 324.08 197 5,051.95 #N/AN/A 43.22 70.56 247.73 41.39 21.97 41.86 37.03 53.21 44.21 64.57 94.34 48.17 58.98 465.49 697.34 409.62 8.07 0.04 1.92 21.71 37.73 12.37 32.94 40.42 19.22 16.05 58.80 18.63 27.85 34.39 34.07 40.29 33.33 15.50 0.43 0.00 22.24 4.14 9.32 14.61 2.10 1.51 9.51 8.75 1.61 100.26 0.28 2.90 53.65 3.17 64.54 7.96 30.65 64.81 12.65 31.83 13.96 46.75 73.69 32.16 31.82 17.54 0.40% 1.02% 1.22% 0.51% 0.66% 0.54% 0.72% 0.39% 1.13% 1.03% 0.93% 0.54% 0.47% 0.49% 0.70% 0.72% 0.63% 0.65% 0.79% 1.78% 0.73% 1.36% 0.84% 0.79% 0.93% 0.72% 0.60% 0.53% 55.20 176.66 (48.68) 65.12 29.22 (100.54) 264.19 57.83 228.75 106.80 120.46 197.29 228.94 (5.66) (99.30) 19.45 220.24 104.47 87.84 152.52 68.72 226.79 063% 362.56. 0.48% 0.65% 0.42% 0.63% 0.12% 0.63% 0.68% 0.65% 0.60% 0.41% 0.72% 0.56% 0.60% 0.69% 0.47% 1.05% 0.68% 30.35 (8.33) 117.08 (7.91) 87.40 93.75 29.23 42.27 (20.11) 35.41 (10.74) 43.71 219.23 55.08 193.56 (3.58) EFTA00288381

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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 7,193 4,484 11,404 4,595 1,865 26,879 3,924 288 10,327 1,675 68 1,314 22,258 3,226 6,977 (179) 1,374 (134) 1,450 2,983 (4) 3,641 345 (147) 553 614 239 383 3,780 5,006 3,374 4,296 2,860 31,493 7,978 3,536 10,753 2,921 (149) 1,357 (53) (243) 2,863 2,387 38,710 51,146 28,923 28,384 31,675 61,074 26,236 4,876 43,418 41,086 16,765 8,552 39,247 12,087 40,565 (11,539) (15,640) (8,864) 30,849 18,950 (23,727) 53,418 91,833 91,863 77,867 81,398 11,998 58,788 66,005 81,569 79,771 85,645 82,246 84,524 78,270 54,986 82,865 50,187 67,396 30,106 35,151 20,844 (44,333) 69,857 89,647 358.58 455.93 222.33 484.07 680.61 608.69 919.78 356.87 387.52 805.32 433.63 292.98 173.36 159.43 3,712.60 4,980.53 21.39 108.71 99.08 3.77 88.76 219.98 764.43 1,216.63 221.52 1,502.79 817.96 169.97 221.17 358.85 478.61 350.02 1,687.51 1,248.81 336.03 1,613.19 1,332.64 391.13 730.34 349.82 431.09 87.61 463.64 1,009.30 1,505.08 425.21 495.90 309.99 562.45 720.69 876.58 1,057.34 377.94 479.69 838.15 435.38 337.99 271.68 201.99 4,351.11 5,057.63 19.51 110.36 103.74 4.36 88.77 234.98 767.30 1,214.69 223.09 1,514.13 817.96 170.66 222.45 375.48 508.65 363.81 1,775.65 1,291.07 471.23 1,847.26 1,389.51 474.93 761.99 348.09 447.73 87.39 466.18 1,050.66 1,545.16 35.80 14.05 65.72 25.36 15.63 81.41 24.59 7.58 34.39 9.39 0.81 22.62 61.15 24.17 28.62 -4.40 12.87 “2.59 7.95 11.23 -0.04 131.38 3.93 0.77 2.33 3.28 0.00 1.87 3.01 17.84 23.67 16.81 20.97 13.68 194.31 55.86 17.04 86.67 14.86 -2.01 15.56 -0.40 “1.97 18.00 12.86 0.52% (102.49) 0.62% (112.53) 0.60% 4.25 0.64% 94.64 0.38% 46.97 0.54% (67.27) 0.61% 19.61 0.78% 1.99 0.69% 199.07 0.43% 77.22 0.50% 45.37 0.68% 75.33 0.93% |) 467.70) 1.10% (39.34) 0.60% (37.04) 0.35% 20.27 0.68% (87.67) 0.58% 15.00 0.59% (102.42) 1.40% 0.46% (18.72) 0.05% (35.82) 0.10% (86.41) 0.21% 111.13 0.23% (176.20) 0.21% (25.91) 0.22% 51.93 0.19% (95.36) 0.26% 106.97 0.27% 151.94 0.23% 95.53 0.25% 154.29 0.25% 88.08 0.21% (292.71) 0.26% (112.28) 0.25% 111.45 0.25% (179.11) 0.29% 107.21 0.25% 68.14 0.25% 174.51 0.64% 318.86 0.28% 37.80 0.23% 47.79 0.21% (158.16) EFTA00288382